Thursday 11 July
10.00 Coffee and registration
10.45 Welcome and introduction
Denise Osborn (Chair, Organising Committee)
Abhinay Muthoo (Head of Department, Economics)
11.00-12.20 Session 1 Chair: Denise Osborn
11.00 David Hendry: "Deciding between alternative approaches in macroeconomics"
11.40 Martin Weale: "Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic heterogeneity” (joint with Robert Gilhooly, Martin Weale and Tomasz Wieladek) (released by Bank of England January 2013)
13.40-15.00 Session 2 Chair: Ana Galvão
13.40 Alastair Hall: "The asymptotic behaviour of the residual sum of squares in models with multiple
breaks" (joint with Denise Osborn and Nikolaos Sakkas)
14.20 Richard Baillie: "Impulse response inference in systems of strongly persistent processes"
15.00 Tea break
15.20-16.40 Session 3 Chair: Richard Baillie
15.20 Warwick McKibbin: "The world is more complex than three equations: What have we learnt in the past decade from using large scale multi-country models?"
16.00 Adrian Pagan: "Macroeconometric system modelling @ 75" (joint with Tony Hall and Jan Jacobs)
16.40 Tea break
17.30-18.30 Anecdotes and reflections Chair: Gianna Boero
18.30 Group Photograph
19.00 Drinks reception
Friday 12 July
9.30-10.50 Session 4 Chair: Mark Salmon
9.30 Ana Galvão: "Forecasting with DSGE models in the presence of data revisions"
10.10 Antoni Espasa: "Forecasting disaggregates by sectors and regions: The case of inflation in the Euro area and in Spain" (joint with G. Pino and J.D. Tena)
10.50 Coffee break
11.10-12.30 Session 5 Chair: Tony Hall
11.10 Gianni Amisano: "Forecasting with several macroeconometric models"
11.50 James Mitchell: "The recalibrated and copula opinion pool"
13.40-15.00 Session 6 Chair: Denise Osborn
13.40 Andrew Harvey: "Filtering with Heavy Tails"
14.20 Charles Nelson: "The superiority of the LM test in a class of models where the Wald test performs poorly" (co-authored with Jun Ma)
At ESAM09, Canberra (Photo Darren Boyd, ANU)