Automated estimation of VECM systems
Presented by: Peter Phillips (Yale University)
Discussant: Leo Krippner
Safe haven assets and investor behaviour under uncertainty
Presented by: Dirk Baur (University of Technology, Sydney)
Discussant: Natalie Chun
The long-run relationship of gold and silver and the influence of bubbles and crisis periods
Presented by: Duy Tran (University of Technology, Sydney)
Discussant: Marco Reale
Testing for structural change in binary choice models with autocorrelation
Presented by: Laurent Pauwels (University of Sydney)
Discussant: Valentyn Panchenko
A joint chow test for structural instability
Presented by: Andrew Whitby
Discussant: Laurent Pauwels
Testing for partial exogeneity with weak instruments
Presented by: Firmin Doko Tchatoka (University of Tasmania)
Discussant: Ye Chen
Mismatch shocks and the natural rate of unemployment during the great recession
Presented by: Nicolas Groshenny (Reserve Bank of New Zealand)
Discussant: Don Harding (La Trobe University)
Evidence on multiple equilibria in the United States unemployment rate
Presented by: Don Harding (La Trobe University)
Discussant: Alfred Haug (University of Otago)
Empirical evidence on inflation and unemployment in the long run
Presented by: Alfred Haug (University of Otago)
Discussant: Nicolas Groshenny (Reserve Bank of New Zealand)
Government fiscal policies and redistribution in Asian countries
Presented by: Iris Claus (Asian Development Bank)
Discussant: Dean Hyslop
Optimal jackknife for discrete time and continuous time unit root models
Presented by: Ye Chen (Singapore Management University)
Discussant: Ping Yu
Some closed-form solutions for the asymptotic distribution of the least-squares estimator for diffusion process
Presented by: Jose Da Fonseca (Auckland University of Technology)
Discussant: Bertrand Hounkannounon (Universite de Montreal)
The exponential model for the spectrum of a time series: Extensions and applications
Presented by: Tommaso Proietti (University of Sydney)
Discussant: Rachida Ouysse
Identification in regression discontinuity designs with measurement error
Presented by: Ping Yu (University of Auckland)
Discussant: Andrew Whitby
Bootstrapping differences-in-differences estimates
Presented by: Bertrand Hounkannounon (Universite de Montreal)
Discussant: Tommaso Proietti
Nonmonotonic standardised bias of bipower variation in volatile and fast mean-reverting stochastic volatility processes
Presented by: Taesuk Lee (University of Auckland)
Discussant: Jose Da Fonseca
Comparison of Bayesian moving average and principal component forecasts for large dimensional factor models
Presented by: Rachida Ouysse (University of New South Wales)
Discussant: Mohamad Khaled
Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support
Presented by: Valentyn Panchenko (University of New South Wales)
Discussant: Taesuk Lee
Estimation of copula models with discrete margins via Bayesian data augmentation
Presented by: Mohamad Khaled (University of Sydney)
Discussant: Firmin Doko Tchatoka
Does manufacturing firm diversification, concentration and urbanisation increase the welfare of workers and households in India?
Presented by: Natalie Chun (Asian Development Bank)
Discussant: Isabelle Sin (Motu Economic and Public Policy Research)
Unravelling financial sector rents
Presented by: Tim Hazledine (University of Auckland)
Discussant: Dirk Baur
Book translations as idea flows: The effects of the collapse of communism on the diffusion of knowledge
Presented by: Isabelle Sin (Motu Economic and Public Policy Research)
Discussant: Tim Hazledine (University of Auckland)
Modifying Gaussian term structure models when interest rates are near zero lower bound
Presented by: Leo Krippner (Reserve Bank of New Zealand)
Discussant: David Mayes (University of Auckland)
Monetary policy announcements and stock reactions: An international comparison
Presented by: David Mayes (University of Auckland)
Discussant: Iris Claus