Fall Semester 2024-2025

    • Fiocco, R., "TBA"
      Date:
      03/10/2024 - 15:30 to 17:00

      Title: "TBA"

      Speaker: Associate Professor Raffaele Fiocco, University of Bergamo

      Host: Assistant Professor Alexopoulos Angelos, Department of Economics, Athens University of Economics and Business

      Time: 15.30 -17.00

      Room: A36

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    • Kasparis, I., "Conventional Inference in the Vicinity of Generalised Nonstationarity Boundaries: Regressions with Heavy Tailed Weakly Nonstationary Data"
      Date:
      19/09/2024 - 15:30 to 17:00

      Title: "Conventional Inference in the Vicinity of Generalised Nonstationarity Boundaries: Regressions with Heavy Tailed Weakly Nonstationary Data" (with James Duffy - Oxford)

      Speaker: Associate Professor Ioannis Kasparis, University of Cyprus

      Host: Assistant Professor Alexopoulos Angelos, Department of Economics, Athens University of Economics and Business

      Time: 15.30 -17.00

      Room: A36

      Abstact: The interaction between long memory/persistence and heavy tails leads to an expansion of the nonstationary region, effectively broadening the model space where traditional inferential  methods are not applicable. To address this, both parametric and non-parametric regression methods are explored to facilitate inference across both stationary and nonstationary environments in the presence of heavy tails. These include kernel weighted and IVX type of IV methods. For the purposes of our analysis, a new limit theory is developed for heavy-tailed weakly nonstationary processes (HT-WNPs) -processes that exist on the boundary of nonstationarity. It is demonstrated that the proposed methods enable conventional inference for a wide range of heavy-tailed covariates, including stationary long memory, weakly nonstationary processes, and strongly nonstationary long memory. Potential applications include testing the predictability of stock returns through risk measures.

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    • Davillas, A., "Biological age and predicting future health care utilisation"
      Date:
      12/09/2024 - 15:30 to 17:00

      Title: "Biological age and predicting future health care utilisation"

      Speaker: Assistant Professor Apostolos Davillas, Department of Economics, University of Macedonia

      Host: Assistant Professor Efthymios Athanasiou, Department of Economics, Athens University of Economics and Business

      Time: 15.30 -17.00

      Room: D4, Derigny Wing

      Attachments: PDF icon PDF of Relevant Paper

      Abstact: We explore the role of epigenetic biological age in predicting subsequent health care utilisation. We use longitudinal data from the UK Understanding Society panel, capitalizing on the availability of baseline epigenetic biological age measures along with data on general practitioner (GP) consultations, outpatient (OP) visits, and hospital inpatient (IP) care collected 5-12 years from baseline. Using least absolute shrinkage and selection operator (LASSO) regression analyses and accounting for participants’ pre-existing health conditions, baseline biological underlying health, and socio-economic predictors we find that biological age predicts future GP consultations and IP care, while chronological rather than biological age matters for future OP visits. Post-selection prediction analysis and Shapley-Shorrocks decompositions, comparing our preferred prediction models to models that replace biological age with chronological age, suggest that biological ageing has a stronger role in the models predicting future IP care as opposed to “gatekeeping” GP consultations.  

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