Summary of All Sessions |
|---|
Click here for an index of all participants |
| Session ID code | Date/Time | Location | Type | JEL | Title | Papers | Organizer |
|---|---|---|---|---|---|---|---|
| 102 | July 5, 2011 9:15-10:15 | 120 | invited | ESAM Keynote Lecture by Matthew Jackson | 1 | Andy McLennan | |
| 3 | July 5, 2011 10:45-12:15 | 208 | invited | Microeconomics/Game Theory 1 | 3 | Virginie Masson | |
| 117 | July 5, 2011 10:45-12:15 | 102 | invited | Macroeconomics (paired invited) | 2 | Mark Weder | |
| 22 | July 5, 2011 10:45-12:15 | LG24 | contributed | Financial Econometrics 1 | 3 | Jiti GAO | |
| 24 | July 5, 2011 10:45-12:15 | LG15 | contributed | Financial Economics/Applied Finance 1 | 3 | Jiti GAO | |
| 30 | July 5, 2011 10:45-12:15 | 209 | contributed | Time Series Econometrics (Estimation) 1 | 3 | Jiti GAO | |
| 40 | July 5, 2011 10:45-11:45 | G03 | contributed | Development Economics/Trade 1 | 2 | Christopher Findlay | |
| 70 | July 5, 2011 10:45-12:15 | LG28 | invited | Applied Macroeconomics/Macroeconometrics (Open Economy) 1 | 3 | Mardi Dungey | |
| 118 | July 5, 2011 10:45-12:15 | G04 | contributed | Applied Economics/Econometrics (Discrimination) 1 | 3 | Ralph-C Bayer | |
| 113 | July 5, 2011 10:45-12:15 | LG29 | invited | Nonparametric and Time Series Econometrics (paired invited) | 2 | Jiti GAO | |
| 129 | July 5, 2011 12:30-13:30 | Bonython Hall | poster | Time Series Econometrics | 1 | Jiti GAO | |
| 125 | July 5, 2011 12:30-13:30 | Bonython Hall | poster | Applied Econometrics/Health Economics | 2 | Jiti GAO | |
| 18 | July 5, 2011 13:30-15:00 | LG28 | contributed | Time Series Econometrics (Nonlinear and Nonstationary) 2 | 3 | Jiti GAO | |
| 35 | July 5, 2011 13:30-15:00 | LG29 | contributed | Non- and Semi-Parametric Econometrics 1 | 3 | Xibin Zhang | |
| 51 | July 5, 2011 13:30-15:00 | LG24 | invited | Financial Econometrics 2 | 3 | Mervyn Silvapulle | |
| 52 | July 5, 2011 13:30-15:00 | 208 | invited | Simulation Methods in Econometrics | 3 | Vance Martin | |
| 53 | July 5, 2011 13:30-15:00 | G03 | contributed | Health Economics/Public Health Policy 1 | 3 | Jonathan Karnon | |
| 60 | July 5, 2011 13:30-15:00 | G04 | contributed | Applied Economics/Econometrics (Household Decision) 2 | 3 | Ralph-C Bayer | |
| 92 | July 5, 2011 13:30-15:00 | 102 | contributed | Macroeconomics (Monetary Policy) 1 | 3 | Mark Weder | |
| 109 | July 5, 2011 13:30-15:00 | 209 | invited | Agricultural, Environmental and Resource Economics (Policy) 1 | 3 | Kym Anderson | |
| 10 | July 5, 2011 15:30-17:00 | 208 | invited | Experimental Economics (Australian Economic Policy) 1 | 3 | Ralph-C Bayer | |
| 13 | July 5, 2011 15:30-17:00 | G03 | contributed | Economics of Education 1 | 3 | Ralph-C Bayer | |
| 36 | July 5, 2011 15:30-17:00 | LG24 | contributed | Non- and Semi-Parametric Econometrics 2 | 3 | Xibin Zhang | |
| 122 | July 5, 2011 15:30-17:00 | LG28 | contributed | Applied Macroeconomics/Macroeconometrics 2 | 3 | Vance Martin | |
| 55 | July 5, 2011 15:30-17:00 | G04 | invited | Applied Economics/Econometrics (Labor, Health and Production Economics) 3 | 3 | Zeng-Hua Lu | |
| 120 | July 5, 2011 15:30-17:00 | 209 | contributed | Microeconomics/Industrial Organization 1 | 3 | Mandar Oak | |
| 80 | July 5, 2011 15:30-17:00 | LG29 | contributed | Public Economics/Microeconomic Policy (Political Economy) 1 | 3 | Mandar Oak | |
| 91 | July 5, 2011 15:30-16:30 | 102 | contributed | Macroeconomics (Topics) 2 | 2 | Mark Weder | |
| 110 | July 6, 2011 9:00-10:00 | 102 | invited | Colin Clark Lecture by Joseph Hotz | 1 | Jonathan Pincus | |
