THURSDAY - 14 June 2007 (Room: ALBERTI 2)

Chair: Thanasis Stengos (University of Guelph, Canada and Rimini Centre for Economic Analysis, Italy)

10.00 a.m. – 11.15 a.m.
Mark Jensen (Federal Reserve Bank of Atlanta) and John Maheu (University of Toronto and Rimini Centre for Economic Analysis)
Bayesian semi-parametric stochastic volatility and GARCH modelling

11.30 a.m. – 12.45 p.m.
Thanasis Stengos (University of Guelph and Rimini Centre for Economic Analysis)
Threshold regressions with endogenous thresholds

01.00 p.m. – 02.30 p.m. LUNCH BREAK

02.30 p.m. – 03.45 p.m.   
Chiara Peroni (University of Mancheter)
Investigating the Corporate Spread: a Non-parametric Approach
Work in progress

03.45 p.m. – 05.00 p.m.   
Gabriele Fiorentini (University of Florence and Rimini Centre for Economic Analysis, Italy) and Enrique Sentana (CEMFI, Madrid)
On the efficiency and consistency of likelihood estimation in multivariate conditionally eteroskedastic dynamic regression models

05.00 p.m. Adjourn

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FRIDAY - 15 June 2007 (Room: ALBERTI 2)

Chair: Gianluigi Pelloni (University of Bologna and Rimini Centre for Economic Analysis, Italy)

10.00 a.m. – 11.15 a.m.   
Antonio Acconcia (University of Naples and CSEF) and Saverio Simonelli (University of Naples Federico II and IUE)
Interpreting Aggregate Fluctuations Looking at Sectors

11.30 a.m. – 12.45 p.m.   
Vincenzo Caponi (Ryerson University, Canada, Rimini Centre for Economic Analysis, Italy and IZA)
Intergenerational Transmission of Abilities and Self Selection of Mexican Immigrants

01.00 p.m. – 02.30 p.m. LUNCH BREAK

02.30 p.m. - 03:45 p.m.   
Matilde Bombardini (University of British Columbia and Rimini Centre for Economic Analysis) and Francesco Trebbi (Chicago, GSB)
Votes or Money? Theory and Evidence from the US Congress

03.45 p.m. – 05.00 p.m.   
Gary Koop (University of Strathclyde, UK and Rimini Centre for Economic Analysis, Italy), Roberto Leon-Gonzalez (University of Leicester, UK) and Rodney Strachan (University of Leicester, UK)
Bayesian Inference in a Cointegrating Panel Data Model

05.00 p.m. Adjourn