24th Dynamic Econometrics Conference
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Presentation
Econometrics for Modelling Climate ChangeJennifer L. Castle
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Presentation
Testing for Differences in Path Forecast AccuracyAndrew B. Martinez
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Presentation
Forecasting Facing Climate Change, Evolving Pandemics and Economic ShiftsDavid F. Hendry
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Presentation
Gravitational Effects of Culture on Internal Migration in BrazilDaisy Assmann Lima
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Presentation
Change Point Detection in Random Coefficient Autoregressive ModelsLorenzo Trapani
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Presentation
Market Integration, Systemic Risk and Diagnostic Tests in Large Mixed PanelsCindy S.H. Wang
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Speed Presentation
Philippines Currency Exchange Rate and Its Relationship With Inflation Rates, Interest Rates, and Government ExpendituresEderliza V. Magpantay
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Speed Presentation
Volatility Forecasting for the Coronavirus Pandemic Using Quasi-score-driven ModelsSzabolcs Blazsek
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Speed Presentation
Modelling and Forecasting Volatility in Stock MarketsLorena Radavci
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Speed Presentation
Predictive Regressions for Aggregate Stock Market Volatility with Machine LearningErwin Hansen
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Speed Presentation
How to Detect Financial Misvaluations and Bubbles: A New IndicatorMarlon Fritz
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Presentation
Developers’ Round Table
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Presentation
Forecasting Inflation Using Online Daily Prices: A MIDAS Approach for BrazilPedro Valls
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Presentation
The Forecasts of Individual FOMC Members: New Evidence After Ten YearsJaime Marquez
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Presentation
Evaluating the Federal Reserve’s Tealbook ForecastsNeil R. Ericsson
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Presentation
Yield Curve MomentumMarkus Sihvonen
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Presentation
Autoregressive Conditional BetasSébastien Laurent
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Presentation
Exchange Rates and Macroeconomic FundamentalsGiovanni Urga
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Speed Presentation
How to Deal With Missing Observations in Forecasting SurveysConstantin Bürgi
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Speed Presentation
Fuzzy Dummy Variable versus Binary Dummy Variable: Structural Breaks of Money Demand in IranEsmaiel Abounoori
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Speed Presentation
What Happens to the Short-run Elasticity When the Long-run Varies Over Time?Jeyhun I. Mikayilov
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Speed Presentation
What Drives the Agricultural Growth in Azerbaijan?Fakhri Hasanov
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Speed Presentation
Internal Migration and Climate in TurkeyŞule Akkoyunlu
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Ana Timberlake Memorial Lecture
Conditional Quantile Coverage: An Application to Growth at RiskValentina Corradi