Summary of All Sessions |
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Click here for an index of all participants |
| Date/Time | Location | Type | Title | Papers | Organizer |
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| June 28, 2017 9:00-10:40 | 3-01 | invited | A01: Invited Session - Macro ABMs | 4 | Marco Gross |
| June 28, 2017 9:00-10:40 | 4-01 | invited | A02: Invited Session - Topics in Econometric Theory | 4 | Jose Montiel Olea |
| June 28, 2017 9:00-10:40 | 3-02 | contributed | A03: Monetary and Fiscal Policy in Behavioral Macroeconomic Models | 4 | Cars Hommes |
| June 28, 2017 9:00-10:40 | 3-09 | contributed | A04: Agent-Based Models of Macroeconomy and Financial Markets | 4 | Shu-Heng Chen |
| June 28, 2017 9:00-10:40 | 4-02 | contributed | A05: Fiscal and Monetary Policy | 4 | Andrea Tambalotti |
| June 28, 2017 9:00-10:40 | 4-04 | contributed | A06: Latent Processes and Filtering Information | 4 | Francesco Ravazzolo |
| June 28, 2017 9:00-10:40 | 4-05 | contributed | A07: Business Cycles, Macro Policies and Welfare | 4 | Robert Tetlow |
| June 28, 2017 9:00-10:40 | 4-07 | contributed | A08: Time-Varying Parameter Models | 4 | Christiane Baumeister |
| June 28, 2017 9:00-10:40 | 4-08 | contributed | A09: Employment Dynamics and Macroeconomic Adjustment | 3 | Thomas Lubik |
| June 28, 2017 9:00-10:40 | 4-09 | contributed | A10: Financial Frictions | 4 | Andrew Foerster |
| June 28, 2017 9:00-10:40 | 2-01A | contributed | A11: International Dimensions of QE | 4 | Andrea Ferrero |
| June 28, 2017 11:10-12:50 | 4-01 | invited | B01: Invited Session - Recent Advances in the Identification of VAR Models | 4 | Christiane Baumeister |
| June 28, 2017 11:10-12:50 | 3-01 | contributed | B02: Equilibrium Dynamics and Policy at the Zero Lower Bound | 4 | Marc Giannoni |
| June 28, 2017 11:10-12:50 | 3-02 | contributed | B03: Credit Frictions and Business Cycles | 4 | Venky Venkateswaran |
| June 28, 2017 11:10-12:50 | 3-05 | contributed | B04: Advances in Macroeconomics | 4 | Michel Juillard |
| June 28, 2017 11:10-12:50 | 3-09 | contributed | B05: Banking, Frictions and Monetary Policy | 4 | Paul McNelis |
| June 28, 2017 11:10-12:50 | 4-02 | contributed | B06: Experimental Macroeconomics I | 4 | Cars Hommes |
| June 28, 2017 11:10-12:50 | 4-04 | contributed | B07: Climate-Economy Modeling and Policy Implications | 4 | Chris Kellett |
| June 28, 2017 11:10-12:50 | 4-05 | contributed | B08: Agent-based Finance | 4 | Blake LeBaron |
| June 28, 2017 11:10-12:50 | 4-07 | contributed | B09: International Policy Spillovers | 4 | Johanna Francis |
| June 28, 2017 11:10-12:50 | 4-08 | contributed | B10: Empirical Structural Models | 4 | Francesco Ravazzolo |
| June 28, 2017 11:10-12:50 | 4-09 | contributed | B11: Some Random Macro and Econometrics Papers | 4 | Marco Del Negro |
| June 28, 2017 11:10-12:50 | 2-01A | contributed | B12: Heterogeneity and Fiscal Policy | 4 | Andrea Ferrero |
| June 28, 2017 16:00-17:40 | 3-01 | invited | C01: Invited Session - Estimation and Evaluation of Nonlinear Equilibrium Models | 4 | Edward Herbst |
| June 28, 2017 16:00-17:40 | 3-02 | contributed | C02: Econometrics of High-Dimensional Models | 4 | Domenico Giannone |
| June 28, 2017 16:00-17:40 | 3-05 | contributed | C03: Experimental Macroeconomics II | 3 | Cars Hommes |
| June 28, 2017 16:00-17:40 | 3-09 | contributed | C04: Fiscal Policy I | 4 | Andrew Foerster |
| June 28, 2017 16:00-17:40 | 4-01 | contributed | C05: Euro Area and the Challenges Ahead | 4 | Fernanda Nechio |
| June 28, 2017 16:00-17:40 | 4-02 | contributed | C06: Applied Monetary Policy and Measurement | 4 | Robert Tetlow |
| June 28, 2017 16:00-17:40 | 4-04 | contributed | C07: Computational Methods I | 3 | Michel Juillard |
| June 28, 2017 16:00-17:40 | 4-05 | contributed | C08: Agent-Based Models of Financial Systems and Trading Institutions | 4 | Shu-Heng Chen |
| June 28, 2017 16:00-17:40 | 4-07 | contributed | C09: Growth and Business Cycles | 4 | Andrea Ferrero |
| June 28, 2017 16:00-17:40 | 4-08 | contributed | C10: Boom-Bust Cycles, Learning, and Policy | 3 | Kevin Lansing |
| June 28, 2017 16:00-17:40 | 4-09 | contributed | C11: Investment, Wages and Inequality | 4 | Paul McNelis |
| June 28, 2017 16:00-17:40 | 2-01A | contributed | C12: Monetary and Fiscal Policy | 4 | Marco Gross |
| June 29, 2017 9:00-10:40 | 4-01 | invited | D01: Invited Session in Honor of Carl Chiarella: Market- and Macro-Dynamics | 4 | Xuezhong (Tony) He |
| June 29, 2017 9:00-10:40 | 3-01 | invited | D02: Invited Session - Expectations and Asymmetric Information in Macroeconomics | 4 | Thomas Lubik |
| June 29, 2017 9:00-10:40 | 3-02 | invited | D03: Invited Session - Mortgages in the Macroeconomy | 4 | Andrea Tambalotti |
| June 29, 2017 9:00-10:40 | 3-05 | contributed | D04: Agent Based Macroeconomics I | 4 | Tiziana Assenza |
| June 29, 2017 9:00-10:40 | 3-09 | contributed | D05: Financial Frictions and Macroeconomic Dynamics | 4 | Todd Keister |
| June 29, 2017 9:00-10:40 | 4-02 | contributed | D06: Monetary Policy I | 4 | Jing Cynthia Wu |
| June 29, 2017 9:00-10:40 | 4-04 | contributed | D07: Chinese Financial Markets | 3 | Xuezhong (Tony) He |
| June 29, 2017 9:00-10:40 | 4-05 | contributed | D08: Agent-Based Models of Behavioral Finance | 4 | Shu-Heng Chen |
| June 29, 2017 9:00-10:40 | 4-07 | contributed | D09: International Linkages | 3 | Fernanda Nechio |
| June 29, 2017 9:00-10:40 | 4-08 | contributed | D10: Uncertainty and Disagreement | 4 | Francesco Bianchi |
| June 29, 2017 9:00-10:40 | 4-09 | contributed | D11: Macroeconomics and Banking | 4 | Domenico Giannone |
| June 29, 2017 9:00-10:40 | 2-01A | contributed | D12: Topics in Macroeconometrics | 4 | Edward Herbst |
| June 29, 2017 11:10-12:50 | 4-01 | invited | E01: Invited Session in Honor of Carl Chiarella: Financial Markets | 4 | Xuezhong (Tony) He |
| June 29, 2017 11:10-12:50 | 3-01 | invited | E02: Invited Session - Determinants of Low Interest Rates | 4 | Marc Giannoni |
| June 29, 2017 11:10-12:50 | 3-02 | contributed | E03: Exchange Rate Dynamics | 4 | Fernanda Nechio |
| June 29, 2017 11:10-12:50 | 3-05 | contributed | E04: Firms | 4 | Andrea Tambalotti |
| June 29, 2017 11:10-12:50 | 3-09 | contributed | E05: Reallocation and Productivity | 4 | Johanna Francis |
| June 29, 2017 11:10-12:50 | 4-02 | contributed | E06: Experimental Macroeconomics III | 4 | Cars Hommes |
| June 29, 2017 11:10-12:50 | 4-04 | contributed | E07: Agent Based Macroeconomics II | 4 | Tiziana Assenza |
| June 29, 2017 11:10-12:50 | 4-05 | contributed | E08: Topics in Macroeconomic and Social Policy | 4 | Robert Tetlow |
| June 29, 2017 11:10-12:50 | 4-07 | contributed | E09: Financial Market Modelling | 4 | Xuezhong (Tony) He |
| June 29, 2017 11:10-12:50 | 4-08 | contributed | E10: Networks of Exchange and Financial Intermediation | 3 | Thomas Lux |
| June 29, 2017 11:10-12:50 | 4-09 | contributed | E11: Computational Methods II | 4 | Michel Juillard |
| June 29, 2017 11:10-12:50 | 2-01A | contributed | E12: Nowcasting and Forecasting | 4 | Domenico Giannone |
| June 30, 2017 9:00-10:40 | 3-01 | invited | F01: Invited Session - Term Structure of Interest Rates | 4 | Jing Cynthia Wu |
| June 30, 2017 9:00-10:40 | 4-01 | invited | F02: Invited Session - Uncertainty and Integrated Assessment Models for Climate-Economy | 4 | Chris Kellett |
| June 30, 2017 9:00-10:40 | 4-02 | contributed | F03: Nonlinear Effects of Fiscal and Monetary Policies | 3 | Christiane Baumeister |
| June 30, 2017 9:00-10:40 | 3-05 | contributed | F04: Fiscal Policy: Structural Issues | 4 | Paul McNelis |
| June 30, 2017 9:00-10:40 | 3-02 | contributed | F05: Macroeconomic Foundations of Asset Prices | 4 | Daniel Greenwald |
| June 30, 2017 9:00-10:40 | 3-09 | contributed | F06: New Methodologies in Forecasting | 4 | Francesco Ravazzolo |
| June 30, 2017 9:00-10:40 | 4-04 | contributed | F07: Market Microstructure | 4 | Xuezhong (Tony) He |
| June 30, 2017 9:00-10:40 | 4-05 | contributed | F08: Stochastic Models of Dispersed Economic Activity | 4 | Thomas Lux |
| June 30, 2017 9:00-10:40 | 4-07 | contributed | F09: Financial Integration, Growth, and Business Cycles | 3 | Thomas Lubik |
| June 30, 2017 9:00-10:40 | 4-08 | contributed | F10: Fiscal Policy II | 4 | Stefano Eusepi |
| June 30, 2017 9:00-10:40 | 4-09 | contributed | F11: Information Frictions in Dynamic Macro Models | 4 | Ryan Chahrour |
| June 30, 2017 9:00-10:40 | 2-01A | contributed | F12: Behavioral Macroeconomics | 4 | Cars Hommes |
| June 30, 2017 11:10-12:50 | 4-01 | invited | G01: Invited Session - Macro-Finance | 4 | Daniel Greenwald |
| June 30, 2017 11:10-12:50 | 3-01 | invited | G02: Invited Session - Monetary Policy and Asset Pricing | 4 | Francesco Bianchi |
| June 30, 2017 11:10-12:50 | 4-02 | invited | G03: Invited Session - Trends and Cycles in Macroeconomic Time Series | 4 | Domenico Giannone |
| June 30, 2017 11:10-12:50 | 3-02 | contributed | G04: Learning and Heterogeneous Agents | 4 | Cars Hommes |
| June 30, 2017 11:10-12:50 | 3-05 | contributed | G05: New Directions for Agent-Based Computational Economics | 4 | Shu-Heng Chen |
| June 30, 2017 11:10-12:50 | 3-09 | contributed | G06: Expectations in Macro Models | 4 | Bruce Preston |
| June 30, 2017 11:10-12:50 | 4-04 | contributed | G07: Fiscal Policies and Social Security | 4 | Michel Juillard |
| June 30, 2017 11:10-12:50 | 4-05 | contributed | G08: Financial Frictions and Computational Methods | 4 | Arunima Sinha |
| June 30, 2017 11:10-12:50 | 4-07 | contributed | G09: Financial Econometrics I | 4 | Jing Cynthia Wu |
| June 30, 2017 11:10-12:50 | 4-08 | contributed | G10: Housing and Macroeconomics | 4 | Andrea Ferrero |
| June 30, 2017 11:10-12:50 | 4-09 | contributed | G11: Monetary Policy II | 4 | Marc Giannoni |
| June 30, 2017 11:10-12:50 | 2-01A | contributed | G12: Structural Changes in the Macroeconomy | 3 | Francesco Bianchi |
| June 30, 2017 16:00-17:40 | 3-01 | invited | H01: Invited Session - Behavioral Macroeconomics | 4 | Cars Hommes |
| June 30, 2017 16:00-17:40 | 4-01 | invited | H02: Invited Session - Banking and Liquidity Risk | 4 | Todd Keister |
| June 30, 2017 16:00-17:40 | 3-02 | contributed | H03: Open Economies | 4 | Michel Juillard |
| June 30, 2017 16:00-17:40 | 3-05 | contributed | H04: Regime Switching, Endogenous Cycles, the Role of Credit | 4 | Marco Gross |
| June 30, 2017 16:00-17:40 | 3-09 | contributed | H05: Fiscal Policy and Financial Frictions | 4 | Johanna Francis |
| June 30, 2017 16:00-17:40 | 4-02 | contributed | H06: Learning and the Stability of Expectations | 4 | Stefano Eusepi |
| June 30, 2017 16:00-17:40 | 4-04 | contributed | H07: Computational Methods III | 4 | Michel Juillard |
| June 30, 2017 16:00-17:40 | 4-07 | contributed | H08: Agency Problems, Information, and Bank Regulation | 3 | Johanna Francis |
| June 30, 2017 16:00-17:40 | 4-08 | contributed | H09: Banking and Financial Intermediation | 4 | Daniel Greenwald |
| June 30, 2017 16:00-17:40 | 4-09 | contributed | H10: Financial Econometrics II | 4 | Jing Cynthia Wu |
| June 30, 2017 16:00-17:40 | 2-01A | contributed | H11: Monetary Policy III | 4 | Andrea Ferrero |
94 sessions, 365 papers, and 0 presentations with no associated papers |
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SCE - Computing in Economics and Finance |
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Detailed List of Sessions |
| Session: A01: Invited Session - Macro ABMs June 28, 2017 9:00 to 10:40 3-01 |
