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Dottorato
in “Economia e Metodi Quantitativi”
giovedì 9 gennaio 2014, ore 15.00-18.00
Sala
delle lauree, Dipartimento di Economia, Università degli Studi
Roma Tre Via Silvio D’Amico 77, 00145 Roma
LEZIONE INAUGURALE XXIX CICLO DELLA
FORMAZIONE DOTTORALE
ore
14.45:
Caffè di benvenuto
ore
15.00:
Saluti e introduzione
Silvia
Terzi
- Direttore Dipartimento di Economia
Julia
Mortera
– Dipartimento di Economia
ore 15.30: Lezione inaugurale
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Søren Johansen –
Professor of Econometrics, Department of Economics, |
Cointegration
in the vector autoregressive model
ore 16.30: Discussion
ore 17:15: Coffee Break
ore 17:30 Katarina Juselius –Professor
of Economics, Department of Economics,
Challenges
for Macroeconomic Theory
ore 18:00
Discussion
Abstracts
Cointegration in the
vector autoregressive model
An overview of results for
the cointegrated VAR model for nonstationary I(1) variables is
given. The emphasis is on the analysis of the model and the
tools for asymptotic inference. The results are illustrated by
a few examples. A number of extensions of the theory are
pointed out.
Challenges for Macroeconomic Theory
Standard macroeconomic
models were not able to foresee our recent crisis nor have they
been very useful for guiding us out of the subsequent long
recession. Most of the economics profession has, therefore,
acknowledged the need for a new research vision in
macroeconomics and macrofinance. This talk discusses a number of
challenges and argues that we need theoretical models that can
capture the full dynamics of financial market behavior and its
interrelatedness with the real economy as well as empirical
models that can take such models to the data without
compromising high scientific standards. How to combine these
two goals is the subject of the talk.
-- Prof.ssa Julia Mortera Dipartimento di Economia Università Roma Tre Via Silvio D'Amico 77 00145 Roma Tel: +39 06 57335732 Fax: +39 06 57335771 http://dipeco.uniroma3.it/docenti.asp?id=123#
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