Society for Computational Economics - Computing in Economics and Finance, 2011

Summary of All Sessions

Click here for an index of all participants

Date/TimeLocationTitlePapers
June 29, 2011
9:00-10:40
Columbus I A1: Yield Spreads3
June 29, 2011
9:00-10:40
Columbus II A2: Financial Intermediation and International Transmission4
June 29, 2011
9:00-10:40
Columbus III A3: Learning, Expectations and Asset Prices4
June 29, 2011
9:00-10:40
Mason I A4: Fiscal and Monetary Policy4
June 29, 2011
9:00-10:40
Mason II A5: Methodological Advances in DSGE Modeling4
June 29, 2011
9:00-10:40
Jackson A6: News and Uncertainty Shocks4
June 29, 2011
9:00-10:40
Sansome A7: Agent-based Modelling and Market Design3
June 29, 2011
9:00-10:40
Montgomery A8: Forecasting4
June 29, 2011
9:00-10:40
Washington A9: Labor and Saving Decisions4
June 29, 2011
11:00-12:40
Columbus I B1: Collateral Constraints, Asset Prices, and Belief-Driven Fluctuations4
June 29, 2011
11:00-12:40
Columbus II B2: Exchange Rate Dynamics and Capital Flows4
June 29, 2011
11:00-12:40
Columbus III B3: Asset Prices in DSGE Models4
June 29, 2011
11:00-12:40
Mason I B4: Advances in Solution Methods4
June 29, 2011
11:00-12:40
Mason II B5: Intermarket Dynamics4
June 29, 2011
11:00-12:40
Jackson B6: Heterogeneous Agent Models4
June 29, 2011
11:00-12:40
Sansome B7: Multivariate Time Series and Applications4
June 29, 2011
11:00-12:40
Montgomery B8: Inflation, Learning and Inflation Expectations4
June 29, 2011
11:00-12:40
Washington B9: Development and Growth3
June 29, 2011
14:30-16:10
Columbus I C1: Banking, Macroeconomic Fluctuations and Policy4
June 29, 2011
14:30-16:10
Columbus II C2: Robustness and Model Uncertainty3
June 29, 2011
14:30-16:10
Columbus III C3: Trade Policies and International Trade4
June 29, 2011
14:30-16:10
Mason I C4: Forecasting with DSGE Models4
June 29, 2011
14:30-16:10
Mason II C5: Labor Market Dynamics and Monetary Policy4
June 29, 2011
14:30-16:10
Jackson C6: Innovation and Technological Diffusion4
June 29, 2011
14:30-16:10
Sansome C7: Agent-based Economic Networks4
June 29, 2011
14:30-16:10
Montgomery C8: Econometrics of Asset and Commodity Prices4
June 29, 2011
14:30-16:10
Washington C9: Inflation, Prices, and Monetary Policy4
June 30, 2011
9:00-10:40
Columbus I D1: Empirical Models of Credit Risk and Financial Conditions4
June 30, 2011
9:00-10:40
Columbus II D2: Open Economy Models and the Macroeconomy4
June 30, 2011
9:00-10:40
Columbus III D3: Financial Intermediation4
June 30, 2011
9:00-10:40
Mason I D4: Identification in DSGE Models4
June 30, 2011
9:00-10:40
Mason II D5: Business Cycles and Inflation4
June 30, 2011
9:00-10:40
Jackson D6: Topics in Dynamic Optimization4
June 30, 2011
9:00-10:40
Sansome D7: Innovation and Creative Destruction4
June 30, 2011
9:00-10:40
Montgomery D8: Optimal Monetary Policy4
June 30, 2011
9:00-10:40
Washington D9: Modeling Term Spreads and Credit Spreads 4
June 30, 2011
11:00-12:40
Pine E10: Empirical Asset Pricing4
June 30, 2011
11:00-12:40
Columbus I E1: Robust Decisionmaking4
June 30, 2011
11:00-12:40
Columbus II E2: Transmission of Shocks and International Business Cycles3
June 30, 2011
11:00-12:40
Columbus III E3: Labor Market Dynamics4
June 30, 2011
11:00-12:40
Mason I E4: Topics in DSGE Modeling4
June 30, 2011
11:00-12:40
Mason II E5: Agent-based Explanations of Market and Social Phenomena4
June 30, 2011
11:00-12:40
Jackson E6: Econometric Theory4
June 30, 2011
11:00-12:40
Sansome E7: Topics in Finance and Time Series4
June 30, 2011
11:00-12:40
Montgomery E8: Expectations of Heterogeneous Agents4
June 30, 2011
11:00-12:40
Washington E9: Commitment vs. Discretion in Monetary Policy4
June 30, 2011
14:30-16:10
Columbus I F1: Equilibrium Fluctuations4
June 30, 2011
14:30-16:10
Columbus II F2: Debt and Defaults4
June 30, 2011
14:30-16:10
Columbus III F3: Solving DSGE Models4
June 30, 2011
14:30-16:10
Mason I F4: Agent-Based Models: Expectations and Fluctuations 4
June 30, 2011
14:30-16:10
Mason II F5: International Economics4
June 30, 2011
14:30-16:10
Jackson F6: Topics in Macro Modeling3
June 30, 2011
14:30-16:10
Sansome F7: Inequality and the Macroeconomy3
June 30, 2011
14:30-16:10
Montgomery F8: Financial Frictions and Unconventional Monetary Policy 4
June 30, 2011
14:30-16:10
Washington F9: Determining the Optimal Inflation Rate4
July 1, 2011
9:00-10:40
Columbus I G1: Inflation Dynamics and Monetary Policy4
July 1, 2011
9:00-10:40
Columbus II G2: Advances in Computational Time Series Analysis 4
July 1, 2011
9:00-10:40
Columbus III G3: Strategic Pricing4
July 1, 2011
9:00-10:40
Mason I G4: Multicountry Models4
July 1, 2011
9:00-10:40
Mason II G5: Macroeconomy and Finance4
July 1, 2011
9:00-10:40
Jackson G6: Default Risk and Credit Spreads3
July 1, 2011
9:00-10:40
Sansome G7: Learning in Game Theory4
July 1, 2011
9:00-10:40
Montgomery G8: Empirical Term Structure Modelling4
July 1, 2011
9:00-10:40
Washington G9: Advances in Volatility Modeling3
July 1, 2011
11:00-12:40
Columbus I H1: Fiscal Policy4
July 1, 2011
11:00-12:40
Columbus II H2: Topics in Open-Economy Macroeconomics3
July 1, 2011
11:00-12:40
Columbus III H3: Learning and Macroeconomics4
July 1, 2011
11:00-12:40
Mason I H4: Sources of Business Cycle Fluctuations3
July 1, 2011
11:00-12:40
Mason II H5: Global and Sectoral Fluctuations in Inflation4
July 1, 2011
11:00-12:40
Jackson H6: Option Pricing3
July 1, 2011
11:00-12:40
Sansome H7: Asset Pricing4
July 1, 2011
11:00-12:40
Montgomery H8: Risk and Risk Sharing4
July 1, 2011
11:00-12:40
Washington H9: Monetary Policy and the Zero Lower Bound 4
July 1, 2011
14:30-16:10
Columbus I I1: Economic Networks4
July 1, 2011
14:30-16:10
Columbus II I2: Individual Evolutionary Learning4
July 1, 2011
14:30-16:10
Columbus III I3: Fiscal Policy Shocks and Their Effects4
July 1, 2011
14:30-16:10
Mason I I4: Inflation Targets and the Zero Lower Bound 3
July 1, 2011
14:30-16:10
Mason II I5: Computation4
July 1, 2011
14:30-16:10
Jackson I6: Experimental Markets4
July 1, 2011
14:30-16:10
Sansome I7: Advances in Modeling Asset Price Movements4
July 1, 2011
14:30-16:10
Montgomery I8: Labor Market Trends and Dynamics4
July 1, 2011
14:30-16:10
Washington I9: Debt, Saving and Economic Decisions 4
June 30, 2011
16:30-17:45
Grand Ballroom Plenary Lecture: Harald Uhlig, University of Chicago0
June 29, 2011
16:30-17:45
Grand Ballroom Plenary Lecture: John Taylor, Stanford University0
July 1, 2011
16:30-17:45
Grand Ballroom Plenary Lecture: Roger Farmer, UCLA0
 

85 sessions, 315 papers, and 0 presentations with no associated papers


 

Society for Computational Economics - Computing in Economics and Finance, 2011

Complete List of All Sessions


Session : A1: Yield Spreads

Session Chair: Pinar Uysal, EPFL
Date: June 29, 2011
Time: 9:00 - 10:40
Location: Columbus I
 

Arbitrage, Liquidity and Exit: The Repo and Federal Funds Markets Before, During, and After the Financial Crisis
[slides]
By Morten Bech; Federal Reserve Bank of New York
Elizabeth Klee; Federal Reserve Board
Viktors Stebunovs; Federal Reserve Board
   Presented by: Viktors Stebunovs, Board of Governors of the Federal Reserve System
 

Fiscal Fragility and Sovereign Risk in the Euro Area
[slides]
By Giovanni Caggiano; University of Padua
Luciano Greco; University of Padua
   Presented by: Giovanni Caggiano, University of Padua
 

Can Equity Volatility Explain the Global Loan Pricing Puzzle?
By Lewis Gaul; Office of the Comptroller of
the Currency
Pinar Uysal; École Polytechnique Fédérale de Lausanne
   Presented by: Pinar Uysal, EPFL

Session : A2: Financial Intermediation and International Transmission

Session Chair: Andrei Zlate, Board of Governors of the Federal Reserve
Date: June 29, 2011
Time: 9:00 - 10:40
Location: Columbus II
 

Financial Intermediation and International Business Cycle
By Gunes Kamber; Reserve Bank of New Zealand
Christoph Thoenissen; Victoria University of Wellington
   Presented by: Christoph Thoenissen, Victoria University of Wellington
 

The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR
By Sandra Eickmeier; Deutsche Bundesbank
Wolfgang Lemke; European Central Bank
Massimiliano Marcellino; European University Institute, Bocconi University and CEPR
   Presented by: Sandra Eickmeier, Deutsche Bundesbank
 

Medium and Long Run Implications of Financial Integration without Financial Development
By Flavia Corneli; Bank of Italy
   Presented by: Flavia Corneli, Bank of Italy
 

International Banks and the Cross-Border Transmission of Business Cycles
By Ricardo Correa; Federal Reserve Board
Horacio Sapriza; Federal Reserve Board
Andrei Zlate; Federal Reserve Board
   Presented by: Andrei Zlate, Board of Governors of the Federal Reserve

Session : A3: Learning, Expectations and Asset Prices

Session Chair: Jacek Suda, Banque de France - Paris School of Economics
Date: June 29, 2011
Time: 9:00 - 10:40
Location: Columbus III
 

Heterogeneous Gain Learning and Long Swings in Asset Prices
By Blake LeBaron; Brandeis University
   Presented by: Blake LeBaron, Brandeis University
 

Dynamic Belief Coordination in Asset Markets
By Anton Nakov; European Central Bank
Galo Nuno; Banco de España
   Presented by: Galo Nuno, Banco de España
 

Fiscal Policy, Learning and the Yield Curve
By Arunima Sinha; Santa Clara University
   Presented by: Arunima Sinha, Santa Clara University
 

Learning Collateral Price
By Patrick Pintus; Aix-Marseille University & GREQAM-IDEP
Jacek Suda; Banque de France and PSE
   Presented by: Jacek Suda, Banque de France - Paris School of Economics

Session : A4: Fiscal and Monetary Policy

Session Chair: Kai Christoffel, European Central Bank
Date: June 29, 2011
Time: 9:00 - 10:40
Location: Mason I
 

Government Expenditures and Unemployment: A DSGE Perspective
By Eric Mayer; University of Wuerzburg
Stéphane Moyen; Deutsche Bundesbank
Nikolai Staehler; Deutsche Bundesbank
   Presented by: Stéphane Moyen, Deutsche Bundesbank
 

Macroeconomic Volatility and Counterfactual Inflation-Targeting in Hong Kong
[slides]
By G. C. Lim; Melbourne University
P. D. McNelis; Fordham University
   Presented by: Paul McNelis, Fordham University
 

Seigniorage and Distortionary Taxation in a Model with Heterogeneous Agents and Idiosyncratic Uncertainty
By Sofia Bauducco; Central Bank of Chile
   Presented by: Sofia Bauducco, Central Bank of Chile
 

The Bond Risk Premium, Fiscal Rules and Monetary Policy: An Estimated DSGE Approach
[slides]
By Kai Christoffel; ECB
Ivan Jaccard; ECB
Juha Kilponen; ESFS
   Presented by: Kai Christoffel, European Central Bank

Session : A9: Labor and Saving Decisions

Session Chair: Shinichi Nishiyama, Georgia State University
Date: June 29, 2011
Time: 9:00 - 10:40
Location: Washington
 

The Impact of Personal Bankruptcy on Labor Supply Decisions
By Daphne Chen; University of Texas at Austin, Florida State University
   Presented by: Daphne Chen, Florida State University
 

Immigration, Human Capital and the Welfare of Natives
By Juan Eberhard; Marshall School of Business - USC
   Presented by: Juan Eberhard, University of Southern California
 

Wage and Price Dispersion: On-the-job-search Meets Monopolistic Competition
By Angela Fiedler; Goethe University Frankfurt
   Presented by: Angela Fiedler, Goethe University Frankfurt
 

The Joint Labor Supply Decision of Married Couples and the Social Security Pension System
By Shinichi Nishiyama; Georgia State University
   Presented by: Shinichi Nishiyama, Georgia State University

Session : A5: Methodological Advances in DSGE Modeling

Session Chair: Stéphane Adjemian, UNIVERSITÉ DU MAINE, GAINS & CEPREMAP
Date: June 29, 2011
Time: 9:00 - 10:40
Location: Mason II
 