| 4 | July 6, 2011 10:30-12:00 | 208 | contributed | Microeconomics/Game Theory 2 | 3 | Murali Agastya | |
| 16 | July 6, 2011 10:30-12:00 | LG24 | invited | Financial Econometrics 3 | 3 | ZONGWU CAI | |
| 21 | July 6, 2011 10:30-12:00 | 209 | invited | Panel Data Analysis (Spatial Data) 1 | 3 | Zudi Lu | |
| 37 | July 6, 2011 10:30-12:00 | LG15 | contributed | Non- and Semi-Parametric Econometrics 3 | 3 | Xibin Zhang | |
| 42 | July 6, 2011 10:30-12:00 | G03 | contributed | Development Economics/Trade 2 | 3 | Christopher Findlay | |
| 61 | July 6, 2011 10:30-12:00 | G04 | contributed | Applied Economics/Econometrics (Alcohol and Health) 4 | 3 | Ralph-C Bayer | |
| 62 | July 6, 2011 10:30-12:00 | LG28 | contributed | Macroeconomics (Expectation and Learning) 3 | 3 | Mark Weder | |
| 97 | July 6, 2011 10:30-12:00 | LG29 | contributed | Microeconomics/Industrial Organization 2 | 2 | Mandar Oak | |
| 105 | July 6, 2011 10:30-12:00 | 102 | invited | Time Series Econometrics (paired invited) 3 | 2 | Jiti GAO | |
| 126 | July 6, 2011 12:30-13:30 | Bonython Hall | poster | Applied Economics | 1 | Christopher Findlay | |
| 127 | July 6, 2011 12:30-13:30 | Bonython Hall | poster | History of Economics and Trade | 1 | Christopher Findlay | |
| 20 | July 6, 2011 13:30-15:00 | 209 | contributed | Panel Data Analysis (Nonlinear) 2 | 3 | Jiti GAO | |
| 27 | July 6, 2011 13:30-15:00 | LG28 | contributed | Financial Economics/Applied Finance 2 | 3 | Jiti GAO | |
| 32 | July 6, 2011 13:30-15:00 | 208 | contributed | Time Series Econometrics (Unit-Root) 4 | 3 | Jiti GAO | |
| 41 | July 6, 2011 13:30-15:00 | G03 | contributed | Development Economics/Trade 3 | 3 | Christopher Findlay | |
| 48 | July 6, 2011 13:30-15:00 | LG24 | invited | Non- and Semi-Parametric Econometrics 4 | 3 | ZONGWU CAI | |
| 56 | July 6, 2011 13:30-15:00 | G04 | invited | Applied Economics/Econometrics (Health Economics) 5 | 3 | Lisa Farrell | |
| 71 | July 6, 2011 13:30-15:00 | LG29 | contributed | Agricultural, Environmental and Resource Economics 2 | 3 | Stephanie McWhinnie | |
| 87 | July 6, 2011 13:30-15:00 | 102 | contributed | Macroeconomics (Financial Markets) 4 | 3 | Mark Weder | |
| 8 | July 6, 2011 15:30-17:00 | 208 | contributed | Experimental Economics 2 | 3 | Ralph-C Bayer | |
| 57 | July 6, 2011 15:30-17:00 | G04 | contributed | Applied Economics/Econometrics (Labor and Employment) 6 | 3 | Ralph-C Bayer | |
| 64 | July 6, 2011 15:30-17:00 | LG29 | contributed | Applied Macroeconomics/Macroeconometrics 3 | 3 | Vance Martin | |
| 72 | July 6, 2011 15:30-16:30 | G03 | contributed | Agricultural, Environmental and Resource Economics 3 | 2 | Stephanie McWhinnie | |
| 81 | July 6, 2011 15:30-17:00 | LG28 | contributed | Public Economics/Microeconomic Policy (Labor and Political Economy) 2 | 3 | Ralph-C Bayer | |
| 104 | July 6, 2011 15:30-17:00 | 102 | invited | Time Series Econometrics (Paired Invited) 5 | 2 | Jiti GAO | |
| 106 | July 6, 2011 15:30-17:00 | LG24 | contributed | Financial Econometrics 4 | 3 | Jiti GAO | |
| 123 | July 6, 2011 15:30-17:00 | 209 | contributed | Macroeconomics (Business Cycles) 5 | 3 | Mark Weder | |
| 101 | July 6, 2011 17:10-18:10 | 102 | invited | A W Phillips Lecture by Cheng Hsiao | 1 | Jiti GAO | |
| 26 | July 7, 2011 9:00-10:30 | LG29 | contributed | Financial Economics/Applied Finance 3 | 3 | Jiti GAO | |
| 33 | July 7, 2011 9:00-10:30 | LG24 | contributed | Time Series Econometrics (Testing) 6 | 3 | Jiti GAO | |
| 121 | July 7, 2011 9:00-10:30 | G04 | contributed | Applied Economics/Econometrics (Model Choice and Selection) 7 | 3 | Jiti GAO | |
