Workshop in Time Series
Zaragoza. April 11-12, 2013

Programme IIIt Workshop

April 2013

Thursday, 11

9:00-10:00 Registration  
10:00-10:30 Welcome address Antonio Montañés and Lola Gadea
10:30-11:00 Antonio Aznar Crisis, Model Selection and Prediction
11:00-11:30 Javier Gardeazábal and Ainhoa Vega-Bayo Measuring the Economic Costs of Armed Conflict
11:30-12:00 Coffee break  
12:00-12:30 Mario Forni, Luca Gambetti and Luca Sala

No News in Business Cycles


Javier Hualde Estimation of long-run parameters in unbalanced cointegration


Tucker McElroy and Agnieszka Jach Subsampling inference for the autocorrelations of GARCH processes


15:30-16:00 Yunus Emre Ergemen and Carlos Velasco Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence


José Casals, Sonia Sotoca and Miguel Jerez Signal extraction with single and multiple-source error state-space models


Peter Claeys and Helena Sanz Fiscal consolidation in hard times


Juan Carlos Escanciano, Ignacio Lobato and Lin Zhux Automatic Specification Testing For Vector Autoregressions and Multivariate Nonlinear Time Series Models
17:30-18:00 Coffee break  
18:00-18:30 Flash Session 1
18:30-19:00 Antonio Afonso, Pedro Gomes and Abderrahim Taamouti Sovereign credit ratings, market volatility, and financial gains
19:00-19:30 Liang Chen Identifying Observed Factors in High Dimensional Factor Models
19:30-20:00 TSW meeting  
21:00 Gala dinner  

Friday, 12

9:30-10:00 Danilo Leiva Monitoring Synchronization of Regional Recessions: A Markov-Switching Network Approach
10:00-10:30 Mohitosh Kejriwal  and Claude Lopez Unit Roots, Level Shifts and Trend breaks in Per Capita Output: A Robust Evaluation
10:30-11:00 Guido Zack, Pilar Poncela, Eva Senra and Daniel Sotelsek From housing boom to fiscal bankrupcy: The need to adjust fiscal balances for asset bubbles
11:00-11:30 Flash Session 2
11:30-12:00 Coffee break  


Josu Arteche Signal Extraction in Long Memory Stochastic Volatility


Jordi Galí and Luca Gambetti Monetary Policy and Asset Price Bubbles: Some Empirical Evidence
14:00 Lunch