Conference on

Macro and Financial Economics: Theory and Applications

Brunel University, West London

 

Programme

 

Main Session (Gaskell Building Room 239) 

Tuesday 24th May 2011

 

Coffee Reception: 9.30-10.00

 

Session 1. Chair:  John Hunter (Brunel University)

 

10.00-10.30

James Davidson (University of Exeter): Indirect Inference on DSGE Models

10.30-11.00

Jöerg Breitung (University of Bonn): Robust Inference in Dynamic Regression Models with Persistent Regressors

11.00-11.30

Richard Baillie (Michigan State University): Impulse Response Analysis from Strongly Dependent Processes

 

Coffee break: 11.30-12.00

 

Session  2.  Chair: Menelaos Karanasos (Brunel University)

 

12.00-12.30

Anthony Neuberger (Warwick Business School): Realised Skewness

12.30-13.00

Dimitri Vayanos (London School of Economics): An Institutional Theory of Momentum and Reversal

13.00-13.30

Nikolaus Hautsch (Humbolt University, Berlin): Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes

 

Lunch Break: 13.30-14.30 (Room 210)

 

Session  3.  Chair: Sugata Ghosh (Brunel University)

 

14.30-15.00

Paul Levine (University of Surrey): A Fiscal Stimulus and Jobless Recovery

15.00-15.30

Simon Wren-Lewis (University of Oxford): Debt Stabilization in a Non-Ricardian Economy

15.30-16.00

Miguel Ledesma (University of Kent): The Choice of Capital Intensity and Balanced Growth

 

Coffee break: 16.00-16.30

 

Session  4.  Chair: Alessandra Canepa (Brunel University)

 

16.30-16.55

Christian Conrad (University of Heidelberg): On the transmission of memory: inflation persistence and the Great
Moderation

16.55-17.20

Anastasios Magdalinos (University of Southampton): An Econometric Inference in the Vicinity of Unity

17.20-17.45

Bent Nielsen (University of Oxford): Testing for Rational Bubbles in a Co-explosive Vector Autoregression

17.45-18.10

Ege Yazgan (Istanbul Bilgi University) : Persistence in Convergence

 

Dinner: 19.00