Programme

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)

12.20 Lunch

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

19.30 Dinner

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"

12.30 Lunch

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)

15.00 Close