| 54 | July 7, 2011 9:00-10:30 | G03 | contributed | Health Economics/Public Health Policy 2 | 3 | Jonathan Karnon | |
| 124 | July 7, 2011 9:00-10:30 | LG28 | contributed | Financial Econometrics 5 | 3 | Jiti GAO | |
| 77 | July 7, 2011 9:00-10:30 | 208 | contributed | Microeconomics/Game Theory 3 | 3 | Ralph-C Bayer | |
| 88 | July 7, 2011 9:00-10:30 | 102 | contributed | Macroeconomics (Labour Markets) 6 | 3 | Mark Weder | |
| 94 | July 7, 2011 9:00-10:30 | 209 | contributed | Microeconomics/Industrial Organization 3 | 3 | Mandar Oak | |
| 116 | July 7, 2011 11:00-12:30 | 102 | invited | Joseph Fisher Lecture by Peter Petri | 1 | Christopher Findlay | |
| 19 | July 7, 2011 13:30-15:00 | LG24 | contributed | Econometric Estimation (High Dimensional) | 3 | Jiti GAO | |
| 28 | July 7, 2011 13:30-15:00 | LG28 | contributed | Financial Economics/Applied Finance 4 | 3 | Jiti GAO | |
| 34 | July 7, 2011 13:30-15:00 | 209 | contributed | Time Series Econometrics 7 | 3 | Jiti GAO | |
| 58 | July 7, 2011 13:30-15:00 | G04 | contributed | Applied Economics/Econometrics (Distribution and Productivity) 8 | 3 | Ralph-C Bayer | |
| 69 | July 7, 2011 13:30-15:00 | LG29 | invited | Macroeconometrics of Recurrent Events | 3 | Don Harding | |
| 73 | July 7, 2011 13:30-15:00 | G03 | contributed | Public Economics/Microeconomic Policy 3 | 3 | Christopher Findlay | |
| 78 | July 7, 2011 13:30-15:00 | 208 | contributed | Microeconomics/Game Theory 4 | 3 | Ralph-C Bayer | |
| 103 | July 7, 2011 13:30-15:00 | 102 | invited | Non- and Semi-Parametric Econometrics (paired invited) 5 | 2 | Jiti GAO | |
| 9 | July 7, 2011 15:30-17:00 | 208 | contributed | Experimental Economics 3 | 3 | Ralph-C Bayer | |
| 14 | July 7, 2011 15:30-17:00 | G04 | invited | Agricultural, Environmental and Resource Economics 4 | 3 | Kym Anderson | |
| 17 | July 7, 2011 15:30-16:30 | G03 | contributed | Applied Economics/Econometrics (dynamic and switching modeling) 9 | 2 | Jiti GAO | |
| 49 | July 7, 2011 15:30-17:00 | LG24 | contributed | Non- and Semi-Parametric Econometrics 6 | 3 | Jiti GAO | |
| 66 | July 7, 2011 15:30-16:30 | 209 | contributed | Macroeconomics (Fiscal Policy and Interest Rate) 7 | 2 | Mark Weder | |
| 114 | July 7, 2011 15:30-17:00 | 102 | invited | Financial Econometrics (Paired Invited) 6 | 2 | Jiti GAO | |
| 89 | July 7, 2011 15:30-17:00 | LG29 | invited | Search and Matching Models in the Labor Markets | 2 | Thomas Lubik | |
| 108 | July 7, 2011 15:30-17:00 | LG28 | invited | Economics of Education 2 | 3 | Gigi Foster | |
| 112 | July 7, 2011 17:10-18:10 | 102 | invited | Ted Hannan Lecture by Bruce Hansen | 1 | Jiti GAO |
83 sessions, 219 papers, and 0 presentations with no associated papers |
|---|
|   |
|---|
2011 Australasian Meeting of the Econometric Society |
Detailed List of Sessions |
| Session ID 102: ESAM Keynote Lecture by Matthew Jackson July 5, 2011 9:15 to 10:15 120 |
|---|
| Session Organizer: Andy McLennan, University of Queensland |
| Session Chair: Andy McLennan, University of Queensland |
| Session type: invited |
| 1. Social Capital and Social Quilts: Network Patterns of Favor Exchange |
| By Matthew O. Jackson; Stanford University |
| Presented by: Matthew O. Jackson, Stanford University |
| Session ID 3: Microeconomics/Game Theory 1 July 5, 2011 10:45 to 12:15 208 |
| Session Organizer: Virginie Masson, University of Adelaide |
| Session Chair: Virginie Masson, University of Adelaide |
| Session type: invited |
| 1. Information, Matching and Outcome Selection |
