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Presentations

Modeling and Forecasting Climate Change
 

"Econometrics for Modelling Climate Change

Jennifer L. Castle

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“Testing for Differences in Path Forecast Accuracy”

Andrew B. Martinez

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“Forecasting Facing Climate Change, Evolving Pandemics and Economic Shifts”

David F. Hendry

Modeling and Diagnostic Testing
 

“Gravitational Effects of Culture on Internal Migration in Brazil”

Daisy Assmann Lima

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“Change Point Detection in Random Coefficient Autoregressive Models”

Lorenzo Trapani

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“Market Integration, Systemic Risk and Diagnostic Tests in Large Mixed Panels”

Cindy S.H Wang

Speed Presentations: Financial Markets

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“Philippines Currency Exchange Rate and Its Relationship With Inflation Rates, Interest Rates, and Government Expenditures”

Ederliza V. Magpantay 

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“Volatility Forecasting for the Coronavirus Pandemic Using Quasi-score-driven Models”

Szabolcs Blazsek

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“Modelling and Forecasting Volatility in Stock Markets”

Lorena Radavci

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“Predictive Regressions for Aggregate Stock Market Volatility with Machine Learning”

Erwin Hansen

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“How to Detect Financial Misvaluations and Bubbles: A New Indicator”

Marlon Fritz

Evaluating and Improving Macroeconomic Forecasts

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Forecasting Inflation Using Online Daily Prices: A MIDAS Approach for Brazil”

Pedro Valls

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“The Forecasts of Individual FOMC Members: New Evidence After Ten Years”

Jaime Marquez

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"Evaluating the Federal Reserve’s Tealbook Forecasts”

Neil R. Ericsson

Financial Markets 

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“Yield Curve Momentum”

Markus Sihvonen

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“Autoregressive Conditional Betas”

Sébastien Laurent

 

“Exchange Rates and Macroeconomic Fundamentals”

Giovanni Urga

Speed Presentations: Practical Challenges in Modeling​

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“How to Deal With Missing Observations in Forecasting Surveys”

Constantin Bürgi

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“Fuzzy Dummy Variable versus Binary Dummy Variable: Structural Breaks of Money Demand in Iran”

Esmaiel Abounoori

 

"What Happens to the Short-run Elasticity When the Long-run Varies Over Time?”

Jeyhun I. Mikayilov

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"What Drives the Agricultural Growth in Azerbaijan?”

Fakhri Hasanov

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“Internal Migration and Climate in Turkey”

Åžule Akkoyunlu

Ana Timberlake Memorial Lecture

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“Conditional Quantile Coverage: An Application to Growth at Risk” 

Professor Valentina Corradi

2025 Dynamic Econometrics Conference

What

27th Dynamic Econometrics Conference

When

TBC

Where

TBC

Contact Us

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