Parallel DYNARE Toolbox
By Ivano Azzini; CEPREMAP
Marco Ratto; European Commission, Joint Research Centre
   Presented by: Ivano Azzini, DYNARE Team
 

Solving General Incomplete Market Models with Many Heterogeneous Agents
By Thomas M. Mertens; NYU Stern School of Business
Kenneth L. Judd; Hoover Institution
   Presented by: Thomas Mertens, New York University
 

Loose Commitment in Medium-Scale Macroeconomic Models: Theory and an Application
By Davide Debortoli; UCSD
Junior Maih; Norges Bank
Ricardo Nunes; Federal Reserve Board
   Presented by: Davide Debortoli, University of California, San Diego
 

Accuracy of the Extended Path Simulation Method in a New Keynesian Model with Zero Lower Bound on the Nominal Interest Rate
By Stéphane Adjemian; Université du Maine, GAINS and CEPREMAP
Michel Juillard; Banque de France and CEPREMAP
   Presented by: Stéphane Adjemian, UNIVERSITÉ DU MAINE, GAINS & CEPREMAP

Session : A6: News and Uncertainty Shocks

Session Chair: Sandra Gomes, Banco de Portugal
Date: June 29, 2011
Time: 9:00 - 10:40
Location: Jackson
 

Uncertainty Shocks in a Model of Effective Demand
By Susanto Basu; Boston College and NBER
Brent Bundick; Boston College
   Presented by: Brent Bundick, Boston College
 

News, Intermediation Efficiency and Expectations Driven Boom-Bust Cycles
By Alok Johri; McMaster University
Christopher Gunn; McMaster University
   Presented by: Alok Johri, McMaster University
 

News-Driven Business Cycles and Increasing Returns
By Anca-Ioana Sirbu; University of California, Riverside
   Presented by: Anca Ioana Sirbu, university of california in riverside
 

Housing Market Dynamics: Any News?
By Sandra Gomes; Banco de Portugal
Caterina Mendicino; Banco de Portugal
   Presented by: Sandra Gomes, Banco de Portugal

Session : A7: Agent-based Modelling and Market Design

Session Chair: Asuncion Mochon, UNED
Date: June 29, 2011
Time: 9:00 - 10:40
Location: Sansome
 

Agent-based Modeling for Energy Policy: Exploring the Availability and Diversity of Conventional Oil Production and Trade
By Vlasios Voudouris; London Metropolitan Business School
Dimitrios Stasinopoulos; London Metropolitan University
Robert Rigby; London Metropolitan University
   Presented by: Vlasios Voudouris, London Metropolitan University
 

Effects of Stochastic Availability of Wind Energy on Day-Ahead Energy Trading
[slides]
By Huan Zhao; Iowa State University
Abhishek Somani; Iowa State University
Leigh Tesfatsion; Iowa State University
   Presented by: Huan Zhao, Iowa State University
 

Combinatorial Sealed-bid Auction Versus Clock-proxy Auction: Comparing Pricing Rules
By Asuncion Mochon; UNED
Yago Saez; Universidad Carlos III de Madrid
Jose L. Gomez-Barroso; UNED
Pedro Isasi; Universidad Carlos III de Madrid
   Presented by: Asuncion Mochon, UNED

Session : A8: Forecasting

Session Chair: Dean Croushore, University of Richmond
Date: June 29, 2011
Time: 9:00 - 10:40
Location: Montgomery
 

Are Some Forecasters Really Better Than Others?
By Antonello D'Agostino; European Central Bank and Central Bank of Ireland
Kieran McQuinn; Central Bank of Ireland
Karl Whelan; University College Dublin
   Presented by: Antonello d'Agostino, European Central Bank
 

Should survey diffusion indices be logistically transformed?
By Philip Vermeulen; European Central Bank
   Presented by: Philip Vermeulen, ECB
 

Forecasting Output and Inflation in the US: Regime Changes and Uncertainty
By Marco Buchmann; European Central Bank
Kirstin Hubrich; European Central Bank
   Presented by: Marco Buchmann, European Central Bank
 

Two Dimension of Forecast Evaluation: Vintages and Sub-Samples
By Dean Croushore; University of Richmond
   Presented by: Dean Croushore, University of Richmond

Session : B1: Collateral Constraints, Asset Prices, and Belief-Driven Fluctuations

Session Chair: Robert Tetlow, Federal Reserve Board
Date: June 29, 2011
Time: 11:00 - 12:40
Location: Columbus I
 

Bubbles, Banks and Financial Stability
By Kosuke Aoki; Bank of Japan
Kalin Nikolov; European Central Bank
   Presented by: Kosuke Aoki, Bank of Japan
 

Collateral Requirements and Asset Prices
By Johannes Brumm; University of Mannheim
Michael Grill; University of Mannheim
Felix Kubler; University of Zürich
Karl Schmedders; University of Zürich
   Presented by: Michael Grill, Mannheim University
 

From Growth to Cycles Through Beliefs
By Christopher M. Gunn; McMaster University
   Presented by: Christopher Gunn, McMaster University
 

Financial Distress and Model Uncertainty: Bubbles and Beliefs
By Robert J. Tetlow; Federal Reserve Board
   Presented by: Robert Tetlow, Federal Reserve Board

Session : B2: Exchange Rate Dynamics and Capital Flows

Session Chair: Jesper Linde, Federal Reserve Board
Date: June 29, 2011
Time: 11:00 - 12:40
Location: Columbus II
 

Accounting for Real Exchange Rates using Micro-Data
By Mario Crucini; Vanderbilt University and NBER
Anthony Landry; Federal Reserve Bank of Dallas
   Presented by: Anthony Landry, Federal Reserve Bank of Dallas
 

Exchange Rate Dynamics, Expectations, and Monetary Policy
By Qianying Chen; Hong Kong Institute for Monetary Research
   Presented by: Qianying Chen, Hong Kong Monetary Authority
 

Optimal Choice of Exchange Rate Regimes with Labor Market Frictions
By Alessia Campolmi; Central European University and Magyar Nemzeti Bank
Ester Faia; Goethe University Frankfurt, Kiel IfW and CEPREMAP
   Presented by: Alessia Campolmi, CEU & MNB
 

Capital Flows, Intermediation, and Liquidity: A Recipe for Crisis?
By Jesper Linde; Federal Reserve Board
Robert F. Martin; Federal Reserve Board
Robert J. Vigfusson; Federal Reserve Board
   Presented by: Robert Vigfusson, Federal Reserve Board

Session : B3: Asset Prices in DSGE Models

Session Chair: Kevin Lansing, Federal Reserve Bank of San Francisco
Date: June 29, 2011
Time: 11:00 - 12:40
Location: Columbus III
 

Asset Returns and the Business Cycle with Endogenously Segmented Markets
By Christopher Gust; Federal Reserve Board
David Lopez-Salido; Federal Reserve Board
   Presented by: Christopher Gust, Federal Reserve Board
 

Optimal Monetary Policy and Stock-Price Dynamics in a Non-Ricardian DSGE Model
By Salvatore Nistico; Università di Roma La Sapienza and LUISS Guido Carli
   Presented by: Salvatore Nistico, Università di Roma
 

Bayesian Estimation of a DSGE Model with Asset Prices
By Martin Kliem; Deutsche Bundesbank
Harald Uhlig; University of Chicago
   Presented by: Martin Kliem, Deutsche Bundesbank
 

Monetary Policy and Asset Prices with News Shocks and Belief-Driven Fluctuations
By Marco Airaudo; Drexel University
Roberta Cardani; University of Parma
Kevin J. Lansing; Federal Reserve Bank of San Francisco
   Presented by: Kevin Lansing, Federal Reserve Bank of San Francisco

Session : B5: Intermarket Dynamics

Session Chair: Shih-Fen Cheng, Singapore Management University
Date: June 29, 2011
Time: 11:00 - 12:40
Location: Mason II
 

Self-Organized Criticality in Market Economies
By Ning Xi; University of Shanghai for Science and Technology
paul ormerod; Volterra Consulting
Yougui Wang; Beijing Normal University
   Presented by: Yougui Wang, Beijing Normal University
 

Multifractal Height Cross-correlation Analysis
By Ladislav Kristoufek; Charles University Prague
   Presented by: Ladislav Kristoufek, Charles University
 

Higher Dimensional Multifractal Processes: A GMM Approach
By Ruipeng Liu; Deakin University
Thomas Lux; University of Kiel and Institute for the World Economy
   Presented by: Ruipeng Liu, Deakin University.
 

Parallel Markets, Interdependent Assets, and Market Crashes: An Agent-Based Modeling Perspective
By Shih-Fen Cheng; Singapore Management University
Bernard Lee; Singapore Management University
Annie Koh; Singapore Management University
   Presented by: Shih-Fen Cheng, Singapore Management University

Session : B4: Advances in Solution Methods

Session Chair: Kenneth Judd, Hoover Institution
Date: June 29, 2011
Time: 11:00 - 12:40
Location: Mason I
 

Numerical Simulation of the Overlapping Generations Models with Indeterminacy
By Zhigang Feng; University of Zurich
   Presented by: Zhigang Feng, University of Zurich
 

Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions
By Lilia Maliar; Hoover Institution at Stanford University and University of Alicante
Serguei Maliar; Hoover Institution at Stanford University and University of Alicante
Sebastien Villemot; Paris School of Economics and CEPREMAP
   Presented by: Sebastien Villemot, CEPREMAP
 

A Generalized Endogenous Grid Method for Non-concave Problems
By Giulio Fella; Queen Mary University of London
   Presented by: Giulio Fella, Queen Mary, University of London
 

A Cluster-grid Projection Method: Solving Problems with High Dimensionality
By Kenneth Judd; Hoover Institution
Lilia Maliar; Stanford University
Serguei Maliar; Stanford University
   Presented by: Kenneth Judd, Hoover Institution

Session : B6: Heterogeneous Agent Models

Session Chair: Mikhail Anufriev, University of Amsterdam
Date: June 29, 2011
Time: 11:00 - 12:40
Location: Jackson
 

Strategy Switching in the Japanese Stock Market
By Ryuichi Yamamoto; National Chengchi University
Hideaki Hirata; Hosei University
   Presented by: Ryuichi Yamamoto, National Chengchi University
 

An Artificial Financial Market with Herding in Heterogeneous Expectations
By Rasa Stasiukynaite; Tilburg University
Hendri Adriaens; Tilburg University
BERTRAND MELENBERG; TILBURG UNIVERSITY
   Presented by: Rasa Stasiukynaite, Tilburg University
 

Heterogeneous Beliefs and the Dynamics of Cross-Sectional Asset Returns
By Xue-Zhong He; University of Technology, Sydney
Lei Shi; University of Technology, Sydney
   Presented by: Lei Shi, University of Technology, Sydney
 

Switching Behavior in the Lab
By Mikhail Anufriev; University of Amsterdam
Te Bao; University of Amsterdam
Jan Tuinstra; University of Amsterdam
   Presented by: Mikhail Anufriev, University of Amsterdam

Session : B7: Multivariate Time Series and Applications

Session Chair: Ivan Petrella, Katholieke Universiteit Leuven, Belgium
Date: June 29, 2011
Time: 11:00 - 12:40
Location: Sansome
 

Identification of Technology Shocks Using Misspecified VARs
By Ufuk Devrim Demirel; University of Colorado
   Presented by: Ufuk Demirel, University of Colorado at Boulder
 

Fiscal Policy Asymmetries
By Steven Fazzari; Washington University in St. Louis
James Morley; University of New South Wales
Irina Panovska; Washington University in St. Louis
   Presented by: Irina Panovska, Washington University in St. Louis
 

Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S.
By Matthias Gubler; University of Basel
Matthias Sebastian Hertweck; University of Konstanz
   Presented by: Matthias Gubler, Wirtschaftswissenschaftliches Zentrum
 

Speculation in the Oil Market
By Luciana Juvenal; Federal Reserve Bank of St. Louis
Ivan Petrella; Catholic University of Leuven
   Presented by: Ivan Petrella, Katholieke Universiteit Leuven, Belgium

Session : B8: Inflation, Learning and Inflation Expectations

Session Chair: Martin Ellison, University of Oxford
Date: June 29, 2011
Time: 11:00 - 12:40
Location: Montgomery
 

Estimating Phillips Curves in Turbulent Times using the ECB's Survey of Professional Forecasters
By Gary Koop; University of Strathclyde
Luca Onorante; European Central Bank
   Presented by: Luca Onorante, European Central Bank
 

Disinflations in a Medium-scale DSGE Model: Money Supply Versus Interest Rate Rules
By Guido Ascari; University of Pavia
Tiziano Ropele; Bank of Italy
   Presented by: Tiziano Ropele, Bank of Italy
 

Autoregression-Based Estimation of the New Keynesian Phillips Curve
By Markku Lanne; University of Helsinki
Jani Luoto; University of Helsinki
   Presented by: Markku Lanne, University of Helsinki
 

Learning by Disinflating
By Alina Barnett; Bank of England
Martin Ellison; University of Oxford
   Presented by: Martin Ellison, University of Oxford

Session : B9: Development and Growth

Session Chair: James Feigenbaum, Utah State University
Date: June 29, 2011
Time: 11:00 - 12:40
Location: Washington
 

Wage Rigidity and Disinflation in Emerging Countries
By Julián Messina; World Bank
Anna Sanz-de-Galdeano; Universitat Autònoma de Barcelona
   Presented by: Anna Sanz-de-Galdeano, Universitat Autònoma de Barcelona
 

Financial Crises and Labor Market Turbulence
By Sangeeta Pratap; CUNY- Hunter College and Graduate Center
Erwan Quintin; University of Wisconsin - Madison
   Presented by: Sangeeta Pratap, Hunter College and CUNY Graduate Center
 