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| Session Organizer: Marco Gross, European Central Bank |
| Session Chair: Andrea Roventini, Scuola Superiore Sant'Anna |
| Session type: invited |
| Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead |
| presented by: Andrea Roventini, Scuola Superiore Sant'Anna |
| Bayesian Estimation of Agent-Based Models |
| presented by: Jakob Grazzini, Catholic University of Milan |
| Empirical validation of large scale agent-based macroeconomic models |
| presented by: Sylvain Barde, University of Kent |
| Agent-Based Model of system-wide implications of liquidity risk |
| presented by: Grzegorz Halaj, European Central Bank |
| Session: A02: Invited Session - Topics in Econometric Theory June 28, 2017 9:00 to 10:40 4-01 |
| Session Organizer: Jose Montiel Olea, Columbia University |
| Session Chair: Mikkel Plagborg-Moller, Harvard University |
| Session type: invited |
| Identification of and correction for publication bias |
| presented by: Isaiah Andrews, MIT |
| Confidence Sets Based on Shrinkage Estimators |
| presented by: Mikkel Plagborg-Moller, Harvard University |
| Simultaneous Confidence Bands: Theoretical Comparisons and Recommendations for Practice |
| presented by: Jose Montiel Olea, Columbia University |
| Kernel Filtering |
| presented by: Benjamin Connault, University of Pennsylvania |
| Session: A03: Monetary and Fiscal Policy in Behavioral Macroeconomic Models June 28, 2017 9:00 to 10:40 3-02 |
| Session Organizer: Cars Hommes, University of Amsterdam |
| Session Chair: Christian Proaño, University of Bamberg |
| Session type: contributed |
| Optimal Monetary Policy in a Mixed-Frequency Macroeconomic Model |
| presented by: Matthias Lengnick, University of Kiel |
| Credit Bubble, "Monetary Famine'', and Stock Market Crashes - A Disequilibrium Dynamical Model of Interbank Market |
| presented by: Corrado Di Guilmi, University of Technology Sydney |
| A Keynesian Dynamic Stochastic Disequilibrium Model for Business Cycle Analysis. |
| presented by: Christian Schoder, Vienna University of Economics and Busin |
| Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets |
| presented by: Joerg Urban, Bank for International Settlements |
| Session: A04: Agent-Based Models of Macroeconomy and Financial Markets June 28, 2017 9:00 to 10:40 3-09 |
| Session Organizer: Shu-Heng Chen, National Chengchi University |
| Session Chair: Yu Zhang, Southwestern University of Finance and Economics |
| Session type: contributed |
| Getting Bulls and Bears into a Real Economy: An Agent-Based Integration |
| presented by: Yu Zhang, Southwestern University of Finance and Economics |
| Macroprudential policy in an agent-based model of the UK housing market |
| presented by: Marc Hinterschweiger, Bank of England |
| Modeling Credit Market Interactions with Securitization in an Agend Based-Stock Flow Consistent Approach |
| presented by: Benjamin Lojak, University of Bamberg |
| Innovation, Imitation, and Location Strategies |
| presented by: Luca Colombo, Università Cattolica del Sacro Cuore |
| Session: A05: Fiscal and Monetary Policy June 28, 2017 9:00 to 10:40 4-02 |
| Session Organizer: Andrea Tambalotti, Federal Reserve Bank of New York |
| Session Chair: Giovanni Di Bartolomeo, Sapienza University of Rome |
| Session type: contributed |
| Output Hysteresis and Optimal Monetary Policy |
| presented by: Sanjay Singh, Brown University |
| Non-Neutrality of Open Market Operations |
| presented by: Salvatore Nistico, Sapienza Università di Roma |
| The Young, the Old, and the Government: Demographics and Fiscal Multipliers |
| presented by: Omar Rachedi, Banco de España |
| Beliefs formation and the puzzle of forwardguidance power |
| presented by: Giovanni Di Bartolomeo, Sapienza University of Rome |
| Session: A06: Latent Processes and Filtering Information June 28, 2017 9:00 to 10:40 4-04 |
| Session Organizer: Francesco Ravazzolo, Free University of Bozen/Bolzano |
| Session Chair: Peter Zadrozny, Bureau of Labor Statistics |
| Session type: contributed |
| Estimating Loss Given Default from CDS under Weak Identification |
| presented by: Lily Y Liu, Federal Reserve Bank of Boston |
| Sovereign risk transmission to bank lending rates: A dependence filtering approach |
| presented by: Marcin Wolski, European Investment Bank |
| Economic trends and cycles of schooling decisions: and unobserved components approach |
| presented by: Barbara Sadaba, Bank of Canada |
| Real-Time State-Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI |
| presented by: Peter Zadrozny, Bureau of Labor Statistics |
| Session: A07: Business Cycles, Macro Policies and Welfare June 28, 2017 9:00 to 10:40 4-05 |
| Session Organizer: Robert Tetlow, Federal Reserve Board |
| Session Chair: Jae Sim, Federal Reserve Board |
| Session type: contributed |
| The Rise and Fall of India's Investment Price : A Tale of Policy Error and Reform |
| presented by: Md Mahbubur Rahman, McMaster University |
| Welfare Effects of Fiscal Procyclicality: Who Wins with a Structural Balance Fiscal Rule? |
| presented by: Alvaro Aguirre, Banco Central de Chile |
| Collateral Framework as an Unconventional Monetary Policy Tool |
| presented by: Yasin Mimir, Norges Bank |
| Income Inequality, Financial Crises and Monetary Policy |
| presented by: Jae Sim, Federal Reserve Board |
| Session: A08: Time-Varying Parameter Models June 28, 2017 9:00 to 10:40 4-07 |
| Session Organizer: Christiane Baumeister, University of Notre Dame |
| Session Chair: Fernando Perez Forero, BCRP |
| Session type: contributed |
| A Structural Evaluation of VARs with Time-Varying Parameters and Stochastic Volatility |
| presented by: Ferre De Graeve, KU Leuven |
| Measuring the Stance of Monetary Policy in a Time-Varying World |
| presented by: Fernando Perez Forero, BCRP |
| Forecasting with VARs with time variation in the mean |
| presented by: Andries van Vlodrop, VU Amsterdam |
| Private and public risk-sharing in the euro area |
| presented by: Massimo Giuliodori, University of Amsterdam |
| Session: A09: Employment Dynamics and Macroeconomic Adjustment June 28, 2017 9:00 to 10:40 4-08 |
| Session Organizer: Thomas Lubik, Federal Reserve Bank of Richmond |
| Session Chair: Sylvain Leduc, Bank of Canada |
| Session type: contributed |
| Long Live the Vacancy |
| presented by: Michael Reiter, Institute for Advanced Studies |
| Employment Inequality: Why Do the Low-Skilled Work Less Now? |
| presented by: Erin Wolcott, University of California, San Diego |
| The Slow Job Recovery in a Macro Model of Search and Recruiting Intensity |
| presented by: Sylvain Leduc, Bank of Canada |
| Session: A10: Financial Frictions June 28, 2017 9:00 to 10:40 4-09 |
| Session Organizer: Andrew Foerster, Federal Reserve Bank of Kansas City |
| Session Chair: George Waters, Illinois State University |
| Session type: contributed |
| Output Gap, Monetary Policy Trade-o¤s and Financial Frictions |
| presented by: Paolo Gelain, Norges Bank |
| Quantifying the Role of Financial Factors during the Great Recession |
| presented by: Rodrigo Heresi, University of Maryland |
| Productivity and Welfare in an Overlapping Generations Model with Housing |
| presented by: George Waters, Illinois State University |
| Financial Regulation and Shadow Banking: A Small-Scaled DSGE Perspective |
| presented by: Patrick Fève, Toulouse School of Economics |
| Session: A11: International Dimensions of QE June 28, 2017 9:00 to 10:40 2-01A |
| Session Organizer: Andrea Ferrero, University of Oxford |
| Session Chair: Grzegorz Wesołowski, European Central Bank |
| Session type: contributed |
| Quantitative Easing in a Small Open Economy: An International Portfolio Balancing Approach |
| presented by: Serdar Kabaca, Bank of Canada |
| Do Term Premiums Matter? Transmission via Exchange Rate Dynamics |
| presented by: Koji Takahashi, Bank of Japan |
| International spillovers of quantitative easing |
| presented by: Grzegorz Wesołowski, European Central Bank |
| Securitization and Macroeconomic Stability |
| presented by: Daria Finocchiaro, Sveriges Riksbank |
| Session: B01: Invited Session - Recent Advances in the Identification of VAR Models June 28, 2017 11:10 to 12:50 4-01 |
| Session Organizer: Christiane Baumeister, University of Notre Dame |
| Session Chair: Christiane Baumeister, University of Notre Dame |
| Session type: invited |
| Identification Through Heterogeneity |
| presented by: Pooyan Amir-Ahmadi, University of Illinois at Urbana-Champai |
| Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations |
| presented by: Christiane Baumeister, University of Notre Dame |
| Understanding the Size of the Government Spending Multiplier: It's in the Sign |
| presented by: Christian Matthes, Federal Reserve Bank of Richmond |
| Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression |
| presented by: Jani Luoto, University of Helsinki |
| Session: B02: Equilibrium Dynamics and Policy at the Zero Lower Bound June 28, 2017 11:10 to 12:50 3-01 |
| Session Organizer: Marc Giannoni, Federal Reserve Bank of New York |
| Session Chair: Vadym Lepetyuk, Bank of Canada |
| Session type: contributed |
| Unconventional Taxation Policy, Financial Frictions and Liquidity Traps |
| presented by: Roy Zilberman, Lancaster University |
| The Dynamic Effects of Forward Guidance Shocks |
| presented by: Brent Bundick, Federal Reserve Bank of Kansas City |
| Self-Fulfilling Recessions at the Zero Lower Bound |
| presented by: Matthias Paustian, Federal Reserve Board |
| Should Central Banks Worry about Nonlinearities of Their Large-Scale Macroeconomic Models? |
| presented by: Vadym Lepetyuk, Bank of Canada |
| Session: B03: Credit Frictions and Business Cycles June 28, 2017 11:10 to 12:50 3-02 |
| Session Organizer: Venky Venkateswaran, New York University |
| Session Chair: Emiliano Santoro, University of Copenhagen |
| Session type: contributed |
| Adjustment of Consumer Durable Goods: The Role of Prices |
| presented by: Andrea Lanteri, Duke University |
| The Origins of Aggregate Fluctuations in a Credit Network Economy |
| presented by: Levent Altinoglu, Federal Reserve Board of Governors |
| Financial Collateral and Macroeconomic Amplification |
| presented by: Emiliano Santoro, University of Copenhagen |
| Inflation, Inventory, and Credit Market Disruptions: Micro-level Evidence and Aggregate Implications |
| presented by: Ryan Kim, Columbia University |
| Session: B04: Advances in Macroeconomics June 28, 2017 11:10 to 12:50 3-05 |
| Session Organizer: Michel Juillard, Banque de France |
| Session Chair: Marlène Isoré, University of Helsinki & Bank of Finland |
| Session type: contributed |
| On Nonlinearities in Unemployment |
| presented by: François Langot, GAINS-TEPP (Université du Maine) & PSE |
| Insuring entrepreneurial downside risk |
| presented by: Alexandre Gaillard, Toulouse School of Economics |
| Search and monitoring in credit cycles |
| presented by: Marlène Isoré, University of Helsinki & Bank of Finland |
| Demography, Technology, and the North-South Trade |
| presented by: Serdar Sayan, TOBB University of Economics and Technol |
| Session: B05: Banking, Frictions and Monetary Policy June 28, 2017 11:10 to 12:50 3-09 |
| Session Organizer: Paul McNelis, Fordham University |
| Session Chair: Arunima Sinha, Fordham University |
| Session type: contributed |
| Financial Frictions in the Small Open Economy |
| presented by: Jae Hun Shim, University of Bath |
