Presentations
Modeling and Forecasting Climate Change
"Econometrics for Modelling Climate Change
Jennifer L. Castle
​
“Testing for Differences in Path Forecast Accuracy”
Andrew B. Martinez
​
“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
​
“Change Point Detection in Random Coefficient Autoregressive Models”
Lorenzo Trapani
​
“Market Integration, Systemic Risk and Diagnostic Tests in Large Mixed Panels”
Cindy S.H Wang
Speed Presentations: Financial Markets
​
“Philippines Currency Exchange Rate and Its Relationship With Inflation Rates, Interest Rates, and Government Expenditures”
Ederliza V. Magpantay
​
“Volatility Forecasting for the Coronavirus Pandemic Using Quasi-score-driven Models”
Szabolcs Blazsek
​
“Modelling and Forecasting Volatility in Stock Markets”
Lorena Radavci
​
“Predictive Regressions for Aggregate Stock Market Volatility with Machine Learning”
Erwin Hansen
​
“How to Detect Financial Misvaluations and Bubbles: A New Indicator”
Marlon Fritz
Evaluating and Improving Macroeconomic Forecasts
​
Forecasting Inflation Using Online Daily Prices: A MIDAS Approach for Brazil”
Pedro Valls
​
“The Forecasts of Individual FOMC Members: New Evidence After Ten Years”
Jaime Marquez
​
"Evaluating the Federal Reserve’s Tealbook Forecasts”
Neil R. Ericsson
Financial Markets
​
“Yield Curve Momentum”
Markus Sihvonen
​
“Autoregressive Conditional Betas”
Sébastien Laurent
“Exchange Rates and Macroeconomic Fundamentals”
Giovanni Urga
Speed Presentations: Practical Challenges in Modeling​
​
“How to Deal With Missing Observations in Forecasting Surveys”
Constantin Bürgi
​
“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
​
"What Drives the Agricultural Growth in Azerbaijan?”
Fakhri Hasanov
​
“Internal Migration and Climate in Turkey”
Åžule Akkoyunlu
Ana Timberlake Memorial Lecture
​
“Conditional Quantile Coverage: An Application to Growth at Risk”
Professor Valentina Corradi