Entropy and Growth
By James A. Feigenbaum; Utah State University
   Presented by: James Feigenbaum, Utah State University

Session : C2: Robustness and Model Uncertainty

Session Chair: Ruthira Naraidoo, University of Pretoria
Date: June 29, 2011
Time: 14:30 - 16:10
Location: Columbus II
 

Robust Monetary Policy under Learning and Model Uncertainty
By Giuseppe Ferrero; Bank of Italy
Francesco Caprioli; Bank of Italy
Sergio Santoro; Bank of Italy
   Presented by: Giuseppe Ferrero, Bank of Italy
 

Policy Evaluation and Uncertainty About the Effects of Oil Prices on Economic Activity
By Francesca Rondina; Institute for Economic Analysis, CSIC and Barcelona GSE
   Presented by: Francesca Rondina, CSIC
 

Asymmetric Preferences in A New Keynesian Model of Unemployment
By Ruthira Naraidoo; University of Pretoria
Eric Schaling; ERSA, CentER Tilburg University and CDMA University of St' Andrews
   Presented by: Ruthira Naraidoo, University of Pretoria

Session : C3: Trade Policies and International Trade

Session Chair: Luca Dedola, European Central Bank
Date: June 29, 2011
Time: 14:30 - 16:10
Location: Columbus III
 

Trade Policy and Firm Boundaries
By Laura Alfaro; Harvard Business School and NBER
Paola Conconi; Universite Libre de Bruxelles and CEPR
Harald Fadinger; University of Vienna
Andrew Newman; Boston University and CEPR
   Presented by: Harald Fadinger, University of Vienna
 

Trade and Synchronization in a Multi-Country Economy
By Luciana Juvenal; Federal Reserve Bank of St. Louis
Paulo Santos Monteiro; University of Warwick
   Presented by: Luciana Juvenal, Federal Reserve Bank of St Louis
 

Teams of Rivals: Endogenous Markups in a Ricardian World
By Beatriz de Blas; Universidad Autonoma de Madrid
Katheryn Russ; University of California, Davis and NBER
   Presented by: Beatriz de Blas, Universidad Autonoma de Madrid
 

Home Bias and Portfolio Dynamics in a Multi-country Model
By Luca Dedola; European Central Bank and CEPR
Giovanni Lombardo; European Central Bank
Roland Straub; European Central Bank
   Presented by: Luca Dedola, European Central Bank

Session : C4: Forecasting with DSGE Models

Session Chair: Junior Maih, Norges Bank
Date: June 29, 2011
Time: 14:30 - 16:10
Location: Mason I
 

Forecasting under Model Uncertainty
By Maik H. Wolters; University of Frankfurt
   Presented by: Maik Wolters, Goethe University Frankfurt
 

Fit and Forecasting Performance of an Estimated Medium Run Model
By Tobias Kitlinski; Rheinisch-Westfälisches Institut für Wirtschaftsforschung e.V.
Torsten Schmidt; Rheinisch-Westfälisches Institut für Wirtschaftsforschung e.V.
   Presented by: Torsten Schmidt, RWI Essen
 

OLG Life Cycle Model Transition Paths: Alternate Model Forecast Method
By Richard W. Evans; Brigham Young University
Kerk L. Phillips; Brigham Young University
   Presented by: Richard Evans, Brigham Young University
 

Estimating DSGE Models with Observed Real-Time Expectation Data
By Michel Juillard; Banque de France
Junior Maih; Norges Bank
   Presented by: Junior Maih, Norges Bank

Session : C5: Labor Market Dynamics and Monetary Policy

Session Chair: Jesús Vázquez, Universidad del País Vasco
Date: June 29, 2011
Time: 14:30 - 16:10
Location: Mason II
 

Wage Rigidities in an Estimated DSGE Model of the UK Labour Market
By Renato Faccini; Bank of England
Stephen Millard; Bank of England
Francesco Zanetti; Bank of England
   Presented by: Renato Faccini, Bank of England
 

Monetary Policy in a New Keynesian Model with Unemployment
By Insu Kim; Bank of Korea
Myung-soo Yie; Bank of Korea
   Presented by: Insu Kim, Bank of Korea
 

Labor Market Participation, Unemployment and Monetary Policy
By Stefano Gnocchi; UAB Barcelona
Alessia Campolmi; CEU and MNB
   Presented by: Stefano Gnocchi, Universitat Autonoma de Barcelona
 

An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor
By Miguel Casares; Universidad Publica de Navarra
Antonio Moreno; Universidad de Navarra
Jesus Vazquez; Universidad Pais Vasco
   Presented by: Jesús Vázquez, Universidad del País Vasco

Session : C6: Innovation and Technological Diffusion

Session Chair: Christina Steiger, Northeastern University
Date: June 29, 2011
Time: 14:30 - 16:10
Location: Jackson
 

Technological Diffusion and the Business Cycle: An agent-based Analysis
By Philipp Harting; Bielefeld University
Herbert Dawid; Bielefeld University
Sander van der Hoog; Bielefeld University
   Presented by: Philipp Harting, Bielefeld University
 

The Co-evolution of Innovation, Demand and Growth
By Andreas Pyka; University of Hohenheim
Pier Paolo Saviotti; INRA-GAEL, Université Pierre Mendès-France
   Presented by: Pier-Paolo Saviotti, CNRS
 

A Behavioural Model of Endogenous Technological Change
By Cars Hommes; University of Amsterdam
Paolo Zeppini; University of Amsterdam
   Presented by: Paolo Zeppini, University of Amsterdam
 

Technological Innovations and Financial Market Shocks
By Christina Steiger; Northeastern University
   Presented by: Christina Steiger, Northeastern University

Session : C7: Agent-based Economic Networks

Session Chair: Yuri Mansury, Cornell University
Date: June 29, 2011
Time: 14:30 - 16:10
Location: Sansome
 

Spatial Mobility in the Formation of Agent-Based Economic Networks
By Camillia Zedan; University of Southampton
Seth Bullock; University of Southampton
Antonella Ianni; University of Southampton
   Presented by: Camillia Zedan, Institute for Complex Systems Simulation
 

Using Agentization for Exploring Firm and Labor Dynamics: A Methodological Tool for Theory Exploration and Validation
By Omar Guerrero; George Mason University
Robert Axtell; George Mason University
   Presented by: Omar Guerrero, George Mason University
 

What Explains Observed Patterns of Circular Migration? – An Agent-based Model
By Anna Klabunde; Ruhr University Bochum
   Presented by: Anna Klabunde, Ruhr-Universität Bochum
 

Agglomeration and Dispersion: A Spatial Agent-Based Approach to the New Economic Geography
By Laszlo Gulyas; Lorand Eotvos University and AITIA International
Richard Oliver Legendi; Lorand Eotvos University and AITIA International
Yuri Mansury; Cornell University
   Presented by: Yuri Mansury, Cornell University

Session : C8: Econometrics of Asset and Commodity Prices

Session Chair: Stefan Klößner, Saarland University
Date: June 29, 2011
Time: 14:30 - 16:10
Location: Montgomery
 

Nonmonotonic Standardized Bias of Bipower Variation in Volatile and Fast Mean-reverting Stochastic Volatility Processes
By Taesuk Lee; University of Auckland
   Presented by: Taesuk Lee, University of Auckland
 

Understanding Hedge Fund Contagion: A Markov-switching Dynamic Factor Approach
By Ozgur (Ozzy) Akay; Texas Tech University
Zeynep Senyuz; University of New Hampshire
Emre Yoldas; Bentley University
   Presented by: Emre Yoldas, Bentley University
 

An Arithmetic Framework for Electricity Pricing
By Eran Raviv; Erasmus University Rotterdam
Kees E. Bouwman; Erasmus University Rotterdam
Dick van Dijk; Erasmus University Rotterdam
   Presented by: Eran Raviv, Erasmus University
 

Testing Separately for Positive and Negative Jumps in Financial Data with High Volatility of Volatility
By Janine Balter; Saarland University
Stefan Klößner; Saarland University
   Presented by: Stefan Klößner, Saarland University

Session : C9: Inflation, Prices, and Monetary Policy

Session Chair: Thomas Trimbur, Federal Reserve Board
Date: June 29, 2011
Time: 14:30 - 16:10
Location: Washington
 

Inflation Dynamics and Time-Varying Uncertainty: New Evidence and an Ss Interpretation
By Joseph Vavra; Yale University
   Presented by: Joseph Vavra, Yale University
 

Price-level targeting when there is price-level drift
By Christina Gerberding; Deutsche Bundesbank
Rafael Gerke; Deutsche Bundesbank
Felix Hammermann; Deutsche Bundesbank
   Presented by: Felix Hammermann, Deutsche Bundesbank
 

Changes in the Federal Reserve Communication Strategy: A Structural Investigation
By Yasuo Hirose; Keio University
Takushi Kurozumi; Bank of Japan
   Presented by: Yasuo Hirose, Keio University
 

Signal Extraction for Nonstationary Multivariate Time Series With Applications to Trend Inflation
By Tucker McElroy; U.S. Census Bureau
Thomas Trimbur; Federal Reserve Board
   Presented by: Thomas Trimbur, Federal Reserve Board

Session : D1: Empirical Models of Credit Risk and Financial Conditions

Session Chair: Scott Brave, Federal Reserve Bank of Chicago
Date: June 30, 2011
Time: 9:00 - 10:40
Location: Columbus I
 

International Transmission of Bank and Corporate Distress
By Qianying Chen; Hong Kong Monetary Authority
Dale Gray; International Monetary Fund
Papa N’Diaye; International Monetary Fund
Hiroko Oura; International Monetary Fund
Natalia Tamirisa; International Monetary Fund
   Presented by: Natalia Tamirisa, International Monetary Fund
 

In Search for Yield? New Survey-Based Evidence on Banks’ Risk Taking
By Claudia M. Buch; University of Tuebingen
Sandra Eickmeier; Deutsche Bundesbank
Esteban Prieto; University of Tuebingen
   Presented by: Esteban Prieto, University of Tuebingen
 

Credit Risk with Arithmetic Brownian Motion
By Turalay Kenc; Central Bank of Turkey
Ali Ferda Arikan; University of Bradford
   Presented by: Ali Arikan, University of Bradford
 

Gathering Insights on the Forest from the Trees: A New Metric for Financial Conditions
By Scott Brave; Federal Reserve Bank of Chicago
R. Andrew Butters; Northwestern University
   Presented by: Scott Brave, Federal Reserve Bank of Chicago

Session : D2: Open Economy Models and the Macroeconomy

Session Chair: Ruy Lama, International Monetary Fund
Date: June 30, 2011
Time: 9:00 - 10:40
Location: Columbus II
 

Viable 'Satisficing' Policies Versus the Taylor Rule in an Open Economy
[slides]
By Jacek B. Krawczyk; Victoria University of Wellington
Kunhong Kim; Hallym University
   Presented by: Jacek Krawczyk, Victoria University of Wellington
 

Monetary Policy and the Dutch Disease in a Small Open Oil Exporting Economy
By Mohamed Tahar Benkhodja; University of Lyon 2
   Presented by: Mohamed Benkhodja, Université Lyon 2
 

Currency Reserves and Optimal Monetary Policy in Small Open Economies
[slides]
By Prakash K. Shrestha; New School University
Willi Semmler; New School University
   Presented by: Prakash Shrestha, The New School
 

To Join or Not to Join? A Quantitative Evaluation on the Costs and Benefits of Entering the Euro Area.
By Ruy Lama; International Monetary Fund
Pau Rabanal; International Monetary Fund
   Presented by: Ruy Lama, International Monetary Fund

Session : D3: Financial Intermediation

Session Chair: Tatiana Damjanovic, University of St.Andrews
Date: June 30, 2011
Time: 9:00 - 10:40
Location: Columbus III
 

Exit Strategies
By Ignazio Angeloni; ECB and BRUEGEL
Ester Faia; Goethe University Frankfurt, Kiel IfW and CEPREMAP
Roland Winkler; Goethe University Frankfurt
   Presented by: Roland Winkler, Goethe University Frankfurt
 

How Bad was Lehman Shock?: Estimating a DSGE model with Firm and Bank Balance Sheets in a Data-Rich Environment
By Shin-Ichi Nishiyama; Tohoku University
Hirokuni Iiboshi; Tokyo Metropolitan University
Tatsuyoshi Matsumae; Cabinet Office
Ryoichi Namba; Cabinet Office
   Presented by: Shin-Ichi Nishiyama, Tohoku University
 

Risky Mortgages in a DSGE Model
[slides]
By Chiara Forlati; EPFL
Luisa Lambertini; EPFL
   Presented by: Chiara Forlati, EPFL
 

Financial Intermediation, Competition and Risk in a Macro Model
[slides]
By Tatiana Damjanovic; University of St. Andrews
Vladislav Damjanovic; University of St. Andrews
Charles Nolan; University of Glasgow
   Presented by: Tatiana Damjanovic, University of St.Andrews

Session : D4: Identification in DSGE Models

Session Chair: David De-Antonio-Liedo, London Business School
Date: June 30, 2011
Time: 9:00 - 10:40
Location: Mason I
 

Evaluating the Strength of Identification in DSGE Models. An A Priori Approach
By Nikolay Iskrev; Bank of Portugal
   Presented by: Nikolay Iskrev, Banco de Portugal
 

DSGE Model Restrictions for Structural VAR Identification
By Philip Liu; International Monetary Fund
Konstantinos Theodoridis; Bank of England
   Presented by: Philip Liu, IMF
 

Theoretical Priors for BVAR Models & Quasi-Bayesian DSGE Model Estimation
By Thomai Filippeli; University of Buckingham
Richard Harrison; Bank of England
Konstantinos Theodoridis; Bank of England
   Presented by: Konstantinos Theodoridis, Bank of England
 

