Summary of All Sessions |
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Click here for an index of all participants |
85 sessions, 331 papers, and 0 presentations with no associated papers |
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SCE - Computing in Economics and Finance (CEF 2014) |
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Detailed List of Sessions |
| Session ID 7: A1 Empirical Macroeconomics: Open Economy June 22, 2014 9:00 to 10:40 A2-020 |
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| Session Chair: Jacek Krawczyk, Victoria University of Wellington |
| Exchange Rate, Risk Premium and Factors: What Can Term Structure of Interest Rates Tell Us about the Dynamics of the Exchange Rate? |
| By Likun Wang; Goethe University Frankfurt |
| Presented by: Likun Wang, Goethe University Frankfurt |
| An analysis of monetary policy of a small-open economy with a "nuisance" agent |
| By Jacek Krawczyk; Victoria University of Wellington Kunhong Kim; Hallym University |
| Presented by: Jacek Krawczyk, Victoria University of Wellington |
| International portfolio diversification: the role of third-country effects |
| By Maria Gelman; Christian-Albrechts-Universität zu Kiel Stefan Reitz; Kiel Institute for the World Economy |
| Presented by: Maria Gelman, Christian-Albrechts-Universität zu Kiel |
| The Effects of Productivity Gains in Asian Emerging Economies: A Global Vector Autoregressive Framework |
| By Taya Dumrongrittikul; Australian National University Heather Anderson; Monash University Farshid Vahid; Monash University |
| Presented by: Taya Dumrongrittikul, Australian National University |
| Session ID 32: A2 Econometrics I June 22, 2014 9:00 to 10:40 A2-070 |
| Session Chair: Francesco Ravazzolo, Norges Bank |
| Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model |
| By Francesco Ravazzolo; Norges Bank |
| Presented by: Francesco Ravazzolo, Norges Bank |
| Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective. |
| By Mauro Costantini; Brunel University Matteo Fragetta; University of Salerno Giovanni Melina; City University London |
| Presented by: Matteo Fragetta, University of Salerno |
| Regime Switching Model with Autoregressive Endogenous Latent Factor |
| By Yoosoon Chang; Indiana University Yongok Choi; Indiana University Joon Park; Indiana University |
| Presented by: Yoosoon Chang, Indiana University |
| Oil and the great moderation: Switching regimes |
| By Hilde Bjørnland; BI Norwegian Business School Vegard Larsen; BI Norwegian Business School |
| Presented by: Vegard Larsen, BI Norwegian Business School |
| Session ID 47: A3 Labor I June 22, 2014 9:00 to 10:40 A2-090 |
| Session Chair: Michal Horvath, University of Oxford |
| Search and matching in skilled and unskilled labour markets |
| By Konstantinos Angelopoulos; University of Glasgow Wei Jiang; University of Kent James Malley; University of Glasgow and CESifo |
| Presented by: Wei Jiang, University of Kent |
| Countercyclical Unemployment Benefits under Incomplete Markets |
| By Michal Horvath; Department of Economics and Nuffield College Charles Nolan; University of Glasgow |
| Presented by: Michal Horvath, University of Oxford |
| Technology Shocks, Labour Mobility and Aggregate Fluctuations |
| By Daniela Hauser; Bank of Canada |
| Presented by: Daniela Hauser, Bank of Canada |
| Reassessing the rationale for price stability in the presence of matching frictions |
| By Antoine Lepetit; Paris 1 - Paris School of Economics |
| Presented by: Antoine Lepetit, Paris 1 - Paris School of Economics |
| Session ID 49: A4 Monetary Policy June 22, 2014 9:00 to 10:40 A2-010/015 |
| Session Chair: Michael Kiley, Board of Governors of the Federal Reserve System |
| Why Is the Government Spending Multiplier Larger at the Zero Lower Bound? Not (Only) Because of the Zero Lower Bound |
| By Jordan Roulleau-Pasdeloup; CREST |
| Presented by: Jordan Roulleau-Pasdeloup, CREST |
| Monetary and macroprudential policy with multi-period loans |
| By Michał Brzoza-Brzezina; National Bank of Poland Paolo Gelain; Norges Bank Marcin Kolasa; National Bank of Poland |
| Presented by: Marcin Kolasa, National Bank of Poland |
| Optimal Conventional and Unconventional Monetary Policy in A New Keynesian Model with Bond and Credit Market Frictions |
| By Xiaoshan Chen; University of Stirling Jilei Huang; Shandong University Campbell Leith; University of Glasgow |
| Presented by: Jilei Huang, Shandong University |
| Effective Monetary Policy Strategies in the New-Keynesian Model |
| By Hess Chung; Federal Reserve Board of Governors Edward Herbst; Federal Reserve Board Michael Kiley; Board of Governors of the Federal Reserve System |
| Presented by: Michael Kiley, Board of Governors of the Federal Reserve System |
| Session ID 52: A5 Optimal Policy June 22, 2014 9:00 to 10:40 A2-035 |
| Session Chair: Vivien Lewis, Catholic University Leuven |
| Product Diversity, Demand Structures and Optimal Taxation |
| By Vivien Lewis; Catholic University Leuven Roland Winkler; TU Dortmund University |
| Presented by: Roland Winkler, TU Dortmund University |
| Financial Shocks and Optimal Monetary Policy Rules |
| By Fabio Verona; Bank of Finland Manuel M. F. Martins; Universidade do Porto Ines Drumond |
| Presented by: Fabio Verona, Bank of Finland |
| The Implementation of Stabilization Policy |
| By Olivier Loisel; CREST |
| Presented by: Olivier Loisel, CREST |
| Employment, Hours and Optimal Monetary Policy |
| By Maarten Dossche; National Bank Belgium Vivien Lewis; Catholic University Leuven Celine Poilly; University of Lausanne |
| Presented by: Vivien Lewis, Catholic University Leuven |
| Session ID 60: A6 Empirical Finance I June 22, 2014 9:00 to 10:40 A2-045 |
| Session Chair: Blake LeBaron, Brandeis University |
| Optimality of Momentum and Reversal |
| By Xue-Zhong He; University of Technology Sydney Kai Li; University of Technology, Sydney Youwei Li; Queen's University Belfast |
| Presented by: Kai Li, University of Technology, Sydney |
| Stock Listings and Delistings and Average Cross-Sectional Idiosyncratic Stock Volatility |
| By Serguey Khovansky; Northeastern University Oleksandr Zhylyevskyy; Iowa State University |
| Presented by: Serguey Khovansky, Northeastern University |
| Regime Switches in the Risk-Return Trade-Off |
| By Eric Ghysels; UNC Pierre Guerin; Bank of Canada massimiliano marcellino; bocconi university |
| Presented by: Pierre Guerin, Bank of Canada |
| Dynamic Risk Avoidance and the Attraction of Short Memory Volatility Forecasts |
| By Blake LeBaron; Brandeis University |
| Presented by: Blake LeBaron, Brandeis University |
| Session ID 66: A7 Nonlinear Solution Methods June 22, 2014 9:00 to 10:40 A2-075 |
| Session Chair: Michael Reiter, Institute for Advanced Studies |
| Solving OLG Models with Portfolio Choice and Large Shocks |
| By Michael Reiter; Institute for Advanced Studies |
| Presented by: Michael Reiter, Institute for Advanced Studies |
| Computation of portfolio hedging strategies using a reduced Monge-Ampère equation |
| By Alexandre Caboussat; Geneva School of Business Administration |
| Presented by: Alexandre Caboussat, Geneva School of Business Administration |
| Solving the Incomplete Markets Model with Aggregate Uncertainty: The Method of Mixtures |
| By Erick Sager; Bureau of Labor Statistics |
| Presented by: Erick Sager, Bureau of Labor Statistics |
| Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain |
| By Kenneth Judd; Stanford University Lilia Maliar; Stanford University Serguei Maliar; Santa Clara University Rafael Valero; University of Alicante |
| Presented by: Lilia Maliar, Stanford University |
| Session ID 68: A8 Empirical Monetary Economics June 22, 2014 9:00 to 10:40 A2-080 |
| Session Chair: Andrea Stella, Federal Reserve Board |
| Fed Funds Rate Dissent and the Forecast Errors of the FOMC |
| By Guido Schultefrankenfeld; Deutsche Bundesbank |
| Presented by: Guido Schultefrankenfeld, Deutsche Bundesbank |
| Economies of Scope in Price Setting: A Moment Inequalities Estimation |
| By Andrea Stella; Federal Reserve Board |
| Presented by: Andrea Stella, Federal Reserve Board |
| Estimating monetary policy rules when the zero lower bound on nominal interest rates is approached |
| By Konstantin Kiesel; Halle Institute for Economic Research Maik Wolters; Kiel Institute for the World Economy |
| Presented by: Konstantin Kiesel, Halle Institute for Economic Research |
| Estimating US Fiscal and Monetary Interactions: From Volcker Chairmanship to the Great Recession |
| By Eddie Edin Gerba; London School of Economics and Political Science Klemens Hauzenberger; Deutsche Bundesbank |
| Presented by: Eddie Edin Gerba, London School of Economics and Political Science |
| Session ID 78: A9 Agent-based Modeling of Asset Pricing June 22, 2014 9:00 to 10:40 A2-095 |
| Session Chair: Chia-Hsuan Yeh, Yuan Ze University |
| Agent-based modeling of agricultural land rental markets |
| By Marten Graubner; IAMO Halle Alfons Balmann; IAMO |
| Presented by: Marten Graubner, IAMO Halle |
| A Dynamic Exchange Rate Model with Heterogenous Agents |
| By Michele Gori; Università degli Studi di Firenze Giorgio Ricchiuti; Università degli Studi di Firenze |
| Presented by: Giorgio Ricchiuti, Università degli Studi di Firenze |
| Herding, Trend Chasing and Market Volatility |
| By Corrado Di Guilmi; University Technology Sydney Xue-Zhong He; University of Technology Sydney Kai Li; University of Technology, Sydney |
| Presented by: Xue-Zhong He, University of Technology Sydney |
| Traders' intelligence and trading protocols |
| By Chia-Hsuan Yeh; Yuan Ze University Ryuichi Yamamoto; Waseda University Chun-Yi Yang; George Mason University |
| Presented by: Chia-Hsuan Yeh, Yuan Ze University |
| Session ID 56: B1 Trade and Firm Heterogeneity June 22, 2014 11:10 to 12:50 A2-020 |
| Session Chair: Drago Bergholt, BI Norwegian Business School |
| Trade Liberalization and Wage Inequality: New Insights from a Dynamic Trade Model with Heterogeneous Firms and Comparative Advantage |
| By Wolfgang Lechthaler; Kiel Institute for the World Economy Mariya Mileva; Kiel Institute for the World Economy |
| Presented by: Mariya Mileva, Kiel Institute for the World Economy |
| Product Innovation Incentives by an Incumbent Firm: A Dynamic Analysis |
| By Herbert Dawid; University of Bielefeld Michel Keoula; University of Bielefeld Michael Kopel; University of Graz Peter Kort; Tilburg University |
| Presented by: Michel Keoula, University of Bielefeld |
| Imperfect Mobility of Labor across Sectors: A Reappraisal of the Balassa-Samuelson Effect |
| By Olivier Cardi; University Paris 2, ERMES, and Ecole Pol |
| Presented by: Olivier Cardi, University Paris 2, ERMES, and Ecole Pol |
| Foreign Shocks in an Estimated Multi-Sector Model |
| By Drago Bergholt; BI Norwegian Business School |
| Presented by: Drago Bergholt, BI Norwegian Business School |
| Session ID 18: B2 VARs: Methodology June 22, 2014 11:10 to 12:50 A2-070 |
| Session Chair: Willi Semmler, New School for Social Research |
| Sequential Monte Carlo Algorithms for the Estimation of VAR Models |
| By Mark Bognanni; Federal Reserve Bank of Cleveland Edward Herbst; Federal Reserve Board |
| Presented by: Mark Bognanni, Federal Reserve Bank of Cleveland |
| Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information |
| By Christiane Baumeister; Bank of Canada James Hamilton; University of California, San Diego |
| Presented by: Christiane Baumeister, Bank of Canada |
| Noncausal Bayesian Vector Autoregression |
| By Markku Lanne; University of Helsinki Jani Luoto; University of Helsinki |
| Presented by: Markku Lanne, University of Helsinki |
| Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered |
| By Frauke Schleer; ZEW, Mannheim Willi Semmler; New School for Social Research |
| Presented by: Willi Semmler, New School for Social Research |
| Session ID 22: B3 Business Cycle and Global Spillovers June 22, 2014 11:10 to 12:50 A2-010/015 |
| Session Chair: Christopher Otrok, University of Missouri |
| Determinants of Global Spillovers from US Monetary Policy |
