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 European Commission > Eurostat > Euro-Indicators conferences > 6th Colloquium on Modern Tools for Business Cycle Analysis > Program/papers

6th Colloquium on Modern Tools for Business Cycle Analysis: Program

27th September

Program (draft version)
28th September

 Book of Abstracts
29th September

26 September 2010

15.00 - 18.00

Registration

17.00 - 17.30

Sunday speech (Room M6)
Chair:Pieter Everaers (Eurostat)

Speaker: Robert Vos (UN-DESA)

Abstract  Paper  Presentation

17.30 - 19.00


Round table: "Specifities of the 2007-2009 economic crisis compared to the previous ones and recovery perspective" (Room M6)
Chairs: Gert-Jan Koopman (DG ECFIN), Robert Vos (UN-DESA)
Participants: Anirvan Banerji (ECRI), Todd Clark (Federal Reserve Bank of Kansas City), Pieter Everaers (Eurostat), Massimiliano Marcellino (EUI), Jan- Egbert Sturm (KOF)

 

19.15 - 20.30

Welcome cocktail

27 September 2010

 

9.00 - 10.00



Welcome Session (Room M6)
Chair: Pieter Everaers (Eurostat)
Participants: Martine Durand (OECD), Ivo Havinga (UNSD), Gert-Jan Koopman (DG ECFIN), Walter Radermacher (Eurostat)  


10.00 - 10.40

Opening Lecture (Room M6)
Chair: Marie Bohata (Eurostat)

Speaker: Prof. Adrian Pagan (University of New South Wales)

Abstract  Paper  Presentation

 

 
10.40 - 11.10

Coffee break

Poster session 1 



11.10 - 13.00

 

Parallel sessions
Session 1: Dating, Detecting and Forecasting Turning Points 1 (Room M1)
Chair: Prof. Don Harding (La Trobe University)


Session 2: Analysis and Modelling Business Cycle 1 (Room M3)
Chair: Prof. Katarina Juselius (University of Copenhagen)


Session 3: Globalisation Effects on Business Cycle Analysis and Forecasting 1 (Room M4)
Chair: Rosa Ruggeri Cannata (Eurostat)


Session 4: Construction and Use of Composite Indicators (Room M5)
Chair: Alice Zoppe (ECFIN)


Session 5: Nowcasting and Forecasting Economic Trends 1 (Room M6)
Chair: Werner Bier (ECB)

13.00 - 14.15

Lunch


14.15 - 15.25


Invited session 1 (Room M6)
Chair: Brian Newson (Eurostat)


Speaker 1: Prof. Herman K. van Dijk (Erasmus University Rotterdam)

Abstract  Paper  Presentation


Speaker 2: Prof. Fabio Canova (Universitat Pompeu Fabra)
Abstract  Paper

 Presentation

15.25 - 15.55

Coffee break

Poster session 1 


15.55 - 17.10


Round table: "Timely availability of Indicators: the role of flash estimates and nowcasting" (Room M6)
Chair: Pieter Everaers (Eurostat)
Facilitator: Pieter Everaers (Eurostat)
Participants: Roberto Barcellan (Eurostat), Werner Bier (ECB), Ivo Havinga (UNSD), Nazeem Mustapha (Statistics South Africa), Gian Paolo Oneto (Istat), Dragan Vukmirovic (Statistical Office of the Republic of Serbia)


17.10 - 18.50
Invited session 2 (Room M6)
Chair: James Whitworth (Eurostat)

Speaker 1: Todd Clark (Federal Reserve Bank of Kansas City)
Abstract  Paper  Presentation


Speaker 2: Prof. Philip Rothman (East Carolina University)

Abstract  Paper  Presentation


Speaker 3: Prof. Frank Smets (ECB)

Abstract  Paper  Presentation

28 September 2010

8.20 - 9.00 Invited lecture (Room M6)
Chair: Ales Capek (Eurostat)

Speaker : Prof. M. Hashem Pesaran (University of Cambridge)
Abstract  Paper  Presentation


9.00 - 10.40
Invited session 3 (Room M6)
Chair: Gian Luigi Mazzi (Eurostat)

Speaker 1: Anirvan Banerji (ECRI)
Abstract  Paper  Presentation


Speaker 2: Prof. Katarina Juselius (University of Copenhagen)

