Zaragoza. April 11-12, 2013
IIt WorkshopProgramme
Thursday, 19 |
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| 9:00-9:45 | Registration | |
| 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 | |
| 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 | |
| 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 | |
| 21:00 | Gala dinner | |
Friday, 20 |
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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 | |
Posters session A |
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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 |
Posters session B |
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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 |