| By Georgios Georgiadis; ECB |
| Presented by: Georgios Georgiadis, ECB |
| How do Business Cycles Become Global? Common Shocks or Spillovers? |
| By Thomas Helbling; International Monetary Fund Raju Huidrom; University of Virginia Ayhan Kose; IMF Christopher Otrok; University of Missouri |
| Presented by: Christopher Otrok, University of Missouri |
| Forecasting output and inflation with global components. This time is different |
| By Hilde Bjørnland; BI Norwegian Business School Francesco Ravazzolo; Norges Bank Leif Thorsrud; BI Norwegian Business School |
| Presented by: Leif Thorsrud, BI Norwegian Business School |
| Evidence of increasing integration between international markets – is diversification becoming tougher? |
| By Alexandre Costa; UFSM |
| Presented by: Alexandre Costa, UFSM |
| Session ID 25: B4 Forecasting June 22, 2014 11:10 to 12:50 A2-035 |
| Session Chair: Marco Del Negro, Federal Reserve Bank of New York |
| Term Structure of Inflation Forecast Uncertainties and Skew Normal Distributions |
| By Wojciech Charemza; University of Leicester Carlos Diaz; University of Leicester Svetlana Makarova; University College London |
| Presented by: Svetlana Makarova, University College London |
| Macroeconomic Nowcasting Using Google Probabilities |
| By Gary Koop; University of Strathclyde Luca Onorante; European Central Bank |
| Presented by: Luca Onorante, European Central Bank |
| Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance |
| By Marco Del Negro; Federal Reserve Bank of New York Raiden Hasegawa; FRBNY Frank Schorfheide; University of Pennsylvania |
| Presented by: Marco Del Negro, Federal Reserve Bank of New York |
| Session ID 36: B5 Financial Economics June 22, 2014 11:10 to 12:50 A2-045 |
| Session Chair: Marten Hillebrand, Karlsruhe Institute of Technology |
| Bubbly Markov Equilibria |
| By Marten Hillebrand; Karlsruhe Institute of Technology |
| Presented by: Marten Hillebrand, Karlsruhe Institute of Technology |
| The Equity Premium in a DSGE Model with Limited Asset Market Participation |
| By Lorenzo Menna; University of Milan-Bicocca Patrizio Tirelli; University of Milano-Bicocca |
| Presented by: Lorenzo Menna, University of Milan-Bicocca |
| Sovereign debt issuance and selective default |
| By Kirill Shakhnov; European University Institute |
| Presented by: Kirill Shakhnov, European University Institute |
| Session ID 14: B6 Uncertainty June 22, 2014 11:10 to 12:50 A2-075 |
| Session Chair: Tatevik Sekhposyan, Bank of Canada |
| Understanding Uncertainty Shocks and the Role of Black Swans |
| By Anna Orlik; Federal Reserve Board of Governors Laura Veldkamp; NYU Stern |
| Presented by: Anna Orlik, Federal Reserve Board of Governors |
| Fearing the Worst: The Impact of Time-Varying Uncertainty on Firms' Decisions and the Business Cycle |
| By Federico Ravenna; HEC Montreal Matteo Cacciatore; HEC Montreal |
| Presented by: Federico Ravenna, HEC Montreal |
| Uncertain Times, Hard Times: Volatility Shocks in Recessions and Expansions |
| By Giovanni Caggiano; University of Padua Efrem Castelnuovo; University of Padova and University of Milan Gabriela Nodari; University of Verona |
| Presented by: Giovanni Caggiano, University of Padua |
| Macroeconomic Uncertainty Indices Based on Density Nowcasts and Forecasts |
| By Barbara Rossi; ICREA-UPF, Barcelona GSE and CREI Tatevik Sekhposyan; Bank of Canada |
| Presented by: Tatevik Sekhposyan, Bank of Canada |
| Session ID 39: B7 Credit, Housing and Business Cycles June 22, 2014 11:10 to 12:50 A2-080 |
| Session Chair: Andrea Tambalotti, Federal Reserve Bank of New York |
| Changing Credit Limits, Changing Business Cycles |
| By Henrik Jensen; University of Copenhagen Søren Hove Ravn; University of Copenhagen Emiliano Santoro; University of Copenhagen |
| Presented by: Søren Hove Ravn, University of Copenhagen |
| Macroeconomic Implications of Bank Capital Requirements |
| By Luisa Lambertini; EPFL |
| Presented by: Luisa Lambertini, EPFL |
| Credit Supply and the Housing Boom |
| By Alejandro Justiniano; Federal Reerve Chicago Giorgio Primiceri; Northwestern University Andrea Tambalotti; Federal Reserve Bank of New York |
| Presented by: Andrea Tambalotti, Federal Reserve Bank of New York |
| Leaning Against the Credit Cycle |
| By Paolo Gelain; Norges Bank Kevin Lansing; Federal Reserve Bank of San Francisco Gisle Natvik; Norges Bank |
| Presented by: Gisle Natvik, Norges Bank |
| Session ID 58: B8 Agent-based Finance June 22, 2014 11:10 to 12:50 A2-095 |
| Session Chair: Eva Camacho-Cuena, University Jaume I |
| A medium-scale agent-based financial market model: explaining the dynamics of financial markets |
| By Ivonne Blaurock; University of Bamberg Noemi Schmitt; University of Bamberg Frank Westerhoff; University of Bamberg |
| Presented by: Frank Westerhoff, University of Bamberg |
| A calibration procedure for analyzing stock price dynamics in an Agent-based framework |
| By Gabriele Tedeschi; Universita Politecnica delle Marche |
| Presented by: Gabriele Tedeschi, Universita Politecnica delle Marche |
| The J-Curve and Transaction Taxes: Insights from an Artificial Stock Market |
| By Lina Kalimullina; University of Tuebingen Rainer Schoebel; University of Tuebingen |
| Presented by: Lina Kalimullina, University of Tuebingen |
| The role of public and private information in a laboratoty financial market |
| By Eva Camacho-Cuena; University Jaume I Simone Alfarano; University Jaume I Andrea Morone; Università di Bari |
| Presented by: Eva Camacho-Cuena, University Jaume I |
| Session ID 80: B9 Economic and Social Networks: Formations and Consequences I June 22, 2014 11:10 to 12:50 A2-090 |
| Session Chair: Tomasz Makarewicz, University of Amsterdam |
| Information and Efficiency in Thin Markets over Random Networks |
| By Michiel van de Leur; University of Amsterdam (Universität Bielefeld/Universita ca Foscari Venezia) |
| Presented by: Michiel van de Leur, University of Amsterdam (Universität Bielefeld/Universita ca Foscari Venezia) |
| Network of heterogeneous expectations in an asset pricing market |
| By Tomasz Makarewicz; University of Amsterdam |
| Presented by: Tomasz Makarewicz, University of Amsterdam |
| Ubi minor maior cessat: too interconnected banks fail |
| By Simone Berardi; La Sapienza Universitá di Roma Gabriele Tedeschi; Universita Politecnica delle Marche |
| Presented by: Simone Berardi, La Sapienza Universitá di Roma |
| Elimination of systemic risk in financial networks by means of a systemic risk transaction tax |
| By Sebastian Poledna; Medical University of Vienna Stefan Thurner; Section for Science of Complex Systems Head |
| Presented by: Sebastian Poledna, Medical University of Vienna |
| Session ID 5: C1 The Zero Lower Bound: Theory and Empirics June 22, 2014 16:00 to 17:40 A2-020 |
| Session Chair: Yasuo Hirose, Keio University |
| Forward Guidance Under Uncertainty |
| By Brent Bundick; Boston College |
| Presented by: Brent Bundick, Boston College |
| The Zero Lower Bound: Frequency, Duration, and Numerical Convergence |
| By Alexander Richter; Auburn University Nathaniel Throckmorton; DePauw University |
| Presented by: Nathaniel Throckmorton, DePauw University |
| An Estimated DSGE Model with a Deflation Steady State: An Application to the Japanese Economy |
| By Yasuo Hirose; Keio University |
| Presented by: Yasuo Hirose, Keio University |
| Time Consistency and the Duration of Government Debt: A Signalling Theory of Quantitative Easing |
| By Saroj Bhatarai; Pennsylvania State University Gauti Eggertsson; Brown University Bulat Gafarov; Pennsylvania State University |
| Presented by: Saroj Bhatarai, Pennsylvania State University |
| Session ID 13: C2 Monetary Policy Trade-offs June 22, 2014 16:00 to 17:40 A2-070 |
| Session Chair: Jesper Linde, Federal Reserve Board |
| Forward Guidance and Long Term Interest Rates: Inspecting the Mechanism |
| By Ferre De Graeve; Sveriges Riksbank Pelin Ilbas; National Bank of Belgium Rafael Wouters; Research Department |
| Presented by: Ferre De Graeve, Sveriges Riksbank |
| Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense? |
| By Jesper Linde; Federal Reserve Board |
| Presented by: Jesper Linde, Federal Reserve Board |
| Financial Frictions and Monetary Policy Tradeoffs |
| By Paolo Gelain; Norges Bank |
| Presented by: Paolo Gelain, Norges Bank |
| The Federal Reserve's Framework for Monetary Policy--Recent Changes and New Questions |
| By William English; Federal Reserve Board J. David Lopez-Salido; Federal Reserve Board Robert Tetlow; Federal Reserve Board |
| Presented by: Robert Tetlow, Federal Reserve Board |
| Session ID 26: C3 Empirical Monetary Policy June 22, 2014 16:00 to 17:40 A2-010/015 |
| Session Chair: Irina Panovska, Lehigh University |
| Inflation and the Steeplechase Between Economic Activity Variables |
| By Jaromir Baxa; Institute of Information Theory and Automation AS CR Miroslav Plasil; Czech National Bank Borek Vasicek; Czech National Bank |
| Presented by: Jaromir Baxa, Institute of Information Theory and Automation AS CR |
| Asymmetric Pass-through Behavior over the Business Cycle |
| By Luiggi Donayre; University of Minnesota - Duluth Irina Panovska; Lehigh University |
| Presented by: Irina Panovska, Lehigh University |
| Interest Rates, Money Supply and Unemployment: Theory and VECM Evidence with Markov-Switching |
| By Giulia Ghiani; IMT Institute for Advanced Studies Lucca Max Gillman; University of Missouir, St Louis Michal Kejak; CERGE-EI |
| Presented by: Giulia Ghiani, IMT Institute for Advanced Studies Lucca |
| Inflation Forecasting in a Changing Environment |
| By Guilherme Moura; UFSC Douglas Eduardo Turatti |
| Presented by: Guilherme Moura, UFSC |
| Session ID 27: C4 Instabilities and Conditional Forecasting June 22, 2014 16:00 to 17:40 A2-035 |
| Session Chair: Knut Are Aastveit, Norges Bank |
| Conditional forecasts and scenario analysis with vector autoregressive models for large cross-sections |
| By Marta Banbura; European Central Bank Domenico Giannone; Université Libre de Bruxelles Michele Lenza; European Central Bank |
| Presented by: Marta Banbura, European Central Bank |
| Real-Time Nowcasting Nominal GDP Under Structural Break |
| By William Barnett; University of Kansas Marcelle Chauvet; University of California Riverside Danilo Leiva-Leon; Bank of Canada |
| Presented by: Marcelle Chauvet, University of California Riverside |
| Have Standard VARs Remained Stable Since the Crisis? |
| By Knut Are Aastveit; Norges Bank Andrea Carriero; Queen Mary Univerity of London Todd Clark; Federal Reserve Bank of Cleveland Massimiliano Marcellino; Bocconi University |
| Presented by: Knut Are Aastveit, Norges Bank |
| Evaluating Forecasts from Vector Autoregressions Conditional on Policy Paths |
| By Michael McCracken; Federal Reserve Bank of St Louis |
| Presented by: Michael McCracken, Federal Reserve Bank of St Louis |
| Session ID 31: C5 Energy Economics I June 22, 2014 16:00 to 17:40 A2-045 |
| Session Chair: Hilde Bjørnland, BI Norwegian Business School |
| Commodity prices, fiscal policy design and economic activity |
| By Hilde Bjørnland; BI Norwegian Business School Leif Thorsrud; BI Norwegian Business School |
| Presented by: Hilde Bjørnland, BI Norwegian Business School |
| Why do so many oil exporters peg their currency? Foreign reserves as a de-facto sovereign wealth fund |
| By Frederick van der Ploeg; University of Oxford Samuel Wills; University of Oxford |
| Presented by: Samuel Wills, University of Oxford |
| The impact of commodity price shocks in a major producing economy. The case of copper and Chile |
| By Michael Pedersen; Central Bank of Chile |
| Presented by: Michael Pedersen, Central Bank of Chile |
| Oil prices and the economy: A global perspective |
| By Joaquin Vespignani; University of Tasmania Ronald Ratti; University of Western Sydney |
| Presented by: Joaquin Vespignani, University of Tasmania |
| Session ID 29: C6 Identification of Policy Shocks June 22, 2014 16:10 to 17:40 A2-075 |
| Session Chair: Claudia Foroni, Norges Bank |
| Mixed Frequency Structural VARs |
