26th Dynamic Econometrics Conference
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Presentation
What a Puzzle! Unravelling Why UK Phillips Curves were UnstableDavid Hendry
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US Wage - Price Dynamics, Before, During and After COVID-19, Through the lens of an Empirical Econometric ModelGunnar Bårdsen
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Oil Price Expectations in Explosive PhasesPhilip Letixerant
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Asymmetric Effects of Oil Prices on Saudi Arabia's Non-oil Trade Balance: Insights from NARDL and AutometricsFakhri J. Hasanov
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Understanding and Forecasting the Effects of Global Shocks on Fuel PricesEmerson Fernandes Marçal
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Return and Volatility Forecasting in Mixed PanelsCindy S.H. Wang
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Do Over-optimistic Forecasts Impact Growth?Christopher L. Gilbert
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Expecting the Unexpected: Stressed Scenarios for Economic GrowthEsther Ruiz
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Testing for Pointwise Predictive AbilityGiovanni Urga
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Modelling Intraday CovariancePedro L. Valls Pereira
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Quantifying Uncertainty in Electricity Prices Forecasting: Models and MethodsAlessandro Giovannelli
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Forecasting with FeedbackRobert P. Lieli
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Monetary Trends in the UK and the USA from 1874 to 2020: A Nonlinear Approach to Money DemandÁlvaro Escribano
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The Friedman–Schwartz/Hendry–Ericsson Debate: A 40-year RetrospectiveEdward Nelson
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Avoiding Malpractice in Econometrics: David Hendry’s Methodology Nesting Theory-driven and Data-driven ApproachesAntoni Espasa
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Energy, Economy, and Emissions: A Non-linear State Space Approach to ProjectionsEric Hillebrand
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Predicting Hurricane Damages Now and in the FutureAndrew B. Martinez
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Ups and (Draw)DownsTommaso Proietti
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Green Risk in EuropeClaudio Morana
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A Financial Approach to Climate RiskRobert F. Engle
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Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from ExperienceMichael Massmann
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A New Way to Regime Switching AutoregressionsFrederik Krabbe
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Instrumental Variables for Dynamic Spatial Models with Interactive EffectsAyden Higgins
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Performance Guarantees of Score-driven FiltersSimon Donker van Heel
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Sequential Monitoring for Changes in Semiparametric Risk ModelsXiaohan Xue
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Does Geopolitical Risk Explain IPO First-day ReturnsMeziane Lasfer
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Foundational Problems in the Unit Root Literature Revisited: The ‘a priori Postulated Model’ vs. the Statistical PerspectiveAris Spanos
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High-dimensional Mean-Variance Spanning TestsSébastien Laurent
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Model Reduction, Exogeneity and EncompassingJean - François Richard
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Inflation Control in the CVAR Model, With an Application to the Greenspan PeriodKatarina Juselius and Søren Johansen
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Modelling Money Demand: Implementing a Progressive Research StrategyNeil R. Ericsson
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The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Nonlinear Time Series ApproachTimo Teräsvirta
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Explaining Glacial Dynamics with Singular and Non-Gaussian Vector AutoregressionsAlessio Moneta
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Threshold Signal-Noise ModelsAndrew Harvey
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Climate Policies That Achieved Major Emission Reductions: Global Evidence from Two DecadesMoritz Schwarz
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What Goes Around Comes Around: The US Climate-Economic CycleKonstantin Boss
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Large Network Autoregressions with Unknown Adjacency MatrixKenwin Maung
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From PC-GIVE to PcGive: Forty Years of Econometric ComputingJurgen A. Doornik
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David F. Hendry: A Perspective by His FamilyVivien L. Hendry
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How to Replace Rational Expectations in Estimating Permanent IncomeJohn N.J. Muellbauer
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Macro Trends and Factor TimingAlessandro Melone
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Macroeconomic Announcements, Confidence Innovations and Economic Activity in the USStefano Di Colli
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Trend and Cycle Decomposition using Step IndicatorsBilal Sali
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Uncovering the Long-run Nexus Between Remittances and Economic Growth: Insights from the I(2) Cointegrated Vector AutoregressionJoshua R. Stillwagon
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Uncertain DataMichael P. Clements
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Sir David and the Norwegian EnclaveEilev Jansen
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Least Trimmed Squares: Nuisance Parameter Free AsymptoticsVanessa Berenguer-Rico
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Cointegration with Occasionally Binding ConstraintsSophocles Mavroeidis
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Asymptotic Properties of the Gauge and Power of Step-Indicator SaturationBent Nielsen
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Memories of David and Some Longstanding Economic PuzzlesStephen J. Nickell
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The Founding of a Discipline: Sir David F. Hendry's Contributions to Climate EconometricsJennifer L. Castle
