Professor Takamitsu Kurita, Kyoto Sangyo University, will visit the research department from September 16 to September 20, 2024, in connection with a joint research project with us on modelling structural breaks in consumer behaviour in Norway during the COVID-19 pandemic.
Program
Tuesday 17 September
11.30-12.45 Lunch in the canteen in SSB (by invitation)
13.00-17.00 Workshop (meeting room Arbeid in SSB)
13.00-13.45 Robust estimation and inference for time-varying unconditional volatility, by Genaro Sucarrat (BI). Co-authors: Adam Lee (BI) and Rickard Sandberg (SSE)
13.45-14.30 Exchange rate volatility and the Norwegian system of pattern wage bargaining, by Ragnar Nymoen (UiO)
14.30-15.15 Finding the Phillips Curve simultaneous modelling of exchange rate, inflation and interest rate in a small open economy, by Roger Hammersland (SSB). Co-author: Dag Kolsrud (SSB)
15.15-15.30 Kaffepause
15.30-16.15 Identifying demand elasticity via heteroscedasticity: A panel GMM approach to estimation and inference, by Thomas von Brasch (SSB): Co-authors: Arvid Raknerud (SSB) and Trond C. Vigtel (SSB)
16.15-17.00 Back on track when forecasting after extreme observations, by Pål Boug (SSB): Co-authors: Håvard Hungnes (SSB) and Takamitsu Kurita (KSU)
17.30 Dinner at a restaurant (by invitation)
Wednesday 18 September
11.45-12.45 Seminar (Auditorium in SSB)
The econometric modelling of cryptocurrency prices in view of future policy development, by professor Takamitsu Kurita (KSU)
13.00-14.00 Lunch at a café (by invitation)
18.00 Dinner at a restaurant (by invitation)