| By Claudia Foroni; Norges Bank Massimiliano Marcellino; Bocconi University |
| Presented by: Claudia Foroni, Norges Bank |
| Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy |
| By Jacopo Cimadomo; European Central Bank |
| Presented by: Jacopo Cimadomo, European Central Bank |
| Analyzing business and financial cycles using multi-level factor models |
| By Joerg Breitung; University Bonn Sandra Eickmeier; Deutsche Bundesbank |
| Presented by: Sandra Eickmeier, Deutsche Bundesbank |
| Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov-switching Estimation Exploiting Monetary-Fiscal Policy Interdependence |
| By Manuel Gonzalez-Astudillo; Federal Reserve Board |
| Presented by: Manuel Gonzalez-Astudillo, Federal Reserve Board |
| Session ID 11: C7 International Transmission of Business Cycles: Theory and Policy June 22, 2014 16:00 to 17:40 A2-080 |
| Session Chair: Xiaoshan Chen, University of Stirling |
| Exchange Rates and Fundamentals: Closing a Two-country Model |
| By Takashi Kano; Hitotsubashi University |
| Presented by: Takashi Kano, Hitotsubashi University |
| The Price of Imported Capital and Consumption Fluctuations in Emerging Economies |
| By Martin Boileau; University of Colorado Michel Normandin; HEC Montreal |
| Presented by: Michel Normandin, HEC Montreal |
| Labor Market Polarization and International Macroeconomic Dynamics |
| By Federico Mandelman; Federal Reserve Bank of Atlanta |
| Presented by: Federico Mandelman, Federal Reserve Bank of Atlanta |
| An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area |
| By Xiaoshan Chen; University of Stirling Tatiana Kirsanova; University of Glasgow Campbell Leith; University of Glasgow |
| Presented by: Xiaoshan Chen, University of Stirling |
| Session ID 77: C8 Agent-based Macro Models: Monetary Policy and Fiscal Policy June 22, 2014 16:00 to 17:40 A2-095 |
| Session Chair: Domenico Massaro, University of Amsterdam |
| Inflation Targeting, Recursive Inattentiveness and Heterogeneous Expectations |
| By Anna Agliari; Catholic University Domenico Massaro; University of Amsterdam Nicolo Pecora; catholic University Piacenza Alessandro Spelta; Catholic University of Milan |
| Presented by: Domenico Massaro, University of Amsterdam |
| Liquidity Traps and Central Bank Communication: Theory and Experiments |
| By Jasmina Arifovic; Simon Fraser University Andriy Baranskyy; Simon Fraser University Luba Petersen; Simon Fraser University |
| Presented by: Jasmina Arifovic, Simon Fraser University |
| Fiscal and Monetary Policies in Complex Evolving Economies |
| By Giovanni Dosi; Scuola Superiore Sant'Anna Giorgio Fagiolo; Sant'Anna School of Advanced Studies mauro napoletano; OFCE Andrea Roventini; University of Verona Tania Treibich; Maastricht University |
| Presented by: Tania Treibich, Maastricht University |
| Stabilization Policies and Long Term Growth: Policy Implications from an Agent-based Macroeconomic Model |
| By Philipp Harting; Bielefeld University |
| Presented by: Philipp Harting, Bielefeld University |
| Session ID 81: C9 Inequality, Social Classes and Social Exclusion June 22, 2014 16:00 to 17:40 A2-090 |
| Session Chair: Masatoshi Murakami, Hannan University |
| Incentives and Inequality |
| By Thomas Fischer; TU Darmstadt |
| Presented by: Thomas Fischer, TU Darmstadt |
| A Stochastic Macroeconomic Model with Social Classes |
| By Alberto Russo; Università Politecnica delle Marche |
| Presented by: Alberto Russo, Università Politecnica delle Marche |
| A Study on Social Exclusion from Social Network Perspective using Agent Based Simulation |
| By Masatoshi Murakami; Hannan University Noriyuki Tanida; Kansai University |
| Presented by: Masatoshi Murakami, Hannan University |
| Session ID 2: D1 Financial Shocks June 23, 2014 9:00 to 10:40 A2-070 |
| Session Chair: Francesco Furlanetto, Norges Bank |
| The Macroeconomic Impact of Financial and Uncertainty Shocks |
| By Cristina Fuentes Albero; Board of Governors |
| Presented by: Cristina Fuentes Albero, Board of Governors |
| Identification of financial factors in economic fluctuations |
| By Francesco Furlanetto; Norges Bank Francesco Ravazzolo; Norges Bank Samad Sarferaz; ETH Zurich |
| Presented by: Francesco Furlanetto, Norges Bank |
| Business Cycle Implications of Mortgage Spreads |
| By Karl Walentin; Sveriges Riksbank (Bank of Sweden) |
| Presented by: Karl Walentin, Sveriges Riksbank (Bank of Sweden) |
| What explains the pre-crisis housing and credit boom? |
| By Sandra Eickmeier; Deutsche Bundesbank Esteban Prieto; Deutsche Bundesbank |
| Presented by: Esteban Prieto, Deutsche Bundesbank |
| Session ID 87: D10 Macroprudential Policy June 23, 2014 9:00 to 10:40 A2-080 |
| Session Chair: Pelin Ilbas, National Bank of Belgium |
| Monetary and Macroprudential Policies in an Estimated Model with Financial Intermediation |
| By Pelin Ilbas; National Bank of Belgium Paolo Gelain; Norges Bank |
| Presented by: Pelin Ilbas, National Bank of Belgium |
| Leaning Against Windy Bank Lending |
| By Giovanni Melina; City University London Stefania Villa; University of Foggia and K.U. Leuven |
| Presented by: Stefania Villa, University of Foggia and K.U. Leuven |
| Monetary and macroprudential policy with foreign currency loans |
| By Michał 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 |
| Session ID 17: D2 DSGE: Methodology June 23, 2014 9:00 to 10:40 A2-010/015 |
| Session Chair: Peter Zadrozny, Bureau of Labor Statistics |
| Global identification of linearized DSGE models |
| By Andrzej Kociecki; National Bank of Poland Marcin Kolasa; National Bank of Poland |
| Presented by: Andrzej Kociecki, National Bank of Poland |
| Risk Adjusted Linear Approximations |
| By Alexander Meyer-Gohde; Humboldt University Berlin |
| Presented by: Alexander Meyer-Gohde, Humboldt University Berlin |
| Generalized Exogenous Processes in DSGE: A Bayesian Approach |
| By Alexander Meyer-Gohde; Humboldt University Berlin Daniel Neuhoff; Humboldt Universität zu Berlin |
| Presented by: Daniel Neuhoff, Humboldt University Berlin |
| Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models |
| By Peter Zadrozny; Bureau of Labor Statistics |
| Presented by: Peter Zadrozny, Bureau of Labor Statistics |
| Session ID 20: D3 TVP-VARs: Applications June 23, 2014 9:00 to 10:40 A2-035 |
| Session Chair: Thomas Siemsen, Ludwig-Maximilians-University Munich |
| Drifts, Volatilities and Impulse Responses Over the Last Century |
| By Pooyan Amir Ahmadi; Goethe University Christian Matthes; Federal Reserve Bank of Richmond Mu-Chun Wang; Hamburg University |
| Presented by: Mu-Chun Wang, Hamburg University |
| Expectation-Driven Cycles: Time-varying Effects |
| By Antonello D'Agostino; European Stability Mechanism |
| Presented by: Antonello D'Agostino, European Stability Mechanism |
| The Varieties of Great Moderation Experience |
| By Benjamin Kay; UC San Diego |
| Presented by: Benjamin Kay, UC San Diego |
| Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB’s OMT Program |
| By Thomas Siemsen; Ludwig-Maximilians-University Munich |
| Presented by: Thomas Siemsen, Ludwig-Maximilians-University Munich |
| Session ID 30: D4 Empirical Finance II June 23, 2014 9:00 to 10:40 A2-090 |
| Session Chair: Celso Brunetti, Federal Reserve Board |
| Joint Tests of Financial Market Contagion with Applications |
| By Cody Yu-Ling Hsiao; The University of New South Wales |
| Presented by: Cody Yu-Ling Hsiao, The University of New South Wales |
| Stressing Bank Profitability for Interest Rate Risk |
| By Valentin Bolotnyy; Federal Reserve Board Rochelle Edge; Federal Reserve Board Luca Guerrieri; Federal Reserve Board |
| Presented by: Rochelle Edge, Federal Reserve Board |
| A Probability-Based Stress Test of Federal Reserve Assets and Income |
| By Jens Christensen; Federal Reserve Bank of San Francisco Jose Lopez; Federal Reserve Bank of San Francisco Glenn Rudebusch; Federal Reserve Bank of San Francisco |
| Presented by: Jens Christensen, Federal Reserve Bank of San Francisco |
| The Breakdown of the Interbank Market during the Financial Crisis: A Network Perspective |
| By Celso Brunetti; Federal Reserve Board |
| Presented by: Celso Brunetti, Federal Reserve Board |
| Session ID 43: D5 Heterogeneous Agents I June 23, 2014 9:00 to 10:40 A2-030 |
| Session Chair: Galo Nuno, European Central Bank |
| On Positive Value of Information in Risk Sharing |
| By Piotr Denderski; VU University Amsterdam Christian A. Stoltenberg; Universiteit van Amsterdam |
| Presented by: Piotr Denderski, VU University Amsterdam |
| Optimal Bankruptcy Code for Unsecured Credit |
| By Grey Gordon; Indiana University |
| Presented by: Grey Gordon, Indiana University |
| Risky, Lumpy Human Capital in Household Portfolios |
| By Kartik Athreya; Federal Reserve Bank of Richmond Felicia Ionescu; Federal Reserve Board Urvi Neelakantan; Federal Reserve Bank of Richmond |
| Presented by: Felicia Ionescu, Federal Reserve Board |
| Constrained Social Optimum with Heterogeneous Agents in Continuous Time |
| By Galo Nuno; European Central Bank |
| Presented by: Galo Nuno, European Central Bank |
| Session ID 50: D6 Monetary Policy and Expectations June 23, 2014 9:00 to 10:40 A2-045 |
| Session Chair: Christopher Gunn, Carleton University |
| Reputation and Liquidity Traps |
| By Taisuke Nakata; Federal Reserve Board |
| Presented by: Taisuke Nakata, Federal Reserve Board |
| Exit expectations in currency unions |
| By Alexander Kriwoluzky; University of Bonn Gernot Mueller; University of Bonn |
| Presented by: Alexander Kriwoluzky, University of Bonn |
| Uncertainty of Interest Rate Path as a Monetary Policy Instrument |
| By Yildiz Akkaya; Bilkent University |
| Presented by: Yildiz Akkaya, Bilkent University |
| Overaccumulation, interest and prices |
| By Christopher Gunn; Carleton University |
| Presented by: Christopher Gunn, Carleton University |
| Session ID 59: D7 Bubbles June 23, 2014 9:00 to 10:40 A2-095 |
| Session Chair: Cars Hommes, University of Amsterdam |
| Weak Efficiency, Strong Efficiency and Endogenous Rational Bubbles |
| By George Waters; Illinois State University |
| Presented by: George Waters, Illinois State University |
| Bubble and Depression in Global Dynamic Game |
| By Huanhuan Zheng; The Chinese University of Hong Kong |
| Presented by: Huanhuan Zheng, The Chinese University of Hong Kong |
| Adverse effects of demand constraints in a financial market model with heterogeneous agents |
| By Daan in 't Veld; University of Amsterdam |
| Presented by: Daan in 't Veld, University of Amsterdam |
| Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -Optimize Experiments |
| By Cars Hommes; University of Amsterdam Te Bao; University of Groningen Tomasz Makarewicz; University of Amsterdam |
| Presented by: Cars Hommes, University of Amsterdam |
| Session ID 70: D8 Regime Switches and Model Comparison June 23, 2014 9:00 to 10:40 A2-075 |
| Session Chair: Michel Juillard, Banque de France |
| A Universal Information Criterion |
| By Sylvain Barde; University of Kent |
| Presented by: Sylvain Barde, University of Kent |
| TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area |
| By Paul McNelis; Fordham University |
| Presented by: Paul McNelis, Fordham University |
| Regime-Switching Perturbation for Non-Linear Equilibrium Models |
| By Nelson Lind; University of California, San Diego |
| Presented by: Nelson Lind, University of California, San Diego |
| Assessing long run risk in a DSGE model under the ZLB with the stochastic extended path approach |
| By Stéphane Adjemian; CEPREMAP, GAINS & Université du Maine Michel Juillard; Banque de France |
| Presented by: Michel Juillard, Banque de France |
| Session ID 82: D9 Heuristic Switching Models June 23, 2014 9:00 to 10:40 A2-020 |
| Session Chair: Mikhail Anufriev, University of Technology, Sydney |
| Time frequency of strategy switching by buy-side professionals in the Japanese stock market |
| By Ryuichi Yamamoto; Waseda University |
| Presented by: Ryuichi Yamamoto, Waseda University |
| Rock around the clock: An agent-based model of low- and high-frequency trading |
