Events

2nd Tinbergen Institute Conference
Rotterdam, March 23-24, 2007

15:00-16:00	Poster Session 1
	Bent Nielsen (University of Oxford) The Empirical Process of Autoregressive Residuals
	Claudio Morana (Università del Piemonte Orientale) On the Macroeconomic Causes of Exchange Rates Volatility
	Elena Pesavento (Emory University) Higher Power Tests for no Cointegration
	Gerdie Everaert (Ghent University) Estimating Long-Run Relationships Between Observed Integrated Variables by Unobserved Component Methods
	James Davidson (University of Exeter) Tests for Cointegration with Structural Breaks Based on Subsamples
	Julia Giese (University of Oxford) Time Aggregation in a Cointegrated VAR: Evidence from a Daily, Weekly and Monthly Yield Curve
	Luca Fanelli (University of Bologna) Simulation-Based Tests of Forward-Looking Models under VAR Learning Dynamics
	Massimo Franchi (University of Rome) A Characterization of Polynomial Cofractionality in the VAR[d,b](k) Model
	Mauro Costantini (University of Rome) Fractional Nonparametric Cointegration Analysis
	Hamdi Raïssi (University Lille 3) Testing the Cointegrating Rank When Errors Are Uncorrelated But Nonindependent
	Heino Bohn Nielsen (University of Copenhagen) Influential Observations in Cointegrated VAR Models: Danish Money Demand 1973-2003
	Tigran Poghosyan (University of Groningen) Interest Linkages in EMU Countries: A Rolling Threshold Vector Error -Correction Approach
	Xuxin Mao (University of Paris 1 and University of Bielefeld) Cointegrated VAR Analyses of a Hybrid DSGE and SVAR Model

13:30-14:30	Poster Session 2
	Christoph Hanck (University of Dortmund) Cross-Sectional Correlation Robust Tests for Panel Cointegration
	H. Peter Boswijk (University of Amsterdam) Testing for Cointegration with Nonstationary Volatility
	Siem Jan Koopman (Free University Amsterdam) Estimating Common Trends in Recidivism Using a Binomial Panel Data Model
	John James Reade (University of Oxford) Exploring Monetary and Fiscal Policy Interactions in the US Using a Cointegrated VAR Model
	Jörg Breitung (University of Bonn) Unit Roots and Cointegration in Panels
	Josep Lluis Carrion-i-Silvestre (University of Barcelona) Testing Panel Cointegration with Unobservable Dynamic Common Factors
	Kees Jan van Garderen (University of Amsterdam) Conditional Inference in the Cointegrated Vector Autoregressive Model
	Marc Francke (Free University Amsterdam) Marginal Likelihood Based Tests on Cointegration in the Engle-Granger Model
	Matei Demetrescu (Goethe-University Frankfurt) Panel Cointegration Testing Using Nonlinear Instruments
	Pu Chen (University Erfurt) The Johansen Test of Cointegration Rank Under Infinite Variance Error
	Stefano Fachin (University of Rome) Cointegration Testing in Dependent Panels with Breaks
	Vladimir Kuzin (Goethe-University Frankfurt) Cointegration Analysis under Measurement Errors