Month: March 2012
The Effect of Labor Mobility Restrictions on Human Capital Accumulation in China
by Yao Pan
“Drill, Baby, Drill!” The Correlates of “Energy Independence” Policy in the United States
March 2012
by Llewelyn Hughes (co-author: Francisco Flores-Macias, LCM Commodities)
A New Approach For Evaluating Economic Forecasts
International Symposium on “The Economics of Ultra-poverty: Causes and Remedies
Visit the ultra-poverty initiative page here.
Thursday, March 22, 2012
9:00am to 5:00pm – Reception to Follow
Elliott School of International Affairs
1957 E Street NW
Washington, DC 20052
Schedule
Day 1: Thursday March 22
Ultra-poverty Research Workshop: Finding, Measuring, and Modeling the Ultra-poor
Ultra-Poverty Research in Progress, Morning Session (7th Floor, City View Room)
9:00-9:30 James Foster, GWU, Introduction and Overview
9:30-10:15 Sabina Alkire, Oxford, and Suman Seth, Oxford, Severe Poverty and Sub-national Disparities
10:15-11:00 Oded Stark, Bonn, Relative Poverty: Concept, Measurement, and Social Welfare Repercussions
11:00-11:15 – Coffee Break
11:15-12:00 Michael Carter, UC Davis, Poverty Traps
Lunch 12:00-1:00 (7th Floor, City View Room)
Ultra-Poverty Research in Progress, Afternoon Session I (7th Floor, City View Room)
1:00-1:45 David Stifel, Lafayette and IFPRI Addis, Poverty Mapping Techniques to Track Poverty over Time
1:45-2:30 Nora Lustig, Tulane, Fiscal Redistribution and Fiscal Mobility: A New Concept to Assess the Impact of Benefits and Taxes on the Poor
Coffee Break 2:30-2:45
2:45-3:30 Jose Manuel Roche, Oxford, and Mauricio Apablaza, Oxford, Multidimensional Poverty Dynamics
Coffee Break 3:30-3:45 (7th Floor Lobby)
Ultra-Poverty Research in Progress, Afternoon Session II (7th Floor, State Room)
3:45-4:30 Andy McKay, Sussex, Extreme, Multidimensional, and Chronic Poverty
4:30-5:15 Patrick Vinck, Harvard, Data on Violence, Conflict and Ultra-Poverty
Day 2 Friday March 23
Policy and Program Conference: Ultra-poverty Causes and Remedies
Four Aspects of Ultra-poverty 9:00-11:15 (7th Floor, City View Room)
Stephen Smith, GWU, Overview
James Foster, GWU, Depth and Severity
Sabina Alkire, Oxford, Multiple Deprivations
Andy McKay, Sussex, Multiple Periods
Pete Lanjouw, World Bank, Spatial Concentration
General Discussion
Coffee Break 11:15-11:30
Ultra-poverty: Evidence, Programs and Policy (7th Floor, City View Room)
Session 11:30-12:45 Donor and Civil Society Perspectives
Luis Felipe Lopez-Calva, World Bank, Overview
Steven Radelet, Chief Economist, USAID, A Perspective from USAID
Munshi Sulaiman, BRAC, BRAC’s Ultra-poverty Work in Bangladesh and Africa
Lunch 12:45-1:15 (7th Floor, City View Room)
Evidence, Programs and Policy, continued (7th Floor, City View Room)
1:15-1:45 Ethiopia: Ultra-Poverty Problems and Opportunities
David Stifel, Lafayette and IFPRI-Addis, Infrastructure, Agricultural Productivity, and Poverty
Stephen Smith, GWU, Multidimensional Poverty Traps? Evidence from Ethiopia
1:45-2:15 Bangladesh: Multidimensional Poverty, Targeting, Programs, and Evaluation
Virginia Robano, GWU, Targeting and Assessment with Multidimensional Poverty
Islam Tonmoy, Kentucky, Program Evaluation with Multidimensional Measures
2:15-3:00 Chile and Peru: Poverty in a Middle Income, High Inequality Environment
Veronica Silva, World Bank, Chile
Renos Vakis, World Bank, “The right medicine: TB, agency and productive safety nets – early lessons from the slums of Lima”
Mauricio Apablaza, Oxford, Chronic Multidimensional Poverty in Chile
Coffee Break 3:00-3:15 (6th Floor, Lindner Commons)
Missing Dimensions, Hidden Poverty 3:15-5:30 (6th Floor, Lindner Commons)
