7th Continuing Education in Macroeconometrics workshop

11/7/2022 09:00 am 11/8/2022 05:00 pm Australia/Melbourne 7th Continuing Education in Macroeconometrics workshop

Monash Business School is pleased to be hosting the 7th Continuing Education in Macroeconometrics workshop on Monday 7 and Tuesday 8 November 2022.

The first Continuing Education in Macroeconometrics (CEM) workshop was held in 2013 and has also traditionally been used as an environment for early career researchers and PhD students to learn about macroeconometrics and present their work in a safe environment. The aim of this face-to-face workshop is to bring together academics and practitioners to present their work and introduce them to cutting edge techniques.

For this year’s workshop, in addition to traditional macro time series, we are excited to feature important and emerging themes such as the use of econometrics techniques to understand climate change and the use of microdata to understand macroeconomic phenomena.

Program

DAY ONE: Monday 7 November, 2022

TIME	SESSION
8.45 - 9am	Welcome: Simon Wilkie (Dean, Monash Business School)
9 - 11am	MASTERCLASS 1 *Micro and macro implications of portfolio choice* Kaveh Majlesi (Monash University) *New and emerging administrative microdata and their uses for Macro questions* Jonathan Hambur (Reserve Bank of Australia) Session chair: Isaac Gross, Monash University
11 - 11.30am	MORNING TEA
11.30 - 12.45pm	CONTRIBUTED SESSION 1 *Tests for jumps in yield spreads* Wenying Yao (Melbourne Business School) *The dynamic Dirichlet process mixture model: An application to the banking sector in Australia* Xuan Vu (University of Melbourne) *Personal income taxation and entrepreneurship* Han Gao (University of New South Wales) Session chair: Bao Nguyen, University of Tasmania
12.45 - 2pm	LUNCH
2 - 3.40pm	CONTRIBUTED SESSION 2 *Large stochastic volatility in mean VARs* Jamie Cross (University of Queensland) *Measuring cross-country spillovers of Growth-at-Risk* Luyang Li (Monash University) *Disentangling structural breaks in high dimensional factor models* Ze-yu Zhong (Monash University) *Estimation and inference in large heterogeneous panels with stochastic time-varying coefficients* Yu Bai (Monash University) Session chair: Kalvinder Shields, University of Melbourne
3.40 - 4pm	AFTERNOON TEA
4 - 4.45pm	*Discovering stars: Problems in recovering latent variables from models* Adrian Pagan (University of Sydney) Session chair: James Morley, University of Sydney
6.00pm	DINNER

DAY TWO: Tuesday 8 November, 2022

TIME	SESSION
9.30 - 11.10am	CONTRIBUTED SESSION 3 *Optimal monetary policy when agents are rational, naive, or anything in between* Christopher Gibbs (University of Sydney) *Identification and inference under narrative restrictions* Matthew Read (Reserve Bank of Australia) *Fast and efficient Bayesian estimation of structural VARs using the R package bsvars* Tomasz Wozniak (University of Melbourne) *An estimated DSGE model of the Euro Area with expectations about the timing and nature of liftoff* Michaela Haderer (University of Sydney) Session chair: Solmaz Moslehi, Monash University
11.10 - 11.30am	MORNING TEA
11.30 - 12.45pm	CONTRIBUTED SESSION 4 *The long-run Phillips curve is ... a curve* Qazi Haque (University of Adelaide) *Business cycle and long-run implications of increasing heat discomfort and decreasing labour capacity* Mengheng Li (University Technology Sydney) *On quantifying the sentiment channel of monetary policy* Pratiti Chatterjee (University of New South Wales) Session chair: Bonsoo Khoo, Monash University
12.45 - 2pm	LUNCH
2 - 4pm	MASTERCLASS 2 *Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach* Heather Anderson (Monash University) *Multivariate trend-cycle decomposition* James Morley (University of Sydney) Session chair: Benjamin Wong, Monash University
4 - 4.10pm	Closing Remarks: Russell Smyth (Deputy Dean of Research, Monash Business School)

Masterclass presenters

Heather Anderson, Maureen Brunt Professor of Economics and Econometrics, Monash Business School, Monash University
Jonathan Hambur, Senior Research Manager, Reserve Bank of Australia
Kaveh Majlesi, Professor of Economics, Monash Business School, Monash University
James Morley, Professor of Macroeconomics, University of Sydney

Organising committee

Benjamin Wong, Monash Business School
Isaac Gross, Monash Business School
Viet Hoang Dinh, Monash Business School
Changchen Ge, Monash Business School

Contact

For any questions about this workshop, please contact the organising committee by emailing cem2022@monash.edu.