| By Sandrine Jacob Leal; ICN Business School mauro napoletano; OFCE Andrea Roventini; University of Verona Giorgio Fagiolo; Sant'Anna School of Advanced Studies |
| Presented by: Sandrine Jacob Leal, ICN Business School |
| Bayesian Estimation of the Heuristic Switching Model using Experimental Data |
| By Mikhail Anufriev; University of Technology, Sydney Valentyn Panchenko; UNSW |
| Presented by: Mikhail Anufriev, University of Technology, Sydney |
| Sensitivity of choice versus profit taxes: a measure against rational routes to randomness? |
| By Noemi Schmitt; University of Bamberg Frank Westerhoff; University of Bamberg |
| Presented by: Noemi Schmitt, University of Bamberg |
| Session ID 3: E1 Monetary and Fiscal Policy Interactions June 23, 2014 11:10 to 12:50 A2-030 |
| Session Chair: Thomas Lubik, Federal Reserve Bank of Richmond |
| Learning, Unlearning, and Relearning Keynes |
| By Fabio Milani; University of California, Irvine Mario Silva; University of California, Irvine |
| Presented by: Fabio Milani, University of California, Irvine |
| Dynamics of Monetary-Fiscal Interaction under Learning |
| By Josef Hollmayr; Goethe University Frankfurt Christian Matthes; Federal Reserve Bank of Richmond |
| Presented by: Christian Matthes, Federal Reserve Bank of Richmond |
| Escaping the Great Recession |
| By Francesco Bianchi; Duke University/U. of Pennsylvania |
| Presented by: Francesco Bianchi, Duke University/U. of Pennsylvania |
| Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation |
| By Thomas Lubik; Federal Reserve Bank of Richmond Christian Matthes; Federal Reserve Bank of Richmond |
| Presented by: Thomas Lubik, Federal Reserve Bank of Richmond |
| Session ID 85: E10 Evolutionary Games: Simulations and Experiments June 23, 2014 11:10 to 12:50 A2-090 |
| Session Chair: Shu-Heng Chen, National Chengchi University |
| Technological and Institutional Dynamics in a Public Goods Game Setup |
| By Anghel Negriu; University of Amsterdam |
| Presented by: Anghel Negriu, University of Amsterdam |
| Strategies and Evolution in the Minority Game: A Multi-Round Strategy Experiment |
| By Jona Linde; VU University of Amsterdam Joep Sonnemans; University of Amsterdam Jan Tuinstra; University of Amsterdam |
| Presented by: Jan Tuinstra, University of Amsterdam |
| The Donor-Recipient Games: Agent-Based vs. Equation-Based Modeling |
| By Wen-Jong Ma; National Chengchi University Chia-Yao Tseng; National Chengchi University Shu-Heng Chen; National Chengchi University |
| Presented by: Shu-Heng Chen, National Chengchi University |
| Session ID 45: E2 International Macroeconomics and Policy June 23, 2014 11:10 to 12:50 A2-020 |
| Session Chair: Tommy Sveen, BI Norwegian Business School |
| Strategic Debit and Political Frictions in Small Open Economies |
| By Roberto Pancrazi; University of Warwick Lorenzo Prosperi; Toulouse School of Economics |
| Presented by: Roberto Pancrazi, University of Warwick |
| Sovereign Default Risk underLimited Asset Market Participation and learning: does Austerity cost pessimism? |
| By Roberta Cardani; Università degli Studi Milano-Bicocca Patrizio Tirelli; University of Milano-Bicocca |
| Presented by: Roberta Cardani, Università degli Studi Milano-Bicocca |
| Financial Frictions in a Two-Sector Small Open Economy Model |
| By Rodrigo Caputo; Banco Central de Chile |
| Presented by: Rodrigo Caputo, Banco Central de Chile |
| Intermediate trade, sectoral heterogeneity and the monetary policy transmission mechanism in a small-open economy |
| By Drago Bergholt; BI Norwegian Business School Tommy Sveen; BI Norwegian Business School |
| Presented by: Tommy Sveen, BI Norwegian Business School |
| Session ID 23: E3 Macroeconomic Uncertainty June 23, 2014 11:10 to 12:50 A2-070 |
| Session Chair: Michael Owyang, Federal Reserve Bank of St Louis |
| Macroeconomic Uncertainty Through the Lens of Professional Forecasters |
| By Rodrigo Sekkel; Bank of Canada Soojin Jo; Bank of Canada Monica Jain; Bank of Canada |
| Presented by: Rodrigo Sekkel, Bank of Canada |
| Can the Term Spread Reveal the Effect of News Shocks? |
| By Srecko Zimic; European University Institute |
| Presented by: Srecko Zimic, European University Institute |
| Forecasting Fed Funds Target Changes with Large Datasets |
| By Travis Berge; Federal Reserve Bank of Kansas City Michael Owyang; Federal Reserve Bank of St Louis |
| Presented by: Michael Owyang, Federal Reserve Bank of St Louis |
| Modeling Multivariate Data Revisions |
| By Jan Jacobs; University of Groningen Samad Sarferaz; ETH Zurich Jan-Egbert Sturm; ETH Zurich Simon van Norden; HEC Montréal |
| Presented by: Samad Sarferaz, ETH Zurich |
| Session ID 38: E4 House Prices and Imbalances June 23, 2014 11:10 to 12:50 A2-010/015 |
| Session Chair: Kevin Lansing, Federal Reserve Bank of San Francisco |
| Household imbalances and the effects of monetary, fiscal and macroprudential policies |
| By Sami Alpanda; Bank of Canada Sarah Zubairy; Texas A&M University |
| Presented by: Sami Alpanda, Bank of Canada |
| Endogenous financial crises in a model of occasionally binding constrained borrowing |
| By Jonathan Swarbrick; University of Surrey Tom Holden; University of Surrey Paul Levine; University of Surrey |
| Presented by: Jonathan Swarbrick, University of Surrey |
| House Price Dynamics and Long-term Mortgage Debt |
| By Paolo Gelain; Norges Bank Kevin Lansing; Federal Reserve Bank of San Francisco Gisle Natvik; Norges Bank |
| Presented by: Kevin Lansing, Federal Reserve Bank of San Francisco |
| Quantitative Easing and the Loan to Collateral Value. |
| By Tatiana Damjanovic; University of Exeter Sarunas Girdenas; University of Exeter |
| Presented by: Sarunas Girdenas, University of Exeter |
| Session ID 6: E5 Credit and Risk in the Macroeconomy June 23, 2014 11:10 to 12:50 A2-035 |
| Session Chair: jae sim, Federal Reeserve Board |
| Sovereign Risk, Private Credit, and Stabilization Policies |
| By Roberto Pancrazi; University of Warwick Hernan Seoane; Universidad Carlos III de Madrid Marija Vukotic; University of Warwick |
| Presented by: Marija Vukotic, University of Warwick |
| Sovereign Risk and Financial Risk |
| By Simon Gilchrist; Boston University Vivian Yue; Federal Reserve Board of Governors Egon Zakrajsek; Federal Reserve Board |
| Presented by: Vivian Yue, Federal Reserve Board of Governors |
| How Did the Financial Crisis Alter the Correlations of U.S. Yield Spreads? |
| By Silvio Contessi; Federal Reserve Bank of St. Louis |
| Presented by: Silvio Contessi, Federal Reserve Bank of St. Louis |
| Optimal Monetary and Liquidity Policies: Gains and Pitfalls of A Macroprudential Approach |
| By Michael Kiley; Board of Governors of the Federal Reserve System jae sim; Federal Reeserve Board |
| Presented by: jae sim, Federal Reeserve Board |
| Session ID 63: E6 Macro-Finance June 23, 2014 11:10 to 12:50 A2-045 |
| Session Chair: Carl Chiarella, University of Technology Sydney |
| Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? |
| By Jens Christensen; Federal Reserve Bank of San Francisco Glenn Rudebusch; Federal Reserve Bank of San Francisco |
| Presented by: Jens Christensen, Federal Reserve Bank of San Francisco |
| What does the Yield Curve imply about Investor Expectations? |
| By Eric Gaus; Ursinus College Arunima Sinha; Santa Clara University |
| Presented by: Eric Gaus, Ursinus College |
| Staying at Zero with Affine Processes: A New Dynamic Term Structure Model |
| By Alain Monfort; CREST Fulvio Pegoraro; Banque de France Jean-Paul RENNE; Banque de France Guillaume Roussellet; Banque de France, CREST and CEREMADE |
| Presented by: Fulvio Pegoraro, Banque de France |
| Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time Dependent Volatility |
| By Carl Chiarella; University of Technology Sydney Boda Kang; University of York Ingo Beyna; Frankfurt School of Finance & Management |
| Presented by: Carl Chiarella, University of Technology Sydney |
| Session ID 64: E7 Microstructure June 23, 2014 11:10 to 12:50 A2-075 |
| Session Chair: Giulia Iori, City University |
| Dealer Networks: Market Quality in Over-The-Counter Markets |
| By Dan Li; Federal Reserve Board Norman Schürhoff; Swiss Finance Institute |
| Presented by: Dan Li, Federal Reserve Board |
| Benchmarking Liquidity Proxies - Accounting for Dynamics and non-Gaussianity |
| By Sven Langedijk; European Commission George Monokroussos; European Commission -- Joint Research Centre Evangelia Papanagiotou; Joint Research Cente-European Commission |
| Presented by: Evangelia Papanagiotou, Joint Research Cente-European Commission |
| Machines vs. Machines: High Frequency Trading and Hard Information |
| By Yesol Huh; Federal Reserve Board |
| Presented by: Yesol Huh, Federal Reserve Board |
| The Impact of Reduced Pre-Trade Transparency Regimes on Market Quality |
| By Polina Kovaleva; City University London Giulia Iori; City University |
| Presented by: Giulia Iori, City University |
| Session ID 72: E8 Computational Tools for Macroeconomic Problems June 23, 2014 11:10 to 12:50 A2-080 |
| Session Chair: Serguei Maliar, Santa Clara University |
| OccBin: A Toolkit for Solving Dynamic Models with Occasionally Binding Constraints Easily |
| By Luca Guerrieri; Federal Reserve Board Matteo Iacoviello; Federal Reserve Board |
| Presented by: Luca Guerrieri, Federal Reserve Board |
| DSGECodeGen: An Application of Symbolic Algebra to DSGE Estimation Code Generation |
| By Gary Anderson; Board of Governors, Federal Reserve |
| Presented by: Gary Anderson, Board of Governors, Federal Reserve |
| Solving Nonlinear Rational Expectations Models by Approximating the Stochastic Equilibrium System |
| By Michael Evers; University of Bonn |
| Presented by: Michael Evers, University of Bonn |
| Envelope Condition Method with an Application to Default Risk Models |
| By Lilia Maliar; Stanford University Serguei Maliar; Santa Clara University Viktor Tsyrennikov; Cornell Cristina Arellano; Federal Reserve Bank of Minneapolis |
| Presented by: Serguei Maliar, Santa Clara University |
| Session ID 76: E9 Agent-based Macro Models: Financial Regulation and Credit Markets June 23, 2014 11:10 to 12:50 A2-095 |
| Session Chair: Alexandros Karlis, University of Warwick |
| Bubbles, Crashes and Capital Requirements: A Critical Assessment of Banking Regulation Using the Eurace@Unibi Agent-Based Model |
| By Sander van der Hoog; Bielefeld University Herbert Dawid; University of Bielefeld |
| Presented by: Sander van der Hoog, Bielefeld University |
| An agent-based model for the credit market |
| By Paulo Dawid; Banco Central do Brasil |
| Presented by: Paulo Dawid, Banco Central do Brasil |
| Hedging against Risk in a Leveraged Market with Heterogeneous Agents |
| By Alexandros Karlis; University of Warwick Giorgos Galanis; University of Warwick Spyros Terovitis; University of Warwick Matthew Turner; University of Warwick |
| Presented by: Alexandros Karlis, University of Warwick |
| Session ID 4: F1 Expectation Formation and Regime Switching in Macroeconomics June 23, 2014 14:20 to 16:00 A2-030 |
| Session Chair: Luca Gambetti, Universitat Autonoma de Barcelona |
| Robustness and Regime Switching: An RBC Model |
| By Rhys Bidder; Federal Reserve Bank of San Francisco Andrew Foerster; Federal Reserve Bank of Kansas City |
| Presented by: Andrew Foerster, Federal Reserve Bank of Kansas City |
| Assessing the Effects of the Zero-Interest-Rate Policy through the Lens of a Regime-Switching DSGE Model |
| By Han Chen; Federal Reserve Board of Governors |
| Presented by: Han Chen, Board of Governors of the Federal Reserve System |
| Modeling the Evolution of Expectations and Uncertainty in General Equilibrium |
| By Leonardo Melosi; Federal Reserve Bank of Chicago |
| Presented by: Leonardo Melosi, Federal Reserve Bank of Chicago |
| Noisy News in Business Cycles |
| By Luca Gambetti; Universitat Autonoma de Barcelona |
| Presented by: Luca Gambetti, Universitat Autonoma de Barcelona |
| Session ID 73: F10 Policy at the Zero Lower Bound June 23, 2014 14:20 to 16:00 A2-095 |
| Session Chair: Giovanni Melina, City University London |
