NZESG - New Zealand Economic Study Group

NZESG Meeting 8, 3 March 2001

  • 9:10 – 9:25pm Registration
  • 9:25 – 9:30am Welcome: Peter Phillips and Jun Yu
  • 9:30 – 11:00 am Session 1

    Chair: Alan Rogers (University of Auckland)

    Ron Bewley (University of New South Wales): “Real-time forecasting with VAR: Spurious Drift, Structural Change and Intercept-correction”

    Discussant: Peter Phillips (University of Auckland/Yale University)

    Peter Phillips (University of Auckland/Yale University): “Unit root log periodogram regression”

    Discussant: Jun Yu (University of Auckland)

    Renate Meyer (Dept of Statistics at University of Auckland) and Jun Yu (University of Auckland): “BUGS for a Bayesian analysis of stochastic volatility models”

    Discussant: Ying Zheng Zhang (University of Auckland)

  • 11:00-11:30am Morning Tea
  • 11:30am – 1:00pm Session 2

    Chair: Jun Yu (University of Auckland)

    Weshah Razzak (Reserve Bank of New Zealand): “Is the Taylor rule really different from the McCallum rule?”

    Discussant: Donggyu Sul (University of Auckland)

    Angela Huang, Dimitri Margaritis (University of Waikato), and David Mayes (Bank of Finland): “Monetary Policy Rules in New Zealand 1989-1998.”

    Discussant: Debasis Bandyopadhyay (University of Auckland)

    Debasis Bandyopadhyay (University of Auckland) and Parantap Basu(Fordham University): “The Growth-Inequality Relationship in A Neoclassical Model with Discrete Occupational Choice and Redistributive Taxes”

    Discussant: William Zhu (University of Waikato)

  • 1:00 – 2:00pm Lunch Break
  • 2:00 – 3:30pm Session 2

    Chair: Dimitri Margaritis (University of Waikato)

    Nelson Mark (Ohio-State University) and Donggyu Sul (University of Auckland): “A Computationally Simple Cointegrating Vector Estimator for Panel Data”

    Discussant: Ronald Bewley (University of New South Wales)

    Peter Phillips (University of Auckland/Yale University) and Jun Yu (University of Auckland): “Exact Gaussian Estimation of Continuous Time Models of The Term Structure of Interest Rates”

    Discussant: John Knight (University of Western Ontario)

    John Knight (University of Western Ontario), “The Efficient Estimation of Markov Models Using Edgeworth Expansions and the Empirical Characteristic Function Approach”

    Discussant: Alan Rogers (University of Auckland)

  • 3:30 – 4:00pm Afternoon Tea
  • 4:00 – 5:00pm Session 3: Panel Session: Using Scientific Word processing in Research and Teaching

    Chair: Peter Phillips (University of Auckland/Yale University)

    John Hillas (University of Auckland) Introduction to TeX and LaTeX

  • 5:00 - 5:10pm Closing: Peter Phillips and Jun Yu