| Monetary and Fiscal Policy Rules in Times of Prolonged Interconnected Crises |
| presented by: Paul McNelis, Fordham University |
| Numerical Solution of a Model of Bank Behavior Under Market, Credit, and Liquidity Risk |
| presented by: Samuel Slocum, Penn State |
| Fiscal-Monetary Interactions during the Gold Standard and Suspension Periods |
| presented by: Arunima Sinha, Fordham University |
| Session: B06: Experimental Macroeconomics I June 28, 2017 11:10 to 12:50 4-02 |
| Session Organizer: Cars Hommes, University of Amsterdam |
| Session Chair: Adrian Penalver, Banque de France |
| Session type: contributed |
| The Stabilizing Role of Forward Guidance: A Macro Experiment |
| presented by: Joep Lustenhouwer, Otto-Friedrich-Universität Bamberg |
| Managing coordination on bubbles in experimental asset markets with monetary policy |
| presented by: Myrna Hennequin, University of Amsterdam |
| Monetary Policy Rules in a Non-Rational World: A Macroeconomic Experiment |
| presented by: Felix Mauersberger, Universitat Pompeu Fabra & Barcelona GSE |
| A Quantitative Easing Experiment |
| presented by: Adrian Penalver, Banque de France |
| Session: B07: Climate-Economy Modeling and Policy Implications June 28, 2017 11:10 to 12:50 4-04 |
| Session Organizer: Chris Kellett, University of Newcastle |
| Session Chair: Ricardo Marto, International Monetary Fund (IMF) |
| Session type: contributed |
| Scenarios for Decarbonizing the European Electricity Sector without Nuclear Power |
| presented by: Clemens Gerbaulet, DIW Berlin |
| Improving intergenerational fairness in the DICE model |
| presented by: Willi Semmler, New School NY, University of Bielefeld |
| A Simulation Study of Global Warming and Optimal Climate Policies in a Multi-Country Model |
| presented by: Elmar Hillebrand, EEFA Institute |
| Emissions and Growth: Trends and Cycles in an Integrated World |
| presented by: Ricardo Marto, International Monetary Fund (IMF) |
| Session: B08: Agent-based Finance June 28, 2017 11:10 to 12:50 4-05 |
| Session Organizer: Blake LeBaron, Brandeis University |
| Session Chair: Atanas Christev, Heriot-Watt University |
| Session type: contributed |
| Institutional herding and fat-tailed returns |
| presented by: Ryuichi Yamamoto, Waseda University |
| On the bimodality of the distribution of the S&P 500’s distortion: empirical evidence and theoretical explanations |
| presented by: Frank Westerhoff, University of Bamberg |
| Evaluating Regulation within an Artificial Financial System - A Framework and its Application to the Liquidity Coverage Ratio Regulation |
| presented by: Jesper Riedler, ZEW Mannheim |
| Q--learning in a Cobweb Model |
| presented by: Atanas Christev, Heriot-Watt University |
| Session: B09: International Policy Spillovers June 28, 2017 11:10 to 12:50 4-07 |
| Session Organizer: Johanna Francis, Fordham University |
| Session Chair: Margarita Rubio, University of Nottingham |
| Session type: contributed |
| Crisis, contagion and international policy spillovers under foreign ownership of banks |
| presented by: Krzysztof Makarski, Narodowy Bank Polski |
| Cross-Country Spillovers from Macroprudential Regulation: Reciprocity and Leakage |
| presented by: Margarita Rubio, University of Nottingham |
| The Inherent Benefit of Monetary Unions |
| presented by: Dominik Groll, Kiel Institute for the World Economy |
| Demography, Capital Flows and International Portfolio Choice over the Life-cycle |
| presented by: Margaret Davenport, University of St. Gallen |
| Session: B10: Empirical Structural Models June 28, 2017 11:10 to 12:50 4-08 |
| Session Organizer: Francesco Ravazzolo, Free University of Bozen/Bolzano |
| Session Chair: Francesco Furlanetto, Norges Bank |
| Session type: contributed |
| News, asset prices and capital flows: Evidence from a small open economy |
| presented by: Galen Sher, International Monetary Fund |
| Liquidity provision, financial vulnerability, and internal adjustment to a sudden stop |
| presented by: Esteban Prieto, Deutsche Bundesbank |
| Assessing Monetary Policy Models: Bayesian Inference for Heteroskedastic Structural VARs |
| presented by: Tomasz Wozniak, University of Melbourne |
| Immigration and the Macroeconomy: some new empirical evidence |
| presented by: Francesco Furlanetto, Norges Bank |
| Session: B11: Some Random Macro and Econometrics Papers June 28, 2017 11:10 to 12:50 4-09 |
| Session Organizer: Marco Del Negro, Federal Reserve Bank of New York |
| Session Chair: Marco Del Negro, Federal Reserve Bank of New York |
| Session type: contributed |
| Economic agents as imperfect problem solvers |
| presented by: Cosmin Ilut, Duke University |
| Working Out Your Model's Kinks |
| presented by: Thomas Mertens, Federal Reserve Bank of San Francisco |
| The Linear Systems Approach to Linear Rational Expectations Models |
| presented by: Majid Al Sadoon, Universitat Pompeu Fabra |
| Bayesian Inference for Probabilistic Surveys |
| presented by: Marco Del Negro, Federal Reserve Bank of New York |
| Session: B12: Heterogeneity and Fiscal Policy June 28, 2017 11:10 to 12:50 2-01A |
| Session Organizer: Andrea Ferrero, University of Oxford |
| Session Chair: James Costain, Bank of Spain |
| Session type: contributed |
| Heterogeneous Hosuehold Finances and the Effect of Fiscal Policy |
| presented by: Cristina Fuentes-Albero, Federal Reserve Board |
| Fiscal Consolidation and Inequality |
| presented by: Miguel Ferreira, Nova SBE |
| Fiscal delegation in a monetary union: Instrument assignment and stabilization properties |
| presented by: James Costain, Bank of Spain |
| Government debt management: the Long and the Short of it |
| presented by: Elisa Faraglia, Cambridge University |
| Session: C01: Invited Session - Estimation and Evaluation of Nonlinear Equilibrium Models June 28, 2017 16:00 to 17:40 3-01 |
| Session Organizer: Edward Herbst, Federal Reserve Board |
| Session Chair: Edward Herbst, Federal Reserve Board |
| Session type: invited |
| Monetary Policy and Macroeconomic Stability Revisited |
| presented by: Yasuo Hirose, Keio University |
| The Natural Rate of Interest in a Nonlinear DSGE Model |
| presented by: Takeki Sunakawa, Kobe University |
| A New Way to Quantify The Effect of Uncertainty |
| presented by: Nathaniel Throckmorton, College of William & Mary |
| Forward Guidance with Bayesian Learning and Estimation |
| presented by: Edward Herbst, Federal Reserve Board |
| Session: C02: Econometrics of High-Dimensional Models June 28, 2017 16:00 to 17:40 3-02 |
| Session Organizer: Domenico Giannone, Federal Reserve Bank of New York |
| Session Chair: Davide Pettenuzzo, Brandeis Univeristy |
| Session type: contributed |
| Testing for common factors in large factor models |
| presented by: Yinchu Zhu, UCSD |
| Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions |
| presented by: Davide Pettenuzzo, Brandeis Univeristy |
| Macroeconomic forecast accuracy in a data-rich environment |
| presented by: Maxime Leroux, Finances Canada |
| Common Factors of Commodity Prices |
| presented by: Simona Delle Chiaie, European Central Bank |
| Session: C03: Experimental Macroeconomics II June 28, 2017 16:00 to 17:40 3-05 |
| Session Organizer: Cars Hommes, University of Amsterdam |
| Session Chair: Mikhail Anufriev, University of Technology Sydney |
| Session type: contributed |
| When Speculators Meet Constructors: Positive versus Negative Feedback in Experimental Housing Markets |
| presented by: Te Bao, Nanyang Technological University |
| Are sunspots effective in a big crowd? - Evidence from a large-scale bank run experiment |
| presented by: Anita Kopányi-Peuker, University of Amsterdam |
| Instability in a binary choice experiment with endogenous payoffs |
| presented by: Mikhail Anufriev, University of Technology Sydney |
| Session: C04: Fiscal Policy I June 28, 2017 16:00 to 17:40 3-09 |
| Session Organizer: Andrew Foerster, Federal Reserve Bank of Kansas City |
| Session Chair: Sergio Santoro, Bank of Italy |
| Session type: contributed |
| Debt, Sovereign Risk and Government Spending |
| presented by: Aurélien Eyquem, Université Lumière Lyon 2 |
| Fiscal Regimes and Fiscal Limits |
| presented by: Josef Hollmayr, Deutsche Bundesbank |
| Fiscal Moral Hazard in a Monetary Union |
| presented by: Sergio Santoro, Bank of Italy |
| Monetary commitment and the level of public debt |
| presented by: Stefano Gnocchi, Bank of Canada |
| Session: C05: Euro Area and the Challenges Ahead June 28, 2017 16:00 to 17:40 4-01 |
| Session Organizer: Fernanda Nechio, Federal Reserve Bank of San Francisco |
| Session Chair: Vasco Curdia, Federal Reserve Bank of San Francisco |
| Session type: contributed |
| Imperfect Mobility of Labor across Sectors and Fiscal Transmission |
| presented by: Olivier Cardi, Université de Tours, LEO |
| External Imbalances, Gross Capital Flows and Sovereign Debt Crises |
| presented by: Sergio de Ferra, Stockholm University |
| Macroeconomic effects of demographic change in an OLG model for a small open economy - The case of Belgium - |
| presented by: Willem Devriendt, Ghent University |
| Factor Mobility in the Euro Area |
| presented by: Vasco Curdia, Federal Reserve Bank of San Francisco |
| Session: C06: Applied Monetary Policy and Measurement June 28, 2017 16:00 to 17:40 4-02 |
| Session Organizer: Robert Tetlow, Federal Reserve Board |
| Session Chair: Dean Croushore, University of Richmond |
| Session type: contributed |
| Measuring the Effect of the Zero Lower Bound on Monetary Policy |
| presented by: Fernanda Nechio, Federal Reserve Bank of San Francisco |
| Where is Neutral? Assessing the Impact of Growth on the Natural Rate of Interest. |
| presented by: Thomas Carter, Bank of Canada |
| Fiscal Surprises at the FOMC |
| presented by: Dean Croushore, University of Richmond |
| Monetary Policy and the Term Structure of Interest Rates |
| presented by: Martin Kliem, Deutsche Bundesbank |
| Session: C07: Computational Methods I June 28, 2017 16:00 to 17:40 4-04 |
| Session Organizer: Michel Juillard, Banque de France |
| Session Chair: Gary Anderson, Board of Governors, Federal Reserve |
| Session type: contributed |
| A Parallel Implementation of Smolyak Method in CUDA |
| presented by: Iskander Karibzhanov, Bank of Canada |
| Using Support Vector Machine Function Approximation to Mitigate the Curse of Dimensionality in Models with Occasionally Binding Constraints |
| presented by: Gary Anderson, Board of Governors, Federal Reserve |
| The Dolo Modeling Framework |
| presented by: Spencer Lyon, New York University |
| Session: C08: Agent-Based Models of Financial Systems and Trading Institutions June 28, 2017 16:00 to 17:40 4-05 |
| Session Organizer: Shu-Heng Chen, National Chengchi University |
| Session Chair: Jasmina Arifovic, Simon Fraser University |
| Session type: contributed |
| Effective Trading Hours Extension |
| presented by: Kotaro Miwa, Tokio Marine Asset Management |
| Simulating fire-sales in a banking and shadow banking system |
| presented by: Grzegorz Halaj, European Central Bank |
| An Agent Based Model for the Assessment of the Application of LTV Caps |
| presented by: Francisco Javier Población García, European Central Bank |
| Adoption of a New Payment Method: Theory and Experimental Evidence |
| presented by: Jasmina Arifovic, Simon Fraser University |
| Session: C09: Growth and Business Cycles June 28, 2017 16:00 to 17:40 4-07 |
| Session Organizer: Andrea Ferrero, University of Oxford |
| Session Chair: Huiyu Li, Federal Reserve Bank of San Francisco |