| By Virginie Masson; University of Adelaide |
| Presented by: Virginie Masson, University of Adelaide |
| 2. Optimal Contracts for Loss Averse Consumers |
| By Juan Carlos Carbajal; University of Queensland |
| Presented by: Juan Carlos Carbajal, University of Queensland |
| 3. Endogenous Reputation in Repeated Games |
| By Priscilla Man |
| Presented by: Priscilla Man, University of Queensland |
| Session ID 117: Macroeconomics (paired invited) July 5, 2011 10:45 to 12:15 102 |
| Session Organizer: Mark Weder, The University of Adelaide |
| Session Chair: Mark Weder, The University of Adelaide |
| Session type: invited |
| 1. PAYROLL TAXES, SOCIAL INSURANCE AND BUSINESS CYCLES |
| By Michael Burda; Faculty of Business and Economics Mark Weder; The University of Adelaide |
| Presented by: Michael Burda, Humboldt University Berlin |
| 2. The Effectiveness of Government Expenditures During Financial Crisis: Evidence from Regional Government Spending in Japan 1990-2000 |
| By Markus Bruckner; University of Adelaide |
| Presented by: Markus Bruckner, University of Adelaide |
| Session ID 22: Financial Econometrics 1 July 5, 2011 10:45 to 12:15 LG24 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Nicholas Sim, University of Adelaide |
| Session type: contributed |
| 1. Comparing Australian and US Corporate Default Risk using Quantile Regression. |
| JEL codes: G01, G21, G28 |
| By David Allen; Edith Cowan University Akhmad Kramadibrata; Edith Cowan University Robert Powell; Edith Cowan University Abhay Singh; Edith Cowan University |
| Presented by: Akhmad Kramadibrata, Edith Cowan University |
| 2. Evaluation of Moment Risk: Can the Sharpe Ratio make the Cut? |
| [slides] |
| JEL codes: G11, C52, C53 |
| By Aurobindo Ghosh; Singapore Management University |
| Presented by: Aurobindo Ghosh, Singapore Management University |
| 3. The QQ Approach, A New Look at the Money-Output Relationship |
| By Nicholas Sim; University of Adelaide |
| Presented by: Nicholas Sim, University of Adelaide |
| Session ID 24: Financial Economics/Applied Finance 1 July 5, 2011 10:45 to 12:15 LG15 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Paul Kofman, The University of Melbourne |
| Session type: contributed |
| 1. Probabilistic Forecasts of Volatility and its Risk Premia |
| By Worapree Maneesoonthorn; Monash University Gael M Martin; Monash University Catherine S Forbes; Monash University Simone Grose; Monash University |
| Presented by: Worapree Maneesoonthorn, Monash University |
| 2. Skewness and Kurtosis Ratio Tests: With Applications to a Study of Multiperiod Tail Risk |
| By Woon Wong; Bristol Business School |
| Presented by: Woon Wong, Bristol Business School |
| 3. Excited or Depressed - Inferring investor mood from implied probability weighted mixture distributions |
| By Paul Kofman; The University of Melbourne Rachel Pownall; Maastrict University and Tilburg University |
| Presented by: Paul Kofman, The University of Melbourne |
| Session ID 30: Time Series Econometrics (Estimation) 1 July 5, 2011 10:45 to 12:15 209 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Gael Martin, Monash University |
| Session type: contributed |
| 1. Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap |
| By Simone Grose; Monash University Gael Martin; Monash University Don Poskitt; Monash University |
| Presented by: Gael Martin, Monash University |
| 2. Time Series Classification for Small Samples Using Bias-Corrected AR Estimators |
| By SHEN LIU; Monash University Ann Maharaj; Monash University |
| Presented by: SHEN LIU, Monash University |
