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August 27, 2007: 2nd Japanese-European Bayesian Econometrics and Statistics Meeting

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2nd Japanese-European Bayesian Econometrics and Statistics Meeting (JEuBES 2007)

A workshop on Bayesian econometrics and statistics is organized by

Wolfgang Polasek (IHS, Department of Economics and Finance)

and

Hajime Wago (University of Nagoya)

Date and location:: Mon, August 27, 2007, 9:00 – 15:30

The National Bank of Hungary, (Szabadság tér 8-9. 1850 Budapest, V.)

Budapest, Hungary

Lectures are given by:

9:00-10:30 Chair W. Polasek

Gianni Amisano and Oreste Tristani (European Central Bank) “Euro Area Inflation in an Estimated Nonlinear DSGE Model“

Sebastian Watzka "Issues in the Bayesian estimation of  DSGE models".

Wolfgang Polasek: "Long-term regional forecasting with spatial equation systems"

10:30-11:00 Coffee Break

11:00-12:30 Chair: Y.Omori

Takahashi, Makoto, “Estimating Stochastic Volatility Models using Daily Returns and Realized Volatility Simultaneously”(Co-authors: Yasuhiro Omori and Toshiaki Watanabe)

Watanabe, Toshiaki, “Bayesian Analysis of Structural Changes in ARFIMA Models with an Application to Realized Volatility”

Oga, Takashi,  “Estimation of asymmetry in bull and bear markets” (Co-author: Oya, Kosuke)

12:30-14:00 Lunch Break

14:00-15:30 Chair: H. Wago

Jack Li „Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect”

Omori, Yasuhiro  “Estimating Stochastic Volatility Models using Daily Returns and Realized Volatility Simultaneously”(Co-authors: Makoto Takahashi and Toshiaki Watanabe)

Wago, Hajime “Small Sample Properties of Panel Spatial Autoregressive Models:Comparison of Bayesian and Maximum Likelihood Methods” (Co-authors: Kakamu, Kazuhiko )

15:30-16:00 Coffee Break

16:00-17:30 Chair: H. Wago

Sugita, Katsuhiro, “Time Series Analysis of the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks”

Yano, Koiti “Time-Varying Structural Vector Autoregressions Based on Non-Gaussian Sequential Bayesian Filtering” (Co-authors: Yoshino, Naoyuki)

H. Wagner ”Stochastic Model Specification Search  For Gaussian and Non-Gaussian State  Space Models”

For registration and further information see:

http://www.ihs.ac.at/jeubes/index.html

Pictures of the 4th Macroeconomic Policy Research Workshop
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September 29-30 2005, 4th Macroeconomic Policy Research Workshop
October 3, 2002: Conference on Nominal and Real Convergence of Accession Countries
October 4-5, 2002: 1st Workshop on Macroeconomic Policy Research
January 19, 2007 Conference on Inflation Targeting
September 24-25, 2004: The CEPR/ESI Eighth Annual Conference: EMU Enlargement to the East and the West
October 26-27, 2006: 5th Macroeconomic Policy Research Workshop on Micro Behavior and Monetary Policy
7th Macroeconomic Policy Research Workshop on Productivity, Trade and Development - October 30-31, 2008
October 2-3, 2003: 2nd Workshop on Macroeconomic Policy Research
October 29-30 2004, 3rd Macroeconomic Policy Research Workshop
11th Macroeconomic Policy Research Workshop on: 'Microeconomic behavior and its macro- economic implications during the financial crisis' - September 6-7, 2012
12th EABCN Workshop: 'International Business Cycle – Linkages, Differences and Implications' June 28-29, 2010
February 27-28, 2003: Monetary Strategies for Accession Countries
European Winter Meeting of the Econometric Society, 12-13 November, 2009, Budapest
May 10-12 2007, Frontiers In Central Banking Conference
November 29-30, 2007: 6th Macroeconomic Policy Research Workshop on Labor markets, wage behavior and inflation dynamics
August 27, 2007: 2nd Japanese-European Bayesian Econometrics and Statistics Meeting
October 2, 2008: Conference on financial awareness
SUERF/MNB Conference: "The Future of Banking in CESEE after the Financial Crisis" June 23, 2010 (and SUERF Annual Lecture on: "The role of domestic financial markets in an integrated Europe")
8th Macroeconomic Policy Research Workshop on DSGE Models: A Closer Look at the Workhorse of Macroeconomics
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