25th Dynamic Econometrics Conference
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Presentation
Labor Force Participation and Unemployment: Structural Change from the Pandemic?Neil R. Ericsson
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Presentation
Tall Big Data Time Series of High Frequency: Stylized Facts and Econometric ModellingAntoni Espasa
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Presentation
Dynamic Time Series Modeling and Forecasting of COVID-19 in Norway (virtual)Gunnar Bårdsen
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Speed Presentation
Inter-Fuel Substitution in Industrial Sector of Saudi Arabia (virtual)Muhammad Javid
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Speed Presentation
Realized Volatility Predictability through Neural Network and Financial TurbulenceHugo Gobato Souto
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Speed Presentation
Modeling and Projecting Regional Electricity Demand for Saudi Arabia (virtual)Jeyhun Mikayilov
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Speed Presentation
Forecasting Stock Returns: The Role of New Global Market Integration IndicesCindy Wang
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Speed Presentation
Overreaction Through AnchoringConstantin Burgi
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Presentation
Testing for Jumps in a Discretely Observed Price Process with Endogenous Sampling TimesShifan Yu
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Presentation
Autoregressive Conditional BetasSébastien Laurent
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Presentation
Testing for Outliers in Robust Two-Stage Least Squares RegressionsJonas Kurle
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Presentation
Finding the European Crime Drop Using a Panel Data Model with Stochastic TrendsSiem Jan Koopman
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Presentation
The Role of the Petrochemcial Sector's Exports in the Diversification of the Saudi EconomyFakhri Hassanov
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Presentation
Time Series Modelling of Epidemics: Leading Indicators, Control Groups and Policy AssessmentAndrew Harvey
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Presentation
Round Table with OxMetrics DevelopersJurgen A. Doornik, David F. Hendry, Sébastien Laurent, Siem Jan Koopman
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Presentation
The Expected Dynamic Macroeconomic Impact of Tropical Cyclone ShocksAndrew B. Martinez
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Presentation
Interactive Effects of Temperature and Precipitation on Global Economic GrowthMenghan Yuan
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Presentation
Spatial-temporal Dynamics of Employment Shocks in Declining Coal Mining Regions and Potentialities of the ‘Just Transition’Ebba Mark
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Presentation
Exploring Co-explosive Dynamics: Bitcoin Price, Attractiveness, and Sentiment VariablesPedro Valls
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Presentation
Leverage and Systemic Risk Pro-Cyclicality in Banks and Non-bank Financial Institutions in EuropePeter Cincinelli
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Presentation
On the Predictability of the DJIA and S&P 500 Indexes” (virtual)John Guerard
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Presentation
Do International Fixed Income Mutual Funds Time Currency Liquidity? Evidence from a Markov Regime-Switching ModelGiovanni Urga
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Ana Timberlake Memorial Lecture
Forecasting UK Inflation Using Historical Evidence on the Role of Energy in Productivity and PricesJennifer L. Castle
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Speed Presentation
On the Inference of a Correlation-robust LASSO-type Estimator with an Application on the Factor ZooChuanping Sun
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Speed Presentation
Scaling Parameters for QAR plus Beta-t-EGARCH: An Empirical Application to the S&P 500Szabolcs Blazsek
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Speed Presentation
Labor Market Slack and Monetary Policy in a Developing Country: a Gender ApproachElizabeth Bucacos
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Speed Presentation
Learning a Panel Data" (virtual)Fabrizio Ghezzi
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Speed Presentation
500 Years of Ottoman PricesSule Akkoyunlu
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Presentation
Testing for Breaks in Trends with an Application to FertilityJurgen A. Doornik
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Presentation
Over-reaction in Inflation Expectations? An Alternative Interpretation based on Structural ChangeJoshua R. Stillwagon
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Presentation
Improving Models and Forecasts after Equilibrium-Mean ShiftsDavid F. Hendry