| Session type: contributed |
| Creative Destruction and Uncertainty |
| presented by: Petr Sedlacek, Bonn University |
| Structural Reforms, Innovation and Economic Growth |
| presented by: Naoko Hara, Bank of Japan |
| Goods Market Frictions and the Labor Wedge |
| presented by: Jan Duras, Texas Tech University |
| Missing Growth from Creative Destruction |
| presented by: Huiyu Li, Federal Reserve Bank of San Francisco |
| Session: C10: Boom-Bust Cycles, Learning, and Policy June 28, 2017 16:00 to 17:40 4-08 |
| Session Organizer: Kevin Lansing, Federal Reserve Bank of San Francisco |
| Session Chair: Stefano Eusepi, Federal Reserve Bank of New York |
| Session type: contributed |
| Monetary Policy and Speculative Stock Markets |
| presented by: Gregor Boehl, Goethe University Frankfurt |
| Heterogeneity in house price dynamics |
| presented by: Federica Teppa, De Nederlandsche Bank |
| Anchored Inflation Expectations |
| presented by: Stefano Eusepi, Federal Reserve Bank of New York |
| Session: C11: Investment, Wages and Inequality June 28, 2017 16:00 to 17:40 4-09 |
| Session Organizer: Paul McNelis, Fordham University |
| Session Chair: Serguei Maliar, Santa Clara University |
| Session type: contributed |
| Inflationary Redistribution vs. Trading Opportunities |
| presented by: Timothy Kam, The Australian National University |
| Wage inflation targeting in a dual-instrument policy framework |
| presented by: Jingting Liu, Nanyang Technological University |
| Chinese Outbound Direct Investment and Macroprudential Policies in Global Cities |
| presented by: Taojun Xie, Singapore Management University |
| Capital-Skill Complementarity and Inequality: Twenty Years After |
| presented by: Serguei Maliar, Santa Clara University |
| Session: C12: Monetary and Fiscal Policy June 28, 2017 16:00 to 17:40 2-01A |
| Session Organizer: Marco Gross, European Central Bank |
| Session Chair: Sebastian Schmidt, European Central Bank |
| Session type: contributed |
| The Fiscal-Monetary Policy Mix in the euro area: Challenges at the zero lower bound |
| presented by: Athanasios Orphanides, MIT |
| Inflation Targeting as a Shock Absorber |
| presented by: Malte Rieth, DIW Berlin |
| Optimal Monetary Policy in A New Keynesian Model with Bond and Credit Market Frictions |
| presented by: Xiaoshan Chen, Durham University |
| Conservatism and Liquidity Traps |
| presented by: Sebastian Schmidt, European Central Bank |
| Session: D01: Invited Session in Honor of Carl Chiarella: Market- and Macro-Dynamics June 29, 2017 9:00 to 10:40 4-01 |
| Session Organizer: Xuezhong (Tony) He, University of Technology Sydney |
| Session Chair: Roberto Dieci, University of Bologna |
| Session type: invited |
| Financial Stress, Regime Switching and Spill-over Effects: Evidence from a Multi-Regime Global VAR Model |
| presented by: Pu Chen, Melbourne Institute of Technology |
| Growth and Unemployment: Short-run and Long-run Tradeoffs |
| presented by: Stephen Turnovsky, University of Washington |
| Interactions between stock, bond and housing markets |
| presented by: Roberto Dieci, University of Bologna |
| Macroeconomic and Stock Market Interactions under Endogenous Aggregate Sentiment Dynamics |
| presented by: Christian Proaño, University of Bamberg |
| Session: D02: Invited Session - Expectations and Asymmetric Information in Macroeconomics June 29, 2017 9:00 to 10:40 3-01 |
| Session Organizer: Thomas Lubik, Federal Reserve Bank of Richmond |
| Session Chair: Thomas Lubik, Federal Reserve Bank of Richmond |
| Session type: invited |
| Confounding Dynamics |
| presented by: Giacomo Rondina, University of Colorado, Boulder |
| Learning by Sharing |
| presented by: Alexandre Kohlhas, Institute for International Economic Studies, Stockholm University |
| Long Run Growth of Financial Technology |
| presented by: Laura Veldkamp, New York University |
| Indeterminacy and Imperfect Information |
| presented by: Thomas Lubik, Federal Reserve Bank of Richmond |
| Session: D03: Invited Session - Mortgages in the Macroeconomy June 29, 2017 9:00 to 10:40 3-02 |
| Session Organizer: Andrea Tambalotti, Federal Reserve Bank of New York |
| Session Chair: Andrea Tambalotti, Federal Reserve Bank of New York |
| Session type: invited |
| The Time-Varying Price of Financial Intermediation in the Mortgage Market |
| presented by: Andreas Fuster, Federal Reserve Bank of New York |
| Credit Regimes and the Seeds of Crisis |
| presented by: Nelson Lind, Emory University |
| Regulating Household Leverage |
| presented by: John Mondragon, Northwestern University |
| The Mortgage Rate Conundrum |
| presented by: Andrea Tambalotti, Federal Reserve Bank of New York |
| Session: D04: Agent Based Macroeconomics I June 29, 2017 9:00 to 10:40 3-05 |
| Session Organizer: Tiziana Assenza, Università Cattolica del Sacro Cuore |
| Session Chair: Sander van der Hoog, Bielefeld University |
| Session type: contributed |
| An agent based approach to model credit and the real economy |
| presented by: Saqib Jafarey, City University |
| Tinbergen Revisited: Monetary and Macro-prudential Policy Interactions in a Macroeconomic agent-based model with interbank market |
| presented by: Mauro Napoletano, OFCE-Sciences Po |
| The Financial Transmission of Shocks in a Simple Hybrid Macroeconomic Agent Based Model |
| presented by: Tiziana Assenza, Università Cattolica del Sacro Cuore |
| Macroprudential Analysis using an Agent-Based Macroeconomic Model of the Euro Area |
| presented by: Sander van der Hoog, Bielefeld University |
| Session: D05: Financial Frictions and Macroeconomic Dynamics June 29, 2017 9:00 to 10:40 3-09 |
| Session Organizer: Todd Keister, Rutgers University |
| Session Chair: Keiichiro Kobayashi, Keio University |
| Session type: contributed |
| "No Pain, No Gain. Multinational Banks in the Business Cycle" |
| presented by: Maria Olivero, Drexel University |
| Asset Bubbles and Macro-Prudential Policy |
| presented by: Tomohiro Hirano, The University of Tokyo |
| Debt-Ridden Borrowers and Economic Slowdown |
| presented by: Keiichiro Kobayashi, Keio University |
| Credit and Saving Constraints in General Equilibrium: Evidence from Survey Data |
| presented by: Franz Hamann, Banco de la Republica |
| Session: D06: Monetary Policy I June 29, 2017 9:00 to 10:40 4-02 |
| Session Organizer: Jing Cynthia Wu, University of Chicago |
| Session Chair: Ji Zhang, Tsinghua University |
| Session type: contributed |
| A shadow rate New Keynesian model |
| presented by: Ji Zhang, Tsinghua University |
| The Effectiveness of “Forward Guidance” during the Great Recession |
| presented by: Tao Wu, International Monetary Fund |
| Federal Reserve Private Information and the Stock Market |
| presented by: Aeimit Lakdawala, Michigan State University |
| Monetary policy and long-term interest rates |
| presented by: Oreste Tristani, ECB |
| Session: D07: Chinese Financial Markets June 29, 2017 9:00 to 10:40 4-04 |
| Session Organizer: Xuezhong (Tony) He, University of Technology Sydney |
| Session Chair: Dehua Shen, Tianjin University |
| Session type: contributed |
| Is there a real estate bubble in China? Evidence from LPPL model |
| presented by: Tianhao Zhi, Sun Yat-Sen University |
| Chinese bond risk premia |
| presented by: Bin Guo, Nankai University |
| An Empirical Analysis of the Information-Volatility Relationship with Internet Information |
| presented by: Dehua Shen, Tianjin University |
| Session: D08: Agent-Based Models of Behavioral Finance June 29, 2017 9:00 to 10:40 4-05 |
| Session Organizer: Shu-Heng Chen, National Chengchi University |
| Session Chair: Blake LeBaron, Brandeis University |
| Session type: contributed |
| Rational Learning and Trading Behavior in Limited Order Market |
| presented by: Shen Lin, Tianjin University |
| Unwillingness to cut losses in an agent-based asset pricing model |
| presented by: Radu Pruna, University of Southampton |
| Weather Shocks and Business Cycles |
| presented by: Gauthier Vermandel, University Paris-Dauphine |
| The Optimality of Short Term Rules of Thumb at Long Horizons for an Agent-based Financial Market |
| presented by: Blake LeBaron, Brandeis University |
| Session: D09: International Linkages June 29, 2017 9:00 to 10:40 4-07 |
| Session Organizer: Fernanda Nechio, Federal Reserve Bank of San Francisco |
| Session Chair: Thuy Lan Nguyen, Santa Clara University |
| Session type: contributed |
| Transmission of Household and Business Credit Shocks in Emerging Markets: The Role of Real Estate |
| presented by: Inci Gumus, Sabanci University |
| What Determines the Neutral Rate of Interest in an Emerging Economy? |
| presented by: Rocío Elizondo, Banco de México |
| Trade Intensity and Business Cycle Comovements: Bridging the gap between data and model |
| presented by: Thuy Lan Nguyen, Santa Clara University |
| Session: D10: Uncertainty and Disagreement June 29, 2017 9:00 to 10:40 4-08 |
| Session Organizer: Francesco Bianchi, Duke University |
| Session Chair: Junior Maih, Norges Bank |
| Session type: contributed |
| Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation |
| presented by: Giovanni Pellegrino, University of Melbourne |
| Forecast Uncertainty in the Neighborhood of the Effective Lower Bound: How Much Asymmetry Should We Expect? |
| presented by: Junior Maih, Norges Bank |
| Disagreement matters: New evidence on the state-dependent effects of monetary policy |
| presented by: Elisabeth Falck, Goethe University Frankfurt |
| Credit Guarantees as Optimal Policy under Uncertainty |
| presented by: Givi Melkadze, Georgetown University |
| Session: D11: Macroeconomics and Banking June 29, 2017 9:00 to 10:40 4-09 |
| Session Organizer: Domenico Giannone, Federal Reserve Bank of New York |
| Session Chair: Luca Guerrieri, Federal Reserve Board |
| Session type: contributed |
| Forecasting Bank Performance: A Stress Test Application |
| presented by: Luca Guerrieri, Federal Reserve Board |
| Payment Delays and Contagion |
| presented by: Dilyara Salakhova, Banque de France |
| Bank-Specific Shocks and House Price Growth in the U.S. |
| presented by: Thomas Krause, Halle Institute for Economic Research |
| Bank Exposures and Sovereign Stress Transmission |
| presented by: Carlo Altavilla, European Central Bank |
| Session: D12: Topics in Macroeconometrics June 29, 2017 9:00 to 10:40 2-01A |
| Session Organizer: Edward Herbst, Federal Reserve Board |
| Session Chair: Dror Kenett, Office of Financial Research |
| Session type: contributed |
| How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics |
| presented by: Dror Kenett, Office of Financial Research |
| Rewriting Dynare in Julia |
| presented by: Michel Juillard, Banque de France |
| Assessing Interest Rate Rule Nonlinearities |
| presented by: Anna Almosova, Humboldt University of Berlin |
| Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters |
| presented by: Sanha Noh, University of Missouri |
| Session: E01: Invited Session in Honor of Carl Chiarella: Financial Markets June 29, 2017 11:10 to 12:50 4-01 |
| Session Organizer: Xuezhong (Tony) He, University of Technology Sydney |
| Session Chair: Cars Hommes, University of Amsterdam |
| Session type: invited |
| SOCIAL INTERACTION, STOCHASTIC VOLATILITY, AND MOMENTUM |
| presented by: Xuezhong (Tony) He, University of Technology Sydney |
| Cognitive capacity and earnings performance: Evidence from double auction market experiments |
| presented by: Chung-Ching Tai, Tunghai University |