Abstract  Paper  Presentation


Speaker 3: Prof. Don Harding (La Trobe University)

Abstract  Paper  Presentation
 
10.40 - 11.10 Coffee break

Poster session 2 


11.10 - 13.00


Parallel sessions

Session 6: Output gap Estimation (Room M1)
Chair: Alexandra Guarda-Rauchs (Statec)


Session 8: Seasonal Adjustment in Time of Recession and Recovery (Room M4)
Chair: Jean-Marc Museux (Eurostat)


Session 9: Globalisation Effects on Business Cycle Analysis and Forecasting 2 (Room M5)
Chair: Viktoria Bolla (Eurostat)


Session 10: Nowcasting and Forecasting Economic Trends 2 (Room M6)
Chair: Prof. Helmut Luetkepohl (European University Institute)

13.00 - 14.15 Lunch

14.15 - 15.30


Round table: "The role of official statisticians in the construction and use of Composite and Sentiment Indicators to monitor economic activity" (Room M6)

Chair: Ivo Havinga (UNSD)
Facilitator: Ataman Ozyildrim (Conference Board)
Participants: Ronald Albers (ECFIN), Jacques Anas (COE- Rexecode), Heinz Christian Dieden (ECB), Eric Dubois (INSEE), Gyorgy Gyomai (OECD), Gian Luigi Mazzi (Eurostat), Rajeswari Thondiyil (Central Statistics Office India)
  

 
15.30 - 16.00 Coffee break

Poster session 2 


16.00 - 17.40
Invited session 4 (Room M6)
Chair: Moauro Filippo (Eurostat)

Speaker 1: Prof. Andrew Harvey (University of Cambridge)
Abstract  Paper  Presentation


Speaker 2: Prof. Siem Jan Koopman (VU University Amsterdam)

Abstract  Paper  Presentation


Speaker 3: Prof. James C. Morley (Washington University in St. Louis)

Abstract  Paper  Presentation

17.40 - 18.50


Invited session 5 (Room M6)
Chair: Roberto Barcellan (Eurostat)
Speaker 1: Prof. Lucrezia Reichlin (London Business School)

Abstract  Paper  Presentation


Speaker 2: Prof. Massimiliano Marcellino (European University Institute)

Abstract  Paper  Presentation


19.30 Gala Reception

29 September 2010

8.20 - 9.00

Invited lecture (Room M6)  
Chair: Joachim Recktenwald (Eurostat)
Speaker : Prof. Eric Ghysels (University of North Carolina)

Abstract  Paper  Presentation
9.00 - 10.40
Invited Section 6 (Room M6) 
Chair: Klaus Reeh

Speaker 1: Prof. Simon van Norden (HEC Montréal)
Abstract  Paper  Presentation


Speaker 2: Prof. Marco Lippi (Universita` La Sapienza Roma)

Abstract  Paper  Presentation


Speaker 3: Prof. Jurgen A. Doornik (Nuffield College)

Abstract  Paper  Presentation
10.40 - 11.10 Coffee break

11.10 - 13.00


Parallel sessions

Session 11: Analysis and Modelling Business Cycle 2 (Room M1)
Chair: Prof. Siem Jan Koopman (VU University Amsterdam)


Session 12: The Use of Factor Model and MIDAS in Nowcasting and Forecasting the Economic Activity (Room M3)
Chair: Prof. Marco Lippi (Universita` La Sapienza Roma)


Session 13: Nowcasting and Forecasting Economic Trends 3 (Room M4)
Chair: Alexandre Makaronidis (Eurostat)


Session 14: The Role of Financial Variables in Business Cycle Analysis and Forecasting  (Room M5)
Chair: Peter Parlasca (Eurostat)


Session 15: Dating, Detecting and Forecasting Turning Points 2 (Room M6)
Chair: Prof. Adrian Pagan (University of New South Wales)

13.00 - 14.00 Lunch

14.00 - 15.50


Parallel sessions

Session 16: Density Forecasts (Room M1)
Chair: Simon van Norden (HEC Montréal)


Session 17: Construction of Monthly Macroeconomic indicators for business cycle analysis (Room M3)
Chair: Rainer Muthmann (Eurostat)


Session 18: Nowcasting and Forecasting Economic Trends 4 (Room M4)
Chair: Paolo Guarda (BCL)


