[STBI-07-12-2018] Linear and nonlinear VAR models in applied macroeconomics

Dear professors, colleagues and students,
We would like to invite you to participate in the 2018 STBI Brown Bag Series at the UEH School of Economics.

We welcome Mr. Nguyen Hoai Bao to present his ideas during the Brown Bag Series Session. 
Topic: Linear and nonlinear VAR models in applied macroeconomics
Time: 11:30 – Friday, 7th December, 2018
Venue: Room H.001, Campus H, UEH School of Economics, 1A Hoang Dieu street, ward 10, Phu Nhuan district, HCMC
The language of presentation: Vietnamese


Abstract
In this talk, Bao provides an overview about different classes of linear and nonlinear VAR models that have been recently employed in empirical macroeconomics. These models include a linear VAR, time varying parameter VAR, smooth transition VAR and Markov switching VAR. He also briefly introduces the Bayesian techniques that used to estimate these models. Different identification strategies are also discussed and demonstrated by Bao’s recent work.
Authors
Bao Nguyen is a lecturer in Economics from the Development Policy Centre, Crawford School of Public Policy, Australian National University (ANU) and School of Economics, University of EconomicsHo Chi Minh City (on leave). Currently, he is a visiting lecturer at University of Papua New Guinea (UPNG) as part of the ANU-UPNG partnership. He is also a research associate at the Centre for Applied Macroeconomic Analysis (CAMA) at the Australian National University. His current research focuses on the relationship between energy and commodity price dynamics and macroeconomic performance on various economies (Australian, Chinese and the US). He received his PhD from ANU and he has publications on Economic Record and Energy Economics.

To get more information, you can visit the website:
http://se.ueh.edu.vn/vi/the-2018-stbi-brown-bag-series/


The 2018 STBI (Small Talk Big Idea) Brown Bag Series is built upon the success of the STBI Seminar. This year, the organizing team has decided to experiment with a new format to make the event less formal and more open. It is held from 11:30 a.m to 12:15 p.m. and the speaker and audience will have 10 minutes to mingle and complete their lunch of bánh mì which is normally wrapped in brown bags. The School of Economics will provide free coffee and water for everyone and a sandwich/bánh mì lunch for the speaker. If the weather permits, the presentation will be held in the lobby area at the School’s venue on Hoang Dieu Street, Phu Nhuan District.
You are encouraged to bring your own bánh mì for lunch and mingle with the speaker at the beginning of the session. 

Organizing Team
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The event is sponsored by Language Academix Plus (LPA)