23rd Dynamic Econometrics Conference

Day 1

18-Mar-21
Day 2

19-Mar-21

Presentation
The Value of Robust Statistical Forecasts in the Covid-19 Pandemic
Jennifer L. Castle
Presentation
Challenges When Forecasting the Covid-19 Pandemic
Jurgen A. Doornik
Presentation
Forecasting in a Changing World: From the Great Recession to the Covid-19 Pandemic
Siem Jan Koopman
Presentation
Time Series Models for Epidemics: Leading Indicators, Control Groups and Policy Assessment
Andrew Harvey
Presentation
Counterfactual Policy Analysis in a Cointegrated Vector Autoregressive Model, with an Application to Monetary Policy near the Zero Lower Bound
Guillaume Chevillon
Presentation
Joint Modelling and Estimation of Global and Local Cross-sectional Dependence in Large Panels
Quint Wiersma
Presentation
Peaks, Gaps, and Time Reversibility of Economic Time Series
Tommaso Proietti
Presentation
The Role of Wage Formation in Empirical Macroeconometric Models
Ragnar Nymoen
Speed Presentation
Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data
Thomas Drechsel
Speed Presentation
The Impact of the Covid-19 Pandemic on Business Expectations
Xuguang Simon Sheng
Speed Presentation
Are Professional Forecasters Rational? Evidence for Brazilian Dataset
Pedro L. Valls Pereira
Speed Presentation
Optimal Signal Extraction for Score-driven Models
Szabolcs Blazsek
Speed Presentation
Measuring Realized Interdependencies and Connectedness with High-dimensional VAR Models
Deniz Erdemlioglu
Speed Presentation
Oracle Estimation of High-dimensional Markov-switching VARs
Kenwin Maung
Speed Presentation
A Systemic Risk Indicator and Asset Allocation
Giovanni Urga
Presentation
A Model Where the Least Trimmed Squares Estimator Is Maximum Likelihood
Bent Nielsen
Presentation
Determining the Rank of Cointegration With Infinite Variance
Lorenzo Trapani
Presentation
Testing for Coefficient Distortion due to Outliers with an Application to the Economic Impacts of Climate Change
Felix Pretis
Presentation
Robust Discovery of Regression Models
David F. Hendry

Presentation
Evaluating and Improving Forecasts
Neil R. Ericsson
Presentation
Forecasting FOMC Forecasts
Jaime Marquez
Presentation
Proper Scoring Rules for Evaluating Asymmetry in Density Forecasting
Matteo Iacopini
Presentation
Extracting Information from Different Expectations
Andrew B. Martinez
Speed Presentation
The Lifecycle Model: Has the Timing of the Covid-19 Pandemic Ruined Thailand’s Long-run Economic prospects?
Dominique Lam
Speed Presentation
The Interdependence of Fiscal and Monetary Policy in Uruguay
Elizabeth Bucacos
Speed Presentation
Fiscal Deficit Forecasts in Europe: Evidence for a Double Standard?
Jakub Rybacki
Speed Presentation
Deviations from Covered Interest Parity: The Role of Fundamentals, Financial and Political Turmoil, and Market Frictions
Emerson Fernandes Marçal
Speed Presentation
Pre- and Post-Covid-19 Periods of the Saudi Non-oil Export: Historical Relationship and Scenario Analysis
Fakhri J. Hasanov
Speed Presentation
Modeling and Forecasting Industrial Electricity Demand for Saudi Arabia: Uncovering Regional Characteristics
Jeyhun I. Mikayilov
Speed Presentation
Modeling Okun’s Law for Turkey
Şule Akkoyunlu
Presentation
Climate Change Awareness: Empirical Evidence for the European Union
Claudio Morana
Presentation
Testing the Presence of Outliers in Regression Models
Xiyu Jiao
Presentation
A Statistical Model of the Global Carbon Budget
Eric Hillebrand
Ana Timberlake Memorial Lecture
What We Owe Each Other: A New Social Contract for a Better Society
Baroness Minouche Shafik DBE

Name	Description	Lifetime
ADD_TO_CART	(Adobe Commerce only) Used by Google Tag Manager	1 Year
GUEST-VIEW	Stores the Order ID that guest shoppers use to retrieve their order status. Guest orders view. Used in Orders and Returns widgets	1 Year
LOGIN_REDIRECT	Preserves the destination page that was loading before the customer was directed to log in	1 Year
MAGE-BANNERS-CACHE-STORAGE	(Adobe Commerce only) Stores banner content locally to improve performance	1 Year
MAGE-MESSAGES	Tracks error messages and other notifications that are shown to the user	1 Year
MAGE-TRANSLATION-STORAGE	Stores translated content when requested by the shopper	1 Year
MAGE-TRANSLATION-FILE-VERSION	Tracks the version of translations in local storage	1 Year
PRODUCT_DATA_STORAGE	Stores configuration for product data related to Recently Viewed/Compared Products	1 Year
RECENTLY_COMPARED_PRODUCT	Stores product IDs of recently compared products	1 Year
RECENTLY_COMPARED_PRODUCT_PREVIOUS	Stores product IDs of previously compared products for easy navigation	1 Year
RECENTLY_VIEWED_PRODUCT	Stores product IDs of recently viewed products for easy navigation	1 Year
RECENTLY_VIEWED_PRODUCT_PREVIOUS	Stores product IDs of recently previously viewed products for easy navigation	1 Year
REMOVE_FROM_CART	(Adobe Commerce only) Used by Google Tag Manager	1 Year
STF	Records the time messages are sent by the SendFriend	1 Year
X-MAGENTO-VARY	Configuration setting that improves performance when using Varnish static content caching	1 Year
FORM_KEY	A security measure that appends a random string to all form submissions to protect the data from Cross-Site Request Forgery	1 Year
MAGE-CACHE-SESSID	The value of this cookie triggers the cleanup of local cache storage	1 Year
MAGE-CACHE-STORAGE	Local storage of visitor-specific content that enables ecommerce functions	1 Year
MAGE-CACHE-STORAGE-SECTION-INVALIDATION	Forces local storage of specific content sections that should be invalidated	1 Year
PERSISTENT_SHOPPING_CART	Stores the key (ID) of persistent cart to make it possible to restore the cart for an anonymous shopper	1 Year
PRIVATE_CONTENT_VERSION	Appends a random, unique number and time to pages with customer content to prevent them from being cached on the server	1 Year
SECTION_DATA_IDS	Stores customer-specific information related to shopper-initiated actions, such as wish list display and checkout information	1 Year
STORE	Tracks the specific store view/locale selected by the shopper	1 Year