Session 19: Analysis and Modelling Business Cycle (Room M5)
Chair: Eduardo Barredo Capelot (Eurostat)


Session 20: Globalisation Effects on Business Cycle Analysis and Forecasting 3 (Room M6)
Chair: Anirvan Banerji (ECRI)

15.50 - 16.00 Coffee break

16.00 - 17.10


Closing session (Room M6)
Chair: Pieter Everaers (Eurostat)
Speaker 1: Prof. Timo Teräsvirta (Aarhus University)

Abstract  Paper  Presentation


Speaker 2: Prof. Helmut Lütkepohl (European University Institute)

Abstract  Paper  Presentation



17.10 - 17.20


Eurostat Closing (Room M6) 

 

Pieter Everares (Eurostat)

27 September: Parallel sessions

Dating, Detecting and Forecasting Turning Points points 1

• Kevin Lee, Nilss Olekalns, Kalvinder Shields
Nowcasting, business cycle dating and the interpretation of new information when real-time data are available		 Abstract
Paper
Presentation
• Jacques Anas, Monica Billio, Laurent Ferrara, Gian Luigi Mazzi
An enhanced system for dating and detecting turning points in the euro area		 Abstract
Paper
Presentation

• Marcelle Chauvet, Igor Morais
Predicting recessions in Brazil

 Abstract
Paper
Presentation
• Gabe de Bondt, Elke Hahn
Predicting recessions and upturns in real time: the euro Area-wide Leading Indicator (ALI)		 Abstract
Paper
Presentation
• Zeynep Senyuz, Emre Yoldas, Ismail Onur Baycan
      Regime-Switching Analysis of Turkish Business and Stock Market Cycles		 Abstract
Paper
Presentation

Analysis and Modelling Business Cycle 1

•  Ho Sup Lee, Heejong Kim, Sung Joo Lim
The business cycle clock in Korea - an online visualization tool for displaying cyclical movements of main economic indicators		 Abstract
Paper
Presentation
• Guohua Zhao
China's practice of business cycle analysis		 Abstract
Paper
Presentation

•  Fabio Bacchini, Francesca Di Iorio, Roberto Iannaccone
Exports impact on industrial production during the crisis

 Abstract
Paper
Presentation
•  Stefano Grassi, Tommaso Proietti
Characterizing economic trends by Bayesian stochastic model specification search		 Abstract
Paper
Presentation
• Fabio Milani
Expectation shocks and learning as drivers of the business cycle 		Abstract
Paper
Presentation

Globalisation Effects on Business Cycle Analysis and Forecasting 1

• Jarko Fidrmuc, Iikka Korhonen
The impact of the global financial crisis on business cycles in Asian emerging economies		 Abstract
Paper
Presentation
• Sandra Gomes, Pascal Jacquinot, Massimiliano Pisani
The EAGLE. A model for policy analysis of macroeconomic interdependence in the Euro area		 Abstract
Paper
Presentation

• Domenico Giannone, Michele Lenza, Lucrezia Reichlin
Market freedom and the global recession

 Abstract
Paper
Presentation
• Sylvester C.W. Eijffinger, Zongxin Qian
Globalization and the output-inflation trade off: new time series evidence		 Abstract
Paper
Presentation
• Daniela Bragoli
Forecasting the global financial crisis		 Abstract
Paper
Presentation

Construction and Use of Composite Indicators 

• Harry X. Wu, Ataman Ozyildirim
Modelling trends, cyclical movements and turning points of the Chinese economy		 Abstract
Paper
Presentation
• Katja Drechsel, Rolf Scheufele
Should we trust in leading indicators? Evidence from the recent recession		 Abstract
Paper
Presentation

• Thondiyil Rajeswari, Josyula Venkateswarlu
Construction of a Composite Leading Indicator for India

 Abstract
Paper
Presentation
•  Marcin Lupinski
Short-term forecasting and composite indicators construction with help of dynamic factor models handling mixed frequencies data with ragged edges 		Abstract
Paper
Presentation

Nowcasting and Forecasting Economic Trends 1

• Kenneth Wallis 
      Combining forecasts – forty years later		 Abstract
Paper
Presentation
• Matthieu Lemoine, Christophe Mougin
      The growth-volatility relationship: new evdence based on stochastic volatility in mean models.		 Abstract
Paper
Presentation