| 3. An alternative approach to approximating moments of least squares estimators |
| By Gareth D. Liu-Evans; Xi'an Jiaotong Liverpool University |
| Presented by: Gareth Liu-Evans, XI'an Jiaotong Liverpool University |
| Session ID 40: Development Economics/Trade 1 July 5, 2011 10:45 to 11:45 G03 |
| Session Organizer: Christopher Findlay, The University of Adelaide |
| Session Chair: Debdulal Mallick, Deakin University |
| Session type: contributed |
| 1. International Business Cycles and Remittance Flows |
| By Arusha Cooray; University of Wollongong Debdulal Mallick; Deakin University |
| Presented by: Debdulal Mallick, Deakin University |
| 2. What Does a Terms of Trade Shock Do? |
| By Penny Smith; Reserve Bank of Australia |
| Presented by: Penny Smith, Reserve Bank of Australia |
| Session ID 70: Applied Macroeconomics/Macroeconometrics (Open Economy) 1 July 5, 2011 10:45 to 12:15 LG28 |
| Session Organizer: Mardi Dungey, University of Tasmania |
| Session Chair: Mardi Dungey, University of Tasmania |
| Session type: invited |
| 1. Bayesian Inference in a Time Varying Cointegration Model |
| By Rodney Strachan; The Australian National University |
| Presented by: Rodney Strachan, The Australian National University |
| 2. Reassessing Business-cycle VAR and VARMA Models |
| By Wenying Yao; Monash University Timothy Kam; Australian National University Farshid Vahid; Monash University |
| Presented by: Wenying Yao, Monash University |
| 3. The Term Premium and the UK economy 1980 - 2007 |
| By Mardi Dungey; University of Tasmania |
| Presented by: Mardi Dungey, University of Tasmania |
| Session ID 118: Applied Economics/Econometrics (Discrimination) 1 July 5, 2011 10:45 to 12:15 G04 |
| Session Organizer: Ralph-C Bayer, University of Adelaide |
| Session Chair: Michael Coelli, The University of Melbourne |
| Session type: contributed |
| 1. A Distributional Analysis of the Gender Wage Gap in Bangladesh |
| JEL codes: C21,J16,J24,J31 |
| By Salma Ahmed; Department of Economics; Monash University; VIC 3800 Pushkar Maitra; Department of Economics; Monash University; VIC 3800 |
| Presented by: Salma Ahmed, Monash University |
| 2. Occupation Differences and the Gender Wage Gap in Australia: a Detailed Re-assessment |
| By Michael Coelli; The University of Melbourne |
| Presented by: Michael Coelli, The University of Melbourne |
| 3. What Do Donors Discriminate On? Evidence From Kiva.org |
| By Jessica Pan; National University of Singapore Walter Theseira; Nanyang Technological University |
| Presented by: Walter Theseira, Nanyang Technological University |
| Session ID 113: Nonparametric and Time Series Econometrics (paired invited) July 5, 2011 10:45 to 12:15 LG29 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Maxwell King, Monash University |
| Session type: invited |
| 1. Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation |
| By Qi Li; Texas A&M University |
| Presented by: Qi Li, Texas A&M University |
| 2. Nonstationarity in Continuous Time |
| By Joon Park; Indiana University |
| Presented by: Joon Park, Indiana University |
| Session ID 129: Time Series Econometrics July 5, 2011 12:30 to 13:30 Bonython Hall |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Liqiong Wang, University of York |
| Session type: poster |
| 1. Bootstrap Point Optimal Unit Root Tests |
| By Liqiong Wang; University of York |
| Presented by: Liqiong Wang, University of York |
| Session ID 125: Applied Econometrics/Health Economics July 5, 2011 12:30 to 13:30 Bonython Hall |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Marian Vidal-Fernández, University of New South Wales |