| The short- and long-run effects of fiscal consolidation in dynamic general equilibrium |
| By Tim Schwarzmüller; Kiel Institute for the World Economy Maik Wolters; Kiel Institute for the World Economy |
| Presented by: Tim Schwarzmüller, Kiel Institute for the World Economy |
| On Habit and Utility-Enhancing Government Consumption |
| By Cristiano Cantore; University of Surrey Paul Levine; University of Surrey Giovanni Melina; City University London |
| Presented by: Giovanni Melina, City University London |
| The Stimulative Effect of Forward Guidance |
| By William Gavin; Federal Reserve Bank of St. louis Benjamin Keen; University of Oklahoma Alexander Richter; Auburn University Nathaniel Throckmorton; University of Indiana |
| Presented by: Alexander Richter, Auburn University |
| Small and orthodox fiscal multipliers at the zero lower bound |
| By R. Anton Braun; Federal Reserve Bank of Atlanta Lena Koerber; London School of Economics Yuichiro Waki; University of Queensland |
| Presented by: Lena Koerber, London School of Economics and Bank of England |
| Session ID 9: F2 Econometrics II June 23, 2014 14:20 to 16:00 A2-020 |
| Session Chair: Yoosoon Chang, Indiana University |
| Powerful unit root tests free of nuisance parameters |
| By Uwe Hassler; Goethe University Frankfurt Mehdi Hosseinkouchack; Goethe University Frankfurt |
| Presented by: Uwe Hassler, Goethe University Frankfurt |
| Evaluating Factor Pricing Models Using High Frequency Panels |
| By Yoosoon Chang; Indiana University Yongok Choi; Indiana University Hwagyun Kim; Texas A&M University Joon Park; Indiana University |
| Presented by: Yoosoon Chang, Indiana University |
| Forecasting German key macroeconomic variables using large dataset methods |
| By Inske Pirschel; Kiel Institute for the World Economy Maik Wolters; Kiel Institute for the World Economy |
| Presented by: Inske Pirschel, Kiel Institute for the World Economy |
| A New Approach to Infer Changes in the Synchronization of Business Cycle Phases |
| By Danilo Leiva-Leon; Bank of Canada |
| Presented by: Danilo Leiva-Leon, Bank of Canada |
| Session ID 12: F3 Earnings Dynamics and Labor Market Outcomes June 23, 2014 14:20 to 16:00 A2-070 |
| Session Chair: Sang-Wook (Stanley) Cho, University of New South Wales |
| Statistical Discrimination, Discouragement, and Duration Dependence |
| By Laura Pilossoph; Federal Reserve Bank of New York |
| Presented by: Laura Pilossoph, Federal Reserve Bank of New York |
| Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy |
| By Naoko Hara; Bank of Japan Munechika Katayama; Kyoto University Ryo Kato; Bank of Japan |
| Presented by: Naoko Hara, Bank of Japan |
| Falling off the Ladder - Earnings Losses from Job Loss |
| By Gregor Jarosch; University of Chicago |
| Presented by: Gregor Jarosch, University of Chicago |
| Accounting for Skill Premium Patterns during the EU Accession: Productivity or Trade? |
| By Sang-Wook (Stanley) Cho; University of New South Wales Julian Diaz; Loyola University Chicago |
| Presented by: Sang-Wook (Stanley) Cho, University of New South Wales |
| Session ID 19: F4 Asymmetry and Non-Linearity over the Business Cycle: Theory and Empirics June 23, 2014 14:20 to 16:00 A2-010/015 |
| Session Chair: Riccardo DiCecio, Federal Reserve Bank of St. Louis |
| Asymmetry and Amplitude of Business Cycle Fluctuations: A Quantitative Investigation of the Role of Financial Frictions |
| By Manoj Atolia; Florida State University John Gibson; Georgia State University Milton Marquis; Florida State University |
| Presented by: John Gibson, Georgia State University |
| Aggregate Shocks and the Two Sides of Credit Reallocation |
| By Silvio Contessi; Federal Reserve Bank of St. Louis Riccardo DiCecio; Federal Reserve Bank of St. Louis Johanna Francis; Fordham University |
| Presented by: Riccardo DiCecio, Federal Reserve Bank of St. Louis |
| Sector-specific firm turnover and capital intensity with irreversible investment |
| By Pavol Majher; Vienna Graduate School of Economics |
| Presented by: Pavol Majher, Vienna Graduate School of Economics |
| A New Look at Uncertainty Shocks: Imperfect Information and Misallocation |
| By Tatsuro Senga; The Ohio State University |
| Presented by: Tatsuro Senga, The Ohio State University |
| Session ID 34: F5 Business Cycle and Commodities June 23, 2014 14:20 to 16:00 A2-090 |
| Session Chair: Nida Cakir Melek, Federal Reserve Bank of Kansas City |
| Productivity and Nationalization: Early Evidence and A Macroeconomic Analysis |
| By Nida Cakir Melek; Federal Reserve Bank of Kansas City |
| Presented by: Nida Cakir Melek, Federal Reserve Bank of Kansas City |
| Does Oil Promote or Prevent Coup d'etat? |
| By Frode Martin Nordvik |
| Presented by: Frode Martin Nordvik, BI Norwegian Business School |
| Government Investment and the Business Cycle in Oil-Exporting Countries |
| By Juan Guerra-Salas; Fordham University |
| Presented by: Juan Guerra-Salas, Fordham University |
| Session ID 44: F6 Heterogeneous Agents II June 23, 2014 14:20 to 16:00 A2-035 |
| Session Chair: Jiri Slacalek, European Central Bank |
| Rising Earnings Risk and Wealth Distribution with Housing |
| By Byoung Hoon Seok; The Ohio State University Hye Mi You; State University of New York at Buffalo |
| Presented by: Byoung Hoon Seok, The Ohio State University |
| R&D Heterogeneity and Implications for Growth |
| By Sigurd Mølster Galaasen; Norges Bank Alfonso Irarrazabal; Norges Bank |
| Presented by: Sigurd Mølster Galaasen, Norges Bank |
| The Distribution of Wealth and the MPC: Implications of New European Data |
| By Christopher Carroll; The Johns Hopkins University Jiri Slacalek; European Central Bank Kiichi Tokuoka; International Monetary Fund |
| Presented by: Jiri Slacalek, European Central Bank |
| Session ID 54: F7 Public Finance I June 23, 2014 14:20 to 16:00 A2-045 |
| Session Chair: Michael Ben-Gad, City University London |
| On the Consequences of Eliminating Capital Tax Differentials |
| By Ctirad Slavik; Goethe University Frankfurt Hakki Yazici; Sabanci University |
| Presented by: Hakki Yazici, Sabanci University |
| A Historical Welfare Analysis of Social Security: Who Did the Program Benefit? |
| By William Peterman; Federal Reserve Board of Governors |
| Presented by: William Peterman, Federal Reserve Board of Governors |
| Optimal Social Security Reforms: a Bayesian Quantitative Analysis |
| By Marco Cozzi; Queen's University |
| Presented by: Marco Cozzi, Queen's University |
| The Optimal Taxation of Asset Income when Government Consumption is Endogenous: Theory, Estimation and Welfare |
| By Michael Ben-Gad; City University London |
| Presented by: Michael Ben-Gad, City University London |
| Session ID 62: F8 Foreign Exchange June 23, 2014 14:20 to 16:00 A2-075 |
| Session Chair: Dagfinn Rime, BI Norwegian Business School |
| FX Options and Excess Returns: A Multi Moment Term Structure Model of Exchange Rate Dynamics |
| By Yu-chin Chen; University of Washington Ranganai Gwati; University of Washington |
| Presented by: Yu-chin Chen, University of Washington |
| Do Exchange Rates Really Help Forecasting Commodity Prices? |
| By Lasse Bork; Aalborg University Pablo Rovira Kaltwasser; Katholieke Universiteit Leuven Piet Sercu; KU Leuven |
| Presented by: Pablo Rovira Kaltwasser, Katholieke Universiteit Leuven |
| What Drives Exchange Rates - Fundamentals or Liquidity? |
| By Alfonso Irarrazabal; Norges Bank Dagfinn Rime; BI Norwegian Business School Rosen Valchev; Duke University |
| Presented by: Alfonso Irarrazabal, Norges Bank |
| Order Flow Information and Spot Rate Dynamics |
| By Martin Evans; Georgetown U Dagfinn Rime; BI Norwegian Business School |
| Presented by: Dagfinn Rime, BI Norwegian Business School |
| Session ID 65: F9 Dynamic Optimization and Games June 23, 2014 14:20 to 16:00 A2-080 |
| Session Chair: John Rust, Georgetown University |
| Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games |
| By Fedor Iskhakov; University of New South Wales John Rust; Georgetown University Bertel Schjerning; University of Copenhagen |
| Presented by: John Rust, Georgetown University |
| Approximate Dynamic Programming with Post-Decision States as a Solution Method for Dynamic Economic Models |
| By Isaiah Hull; Sveriges Riksbank |
| Presented by: Isaiah Hull, Sveriges Riksbank |
| Fast Bellman Iteration: A Dual Approach to Dynamic Programming |
| By Ronaldo Carpio; University of International Business & Economics Takashi Kamihigashi; Kobe University |
| Presented by: Ronaldo Carpio, University of International Business & Economics |
| Massively Parallel Dynamic Stochastic Optimization: Efficiency Gains from Treating Shocks as States |
| By Eric Aldrich; University of California at Santa Cruz Christopher Carroll; The Johns Hopkins University Nathan Palmer; George Mason University Matt White; University of Delaware |
| Presented by: Christopher Carroll, The Johns Hopkins University |
| Session ID 10: G1 The Labor Market over the Business Cycle June 24, 2014 9:00 to 10:40 A2-090 |
| Session Chair: Murat Tasci, Federal Reserve Bank of Cleveland |
| The cyclicality of labor market flows: A multiple-shock approach |
| By Jean-Olivier Hairault; University Paris I Anastasia Zhutova; Paris School of Economics |
| Presented by: Anastasia Zhutova, Paris School of Economics |
| Adaptive Learning, Incomplete Knowledge and Unemployment Volatility |
| By Federico Di Pace; University of St Andrews Kaushik Mitra; University of St. Andrews Shoujian Zhang; University of St Andrews |
| Presented by: Federico Di Pace, University of St Andrews |
| The Cyclical Behavior of Equilibrium Unemployment and Vacancies Across OECD Countries |
| By Murat Tasci; Federal Reserve Bank of Cleveland |
| Presented by: Murat Tasci, Federal Reserve Bank of Cleveland |
| The Carrot and the Stick: The business cycle implications of incentive pay in the labor search model |
| By Julien Champagne; Bank of Canada |
| Presented by: Julien Champagne, Bank of Canada |
| Session ID 86: G10 Experiments with Human Subjects June 24, 2014 9:00 to 10:40 A2-095 |
| Session Chair: Tiziana Assenza, Università Cattolica del Sacro Cuore |
| When Speculators Meet Constructors: an Experiment on Supply Elasticity and Price Stability in Housing Market |
| By Te Bao; University of Groningen Cars Hommes; University of Amsterdam |
| Presented by: Cars Hommes, University of Amsterdam |
| Expectations in Experiments |
| By Florian Wagener; University of Amsterdam |
| Presented by: Florian Wagener, Universiteit van Amsterdam |
| Learning in the El Farol Bar Problem: An Experimental Study |
| By Chung-Ching Tai; Tunghai University |
| Presented by: Chung-Ching Tai, Tunghai University |
| Managing Selforganisation of Expectations through Monetary Policy: a Macro Experiment |
| By Tiziana Assenza; Università Cattolica del Sacro Cuore Peter Heemeijer; University of Amsterdam Cars Hommes; University of Amsterdam Domenico Massaro; University of Amsterdam |
| Presented by: Tiziana Assenza, Università Cattolica del Sacro Cuore |
| Session ID 15: G2 Fiscal Shocks June 24, 2014 9:00 to 10:40 A2-030 |
| Session Chair: Giovanni Ricco, London Business School |
| Are State Governments Roadblocks to Federal Stimulus? Evidence from Highway Grants in the 2009 Recovery Act |
| By Sylvain Leduc; Federal Reserve Bank of San Francisco |
| Presented by: Sylvain Leduc, Federal Reserve Bank of San Francisco |
| Housework and Fiscal Expansions |
| By Stefano Gnocchi; Bank of Canada Daniela Hauser; Bank of Canada Evi Pappa; European University Institute |
| Presented by: Stefano Gnocchi, Bank of Canada |
| A New Identification Of Fiscal Shocks Based On The Information Flow |
| By Giovanni Ricco; London Business School |
| Presented by: Giovanni Ricco, London Business School |
| Government Spending Multipliers in Good Times and in Bad: Evidence from U.S Historical Data |
| By Valerie Ramey; University of California, San Diego Sarah Zubairy; Texas A&M University |
| Presented by: Sarah Zubairy, Texas A&M University |
| Session ID 89: G3 Recent Advances in Macroeconomics June 24, 2014 9:00 to 10:40 A2-020 |