• Olivier Biau, Angela D'Elia
      Euro area GDP forecasting using large survey datasets. A random forest approach

 Abstract
Paper
Presentation
• Peter Exterkate, Patrick J.F. Groenen, Christiaan Heij
      Macroeconomic forecasting using kernel ridge regression		 Abstract
Paper
Presentation
• Dragan Vukmirovic, Ciric Rade
      Using the Serbian Composite Index of the Economic Activity for Flash Estimates of the Real Growth of the Quarterly Gross Domestic Product (GDP)		 Abstract
Paper
Presentation

28 September: Parallel sessions

Output Gap Estimation

• Anthony Garrat, James Mitchell, Shaun P. Vahey
Measuring output gap uncertainty		 Abstract
Paper
Presentation
• Christophe Planas, Roeger Werner, Alessandro Rossi
An insight into output gap uncertainty: improving total factor productivity cycle estimates by using capacity utilization		 Abstract
Paper
Presentation

• Michael Graff, Jan-Egbert Sturm
The information content of capacity utilisation rates for output gap estimates

 Abstract
Paper
Presentation
• Thomas Trimbur
Output dynamics and real-time estimation of the output gap		 Abstract
Paper
Presentation

Convergence and Synchronization across Countries and Regions

•  Imed Medhioub, Rafaa Mraihi
Tunisian business cycle synchronization with the Euro-Mediterranean partner countries		 Abstract
Paper
Presentation
• Michael Bergman, Lars Jonung
Business cycle synchronization in Europe: evidence from the Scandinavian currency union		 Abstract
Paper
Presentation

• Nikolaos Antonakakis, Johann Scharler
The Synchronization of GDP Growth in the G7 during U.S. recessions. Is this time different?

 Abstract
Paper
Presentation
• Willem Boshoff
The Medium-Term Business Cycle in South Africa and its Relation to Medium-Term Cycles in the US, UK Europe and Australia		 Abstract
Paper
Presentation
• Jean-Pierre Allegret, Essahbi Essaadi
Business cycles synchronization in East Asian economy: evidences from time varying coherence study		 Abstract
Paper
Presentation

Seasonal Adjustment in Time of Recession and Recovery

• Martin Eiglsperger, Wim Haine, Jens Mehrhoff
Seasonal adjustment and reliability of euro area GDP - Increased uncertainty in times of unusual developments?		 Abstract
Paper
Presentation
• Anna Ciammola, Claudia Cicconi, Marco Marini
Seasonal adjustment and the statistical treatment of the economic crisis:  an application to some Italian time series		 Abstract
Paper
Presentation

• Norhayati Shuja', Mohd. Alias Lazim, Yap Bee Wah
Improving trend-cycle forecast by eliminating non-fixed seasonal effect: a case study of Malaysian economic time series data

 Abstract
Paper
Presentation
• Jens Mehrhoff
Seasonal adjustment in times of strong economic changes		 Abstract
Paper
Presentation
• Necmettin Alpay Koçak, Gian Luigi Mazzi, Filippo Moauro
How seasonal adjustment can affect the message delivered to policy makers: a simulation approach based on the euro area industrial production		 Abstract
Paper
Presentation

Globalisation Effects on Business Cycle Analysis and Forecasting 2

• Prakash Loungani, Herman Stekler, Natalia Tamirisa
Cross-Country Evidence on Forecasting Turning Points: Consensus and Disagreement		 Abstract
Paper
Presentation
• Rachel Male
Developing country business cycles: revisiting the stylised facts		 Abstract
Paper
Presentation

• Claudio Morana, Fabio Bagliano
The Great Recession: US dynamics and spillovers to the world economy

 Abstract
Paper
Presentation
• Sher Verick, Iyanatul Islam
The Great Recession of 2008-2009: causes, consequences and policy responses		 Abstract
Paper
Presentation

• Bertrand Candelon, Elena-Ivona Dumitrescu, Christophe Hurlin
Currency crises early warning systems: why they should be dynamic		 Abstract
Paper
Presentation

Nowcasting and Forecasting Economic Trends 2

• Karim Barhoumi, Oliver Darné, Laurent Ferrara
Testing the number of factors for dynamic factor modelling: An empirical assessment for forecasting purpose		 Abstract
Paper
Presentation
• Michael P. Clements, Ana Beatriz Galvao
Real-time forecasting of inflation and output growth in the presence of data revisions		 Abstract
Paper
Presentation

