The conference was hosted by the University of Pavia, where Carlo Giannini taught for many years. Focus of the conference were the most recent progress in econometric tools for modelling and forecasting economic phenomena and on the statistical instruments that measure the effects of policy interventions
Fourth International Conference in memory of Carlo GianniniPavia, 25-26 March 2014
Programme
- Fourth International Conference in memory of Carlo Gianninipdf 279.3 KB Publish date::21 March 2014
Invited Lecture
- Fabio Canova - Open issues in the use of DSGE models for policy analysispdf 813.8 KB Publish date::25 March 2014
Session I - Econometrics and Macroeconomic Analysis
- Discussant: Giuseppe Ragusapdf 222.5 KB Publish date::10 April 2014
- F. Venditti, M. Riggi: The time varying effect of oil price shocks on euro area exportspdf 895.9 KB Publish date::10 April 2014
- Ine Van-Robays: Discussant pdf 645.9 KB Publish date::10 April 2014
- Discussion: Carolina Castagnettipdf 156.9 KB Publish date::10 April 2014
- M. Forni, M. Lippi, L. Gambetti, L. Sala: Noisy news in business cyclespdf 734.7 KB Publish date::10 April 2014
- Discussant: Alessia Paccagninipdf 2.6 MB Publish date::10 April 2014
- Gunnar BÂrdsen, Luca Fanelli: Frequentist evaluation of small DSGEpdf 185.0 KB Publish date::10 April 2014
- Discussant: Massimiliano Pisanipdf 183.5 KB Publish date::26 July 2014
- Matteo Barigozzi, Marco Lippi, Matteo Luciani: Dynamic factor models, cointegration, and error correction mechanismspdf 849.3 KB Publish date::10 April 2014
- Discussant: Rocco Mosconipdf 111.2 KB Publish date::10 April 2014
Session II - Empirical Assessment of Macroeconomic Policies
- Invited lecture: Raffaella Giacomini - GMM with latent variablespdf 550.6 KB Publish date::10 April 2014
- S. Hurtado: DSGE Models and the Lucas critique pdf 549.7 KB Publish date::10 April 2014
- Discussant: Carlo Faveropdf 87.4 KB Publish date::10 April 2014
- G. Ricco: A new identification of fiscal shocks based on the information flowpdf 387.1 KB Publish date::10 April 2014
- Discussant: Alessandro Notarpietropdf 108.2 KB Publish date::10 April 2014
- E. Bacchiocchi , E. Castelnuovo, L. Fanelli: Gimme a break! pdf 179.9 KB Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S. Publish date::10 April 2014
- Discussant: Riccardo Lucchettipdf 165.5 KB Publish date::10 April 2014
- A. Cesa-Bianchi , H. Pesaran, A. Rebucci: Uncertainty and economic activity: A global perspectivepdf 503.7 KB Publish date::10 April 2014
- Discussant: Andrè Kallak Anundsenpdf 227.5 KB Publish date::10 April 2014
- A. Locarno, A. Notarpietro , M. Pisani: Sovereign risk, monetary policy and fiscal multipliers: A structural model-based assessmentpdf 221.5 KB Publish date::10 April 2014
- Discussant: Alessandro Flaminipdf 270.8 KB Publish date::10 April 2014
- M. Bernardi , G. Gayraud L. Petrella: Bayesian tail risk interdependence using quantile regressionpdf 567.2 KB Publish date::10 April 2014
- Discussant: Paolo Giudicipdf 186.9 KB Publish date::10 April 2014
