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ECONOMETRICS
OF EMERGING COUNTRIES
VIRTUAL CONFERENCES
You will find enclosed contributions accepted by the scientific
committe but which can not be ensured during the conference.
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Wednesday
November 05, 2003 |
Registration at the end of afternoon |
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Thursday
November 06, 2003
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Friday
November 07, 2003
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| 08h00
Registration |
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08h30
Session
1 : Exchange
Rate Regimes
MASTEN
Igor, Coricelli Fabrizio , Jazbec Boštjan
European University Instutute and University of
Ljubljana Italie
Cointegration Approach to Estimating Exchange
Rate Pass-Through: The Role of Exchange Rate Regimes
in Inflationary Performance in Acceding Countries
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POPPER
Helen, Parsley David Santa Clara University USA
Exchange Rate Pegs and Foreign Exchange Exposure
in East Asia
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ROUMEGOUS
Emmanuelle, CERDI, CNRS-Université d’Auvergne,
France
On de Jure and de Facto Exchange Rate
Regimes in Developing Countries
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| 10h00
Break |
10h00
Break |
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10h30 Session
2 : Financial Crises
ABIAD
Abdul International Monetary Fund USA
Early Warning Systems : a Survey and a
Swithching Regime
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JOHNSON
Christian Universidad Adolfo Ibanez Espagne, Benavente
José M., Morandé Felipe G., U. de
Chile
Debt Composition and Balance-Sheet Effects
of Exchange Rate:
A Firm level Analysis for Chile
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TENREYRO
Silvana, Federal Reserve Bank of Boston USA
On the Trade Impact of Nominal Exchange Rate Volatility
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10h30
Session
5: Capital
Market
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BENCZUR
Peter , Magyar Nemzeti Bank Hongrie
The Composition of Sovereign Debt: a Description
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DE
GRAUWE Paul, CIRAOLO Stéfania, KUL Belgique
Contagion between Foreign Exchange and
Government Debt Crisis
in Emerging Markets
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DUPAIGNE
Martial, Robert Marc Y., GREMAQ, Université
Toulouse I France
Do Capitals Flows Destabilize Emerging
Economies?
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UCTUM
Remzi, Uctum M., Thurston T. Université
Paris-X Nanterre France
Public Debt, the Unit Root Hypothesis
and Structural Breaks:
a Multi-Country Analysis
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12h00 Lunch
Poster
Session 1: Exchange
rate, inflation and Crises
ALI
Leila, CEFI France
Transparency and Speculative Attacks.
Why Exchange Rate Regimes have been so Costly
for Emerging Countries ?
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BAUER
Christian, University of Bayreuth Allemagne
Uniqueness in Currency Crisis Models
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BATINI
Nicoletta, Bank of England UK
Achieving and Maintaining Price Stability
in Nigeria
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BUSCAGLIA
Marcos A., IAE - School of Management and usiness,
Universidad Austral Argentine
Targeting in Emerging Market Countries.
Too MuchExchange Rate Intervention?
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CAMPOS
Isabel, Universidad de Valladolid Espagne
Devaluation and Revaluation Expectations
in the Venezuela Crawling Band Regime
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DUNCAN
Roberto, Central Bank of Chile
Floating, Official Dollarization, and
Macroeconomic Volatility:
An Analysis for the Chilean Economy
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GUTIERREZ
Pedro, Universidad de Valladolid Espagne
A Characterization of the Argentinian
Production Sector Prior to the 1998 Crisis
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KOHLSCHEEN
Emanuel, Institute for International Economic
Studies, Suède
Do Constitutional Side Payments Induce Subnational
Bailouts ?
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MORALES-ZUMAQUERO
Amalia, University of Málaga and centrA
Espagne
The Real Exchange Rate Fluctuations Puzzle
: Evidence for Advanced Economies versus Transition
Economies
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LESOURD
Jean-Baptiste, Greqam;
CLARK Ephraim, Middlesex University Business School
The Determination of the Risk Premium for Sovereign
Debt :
A Multicriteria Approach. Application to Emerging
Countries.