• Òscar Jordà, Malte Knüppel, Massimiliano Marcellino
Empirical simultaneous confidence regions for path-forecasts

 Abstract
Paper
Presentation
•  Silvia Lui, James Mitchell, Martin Weale
Qualitative business surveys: signal or noise?		 Abstract
Paper
Presentation
• Gary Koop, Dimitris Korobilis
Forecasting inflation using dynamic model averaging		 Abstract
Paper
Presentation

29 September: Parallel sessions

Analysis and Modelling Business Cycle 2

• Gianluca Cubadda, Barbara Guardabascio, Alain Hecq
A general to specific approach for selecting the best business cycle indicators		 Abstract
Paper
Presentation
• Laurent Ferrara, Siem Jan Koopman
Common business and housing market cycles in the Euro area from a multivariate decomposition		 Abstract
Paper
Presentation

• Deniz Igan, Alain Kabundi, Francisco Nadal De Simone, Marcelo Pinheiro, Natalia Tamirisa
Three cycles: housing, credit and real activity

 Abstract
Paper
Presentation
• Monica Billio, Roberto Casarin
Beta Autoregressive Transition Markov-Switching models for business cycle analysis		 Abstract
Paper
Presentation
• Massimo Franchi, Paolo Paruolo
Stochastic cycles in VAR processes		 Abstract
Paper
Presentation

The Use of Factor Model and MIDAS in Nowcasting and Forecasting the Economic Activity

• Marta Banbura, Michele Modugno
Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data		 Abstract
Paper
Presentation
• Máximo Camacho, Rafael Domenech
MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting		 Abstract
Paper
Presentation

• Cecilia Frale, Libero Monteforte
FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure

 Abstract
Paper
Presentation
• Elena Rusticelli, Stéphanie Guichard
A Factor Model for World Trade Growth		 Abstract
Paper
Presentation
• Pierre Guérin, Massimiliano Marcellino
Markov-switching MIDAS models		 Abstract
Paper
Presentation

Nowcasting and Forecasting Economic Trends 3

• Tomasz Dubiel-Teleszynski, Celestino Giron, Jerzy Niemczyk
Early Estimates of Financial Quarterly Euro Area Accounts		 Abstract
Paper
Presentation
• Nazeem Mustapha, George Djolov
The Development and Production of GDP Flash Estimates in a Newly Industrialised Country: the Case of South Africa		 Abstract
Paper
Presentation

• Floris Van Ruth
A Monthly Indicator of Private Fixed Capital Formation; a Model Based Approach

 Abstract
Paper
Presentation
• Vladimir Kuzin, Massimiliano Marcellino, Christian Schumacher
Pooling Versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP		 Abstract
Paper
Presentation
• Fabio Bacchini, Dominique Ladiray
A GDP Nowcasting Approach Using Different Selection Variables Techniques		 Abstract
Paper
Presentation

The Role of Financial Variables in Business Cycle Analysis and Forecasting

• Lucia Alessi
What are the real effects of financial shocks? Evidence from a structural factor model		 Abstract
Paper
Presentation

• Gad Levanon, Jean-Claude Manini, Ataman Ozyildirim
Using Financial Indicators to Predict Recessions

 Abstract
Paper
Presentation
• Roger Hammersland, Cathrine Bolstad Træe
The Financial Accelerator and the real economy: self-reinforcing feedback loops in a core macroeconomic model for Norway		 Abstract
Paper
Presentation
• Raphael Espinoza, Fabio Fornari, Marco J. Lombardi
The role of financial variables in predicting economic activity		 Abstract
Paper
Presentation

Dating, Detecting and Forecasting Turning Points 2

• Monica Billio, Dominique Ladiray, Gian Luigi Mazzi, Gaetana Montana
Effect of seasonal adjustment on business cycle analysis		 Abstract
Paper
Presentation
• Fatma Youssef, Abdelwahed Trabelsi
New method for dating turning points		 Abstract
Paper
Presentation

• Marc Wildi
Real-time US-recession indicator (USRI). A classical cycle perspective with "Bounceback"

 Abstract
Paper
Presentation
• Maximo Camacho, Gabriel Perez-Quiros, Pilar Poncela
Green shoots in the Euro area. A real time measure		 Abstract
Paper
Presentation
• Paolo Foschi, Simone Giannerini, Alessandra Luati
Information reduction techniques for turning point prediction 		Abstract
Paper
Presentation

