International Econometrics Conference

International Econometrics Conference

 21 June 2014, Saturday

Ibrahim Bodur Auditorium

Boğaziçi University, Istanbul

09:00 - 09:15 - Registration

09:15 - 10:00 - Keynote Speech

“GMM with Latent Variables

10:00 - 10:30 - Coffee Break

10:30 - 12:00 - Econometric Theory I

Uniform Confidence Intervals for High Dimensional Parameter Case 

Nonparametric Estimation of a Class of Contract Theory 

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

An Anatomy of a Systemic Banking Crisis 

Markow Regime Switching in Mean and in Fractional Integration Parameter 

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

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

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

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

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

Financial System, R&D Intensity and Comperative Advantage