24th Dynamic Econometrics Conference

Day 1

16-Sep-21
Day 2

17-Sep-21

Presentation
Econometrics for Modelling Climate Change
Jennifer L. Castle
Presentation
Testing for Differences in Path Forecast Accuracy
Andrew B. Martinez
Presentation
Forecasting Facing Climate Change, Evolving Pandemics and Economic Shifts
David F. Hendry
Presentation
Gravitational Effects of Culture on Internal Migration in Brazil
Daisy Assmann Lima
Presentation
Change Point Detection in Random Coefficient Autoregressive Models
Lorenzo Trapani
Presentation
Market Integration, Systemic Risk and Diagnostic Tests in Large Mixed Panels
Cindy S.H. Wang
Speed Presentation
Philippines Currency Exchange Rate and Its Relationship With Inflation Rates, Interest Rates, and Government Expenditures
Ederliza V. Magpantay
Speed Presentation
Volatility Forecasting for the Coronavirus Pandemic Using Quasi-score-driven Models
Szabolcs Blazsek
Speed Presentation
Modelling and Forecasting Volatility in Stock Markets
Lorena Radavci
Speed Presentation
Predictive Regressions for Aggregate Stock Market Volatility with Machine Learning
Erwin Hansen
Speed Presentation
How to Detect Financial Misvaluations and Bubbles: A New Indicator
Marlon Fritz
Presentation
Developers’ Round Table

Presentation
Forecasting Inflation Using Online Daily Prices: A MIDAS Approach for Brazil
Pedro Valls
Presentation
The Forecasts of Individual FOMC Members: New Evidence After Ten Years
Jaime Marquez
Presentation
Evaluating the Federal Reserve’s Tealbook Forecasts
Neil R. Ericsson
Presentation
Yield Curve Momentum
Markus Sihvonen
Presentation
Autoregressive Conditional Betas
Sébastien Laurent
Presentation
Exchange Rates and Macroeconomic Fundamentals
Giovanni Urga
Speed Presentation
How to Deal With Missing Observations in Forecasting Surveys
Constantin Bürgi
Speed Presentation
Fuzzy Dummy Variable versus Binary Dummy Variable: Structural Breaks of Money Demand in Iran
Esmaiel Abounoori
Speed Presentation
What Happens to the Short-run Elasticity When the Long-run Varies Over Time?
Jeyhun I. Mikayilov
Speed Presentation
What Drives the Agricultural Growth in Azerbaijan?
Fakhri Hasanov
Speed Presentation
Internal Migration and Climate in Turkey
Şule Akkoyunlu
Ana Timberlake Memorial Lecture
Conditional Quantile Coverage: An Application to Growth at Risk
Valentina Corradi

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

24th Dynamic Econometrics Conference

Privacy Overview

Uma introdução aos dados em painel de séries temporais

24th Dynamic Econometrics Conference

Privacy Overview

Essential

Marketing

Functionality

Statistical