| Dynamic Limit Order Dispersion and Volatility Persistence in a Simple Limit Order Book Model |
| presented by: Blake LeBaron, Brandeis University |
| Carl's Cobweb |
| presented by: Cars Hommes, University of Amsterdam |
| Session: E02: Invited Session - Determinants of Low Interest Rates June 29, 2017 11:10 to 12:50 3-01 |
| Session Organizer: Marc Giannoni, Federal Reserve Bank of New York |
| Session Chair: Emmanuel Farhi, Harvard University |
| Session type: invited |
| Safety, Liquidity, and the Natural Rate of Interest |
| presented by: Marco Del Negro, Federal Reserve Bank of New York |
| The Term Structure of Expectations and Bond Yields |
| presented by: Richard Crump, Federal Reserve Bank of New York |
| A Model of Secular Stagnation: Theory and Quantitative Evaluation |
| presented by: Neil Mehrotra, Brown University |
| The Safety Trap |
| presented by: Emmanuel Farhi, Harvard University |
| Session: E03: Exchange Rate Dynamics June 29, 2017 11:10 to 12:50 3-02 |
| Session Organizer: Fernanda Nechio, Federal Reserve Bank of San Francisco |
| Session Chair: Matteo Iacoviello, Federal Reserve Board |
| Session type: contributed |
| Trend Inflation and Exchange Rate Dynamics: A New Keynesian Approach |
| presented by: Takashi Kano, Hitotsubashi University |
| Global Value Chain Participation and Exchange Rate Pass-through |
| presented by: Makram Khalil, Deutsche Bundesbank |
| Growth, Housing and Global Imbalances |
| presented by: Luisa Lambertini, EPFL |
| Measuring Geopolitical Risk |
| presented by: Matteo Iacoviello, Federal Reserve Board |
| Session: E04: Firms June 29, 2017 11:10 to 12:50 3-05 |
| Session Organizer: Andrea Tambalotti, Federal Reserve Bank of New York |
| Session Chair: Pablo Cuba-Borda, Federal Reserve Board |
| Session type: contributed |
| Firms entry, oligopolistic competition and labor market dynamics |
| presented by: Andrea Colciago, Dutch Central Bank and University of Milano Bicocca |
| Firm Demographics and the Great Recession |
| presented by: Peifan Wu, Stern School of Business |
| Offshore production and real exchange rate dynamics with heterogeneous firms |
| presented by: Andrei Zlate, Federal Reserve Bank of Boston |
| Price Promotions and Nominal Rigidities |
| presented by: Pablo Cuba-Borda, Federal Reserve Board |
| Session: E05: Reallocation and Productivity June 29, 2017 11:10 to 12:50 3-09 |
| Session Organizer: Johanna Francis, Fordham University |
| Session Chair: Fabrizio Zampolli, Bank for International Settlements |
| Session type: contributed |
| Reallocation of Credit Across Banks and Firms: A SVAR Analysis |
| presented by: Riccardo DiCecio, Federal Reserve Bank of St. Louis |
| Labour reallocation and productivity dynamics: financial causes, real consequences |
| presented by: Fabrizio Zampolli, Bank for International Settlements |
| Unemployment and Gross Credit Flows in a New Keynesian Framework |
| presented by: David Florian Hoyle, Central Bank of Peru |
| The Changing Nature of Sectoral Comovement |
| presented by: Christian vom Lehn, Brigham Young University |
| Session: E06: Experimental Macroeconomics III June 29, 2017 11:10 to 12:50 4-02 |
| Session Organizer: Cars Hommes, University of Amsterdam |
| Session Chair: Jan Tuinstra, University of Amsterdam |
| Session type: contributed |
| Does uncertainty traps occur? |
| presented by: Olga Rud, Bates College |
| Market volatility and crashes in experimental financial markets with interactions between human and high-frequency traders |
| presented by: Sandrine Jacob Leal, ICN Business School |
| Deflating Asset Price Bubbles with Leverage and Monetary Policy |
| presented by: Luba Petersen, Simon Fraser University |
| Prices vs. Returns in Learning-to-Forecast Experiments |
| presented by: Jan Tuinstra, University of Amsterdam |
| Session: E07: Agent Based Macroeconomics II June 29, 2017 11:10 to 12:50 4-04 |
| Session Organizer: Tiziana Assenza, Università Cattolica del Sacro Cuore |
| Session Chair: Christophre Georges, Hamilton College |
| Session type: contributed |
| Endogenous growth and global divergence in a multi-country agent-based model |
| presented by: Emanuele Russo, Pavia Institute for Advanced Studies |
| Cognitive biases, perceived wealth and household debt accumulation |
| presented by: Alberto Cardaci, Università Cattolica del Sacro Cuore |
| The Entreprenurial State and Mission-Oriented Policies: an agent-based model |
| presented by: Francesco Lamperti, Scuola Superiore Sant'Anna |
| Product Innovation, Economic Dynamism, and Consumption Inequality |
| presented by: Christophre Georges, Hamilton College |
| Session: E08: Topics in Macroeconomic and Social Policy June 29, 2017 11:10 to 12:50 4-05 |
| Session Organizer: Robert Tetlow, Federal Reserve Board |
| Session Chair: David Fuller, University of Wisconsin-Oshkosh |
| Session type: contributed |
| Social Health Insurance: A Quantitative Exploration |
| presented by: Juergen Jung, Towson University |
| On the Optimal Progressivity of Higher Education Subsidies: the Role of Endogenous Fertility |
| presented by: Vera Tolstova, CERGE-EI |
| Large Firm Dynamics and Secular Stagnation: Evidence from Japan and the U.S. |
| presented by: Yoshihiko Hogen, Bank of Japan |
| Eligibility, Experience Rating, and Unemployment Insurance Take-up |
| presented by: David Fuller, University of Wisconsin-Oshkosh |
| Session: E09: Financial Market Modelling June 29, 2017 11:10 to 12:50 4-07 |
| Session Organizer: Xuezhong (Tony) He, University of Technology Sydney |
| Session Chair: Takashi Shibata, Tokyo Metropolitan University |
| Session type: contributed |
| Informative Social Interactions |
| presented by: Chryssi Giannitsarou, University of Cambridge |
| Market entry waves and volatility outbursts in stock markets |
| presented by: Noemi Schmitt, University of Bamberg |
| Investment timing, collateral, and financing constraints |
| presented by: Takashi Shibata, Tokyo Metropolitan University |
| Regulation for leverage induced systemic risk in an agent based model. |
| presented by: Giorgos Galanis, University of Warwick |
| Session: E10: Networks of Exchange and Financial Intermediation June 29, 2017 11:10 to 12:50 4-08 |
| Session Organizer: Thomas Lux, University of Kiel |
| Session Chair: Mauro Napoletano, OFCE-Sciences Po |
| Session type: contributed |
| Collateral Unchained: Rehypotecation networks, complexity and systemic effects |
| presented by: Mauro Napoletano, OFCE-Sciences Po |
| Bitcoins: A fate of centralisation for decentralised money supply |
| presented by: Claudio Tessone, Universität Zürich |
| Herding, minority game, market clearing and efficient markets in a simple spin model framework |
| presented by: Ladislav Kristoufek, Czech Academy of Sciences |
| Session: E11: Computational Methods II June 29, 2017 11:10 to 12:50 4-09 |
| Session Organizer: Michel Juillard, Banque de France |
| Session Chair: Magali Marx, Banque de France |
| Session type: contributed |
| Risk Matters: Breaking Certainty Equivalence |
| presented by: Hamza Polattimur, Universität Hamburg |
| Back in Time. Fast. Improved Time Iterations. |
| presented by: Pablo Winant, Bank of England |
| A Simple Direct Estimate of Rule-of-Thumb Consumption using the Method of Simulated Quantiles and Cross Validation |
| presented by: Nathan Palmer, Office of Financial Research |
| Identification of structural VARs with zero and sign restrictions : a new algorithm |
| presented by: Magali Marx, Banque de France |
| Session: E12: Nowcasting and Forecasting June 29, 2017 11:10 to 12:50 2-01A |
| Session Organizer: Domenico Giannone, Federal Reserve Bank of New York |
| Session Chair: Scott Brave, Federal Reserve Bank of Chicago |
| Session type: contributed |
| Forecasting Economic Activity with Mixed Frequency Bayesian VARS |
| presented by: Scott Brave, Federal Reserve Bank of Chicago |
| Macroeconomic news and market’s reaction: a model-based approach |
| presented by: Alberto Caruso, Universitè Libre de Bruxelles |
| Macroeconomic Forecasting in Times of Crisis |
| presented by: Molin Zhong, Federal Reserve Board of Governors |
| Predicting the Relative Forecasting Performance of the Models: Conditional Predictive Ability Approach |
| presented by: Eleonora Granziera, Bank of Finland |
| Session: F01: Invited Session - Term Structure of Interest Rates June 30, 2017 9:00 to 10:40 3-01 |
| Session Organizer: Jing Cynthia Wu, University of Chicago |
| Session Chair: Fan Dora Xia, Bank for International Settlements |
| Session type: invited |
| Affine Term Structure Modeling and Macroeconomic Risks at the Zero Lower Bound |
| presented by: Guillaume Roussellet, NYU Stern School of Business |
| Time-Varying Lower Bound of Interest Rates in Europe |
| presented by: Fan Dora Xia, Bank for International Settlements |
| Term Structure Models with Negative Interest Rates |
| presented by: Yoichi Ueno, Bank of Japan |
| European spreads at the interest rate lower bound |
| presented by: Laura Coroneo, University of York |
| Session: F02: Invited Session - Uncertainty and Integrated Assessment Models for Climate-Economy June 30, 2017 9:00 to 10:40 4-01 |
| Session Organizer: Chris Kellett, University of Newcastle |
| Session Chair: Chris Kellett, University of Newcastle |
| Session type: invited |
| Planning for Reality: Models versus the Real World in Climate Economics |
| presented by: Chris Kellett, University of Newcastle |
| Feedback Control of a Global Model of Climate Change with Adaptation and Mitigation |
| presented by: Manoj Atolia, Florida State University |
| Towards Climate-Economy Assessment with Stochastic Discount Rates -- A Case Study Using DICE |
| presented by: Timm Faulwasser, Karlsruhe Institute of Technology |
| A stylized climate-economy model with carbon tax and uncertain climate sensitivity |
| presented by: Elena Rovenskaya, IIASA |
| Session: F03: Nonlinear Effects of Fiscal and Monetary Policies June 30, 2017 9:00 to 10:40 4-02 |
| Session Organizer: Christiane Baumeister, University of Notre Dame |
| Session Chair: Enrique Martinez-Garcia, Federal Reserve Bank of Dallas |
| Session type: contributed |
| How well do fiscal stimulus and austerity measures work across the business cycle |
| presented by: Irina Panovska, Lehigh University |
| Sign restrictions in Smooth Transition VAR models |
| presented by: Michele Piffer, DIW Berlin |
| Foreign Demand of U.S. Treasury Securities and the Zero-Lower Bound on Monetary Policy |
| presented by: Enrique Martinez-Garcia, Federal Reserve Bank of Dallas |
| Session: F04: Fiscal Policy: Structural Issues June 30, 2017 9:00 to 10:40 3-05 |
| Session Organizer: Paul McNelis, Fordham University |
| Session Chair: Jacek Suda, Narodowy Bank Polski |
| Session type: contributed |
| Fiscal Buffers, Private Debt, and Stagnation: The Good, the Bad and the Ugly |
| presented by: Stefania Villa, University of Foggia and KU Leuven |
| Aggregate Frisch Elasticity and the U.S. Sequestration Budget Cuts |
| presented by: Carlos Zarazaga, Federal Reserve Bank of Dallas |
| Population Aging, Social Security and Fiscal Limits |
| presented by: Vito Polito, University of Bath |
| Debt Overhang and Productivity Growth |
| presented by: Jacek Suda, Narodowy Bank Polski |
| Session: F05: Macroeconomic Foundations of Asset Prices June 30, 2017 9:00 to 10:40 3-02 |
| Session Organizer: Daniel Greenwald, MIT |
| Session Chair: Daniel Greenwald, MIT |
| Session type: contributed |
| Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation |
| presented by: Lorant Kaszab, Central Bank of Hungary |
| The Equilibrium Term Structure of Equity and Interest Rates |
| presented by: Taeyoung Doh, Economic Research Dept. |
| Asset Pricing with Recursive Preferences and Stochastic Volatility: A Bayesian DSGE Analysis |
| presented by: David Rapach, Saint Louis University |
| The Mortgage Credit Channel of Macroeconomic Transmission |
| presented by: Daniel Greenwald, MIT |
| Session: F06: New Methodologies in Forecasting June 30, 2017 9:00 to 10:40 3-09 |
| Session Organizer: Francesco Ravazzolo, Free University of Bozen/Bolzano |
| Session Chair: Leif Thorsrud, Norges Bank |
| Session type: contributed |
| Exact Inference in Predictive Quantile Regressions |
| presented by: Sermin Gungor, Bank of Canada |
| Forecasting GDP growth from the outer space |
| presented by: Jaqueson Galimberti, ETH Zurich |
| Nowcasting using news topics. Big Data versus big bank |
| presented by: Leif Thorsrud, Norges Bank |
| Forecasting of energy futures: a dynamic programming approach |
| presented by: German Creamer, Stevens Institute of Technology |
| Session: F07: Market Microstructure June 30, 2017 9:00 to 10:40 4-04 |
| Session Organizer: Xuezhong (Tony) He, University of Technology Sydney |
| Session Chair: David Goldbaum, University of Technology Sydney |
| Session type: contributed |
| Ambiguous Market Making |
| presented by: Nihad Aliyev, University of Technology Sydney |
| Real Time Trading and the Lower Bound on Sophistication |
| presented by: Daniel Ladley, University of Leicester |
| Co-movement in multi order books |
| presented by: Lijian Wei, Sun Yat-sen University |
| Information sharing networks in financial markets |
| presented by: David Goldbaum, University of Technology Sydney |
| Session: F08: Stochastic Models of Dispersed Economic Activity June 30, 2017 9:00 to 10:40 4-05 |
| Session Organizer: Thomas Lux, University of Kiel |
| Session Chair: Matthias Raddant, Kiel Institute for the World Economy |
| Session type: contributed |
| Modelling Inequality and Mobility with Stochastic Processes |
| presented by: Thomas Fischer, Lund University |
| A statistical equilibrium approach to forecasting corporate profitability |
| presented by: Philipp Mundt, University of Bamberg |
| Crisis? What Crisis!? Corporate Profit and Growth Dynamics in Historical Perspective |
| presented by: Christian Babirat, University of Bamberg |
| HERDING, HOMOPHILY AND THE EFFECT OF ECHO CHAMBERS ON OPINION FORMATION |
| presented by: Matthias Raddant, Kiel Institute for the World Economy |
| Session: F09: Financial Integration, Growth, and Business Cycles June 30, 2017 9:00 to 10:40 4-07 |
| Session Organizer: Thomas Lubik, Federal Reserve Bank of Richmond |
| Session Chair: Alan Finkelstein Shapiro, Tufts University |
| Session type: contributed |
| The Negative Growth-Volatility Relationship and the Gains from Financial Integration |
| presented by: Jun Nie, Federal Reserve Bank of Kansas City |
| Financial Development, Employment Heterogeneity, and Sectoral Dynamics |
| presented by: Brendan Epstein, University of Massachusetts, Lowell |
| Global Financial Risk, Domestic Financial Access, and Unemployment Dynamics |
| presented by: Alan Finkelstein Shapiro, Tufts University |
| Session: F10: Fiscal Policy II June 30, 2017 9:00 to 10:40 4-08 |
| Session Organizer: Stefano Eusepi, Federal Reserve Bank of New York |
| Session Chair: Shuhei Takahashi, Kyoto University |
| Session type: contributed |
| Financing of Government Spending in an Incomplete-Markets Model: The Role of Public Debt |
| presented by: Alexander Wulff, University of Potsdam |
| The Impact of Taxes and Transfers on Skill Premium |
| presented by: Shuhei Takahashi, Kyoto University |
| Taxes and Illegal Immigration |
| presented by: James Feigenbaum, Utah State University |
| Fiscal targets. A guide to forecasters? |
| presented by: Joan Paredes, European Central Bank |
| Session: F11: Information Frictions in Dynamic Macro Models June 30, 2017 9:00 to 10:40 4-09 |
| Session Organizer: Ryan Chahrour, Boston College |
| Session Chair: Camilo Morales-Jimenez, Board of Governors of the Federal Reserve System |
| Session type: contributed |
| Dynamic Information Acquisition and Home Bias in Portfolios |
| presented by: Rosen Valchev, Boston College |
| Market Concentration and Sectoral Inflation under Imperfect Common Knowledge |
| presented by: Tatsushi Okuda, Bank of Japan |
| The International Medium of Exchange: Privilege and Duty |
| presented by: Ryan Chahrour, Boston College |
| The Cyclical Behavior of Unemployment and Wages under Information Frictions |
| presented by: Camilo Morales-Jimenez, Board of Governors of the Federal Reserve System |
| Session: F12: Behavioral Macroeconomics June 30, 2017 9:00 to 10:40 2-01A |
| Session Organizer: Cars Hommes, University of Amsterdam |
| Session Chair: Domenico Massaro, Catholic University of Milan |
| Session type: contributed |
| Restricted perceptions and endogenous fluctuations |
| presented by: Mei Zhu, Shanghai University of Finance and Economics |
| Heterogeneous expectations and macroeconomic imbalances in a monetary union |
| presented by: Gavin Goy, University of Amsterdam |
| Bank-run: from individual to collective behavior |
| presented by: Dan Tran, Gretha, University of Bordeaux |
| Dispersed Information and the Origins of Aggregate Fluctuations |
| presented by: Domenico Massaro, Catholic University of Milan |
| Session: G01: Invited Session - Macro-Finance June 30, 2017 11:10 to 12:50 4-01 |
| Session Organizer: Daniel Greenwald, MIT |
| Session Chair: Mindy X. Zhang, University of Texas at Austin |
| Session type: invited |
| Precautionary Savings in Stocks and Bonds |
| presented by: Emil Siriwardane, HBS |
| Capital Share Dynamics When Firms Insure Managers |
| presented by: Mindy X. Zhang, University of Texas at Austin |
| Mortgage Design in an Equilibrium Model of the Housing Market |
| presented by: Adam Guren, Boston University |
| A Macroeconomic Model with Financially Constrained Producers and Intermediaries |
| presented by: Tim Landvoigt, University of Texas at Austin |
| Session: G02: Invited Session - Monetary Policy and Asset Pricing June 30, 2017 11:10 to 12:50 3-01 |
| Session Organizer: Francesco Bianchi, Duke University |
| Session Chair: Francesco Bianchi, Duke University |
| Session type: invited |
| Interest Rate Conundrums in the Twenty-First Century |
| presented by: David Lucca, Federal Reserve Bank of New York |
| Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets |
| presented by: Eric Swanson, University of California Irvine |
| Monetary Policy and Asset Valuation |
| presented by: Francesco Bianchi, Duke University |
| The Economics of the Fed Put |
| presented by: Anna Cieslak, Duke University |
| Session: G03: Invited Session - Trends and Cycles in Macroeconomic Time Series June 30, 2017 11:10 to 12:50 4-02 |
| Session Organizer: Domenico Giannone, Federal Reserve Bank of New York |
| Session Chair: Michele Lenza, European Central Bank |
| Session type: invited |
| Common factors, trends, and cycles in large datasets |
| presented by: Matteo Luciani, Federal Reserve Board, Washington DC |
| An inflation predicting measure of the output gap in the euro area |
| presented by: Michele Lenza, European Central Bank |
| GDP Trend-cycle Decompositions Using State-level Data |
| presented by: Manuel Gonzalez-Astudillo, Board of Governors of the Federal Reserve System |
| Priors for the long run |
| presented by: Domenico Giannone, Federal Reserve Bank of New York |
| Session: G04: Learning and Heterogeneous Agents June 30, 2017 11:10 to 12:50 3-02 |
| Session Organizer: Cars Hommes, University of Amsterdam |
| Session Chair: Paolo Zeppini, University of Bath |
| Session type: contributed |
| Macroeconomic Implications of Learning and Financial Frictions in Interdependent Economies |
| presented by: Thepthida Sopraseuth, University of Cergy |
| Noisy Adaptive Learning in an Oligopoly Market with Demand Inertia |
| presented by: Felix Mauersberger, Universitat Pompeu Fabra & Barcelona GSE |
| Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous, Interacting Agents |
| presented by: Tania Treibich, Maastricht University |
| Consumption patterns and green lifestyles |
| presented by: Paolo Zeppini, University of Bath |
| Session: G05: New Directions for Agent-Based Computational Economics June 30, 2017 11:10 to 12:50 3-05 |
| Session Organizer: Shu-Heng Chen, National Chengchi University |
| Session Chair: Herbert Dawid, Bielefeld University |
| Session type: contributed |
| An agent-based algorithm for simulating markets with price competition |
| presented by: Juan Manuel Sánchez-Cartas, Technical University of Madrid |
| Simhattan: Growing the City from the Ground Up |
| presented by: Jason Barr, Rutgers University, Newark |
| On the Effects of Social Influence and Wage Expectations on Wage Inequality |
| presented by: Philipp Harting, Bielefeld University |
| On the Impact of Manager Remuneration Schemes on Short- and Long-term Investments: An Agent-based Analysis |
| presented by: Herbert Dawid, Bielefeld University |
| Session: G06: Expectations in Macro Models June 30, 2017 11:10 to 12:50 3-09 |
| Session Organizer: Bruce Preston, The University of Melbourne |
| Session Chair: Andrew Foerster, Federal Reserve Bank of Kansas City |
| Session type: contributed |
| Monetary policy when Market Street begs to differ |
| presented by: David Vestin, Sveriges Riksbank |
| Term structure and real-time learning |
| presented by: Jesús Vázquez, Universidad del País Vasco (UPV/EHU) |
| Perceived Uncertainty Shocks, Excess Optimism-Pessimism, and Learning in the Business Cycle |
| presented by: Pratiti Chatterjee, University of California, Irvine |
| Solving Markov-Switching Models with Learning |
| presented by: Andrew Foerster, Federal Reserve Bank of Kansas City |
| Session: G07: Fiscal Policies and Social Security June 30, 2017 11:10 to 12:50 4-04 |
| Session Organizer: Michel Juillard, Banque de France |
| Session Chair: Lilia Maliar, Stanford University |
| Session type: contributed |
| Austerity, Inequality, and Private Debt Overhang |
| presented by: Mathias Klein, DIW Berlin |
| Computing Stochastic Overlapping Generations Models with Production Based on the Theory of Linear Iterated Function System |
| presented by: Eungsik Kim, Carnegie Mellon University |
| Unconditionally Optimal Ramsey policy |
| presented by: Tatiana Damjanovic, Durham University |
| Saving the U.S. Social Security System |
| presented by: Lilia Maliar, Stanford University |
| Session: G08: Financial Frictions and Computational Methods June 30, 2017 11:10 to 12:50 4-05 |
| Session Organizer: Arunima Sinha, Fordham University |
| Session Chair: Giorgio Ricchiuti, Università degli Studi di Firenze |
| Session type: contributed |
| Financial Leverage, Risk Premia, and their Effect on Expected Growth Rates |
| presented by: Malte Schumacher, University of Muenster |
| Bond Finance, Bank Finance, and Bank Regulation |
| presented by: Ji Huang, National University of Singapore |
| Global v. Local Methods in the Quantitative Analysis of Open-Economy Models with Incomplete Markets |
| presented by: Bora Durdu, Federal Reserve Board |
| Heterogeneous Firms and International Trade: The role of Financial Fragility and Monetary Policy |
| presented by: Giorgio Ricchiuti, Università degli Studi di Firenze |
| Session: G09: Financial Econometrics I June 30, 2017 11:10 to 12:50 4-07 |