Name

Description

ADD_TO_CART

(Adobe Commerce only) Used by Google Tag Manager

1 Year

GUEST-VIEW

Stores the Order ID that guest shoppers use to retrieve their order status. Guest orders view. Used in Orders and Returns widgets

1 Year

LOGIN_REDIRECT

Preserves the destination page that was loading before the customer was directed to log in

1 Year

MAGE-BANNERS-CACHE-STORAGE

(Adobe Commerce only) Stores banner content locally to improve performance

1 Year

MAGE-MESSAGES

Tracks error messages and other notifications that are shown to the user

1 Year

MAGE-TRANSLATION-STORAGE

Stores translated content when requested by the shopper

1 Year

MAGE-TRANSLATION-FILE-VERSION

Tracks the version of translations in local storage

1 Year

PRODUCT_DATA_STORAGE

Stores configuration for product data related to Recently Viewed/Compared Products

1 Year

RECENTLY_COMPARED_PRODUCT

Stores product IDs of recently compared products

1 Year

RECENTLY_COMPARED_PRODUCT_PREVIOUS

Stores product IDs of previously compared products for easy navigation

1 Year

RECENTLY_VIEWED_PRODUCT

Stores product IDs of recently viewed products for easy navigation

1 Year

RECENTLY_VIEWED_PRODUCT_PREVIOUS

Stores product IDs of recently previously viewed products for easy navigation

1 Year

REMOVE_FROM_CART

(Adobe Commerce only) Used by Google Tag Manager

1 Year

STF

Records the time messages are sent by the SendFriend

1 Year

X-MAGENTO-VARY

Configuration setting that improves performance when using Varnish static content caching

1 Year

FORM_KEY

A security measure that appends a random string to all form submissions to protect the data from Cross-Site Request Forgery

1 Year

MAGE-CACHE-SESSID

The value of this cookie triggers the cleanup of local cache storage

1 Year

MAGE-CACHE-STORAGE

Local storage of visitor-specific content that enables ecommerce functions

1 Year

MAGE-CACHE-STORAGE-SECTION-INVALIDATION

Forces local storage of specific content sections that should be invalidated

1 Year

PERSISTENT_SHOPPING_CART

Stores the key (ID) of persistent cart to make it possible to restore the cart for an anonymous shopper

1 Year

PRIVATE_CONTENT_VERSION

Appends a random, unique number and time to pages with customer content to prevent them from being cached on the server

1 Year

SECTION_DATA_IDS

Stores customer-specific information related to shopper-initiated actions, such as wish list display and checkout information

1 Year

STORE

Tracks the specific store view/locale selected by the shopper

1 Year

Name	Description	Lifetime
CUSTOMER_SEGMENT_IDS	Stores your Customer Segment ID	1 Year
EXTERNAL_NO_CACHE	A flag that, indicates whether caching is on or off	1 Year
FRONTEND	Your session ID on the server	1 Year
GUEST-VIEW	Allows guests to edit their orders	1 Year
LAST_CATEGORY	The last category you visited	1 Year
LAST_PRODUCT	The last product you looked at	1 Year
NEWMESSAGE	Indicates whether a new message has been received	1 Year
NO_CACHE	Indicates whether it is allowed to use cache	1 Year

Name	Description	Lifetime
MG_DNT	Allows you to restrict Adobe Commerce data collection if you have custom code to manage cookie consent on your site	1 Year
USER_ALLOWED_SAVE_COOKIE	Used for cookie restriction mode	1 Year
AUTHENTICATION_FLAG	Indicates if a shopper has signed in or signed out	1 Year
DATASERVICES_CUSTOMER_ID	Indicates if a shopper has signed in or signed out	1 Year
DATASERVICES_CUSTOMER_GROUP	Indicates a customer's group. This cookie is stored as sha1 checksum of the customer's group ID	1 Year
DATASERVICES_CART_ID	Identifies a shopper's cart actions	1 Year
DATASERVICES_PRODUCT_CONTEXT	Identifies a shopper's product interactions. This cookie contains the customer's unique quote ID in the system	1 Year

Uma introdução aos dados em painel de séries temporais

23rd Dynamic Econometrics Conference

Privacy Overview

Uma introdução aos dados em painel de séries temporais

23rd Dynamic Econometrics Conference

Privacy Overview

Essential

Marketing

Functionality

Statistical