NZESG - New Zealand Economic Study Group

NZESG 19th Meeting
University of Canterbury
Programme

Venue: Coppertop, Rm 220, Commerce Building, University of Canterbury, cnr Foresty and Arts Rd, Christchurch

Day One: FRIDAY, 27 FEBRUARY 2009


  • 12:00 Lunch & Registration at Coppertop

  • 12:45 Welcome & Opening (Les Oxley / Peter Phillips)

  • SESSION CHAIR: CHRIS BLOOR

  • 13:00 Testing the Uncovered Interest Rate Parity Conditions: The case of Australia & NZ
    Speaker: Alfred Guender
    Discussant:Alfred Haug

  • 13:30 Market Based Expectations for NZ's OCR
    Speaker: Leo Krippner
    Discussant: David Mayes

  • 14:00 Structural Breaks and the Fisher Effect
    Speaker: Alfred Haug
    Discussant: Michael Kirker

  • 14:30 Does natural rate variation matter? Evidence from NZ
    Speaker: Michael Kirker
    Discussant: Alfred Guender

  • 15:00 Afternoon Tea

  • SESSION CHAIR: BOB REED

  • 15:30 Using wavelets to construct core inflation measures
    Speaker: David Baqaee
    Discussant: Marco Reale

  • 16:00 A new test of MLE robustnesss for better multi-step forecasts
    Speaker: John Haywood
    Discussant: Valentyn Panchenko

  • 16:30 Evolutionary Spectra for Exploratory Data Analysis
    Speaker: Bill Rea
    Discussant: Rachida Ouysse

  • 17:00 Structural Nonparametric Regression: Some New Results under Location Shifts
    Speaker: Peter Phillips
    Discussant: Granville Tunnicliffe Wilson

  • Dinner at Tandoori Palace, 71 Ilam Rd, Ilam.


Day Two: SATURDAY, 28 FEBRUARY 2009


  • SESSION CHAIR: ERIC CRAMPTON

  • 8:30 Real time conditional forecasts with Bayesian VAR's: An Application to NZ
    Speaker: Chris Bloor
    Discussant: Robin Harrison

  • 9:00 Which Institutions are Good for Your Health? The Deep Determinants of Comparative Cross-country Health Status
    Speaker: Dorian Owen
    Discussant: Les Oxley

  • 9:30 The Predictive power of the Term Spread for future economic activity in NZ
    Speaker: Guo Jian Wu
    Discussant: Leo Krippner

  • 10:00 The Quality of Monetary Policy and Inflation Performance: New International Evidence
    Speaker: David Mayes
    Discussant: Kirdan Lees

  • Morning Tea

  • SESSION CHAIR: KIRDAN LEES

  • 11:00 Inferring the contribution of ground conditions variability to the variability of first innings scores in One Day International Cricket
    Speaker: Scott Brooker
    Discussant: Dorian Owen

  • 11:30 Estimation & Comparison Proceedure for Electricity Spot Market Auctions
    Speaker: Erwann Sbai
    Discussant: Scott Brooker

  • 12:00 Political ignorance and policy preferences
    Speaker: Eric Crampton
    Discussant: John Holt

  • 12:30 Lunch

  • SESSION CHAIR: ROBIN HARRISON

  • 13:30 How to pick the best regression equation
    Speaker: Bob Reed
    Discussant: John Gibson

  • 14:00 Predicting Evasion
    Speaker: John Holt
    Discussant: Bob Reed

  • 14:30 Efficient estimation of marginals in semi-parametric multivariate models
    Speaker: Valentyn Panchenko
    Discussant: John Haywood

  • Afternoon Tea

  • SESSION CHAIR: RICHARD PENNY

  • 15:30 Accounting for & removing Spatial Autocorrelation: An application to Small Area Estimation of Poverty and Inequality
    Speaker: John Gibson
    Discussant: Bill Rea

  • 16:00 Fast Iterated Bootstrap Mean Bias Correction
    Speaker: Rachida Ouysse
    Discussant: Erwann Sbai

  • 16:30 Cointegrating Smooth Transition Regressions with a Stationary Transition Variable
    Speaker: Les Oxley
    Discussant: Peter Phillips