| Session Organizer: Jing Cynthia Wu, University of Chicago |
| Session Chair: Missaka Warusawitharana, Board of Governors of the Federal Reserv |
| Session type: contributed |
| Do Latent Common Volatility Factors Improve Asset Volatility Prediction: Empirical Evidence on the Market, Sectors and Firms |
| presented by: Mingmian Cheng, Rutgers University |
| The Discretization Filter: A Simple Way to Estimate Nonlinear State Space Models |
| presented by: Leland Farmer, University of California, San Diego |
| Understanding the "Numbers Game'' |
| presented by: Thomas Ruchti, Carnegie Mellon University |
| Time-varying volatility and the power law distribution of stock returns |
| presented by: Missaka Warusawitharana, Board of Governors of the Federal Reserv |
| Session: G10: Housing and Macroeconomics June 30, 2017 11:10 to 12:50 4-08 |
| Session Organizer: Andrea Ferrero, University of Oxford |
| Session Chair: Sami Alpanda, University of Central Florida |
| Session type: contributed |
| Keeping up with the Zhangs and House Price Dynamics in China |
| presented by: Tao Peng, Southwestern University of Finance and Economics |
| Deepening Contractions and Collateral Constraints |
| presented by: Søren Ravn, University of Copenhagen |
| Why do People Leave Bequests? A Quantitative Exploration |
| presented by: Daniel Barczyk, McGill University |
| Household Debt Overhang and Transmission of Monetary Policy |
| presented by: Sami Alpanda, University of Central Florida |
| Session: G11: Monetary Policy II June 30, 2017 11:10 to 12:50 4-09 |
| Session Organizer: Marc Giannoni, Federal Reserve Bank of New York |
| Session Chair: Anton Nakov, ECB and CEPR |
| Session type: contributed |
| Monetary Policy Implications of State-Dependent Prices and Wages |
| presented by: Anton Nakov, ECB and CEPR |
| Inefficient Shocks and Optimal Monetary Policy |
| presented by: Sargam Gupta, Indian Statistical Institute, Delhi |
| Model Misspecification and the Production and Inventory Behavior |
| presented by: Xiaowen Wang, University of Hong Kong |
| Mortgage Debt and Inflation Targeting: HANK’s perspective |
| presented by: Thomas May, Federal Reserve Board |
| Session: G12: Structural Changes in the Macroeconomy June 30, 2017 11:10 to 12:50 2-01A |
| Session Organizer: Francesco Bianchi, Duke University |
| Session Chair: Kirstin Hubrich, Federal Reserve Board |
| Session type: contributed |
| Debt Thresholds and the Effectiveness of Stabilization Policy: Evidence from a Regional Factor-Augmented VAR for the Euro Area |
| presented by: Laura Jackson Young, Bentley University |
| Generalized stability of monetary unions under regime switching in monetary and fiscal policies |
| presented by: Dennis Bonam, De Nederlandsche Bank |
| Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area |
| presented by: Kirstin Hubrich, Federal Reserve Board |
| Session: H01: Invited Session - Behavioral Macroeconomics June 30, 2017 16:00 to 17:40 3-01 |
| Session Organizer: Cars Hommes, University of Amsterdam |
| Session Chair: Cars Hommes, University of Amsterdam |
| Session type: invited |
| Stable near-rational sunspot equilibriaa |
| presented by: Bruce McGough, University of Oregon |
| Monetary Policy Rules and Misspecified Beliefs |
| presented by: William Branch, University of California, Irvine |
| An empirically calibrated large-scale macroeconomic agent-based model for the Austrian economy |
| presented by: Sebastian Poledna, International Institute for Applied Systems Analysis (IIASA) |
| Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy |
| presented by: Cars Hommes, University of Amsterdam |
| Session: H02: Invited Session - Banking and Liquidity Risk June 30, 2017 16:00 to 17:40 4-01 |
| Session Organizer: Todd Keister, Rutgers University |
| Session Chair: Todd Keister, Rutgers University |
| Session type: invited |
| Aggregate Liquidity Risk and Bank Portfolio Choice |
| presented by: Toni Ahnert, Bank of Canada |
| Bailouts, Bail-ins and Banking Crises |
| presented by: Yuliyan Mitkov, Rutgers University |
| Optimal Bank Regulation In the Presence of Credit and Run Risk |
| presented by: Alexandros Vardoulakis, Board of Governors of the Federal Reserv |
| Optimal Dynamic Liquidity Policy: Irreversibility, Sequential Information, and Costly Liquidation |
| presented by: Mahmoud Elamin, Federal Reserve Bank of Cleveland |
| Session: H03: Open Economies June 30, 2017 16:00 to 17:40 3-02 |
| Session Organizer: Michel Juillard, Banque de France |
| Session Chair: Reinhard Ellwanger, Bank of Canada |
| Session type: contributed |
| Economic Migration and Business Cycles in a Small Open Economy with Matching Frictions |
| presented by: Matija Lozej, Central Bank of Ireland |
| Firm entry, Search and Matching in a Small Open Economy Faced with Uncertainty Shocks: The case of Korea |
| presented by: Samil Oh, ESSEC & Univ. of Cergy-Pontoise |
| The EMG and Trade Elasticities |
| presented by: Erick Sager, Bureau of Labor Statistics |
| The economics of the global oil market: Evidence from oil consumption |
| presented by: Reinhard Ellwanger, Bank of Canada |
| Session: H04: Regime Switching, Endogenous Cycles, the Role of Credit June 30, 2017 16:00 to 17:40 3-05 |
| Session Organizer: Marco Gross, European Central Bank |
| Session Chair: Giovanni Dosi, Scuola Superiore Sant'Anna |
| Session type: contributed |
| An empirical analysis of Minsky regimes is the US economy |
| presented by: Joao de Souza, Middlebury College |
| Monetary policy shocks from the consumer perspective |
| presented by: Viet Nguyen, University of Melbourne |
| Credit Cycles and Inflation Targeting in a Regime Switching Model |
| presented by: Timm Faulwasser, Karlsruhe Institute of Technology |
| Causes and Consequences of Hysteresis: Aggregate Demand, Productivity and Employment |
| presented by: Giovanni Dosi, Scuola Superiore Sant'Anna |
| Session: H05: Fiscal Policy and Financial Frictions June 30, 2017 16:00 to 17:40 3-09 |
| Session Organizer: Johanna Francis, Fordham University |
| Session Chair: Damien Cubizol, Sciences Po Toulouse - GATE |
| Session type: contributed |
| How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies |
| presented by: Andre Diniz, Sao Paulo School of Economics - FGV |
| Deposit Flight and Capital Controls: A Tale from Greece |
| presented by: Michael Rousakis, University of Oxford |
| Dynamic Effects of Income and Consumption Tax Changes |
| presented by: Raffaele Rossi, University of Manchester |
| Rebalancing in China: a taxation approach |
| presented by: Damien Cubizol, Sciences Po Toulouse - GATE |
| Session: H06: Learning and the Stability of Expectations June 30, 2017 16:00 to 17:40 4-02 |
| Session Organizer: Stefano Eusepi, Federal Reserve Bank of New York |
| Session Chair: Jiri Kukacka, UTIA AV CR, v.v.i., Czech Academy of Sciences |
| Session type: contributed |
| Herding through learning in an asset pricing model |
| presented by: Michele Berardi, University of Manchester |
| Inflation target expectations, transparency and monetary policy |
| presented by: Marcel Ribeiro, Sao Paulo School of Economics - FGV |
| Labor Market Dynamics when Households Lack Commitment |
| presented by: Mario Silva, University of California, Irvine |
| Stable Liquidity Traps and Heterogeneous Expectations |
| presented by: Jiri Kukacka, UTIA AV CR, v.v.i., Czech Academy of Sciences |
| Session: H07: Computational Methods III June 30, 2017 16:00 to 17:40 4-04 |
| Session Organizer: Michel Juillard, Banque de France |
| Session Chair: Kerk L. Phillips, Brigham Young University |
| Session type: contributed |
| Does Calvo Meet Rotemberg at the Zero Lower Bound? |
| presented by: Phuong Ngo, Cleveland State University |
| What order? Perturbation methods for stochastic volatility asset pricing and business cycle models |
| presented by: Oliver de Groot, University of St. Andrews |
| Solving Heterogeneous Agents Models using Past Error Terms of the Law of Motion |
| presented by: Markus Riegler, University of Bonn |
| Solving and Simulating DSGE Models with a Single Endogenous State Variable using Linearization about the Current State |
| presented by: Kerk L. Phillips, Brigham Young University |
| Session: H08: Agency Problems, Information, and Bank Regulation June 30, 2017 16:00 to 17:40 4-07 |
| Session Organizer: Johanna Francis, Fordham University |
| Session Chair: Valentyn Panchenko, University of New South Wales |
| Session type: contributed |
| A model of network formation for the overnight interbank market |
| presented by: Valentyn Panchenko, University of New South Wales |
| Adverse Selection, Liquidity Shortage, and Government Liquidity Facilities |
| presented by: Qingqing Cao, Michigan State University |
| Adverse Selection, Information Acquisition, and Optimal Interventions in Securities Markets |
| presented by: Seungjun Baek, Florida State University |
| Session: H09: Banking and Financial Intermediation June 30, 2017 16:00 to 17:40 4-08 |
| Session Organizer: Daniel Greenwald, MIT |
| Session Chair: Rhys Bidder, Federal Reserve Bank of San Francisco |
| Session type: contributed |
| Equilibrium foreign currency mortgages |
| presented by: Marcin Kolasa, Narodowy Bank Polski |
| Bank capital shocks, funding costs and credit: evidence from the euro area |
| presented by: Giulio Nicoletti, European Central Bank |
| De-leveraging or de-risking? How banks cope with loss |
| presented by: Rhys Bidder, Federal Reserve Bank of San Francisco |
| Adverse Selection and Financial Crises |
| presented by: Jonathan Swarbrick, University of Surrey |
| Session: H10: Financial Econometrics II June 30, 2017 16:00 to 17:40 4-09 |
| Session Organizer: Jing Cynthia Wu, University of Chicago |
| Session Chair: Marco Gross, European Central Bank |
| Session type: contributed |
| Signed spillover effects building on historical decompositions |
| presented by: Vladimir Volkov, University of Tasmania |
| Structural Volatility Impulse Response Function and Asymptotic Inference |
| presented by: Xiaochun Liu, University of Alabama |
| Forecasting the equity risk premium with frequency-decomposed predictors |
| presented by: Fabio Verona, Bank of Finland |
| Modelling cross-sectional dependence: Where spatial econometrics and global VAR models meet |
| presented by: Marco Gross, European Central Bank |
| Session: H11: Monetary Policy III June 30, 2017 16:00 to 17:40 2-01A |
| Session Organizer: Andrea Ferrero, University of Oxford |
| Session Chair: Drago Bergholt, Norges Bank Research |
| Session type: contributed |
| A model of the Gold Standard and the Great Depression |
| presented by: Luca Pensieroso, IRES - Université catholique de Louvain |
| Uncertain forward guidance |
| presented by: Alex Haberis, Bank of England |
| Public investment, standard and non-standard monetary policy in the euro area |
| presented by: Massimiliano Pisani, Bank of Italy |
| Optimal price stability for commodity producers |
| presented by: Drago Bergholt, Norges Bank Research |
| # | Participant | Roles in Conference |
|---|---|---|
| 1 | Aguirre, Alvaro | P7 |
| 2 | Ahnert, Toni | P85 |
| 3 | Al Sadoon, Majid | P22 |
| 4 | Aliyev, Nihad | P66 |
| 5 | Almosova, Anna | P47 |
| 6 | Alpanda, Sami | P81, C81 |
| 7 | Altavilla, Carlo | P46 |
| 8 | Altinoglu, Levent | P14 |
| 9 | Amir-Ahmadi, Pooyan | P12 |
| 10 | Anderson, Gary | P30, C30 |
| 11 | Andrews, Isaiah | P2 |
| 12 | Anufriev, Mikhail | P26, C26 |
| 13 | Arifovic, Jasmina | P31, C31 |