Sabina Alkire, Oxford, Overview
Oded Stark, Bonn, Degrading Work
Hans Hoogeveen, World Bank, Disabilities
Elizabeth Kneebone, Brookings, Neighborhood effects
5-minute pause while refreshments and snacks are served on-site
Tony Castleman, GWU, Human Recognition
Jeni Klugman, World Bank, Women and Empowerment
James Foster, GWU, and Sabina Alkire, Oxford, Constructing the Women’s Empowerment in Agriculture Index
5:30-6:00 – Wrap up (6th Floor, Lindner Commons)
11th OxMetrics User Conference: Conference Programme
International Conference on “The Economics of Ultra-Poverty: Causes and Remedies”
March 15 & 16, 2012
The Elliott School of International Affairs
1957 E St. NW
Washington, DC 20052
Schedule
Conference Schedule
Day 1: Thursday March 15
8:30-9:00am Registration and coffee/tea/pastries 9:00-10:30am Session 1: Finance Models and Jumps Chairperson: Vincenzo L. Maini Welcome: Barry R. Chiswick (Chair, Department of Economics, GWU) Announcements: Neil R. Ericsson and Frederick L. Joutz (co-chairs) Sebastien Laurent* (Maastricht University), Christelle Lecourt and Franz C. Palm present “Testing for jumps in GARCH models, a robust approach” Eric Jondeau, Jerome Lahaye* (University of Lausanne) and Michael Rockinger present “High-Frequency Jump Filtering in a Microstructure Model” Vincenzo L. Maini* (Cass Business School) and Giovanni Urga* (Cass Business School) present “The Liquidity to Price Trasmission Mechanism: A Combination of Nonparametric Tests for Jumps” 10:30-11:00am Coffee/Tea Break 11:00-12:00pm Session 2: Gets Modelling I Chairperson: Neil R. Ericsson Jurgen A. Doornik* (University of Oxford) and David F. Hendry present “Automatic Selection of Multivariate Dynamic Econometric Models” Neil R. Ericsson* (Federal Reserve Board and George Washington University) presents “Justifying Empirical Macro-econometric Evidence in Practice” 12:00-1:30pm Lunch and Poster Session (posters listed below) Nicoletta Batini* (International Monetary Fund) and Joshua Felman present “Why Are U.S. Firms Hoarding Money? Deniz Erdemlioglu* (CeReFiM-FundP and K.U. Leuven) presents “Intraday Periodicity and Intraday Levy-type Jump Detection” Marwan Izzeldin and Peiran Shi* (Lancaster University) present “The Impact of Jumps on the Stylised Facts of Returns and Volatility: Do Jumps Matter?” Christian Muller and Eva Koberl (presented by Boriss Silverstovs*, KOF Swiss Economic Institute) present “Catching a Floating Treasure: A Genuine ex-ante Forecasting Experiment in Real Time” Anjan Panday* (American University) presents “Impact of Monetary Policy on Exchange Market Pressure: The Case of Nepal” Issouf Samake* (International Monetary Fund) and Frederick L. Joutz present “Fiscal and Political Instability and the Growth Nexus in Developing Countries: An Application to Nigeria” George B. Tawadros* (RMIT University) presents “The Cyclicality of the Demand for Crude Oil: Evidence from the OECD” Shuangyuan Wei* (George Washington University) presents “An Analysis of U.S. Gasoline Demand Elasticities” 1:30-3:00pm Session 3: Interest Rates and Term Structure Chairperson: Jaime Marquez Daniel Beltran* (Federal Reserve Board), Maxwell Kretchmer, Jaime Marquez and Charles Thomas present “Foreign Holdings of U.S. Treasuries and U.S. Treasury Yields” Wachindra Bandara* (George Washington University) and Richard Munclinger present“A Feasible Regime-Switching Model of the Term Structure” Jaime Marquez* (Federal Reserve Board), Ari Morse and Bernd Schlusche present“Overnight Interest Rates and Reserve Balances: Econometric Modeling of Exit Strategies” 3:00-3:30pm Coffee/Tea Break 3:30-4:30pm Session 4: Round Table with OxMetrics Developers Chairpersons: Frederick L. Joutz, Jurgen A. Doornik (University of Oxford), Siem Jan Koopman (Tinbergen Institute) and Sebastien Laurent (Maastricht University). 5:00-6:30pm Reception and Conference Dinner at Aroma Restaurant 7:00pm-app. 9:30pm Concert at the Kennedy Center Concert Hall
