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9:00-9:45 |
Registration |
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9:45-10:00 |
Inaguration |
José María García (Director General de Economía del Gobierno de Aragón) |
10:00-10:15 |
Welcome address |
Antonio Montañés and Lola Gadea |
10:15-11:00 |
J. Andrés, J.E. Bosca and J. Ferri |
Household Leverage and Fiscal Multipliers |
11:00-11:30 |
Coffee break |
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11:30-12:00 |
L. Baele, G. Bekaert, S. Cho, K. Inghelbrecht and A. Moreno |
Macroeconomic Regimes |
12:00-12:30 |
J. Ching Wai Chiu, B. Erakerz, A. E. Foerster, T. B. Kim and H.D. Seoane |
Estimating VAR.s Sampled at Mixed or Irregular Spaced Frequencies : A Bayesian Approach |
12:30-13:00 |
L. Gadea and G. Pérez-Quirós |
Credit and the Business Cycle Describing the past or Inferring the Future? |
13:00-13:30 |
Julian Andrada-Félix, Fernando Fernández-Rodríguez and Simon Sosvilla-Rivero |
Historical Analogies of the Current Crisis |
13:30-15:30 |
Lunch |
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15:30-16:00 |
M. Luciani and D. Veredas |
A Simple Model for Vast Panels of Volatilities |
16:00-16:30 |
C. Broto and G. Pérez-Quirós |
How Can we Interpret Sovereign CDS Spreads during the Crisis? A Dynamic Factor Model Approach |
16:30-17:00 |
B. Feunou, J.S. Fontain, A. Taamouti and R. Tédongap |
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty |
17:00-18:00 |
Coffee break |
Poster session A |
18:00-18:30 |
P. Agnese and P.F. Salvador |
More Alike than Different: The Spanish and Irish Labour Markets before and after the Crisis |
18:30-19:00 |
P. Poncela and E. Ruíz |
On the Issue of how many Variables to use when Estimating Common Factors using the Kalman Filter |
19:00-19:30 |
T. del Barrio |
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests |
19:30-20:00 |
TSW meeting |
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21:00 |
Gala dinner |
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9:15-10:00 |
B. Rossi and T. Sekhposyan |
Tests of Specification and Distributional Change for Predictive Densities |
10:00-10:30 |
G. Koop and L. Onorante |
Estimating Phillips Curves in Turbulent Times using the ECB's Survey of Professional Forecasters |
10:30-11:00 |
J. Olmo and M. Sanso |
Forecasting the Performance of Hedge Fund Styles |
11:00-12:00 |
Coffee break |
Poster session B |
12:00-12:30 |
S. Moon and C. Velasco |
Tests for m-dependence Based on Sample Splitting Methods |
12:30-13:00 |
J.L. Carrion-i-Silvestre and D. Kim |
Likelihood Ratio Tests for Cointegration, Cobreaking and Cotrending |
13:00-13:30 |
A. Carnero, A. Pérez and E. Ruiz |
Effects of Outliers on the Identification and Estimation of Asymmetric GARCH-type Models |
13:30-14:00 |
J.J. Dolado, H. Rachinger and C. Velasco |
LM and Wald Tests for Breaks in the Persistence and the Level of a Time Series |
14:00 |
Closing ceremony |
Mariam Camarero (Secretaria General de Universidades) |
14:30 |
Lunch |
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A Dynamic Markov-Switching Network Analysis of the Stock Market Risk Synchronization |
D. Leyva |
Can External Shocks Explain the Asian Side of Global Imbalances? Lessons from a Structural VAR Model |
C. Guillaumin |
Leverage Skewness and Amplitude Asymmetric Cycles |
M. Artiach |
Estimating and Forecasting Financial Risk: The Realized Quantile Approach |
F. Rinnen |
Integración Espacial en el Mercado de Verdel en España |
J. García Enríquez |
Non-renewable Resource Prices. A Robust Evaluation from Stationarity Perspective |
M.J. Presno, P. Fernández y M. Landajo |
House Price Bubbles and Their Impact on Consumption: Evidence from the US |
A. Spiru |
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Nonparametric Pseudo-LM Stationarity testing. Asymptotic Results and Some Bootstrap and Panel Improvements |
M. Landajo and M.J. Presno |
Numerical Distribution Functions for Seasonal Unit Root Tests |
I. Díaz-Emparanza |
Linear Trends and Initial Conditions in Long Memory Time Series |
H. Rachinger |
A New Correlation Coefficient for Bivariate Time Series Data |
O. Erdem and Y. Varli |
Identifying Observed Factors in Approximated Factor Models. Estimating and Hypothesis testing |
L. Chen |
Residual-Based Tests for Cointegration under a weak Bilinear Unit Root |
Julio-Afonso Rodriguez |
On the Estimation of Dynamic Stochastic General Equilibrium Models: an Empirical Likelihood Approach |
S. Riscado |