Mardi Dungey Memorial Research Conference
Friday, February 21, 2020
8:00 am – 5:30 pm (Conference)
5:30pm – 7:30 pm (Reception)
Lindner Commons, Suite 602
1957 E St NW
Washington, D.C. 20052

On behalf of the Institute for International Economic Policy, the Research Program on Forecasting, the Centre for Applied Macroeconomic Analysis, University of Tasmania, and the Society for Nonlinear Dynamics and Econometrics, you are cordially invited to the Mardi Dungey Memorial Research Conference on February 21, 2020. The event is named in honor of Mardi Dungey, Professor of Economics and Finance at the University of Tasmania, Adjunct Professor and Program Director, Centre for Applied Macroeconomic Analysis, ANU, Senior Research Associate at the Centre for Financial Analysis and Policy at Cambridge University, and a Fellow of the Academy of Social Sciences in Australia.

Agenda

8:00am- 8:45am: Breakfast

8:45am – 9:10am

Introduction, Stephen Smith, Chair, Department of Economics and Professor of Economics and International Affairs, Institute for International Economic Policy, GWU

Opening Remarks, Tara Sinclair, George Washington University

9:10 – 9:30am: A Panel on Mardi Dungey’s Contributions

Vanessa Smith, University of York

Renee Fry-McKibbin, Australian National University

Warwick McKibbin, Australian National University

Chaired by: Renee Fry-McKibbin, Australian National University

9:30 – 10:30am

Econometrics of Option Pricing with Stochastic Volatility, Eric Renault, University of Warwick

Chaired by: Vance Martin, University of Melbourne

10:30 – 11:00am: Coffee Break

11:00 – 11:45am

Leaning Against the Wind: An Empirical Cost-Benefit Analysis, Gaston Gelos, International Monetary Fund

Chaired by: Tara Sinclair, George Washington University

11:45am – 12:30pm

The Gains from Catch-up for China and the U.S.: An Empirical Framework, Denise Osborn, University of Manchester

Chaired by: Simon van Norden, HEC Montréal, CIREQ & CIRANO

12:30 – 1:30pm: Lunch Break

1:30 – 2:30pm

Measurement of Factor Strength: Theory and Practice, Hashem Pesaran, Cambridge University

Chaired by: Nigel Ray, International Monetary Fund

2:30 – 2:45pm: Coffee Break

2:45 – 3:30pm

Inflation: Expectations, Structural Breaks, and Global Factors, Pierre Siklos, Wilfrid Laurier University

Chaired by: Gerald Dwyer, Clemson University

3:30 – 4:15pm

Multivariate Trend-Cycle-Seasonal Decomposition with Correlated Innovations, Jing Tian, University of Tasmania

Chaired by: Edda Claus, Wilfrid Laurier University

4:15 – 4:30pm: Coffee Break

4:30 – 5:15pm

The Center and the Periphery: Two Hundred Years of International Borrowing Cycles, Graciela Kaminsky, George Washington University

Chaired by: Brenda Gonzalez-Hermosillo, International Monetary Fund

5:15 – 5:30pm: Closing Remarks

Marty Robinson, Australian Treasury

Vladimir Volkov, University of Tasmania

Warwick McKibbin, Australian National University

Chaired by: Renee Fry-McKibbin, Australian National University

5:30 – 7:30pm: Reception