Day 2: Friday March 16
8:30-9:00am Coffee/tea/pastries 9:00-10:00am Session 5: Volatility Modeling Chairperson: Grayham E. Mizon Dobrislav Dobrev* (Federal Reserve Board) and Pawel Szerszen (Federal Reserve Board) present “The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk” Siem Jan Koopman* (VU University Amsterdam and Tinbergen Institute) and Marcel Scharth present “The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures” 10:00-10:30am Coffee/Tea Break 10:30am-12:00pm Session 6: Gets Modelling II Chairperson: Felix Pretis J. James Reade* (University of Birmingham) and Ulrich Volz present “From the General to the Specific: Modelling Inflation in China” Poonpat Leesombatpiboon and Frederick L. Joutz* (George Washington University) present “A Multivariate Cointegration Analysis of the Role of Oil in the Thai Macroeconomy” David F. Hendry and Felix Pretis* (University of Oxford) present “Anthropogenic Influences on Atmospheric CO2” 12:00-1:30pm Lunch and Poster Session (posters listed below) Alexie Ciprian Alupoaiei, Ana Maria Sandica* (Academy of Economic Studies, Bucharest) and Monica Dudian present “The Analysis of Exchange Rate Dependence in Central and Eastern Europe Countries” John B. Guerard, Jr.* (McKinley Capital Management, LLC) presents “Mergers, the Leading Economic Indicators, and Stock Prices: Additional Evidence” Fakhri Hasanov* (George Washington University) presents “Forecasting Inflation in Azerbaijan” Navneet Kaur* (Chandragupt Institute of Management Patna) and A. Kanagaraj present “Application of Multi Factor Risk Model for Estimating Value-at- Risk in Indian Stock Market” Tidiane Kinda* (International Monetary Fund) presents “Modelling Inflation in Chad” Tucker S. McElroy* (U.S. Census Bureau) presents “When Are Direct Multi-Step and Iterative Forecasts Identical?” Subramanian S. Sriam* (International Monetary Fund) presents “The Gambia: Demand for Broad Money and Implications for Monetary Policy Conduct” Thomas M. Trimbur* (Federal Reserve Board) and Tucker S. McElroy present “Signal Extraction for Nonstationary Multivariate Time Series with an Illustration for Trend Inflation” 1:30-2:30pm Session 7: Ana Timberlake Memorial Lecture Chairperson: Giovanni Urga Introduction: Giovanni Urga, Frederick L. Joutz and Neil R. Ericsson David F. Hendry and Grayham E. Mizon* (University of Southampton and University of Oxford) present“Expectations and Economic Policy in the Presence of Unanticipated Changes” 2:30-3:00pm Coffee/Tea Break 3:00-4:00pm Session 8: Unobserved Variables Chairperson: Boriss Silverstovs Yueqing Jia* (George Washington University) presents “A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach” Boriss Silverstovs* (KOF Swiss Economic Institute) presents “Are GDP Revisions Predictable? Evidence for Switzerland” 4:00-4:30pm Coffee/Tea Break 4:30-5:30pm Session 9: Forecasts and Forecasting Chairperson: Jennifer L. Castle Andrew B. Martinez* (George Washington University) presents “Comparing Government Forecasts of the United States’ Gross Federal Debt” Jennifer L. Castle* (University of Oxford), Michael P. Clements and David F. Hendry present “Forecasting by Factors, by Variables, by Both, or Neither?” Closing Remarks: Teresa Timberlake and others 7:00pm-onwards Conference Farewell Dinner (light buffet)