| Session Chair: Plamen Nenov, Norwegian Business School (BI) |
| Buying First or Selling First in Housing Markets |
| By Espen Moen; Norwegian Business School-BI Plamen Nenov; Norwegian Business School (BI) Florian Sniekers; University of Amsterdam |
| Presented by: Plamen Nenov, Norwegian Business School (BI) |
| Macroeconomic Modeling of Switches in DSGEs and VARs: the RISE System |
| By Junior Maih; Norges Bank |
| Presented by: Junior Maih, Norges Bank |
| Labor supply factors in economic fluctuations |
| By Antoine Lepetit; Paris 1 - Paris School of Economics Francesco Furlanetto; Norges Bank Claudia Foroni; Norges Bank |
| Presented by: Antoine Lepetit, Paris 1 - Paris School of Economics |
| International Correlations and the Composition of International Trade |
| By Hakon Tretvoll; BI Norwegian Business School |
| Presented by: Hakon Tretvoll, BI Norwegian Business School |
| Session ID 24: G4 Forecasting in Policy Institutions June 24, 2014 9:00 to 10:40 A2-070 |
| Session Chair: Jan-Egbert Sturm, ETH Zurich |
| Forecasting during the Financial Crisis: Evaluating Point and Density Forecasts of an Estimated DSGE Model for the UK |
| By Nicholas Fawcett; Bank of England Lena Koerber; London School of Economics Riccardo Maria Masolo; Bank of England Matthew Waldron; Bank of England |
| Presented by: Riccardo Maria Masolo, Bank of England |
| The KOF Economic Barometer, version 2014: A composite leading indicator for the Swiss business cycle |
| By Klaus Abberger; ETH Zurich Michael Graff; ETH Zurich Boriss Siliverstovs; ETH Zurich Jan-Egbert Sturm; ETH Zurich |
| Presented by: Jan-Egbert Sturm, ETH Zurich |
| Too many skew normal distributions? The practitioner’s perspective |
| By Wojciech Charemza; University of Leicester Carlos Diaz; University of Leicester Svetlana Makarova; University College London |
| Presented by: Carlos Diaz, University of Leicester |
| Forecasting in a DSGE model with Banking Intermediation: Evidence from US |
| By Roberta Cardani; Università degli Studi Milano-Bicocca Alessia Paccagnini; Bicocca University Stefania Villa; University of Foggia and K.U. Leuven |
| Presented by: Alessia Paccagnini, Bicocca University |
| Session ID 37: G5 Capital Flows June 24, 2014 9:00 to 10:40 A2-010/-15 |
| Session Chair: Ivan Jaccard, European Central Bank |
| International Capital Controls |
| By Iskander Karibzhanov; Bank of Canada |
| Presented by: Iskander Karibzhanov, Bank of Canada |
| International Capital Flows, External Assets and Output Growth Volatility |
| By Mathias Hoffmann; Deutsche Bundesbank |
| Presented by: Mathias Hoffmann, Deutsche Bundesbank |
| Financial Integration and Growth in a Risky World |
| By Nicolas Coeurdacier; SciencesPo Helene Rey; London Business School Pablo Winant; London Business School |
| Presented by: Pablo Winant, London Business School |
| Capital flows, intermediation frictions, and the adjustment to common shocks |
| By Ivan Jaccard; European Central Bank Frank Smets; European Central Bank |
| Presented by: Ivan Jaccard, European Central Bank |
| Session ID 55: G6 Macroeconomic Volatility June 24, 2014 9:00 to 10:40 A2-035 |
| Session Chair: Jesús Vázquez, Universidad del País Vasco (UPV/EHU) |
| Can Volatility be Welfare-Enhancing? |
| By Paul Levine; University of Surrey |
| Presented by: Paul Levine, University of Surrey |
| Uncertain Technological Change |
| By Xiaohan Ma; The George Washington University Roberto Samaniego; George Washington University |
| Presented by: Xiaohan Ma, The George Washington University |
| Limited Asset Market Participation, Income Inequality and Macroeconomic Volatility. |
| By Giorgio Motta; Lancaster University Patrizio Tirelli; University of Milano-Bicocca |
| Presented by: Giorgio Motta, Lancaster University |
| A structural analysis of the inflation moderation |
| By Miguel Casares; Universidad Publica de Navarra Jesús Vázquez; Universidad del País Vasco (UPV/EHU) |
| Presented by: Jesús Vázquez, Universidad del País Vasco (UPV/EHU) |
| Session ID 67: G7 DSGE Models for the Euro Area June 24, 2014 9:00 to 10:40 A2-045 |
| Session Chair: Francesca D'Auria, European Commission |
| International Capital Flows and the Boom-Bust Cycle in Spain |
| By Jan in 't Veld; European Commission Robert Kollmann; ECARES, Université Libre de Bruxelles Beatrice Pataracchia; European Commission -Joint Research Centre Marco Ratto; European Commission - Joint Research Centre Werner Roeger; European Commission |
| Presented by: Marco Ratto, European Commission - Joint Research Centre |
| Self-financing of fiscal measures in the EU |
| By Francesca D'Auria; European Commission |
| Presented by: Francesca D'Auria, European Commission |
| Endogenous Housing Risk in an esimated DSGE model of the Euro Area |
| By Beatrice Pataracchia; European Commission -Joint Research Centre Rafal Raciborski; European Commission Marco Ratto; European Commission - Joint Research Centre Werner Roeger; European Commission |
| Presented by: Beatrice Pataracchia, European Commission -Joint Research Centre |
| Design and Coordination of Macroprudential Policy in the Eurozone with International Banks. |
| By Jean-Christophe Poutineau; Université de Rennes Gauthier Vermandel; Université de Rennes |
| Presented by: Gauthier Vermandel, Université de Rennes |
| Session ID 74: G8 Banks and Interbank Networks June 24, 2014 9:00 to 10:40 A2-075 |
| Session Chair: Corrado Macchiarelli, London School of Economics and Political Science |
| Financial Institution Dynamics and Capital Regulations |
| By Jose-Victor Rios-Rull; University of Minnesota Tamon Takamura; Bank of Canada Yaz Terajima; Bank of Canada |
| Presented by: Yaz Terajima, Bank of Canada |
| Open Market Operations, Interbank Market and Overcollateralization |
| By Giuseppe Ferrero; Bank of Italy |
| Presented by: Giuseppe Ferrero, Bank of Italy |
| “Un” Networking: The Evolution of Networks in the Federal Funds Market |
| By Daniel O. Beltran; Federal Reserve Board of Governors Valentin Bolotnyy; Harvard University Elizabeth Klee; Federal Reserve Board |
| Presented by: Daniel O. Beltran, Federal Reserve Board of Governors |
| Animal spirits and credit cycles |
| By Corrado Macchiarelli; London School of Economics and Political Science Paul De Grauwe; London School of Economics |
| Presented by: Corrado Macchiarelli, London School of Economics and Political Science |
| Session ID 84: G9 Firms, Entrepreneurs and Industrial Dynamics June 24, 2014 9:00 to 10:40 A2-080 |
| Session Chair: Simone Alfarano, University Jaume I |
| Dynamic Effects of the Intellectual Property Framework under Sequential Innovation |
| By Abhijit Sengupta; University of Essex Vania Sena; University of Essex |
| Presented by: Abhijit Sengupta, University of Essex |
| Gibrat’s law redux: Think profitability instead of growth |
| By Simone Alfarano; University Jaume I |
| Presented by: Simone Alfarano, University Jaume I |
| Is Self Esteem Always a Good Mate for Entrepreneurs? A Story About How Overconfidence Can Alter Policy Effectiveness |
| By Svetlana Kovaleva; FBK-IRVAPP Edoardo Gaffeo; University of Trento Giulia Canzian; IRVAPP |
| Presented by: Svetlana Kovaleva, FBK-IRVAPP |
| Multi-country macro agent-based model |
| By Jakob Grazzini; Catholic University of Milan |
| Presented by: Jakob Grazzini, Catholic University of Milan |
| Session ID 1: H1 DSGE Models in Policy June 24, 2014 11:10 to 12:50 A2-070 |
| Session Chair: José Dorich, Bank of Canada |
| Macro models in the policy process at the Riksbank |
| By Vesna Corbo; Sveriges Riksbank |
| Presented by: Vesna Corbo, Sveriges Riksbank |
| Financial stability risks, nonlinearities and optimal monetary policy |
| By Leif Brubakk; Norges Bank Paolo Gelain; Norges Bank |
| Presented by: Leif Brubakk, Norges Bank |
| ToTEM II: An Updated Version of the Bank of Canada's Quarterly Projection Model |
| By José Dorich; Bank of Canada Michael Johnston; SOUTH AFRICAN RESERVE BANK Rhys Mendes; Bank of Canada Stephen Murchison; Bank of Canada Yang Zhang; Bank of Canada |
| Presented by: José Dorich, Bank of Canada |
| DSGE modelling at the ECB |
| By Kai Christoffel; European Central Bank |
| Presented by: Kai Christoffel, European Central Bank |
| Session ID 8: H2 Econometrics III June 24, 2014 11:10 to 12:50 A2-010/015 |
| Session Chair: Efrem Castelnuovo, University of Melbourne and University of Padova |
| The employment dynamics of different population groups over the business cycle |
| By Christian Bredemeier; University of Cologne Roland Winkler; TU Dortmund University |
| Presented by: Christian Bredemeier, University of Cologne |
| Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S. |
| By Emanuele Bacchiocchi; University of Milan Efrem Castelnuovo; University of Padova and University of Milan Luca Fanelli; University of Bologna |
| Presented by: Efrem Castelnuovo, University of Melbourne and University of Padova |
| Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison |
| By John Rogers; Federal Reserve Board Chiara Scotti; Federal Reserve Board Jonathan Wright; Johns Hopkins University |
| Presented by: Chiara Scotti, Federal Reserve Board |
| COMMON SOURCES OF INSTABILITIES IN MACROECONOMIC DYNAMICS |
| By Pooyan Ahmadi; Goethe University Dalibor Stevanovic; Université du Québec à Montréal |
| Presented by: Pooyan Amir Ahmadi, Goethe University |
| Session ID 28: H3 Econometric Methodologies June 24, 2014 11:10 to 12:50 A2-090 |
| Session Chair: Genaro Sucarrat, BI Norwegian Business School |
| Non-Homogeneous Volatility Correlations in the Bivariate Multifractal Model |
| By Ruipeng Liu; Deakin University. |
| Presented by: Ruipeng Liu, Deakin University. |
| An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation |
| By Christian Francq; Lille3 Genaro Sucarrat; BI Norwegian Business School |
| Presented by: Genaro Sucarrat, BI Norwegian Business School |
| Simulated Likelihood Estimators for Discretely Observed Jump-Diffusions |
| By Kay Giesecke; Stanford University Gustavo Schwenkler; Boston University School of Management |
| Presented by: Gustavo Schwenkler, Boston University School of Management |
| A Quadratic Kalman Filter |
| By Alain Monfort; CREST Jean-Paul RENNE; Banque de France Guillaume Roussellet; Banque de France, CREST and CEREMADE |
| Presented by: Guillaume Roussellet, Banque de France, CREST and CEREMADE |
| Session ID 42: H4 Firm Heterogeneity and Business Cycles June 24, 2014 11:10 to 12:50 A2-035 |
| Session Chair: Manoj Atolia, Florida State University |
| Size Distribution and Firm Dynamics in an Economy with Credit Shocks |
| By In Hwan Jo; The Ohio State University Tatsuro Senga; The Ohio State University |
| Presented by: In Hwan Jo, The Ohio State University |
| Price-Setting with Unobservable Elasticities of Demand: The Business-Cycle Effects of Heterogeneous Expectations |
| By Christian Jensen; University of South Carolina |
| Presented by: Christian Jensen, University of South Carolina |
| Intersectoral Linkages, Diverse Information, and Aggregate Dynamics in a Neoclassical Model |
| By Manoj Atolia; Florida State University Ryan Chahrour; Boston College |
| Presented by: Manoj Atolia, Florida State University |
| The Geography of Consumer Prices |
| By Attila Ratfai; Central European University Adam Reiff; European Central Bank |
| Presented by: Attila Ratfai, Central European University |
| Session ID 46: H5 Labor II June 24, 2014 11:10 to 12:50 A2-020 |
| Session Chair: Jakub Growiec, Warsaw School of Economics & National Bank of Poland |
| Job Destruction without Job Creation: Structural Transformation in the Overborrowed America |
| By Alessandro Galesi; CEMFI Claudio Michelacci; CEMFI |
| Presented by: Alessandro Galesi, CEMFI |
| Offshoring, Low-skilled Immigration and Labor Market Polarization |
| By Federico Mandelman; Federal Reserve Bank of Atlanta Andrei Zlate; Board of Governors of the Federal Reserve System |
| Presented by: Federico Mandelman, Federal Reserve Bank of Atlanta |
| A sequential bargaining game with costly decisions |
| By James Costain; Bank of Spain |
| Presented by: James Costain, Bank of Spain |