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VASILENKO
Yu., University of Kiev Ukraine
Quantitive Evaluation of Exchange Rate Policy
Influence on Foreign Trade
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ROMANO
Claudio Capitalia Italie
Measuring and Optimizing Portfolio Credit
Risk: a Copula-Based Approach
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Wollmershäuser
Timo ifo Institute for Economic Research
Bofinger Peter, University of Würzburg
Managed Floating: Theory and Practice
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12h00
Lunch
Poster
Session 2 :
Trade
and Financial Liberalisation, Capital Markets and Economic
Growth
CHEPTEA
Angela, TEAM - Université Paris 1 France
Trade Liberalization vs Institutional
Change
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KIZYS
Renatas, Ciccarelli Matteo Universidad de Alicante
Espagne
Measuring Financial Integration in the
Baltic Countries with Time-Varying Techniques:
A Bayesian versus Classical Methodology
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KIZILIMARK
Burca Ayse, Ankara University Turquie
International Trade and Labor Demand Elasticities:
Evidence from Turkey
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MERLEVEDE
Bruno,Ghent University Belgique
Reform Reversals and Output Growth in
Transition Economies
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NAABORG
Ilko, Lensink Robert, Scholtens Bert, University
of Groningen NL
Foreign Bank Ownership in Transition Economies:The
Effects on Performance
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PAMUKCU
Teoman, Centre De Recherche En Economie Appliquee
, Luxembourg
Economic Liberalization And Innovation
Activities Of Firms
In Emerging Economies: The Case Of Turkey
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SABA
ARBACHE Jorge, Dickerson Andy, Green Francis,
Universidade de Brasília
Trade Liberalisation and Wages in Developing
Countries
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13h30
Session
6: Private
sector and firm economics
HILDEBRANDT
Antje, Oesterreichiche Nationalbank Foreign Research
Division (Autriche)
On the Causes of Soft Budget Constraints:
Firm-Level Evidence from Bulgaria and Romania
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| 14h30
Break |
15h00
Break |
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15h00
Session
3:
Country
risk and ratings assessments
BUSCAGLIA
Marcos A, School of Management and Business, Universidad
Austral Argentine, Cruces Juan José, Universidad
de San Andrés, Alonso Joaquín, Raymond
James Argentina
The Term Structure of Country Risk and
Valuation in Emerging Markets
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KRAEUSSL
Roman, University of Crete Grèce
Sovereign Risk, Credit Ratings and the
Recent Financial Crises in Emerging Markets
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PHYLAKTIS
Kate, Ravazzolo Fabiola , Cass Business School
UK
Currency Risk In Emerging Equity Markets
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15h30
Session
7 : Global
performances
Chairperson
: Khalid SEKKAT,
Université Libre de Bruxelles
BORRAZ
Fernando, López-Córdova Ernesto,
InterAmerican Development Bank USA
Has Globalization Deepened Income Inequality
in Mexico?
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16h30
Break
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17h45
Last Drink |
17h00
Session
4 : Impact
of Exchange Rate Regimes
BOINET
Virginie, Oreste Napolitano, Spagnolo Nicola,
Brunel University London
Was the Currency Crisis in Argentina Self-Fulfilling?
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LOCHARD
Julie, de Sousa Jose, ROSES - Université
Paris 1 Panthéon-Sorbonne France
Do Currency Unions Solve the Border Effect
Puzzle?
Evidence from the CFA Franc Zone
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NADER
Nazmi, University Lake Forest (Chicago) USA
Sovereign Risk, Spot Exchange Rates and
Non-deliverable Forwards
in Emerging Markets: Evidence from Brazil.
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TAPIA
Matías, Morandé Felipe, Central
Bank of Chile Chili
Exchange Rate Policy in Chile : From the
Band to Floating and Beyond
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| 18h45
End of session |
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