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
- Rafealla Giacomini, University of College London
“GMM with Latent Variables”
10:00 - 10:30 - Coffee Break
10:30 - 12:00 - Econometric Theory I
- Mehmet Caner, North Carolina State University
“Uniform Confidence Intervals for High Dimensional Parameter Case”
- Andreea Enache, Toulouse School of Economics
“Nonparametric Estimation of a Class of Contract Theory”
- Selin Öztürk, Istanbul Bilgi University
“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
- Burak Saltoğlu, Boğaziçi University
“An Anatomy of a Systemic Banking Crisis”
- Thanasis Stengos, University of Guelph
“Markow Regime Switching in Mean and in Fractional Integration Parameter”
- Mirza Trokovic, Bilkent University
“Functional Coefficient Models for Nearly (Possibly Weakly) I(1) Processes”
- Cavit Pakel, Bilkent University
“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
- Bill Barnett, University of Kansas
“An Analytical and Numerical Search for Bifurcations in Open Economy New Keynesian Models”
- Resul Aydemir, Istanbul Technical University
“Volatility Spillovers and Dynamic Interactions between Exchange Rates and Interest Rates in the Fragile Five”
- Kurmas Akdoğan, Central Bank of the Republic of Turkey
“Asymmetric Behavior of Inflation around the Target in Inflation Targeting Emerging Markets”
- Nurullah Gür, Istanbul Ticaret University
“Financial System, R&D Intensity and Comperative Advantage”