26th Dynamic Econometrics Conference

Day 1

3 April 2024
Day 2

4 April 2024
Day 3

5 April 2024

Presentation
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable
David Hendry
Presentation
US Wage - Price Dynamics, Before, During and After COVID-19, Through the lens of an Empirical Econometric Model
Gunnar Bårdsen
Presentation
Oil Price Expectations in Explosive Phases
Philip Letixerant
Presentation
Asymmetric Effects of Oil Prices on Saudi Arabia's Non-oil Trade Balance: Insights from NARDL and Autometrics
Fakhri J. Hasanov
Presentation
Understanding and Forecasting the Effects of Global Shocks on Fuel Prices
Emerson Fernandes Marçal
Presentation
Return and Volatility Forecasting in Mixed Panels
Cindy S.H. Wang
Presentation
Do Over-optimistic Forecasts Impact Growth?
Christopher L. Gilbert
Presentation
Expecting the Unexpected: Stressed Scenarios for Economic Growth
Esther Ruiz
Presentation
Testing for Pointwise Predictive Ability
Giovanni Urga
Presentation
Modelling Intraday Covariance
Pedro L. Valls Pereira
Presentation
Quantifying Uncertainty in Electricity Prices Forecasting: Models and Methods
Alessandro Giovannelli
Presentation
Forecasting with Feedback
Robert P. Lieli

Presentation
Monetary Trends in the UK and the USA from 1874 to 2020: A Nonlinear Approach to Money Demand
Álvaro Escribano
Presentation
The Friedman–Schwartz/Hendry–Ericsson Debate: A 40-year Retrospective
Edward Nelson
Presentation
Avoiding Malpractice in Econometrics: David Hendry’s Methodology Nesting Theory-driven and Data-driven Approaches
Antoni Espasa
Presentation
Energy, Economy, and Emissions: A Non-linear State Space Approach to Projections
Eric Hillebrand
Presentation
Predicting Hurricane Damages Now and in the Future
Andrew B. Martinez
Presentation
Ups and (Draw)Downs
Tommaso Proietti
Presentation
Green Risk in Europe
Claudio Morana
Presentation
A Financial Approach to Climate Risk
Robert F. Engle
Presentation
Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience
Michael Massmann
Presentation
A New Way to Regime Switching Autoregressions
Frederik Krabbe
Presentation
Instrumental Variables for Dynamic Spatial Models with Interactive Effects
Ayden Higgins
Presentation
Performance Guarantees of Score-driven Filters
Simon Donker van Heel
Presentation
Sequential Monitoring for Changes in Semiparametric Risk Models
Xiaohan Xue
Presentation
Does Geopolitical Risk Explain IPO First-day Returns
Meziane Lasfer
Presentation
Foundational Problems in the Unit Root Literature Revisited: The ‘a priori Postulated Model’ vs. the Statistical Perspective
Aris Spanos
Presentation
High-dimensional Mean-Variance Spanning Tests
Sébastien Laurent
Presentation
Model Reduction, Exogeneity and Encompassing
Jean - François Richard
Presentation
Inflation Control in the CVAR Model, With an Application to the Greenspan Period
Katarina Juselius and Søren Johansen
Presentation
Modelling Money Demand: Implementing a Progressive Research Strategy
Neil R. Ericsson

