International Workshop
on "Nonlinear and Asymmetric Models in Applied Economics"

Paris; April 12, 2012
CEPN-CNRS, ECONOMIX-CNRS AND BANQUE DE FRANCE

Attendance

Conference registration is free, including lunch and coffee breaks. The number of places being however limited, those interested in attending the workshop should register online here. Deadline for registrations : April 3, 2012.

Program

9 h 00 Welcome breakfast
9:30-10:45 Keynote speaker: Timo Teräsvirta (CREATES, Aarhus Univ.)
Specification, estimation and evaluation of Vector Logistic STAR models with applications
10:45-11:15 Coffee break
11:15-11:50 P. Albuquerque (Euromed Management, Univ. Aix-Marseille, DEFI & IDEP)
The Effects of Nonlinear Aggregation on the Relationship between Inequality and Growth
Discussant: M. Mogliani (Bank of France)
11:50-12:25 M. Greenwood-Nimmo (Univ. of Leeds), Y. Shin (Univ. of York) and T. Van Treeck (IMK, Hans Boeckler Stiftung)
Fundamental Asymmetries in US Monetary Policymaking: Evidence from a Nonlinear Autoregressive Distributed Lag Quantile Regression Model
Discussant: S. Laurent (Maastricht Univ. and CORE)
12:25-13:00 F. Bec (THEMA, Univ. Cergy-Pontoise) and M. Ben Salem (CEE)
Inventory Investment and the Business Cycle: The Usual Suspect
Discussant: A. Péguin-Feissolle (AMSE and GREQAM)
13:00-14:30 Lunch
14:30-15:05 L. Ferrara (Bank of France and EconomiX), M. Marcellino (European Univ. Institute) and M. Mogliani (Bank of France)
Macroeconomic forecasting during the Great Recession: The return of non-linearity?
Discussant: K. Boudt (KU Leuven and VU University Amsterdam)
15:05-15:40 S. Laurent (Maastricht Univ. and CORE), C. Lecourt (CeReFim, Univ. Namur and Maastricht Univ.) and F.C. Palm (Maastricht Univ.)
Testing for jumps in GARCH models, a robust approach
Discussant: C. Lopez (Bank of France)
15:40-16:00 Coffee break
16:00-16:35 G. Dufrénot (AMSE, Univ. Aix-Marseille), V. Mignon (EconomiX-CNRS and CEPII) and A. Péguin-Feissolle (AMSE and GREQAM-CNRS)
The effects of the subprime crisis on the Latin American financial markets: An empirical assessment
Discussant: D. Coulibaly (CEPII)
16:35-17:10 A. Péguin-Feissolle and B. Sanhaji (AMSE and GREQAM-CNRS)
Testing the constancy of conditional correlations in multivariate type-GARCH models
Discussant: S. Tokpavi (EconomiX)
17:10-17:45 K. Boudt, F. Liu and P. Sercu (KU Leuven)
Equity's exposure to currencies: Beyond the loglinear model
Discussant: M. Greenwood-Nimmo (Univ. of Leeds)

Site information

The workshop will be held in the Couvent des Récollets, 150-154 rue du Faubourg Saint Martin, 75010 PARIS, France (metro « Gare de l'Est »).
More information about the venue on http://www.centre-les-recollets.com

Organizers