Density Forecasts 

• Kajal Lahiri, Huaming Peng, Xuguang Sheng
Measuring aggregate uncertainty in a panel of forecasts and a new test for forecast heterogeneity		 Abstract
Paper
Presentation
• Monica Billio, Roberto Casarin, Francesco Ravazzolo, Herman K. van Dijk
Combining predictive densities using a Bayesian Nonlinear Filtering approach		 Abstract
Paper
Presentation

• Karsten R. Gerdrup , Anne Sofie Jore, Christie Smith, Leif Anders Thorsrud
Evaluating ensemble density combination -forecasting GDP and inflation

 Abstract
Paper
Presentation
• Gian Luigi Mazzi, James Mitchell, Gaetana Montana
Density nowcasts and model combination: nowcasting Euro area GDP growth		 Abstract
Paper
Presentation
• Francesco Ravazzolo, Shaun P. Vahey
Forecast densities for economic aggregates from disaggregate ensembles		 Abstract
Paper
Presentation

Construction of Monthly Macroeconomic indicators for business cycle analysis

• Mariana Rizk
Temporal disaggregation of the quarterly real GDP series: case of Egypt		 Abstract
Paper
Presentation
• Jose Garcia
Monthly estimate of GDP Peru. Summary methodology of calculation of the monthly index of the national production		 Abstract
Paper
Presentation

• James Mitchell, Solomos Solomou, Martin Weale
Monthly and quarterly GDP estimates for interwar Britain

 Abstract
Paper
Presentation
• Filippo Moauro
Deriving a euro area monthly indicator of employment: a real time comparison of alternative model-based approaches		 Abstract
Paper
Presentation

• Michael Pedersen
Extracting GDP signals from the monthly indicator of economic activity. Evidence from Chilean real-time data		 Abstract
Paper
Presentation

Nowcasting and Forecasting Economic Trends 4

• Alessandro Borin, Riccardo Cristadoro, Roberto Golinelli, Giuseppe Parigi
Forecasting world output: the rising importance of emerging economies		 Abstract
Paper
Presentation
• Francis Vitek
Monetary policy analysis and forecasting in the world economy: a panel unobserved components approach		 Abstract
Paper
Presentation

• Cristiano Santos
Set of flash estimates and the impact of lack of information on the measuring economic cycles: the Brazilian case

 Abstract
Paper
Presentation
• Fabrizio Venditti
How a bridge GETS out of targeted predictors		 Abstract
Paper
Presentation

Analysis and Modelling Business Cycle 3

• Vasco Cúrdia, Daria Finocchiaro
Monetary regime change and business cycle		 Abstract
Paper
Presentation

• Laura Bisio, Andrea Faccini
Does cointegration matter? An analysis in a RBC perspective

 Abstract
Paper
Presentation

•  Karolina Konopczak, Krzysztof Marczewski
Why so different from other CEECs - Poland's cyclical divergence from the euro area during the recent financial crisis

 Abstract
Paper
Presentation

Globalisation Effects on Business Cycle Analysis and Forecasting 3

• Rober Anderton, Tadios Tewolde
Financial turmoil, the global trade downturn and global production chains		 Abstract
Paper
Presentation
• Ronald Albers, Lars Jonung
Major crises: historical comparisons to the Great Depression and the classical Gold Standard		 Abstract
Paper
Presentation

• Sumru Altug, Melike Bildirici
Business cycles around the globe: a regime switching approach

 Abstract
Paper
Presentation
• Anirvan Banerji, Pami Dua
India and China in the global economy: Trade Linkages and Leading Exports Index		 Abstract
Paper
Presentation

Poster session 1

Juergen Bierbaumer-Polly
Composite Leading Indicator for the Austrian Economy: Methodology and ‘Real-time’ Performance		 Abstract
Paper
Presentation
Dario Buono, Necmettin Alpay Kocak
Backward Recalculation of Seasonal Series Affected by Economic Crisis: a Model-Based-Link Method for the Case of Turkish GDP		 Abstract
Paper
Presentation

Ginters Buss
Economic Forecasts with Bayesian Autoregressive Distributed Lag Model: Choosing Optimal Prior in Economic Downturn