Presentation
The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Nonlinear Time Series Approach
Timo Teräsvirta
Presentation
Explaining Glacial Dynamics with Singular and Non-Gaussian Vector Autoregressions
Alessio Moneta
Presentation
Threshold Signal-Noise Models
Andrew Harvey
Presentation
Climate Policies That Achieved Major Emission Reductions: Global Evidence from Two Decades
Moritz Schwarz
Presentation
What Goes Around Comes Around: The US Climate-Economic Cycle
Konstantin Boss
Presentation
Large Network Autoregressions with Unknown Adjacency Matrix
Kenwin Maung
Presentation
From PC-GIVE to PcGive: Forty Years of Econometric Computing
Jurgen A. Doornik
Presentation
David F. Hendry: A Perspective by His Family
Vivien L. Hendry
Presentation
How to Replace Rational Expectations in Estimating Permanent Income
John N.J. Muellbauer
Presentation
Macro Trends and Factor Timing
Alessandro Melone
Presentation
Macroeconomic Announcements, Confidence Innovations and Economic Activity in the US
Stefano Di Colli
Presentation
Trend and Cycle Decomposition using Step Indicators
Bilal Sali
Presentation
Uncovering the Long-run Nexus Between Remittances and Economic Growth: Insights from the I(2) Cointegrated Vector Autoregression
Joshua R. Stillwagon
Presentation
Uncertain Data
Michael P. Clements
Presentation
Sir David and the Norwegian Enclave
Eilev Jansen
Presentation
Least Trimmed Squares: Nuisance Parameter Free Asymptotics
Vanessa Berenguer-Rico
Presentation
Cointegration with Occasionally Binding Constraints
Sophocles Mavroeidis
Presentation
Asymptotic Properties of the Gauge and Power of Step-Indicator Saturation
Bent Nielsen
Presentation
Memories of David and Some Longstanding Economic Puzzles
Stephen J. Nickell
Presentation
The Founding of a Discipline: Sir David F. Hendry's Contributions to Climate Econometrics
Jennifer L. Castle

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MAGE-BANNERS-CACHE-STORAGE	(Adobe Commerce only) Stores banner content locally to improve performance	1 Year
MAGE-MESSAGES	Tracks error messages and other notifications that are shown to the user	1 Year
MAGE-TRANSLATION-STORAGE	Stores translated content when requested by the shopper	1 Year
MAGE-TRANSLATION-FILE-VERSION	Tracks the version of translations in local storage	1 Year
PRODUCT_DATA_STORAGE	Stores configuration for product data related to Recently Viewed/Compared Products	1 Year
RECENTLY_COMPARED_PRODUCT	Stores product IDs of recently compared products	1 Year
RECENTLY_COMPARED_PRODUCT_PREVIOUS	Stores product IDs of previously compared products for easy navigation	1 Year
RECENTLY_VIEWED_PRODUCT	Stores product IDs of recently viewed products for easy navigation	1 Year
RECENTLY_VIEWED_PRODUCT_PREVIOUS	Stores product IDs of recently previously viewed products for easy navigation	1 Year
REMOVE_FROM_CART	(Adobe Commerce only) Used by Google Tag Manager	1 Year
STF	Records the time messages are sent by the SendFriend	1 Year
X-MAGENTO-VARY	Configuration setting that improves performance when using Varnish static content caching	1 Year
FORM_KEY	A security measure that appends a random string to all form submissions to protect the data from Cross-Site Request Forgery	1 Year
MAGE-CACHE-SESSID	The value of this cookie triggers the cleanup of local cache storage	1 Year
MAGE-CACHE-STORAGE	Local storage of visitor-specific content that enables ecommerce functions	1 Year
MAGE-CACHE-STORAGE-SECTION-INVALIDATION	Forces local storage of specific content sections that should be invalidated	1 Year
PERSISTENT_SHOPPING_CART	Stores the key (ID) of persistent cart to make it possible to restore the cart for an anonymous shopper	1 Year
PRIVATE_CONTENT_VERSION	Appends a random, unique number and time to pages with customer content to prevent them from being cached on the server	1 Year
SECTION_DATA_IDS	Stores customer-specific information related to shopper-initiated actions, such as wish list display and checkout information	1 Year
STORE	Tracks the specific store view/locale selected by the shopper	1 Year

Name

Description

ADD_TO_CART

(Adobe Commerce only) Used by Google Tag Manager

1 Year

GUEST-VIEW

Stores the Order ID that guest shoppers use to retrieve their order status. Guest orders view. Used in Orders and Returns widgets

1 Year

LOGIN_REDIRECT

Preserves the destination page that was loading before the customer was directed to log in

