Mardi Dungey Memorial Research Conference
Friday, February 21, 2020
8:00 am – 5:30 pm (Conference)
5:30pm – 7:30 pm (Reception)
Lindner Commons, Suite 602
1957 E St NW
Washington, D.C. 20052
On behalf of the Institute for International Economic Policy, the Research Program on Forecasting, the Centre for Applied Macroeconomic Analysis, University of Tasmania, and the Society for Nonlinear Dynamics and Econometrics, you are cordially invited to the Mardi Dungey Memorial Research Conference on February 21, 2020. The event is named in honor of Mardi Dungey, Professor of Economics and Finance at the University of Tasmania, Adjunct Professor and Program Director, Centre for Applied Macroeconomic Analysis, ANU, Senior Research Associate at the Centre for Financial Analysis and Policy at Cambridge University, and a Fellow of the Academy of Social Sciences in Australia.
Agenda
8:00am- 8:45am: Breakfast
8:45am – 9:10am
Introduction, Stephen Smith, Chair, Department of Economics and Professor of Economics and International Affairs, Institute for International Economic Policy, GWU
Opening Remarks, Tara Sinclair, George Washington University
9:10 – 9:30am: A Panel on Mardi Dungey’s Contributions
Vanessa Smith, University of York
Renee Fry-McKibbin, Australian National University
Warwick McKibbin, Australian National University
Chaired by: Renee Fry-McKibbin, Australian National University
9:30 – 10:30am
Econometrics of Option Pricing with Stochastic Volatility, Eric Renault, University of Warwick
Chaired by: Vance Martin, University of Melbourne
10:30 – 11:00am: Coffee Break
11:00 – 11:45am
Leaning Against the Wind: An Empirical Cost-Benefit Analysis, Gaston Gelos, International Monetary Fund
Chaired by: Tara Sinclair, George Washington University
11:45am – 12:30pm
The Gains from Catch-up for China and the U.S.: An Empirical Framework, Denise Osborn, University of Manchester
Chaired by: Simon van Norden, HEC Montréal, CIREQ & CIRANO
12:30 – 1:30pm: Lunch Break
1:30 – 2:30pm
Measurement of Factor Strength: Theory and Practice, Hashem Pesaran, Cambridge University
Chaired by: Nigel Ray, International Monetary Fund
2:30 – 2:45pm: Coffee Break
2:45 – 3:30pm
Inflation: Expectations, Structural Breaks, and Global Factors, Pierre Siklos, Wilfrid Laurier University
Chaired by: Gerald Dwyer, Clemson University
3:30 – 4:15pm
Multivariate Trend-Cycle-Seasonal Decomposition with Correlated Innovations, Jing Tian, University of Tasmania
Chaired by: Edda Claus, Wilfrid Laurier University
4:15 – 4:30pm: Coffee Break
4:30 – 5:15pm
The Center and the Periphery: Two Hundred Years of International Borrowing Cycles, Graciela Kaminsky, George Washington University
Chaired by: Brenda Gonzalez-Hermosillo, International Monetary Fund
5:15 – 5:30pm: Closing Remarks
Marty Robinson, Australian Treasury
Vladimir Volkov, University of Tasmania
Warwick McKibbin, Australian National University
Chaired by: Renee Fry-McKibbin, Australian National University
5:30 – 7:30pm: Reception