Event Details

Date:: 7 November 2022 at 9:00 am – 8 November 2022 at 5:00 pm
Venue:: Monash Conference Centre - Level 7, 30 Collins St, Melbourne, VIC, 3000
Campus:
Open to:
Cost:
Categories:: Economics; Econometrics and Business Statistics; General

Description

Monash Business School is pleased to be hosting the 7th Continuing Education in Macroeconometrics workshop on Monday 7 and Tuesday 8 November 2022.

Program

DAY ONE: Monday 7 November, 2022

TIME	SESSION
8.45 - 9am	Welcome: Simon Wilkie (Dean, Monash Business School)
9 - 11am	MASTERCLASS 1 *Micro and macro implications of portfolio choice* Kaveh Majlesi (Monash University) *New and emerging administrative microdata and their uses for Macro questions* Jonathan Hambur (Reserve Bank of Australia) Session chair: Isaac Gross, Monash University
11 - 11.30am	MORNING TEA
11.30 - 12.45pm	CONTRIBUTED SESSION 1 *Tests for jumps in yield spreads* Wenying Yao (Melbourne Business School) *The dynamic Dirichlet process mixture model: An application to the banking sector in Australia* Xuan Vu (University of Melbourne) *Personal income taxation and entrepreneurship* Han Gao (University of New South Wales) Session chair: Bao Nguyen, University of Tasmania
12.45 - 2pm	LUNCH
2 - 3.40pm	CONTRIBUTED SESSION 2 *Large stochastic volatility in mean VARs* Jamie Cross (University of Queensland) *Measuring cross-country spillovers of Growth-at-Risk* Luyang Li (Monash University) *Disentangling structural breaks in high dimensional factor models* Ze-yu Zhong (Monash University) *Estimation and inference in large heterogeneous panels with stochastic time-varying coefficients* Yu Bai (Monash University) Session chair: Kalvinder Shields, University of Melbourne
3.40 - 4pm	AFTERNOON TEA
4 - 4.45pm	*Discovering stars: Problems in recovering latent variables from models* Adrian Pagan (University of Sydney) Session chair: James Morley, University of Sydney
6.00pm	DINNER

DAY TWO: Tuesday 8 November, 2022

TIME	SESSION
9.30 - 11.10am	CONTRIBUTED SESSION 3 *Optimal monetary policy when agents are rational, naive, or anything in between* Christopher Gibbs (University of Sydney) *Identification and inference under narrative restrictions* Matthew Read (Reserve Bank of Australia) *Fast and efficient Bayesian estimation of structural VARs using the R package bsvars* Tomasz Wozniak (University of Melbourne) *An estimated DSGE model of the Euro Area with expectations about the timing and nature of liftoff* Michaela Haderer (University of Sydney) Session chair: Solmaz Moslehi, Monash University
11.10 - 11.30am	MORNING TEA
11.30 - 12.45pm	CONTRIBUTED SESSION 4 *The long-run Phillips curve is ... a curve* Qazi Haque (University of Adelaide) *Business cycle and long-run implications of increasing heat discomfort and decreasing labour capacity* Mengheng Li (University Technology Sydney) *On quantifying the sentiment channel of monetary policy* Pratiti Chatterjee (University of New South Wales) Session chair: Bonsoo Khoo, Monash University
12.45 - 2pm	LUNCH
2 - 4pm	MASTERCLASS 2 *Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach* Heather Anderson (Monash University) *Multivariate trend-cycle decomposition* James Morley (University of Sydney) Session chair: Benjamin Wong, Monash University
4 - 4.10pm	Closing Remarks: Russell Smyth (Deputy Dean of Research, Monash Business School)

Masterclass presenters

Heather Anderson, Maureen Brunt Professor of Economics and Econometrics, Monash Business School, Monash University
Jonathan Hambur, Senior Research Manager, Reserve Bank of Australia
Kaveh Majlesi, Professor of Economics, Monash Business School, Monash University
James Morley, Professor of Macroeconomics, University of Sydney

Organising committee

Benjamin Wong, Monash Business School
Isaac Gross, Monash Business School
Viet Hoang Dinh, Monash Business School
Changchen Ge, Monash Business School

Contact

For any questions about this workshop, please contact the organising committee by emailing cem2022@monash.edu.

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7th Continuing Education in Macroeconometrics workshop

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Event Details

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Program

Masterclass presenters

Organising committee

Contact

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