What Are Shocks Capturing in DSGE Modeling? Noise vs Structure
By David de Antonio Liedo; London Business School
   Presented by: David De-Antonio-Liedo, London Business School

Session : D6: Topics in Dynamic Optimization

Session Chair: Huiyu Li, Stanford University
Date: June 30, 2011
Time: 9:00 - 10:40
Location: Jackson
 

Theoretical Error Bounds for the Value and Policy Function Iteration Algorithms: An Application for Recursive Dynamic Models with Inequality Constraints
[slides]
By Damian R. Pierri; Ministry of Economy and Public Finance, University of Buenos Aires and University of San Andres
   Presented by: Damian Pierri, Ministry of Economy
 

Regime Switching Thresholds in Stochastic Optimal Control Problems
By Tatiana Kiseleva; University of Amsterdam
Florian Wagener; University of Amsterdam
   Presented by: Tatiana Kiseleva, University of Amsterdam
 

Numerical Solution of Continuous-time DSGE Models Under Poisson Uncertainty
By Olaf Posch; Aarhus University and CREATES
Timo Trimborn; University of Hannover
   Presented by: Timo Trimborn, University of Hannover
 

Accuracy of Numerical Policies for Dynamic Models with Occasionally Binding Constraints
By Huiyu Li; Stanford University
   Presented by: Huiyu Li, Stanford University

Session : D7: Innovation and Creative Destruction

Session Chair: Anton Cheremukhin, Federal Reserve Bank of Dallas
Date: June 30, 2011
Time: 9:00 - 10:40
Location: Sansome
 

Inflation, Financial Developments, and Wealth Distributions
By Wai-Yip Alex Ho; Hong Kong Monetary Authority
Chun-Yu Ho; Georgia Institute of Technology and Shanghai Jiao Tong University
   Presented by: Wai Yip Alex Ho, Hong Kong Monetary Authority
 

Innovation, Specialisation and Growth in a Model of Structural Change
By Rainer Andergassen; University of Bologna
Franco Nardini; University of Bologna
Massimo Ricottilli; University of Bologna
   Presented by: Massimo Ricottilli, University of Bologna
 

Innovation, Creative Destruction, and Optimal Patent Life
By Hwan C. Lin; University of North Carolina at Charlotte
   Presented by: Hwan C. Lin, University of North Carolina at Charlotte
 

Creative Destruction under Rational Inattention
By Anton Cheremukhin; Federal Reserve Bank of Dallas
Antonella Tutino; Federal Reserve Bank of Dallas
   Presented by: Anton Cheremukhin, Federal Reserve Bank of Dallas

Session : E2: Transmission of Shocks and International Business Cycles

Session Chair: Helena Veiga, University Carlos III Madrid
Date: June 30, 2011
Time: 11:00 - 12:40
Location: Columbus II
 

Explaining International Business Cycles with Real Frictions and Technology Shocks: A Bayesian Approach
By Jaya Dey; Oklahoma State University
   Presented by: Jaya Dey, Oklahoma State University
 

The World is Not Enough – Monetary Policy and Regional Dependence
By Knut Are Aastveit; Norges Bank
Hilde Bjornland; Norwegian School of Management (BI)
Leif Thorsrud; BI Norwegian Business School
   Presented by: Knut Are Aastveit, Norges Bank
 

The Puzzle of Asymmetric Effects of Oil: New Results from International Stock Markets
By Helena Veiga; Universidad Carlos III de Madrid and UNIDE
Sofia Ramos; Lisbon University Institute and UNIDE
   Presented by: Helena Veiga, University Carlos III Madrid

Session : E3: Labor Market Dynamics

Session Chair: Peter McAdam, European Central Bank
Date: June 30, 2011
Time: 11:00 - 12:40
Location: Columbus III
 

A Structural Explanation of the Time Varying Relation Between Hours Worked and Technology Shocks
By Cristiano Cantore; University of Surrey
Filippo Ferroni; Banque de France
Miguel Leon Ledesma; University of Kent
   Presented by: Filippo Ferroni, Banque de France
 

Endogenous Market Structures and Labor Market Dynamics
By Andrea Colciago; University of Milano Bicocca
Lorenza Rossi; University of Pavia
   Presented by: Andrea Colciago, University of Milano Bicocca
 

Has the Natural Rate of Unemployment Increased During the Great Recession?
[slides]
By Francesco Furlanetto; Norges Bank
Nicolas Groshenny; Reserve Bank of New Zealand and CAMA
   Presented by: Francesco Furlanetto, Norges Bank
 

Shocking Stuff: Technology, Hours, and Factor Substitution
By Cristiano Cantore; University of Surrey
Miguel A. Le´on-Ledesma; University of Kent
Peter McAdam; European Central Bank
Alpo Willman; European Central Bank
   Presented by: Peter McAdam, European Central Bank

Session : E4: Topics in DSGE Modeling

Session Chair: Magali Marx, Banque de France
Date: June 30, 2011
Time: 11:00 - 12:40
Location: Mason I
 

Fat-Tail Shocks and Business-Cycle Model Dynamics
By Guido Ascari; University of Pavia
Giorgio Fagiolo; Sant'Anna School of Advanced Studies
Andrea Roventini; University of Verona
   Presented by: Andrea Roventini, University of Verona
 

Bayesian Estimation of a Firm-Specific Capital DSGE Model with Calvo Contracts
By Joao Madeira; University of Exeter
   Presented by: Joao Madeira, University of Exeter
 

The Anatomy of Standard DSGE Models with Financial Frictions
By Michal Brzoza-Brzezina; National Bank of Poland
Marcin Kolasa; National Bank of Poland
Krzysztof Makarski; National Bank of Poland
   Presented by: Krzysztof Makarski, National Bank of Poland
 

State-Dependent Probability Distributions in Non Linear Rational Expectations Models
By Jean Barthelemy; Banque de France
Magali Marx; Banque de France
   Presented by: Magali Marx, Banque de France

Session : E5: Agent-based Explanations of Market and Social Phenomena

Session Chair: Chee Kian Leong, SIM University
Date: June 30, 2011
Time: 11:00 - 12:40
Location: Mason II
 

Improving an Agent-based Model by Using a Business Management Game
[slides]
By Franziska Schönau; IAMO
Oliver Musshoff; Georg-August-Universität Göttingen
Alfons Balmann; Leibnitz Instutite of Agricultural Devel
   Presented by: Franziska Schönau, IAMO
 

Price Rigidity and Strategic Uncertainty - An Agent-based Approach
By Robert Somogyi; Paris School of Economics
Janos Vincze; Corvinus University of Budapest and Hungarian Academy of Sciences
   Presented by: Robert Somogyi, Paris School of Economics
 

Learning the Optimal Buffer-stock Consumption Rule of Carroll
By Murat Yildizoglu; Aix-Marseille University and GREQAM
Marc-Alexandre Senegas; Bordeaux University and GREThA
Isabelle Salle; Bordeaux University and GREThA
Martin Zumpe; Bordeaux University and GREThA
   Presented by: Marc-Alexandre Senegas, University Bordeaux IV
 

The Needham Paradox: A Genetic Algorithmic Agent­Based Model
By Chee Kian Leong; SIM University
   Presented by: Chee Kian Leong, SIM University

Session : E6: Econometric Theory

Session Chair: Peter Zadrozny, Bureau of Labor Statistics
Date: June 30, 2011
Time: 11:00 - 12:40
Location: Jackson
 

Testing Normality in Time Series
By Marian Vavra; University of London
Zacharias Psaradakis; University of London
   Presented by: Marian Vavra, University of London
 

Moment Ratio Estimation of Higher Order Autoregressive Processes and an Autocorrelation-Consistent Covariance Matrix
By J. Huston McCulloch; Ohio State University
   Presented by: J. Huston McCulloch, Ohio State University
 

Methods for Computing Marginal Data Densities from the Gibbs Output
By Cristina Fuentes-Albero; Rutgers University
Leonardo Melosi; London Business School
   Presented by: Cristina Fuentes-Albero, Rutgers University
 

Sufficient Conditions for Existence of a Unique Autoregressive Solution of a Linear Rational Expectations Model
By Peter A. Zadrozny; Bureau of Labor Statistics
   Presented by: Peter Zadrozny, Bureau of Labor Statistics

Session : E7: Topics in Finance and Time Series

Session Chair: Gubhinder Kundhi, Carleton University
Date: June 30, 2011
Time: 11:00 - 12:40
Location: Sansome
 

Self-affinity in Financial Asset Returns
By John Goddard;
Enrico Onali; Bangor University
   Presented by: Enrico Onali, Bangor University
 

High-dimensional Index Tracking with Cointegrated Assets Using an Hybrid Genetic Algorithm
By Daniele Bianchi; Bocconi University & University of Texas at Austin
Antonio Gargano; Bocconi University & UCSD
   Presented by: Antonio Gargano, Bocconi University and UCSD
 

A Simple Solution Method for Models with Time-Varying Volatility
By Alex Hsu; University of Michigan
Francisco Palomino; University of Michigan
   Presented by: Alex Hsu, University of Michigan
 

Edgeworth Expansions for GMM and GEL Estimators
By Gubhinder Kundhi; Carleton University
Paul Rilstone; York University
   Presented by: Gubhinder Kundhi, Carleton University

Session : E8: Expectations of Heterogeneous Agents

Session Chair: Michael Reiter, Institute for Advanced Studies
Date: June 30, 2011
Time: 11:00 - 12:40
Location: Montgomery
 

On the Evolutionary Stability of Rational Expectation
By George A. Waters; Illinois State University and the Bank of Finland
William R. Parke; University of North Carolina - Chapel Hill
   Presented by: George Waters, Illinois State University
 

Heterogeneous Expectations and the Predictive Power of Econometric Models
By Maurizio Bovi; Italian Institute for Statistics
   Presented by: Maurizio Bovi, National Institute for Statistics (ISTAT)
 

Can the Longevity Risk Alleviate the Annuitization Puzzle? Empirical Evidence from Dutch Data
By Federica Teppa; De Nederlandsche Bank & Netspar
   Presented by: Federica Teppa, De Nederlansche Bank
 

Bounded Rationality in a Model of State-Dependent Pricing
By Michael Reiter; Institute for Advanced Studies, Vienna
   Presented by: Michael Reiter, Institute for Advanced Studies

Session : E10: Empirical Asset Pricing

Session Chair: Erik Kole, Erasmus University Rotterdam
Date: June 30, 2011
Time: 11:00 - 12:40
Location: Pine
 

The Role of People's Expectation in the Recent US Housing Boom and Bust
By MeiChi Huang; Yuan Ze University
   Presented by: MeiChi Huang, Yuan Ze University
 

Segregating Continuous Volatility From Jumps In Long-Run Risk-Return Trade-Offs
By Cedric Okou; HEC Montreal
   Presented by: Cedric Okou, HEC Montreal
 

A Stochastic Discount Factor Approach to Asset Pricing using Panel Data Asymptotics
By Fabio Araujo; Princeton University
João Victor Issler; Getulio Vargas Foundation
   Presented by: Joao Issler, Getulio Vargas Foundation
 

Bubbles and Investment Horizons
By Nadja Guenster; Maastricht University
Erik Kole; Erasmus University Rotterdam
   Presented by: Erik Kole, Erasmus University Rotterdam

Session : F3: Solving DSGE Models

Session Chair: Michel Juillard, Banque de France
Date: June 30, 2011
Time: 14:30 - 16:10
Location: Columbus III
 

Accelerating Linear Rational Expectations Model Estimation by Strategically Augmenting Symbolic Algebra Calculations with Numerical Approximation Methods
By Gary S. Anderson; Federal Reserve Board
   Presented by: Gary Anderson, Board of Governors, Federal Reserve
 

Solving the New Keynesian Model in Continuous Time
By Jesús Fernández-Villaverde; University of Pennsylvania, NBER, CEPR, and FEDEA
Olaf Posch; Aarhus University and CREATES
Juan F. Rubio-Ramírez; Duke University, FRB Atlanta, and FEDEA
   Presented by: Olaf Posch, Aarhus University
 

Nonlinear and Stable Perturbation-based Approximations
By Joris de Wind; University of Amsterdam and De Nederlandsche Bank
Wouter J. den Haan; University of Amsterdam and CEPR
   Presented by: Joris de Wind, University of Amsterdam
 

Risky Equilibrium and Portfolio Problems
By Michel Juillard; Bank of France
   Presented by: Michel Juillard, Banque de France

Session : F1: Equilibrium Fluctuations

Session Chair: Katsuyuki Shibayama, University of Kent
Date: June 30, 2011
Time: 14:30 - 16:10
Location: Columbus I
 

Quarterly Fiscal Policy in a Multiplier-Accelerator Model
By David A. Kendrick; The University of Texas
George Shoukry; The University of Texas
   Presented by: David Kendrick, University of Texas
 

Endogenous Income Taxes and Indeterminacy in Dynamic Models
By Yan Chen; Arizona State University
Yan Zhang; Shanghai Jiao Tong University
   Presented by: Yan Zhang, Shanghai Jiaotong University
 

Lumpy Investment in Sticky Information General Equilibrium
By Fabio Verona; University of Porto
   Presented by: Fabio Verona, Universidade do Porto, Faculdade de Economia and CEF.UP
 

Inventories and the Stockout Constraint in General Equilibrium
By Katsuyuki Shibayama; University of Kent
Jagjit S. Chadha; University of Kent and University of Cambridge
   Presented by: Katsuyuki Shibayama, University of Kent

Session : F8: Financial Frictions and Unconventional Monetary Policy

Session Chair: Christiane Baumeister, Bank of Canada
Date: June 30, 2011
Time: 14:30 - 16:10
Location: Montgomery
 

