22nd Dynamic Econometrics Conference
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Presentation
Predicting the Exchange Rate Path: The Importance of Using Up-to-Date Observations in the ForecastsHåvard Hungnes
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Presentation
Smooth Robust Multi-Step Forecasting MethodsAndrew Martinez
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Presentation
Some Forecasting Principles from the M4 CompetitionJurgen Doornik
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Presentation
Modeling Directional (Circular) Time SeriesAndrew Harvey
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Presentation
Models where the Least Trimmed Squares and Least Median of Squares Estimators are Maximum LikelihoodBent Nielsen
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Presentation
A New Class of Robust Observation-Driven ModelsSébastien Laurent
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Ana Timberlake Memorial Lecture
Semi-Structural MacroeconometricsLucrezia Reichlin
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Presentation
Developer’s Round TableJurgen A. Doornik, David F. Hendry, Sébastien Laurent, Siem Jan Koopoman
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Poster
Financial Conditions and Monetary Policy in Uruguay: an MS-VAR ApproachElizabeth Bucacos
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Poster
Modeling Sectoral Employment in Saudi ArabiaFakhri Hasanov
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Poster
Modeling Natural Gas Demand in Pakistan: Analysis of Underlying TrendsMuhammed Javid
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Poster
Selection of Optimal Rolling Window for Model with Time-Varying ParametersXingmin Zhang
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Poster
The Importance of Global Shocks for a Small-Open Economy: A Structural Bayesian VAR AnalysisGülnihal Tüzün
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Poster
A Structural Investigation of Quantitative EasingGregor Boehl
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Poster
Can GARCH Remain the King of Volatility Model for Crypto and FX Currencies?Wantanee Poonvoralak
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Presentation
Forecasting Industrial Production Index by its Aggregated or Disaggregated Data? Evidence from one Emerging Market EconomyEmerson Fernandes Marçal
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Presentation
Has Carbon Pricing Reduced Aggregate CO2 Emissions?Ryan Rafaty
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Presentation
Speculative Bubbles in Regional Housing MarketsBjørnar Karlsen
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Presentation
Domestic and Global Determinants of Inflation: Evidence from Expectile RegressionFabio Busetti
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Presentation
Productivity Growth and Infrastructure Related SectorsHildegart Ahumada
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Presentation
A Short History of Macro-Econometric ModellingDavid Hendry
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Speed Presentation
The Idiosyncratic Risk in Chinese Stock MarketJinkai Zhang
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Speed Presentation
Banking Stability, Natural Disasters, and State FragilityPedro Albuquerque
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Speed Presentation
Estimation of Large Precision Matrices Using Autometrics, Lasso and Shrinkage Methods, with an Application to Global Minimum-Variance PortfolioRosnel Sessinou
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Speed Presentation
A Nonparametric Test for Multivariate Granger Causality in VarianceSoon Heng Leong
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Speed Presentation
Testing for Residual Autocorrelation in General Non-Linear Time Series ModelsJudith Yingyu Guo
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Speed Presentation
A Simple Robust Procedure in Instrumental Variables RegressionXiyu Jiao
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Presentation
On Same-Realization Prediction in the Multivariate Long Memory Process with the VAR ProcedureCindy Wang
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Presentation
Modelling Non-Stationary ‘Big Data’Jennifer Castle
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Presentation
Dynamic Factor Models with Robust Idiosyncratic ComponentsSiem Jan Koopman
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Presentation
Endogeneity in Empirical Risk Analysis: Multivariate Finite Sample Inference on Catastrophe Bond Mutual FundsLynda Khalaf
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Presentation
Granger Causality Testing in High-Dimensional VARsLuca Margaritella
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Presentation
Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF ForecastsOguzhan Akgun
