Programme

Venue: Coppertop, Rm 220, Commerce Building, University of Canterbury, cnr Foresty and Arts Rd, Christchurch

Day One: FRIDAY, 27 FEBRUARY 2009

• 12:00 Lunch & Registration at Coppertop
• 12:45 Welcome & Opening (Les Oxley / Peter Phillips)
• SESSION CHAIR: CHRIS BLOOR
• 13:00 Testing the Uncovered Interest Rate Parity Conditions: The case of Australia & NZ
  Speaker: Alfred Guender
  Discussant:Alfred Haug
• 13:30 Market Based Expectations for NZ’s OCR
  Speaker: Leo Krippner
  Discussant: David Mayes
• 14:00 Structural Breaks and the Fisher Effect
  Speaker: Alfred Haug
  Discussant: Michael Kirker
• 14:30 Does natural rate variation matter? Evidence from NZ
  Speaker: Michael Kirker
  Discussant: Alfred Guender
• 15:00 Afternoon Tea
• SESSION CHAIR: BOB REED
• 15:30 Using wavelets to construct core inflation measures
  Speaker: David Baqaee
  Discussant: Marco Reale
• 16:00 A new test of MLE robustnesss for better multi-step forecasts
  Speaker: John Haywood
  Discussant: Valentyn Panchenko
• 16:30 Evolutionary Spectra for Exploratory Data Analysis
  Speaker: Bill Rea
  Discussant: Rachida Ouysse
• 17:00 Structural Nonparametric Regression: Some New Results under Location Shifts
  Speaker: Peter Phillips
  Discussant: Granville Tunnicliffe Wilson
• Dinner at Tandoori Palace, 71 Ilam Rd, Ilam.

Day Two: SATURDAY, 28 FEBRUARY 2009

• SESSION CHAIR: ERIC CRAMPTON
• 8:30 Real time conditional forecasts with Bayesian VAR’s: An Application to NZ
  Speaker: Chris Bloor
  Discussant: Robin Harrison
• 9:00 Which Institutions are Good for Your Health? The Deep Determinants of Comparative Cross-country Health Status
  Speaker: Dorian Owen
  Discussant: Les Oxley
• 9:30 The Predictive power of the Term Spread for future economic activity in NZ
  Speaker: Guo Jian Wu
  Discussant: Leo Krippner
• 10:00 The Quality of Monetary Policy and Inflation Performance: New International Evidence
  Speaker: David Mayes
  Discussant: Kirdan Lees
• Morning Tea
• SESSION CHAIR: KIRDAN LEES
• 11:00 Inferring the contribution of ground conditions variability to the variability of first innings scores in One Day International Cricket
  Speaker: Scott Brooker
  Discussant: Dorian Owen
• 11:30 Estimation & Comparison Proceedure for Electricity Spot Market Auctions
  Speaker: Erwann Sbai
  Discussant: Scott Brooker
• 12:00 Political ignorance and policy preferences
  Speaker: Eric Crampton
  Discussant: John Holt
• 12:30 Lunch
• SESSION CHAIR: ROBIN HARRISON
• 13:30 How to pick the best regression equation
  Speaker: Bob Reed
  Discussant: John Gibson
• 14:00 Predicting Evasion
  Speaker: John Holt
  Discussant: Bob Reed
• 14:30 Efficient estimation of marginals in semi-parametric multivariate models
  Speaker: Valentyn Panchenko
  Discussant: John Haywood
• Afternoon Tea
• SESSION CHAIR: RICHARD PENNY
• 15:30 Accounting for & removing Spatial Autocorrelation: An application to Small Area Estimation of Poverty and Inequality
  Speaker: John Gibson
  Discussant: Bill Rea
• 16:00 Fast Iterated Bootstrap Mean Bias Correction
  Speaker: Rachida Ouysse
  Discussant: Erwann Sbai
• 16:30 Cointegrating Smooth Transition Regressions with a Stationary Transition Variable
  Speaker: Les Oxley
  Discussant: Peter Phillips