| Medium-Run Swings in the Labor Share: Theory and Evidence |
| By Jakub Growiec; Warsaw School of Economics & National Bank of Poland Peter McAdam; European Central Bank Jakub Muck; National Bank of Poland |
| Presented by: Jakub Growiec, Warsaw School of Economics & National Bank of Poland |
| Session ID 61: H6 Financial Crisis June 24, 2014 11:10 to 12:50 A2-045 |
| Session Chair: Vivian Yue, Federal Reserve Board of Governors |
| Systemic Risk and Bank Business Models |
| By Maarten van Oordt; De Nederlansche Bank Chen Zhou; De Nederlandsche Bank |
| Presented by: Chen Zhou, De Nederlandsche Bank |
| Liquidity Backstops and Dynamic Debt Runs |
| By Bin Wei; Federal Reserve Board Vivian Yue; Federal Reserve Board of Governors |
| Presented by: Vivian Yue, Federal Reserve Board of Governors |
| Cash holdings of German open-end equity funds: Does ownership matter? |
| By Niko Doetz; Deutsche Bundesbank Mark Weth; Deutsche Bundesbank |
| Presented by: Mark Weth, Deutsche Bundesbank |
| Session ID 69: H7 Open Economy Models June 24, 2014 11:10 to 12:50 A2-075 |
| Session Chair: Alexandre Dmitriev, University of Tasmania |
| Lifestyle Habits and International Transmission of Business Cycles |
| By Alexandre Dmitriev; University of Tasmania |
| Presented by: Alexandre Dmitriev, University of Tasmania |
| International Fiscal Spill-Over Effects in a Two-Country DSGE Model with Rule of Thumb Consumers |
| By Eric Schaling; Wits Business School Mewael Tesfaselassie; Kiel Institute for the World Economy Ruthira Naraidoo; University of Pretoria |
| Presented by: Eric Schaling, Wits Business School |
| The Macroeconomic Consequences of Remittances |
| By Berrak Bahadir; University of Georgia Santanu Chatterjee; University of Georgia Thomas Lebesmuehlbacher; University of Georgia |
| Presented by: Thomas Lebesmuehlbacher, University of Georgia |
| Aid, Remittances, and the Informal Economy |
| By Santanu Chatterjee; University of Georgia Stephen Turnovsky; University of Washington |
| Presented by: Santanu Chatterjee, University of Georgia |
| Session ID 79: H8 Economic and Social Networks: Formations and Consequences II June 24, 2014 11:10 to 12:50 A2-080 |
| Session Chair: Jasmina Arifovic, Simon Fraser University |
| Asset pricing, local information aggregation and network formation |
| By Valentyn Panchenko; UNSW Mikhail Anufriev; University of Technology, Sydney |
| Presented by: Valentyn Panchenko, UNSW |
| The Formation of Risk-Sharing Social Networks |
| By Tong Zhang; Southwestern University of Finance & Eco Yu Wu; Southwestern University of Finance & Eco Shu-Heng Chen; National Chengchi University |
| Presented by: Tong Zhang, Southwestern University of Finance & Eco |
| The Coevolution of Beliefs and Networks} |
| By Jasmina Arifovic; Simon Fraser University Graeme Walker; Simon Fraser University |
| Presented by: Jasmina Arifovic, Simon Fraser University |
| Session ID 83: H9 Adaptive, Social and Meta Learning June 24, 2014 11:10 to 12:50 A2-095 |
| Session Chair: Kenneth Kasa, Simon Fraser University |
| Social learning about consumption |
| By Isabelle Salle; University of Amsterdam |
| Presented by: Isabelle Salle, University of Amsterdam |
| Simplified Cuckoo Search: A robust metaheuristic for agent-based artificial markets |
| By Martin Prause; WHU - Otto Beisheim School of Management Juergen Weigand; WHU - Otto Beisheim School of Management |
| Presented by: Martin Prause, WHU - Otto Beisheim School of Management |
| Modelling Social Learning in an Agent-Based Baseline Macro Model |
| By Isabelle Salle; University of Amsterdam Marc-Alexandre Senegas; University Bordeaux IV Murat Yildizoglu; Université Bordeaux IV Martin Zumpe; Bordeaux University |
| Presented by: Murat Yildizoglu, Université Bordeaux IV |
| A Mean ODE Approximation of Constant Gain Learning Algorithms |
| By In-Koo Cho; University of Illinois Kenneth Kasa; Simon Fraser University Olena Kostyshyna; Bank of Canada |
| Presented by: Kenneth Kasa, Simon Fraser University |
| Session ID 33: I1 Energy Economics II June 24, 2014 16:00 to 17:40 A2-020 |
| Session Chair: Klaus Mohn, University of Stavanger |
| What Makes a Commodity Currency? |
| By Yu-chin Chen; University of Washington Dongwon Lee; University of California, Riverside |
| Presented by: Yu-chin Chen, University of Washington |
| Exploration Risk in Oil & Gas Shareholder Returns |
| By Klaus Mohn; University of Stavanger Bård Misund; University of Stavanger Business School |
| Presented by: Klaus Mohn, University of Stavanger |
| Do Commodity Future Markets Help to Predict Exchange Rate Movements? |
| By Francesco Ravazzolo; Norges Bank Tommy Sveen; BI Norwegian Business School Sepideh Zahiri; BI Norwegian Business School |
| Presented by: Sepideh Zahiri, BI Norwegian Business School |
| Decomposing Interest Rate Movements in Brazil and Mexico |
| By Michiel De Pooter; Federal Reserve Board of Governors |
| Presented by: Michiel De Pooter, Federal Reserve Board of Governors |
| Session ID 40: I2 Models of Default June 24, 2014 16:00 to 17:40 A2-070 |
| Session Chair: Radim Bohacek, CERGE-EI |
| Domestic and External Debt |
| By Paola Di Casola; Stockholm School of Economics Spyridon Sichlimiris; Stockholm School of Economics |
| Presented by: Paola Di Casola, Stockholm School of Economics |
| Inflation, Debt, and Default |
| By Sewon Hur; University of Pittsburgh Illenin Kondo; Federal Reserve Board Fabrizio Perri; Federal Reserve Bank of Minneapolis |
| Presented by: Illenin Kondo, Federal Reserve Board |
| Sovereign risk, interbank freezes, and aggregate fluctuations |
| By Philipp Engler; Free University of Berlin Christoph Große Steffen; DIW Berlin, Freie Universität Berlin |
| Presented by: Christoph Große Steffen, DIW Berlin, Freie Universität Berlin |
| Leverage Bounds with Default and Asymmetric Information |
| By Radim Bohacek; CERGE-EI |
| Presented by: Radim Bohacek, CERGE-EI |
| Session ID 48: I3 Monetary and Fiscal Policy June 24, 2014 16:00 to 17:40 A2-010/015 |
| Session Chair: raffaele rossi, Lancaster University |
| Price Level Targeting with Strategic Fiscal Policy |
| By Yuting Bai; University of Lancaster Tatiana Kirsanova; University of Glasgow |
| Presented by: Yuting Bai, University of Lancaster |
| Debt and government spending in ambiguous times |
| By Axelle Ferriere; New York University Anastasios Karantounias; Federal Reserve Bank of Atlanta |
| Presented by: Anastasios Karantounias, Federal Reserve Bank of Atlanta |
| Optimal Fiscal Policy in a Small Open Economy with Limited Commitment |
| By Sofia Bauducco; Central Bank of Chile |
| Presented by: Sofia Bauducco, Central Bank of Chile |
| Ramsey Monetary and Fiscal Policy: the Role of Consumption Taxation |
| By Giorgio Motta; Lancaster University raffaele rossi; Lancaster University |
| Presented by: raffaele rossi, Lancaster University |
| Session ID 51: I4 Monetary Unions June 24, 2014 16:00 to 17:40 A2-035 |
| Session Chair: Sergio Santoro, Bank of Italy |
| The Effects of Government Spending in a Small Open Economy within a Monetary Union |
| By Daragh Clancy; Central Bank of Ireland Pascal Jacquinot; European Central Bank Matija Lozej; Bank of Slovenia |
| Presented by: Daragh Clancy, Central Bank of Ireland |
| Dynamic Monetary-Fiscal Interactions in a Monetary Union |
| By Yordan Mahmudiev; University of Vienna |
| Presented by: Yordan Mahmudiev, University of Vienna |
| Potential output, structural reforms, and zero lower bound in a monetary union |
| By Massimiliano Pisani; Bank of Italy Alessandro Notarpietro; Bank of Italy Andrea Gerali; Bank of Italy |
| Presented by: Massimiliano Pisani, Bank of Italy |
| Fiscal Moral Hazard in a Monetary Union |
| By Sergio Santoro; Bank of Italy |
| Presented by: Sergio Santoro, Bank of Italy |
| Session ID 53: I5 Public Finance II June 24, 2014 16:00 to 17:40 A2-045 |
| Session Chair: Kjetil Storesletten, University of Oslo |
| Tax smoothing in a business cycle model with capital-skill complementarity |
| By Konstantinos Angelopoulos; University of Glasgow Stylianos Asimakopoulos; University of Glasgow James Malley; University of Glasgow and CESifo |
| Presented by: Stylianos Asimakopoulos, University of Glasgow |
| Optimal Taxation with Endogenous Default under Incomplete Markets |
| By Demian Pouzo; UC Berkeley Ignacio Presno; Federal Reserve Bank of Boston |
| Presented by: Ignacio Presno, Federal Reserve Bank of Boston |
| Time-Consistent Consumption Taxation |
| By Sarolta Laczo; Institut d'Analisi Economica (IAE-CSIC) and Barcelona GSE raffaele rossi; Lancaster University |
| Presented by: Sarolta Laczo, Institut d'Analisi Economica (IAE-CSIC) and Barcelona GSE |
| Optimal Tax Progressivity: An Analytical Framework |
| By Jonathan Heathcote; Federal Reserve Bank of Minneapolis Kjetil Storesletten; University of Oslo Gianluca Violante; NYU |
| Presented by: Kjetil Storesletten, University of Oslo |
| Session ID 57: I6 Financial Intermediation June 24, 2014 16:00 to 17:40 A2-075 |
| Session Chair: Malik Shukayev, Bank of Canada |
| Cyclicality in Losses on Bank Loans |
| By Bart Keijsers; Erasmus University Rotterdam Bart Diris; Erasmus University Rotterdam Erik Kole; Erasmus University Rotterdam |
| Presented by: Bart Keijsers, Erasmus University Rotterdam |
| Efficiency of the Internal Capital Markets in Financial Conglomerates: Evidence on the Role of Their Network Structure |
| By Vladimir Yankov; Federal Reserve Board Julian TszKin Chan; Boston University Anton Badev; Federal Reserve Board |
| Presented by: Vladimir Yankov, Federal Reserve Board |
| Securitization and Asset Prices |
| By Yunus Aksoy; Birkbeck Henrique Basso; Bank of Spain |
| Presented by: Henrique Basso, Bank of Spain |
| Does short-term bank funding enhance the possibility of firesales? |
| By Malik Shukayev; Bank of Canada Alexander Ueberfeldt; Bank of Canada |
| Presented by: Malik Shukayev, Bank of Canada |
| Session ID 71: I7 Propagation of Structural Shocks June 24, 2014 16:00 to 17:40 A2-080 |
| Session Chair: Marco Ratto, European Commission - Joint Research Centre |
| On the Sources of Business Cycles: “It’s the Demand. . . !” |
| By Jan Bruha; Czech National Bank Michal Andrle; IMF Serhat Solmaz; International Monetary Fund |
| Presented by: Jan Bruha, Czech National Bank |
| It's Not All Exogenous: Propagation of Productivity Through the Input-Output Network |
| By Zuzana Molnárová; University of Vienna Michael Reiter; Institute for Advanced Studies |
| Presented by: Zuzana Molnárová, University of Vienna |
| Estimating Structural Shocks with DSGE Models |
| By Michal Andrle; IMF |
| Presented by: Michal Andrle, International Monetary Fund (IMF) |
| What drives the German current account? And how does it affect other EU member states? |
| By Jan in 't Veld; European Commission Robert Kollmann; ECARES, Université Libre de Bruxelles Marco Ratto; European Commission - Joint Research Centre Werner Roeger; European Commission Lukas Vogel; European Commission |
| Presented by: Marco Ratto, European Commission - Joint Research Centre |
| Session ID 75: I8 Agent-based Macroeconomic Models June 24, 2014 16:00 to 17:40 A2-095 |
| Session Chair: mauro napoletano, OFCE |
| Cohesion Policy and Inequality Dynamics: Insights from a Heterogeneous Agents Macroeconomic Model |
| By Herbert Dawid; University of Bielefeld Philipp Harting; Bielefeld University Michael Neugart; Technical University of Darmstadt |
| Presented by: Herbert Dawid, University of Bielefeld |
| Emergent Dynamics of a Macroeconomic Agent Based Model with Capital and Credit |
| By Tiziana Assenza; Università Cattolica del Sacro Cuore Domenico Delli Gatti; Università Cattolica Jakob Grazzini; Catholic University of Milan |
| Presented by: Jakob Grazzini, Catholic University of Milan |
| The ETACE Virtual Appliance: An Exploratory for the Eurace@Unibi model |
| By Gregor Boehl; Bielefeld University Herbert Dawid; University of Bielefeld Simon Gemkow; Bielefeld University Philipp Harting; Bielefeld University Sander van der Hoog; Bielefeld University |
| Presented by: Gregor Boehl, Bielefeld University |