| 14 | Assenza, Tiziana | P39 |
| 15 | Atolia, Manoj | P61 |
| 16 | Babirat, Christian | P67 |
| 17 | Baek, Seungjun | P91 |
| 18 | Bao, Te | P26 |
| 19 | Barczyk, Daniel | P81 |
| 20 | Barde, Sylvain | P1 |
| 21 | Barr, Jason | P76 |
| 22 | Baumeister, Christiane | P12, C12 |
| 23 | Berardi, Michele | P89 |
| 24 | Bergholt, Drago | P94, C94 |
| 25 | Bianchi, Francesco | P73, C73 |
| 26 | Bidder, Rhys | P92, C92 |
| 27 | Boehl, Gregor | P33 |
| 28 | Bonam, Dennis | P83 |
| 29 | Branch, William | P84 |
| 30 | Brave, Scott | P59, C59 |
| 31 | Bundick, Brent | P13 |
| 32 | Cao, Qingqing | P91 |
| 33 | Cardaci, Alberto | P54 |
| 34 | Cardi, Olivier | P28 |
| 35 | Carter, Thomas | P29 |
| 36 | Caruso, Alberto | P59 |
| 37 | Chahrour, Ryan | P70 |
| 38 | Chatterjee, Pratiti | P77 |
| 39 | Chen, Xiaoshan | P35 |
| 40 | Chen, Pu | P36 |
| 41 | Cheng, Mingmian | P80 |
| 42 | Christev, Atanas | P19, C19 |
| 43 | Cieslak, Anna | P73 |
| 44 | Colciago, Andrea | P51 |
| 45 | Colombo, Luca | P4 |
| 46 | Connault, Benjamin | P2 |
| 47 | Coroneo, Laura | P60 |
| 48 | Costain, James | P23, C23 |
| 49 | Creamer, German | P65 |
| 50 | Croushore, Dean | P29, C29 |
| 51 | Crump, Richard | P49 |
| 52 | Cuba-Borda, Pablo | P51, C51 |
| 53 | Cubizol, Damien | P88, C88 |
| 54 | Curdia, Vasco | P28, C28 |
| 55 | Damjanovic, Tatiana | P78 |
| 56 | Davenport, Margaret | P20 |
| 57 | Dawid, Herbert | P76, C76 |
| 58 | de Ferra, Sergio | P28 |
| 59 | De Graeve, Ferre | P8 |
| 60 | de Groot, Oliver | P90 |
| 61 | de Souza, Joao | P87 |
| 62 | Del Negro, Marco | P22, C22, P49 |
| 63 | Delle Chiaie, Simona | P25 |
| 64 | Devriendt, Willem | P28 |
| 65 | Di Bartolomeo, Giovanni | P5, C5 |
| 66 | Di Guilmi, Corrado | P3 |
| 67 | DiCecio, Riccardo | P52 |
| 68 | Dieci, Roberto | P36, C36 |
| 69 | Diniz, Andre | P88 |
| 70 | Doh, Taeyoung | P64 |
| 71 | Dosi, Giovanni | P87, C87 |
| 72 | Duras, Jan | P32 |
| 73 | Durdu, Bora | P79 |
| 74 | Elamin, Mahmoud | P85 |
| 75 | Elizondo, Rocío | P44 |
| 76 | Ellwanger, Reinhard | P86, C86 |
| 77 | Epstein, Brendan | P68 |
| 78 | Eusepi, Stefano | P33, C33 |
| 79 | Eyquem, Aurélien | P27 |
| 80 | Falck, Elisabeth | P45 |
| 81 | Faraglia, Elisa | P23 |
| 82 | Farhi, Emmanuel | P49, C49 |
| 83 | Farmer, Leland | P80 |
| 84 | Faulwasser, Timm | P61, P87 |
| 85 | Fève, Patrick | P10 |
| 86 | Feigenbaum, James | P69 |
| 87 | Ferreira, Miguel | P23 |
| 88 | Finkelstein Shapiro, Alan | P68, C68 |
| 89 | Finocchiaro, Daria | P11 |
| 90 | Fischer, Thomas | P67 |
| 91 | Florian Hoyle, David | P52 |
| 92 | Foerster, Andrew | P77, C77 |
| 93 | Fuentes-Albero, Cristina | P23 |
| 94 | Fuller, David | P55, C55 |
| 95 | Furlanetto, Francesco | P21, C21 |
| 96 | Fuster, Andreas | P38 |
| 97 | Gaillard, Alexandre | P15 |
| 98 | Galanis, Giorgos | P56 |
| 99 | Galimberti, Jaqueson | P65 |
| 100 | Gelain, Paolo | P10 |
| 101 | Georges, Christophre | P54, C54 |
| 102 | Gerbaulet, Clemens | P18 |
| 103 | Giannitsarou, Chryssi | P56 |
| 104 | Giannone, Domenico | P74 |
| 105 | Giuliodori, Massimo | P8 |
| 106 | Gnocchi, Stefano | P27 |
| 107 | Goldbaum, David | P66, C66 |
| 108 | Gonzalez-Astudillo, Manuel | P74 |
| 109 | Goy, Gavin | P71 |
| 110 | Granziera, Eleonora | P59 |
| 111 | Grazzini, Jakob | P1 |
| 112 | Greenwald, Daniel | P64, C64 |
| 113 | Groll, Dominik | P20 |
| 114 | Gross, Marco | P93, C93 |
| 115 | Guerrieri, Luca | P46, C46 |
| 116 | Gumus, Inci | P44 |
| 117 | Gungor, Sermin | P65 |
| 118 | Guo, Bin | P42 |
| 119 | Gupta, Sargam | P82 |
| 120 | Guren, Adam | P72 |
| 121 | Haberis, Alex | P94 |
| 122 | Halaj, Grzegorz | P1, P31 |
| 123 | Hamann, Franz | P40 |
| 124 | Hara, Naoko | P32 |
| 125 | Harting, Philipp | P76 |
| 126 | He, Xuezhong (Tony) | P48 |
| 127 | Hennequin, Myrna | P17 |
| 128 | Herbst, Edward | P24, C24 |
| 129 | Heresi, Rodrigo | P10 |
| 130 | Hillebrand, Elmar | P18 |
| 131 | Hinterschweiger, Marc | P4 |
| 132 | Hirano, Tomohiro | P40 |
| 133 | Hirose, Yasuo | P24 |
| 134 | Hogen, Yoshihiko | P55 |
| 135 | Hollmayr, Josef | P27 |
| 136 | Hommes, Cars | P48, C48, P84, C84 |
| 137 | Huang, Ji | P79 |
| 138 | Hubrich, Kirstin | P83, C83 |
| 139 | Iacoviello, Matteo | P50, C50 |
| 140 | Ilut, Cosmin | P22 |
| 141 | Isoré, Marlène | P15, C15 |
| 142 | Jackson Young, Laura | P83 |
| 143 | Jacob Leal, Sandrine | P53 |
| 144 | Jafarey, Saqib | P39 |
| 145 | Juillard, Michel | P47 |
| 146 | Jung, Juergen | P55 |
| 147 | Kabaca, Serdar | P11 |
| 148 | Kam, Timothy | P34 |
| 149 | Kano, Takashi | P50 |
| 150 | Karibzhanov, Iskander | P30 |
| 151 | Kaszab, Lorant | P64 |
| 152 | Keister, Todd | C85 |
| 153 | Kellett, Chris | P61, C61 |
| 154 | Kenett, Dror | P47, C47 |
| 155 | Khalil, Makram | P50 |
| 156 | Kim, Ryan | P14 |
| 157 | Kim, Eungsik | P78 |
| 158 | Klein, Mathias | P78 |
| 159 | Kliem, Martin | P29 |
| 160 | Kobayashi, Keiichiro | P40, C40 |
| 161 | Kohlhas, Alexandre | P37 |
| 162 | Kolasa, Marcin | P92 |
| 163 | Kopányi-Peuker, Anita | P26 |
| 164 | Krause, Thomas | P46 |
| 165 | Kristoufek, Ladislav | P57 |
| 166 | Kukacka, Jiri | P89, C89 |
| 167 | Ladley, Daniel | P66 |
| 168 | Lakdawala, Aeimit | P41 |
| 169 | Lambertini, Luisa | P50 |
| 170 | Lamperti, Francesco | P54 |
| 171 | Landvoigt, Tim | P72 |
| 172 | Langot, François | P15 |
| 173 | Lanteri, Andrea | P14 |
| 174 | LeBaron, Blake | P43, C43, P48 |
| 175 | Leduc, Sylvain | P9, C9 |
| 176 | Lengnick, Matthias | P3 |
| 177 | Lenza, Michele | P74, C74 |
| 178 | Lepetyuk, Vadym | P13, C13 |
| 179 | Leroux, Maxime | P25 |
| 180 | Li, Huiyu | P32, C32 |
| 181 | Lin, Shen | P43 |
| 182 | Lind, Nelson | P38 |
| 183 | Liu, Jingting | P34 |
| 184 | Liu, Lily Y | P6 |
| 185 | Liu, Xiaochun | P93 |
| 186 | Lojak, Benjamin | P4 |
| 187 | Lozej, Matija | P86 |
| 188 | Lubik, Thomas | P37, C37 |
| 189 | Lucca, David | P73 |
| 190 | Luciani, Matteo | P74 |
| 191 | Luoto, Jani | P12 |
| 192 | Lustenhouwer, Joep | P17 |
| 193 | Lyon, Spencer | P30 |
| 194 | Maih, Junior | P45, C45 |
| 195 | Makarski, Krzysztof | P20 |
| 196 | Maliar, Serguei | P34, C34 |
| 197 | Maliar, Lilia | P78, C78 |
| 198 | Martinez-Garcia, Enrique | P62, C62 |
| 199 | Marto, Ricardo | P18, C18 |
| 200 | Marx, Magali | P58, C58 |
| 201 | Massaro, Domenico | P71, C71 |
| 202 | Matthes, Christian | P12 |
| 203 | Mauersberger, Felix | P17, P75 |
| 204 | May, Thomas | P82 |
| 205 | McGough, Bruce | P84 |
| 206 | McNelis, Paul | P16 |
| 207 | Mehrotra, Neil | P49 |
| 208 | Melkadze, Givi | P45 |
| 209 | Mertens, Thomas | P22 |
| 210 | Mimir, Yasin | P7 |
| 211 | Mitkov, Yuliyan | P85 |
| 212 | Miwa, Kotaro | P31 |
| 213 | Mondragon, John | P38 |
| 214 | Montiel Olea, Jose | P2 |
| 215 | Morales-Jimenez, Camilo | P70, C70 |
| 216 | Mundt, Philipp | P67 |
| 217 | Nakov, Anton | P82, C82 |
| 218 | Napoletano, Mauro | P39, P57, C57 |
| 219 | Nechio, Fernanda | P29 |
| 220 | Ngo, Phuong | P90 |
| 221 | Nguyen, Thuy Lan | P44, C44 |
| 222 | Nguyen, Viet | P87 |
| 223 | Nicoletti, Giulio | P92 |
| 224 | Nie, Jun | P68 |
| 225 | Nistico, Salvatore | P5 |
| 226 | Noh, Sanha | P47 |
| 227 | Oh, Samil | P86 |
| 228 | Okuda, Tatsushi | P70 |
| 229 | Olivero, Maria | P40 |
| 230 | Orphanides, Athanasios | P35 |
| 231 | Palmer, Nathan | P58 |
| 232 | Panchenko, Valentyn | P91, C91 |
| 233 | Panovska, Irina | P62 |
| 234 | Paredes, Joan | P69 |
| 235 | Paustian, Matthias | P13 |
| 236 | Pellegrino, Giovanni | P45 |
| 237 | Penalver, Adrian | P17, C17 |
| 238 | Peng, Tao | P81 |
| 239 | Pensieroso, Luca | P94 |
| 240 | Perez Forero, Fernando | P8, C8 |
| 241 | Petersen, Luba | P53 |
| 242 | Pettenuzzo, Davide | P25, C25 |
| 243 | Phillips, Kerk L. | P90, C90 |
| 244 | Piffer, Michele | P62 |
| 245 | Pisani, Massimiliano | P94 |
| 246 | Plagborg-Moller, Mikkel | P2, C2 |
| 247 | Población García, Francisco Javier | P31 |
| 248 | Polattimur, Hamza | P58 |
| 249 | Poledna, Sebastian | P84 |
| 250 | Polito, Vito | P63 |
| 251 | Prieto, Esteban | P21 |
| 252 | Proaño, Christian | C3, P36 |
| 253 | Pruna, Radu | P43 |
| 254 | Rachedi, Omar | P5 |
| 255 | Raddant, Matthias | P67, C67 |
| 256 | Rahman, Md Mahbubur | P7 |
| 257 | Rapach, David | P64 |
| 258 | Ravn, Søren | P81 |
| 259 | Reiter, Michael | P9 |
| 260 | Ribeiro, Marcel | P89 |
| 261 | Ricchiuti, Giorgio | P79, C79 |
| 262 | Riedler, Jesper | P19 |
| 263 | Riegler, Markus | P90 |
| 264 | Rieth, Malte | P35 |
| 265 | Rondina, Giacomo | P37 |
| 266 | Rossi, Raffaele | P88 |
| 267 | Rousakis, Michael | P88 |
| 268 | Roussellet, Guillaume | P60 |
| 269 | Rovenskaya, Elena | P61 |
| 270 | Roventini, Andrea | P1, C1 |
| 271 | Rubio, Margarita | P20, C20 |
| 272 | Ruchti, Thomas | P80 |
| 273 | Rud, Olga | P53 |
| 274 | Russo, Emanuele | P54 |
| 275 | Sadaba, Barbara | P6 |
| 276 | Sager, Erick | P86 |
| 277 | Salakhova, Dilyara | P46 |
| 278 | Santoro, Sergio | P27, C27 |
| 279 | Santoro, Emiliano | P14, C14 |
| 280 | Sayan, Serdar | P15 |
| 281 | Sánchez-Cartas, Juan Manuel | P76 |
| 282 | Schmidt, Sebastian | P35, C35 |
| 283 | Schmitt, Noemi | P56 |
| 284 | Schoder, Christian | P3 |
| 285 | Schumacher, Malte | P79 |
| 286 | Sedlacek, Petr | P32 |
| 287 | Semmler, Willi | P18 |
| 288 | Shen, Dehua | P42, C42 |
| 289 | Sher, Galen | P21 |
| 290 | Shibata, Takashi | P56, C56 |
| 291 | Shim, Jae Hun | P16 |
| 292 | Silva, Mario | P89 |
| 293 | Sim, Jae | P7, C7 |
| 294 | Singh, Sanjay | P5 |
| 295 | Sinha, Arunima | P16, C16 |
| 296 | Siriwardane, Emil | P72 |
| 297 | Slocum, Samuel | P16 |
| 298 | Sopraseuth, Thepthida | P75 |
| 299 | Suda, Jacek | P63, C63 |
| 300 | Sunakawa, Takeki | P24 |
| 301 | Swanson, Eric | P73 |
| 302 | Swarbrick, Jonathan | P92 |
| 303 | Tai, Chung-Ching | P48 |
| 304 | Takahashi, Shuhei | P69, C69 |
| 305 | Takahashi, Koji | P11 |
| 306 | Tambalotti, Andrea | P38, C38 |
| 307 | Teppa, Federica | P33 |
| 308 | Tessone, Claudio | P57 |
| 309 | Thorsrud, Leif | P65, C65 |
| 310 | Throckmorton, Nathaniel | P24 |
| 311 | Tolstova, Vera | P55 |
| 312 | Tran, Dan | P71 |
| 313 | Treibich, Tania | P75 |
| 314 | Tristani, Oreste | P41 |
| 315 | Tuinstra, Jan | P53, C53 |
| 316 | Turnovsky, Stephen | P36 |
| 317 | Ueno, Yoichi | P60 |
| 318 | Urban, Joerg | P3 |
| 319 | Valchev, Rosen | P70 |
| 320 | van der Hoog, Sander | P39, C39 |
| 321 | van Vlodrop, Andries | P8 |
| 322 | Vardoulakis, Alexandros | P85 |
| 323 | Vázquez, Jesús | P77 |
| 324 | Veldkamp, Laura | P37 |
| 325 | Vermandel, Gauthier | P43 |
| 326 | Verona, Fabio | P93 |
| 327 | Vestin, David | P77 |
| 328 | Villa, Stefania | P63 |
| 329 | Volkov, Vladimir | P93 |
| 330 | vom Lehn, Christian | P52 |
| 331 | Wang, Xiaowen | P82 |
| 332 | Warusawitharana, Missaka | P80, C80 |
| 333 | Waters, George | P10, C10 |
| 334 | Wei, Lijian | P66 |
| 335 | Wesołowski, Grzegorz | P11, C11 |
| 336 | Westerhoff, Frank | P19 |
| 337 | Winant, Pablo | P58 |
| 338 | Wolcott, Erin | P9 |
| 339 | Wolski, Marcin | P6 |
| 340 | Wozniak, Tomasz | P21 |
| 341 | Wu, Peifan | P51 |
| 342 | Wu, Tao | P41 |
| 343 | Wulff, Alexander | P69 |
| 344 | Xia, Fan Dora | P60, C60 |
| 345 | Xie, Taojun | P34 |
| 346 | Yamamoto, Ryuichi | P19 |
| 347 | Zadrozny, Peter | P6, C6 |
| 348 | Zampolli, Fabrizio | P52, C52 |
| 349 | Zarazaga, Carlos | P63 |
| 350 | Zeppini, Paolo | P75, C75 |
| 351 | Zhang, Mindy X. | P72, C72 |
| 352 | Zhang, Yu | P4, C4 |
| 353 | Zhang, Ji | P41, C41 |
| 354 | Zhi, Tianhao | P42 |
| 355 | Zhong, Molin | P59 |
| 356 | Zhu, Yinchu | P25 |
| 357 | Zhu, Mei | P71 |
| 358 | Zilberman, Roy | P13 |
| 359 | Zlate, Andrei | P51 |
This program was last updated on 2017-06-28 09:35:06 EDT