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9:00-10:00 |
Registration |
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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 |
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12:00-12:30 |
Mario Forni, Luca Gambetti and Luca Sala |
No News in Business Cycles |
12:30-13:00 |
Javier Hualde |
Estimation of long-run parameters in unbalanced cointegration |
13:00-13:30 |
Tucker McElroy and Agnieszka Jach |
Subsampling inference for the autocorrelations of GARCH processes |
13:30-15:30 |
Lunch |
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15:30-16:00 |
Yunus Emre Ergemen and Carlos Velasco |
Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence |
16:00-16:30 |
José Casals, Sonia Sotoca and Miguel Jerez |
Signal extraction with single and multiple-source error state-space models |
16:30-17:00 |
Peter Claeys and Helena Sanz |
Fiscal consolidation in hard times |
17:00-17:30 |
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 |
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18:00-18:30 |
Flash Session 1 |
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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 |
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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 |
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11:30-12:00 |
Coffee break |
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12:00-12:30 |
Josu Arteche |
Signal Extraction in Long Memory Stochastic Volatility |
13:00-13:45 |
Jordi Galí and Luca Gambetti |
Monetary Policy and Asset Price Bubbles: Some Empirical Evidence |
14:00 |
Lunch |
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