Financial Crises, Unconventional Monetary Policy Exit Strategies, and Agents' Expectations
By Andrew Foerster; Duke University
   Presented by: Andrew Foerster, Duke University
 

Optimal Monetary Policy Rules, Financial Amplification, and Uncertain Business Cycles
[slides]
By Salih Fendoglu; University of Maryland
   Presented by: Salih Fendoglu, University of Maryland College Park
 

Rare Shocks, Great Recessions
By Vasco Curdia; Federal Reserve Bank of New York
Marco Del Negro; Federal Reserve Bank of New York
Daniel Greenwald; New York University
   Presented by: Vasco Curdia, Federal Reserve Bank of New York
 

Unconventional Monetary Policy and the Great Recession
By Christiane Baumeister; Bank of Canada
Luca Benati; Banque de France
   Presented by: Christiane Baumeister, Bank of Canada

Session : F2: Debt and Defaults

Session Chair: Frederic Boissay, European Central Bank
Date: June 30, 2011
Time: 14:30 - 16:10
Location: Columbus II
 

Sovereign Defaults and Banking Crises
By Cesar Sosa-Padilla; University of Maryland
   Presented by: Cesar Sosa Padilla, University of Maryland
 

Financial Intermediaries, Leverage Ratios and Business Cycles
By Yasin Mimir; University of Maryland
   Presented by: Yasin Mimir, University of Maryland College Park
 

Optimal Investment Timing Under Debt Financing Capacity Constraint
By Takashi Shibata; Tokyo Metropolitan University
Michi Nishihara; Osaka University
   Presented by: Takashi Shibata, Tokyo Metropolitan University
 

Financial Imbalances and Financial Fragility
By Frederic Boissay; European Central Bank
   Presented by: Frederic Boissay, European Central Bank

Session : F4: Agent-Based Models: Expectations and Fluctuations

Session Chair: Tiziana Assenza, Catholic University of Milan
Date: June 30, 2011
Time: 14:30 - 16:10
Location: Mason I
 

Heterogeneous Banks and Technical Change in an Evolutionary Model of Endogenous Growth and Fluctuations
By Giovanni Dosi; Sant'Anna School of Advanced Studies
Giorgio Fagiolo; Sant'Anna School of Advanced Studies
Mauro Napoletano; OFCE
Andrea Roventini; University of Verona
Tania Treibich; Sant'Anna School of Advanced Studies and University of Nice
   Presented by: Tania Treibich, Scuola Superiore Sant'Anna
 

An Agent-Based Model of the Interaction between the Housing and RMBS Markets
By Jon Goldstein; George Mason University
   Presented by: Jon Goldstein, George Mason University
 

Endogenous Allocation Frequency in an Artificial Market
By Travis Box; University of Arizona
   Presented by: Travis Box, University of Arizona
 

Individual Expectations and Aggregate Macro Behavior
By Tiziana Assenza; Catholic University of Milan and University of Amsterdam
Peter Heemeijer; Dutch Central Bank
Cars Hommes; University of Amsterdam
Domenico Massaro, University of Amsterdam
   Presented by: Tiziana Assenza, Catholic University of Milan

Session : F5: International Economics

Session Chair: Aaron Smallwood, University of Texas-Arlington
Date: June 30, 2011
Time: 14:30 - 16:10
Location: Mason II
 

A Chronology of International Business Cycles Through Non-parametric Decoding
By Hsieh Fushing; U.C. Davis
Shu-Chun Chen; Academia Sinica
Travis J. Berge; U.C. Davis
Oscar Jorda; U.C. Davis
   Presented by: Oscar Jorda, U.C. Davis
 

An Endogenous Clustered Factor Approach to International Business Cycles
By Neville Francis; University of North Carolina, Chapel Hill
Michael Owyang; Federal Reserve Bank of St. Louis
Ozge Savascin; University of North Carolina, Chapel Hill
   Presented by: Michael Owyang, Federal Reserve Bank of St Louis
 

Extremal Dependence in International Output Growth: Tales from the Tails
By Miguel de Carvalho; Swiss Federal Institute of Technology
António Rua; Banco de Portugal
   Presented by: Antonio Rua, Economics Research Department
 

Modelling the Effects of Real Exchange Rate Uncertainty: A Multivariate GARCH-M Approach
By Kevin B Grier; University of Oklahoma
Aaron D Smallwood; University of Texas-Arlington
   Presented by: Aaron Smallwood, University of Texas-Arlington

Session : F6: Topics in Macro Modeling

Session Chair: Steven Cassou, Kansas State University
Date: June 30, 2011
Time: 14:30 - 16:10
Location: Jackson
 

Strategic Default
By Antonio Mele; Oxford University and Nuffield College
   Presented by: Antonio Mele, University of Oxford and Nuffield College
 

Random Dynamical Systems and Markov Switching
By David R. Stockman; University of Delaware
   Presented by: David Stockman, University of Delaware
 

Policy effects of the elasticity of substitution between skilled and unskilled labor in life cycle models
By Steven Peter Cassou; Kansas State University
Arantza Gorostiaga; Universidad del País Vasco
Iker Uribe Zubiaga; Universidad del País Vasco
   Presented by: Steven Cassou, Kansas State University

Session : F7: Inequality and the Macroeconomy

Session Chair: Agnieszka Markiewicz, Erasmus University Rotterdam
Date: June 30, 2011
Time: 14:30 - 16:10
Location: Sansome
 

On the Allocative and Welfare Effects of Quasi-Geometric Discounting
[slides]
By Sarah Salvador Daway; University of California Riverside
   Presented by: Sarah Lynne Daway, University of California Riverside
 

Inequality, Leverage and Crises
By Michael Kumhof; International Monetary Fund
Romain Ranciere; International Monetary Fund and Paris School of Economics
   Presented by: Michael Kumhof, International Monetary Fund
 

Technology Diffusion, Expectations. and the Welfare Cost of Rising Inequality
By Kevin Lansing; Federal Reserve Bank of San Francisco
Agnieszka Markiewicz; Erasmus University Rotterdam
   Presented by: Agnieszka Markiewicz, Erasmus University Rotterdam

Session : G3: Strategic Pricing

Session Chair: Jiawei Chen, University of California, Irvine
Date: July 1, 2011
Time: 9:00 - 10:40
Location: Columbus III
 

Sustainable Pricing in a Durable Goods Monopoly
By Takeki Sunakawa; The Ohio State University
   Presented by: Takeki Sunakawa, Ohio State University and Bank of Japan
 

Incomplete Pass-Through in a Model of Retailers - Wholesalers Relationships
By Mirko Abbritti; Universidad de Navarra
   Presented by: Mirko Abbritti, Universidad de Navarra
 

The Invisible Handshake and Price Stickiness: Evidence from Customer-level Scanner Data
By Benjamin Verhelst; Ghent University
Dirk Van den Poel; Ghent University
   Presented by: Benjamin Verhelst, Ghent University
 

How do Switching Costs Affect Market Concentration and Prices in Network Industries?
By Jiawei Chen; University of California, Irvine
   Presented by: Jiawei Chen, University of California, Irvine

Session : G4: Multicountry Models

Session Chair: Pascal Jacquinot, European Central Bank
Date: July 1, 2011
Time: 9:00 - 10:40
Location: Mason I
 

Analysing the Drivers of Current Account Imbalances
By Marco Ratto; European Commission, Joint Research Centre
Werner Roeger; European Commission, DG ECFIN
   Presented by: Marco Ratto, European Commission - JRC
 

The Global Projection Model for 6 Regions
By Roberto Garcia-Saltos; International Monetary Fund
Ioan Carabenciov; International Monetary Fund
Charles Freedman; Carleton University
Ondrej Kamenik; International Monetary Fund
Douglas Laxton; International Monetary Fund
Petar Manchev; International Monetary Fund
   Presented by: Roberto Garcia-Saltos, IMF
 

Assessing the Effects of Fiscal Policy in Japan with Estimated and Calibrated DSGE Models
By Takuji Fueki; Bank of Japan
Ichiro Fukunaga; Bank of Japan
Masashi Saito; Bank of Japan
   Presented by: Masashi Saito, Bank of Japan
 

Global Policy at the Zero Lower Bound in a Large-scale DSGE Model
By Sandra Gomes; Bank of Portugal
Pascal Jacquinot; European Central Bank
Ricardo Mestre; European Central Bank
Joao Sousa; Bank of Portugal
   Presented by: Pascal Jacquinot, European Central Bank

Session : G5: Macroeconomy and Finance

Session Chair: Jae Sim, Federal Reserve Board
Date: July 1, 2011
Time: 9:00 - 10:40
Location: Mason II
 

Debt Overhang in a Business Cycle Model
By Filippo Occhino; Federal Reserve Bank of Cleveland
Andrea Pescatori; International Monetary Fund
   Presented by: Filippo Occhino, Federal Reserve Bank of Cleveland
 

Stock-out Avoidance as a Bank Motive for Holding Liquidity Reserves
By Jochen H. F. Guentner; University of Michigan and University of Magdeburg
   Presented by: Jochen Guentner, University of Michigan, Ann Arbor
 

Countercyclical Loan-to-value Ratios and Monetary Policy
By Ian Christensen; Bank of Canada
Cesaire Meh; Bank of Canada
   Presented by: Ian Christensen, Bank of Canada
 

Financial Capital and the Macroeconomy
By Michael T. Kiley; Federal Reserve Board
Jae Sim; Federal Reserve Board
   Presented by: Jae Sim, Federal Reserve Board

Session : G6: Default Risk and Credit Spreads

Session Chair: James Ramsey, New York University
Date: July 1, 2011
Time: 9:00 - 10:40
Location: Jackson
 

Exploring the Sources of Default Clustering
By Shahriar Azizpour; Credit Suisse
Kay Giesecke; Stanford University
Gustavo Schwenkler; Stanford University
   Presented by: Gustavo Schwenkler, Stanford University
 

A New Model-based Approach to Measuring Time-varying Financial Market Integration
By Tino Berger; University of Muenster
Lorenzo Pozzi; Erasmus University Rotterdam
   Presented by: Tino Berger, Westfaelische Wilhelms-Universitaet Muen
 

Forecasting Output Using Interest Rate Spreads: A Wavelet Decomposition Analysis
By Marco Gallegati; Politechnic University of Marche
Willi Semmler; New School University
James B. Ramsey; New York University
   Presented by: James Ramsey, New York University

Session : G7: Learning in Game Theory

Session Chair: Nicolaas Vriend, Queen Mary, University of London
Date: July 1, 2011
Time: 9:00 - 10:40
Location: Sansome
 

Agent-based Modeling and the Extensive Form
By Christopher S. Ruebeck; Lafayette College
   Presented by: Christopher Ruebeck, Lafayette College
 

Social Norm, Costly Punishment and the Evolution to Cooperation
By Tongkui Yu; Beijing Normal University
Shu-Heng Chen; National Chengchi University
Honggang Li; Beijing Normal University
   Presented by: Shu-Heng Chen, National Chengchi University
 

Learning to Categorize and Coordinate
By Vessela Daskalova; Queen Mary, University of London
   Presented by: Vessela Daskalova, Queen Mary, University of London
 

Learning To Use Non-equilibrium Focal Points as Coordination Devices
By Nicolaas J. Vriend;
Queen Mary, University of London
   Presented by: Nicolaas Vriend, Queen Mary, University of London

Session : G9: Advances in Volatility Modeling

Session Chair: Carl Chiarella, University of Technology Sydney
Date: July 1, 2011
Time: 9:00 - 10:40
Location: Washington
 

Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails
By Xin Zhang; VU University Amsterdam
Drew Creal; University of Chicago
Siem Jan Koopman; VU University Amsterdam
Andre Lucas; VU University Amsterdam
   Presented by: Xin Zhang, VU University Amsterdam
 

Inferring Market Volatility from a Cross-Section of Returns.
By Serguey Khovansky; Clark University
Oleksandr Zhylyevskyy; Iowa State University
   Presented by: Serguey Khovansky, Clark University
 

Particle Filters for Markov Switching Stochastic Volatility Models
By Yun Bao; University of Technology, Sydney
Carl Chiarella; University of Technology, Sydney
Boda Kang; University of Technology, Sydney
   Presented by: Carl Chiarella, University of Technology Sydney

Session : G8: Empirical Term Structure Modelling

Session Chair: Peter Hördahl, Bank for International Settlements
Date: July 1, 2011
Time: 9:00 - 10:40
Location: Montgomery
 

Quantitative Easing and Bond Yields: Results from a Macro-Finance Yield Curve
By Jagjit S. Chadha; University of Kent
Alex Waters; University of Kent
   Presented by: Alex Waters, University of Kent
 

Estimating Real U.S. Term Structure and Unanticipated Interest Rate Changes
[slides]
By Feng Guo; The Ohio State University
J. Huston McCulloch; The Ohio State University
   Presented by: Feng Guo, The Ohio State University
 

Unbiased Estimation of Dynamic Term Structure Models
By Michael Bauer; Federal Reserve Bank of San Francisco
Glenn Rudebusch; Federal Reserve Bank of San Francisco
Jing Wu; University of California, San Diego
   Presented by: Michael Bauer, Federal Reserve Bank of San Francisco
 

The Term Structure of Euro Area Sovereign Bond Yields
By Peter Hördahl; Bank for International Settlements
Oreste Tristani; European Central Bank
   Presented by: Peter Hördahl, Bank for International Settlements

Session : H1: Fiscal Policy

Session Chair: Keith Kuester, Federal Reserve Bank of Philadelphia
Date: July 1, 2011
Time: 11:00 - 12:40
Location: Columbus I
 

A fiscal stimulus and jobless recovery
By Cristiano Cantore; University of Surrey
Paul Levine; University of Surrey
Giovanni Melina; University of Surrey and Birkbeck, University of London
   Presented by: Giovanni Melina, University of Surrey
 

