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13:45 Arrival room 2E-37, coffee & tea
14:00 Siem Jan Koopman (VU University) – Welcome remarks
14:05 David F. Findley (Consultant and U.S. Census Bureau) – New models for stock holiday effects
with applications to U.S. and Taiwan time series
14:55 Philip Hans Franses – (Erasmus School of Economics) – Periodic properties of revised macroeconomic data
15:45 Break, coffee & tea
16:05 Niels Haldrup (Aarhus University and CREATES) – Discriminating between true and
spurious long memory
16:55 Siem Jan Koopman (VU University) – Trend and Seasonal effects in commodity prices
17:45 Closure
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Venue: VU campus, main building, room 2E-37, Boelelaan 1105, 1081 HV Amsterdam
- Speaker(s)
- Seasonality and related effects in economic time series
- Date
- 2011-09-07
- Location
- Amsterdam