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”

Şule Akkoyunlu

Ana Timberlake Memorial Lecture

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

Professor Valentina Corradi