Optimal Government Spending at the Zero Bound: Nonlinear and Non-Ricardian Analysis
By Taisuke Nakata; New York University
   Presented by: Taisuke Nakata, New York University
 

Fiscal Developments and Financial Stress: A Threshold VAR Analysis
By Antonio Afonso; European Central Bank
Jaromir Baxa; Charles University in Prague
Michal Slavik; European Central Bank
   Presented by: Jaromir Baxa, Institute of Information Theory and Automation AS CR
 

Timing Fiscal Retrenchment in the Wake of Deep Recessions
By Giancarlo Corsetti; EUI
Keith Kuester, Federal Reserve Bank of Philadelphia
Andre Meier; International Monetary Fund
Gernot J. Mueller; University of Bonn
   Presented by: Keith Kuester, Federal Reserve Bank of Philadelphia

Session : H3: Learning and Macroeconomics

Session Chair: Cars Hommes, University of Amsterdam
Date: July 1, 2011
Time: 11:00 - 12:40
Location: Columbus III
 

Economic Stability and the Responsiveness of Inflation Expectations
By Krisztina Molnar; Norwegian School of Economics and Business Administration
Zoltan Reppa; National Bank of Hungary
   Presented by: Zoltan Reppa, Magyar Nemzeti Bank
 

Commitment and Optimal Monetary Policy When Agents Are Learning
By Antonio Mele; University of Oxford
Krisztina Molnar; Norwegian School of Economics and Business Administration
Sergio Santoro; Bank of Italy
   Presented by: Krisztina Molnar, Norwegian School of Economics and Busine
 

Does Ricardian Equivalence Hold When Expectations are Not Rational?
By George W. Evans; University of Oregon
Seppo Honkapohja; Bank of Finland
Kaushik Mitra; University of St Andrews
   Presented by: Seppo Honkapohja, Bank of Finland
 

Learning and Misspecification: A Behavioral Explanation of Excess Volatility in Stock Prices and High Persistence in Inflation
By Cars Hommes; University of Amsterdam
Mei Zhu; University of Amsterdam
   Presented by: Cars Hommes, University of Amsterdam

Session : H4: Sources of Business Cycle Fluctuations

Session Chair: Zheng Liu, Federal Reserve Bank of San Francisco
Date: July 1, 2011
Time: 11:00 - 12:40
Location: Mason I
 

Quantify the Effect of UI Benefits on the Unemployment Rate Using a Matching Model with Financial Shocks
By Lei Fang; Federal Reserve Bank of Atlanta
Jun Nie; Federal Reserve Bank of Kansas City
   Presented by: Jun Nie, Federal Reserve Bank of Kansas City
 

New Perspectives on Depreciation Shocks as a Source of Business Cycle Fluctuations
By Francesco Furlanetto; Norges Bank
Martin Seneca; Norges Bank
   Presented by: Martin Seneca, Norges Bank
 

Sources of Macroeconomic Fluctuations: A Regime-Switching DSGE Approach
By Zheng Liu; Federal Reserve Bank of San Francisco
Dan Waggoner; Federal Reserve Bank of Atlanta
Tao Zha; Federal Reserve Bank of Atlanta and Emory University
   Presented by: Zheng Liu, Federal Reserve Bank of San Francisco

Session : H6: Option Pricing

Session Chair: Kristoffer Glover, University of Technology, Sydney
Date: July 1, 2011
Time: 11:00 - 12:40
Location: Jackson
 

Dissecting Option Prices using Closed-Form Series Expansion with an Empirical Study of Variance Risk Premia
By Dacheng Xiu; Princeton University
   Presented by: Dacheng Xiu, Princeton University
 

The Evaluation of American Compound Option Prices Under Stochastic Volatility and Stochastic Interest Rates
By Carl Chiarella; University of Technology Sydney
Boda Kang; University of Technology Sydney
   Presented by: Boda Kang, University of Technology, Sydney
 

Efficient Computation of a General Class of Two-dimensional Optimal Stopping Problems
By Kristoffer J. Glover; University of Technology, Sydney
   Presented by: Kristoffer Glover, University of Technology, Sydney

Session : H7: Asset Pricing

Session Chair: Thomas Cosimano, University of Notre Dame
Date: July 1, 2011
Time: 11:00 - 12:40
Location: Sansome
 

Investing for Excess: Returns-to-Scale and the Equity Premium Puzzle
By Geoffrey Dunbar; Simon Fraser University
   Presented by: Geoffrey Dunbar, Simon Fraser University
 

Ambiguity and Volatility: Asset Prices Implications
By Beatrice Pataracchia; Tilburg University
   Presented by: Beatrice Pataracchia, Tilburg University
 

Consumption Smoothing and Portfolio Rebalancing: the Effects of Adjustment Costs
By Yosef Bonaparte; Claremont McKenna College
Russell Cooper; European University Institute, University of Texas at Austin and NBER
Guozhong Zhu; Peking University
   Presented by: Guozhong Zhu, Peking University
 

An External Habit Model Subject to Long Run Risk in Continuous Time: A Multi-dimensional Asset Pricing Model
By Yu Chen; Idaho State University
Thomas Cosimano; University of Notre Dame
Alex A. Himonas; University of Notre Dame
   Presented by: Thomas Cosimano, University of Notre Dame

Session : H8: Risk and Risk Sharing

Session Chair: Paul Klein, Stockholms universitet
Date: July 1, 2011
Time: 11:00 - 12:40
Location: Montgomery
 

Limited Participation and International Risk-Sharing
By Nicolas Coeurdacier; SciencesPo and CEPR
Tarik Ocaktan; London Business School
Helene Rey; London Business School, CEPR and NBER
   Presented by: Tarik Ocaktan, London Business School and Paris School of Economics
 

Model Uncertainty and Systematic Risk in the US Bank Sector
By Baele Lieven; CentER, Netspar, Tilburg University
De Bruyckere Valerie; Ghent University
De Jonghe Olivier; European Banking Center, Tilburg University
Vander Vennet Rudi; Ghent University
   Presented by: Valerie De Bruyckere, Ghent University
 

Risk Aversion and the Labor Margin in Dynamic Equilibrium Models
By Eric T. Swanson; Federal Reserve Bank of San Francisco
   Presented by: Eric Swanson, Federal Reserve Bank of San Francisco
 

Measuring High-Frequency Income Risk from Low-Frequency Data: Implications for Risk-Sharing
By Paul Klein; University of Southampton
Irina Telyukova; University of California, San Diego
   Presented by: Paul Klein, Stockholms universitet

Session : H5: Global and Sectoral Fluctuations in Inflation

Session Chair: Tatevik Sekhposyan, Bank of Canada
Date: July 1, 2011
Time: 11:00 - 12:40
Location: Mason II
 

A Conditionally Heteroskedastic Global Inflation Model
By Guilherme Moura; UFSC
Leonardo Morales-Arias; CAU and Kiel Institute for the World Eco
   Presented by: Guilherme Moura, UFSC
 

The Role of Oil Prices in the Euro Area Economy Since the 1970s
By Elke Hahn; European Central Bank
Ricardo Mestre; European Central Bank
   Presented by: Elke Hahn, European Central Bank
 

Inflation Co-movements: Do Sector Specific Factors Matter?
By Ozge Savascin; University of North Carolina at Chapel Hill
   Presented by: Ozge Savascin, UNC-CH
 

Stabilization Effects of the Euro Area Monetary Policy
By Michael T. Owyang; Federal Reserve Bank of Saint Louis
Tatevik Sekhposyan; Bank of Canada
   Presented by: Tatevik Sekhposyan, Bank of Canada

Session : I1: Economic Networks

Session Chair: Mario Eboli, Università
Date: July 1, 2011
Time: 14:30 - 16:10
Location: Columbus I
 

The Effect of the Interbank Network Structure on Contagion and Common Shocks
By Co-Pierre Georg; Friedrich-Schiller-University Jena
   Presented by: Co-Pierre Georg, Friedrich-Schiller-Universitaet Jena
 

A Network Analysis of Global Banking: 1978‒2009
By Camelia Minoiu; International Monetary Fund
Javier Reyes; University of Arkansas
   Presented by: Camelia Minoiu, International Monetary Fund
 

Interbank Lending and the Spread of Bank Failures: A Network Model of Systemic Risk
[slides]
By Andreas Krause; University of Bath
Simone Giansante; University of Bath
   Presented by: Simone Giansante, University of Bath
 

The Mechanics of Direct Contagion in Financial Systems: A Flow Network Approach
By Mario Eboli; Università G. d'Annunzio
   Presented by: Mario Eboli, Università

Session : I3: Fiscal Policy Shocks and Their Effects

Session Chair: Jesper Linde, Federal Reserve Board
Date: July 1, 2011
Time: 14:30 - 16:10
Location: Columbus III
 

Identifying the Effects of Government Spending Shocks with and without Expected Reversal: an Approach Based on Real-Time Data*
By Jacopo Cimadomo; European Central Bank
Sebstian Hauptmeier; European Central Bank
Sergio Sola; Graduate Institute of Geneva
   Presented by: Jacopo Cimadomo, European Central Bank
 

Fiscal Uncertainty and Economic Activity
By Jesus Fernandez-Villaverde; University of Pennsylvania
Pablo A. Guerron-Quintana; Federal Reserve Bank of Philadelphia
Keith Kuester; Federal Reserve Bank of Philadelphia
Juan Rubio-Ramirez; Duke University
   Presented by: Pablo Guerron-Quintana, Federal Reserve Bank of Philadelphia
 

Measuring Fiscal Shocks in Structural VARS Using Narrative Data
By Karel Mertens; Cornell University
Morten Ravn;
   Presented by: Karel Mertens, Cornell University
 

Asymmetric Shocks in a Currency Union with Monetary and Fiscal Handcuffs
By Christopher Erceg; Federal Reserve Board
Jesper Linde; Federal Reserve Board
   Presented by: Jesper Linde, Federal Reserve Board

Session : I4: Inflation Targets and the Zero Lower Bound

Session Chair: William Branch, University of California, Irvine
Date: July 1, 2011
Time: 14:30 - 16:10
Location: Mason I
 

Uncertainty and the Zero Lower Bound: A Theoretical Analysis
By Rhys R. Mendes; Bank of Canada
   Presented by: Rhys Mendes, Bank of Canada
 

The Loss from Uncertainty on Policy Targets
By Giorgio Di Giorgio; LUISS Guido Carli
Guido Traficante; Università Europea di Roma and LUISS Guido Carli
   Presented by: Guido Traficante, Università Europea di Roma and LUISS Guido Carli
 

Unstable Inflation Targets
By William A. Branch; University of California, Irvine
   Presented by: William Branch, University of California, Irvine

Session : I6: Experimental Markets

Session Chair: David Goldbaum, University of Technology Sydney
Date: July 1, 2011
Time: 14:30 - 16:10
Location: Jackson
 

Behavioral Biases and Accuracy of Prediction Markets in Selection of R&D Projects - An Experiment
By Momo Deretic; University of British Columbia
   Presented by: Momo Deretic, UBC Sauder school of business
 

Individual Expectations, Limited Rationality and Aggregate Outcomes
By Te Bao; CeNDEF, University of Amsterdam
Cars Hommes; CeNDEF, University of Amsterdam
Joep Sonnemans; CREED, University of Amsterdam
Jan Tuinstra; CeNDEF, University of Amsterdam
   Presented by: Te Bao, CeNDEF
 

Frictions, Persistence, and Central Bank Policy in an Experimental Dynamic Stochastic General Equilibrium Economy
By Charles N. Noussair; Tilburg University
Damjan Pfajfar; Tilburg University
Janos Zsiros; Cornell University
   Presented by: Damjan Pfajfar, CentER, EBC, University of Tilburg
 

Experiments on the Emergence of Social Order
By David Goldbaum; University of Technology Sydney
AJ Bostian; University of Virginia
   Presented by: David Goldbaum, University of Technology Sydney

Session : I7: Advances in Modeling Asset Price Movements

Session Chair: Xue-Zhong He, University of Technology Sydney
Date: July 1, 2011
Time: 14:30 - 16:10
Location: Sansome
 

A Multivariate GARCH Model to Testing Currency Risk Premium
By Dandan Li; University of Bath
Bruce Morley; University of Bath
Atanu Ghoshray; University of Bath
   Presented by: Dandan Li, University of Bath
 

Finite-sample Bootstrap Inference in GARCH Models with Heavy-tailed Innovations
By Richard Luger; Georgia State University
   Presented by: Richard Luger, Georgia State University
 

Macroeconomic News and Italian Equity Market
[slides]
By Rosangela Mastronardi; The Sagres Group - Lugano
Michele Patané; Università di Siena
Marco Tucci; Univ. di Siena
   Presented by: Rosangela Mastronardi, The Sagres Group - Lugano
 

Contrarian, Momentum, and Market Stability
By Xue-Zhong (Tony) He; University of Technology, Sydney
Kai Li; University of Technology, Sydney
   Presented by: Xue-Zhong He, University of Technology Sydney

Session : I8: Labor Market Trends and Dynamics

Session Chair: Thomas Lubik, Federal Reserve Bank of Richmond
Date: July 1, 2011
Time: 14:30 - 16:10
Location: Montgomery
 

Trends in Male and Female Market and Home Hours: A Cross-Country Study
By Lei Fang; Federal Reserve Bank of Atlanta
Cara McDaniel; Kenyon College
   Presented by: Lei Fang, Federal Resereve Bank of Atlanta
 

Return to Experience and Initial Wage Level: Do Low Wage Workers Catch Up?
By Kenneth Lykke Sørensen; Aarhus University
Rune Majlund Vejlin; Aarhus University
   Presented by: Kenneth Sørensen, School of Economics and Management
 

