Friday, 2 July 2004

PARALLEL SESSIONS 6A - 6C     9:00 - 10:45

6A: Macro Modelling

6B: Theory

Jerome A Survey of Economic Models of the South African Economy

Nielsen-Tjipe-Uanguta Estimation of a macroeconometric model for Namibia

Sinha A Stylized Econometric Model for the
Ethiopian Economy

Chair: Sinha

Abraham An Alternative Approach to the Existence of Sunspot Equilibria

Fedderke Choosing Performance Measures

Hassan The Timing of Cartel Defections in Volatile Markets

Wittenberg Testing for the presence of a common latent variable: Extensions to the
post-hoc estimation procedure

Chair: Fedderke

6C: Portfolio Management and Security Markets

De Wet A Structural GARCH model: An application to Portfolio Risk Management

Grandes-Peter The Determinants of Corporate Bond Yield Spreads in South Africa: Firm-Specific or Driven by Sovereign Risk?

Hatemi-J-Roca The Causal Links between Equity Market Prices: The Case of Australia and Its Major Trading Partners

Mohapi Prospect Theory: Does it warrant a Paradigm Shift in the Economics of Risk

Chair: Hatemi-J-Roca

10.30 - 11.00      TEA

11.00 - 12.30 Keynote III: Sam Bowles (Santa F Institute)

Chair: Johan Fedderke

12.30 - 14.00 Lunch (AGM)

PARALLEL SESSIONS 7A - 7B      14:00 - 15:45

7A: Natural Resource Economics

7B: Nigerian Macroeconomic Issues

Bhasin Agricultural Productivity, Efficiency, and Soil Fertility in Ghana

Osinubi Modelling The Impact Oil Prices On Oil Exploration In Nigeria

Van Heerden On using a CGE model to simulate water and energy policy in South Africa

Chair: Van Heerden

Busari-Olofin On The Stability of The Money Demand Function in Nigeria.

Oyaromade Monetary Policy Transmission Mechanism in Nigeria: A VECM Analysis.

Ugbebor Testing the Purchasing Power Parity hypothesis in Nigerian Foreign Exchange Market.

Babatope-Obasa An Empirical Investigation of Money Demand In Nigeria: A Case For Currency Substitution

Chair: Olofin

15:45 - 16:00      TEA

16:00 - 17:45      Workshop II Doing Research with Africa Data

Ian Marsberg (Global Insight)

Duncan Thomas (UCLA)

Chris Udry (Yale)

Stephen Hall ( Imperial College)

Peter Pauly (Toronto)

Chair: Stan du Plessis