1 Year

MAGE-BANNERS-CACHE-STORAGE

(Adobe Commerce only) Stores banner content locally to improve performance

1 Year

MAGE-MESSAGES

Tracks error messages and other notifications that are shown to the user

1 Year

MAGE-TRANSLATION-STORAGE

Stores translated content when requested by the shopper

1 Year

MAGE-TRANSLATION-FILE-VERSION

Tracks the version of translations in local storage

1 Year

PRODUCT_DATA_STORAGE

Stores configuration for product data related to Recently Viewed/Compared Products

1 Year

RECENTLY_COMPARED_PRODUCT

Stores product IDs of recently compared products

1 Year

RECENTLY_COMPARED_PRODUCT_PREVIOUS

Stores product IDs of previously compared products for easy navigation

1 Year

RECENTLY_VIEWED_PRODUCT

Stores product IDs of recently viewed products for easy navigation

1 Year

RECENTLY_VIEWED_PRODUCT_PREVIOUS

Stores product IDs of recently previously viewed products for easy navigation

1 Year

REMOVE_FROM_CART

(Adobe Commerce only) Used by Google Tag Manager

1 Year

STF

Records the time messages are sent by the SendFriend

1 Year

X-MAGENTO-VARY

Configuration setting that improves performance when using Varnish static content caching

1 Year

FORM_KEY

A security measure that appends a random string to all form submissions to protect the data from Cross-Site Request Forgery

1 Year

MAGE-CACHE-SESSID

The value of this cookie triggers the cleanup of local cache storage

1 Year

MAGE-CACHE-STORAGE

Local storage of visitor-specific content that enables ecommerce functions

1 Year

MAGE-CACHE-STORAGE-SECTION-INVALIDATION

Forces local storage of specific content sections that should be invalidated

1 Year

PERSISTENT_SHOPPING_CART

Stores the key (ID) of persistent cart to make it possible to restore the cart for an anonymous shopper

1 Year

PRIVATE_CONTENT_VERSION

Appends a random, unique number and time to pages with customer content to prevent them from being cached on the server

1 Year

SECTION_DATA_IDS

Stores customer-specific information related to shopper-initiated actions, such as wish list display and checkout information

1 Year

STORE

Tracks the specific store view/locale selected by the shopper

1 Year

Name	Description	Lifetime
CUSTOMER_SEGMENT_IDS	Stores your Customer Segment ID	1 Year
EXTERNAL_NO_CACHE	A flag that, indicates whether caching is on or off	1 Year
FRONTEND	Your session ID on the server	1 Year
GUEST-VIEW	Allows guests to edit their orders	1 Year
LAST_CATEGORY	The last category you visited	1 Year
LAST_PRODUCT	The last product you looked at	1 Year
NEWMESSAGE	Indicates whether a new message has been received	1 Year
NO_CACHE	Indicates whether it is allowed to use cache	1 Year

Name	Description	Lifetime
MG_DNT	Allows you to restrict Adobe Commerce data collection if you have custom code to manage cookie consent on your site	1 Year
USER_ALLOWED_SAVE_COOKIE	Used for cookie restriction mode	1 Year
AUTHENTICATION_FLAG	Indicates if a shopper has signed in or signed out	1 Year
DATASERVICES_CUSTOMER_ID	Indicates if a shopper has signed in or signed out	1 Year
DATASERVICES_CUSTOMER_GROUP	Indicates a customer's group. This cookie is stored as sha1 checksum of the customer's group ID	1 Year
DATASERVICES_CART_ID	Identifies a shopper's cart actions	1 Year
DATASERVICES_PRODUCT_CONTEXT	Identifies a shopper's product interactions. This cookie contains the customer's unique quote ID in the system	1 Year

Webinars, Workshops & Conferences

26th Dynamic Econometrics Conference

Privacy Overview

Webinars, Workshops & Conferences

26th Dynamic Econometrics Conference

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