P A Y S   E M E R G E N T S
82ème Colloque International AEA
Programme - 6 & 7 novembre 2003
Toledo, ESPAGNE

Université Castilla La Mancha
Programme
(avec résumés)
Documents
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COLLOQUE ECONOMETRIE DES PAYS EMERGENTS
CONTRIBUTIONS VIRTUELLES

Sont reprises ici les contributions acceptées par le comité scientifique mais qui ne pourront être assurées le jour du colloque

Jeudi 6 novembre 2003
Vendredi 7 novembre 2003
08h00 Inscription  

08h30 Session 1 : Régime de change

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

 

POPPER Helen, Parsley David Santa Clara University USA
Exchange Rate Pegs and Foreign Exchange Exposure in East Asia

 

ROUMEGOUS Emmanuelle, CERDI, CNRS-Université d’Auvergne, France
On de Jure and de Facto Exchange Rate Regimes in Developing Countries

 

 

 

10h00 Pause 10h00 Pause

10h30 Session 2 : Crises Financières

ABIAD Abdul International Monetary Fund USA
Early Warning Systems : a Survey and a Swithching Regime

 

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

 

 

TENREYRO Silvana, Federal Reserve Bank of Boston USA
On the Trade Impact of Nominal Exchange Rate Volatility

 



10h30 Session 5: Marchés des Capitaux

DE GRAUWE Paul, CIRAOLO Stéfania, KUL Belgique
Contagion between Foreign Exchange and Government Debt Crisis
in Emerging Markets

 

DUPAIGNE Martial, Robert Marc Y., GREMAQ, Université Toulouse I France
Do Capitals Flows Destabilize Emerging Economies?

 

12h00 Lunch
  Poster Session 1: Change, Inflation et Crises

ALI Leila, CEFI France
Transparency and Speculative Attacks.
Why Exchange Rate Regimes have been so Costly for Emerging Countries ?

 

ACHY Lahcen, Université Libre de Bruxelles Belgique
Taux de Change et Potentiel d’Exportation au Maroc.
Cas des Industries de Textile Habillement et Cuir

 

 

BAUER Christian, University of Bayreuth Allemagne
Uniqueness in Currency Crisis Models

 

BATINI Nicoletta, Bank of England UK
Achieving and Maintaining Price Stability in Nigeria

 

BUSCAGLIA Marcos A., IAE - School of Management and Business, Universidad Austral Argentine
Targeting in Emerging Market Countries. Too Much Exchange Rate Intervention?

 

CAMPOS Isabel, Universidad de Valladolid Espagne
Devaluation and Revaluation Expectations in the Venezuela Crawling Band Regime

 

DUNCAN Roberto, Central Bank of Chile
Floating, Official Dollarization, and Macroeconomic Volatility:
An Analysis for the Chilean Economy

 

GUTIERREZ Pedro, Universidad de Valladolid Espagne
A Characterization of the Argentinian Production Sector Prior to the 1998 Crisis

 

KOHLSCHEEN Emanuel, Institute for International Economic Studies, Suède
Do Constitutional Side Payments Induce Subnational Bailouts ?

 

 

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.

 

 

MORALES-ZUMAQUERO Amalia, University of Málaga and centrA Espagne
The Real Exchange Rate Fluctuations Puzzle : Evidence for Advanced Economies versus Transition Economies

 

ROMANO Claudio Capitalia Italie
Measuring and Optimizing Portfolio Credit Risk: a Copula-Based Approach

 

VASILENKO Yu., University of Kiev Ukraine
Quantitive Evaluation of Exchange Rate Policy Influence on Foreign Trade

 

Wollmershäuser Timo ifo Institute for Economic Research Bofinger Peter, University of Würzburg
Managed Floating: Theory and Practice

 

 


12h00 Lunch
Poster Session 2 : Libéralisation Commerciale et   Financière, Marchés de Capitaux et Croissance

CHEPTEA Angela, TEAM - Université Paris 1 France
Trade Liberalization vs Institutional Change

 

KIZILIMARK Burca Ayse, Ankara University Turquie
International Trade and Labor Demand Elasticities: Evidence from Turkey

 

HILDEBRANDT Antje, Oesterreichiche Nationalbank Foreign Research Division (Autriche)
On the Causes of Soft Budget Constraints:
Firm-Level Evidence from Bulgaria and Romania

 

KIZYS Renatas, Ciccarelli Matteo Universidad de Alicante Espagne
Measuring Financial Integration in the Baltic Countries with Time-Varying Techniques: A Bayesian versus Classical Methodology

 

MERLEVEDE Bruno,Ghent University Belgique
Reform Reversals and Output Growth in Transition Economies

 

NAABORG Ilko, Lensink Robert, Scholtens Bert, University of Groningen NL
Foreign Bank Ownership in Transition Economies:The Effects on Performance

 

PAMUKCU Teoman, Centre De Recherche En Economie Appliquee , Luxembourg
Economic Liberalization And Innovation Activities Of Firms
In Emerging Economies: The Case Of Turkey

 

 

 

SABA ARBACHE Jorge, Dickerson Andy, Green Francis, Universidade de Brasília
Trade Liberalisation and Wages in Developing Countries

 

 

13h30 Session 6: Firme et Secteur

 

14h30 Pause 15h00 Pause

15h00 Session 3 : Mesure du Risque

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

 

KRAEUSSL Roman, University of Crete Grèce
Sovereign Risk, Credit Ratings and the Recent Financial Crises in Emerging Markets

résumé en ligne
 

PHYLAKTIS Kate, Ravazzolo Fabiola , Cass Business School UK
Currency Risk In Emerging Equity Markets

 

15h30 Session 7 : Politiques Economiques Globales

BORRAZ Fernando, López-Córdova Ernesto, InterAmerican Development Bank USA
Has Globalization Deepened Income Inequality in Mexico?

 

 

16h30 Pause

17h45 Pot de départ

17h00 Session 4 : Impacts du Régime de Change

BOINET Virginie, Oreste Napolitano,
Spagnolo Nicola, Brunel University London
Was the Currency Crisis in Argentina Self-Fulfilling?

 

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

 

NADER Nazmi, University Lake Forest (Chicago) USA
Sovereign Risk, Spot Exchange Rates and Non-deliverable Forwards
in Emerging Markets: Evidence from Brazil.

 

TAPIA Matías, Morandé Felipe, Central Bank of Chile Chili
Exchange Rate Policy in Chile : From the Band to Floating and Beyond

 

 



 
18h45 Fin des Sessions  

 

 
Programme
 

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