International Econometrics Conference

 21 June 2014, Saturday

Ibrahim Bodur Auditorium

Boğaziçi University, Istanbul

09:00 - 09:15 - Registration

09:15 - 10:00 - Keynote Speech

• ​Rafealla Giacomini, University of College London

“GMM with Latent Variables”

10:00 - 10:30 - Coffee Break

10:30 - 12:00 - Econometric Theory I

•  Mehmet Caner, North Carolina State University

“Uniform Confidence Intervals for High Dimensional Parameter Case” 

•  Andreea Enache, Toulouse School of Economics

“Nonparametric Estimation of a Class of Contract Theory” 

•  Selin Öztürk, Istanbul Bilgi University

“Testing for Structural Breaks with Local Smoothers: A Simulation Study” 

12:30 - 14:00 - Lunch at Kennedy Lodge

14:00 - 16:00 - Econometric Theory II

•  Burak Saltoğlu, Boğaziçi University

“An Anatomy of a Systemic Banking Crisis” 

• Thanasis Stengos, University of Guelph

“Markow Regime Switching in Mean and in Fractional Integration Parameter” 

• Mirza Trokovic, Bilkent University

“Functional Coefficient Models for Nearly (Possibly Weakly) I(1) Processes” 

• Cavit Pakel, Bilkent University

“Bias Reduction in Nonlinear and Dynamic Panels in the Presence of Cross - Section Dependence, with GARCH Panel Application”  

16:00 - 16:30 - Coffee Break

16:30 - 18:30 - Applied Econometrics

•  Bill Barnett, University of Kansas

“An Analytical and Numerical Search for Bifurcations in Open Economy New Keynesian Models” 

•  Resul Aydemir, Istanbul Technical University

“Volatility Spillovers and Dynamic Interactions between Exchange Rates and Interest Rates in the Fragile Five” 

• Kurmas Akdoğan, Central Bank of the Republic of Turkey

“Asymmetric Behavior of Inflation around the Target in Inflation Targeting Emerging Markets” 

• Nurullah Gür, Istanbul Ticaret University

“Financial System, R&D Intensity and Comperative Advantage”