[20° Forum SIS]Lezione inaugurale Søren Johansen

[Julia Mortera]

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**

*Søren Johansen *-- Professor of Econometrics, Department of Economics, 
University of Copenhagen

/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, University of Copenhagen

/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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