Pension Design with a Large Informal Labor Market: Evidence from Chile
By Clement Joubert; UNC Chapel Hill
   Presented by: Clement Joubert, University of North Carolina at Chapel Hill
 

The Shifting and Twisting Beveridge Curve: An Aggregate Perspective
By Thomas A. Lubik; Federal Reserve Bank of Richmond
   Presented by: Thomas Lubik, Federal Reserve Bank of Richmond

Session : I9: Debt, Saving and Economic Decisions

Session Chair: Roc Armenter, Federal Reserve Bank of Philadelphia
Date: July 1, 2011
Time: 14:30 - 16:10
Location: Washington
 

On the Effects of Tax-deferred Saving Accounts
By Anson T. Y. Ho; University of Iowa
   Presented by: Anson Ho, University of Iowa
 

Restoring Accounting Constraints in Time Series for the U.S. National Accounts
By Baoline Chen; Bureau of Economic Analysis
   Presented by: Baoline Chen, Bureau of Economic Analysis
 

The Past and Future of American Thrift: The Role of Wealth and Credit Availability
By Jiri Slacalek; European Central Bank
Martin Sommer; International Monetary Fund
   Presented by: Jiri Slacalek, European Central Bank
 

The Rise of Corporate Savings
By Roc Armenter; FRB Philadelphia
Viktoria Hnatkovska; UBC
   Presented by: Roc Armenter, Federal Reserve Bank of Philadelphia

Session : C1: Banking, Macroeconomic Fluctuations and Policy

Session Chair: Arturo Estrella, Rensselaer Polytechnic Institute
Date: June 29, 2011
Time: 14:30 - 16:10
Location: Columbus I
 

The Lending Channel under Optimal Choice of Monetary Policy
By Jura Kilponen; Bank of Finland
A.K.L. Milne; Cass Business School, City University, London
   Presented by: Alistair Milne, Cass Business School
 

Bank Leverage Regulation and Macroeconomic Dynamics
By Kevin Moran; Universite Laval
Ian Christensen; Bank of Canada
Césaire Meh; Bank of Canada
   Presented by: Kevin Moran, Universite Laval
 

Risky Bank Lending and Optimal Macro-Prudential Regulation
By Jaromir Benes; International Monetary Fund
Michael Kumhof; International Monetary Fund
   Presented by: Jaromir Benes, International Monetary Fund
 

The Credit Channel: Impact and Observability in a New Keynesian Framework
By Arturo Estrella; Rensselaer Polytechnic Institute
   Presented by: Arturo Estrella, Rensselaer Polytechnic Institute

Session : Plenary Lecture: John Taylor, Stanford University

Date: June 29, 2011
Time: 16:30 - 17:45
Location: Grand Ballroom

Session : D9: Modeling Term Spreads and Credit Spreads

Session Chair: Gianni Amisano, Università di Bresica
Date: June 30, 2011
Time: 9:00 - 10:40
Location: Washington
 

Assessing the role of reserve requirements under financial frictions
By Carlos Montoro; Bank for International Settlements
   Presented by: Carlos Montoro, Bank for International Settlements
 

Financial Intermediation, Risk Taking and Monetary Policy
By Simona Cociuba; Federal Reserve Bank of Dallas
Malik Shukayev; Bank of Canada
Alexander Ueberfeldt; Bank of Canada
   Presented by: Malik Shukayev, Bank of Canada
 

News Shocks and the Slope of the Term Structure of Interest Rates
By Andre Kurmann; University Quebec-Montreal
Christopher Otrok; University of Virginia
   Presented by: Christopher Otrok, University of Virginia
 

A Nonlinear DSGE Model for the Term Structure with Regime Shifts
By Gianni Amisano; European Central Bank
Oreste Tristani; European Central Bank
   Presented by: Gianni Amisano, Università di Bresica

Session : D5: Business Cycles and Inflation

Session Chair: Jeremy Piger, University of Oregon
Date: June 30, 2011
Time: 9:00 - 10:40
Location: Mason II
 

What Does Realized Volatility Tell Us About Macroeconomic Fluctuations?
By Marcelle Chauvet; UC Riverside
Zeynep Senyuz; University of New Hampshire
Emre Yoldas; Bentley University
   Presented by: Zeynep Senyuz, University of New Hampshire
 

The Possible Shapes of Recoveries in Markov-Switching Models
By Frédérique Bec; University of Cergy-Pontoise, THEMA, CREST
Othman Bouabdallah; Banque de France-DIACONJ
Laurent Ferrara; Banque de France-SEMSI
   Presented by: Othman Bouabdallah, Banque de France
 

A Likelihood Ratio Test of Stationarity
By James Morley; University of New South Wales
Irina Panovska; Washington University in St. Louis
Tara M. Sinclair; George Washington University
   Presented by: James Morley, University of New South Wales
 

Inflation in the G7: Mind the Gap(s)?
By James Morley; University of New South Wales
Jeremy Piger; University of Oregon
Robert Rasche; Federal Reserve Bank of St. Louis
   Presented by: Jeremy Piger, University of Oregon

Session : D8: Optimal Monetary Policy

Session Chair: Ricardo Nunes, Federal Reserve Board
Date: June 30, 2011
Time: 9:00 - 10:40
Location: Montgomery
 

Optimal Policy When the Inflation Target is not Optimal
By Sergio A Lago Alves; UC Santa Cruz and Central Bank of Brazil
   Presented by: Sergio Lago Alves, UC Santa Cruz / Central Bank of Brazil
 

Policy Trade-offs and International Spillover Effects at the Zero Bound
By Alex Haberis; Bank of England
Anna Lipinska; Bank of England
   Presented by: Alex Haberis, Bank of England
 

The Optimal Inflation Rate under Downward Nominal Wage Rigidity
By Andreas Westermark; Sveriges Riksbank
Mikael Carlsson; Sveriges Riksbank
   Presented by: Andreas Westermark, Sveriges Riksbank
 

Monetary Regime Switches and Unstable Objectives
By Davide Debortoli; UCSD
Ricardo Nunes; Federal Reserve Board
   Presented by: Ricardo Nunes, Federal Reserve Board

Session : E1: Robust Decisionmaking

Session Chair: Konstantinos Angelopoulos, University of Glasgow
Date: June 30, 2011
Time: 11:00 - 12:40
Location: Columbus I
 

Robust Control, Informational Frictions, and International Consumption Correlations
By Yulei Luo; University of Hong Kong
Jun Nie; Federal Reserve Bank of Kansas City
Eric R. Young; University of Virginia
   Presented by: Eric Young, University of Virginia
 

Optimal Fiscal Policy with Robust Control
By Justin C. Svec; College of the Holy Cross
   Presented by: Justin Svec, College of the Holy Cross
 

Robust Control in a Nonlinear DSGE Model
By Rhys Bidder; New York University
Matt Smith; New York University
   Presented by: Rhys Bidder, New York University
 

Fear of Model Misspecification and the Robustness Premium
By Konstantinos Angelopoulos; University of Glasgow
James Malley; University of Glasgow and CESifo
   Presented by: Konstantinos Angelopoulos, University of Glasgow

Session : E9: Commitment vs. Discretion in Monetary Policy

Session Chair: Tatiana Kirsanova, University of Exeter
Date: June 30, 2011
Time: 11:00 - 12:40
Location: Washington
 

Testing for the Degree of Commitment Via Set-identification
By Laura Coroneo; University of Manchester
Valentina Corradi; University of Warwick
Paulo Santos Monteiro; University of Warwick
   Presented by: Laura Coroneo, University of Manchester
 

Price Level Targeting, the Zero Lower Bound on the Nominal Interest Rate and Imperfect Credibility
By Jose Dorich; Bank of Canada
Gino Cateau;
   Presented by: José Dorich, Bank of Canada
 

Imperfect Information, Optimal Monetary Policy and the Informational Consistency Principle
[slides]
By Paul Levine; University of Surrey
Joseph Pearlman; London Metropolitan University
Bo Yang; London Metropolitan University
   Presented by: Paul Levine, University of Surrey
 

Expectation Traps and Policy with Limited Commitment
By Christoph Himmels; University of Exeter
Tatiana Kirsanova; University of Exeter
   Presented by: Tatiana Kirsanova, University of Exeter

Session : F9: Determining the Optimal Inflation Rate

Session Chair: Anton Nakov, Banco de España
Date: June 30, 2011
Time: 14:30 - 16:10
Location: Washington
 

Envy, Guilt, and the Phillips Curve
By Steffen Ahrens; Kiel Institute for the World Economy and Christian-Albrechts-University, Kiel
Dennis J. Snower; Kiel Institute for the World Economy, Christian-Albrechts-University, and CEPR
   Presented by: Steffen Ahrens, Kiel Institute for the World Economy
 

Optimal Inflation and Firms' Productivity Dynamics
By Henning Weber; Kiel Institute for the World Economy
   Presented by: Henning Weber, Kiel Institute for the World Economy
 

Downward Nominal Wage Rigidity and Optimal Inflation
By Gabriel Fagan; European Central Bank
Julian Messina; World Bank
   Presented by: Julian Messina, World Bank
 

Optimal Monetary Policy with State-Dependent Pricing
By Anton Nakov; European Central Bank
Carlos Thomas; Bank of Spain
   Presented by: Anton Nakov, Banco de España

Session : Plenary Lecture: Harald Uhlig, University of Chicago

Date: June 30, 2011
Time: 16:30 - 17:45
Location: Grand Ballroom

Session : G1: Inflation Dynamics and Monetary Policy

Session Chair: Guido Ascari, Universita degli Studi di Pavia
Date: July 1, 2011
Time: 9:00 - 10:40
Location: Columbus I
 

Optimal Disinflation Under Learning
By Timothy Cogley; New York University
Christian Matthes; Universitat Pompeu Fabra and Barcelona GSE
Argia Sbordone; Federal Reserve Bank of New York
   Presented by: Timothy Cogley, New York University
 

The Optimal Inflation Rate in New Keynesian Models
By Olivier Coibion; College of William and Mary
Yuriy Gorodnichenko; UC Berkeley
Johannes Wieland; UC Berkeley
   Presented by: Yuriy Gorodnichenko, UC Berkeley
 

Inventory Investment and the Empirical Phillips Curve
By Tack Yun; Seoul National University
YongSeung Jung; Kyunghee University
   Presented by: Tack Yun, Seoul National University
 

Trend Inflation, Wage Indexation and Determinacy in the U.S.
By Guido Ascari; University of Pavia and IfW
Nicola Branzoli; University of Wisconsin - Madison
Efrem Castelnuovo; University of Padova
   Presented by: Guido Ascari, Universita degli Studi di Pavia

Session : G2: Advances in Computational Time Series Analysis

Session Chair: Riccardo DiCecio, Federal Reserve Bank of St. Louis
Date: July 1, 2011
Time: 9:00 - 10:40
Location: Columbus II
 

Temporal Biases of Random Walk Processes and Implications for Asset Prices
By Yamin Ahmad; University of Wisconsin - Whitewater
Ivan Paya; Lancaster University
   Presented by: Yamin Ahmad, University of Wisconsin - Whitewater
 

How Much Do Expected Returns and Expected Dividend Growth Contribute To Movements in Stock Returns? Issues of Weak Identification Make Existing Estimates Unreliable
By Jun Ma; University of Alabama-Tuscaloosa
Mark E. Wohar; University of Nebraska at Omaha
   Presented by: Mark Wohar, University of Nebraska-Omaha
 

The Changing Transmission Mechanism of U.S. Monetary Policy
By Norhana Endut; Central Bank of Malaysia
James Morley; University of New South Wales
Pao-Lin Tien; Wesleyan University
   Presented by: Pao-Lin Tien, Wesleyan University
 

Identifying Technology Shocks in the Frequency Domain
By Riccardo DiCecio; Federal Reserve Bank of St. Louis
Michale Owyang; Federal Reserve Bank of St. Louis
   Presented by: Riccardo DiCecio, Federal Reserve Bank of St. Louis

Session : H2: Topics in Open-Economy Macroeconomics

Session Chair: Kenneth Kasa, Simon Fraser University
Date: July 1, 2011
Time: 11:00 - 12:40
Location: Columbus II
 

Trilemma Stability in Poor and Lower Middle Income Countries
By Graham Bird; University of Surrey
Alex Mandilaras; University of Surrey
Helen Popper; Santa Clara University
   Presented by: Helen Popper, Santa Clara University
 

Electoral Systems and the Protection of Critical Goods
By Carolyn L. Evans; Santa Clara University
Nicholas Obradovich; UC San Diego
   Presented by: Carolyn Evans, Santa Clara University
 

Exchange Rate Manipulation and Constructive Ambiguity: The Meaning of Transparency
By Ricardo Fernholz; University of California, Berkeley
   Presented by: Ricardo Fernholz, UC Berkeley

Session : H9: Monetary Policy and the Zero Lower Bound

Session Chair: Jean-Philippe Laforte, Federal Reserve System
Date: July 1, 2011
Time: 11:00 - 12:40
Location: Washington
 

Output Gaps and Monetary Policy at Low Interest Rates
By Roberto M. Billi; FRB Kansas City
   Presented by: Roberto Billi, Federal Reserve Bank of Kansas City
 

The Zero Lower Bound and the Dual Mandate
By William T. Gavin; Federal Reserve Bank of St. Louis
Benjamin D. Keen; University of Oklahoma
   Presented by: William Gavin, Federal Reserve Bank of St. louis
 

Credit Risk and the Zero-Interest Rate Bound
By Fiorella De Fiore; European Central Bank
Oreste Tristani; European Central Bank
   Presented by: Oreste Tristani, ECB
 

Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events?
By Hess Chung; Federal Reserve Board
Jean-Philippe Laforte; Federal Reserve Board
David Reifschneider; Federal Reserve Board
John C. Williams; Federal Reserve Bank of San Francisco
   Presented by: Jean-Philippe Laforte, Federal Reserve System