 Abstract
Paper
Presentation
Xiaoshan Chen, Terence C. Mills
Measuring the Euro Area Output Gap using Multivariate Unobserved Components Models Containing Phase Shifts		 Abstract
Paper
Presentation
Giuseppe Cinquegrana, Domenico Sarno
The Yield Curve and the Prediction on the Business Cycle: a VAR Analysis for the European Union		 Abstract
Paper
Presentation
Jose Luis Diaz Sanchez, Ibrahim Ahamada
Retrospective Analysis of Housing Prices Macro-Linkages in the United States		 Abstract
Paper
Presentation
Jean Goggin, Iulia Siedschlag
Globalisation and International Transmission of Business Cycles: Empirical Evidence from Ireland		 Abstract
Paper
Presentation

Göran Hjelm, Kristian Jonsson
In Search of a Method for Measuring the Output Gap of the Swedish Economy

 Abstract
Paper
Presentation
Rasmus Kattai
Estonia’s Potential Growth Before and After the Crisis		 Abstract
Paper
Presentation
Reynald Majetti, Francis Bismans
Forecasting Recessions using Financial Variables: The French Case		 Abstract
Paper
Presentation

Zohra Rabah
A Markov Switching Autoregressive Model for the French Business Cycle: Estimation and Tests

Abstract
Paper
Presentation
Heba Shahin
Estimating Potential Output and Output Gap for Egypt using Several Approaches		 Abstract
Paper
Presentation
Ekaterini Tsouma
Dating Business Cycle Turning Points: The Greek Economy During 1970-2010 and the Recent Recession		 Abstract
Paper
Presentation
Bas van Aarle, Marcus Kappler, Atilim Seymen, Klaus Weyerstrass
Economic Sentiment Shocks and Fluctuations in Real Activity in the Euro Area		 Abstract
Paper
Presentation
Floris Van Ruth
Monitoring Conditions for Exports, Consumption and Fixed Capital Formation; the Radar Concept		 Abstract
Paper
Presentation
Kai Carstensen, Klaus Wohlrabe, Christina Ziegler
Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production		 Abstract
Paper
Presentation

Poster session 2

Amado Peiro, Jorge Belaire-Franch, Maria Teresa Gonzalo
Unemployment, cycle and gender		 Abstract
Paper
Presentation
Elena Dumitrescu, Bertrand Candelon, Christophe Hurlin
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods		 Abstract
Paper
Presentation

Claudia Cicconi, Saverio Simonelli
Nowcasting Italian GDP

Abstract
Paper
Presentation

Vitor Castro
The Duration of Business Cycle Expansions and Contractions: Are there Change-Points in Duration Dependence?

Abstract
Paper
Presentation
Asli Yüksel Mermod, Sadullah Çelik, Hurşit Güne  
Frequency Domain Analysis of Consumer Confidence, Industrial Production and Retail Sales for Selected European Countries		 Abstract
Paper
Presentation
Laurent Ferrara, Monica Billio, Dominique Guegan, Gian Luigi Mazzi
Alternative specifications of Euro area turning points detection models		 Abstract
Paper
Presentation
Ibrahim Ahamada, Philippe Jolivaldt
Classical vs wavelet-based filters. Comparative study and application to business cycle		 Abstract
Paper
Presentation

Dimitris Korobilis
VAR Forecasting using Bayesian Variable Selection

 Abstract
Paper
Presentation

Mihai Macovei
Growth and economic crises in Turkey: leaving behind a turbulent past?

Abstract
Paper
Presentation
Beatrice Pataracchia
Design Limits in Regime-Switching cases 		Abstract
Paper
Presentation
Elena Rusticelli, Stephanie Guichard
Assessing the Impact of the Financial Crisis on Structural Unemployment in OECD Countries		 Abstract
Paper
Presentation
Lisa Sella, Gianna Vivaldo, Michael Ghil, Andreas Grot
Economic cycles and their synchronization in macroeconomic indicators from Italy, The Netherlands, and the UK		 Abstract
Paper
Presentation
Peijie Wang
International Business Cycle Coherence and Phases – A Spectral Analysis of Output Fluctuations of G7 Economies 		Abstract
Paper
Presentation
Diana Wyman 
Seasonal Adjustment and Identifying Economic Trends		 Abstract
Paper
Presentation
Last update 13.09.2010