QASS

 QASS Special Issues Conference

Special Issue(s) of the Quantitative and Qualitative Analysis in Social Sciences (QASS)

Macro and Financial Economics/Econometrics

Special Issues Conference: June 12-13, 2006

PROGRAM - PARALLEL SESSIONS

 

Main Sessions - Cavendish Room, Theatre

Monday 12th June

Coffee: 10.20-11.00

Session 1: Macro/Financial Econometrics / Chair: Menelaos Karanasos

11.00-11.40

George Kapetanios (Queen Mary, University of London): Modeling Structural Breaks in Economic Relationships Through Large Shocks

11.40-12.20

Oliver Linton (LSE, London): Testing for Stochastic Dominance Efficiency

12.20-13.00

Robert Taylor (University of Nottingham): Efficient Tests of the Seasonal Unit Root Hypothesis

Lunch: 13.00-14.00

 Session 2: Macroeconomics / Chair: Marika Karanassou

Coffee: 16.00-16.30

Session 3: Financial Economics / Chair: Guglielmo-Maria Caporale

16.30-17.10

Kaushik Mitra (University of St. Andrews): Anticipated policy and adaptive learning

17.10-17.50

Elias Tzavalis (Athens University of Economics & Business, Greece): The C-type of Gram Charlier Series Expansion of the Risk Neutral Density

17.50-18.30

Stephen Pollock (Queen Mary, University of London): Comparative Economic Cycles

Tuesday 13th June

Coffee: 10.20-11.00

Session 1: Financial Economics / Chair: John Hatgioannides

11.00-11.40

Salih Neftci (NSU, USA): Bonds and Cash Flow News: Mysteries of Convexity

11.40-12.20

Richard Baillie (Michigan State University, USA): Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly

12.20-13.00

Luc Bauwens (CORE, Belgium): Regime Switching GARCH Models

Lunch: 1.00-2.00pm

Session 2: Macroeconomics / Chair: Christopher Martin

14.00-14.40

Michael Moore (Queen’s University, Ireland): Solving Exchange Rate Puzzles without Sticky Prices nor Trade Costs

14.40-15.20

Neil Rankin (University of Warwick): Perpetual Youth and Endogenous Labour Supply: A Problem and a Possible Solution

15.20-16.00

Patrick Minford (Cardiff Business School): Testing a Simple Structural Model of Endogenous Growth

Coffee: 16.00-16.30

Session 3: Macro/Financial Econometrics / Chair: Paolo Zaffaroni

16.30-17.10

Paolo Zaffaroni (Imperial College, London): Whittle Estimation of Exponential Volatility Models

17.10-17.50

John Nankervis (University of Essex): Testing for serial correlation: Generalized Andrews-Ploberger test

17.50-18.30

Andrew Snell (University of Edinburgh): Labor Contracts, Equal Treatment and Unemployment Dynamics

 

 

ISSN: 1752-8925 Online Date: Tuesday, October, 24, 2006

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