Session : I2: Individual Evolutionary Learning

Session Chair: Jasmina Arifovic, Simon Fraser University
Date: July 1, 2011
Time: 14:30 - 16:10
Location: Columbus II
 

The Role of Information in a Continuous Double Auction: Individual Evolutionary Learning and Experiments
By Mikhail Anufriev; University of Amsterdam
Jasmina Arifovic; Simon Friser University
John Ledyard; California Institute of Technology
Valentyn Panchenko; University of New South Wales
   Presented by: Valentyn Panchenko, UNSW
 

Individual Learning in Principal-Agent Models
By Jasmina Arifovic; Simon Fraser University
Alexander Karaivanov; Simon Fraser University
   Presented by: Alexander Karaivanov, Simon Fraser University
 

Individual Evolutionary Learning in New-Keynesian Model
By Olena Kostyshyna; Portland State University
   Presented by: Olena Kostyshyna, Portland State University
 

Learning in a Repeated Battle of Sexes Game
By Jasmina Arifovic; Simon Fraser University
John Ledyard; California Institute of Technology
Lilong Shi; California Institute of Technology
   Presented by: Jasmina Arifovic, Simon Fraser University

Session : I5: Computation

Session Chair: Lilia Maliar, Stanford University
Date: July 1, 2011
Time: 14:30 - 16:10
Location: Mason II
 

Using Economic Theory to Guide Numerical Analysis: Solving for Equilibria in Models of Asymmetric First-Price Auctions
By Timothy P. Hubbard; Texas Tech University
Rene Kirkegaard; University of Guelph
Harry J. Paarsch; University of Melbourne
   Presented by: Harry Paarsch, University of Melbourne
 

Fitted Value Function Iteration with Probability One Contractions
By John Stachurski; Australian National University
Jeno Pal; Central European University
   Presented by: John Stachurski, Research School of Economics
 

Exact Sampling of Jump-Diffusions
By Kay Giesecke; Stanford University
Dmitry Smelov; Stanford University
   Presented by: Dmitry Smelov, Stanford University
 

Numerically Stable and Accurate Stochastic Simulation Approaches for Solving Dynamic Economic Models
By Kenneth Judd; Hoover Institution at Stanford University and NBER
Lilia Maliar; Hoover Institution at Stanford University and University of Alicante
Serguei Maliar; Hoover Institution at Stanford University and University of Alicante
   Presented by: Lilia Maliar, Stanford University

Session : Plenary Lecture: Roger Farmer, UCLA

Date: July 1, 2011
Time: 16:30 - 17:45
Location: Grand Ballroom
 

85 sessions, 315 papers, and 0 presentations with no associated papers
 
Index of Participants

Legend: C=chair, P=Presenter, D=Disscussant
#ParticipantRoles in Conference
1Aastveit, Knut AreP33
2Abbritti, MirkoP49
3Adjemian, StéphaneP6, C6
4Ahmad, YaminP80
5Ahrens, SteffenP77
6Amisano, GianniP72, C72
7Anderson, GaryP41
8Angelopoulos, KonstantinosP75, C75
9Anufriev, MikhailP15, C15
10Aoki, KosukeP10
11Arifovic, JasminaP83, C83
12Arikan, AliP27
13Armenter, RocP69, C69
14Ascari, GuidoP79, C79
15Assenza, TizianaP45, C45
16Azzini, IvanoP6
17Bao, TeP66
18Bauducco, SofiaP4
19Bauer, MichaelP55
20Baumeister, ChristianeP43, C43
21Baxa, JaromirP56
22Benes, JaromirP70
23Benkhodja, MohamedP28
24Berger, TinoP52
25Bidder, RhysP75
26Billi, RobertoP82
27Boissay, FredericP44, C44
28Bouabdallah, OthmanP73
29Bovi, MaurizioP39
30Box, TravisP45
31Branch, WilliamP65, C65
32Brave, ScottP27, C27
33Buchmann, MarcoP9
34Bundick, BrentP7
35Caggiano, GiovanniP1
36Campolmi, AlessiaP11
37Cassou, StevenP47, C47
38Chen, Shu-HengP53
39Chen, BaolineP69
40Chen, DaphneP5
41Chen, QianyingP11
42Chen, JiaweiP49, C49
43Cheng, Shih-FenP13, C13
44Cheremukhin, AntonP32, C32
45Chiarella, CarlP54, C54
46Christensen, IanP51
47Christoffel, KaiP4, C4
48Cimadomo, JacopoP64
49Cogley, TimothyP79
50Colciago, AndreaP34
51Corneli, FlaviaP2
52Coroneo, LauraP76
53Cosimano, ThomasP60, C60
54Croushore, DeanP9, C9
55Curdia, VascoP43
56d'Agostino, AntonelloP9
57Damjanovic, TatianaP29, C29
58Daskalova, VesselaP53
59Daway, Sarah LynneP48
60de Blas, BeatrizP20
61De Bruyckere, ValerieP61
62de Wind, JorisP41
63De-Antonio-Liedo, DavidP30, C30
64Debortoli, DavideP6
65Dedola, LucaP20, C20
66Demirel, UfukP16
67Deretic, MomoP66
68Dey, JayaP33
69DiCecio, RiccardoP80, C80
70Dorich, JoséP76
71Dunbar, GeoffreyP60
72Eberhard, JuanP5
73Eboli, MarioP63, C63
74Eickmeier, SandraP2
75Ellison, MartinP17, C17
76Estrella, ArturoP70, C70
77Evans, CarolynP81
78Evans, RichardP21
79Faccini, RenatoP22
80Fadinger, HaraldP20
81Fang, LeiP68
82Feigenbaum, JamesP18, C18
83Fella, GiulioP14
84Fendoglu, SalihP43
85Feng, ZhigangP14
86Fernholz, RicardoP81
87Ferrero, GiuseppeP19
88Ferroni, FilippoP34
89Fiedler, AngelaP5
90Foerster, AndrewP43
91Forlati, ChiaraP29
92Fuentes-Albero, CristinaP37
93Furlanetto, FrancescoP34
94Garcia-Saltos, RobertoP50
95Gargano, AntonioP38
96Gavin, WilliamP82
97Georg, Co-PierreP63
98Giansante, SimoneP63
99Glover, KristofferP59, C59
100Gnocchi, StefanoP22
101Goldbaum, DavidP66, C66
102Goldstein, JonP45
103Gomes, SandraP7, C7
104Gorodnichenko, YuriyP79
105Grill, MichaelP10
106Gubler, MatthiasP16
107Guentner, JochenP51
108Guerrero, OmarP24
109Guerron-Quintana, PabloP64
110Gunn, ChristopherP10
111Guo, FengP55
112Gust, ChristopherP12
113Haberis, AlexP74
114Hahn, ElkeP62
115Hammermann, FelixP26
116Harting, PhilippP23
117Hördahl, PeterP55, C55
118He, Xue-ZhongP67, C67
119Hirose, YasuoP26
120Ho, AnsonP69
121Ho, Wai Yip AlexP32
122Hommes, CarsP57, C57
123Honkapohja, SeppoP57
124Hsu, AlexP38
125Huang, MeiChiP40
126Iskrev, NikolayP30
127Issler, JoaoP40
128Jacquinot, PascalP50, C50
129Johri, AlokP7
130Jorda, OscarP46
131Joubert, ClementP68
132Judd, KennethP14, C14
133Juillard, MichelP41, C41
134Juvenal, LucianaP20
135Kang, BodaP59
136Karaivanov, AlexanderP83
137Kasa, KennethC81
138Kendrick, DavidP42
139Khovansky, SergueyP54
140Kim, InsuP22
141Kirsanova, TatianaP76, C76
142Kiseleva, TatianaP31
143Klabunde, AnnaP24
144Klößner, StefanP25, C25
145Klein, PaulP61, C61
146Kliem, MartinP12
147Kole, ErikP40, C40
148Kostyshyna, OlenaP83
149Krawczyk, JacekP28
150Kristoufek, LadislavP13
151Kuester, KeithP56, C56
152Kumhof, MichaelP48
153Kundhi, GubhinderP38, C38
154Laforte, Jean-PhilippeP82, C82
155Lago Alves, SergioP74
156Lama, RuyP28, C28
157Landry, AnthonyP11
158Lanne, MarkkuP17
159Lansing, KevinP12, C12
160LeBaron, BlakeP3
161Lee, TaesukP25
162Leong, Chee KianP36, C36
163Levine, PaulP76
164Li, HuiyuP31, C31
165Li, DandanP67
166Lin, Hwan C.P32
167Linde, JesperC11, P64, C64
168Liu, ZhengP58, C58
169Liu, RuipengP13
170Liu, PhilipP30
171Lubik, ThomasP68, C68
172Luger, RichardP67
173Madeira, JoaoP35
174Maih, JuniorP21, C21
175Makarski, KrzysztofP35
176Maliar, LiliaP84, C84
177Mansury, YuriP24, C24
178Markiewicz, AgnieszkaP48, C48
179Marx, MagaliP35, C35
180Mastronardi, RosangelaP67
181McAdam, PeterP34, C34
182McCulloch, J. HustonP37
183McNelis, PaulP4
184Mele, AntonioP47
185Melina, GiovanniP56
186Mendes, RhysP65
187Mertens, KarelP64
188Mertens, ThomasP6
189Messina, JulianP77
190Milne, AlistairP70
191Mimir, YasinP44
192Minoiu, CameliaP63
193Mochon, AsuncionP8, C8
194Molnar, KrisztinaP57
195Montoro, CarlosP72
196Moran, KevinP70
197Morley, JamesP73
198Moura, GuilhermeP62
199Moyen, StéphaneP4
200Nakata, TaisukeP56
201Nakov, AntonP77, C77
202Naraidoo, RuthiraP19, C19
203Nie, JunP58
204Nishiyama, ShinichiP5, C5
205Nishiyama, Shin-IchiP29
206Nistico, SalvatoreP12
207Nunes, RicardoP74, C74
208Nuno, GaloP3
209Ocaktan, TarikP61
210Occhino, FilippoP51
211Okou, CedricP40
212Onali, EnricoP38
213Onorante, LucaP17
214Otrok, ChristopherP72
215Owyang, MichaelP46
216Paarsch, HarryP84
217Panchenko, ValentynP83
218Panovska, IrinaP16
219Pataracchia, BeatriceP60
220Petrella, IvanP16, C16
221Pfajfar, DamjanP66
222Pierri, DamianP31
223Piger, JeremyP73, C73
224Popper, HelenP81
225Posch, OlafP41
226Pratap, SangeetaP18
227Prieto, EstebanP27
228Ramsey, JamesP52, C52
229Ratto, MarcoP50
230Raviv, EranP25
231Reiter, MichaelP39, C39
232Reppa, ZoltanP57
233Ricottilli, MassimoP32
234Rondina, FrancescaP19
235Ropele, TizianoP17
236Roventini, AndreaP35
237Rua, AntonioP46
238Ruebeck, ChristopherP53
239Saito, MasashiP50
240Sanz-de-Galdeano, AnnaP18
241Savascin, OzgeP62
242Saviotti, Pier-PaoloP23
243Sørensen, KennethP68
244Schönau, FranziskaP36
245Schmidt, TorstenP21
246Schwenkler, GustavoP52
247Sekhposyan, TatevikP62, C62
248Seneca, MartinP58
249Senegas, Marc-AlexandreP36
250Senyuz, ZeynepP73
251Shi, LeiP15
252Shibata, TakashiP44
253Shibayama, KatsuyukiP42, C42
254Shrestha, PrakashP28
255Shukayev, MalikP72
256Sim, JaeP51, C51
257Sinha, ArunimaP3
258Sirbu, Anca IoanaP7
259Slacalek, JiriP69
260Smallwood, AaronP46, C46
261Smelov, DmitryP84
262Somogyi, RobertP36
263Sosa Padilla, CesarP44
264Stachurski, JohnP84
265Stasiukynaite, RasaP15
266Stebunovs, ViktorsP1
267Steiger, ChristinaP23, C23
268Stockman, DavidP47
269Suda, JacekP3, C3
270Sunakawa, TakekiP49
271Svec, JustinP75
272Swanson, EricP61
273Tamirisa, NataliaP27
274Teppa, FedericaP39
275Tetlow, RobertP10, C10
276Theodoridis, KonstantinosP30
277Thoenissen, ChristophP2
278Tien, Pao-LinP80
279Traficante, GuidoP65
280Treibich, TaniaP45
281Trimborn, TimoP31
282Trimbur, ThomasP26, C26
283Tristani, OresteP82
284Uysal, PinarP1, C1
285Vavra, MarianP37
286Vavra, JosephP26
287Vázquez, JesúsP22, C22
288Veiga, HelenaP33, C33
289Verhelst, BenjaminP49
290Vermeulen, PhilipP9
291Verona, FabioP42
292Vigfusson, RobertP11
293Villemot, SebastienP14
294Voudouris, VlasiosP8
295Vriend, NicolaasP53, C53
296Wang, YouguiP13
297Waters, GeorgeP39
298Waters, AlexP55
299Weber, HenningP77
300Westermark, AndreasP74
301Winkler, RolandP29
302Wohar, MarkP80
303Wolters, MaikP21
304Xiu, DachengP59
305Yamamoto, RyuichiP15
306Yoldas, EmreP25
307Young, EricP75
308Yun, TackP79
309Zadrozny, PeterP37, C37
310Zedan, CamilliaP24
311Zeppini, PaoloP23
312Zhang, YanP42
313Zhang, XinP54
314Zhao, HuanP8
315Zhu, GuozhongP60
316Zlate, AndreiP2, C2

 

This program was last updated on 2011-11-30 18:54:12 EDT