| Fiscal multiplier, liquidity constraints, and business cycle: an agent-based model |
| By mauro napoletano; OFCE Jean-Luc Gaffard; OFCE-Sciences Po Andrea Roventini; University of Verona Francesco Saraceno; OFCE |
| Presented by: mauro napoletano, OFCE |
| Session ID 88: I9 Household Choices June 24, 2014 16:00 to 18:05 A2-090 |
| Session Chair: Ljubica Djordjevic, Tilburg University |
| Theory of Occupation Choice and Its Cosequences for Labor Reallocation |
| By Natalia Bodrug; BI, Norwegian Business school |
| Presented by: Natalia Bodrug, BI, Norwegian Business school |
| DO HEALTH CARE SYSTEMS SHAPE HOUSEHOLD PORTFOLIO CHOICE? |
| By Ljubica Djordjevic; Tilburg University |
| Presented by: Ljubica Djordjevic, Tilburg University |
| Career Mobility Patterns of Public School Teachers |
| By Celia Vera; Zirve University |
| Presented by: Celia Vera, Zirve University |
| A New Perspective on Classical Choice Problems Using Selection Functions |
| By Viktor Winschel; University Mannheim Philipp Zahn; University of Mannheim |
| Presented by: Viktor Winschel, University Mannheim |
| Pessimistic Optimal Choice for Risk-Averse Agents |
| By Paolo Vitale; University of Chieti-Pescara |
| Presented by: Paolo Vitale, University of Chieti-Pescara |
| # | Participant | Roles in Conference |
|---|---|---|
| 1 | Aastveit, Knut Are | C27, P27 |
| 2 | Akkaya, Yildiz | P50 |
| 3 | Alfarano, Simone | C84, P84 |
| 4 | Alpanda, Sami | P38 |
| 5 | Amir Ahmadi, Pooyan | P8 |
| 6 | Anderson, Gary | P72 |
| 7 | Andrle, Michal | P71 |
| 8 | Anufriev, Mikhail | C82, P82 |
| 9 | Arifovic, Jasmina | P77, C79, P79 |
| 10 | Asimakopoulos, Stylianos | P53 |
| 11 | Assenza, Tiziana | C86, P86 |
| 12 | Atolia, Manoj | C42, P42 |
| 13 | Bai, Yuting | P48 |
| 14 | Banbura, Marta | P27 |
| 15 | Barde, Sylvain | P70 |
| 16 | Basso, Henrique | P57 |
| 17 | Bauducco, Sofia | P48 |
| 18 | Baumeister, Christiane | P18 |
| 19 | Baxa, Jaromir | P26 |
| 20 | Beltran, Daniel O. | P74 |
| 21 | Ben-Gad, Michael | C54, P54 |
| 22 | Berardi, Simone | P80 |
| 23 | Bergholt, Drago | C56, P56 |
| 24 | Bhatarai, Saroj | P5 |
| 25 | Bianchi, Francesco | P3 |
| 26 | Bjørnland, Hilde | C31, P31 |
| 27 | Bodrug, Natalia | P88 |
| 28 | Boehl, Gregor | P75 |
| 29 | Bognanni, Mark | P18 |
| 30 | Bohacek, Radim | C40, P40 |
| 31 | Bredemeier, Christian | P8 |
| 32 | Brubakk, Leif | P1 |
| 33 | Bruha, Jan | P71 |
| 34 | Brunetti, Celso | C30, P30 |
| 35 | Bundick, Brent | P5 |
| 36 | Caboussat, Alexandre | P66 |
| 37 | Caggiano, Giovanni | P14 |
| 38 | Cakir Melek, Nida | C34, P34 |
| 39 | Camacho-Cuena, Eva | C58, P58 |
| 40 | Caputo, Rodrigo | P45 |
| 41 | Cardani, Roberta | P45 |
| 42 | Cardi, Olivier | P56 |
| 43 | Carpio, Ronaldo | P65 |
| 44 | Carroll, Christopher | P65 |
| 45 | Castelnuovo, Efrem | C8, P8 |
| 46 | Champagne, Julien | P10 |
| 47 | Chang, Yoosoon | P32, C9, P9 |
| 48 | Chatterjee, Santanu | P69 |
| 49 | Chauvet, Marcelle | P27 |
| 50 | Chen, Han | P4 |
| 51 | Chen, Yu-chin | P62, P33 |
| 52 | Chen, Xiaoshan | C11, P11 |
| 53 | Chen, Shu-Heng | C85, P85 |
| 54 | Chiarella, Carl | C63, P63 |
| 55 | Cho, Sang-Wook (Stanley) | C12, P12 |
| 56 | Christensen, Jens | P30, P63 |
| 57 | Christoffel, Kai | P1 |
| 58 | Cimadomo, Jacopo | P29 |
| 59 | Clancy, Daragh | P51 |
| 60 | Contessi, Silvio | P6 |
| 61 | Corbo, Vesna | P1 |
| 62 | Costa, Alexandre | P22 |
| 63 | Costain, James | P46 |
| 64 | Cozzi, Marco | P54 |
| 65 | D'Agostino, Antonello | P20 |
| 66 | D'Auria, Francesca | C67, P67 |
| 67 | Dawid, Herbert | P75 |
| 68 | Dawid, Paulo | P76 |
| 69 | De Graeve, Ferre | P13 |
| 70 | De Pooter, Michiel | P33 |
| 71 | Del Negro, Marco | C25, P25 |
| 72 | Denderski, Piotr | P43 |
| 73 | Di Casola, Paola | P40 |
| 74 | Di Pace, Federico | P10 |
| 75 | Diaz, Carlos | P24 |
| 76 | DiCecio, Riccardo | C19, P19 |
| 77 | Djordjevic, Ljubica | C88, P88 |
| 78 | Dmitriev, Alexandre | C69, P69 |
| 79 | Dorich, José | C1, P1 |
| 80 | Dumrongrittikul, Taya | P7 |
| 81 | Edge, Rochelle | P30 |
| 82 | Eickmeier, Sandra | P29 |
| 83 | Evers, Michael | P72 |
| 84 | Ferrero, Giuseppe | P74 |
| 85 | Fischer, Thomas | P81 |
| 86 | Foerster, Andrew | P4 |
| 87 | Foroni, Claudia | C29, P29 |
| 88 | Fragetta, Matteo | P32 |
| 89 | Fuentes Albero, Cristina | P2 |
| 90 | Furlanetto, Francesco | C2, P2 |
| 91 | Galaasen, Sigurd Mølster | P44 |
| 92 | Galesi, Alessandro | P46 |
| 93 | Gambetti, Luca | C4, P4 |
| 94 | Gaus, Eric | P63 |
| 95 | Gelain, Paolo | P13 |
| 96 | Gelman, Maria | P7 |
| 97 | Georgiadis, Georgios | P22 |
| 98 | Gerba, Eddie Edin | P68 |
| 99 | Ghiani, Giulia | P26 |
| 100 | Gibson, John | P19 |
| 101 | Girdenas, Sarunas | P38 |
| 102 | Gnocchi, Stefano | P15 |
| 103 | Gonzalez-Astudillo, Manuel | P29 |
| 104 | Gordon, Grey | P43 |
| 105 | Graubner, Marten | P78 |
| 106 | Grazzini, Jakob | P84, P75 |
| 107 | Große Steffen, Christoph | P40 |
| 108 | Growiec, Jakub | C46, P46 |
| 109 | Guerin, Pierre | P60 |
| 110 | Guerra-Salas, Juan | P34 |
| 111 | Guerrieri, Luca | P72 |
| 112 | Gunn, Christopher | C50, P50 |
| 113 | Hara, Naoko | P12 |
| 114 | Harting, Philipp | P77 |
| 115 | Hassler, Uwe | P9 |
| 116 | Hauser, Daniela | P47 |
| 117 | He, Xue-Zhong | P78 |
| 118 | Hillebrand, Marten | C36, P36 |
| 119 | Hirose, Yasuo | C5, P5 |
| 120 | Hoffmann, Mathias | P37 |
| 121 | Hommes, Cars | C59, P59, P86 |
| 122 | Horvath, Michal | C47, P47 |
| 123 | Hsiao, Cody Yu-Ling | P30 |
| 124 | Huang, Jilei | P49 |
| 125 | Huh, Yesol | P64 |
| 126 | Hull, Isaiah | P65 |
| 127 | Ilbas, Pelin | C87, P87 |
| 128 | in 't Veld, Daan | P59 |
| 129 | Ionescu, Felicia | P43 |
| 130 | Iori, Giulia | C64, P64 |
| 131 | Irarrazabal, Alfonso | P62 |
| 132 | Jaccard, Ivan | C37, P37 |
| 133 | Jacob Leal, Sandrine | P82 |
| 134 | Jarosch, Gregor | P12 |
| 135 | Jensen, Christian | P42 |
| 136 | Jiang, Wei | P47 |
| 137 | Jo, In Hwan | P42 |
| 138 | Juillard, Michel | C70, P70 |
| 139 | Kalimullina, Lina | P58 |
| 140 | Kano, Takashi | P11 |
| 141 | Karantounias, Anastasios | P48 |
| 142 | Karibzhanov, Iskander | P37 |
| 143 | Karlis, Alexandros | C76, P76 |
| 144 | Kasa, Kenneth | C83, P83 |
| 145 | Kay, Benjamin | P20 |
| 146 | Keijsers, Bart | P57 |
| 147 | Keoula, Michel | P56 |
| 148 | Khovansky, Serguey | P60 |
| 149 | Kiesel, Konstantin | P68 |
| 150 | Kiley, Michael | C49, P49 |
| 151 | Kociecki, Andrzej | P17 |
| 152 | Koerber, Lena | P73 |
| 153 | Kolasa, Marcin | P49 |
| 154 | Kondo, Illenin | P40 |
| 155 | Kovaleva, Svetlana | P84 |
| 156 | Krawczyk, Jacek | C7, P7 |
| 157 | Kriwoluzky, Alexander | P50 |
| 158 | Laczo, Sarolta | P53 |
| 159 | Lambertini, Luisa | P39 |
| 160 | Lanne, Markku | P18 |
| 161 | Lansing, Kevin | C38, P38 |
| 162 | Larsen, Vegard | P32 |
| 163 | LeBaron, Blake | C60, P60 |
| 164 | Lebesmuehlbacher, Thomas | P69 |
| 165 | Leduc, Sylvain | P15 |
| 166 | Leiva-Leon, Danilo | P9 |
| 167 | Lepetit, Antoine | P47, P89 |
| 168 | Levine, Paul | P55 |
| 169 | Lewis, Vivien | C52, P52 |
| 170 | Li, Kai | P60 |
| 171 | Li, Dan | P64 |
| 172 | Lind, Nelson | P70 |
| 173 | Linde, Jesper | C13, P13 |
| 174 | Liu, Ruipeng | P28 |
| 175 | Loisel, Olivier | P52 |
| 176 | Lubik, Thomas | C3, P3 |
| 177 | Ma, Xiaohan | P55 |
| 178 | Macchiarelli, Corrado | C74, P74 |
| 179 | Mahmudiev, Yordan | P51 |
| 180 | Maih, Junior | P89 |
| 181 | Majher, Pavol | P19 |
| 182 | Makarewicz, Tomasz | C80, P80 |
| 183 | Makarova, Svetlana | P25 |
| 184 | Makarski, Krzysztof | P87 |
| 185 | Maliar, Lilia | P66 |
| 186 | Maliar, Serguei | C72, P72 |
| 187 | Mandelman, Federico | P11, P46 |
| 188 | Masolo, Riccardo Maria | P24 |
| 189 | Massaro, Domenico | C77, P77 |
| 190 | Matthes, Christian | P3 |
| 191 | McCracken, Michael | P27 |
| 192 | McNelis, Paul | P70 |
| 193 | Melina, Giovanni | C73, P73 |
| 194 | Melosi, Leonardo | P4 |
| 195 | Menna, Lorenzo | P36 |
| 196 | Meyer-Gohde, Alexander | P17 |
| 197 | Milani, Fabio | P3 |
| 198 | Mileva, Mariya | P56 |
| 199 | Mohn, Klaus | C33, P33 |
| 200 | Molnárová, Zuzana | P71 |
| 201 | Motta, Giorgio | P55 |
| 202 | Moura, Guilherme | P26 |
| 203 | Murakami, Masatoshi | C81, P81 |
| 204 | Nakata, Taisuke | P50 |
| 205 | napoletano, mauro | C75, P75 |
| 206 | Natvik, Gisle | P39 |
| 207 | Negriu, Anghel | P85 |
| 208 | Nenov, Plamen | C89, P89 |
| 209 | Neuhoff, Daniel | P17 |
| 210 | Nordvik, Frode Martin | P34 |
| 211 | Normandin, Michel | P11 |
| 212 | Nuno, Galo | C43, P43 |
| 213 | Onorante, Luca | P25 |
| 214 | Orlik, Anna | P14 |
| 215 | Otrok, Christopher | C22, P22 |
| 216 | Owyang, Michael | C23, P23 |
| 217 | Paccagnini, Alessia | P24 |
| 218 | Panchenko, Valentyn | P79 |
| 219 | Pancrazi, Roberto | P45 |
| 220 | Panovska, Irina | C26, P26 |
| 221 | Papanagiotou, Evangelia | P64 |
| 222 | Pataracchia, Beatrice | P67 |
| 223 | Pedersen, Michael | P31 |
| 224 | Pegoraro, Fulvio | P63 |
| 225 | Peterman, William | P54 |
| 226 | Pilossoph, Laura | P12 |
| 227 | Pirschel, Inske | P9 |
| 228 | Pisani, Massimiliano | P51 |
| 229 | Poledna, Sebastian | P80 |
| 230 | Prause, Martin | P83 |
| 231 | Presno, Ignacio | P53 |
| 232 | Prieto, Esteban | P2 |
| 233 | Ratfai, Attila | P42 |
| 234 | Ratto, Marco | P67, C71, P71 |
| 235 | Ravazzolo, Francesco | C32, P32 |
| 236 | Ravenna, Federico | P14 |
| 237 | Ravn, Søren Hove | P39 |
| 238 | Reiter, Michael | C66, P66 |
| 239 | Ricchiuti, Giorgio | P78 |
| 240 | Ricco, Giovanni | C15, P15 |
| 241 | Richter, Alexander | P73 |
| 242 | Rime, Dagfinn | C62, P62 |
| 243 | rossi, raffaele | C48, P48 |
| 244 | Roulleau-Pasdeloup, Jordan | P49 |
| 245 | Roussellet, Guillaume | P28 |
| 246 | Rovira Kaltwasser, Pablo | P62 |
| 247 | Russo, Alberto | P81 |
| 248 | Rust, John | C65, P65 |
| 249 | Sager, Erick | P66 |
| 250 | Salle, Isabelle | P83 |
| 251 | Santoro, Sergio | C51, P51 |
| 252 | Sarferaz, Samad | P23 |
| 253 | Schaling, Eric | P69 |
| 254 | Schmitt, Noemi | P82 |
| 255 | Schultefrankenfeld, Guido | P68 |
| 256 | Schwarzmüller, Tim | P73 |
| 257 | Schwenkler, Gustavo | P28 |
| 258 | Scotti, Chiara | P8 |
| 259 | Sekhposyan, Tatevik | C14, P14 |
| 260 | Sekkel, Rodrigo | P23 |
| 261 | Semmler, Willi | C18, P18 |
| 262 | Senga, Tatsuro | P19 |
| 263 | Sengupta, Abhijit | P84 |
| 264 | Seok, Byoung Hoon | P44 |
| 265 | Shakhnov, Kirill | P36 |
| 266 | Shukayev, Malik | C57, P57 |
| 267 | Siemsen, Thomas | C20, P20 |
| 268 | sim, jae | C6, P6 |
| 269 | Slacalek, Jiri | C44, P44 |
| 270 | Stella, Andrea | C68, P68 |
| 271 | Storesletten, Kjetil | C53, P53 |
| 272 | Sturm, Jan-Egbert | C24, P24 |
| 273 | Sucarrat, Genaro | C28, P28 |
| 274 | Sveen, Tommy | C45, P45 |
| 275 | Swarbrick, Jonathan | P38 |
| 276 | Tai, Chung-Ching | P86 |
| 277 | Tambalotti, Andrea | C39, P39 |
| 278 | Tasci, Murat | C10, P10 |
| 279 | Tedeschi, Gabriele | P58 |
| 280 | Terajima, Yaz | P74 |
| 281 | Tetlow, Robert | P13 |
| 282 | Thorsrud, Leif | P22 |
| 283 | Throckmorton, Nathaniel | P5 |
| 284 | Treibich, Tania | P77 |
| 285 | Tretvoll, Hakon | P89 |
| 286 | Tuinstra, Jan | P85 |
| 287 | van de Leur, Michiel | P80 |
| 288 | van der Hoog, Sander | P76 |
| 289 | Vázquez, Jesús | C55, P55 |
| 290 | Vera, Celia | P88 |
| 291 | Vermandel, Gauthier | P67 |
| 292 | Verona, Fabio | P52 |
| 293 | Vespignani, Joaquin | P31 |
| 294 | Villa, Stefania | P87 |
| 295 | Vitale, Paolo | P88 |
| 296 | Vukotic, Marija | P6 |
| 297 | Wagener, Florian | P86 |
| 298 | Walentin, Karl | P2 |
| 299 | Wang, Mu-Chun | P20 |
| 300 | Wang, Likun | P7 |
| 301 | Waters, George | P59 |
| 302 | Westerhoff, Frank | P58 |
| 303 | Weth, Mark | P61 |
| 304 | Wills, Samuel | P31 |
| 305 | Winant, Pablo | P37 |
| 306 | Winkler, Roland | P52 |
| 307 | Winschel, Viktor | P88 |
| 308 | Yamamoto, Ryuichi | P82 |
| 309 | Yankov, Vladimir | P57 |
| 310 | Yazici, Hakki | P54 |
| 311 | Yeh, Chia-Hsuan | C78, P78 |
| 312 | Yildizoglu, Murat | P83 |
| 313 | Yue, Vivian | P6, C61, P61 |
| 314 | Zadrozny, Peter | C17, P17 |
| 315 | Zahiri, Sepideh | P33 |
| 316 | Zhang, Tong | P79 |
| 317 | Zheng, Huanhuan | P59 |
| 318 | Zhou, Chen | P61 |
| 319 | Zhutova, Anastasia | P10 |
| 320 | Zimic, Srecko | P23 |
| 321 | Zubairy, Sarah | P15 |
This program was last updated on 2014-09-17 13:3:37 EDT