| Session type: poster |
| 1. The Effect of Minimum Academic Requirements to Participate in Sports on High School Graduation |
| By Marian Vidal-Fernandez; University of New South Wales |
| Presented by: Marian Vidal-Fernández, University of New South Wales |
| 2. Modeling Physician Labour Supply: Comparing a Discrete Choice Structural Approach to a Reduced Form Approach |
| By Guyonne Kalb; University of Melbourne Daniel Kuehnle; The University of Melbourne |
| Presented by: Daniel Kuehnle, The University of Melbourne |
|  
|
| Discussant: Marian Vidal-Fernández, University of New South Wales |
| Session ID 18: Time Series Econometrics (Nonlinear and Nonstationary) 2 July 5, 2011 13:30 to 15:00 LG28 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: QIYING WANG, The University of Sydney |
| Session type: contributed |
| 1. Nonstationary Nonparametric Volatility Model |
| By Heejoon Han; National University of Singapore Shen Zhang; National University of Singapore |
| Presented by: Heejoon Han, National University of Singapore |
| 2. Martingale limit theorems revisited and non-linear cointegrating regression |
| By QIYING WANG; The University of Sydney |
| Presented by: QIYING WANG, The University of Sydney |
| 3. Expansion of Poisson Process Functionals and Its Application in Econometric Estimation |
| By Chaohua DONG; The University of Adelaide |
| Presented by: Chaohua DONG, The University of Adelaide |
| Session ID 35: Non- and Semi-Parametric Econometrics 1 July 5, 2011 13:30 to 15:00 LG29 |
| Session Organizer: Xibin Zhang, Monash University |
| Session Chair: Xibin Zhang, Monash University |
| Session type: contributed |
| 1. Modelling asset correlations: A nonparametric approach |
| By Isabel Casas; Sydansk Universitet and CREATES Nektarios Aslanidis; University Rovira and Virgili |
| Presented by: Isabel Casas, Syddansk Universitet |
| 2. Estimation in a semiparametric model with endogeneity |
| By Nam Hyun Kim; University of Adelaide |
| Presented by: Nam Hyun Kim, University of Adelaide |
| 3. Bandwidth Choice in Nonparametric Estimation of Nonstationary Time Series |
| JEL codes: C11, C14, C22 |
| By Jiti GAO; Monash University Maxwell King; Monash University Xibin Zhang; public |
| Presented by: Xibin Zhang, Monash University |
| Session ID 51: Financial Econometrics 2 July 5, 2011 13:30 to 15:00 LG24 |
| Session Organizer: Mervyn Silvapulle, Monash University |
| Session Chair: Mervyn Silvapulle, Monash University |
| Session type: invited |
| 1. Minimum distance estimation of the copula and the density of the error term in multivariate GARCH models |
| JEL codes: C58, C14 |
| By Mervyn Silvapulle; Monash University Gunky KIm; University of Wollongong Param Silvapulle; Monash University |
| Presented by: Mervyn Silvapulle, Monash University |
| 2. Modelling Dependence in High Dimensions with Factor Copulas |
| JEL codes: C31, C32, C51 |
| By Dong Hwan Oh; Duke University Andrew J. Patton; Duke University |
| Presented by: Andrew Patton, Duke University |
| 3. Realized alphas portfolios |
| By Valentina Corradi; University of Warwick Walter Distaso; Imperial College Marcelo Fernandes; Queen Mary, University of London |
| Presented by: Valentina Corradi, University of Warwick |
| Session ID 52: Simulation Methods in Econometrics July 5, 2011 13:30 to 15:00 208 |
| Session Organizer: Vance Martin, University of Melbourne |
| Session Chair: Vance Martin, University of Melbourne |
| Session type: invited |
| 1. Efficient Method of Moments Estimation for Count data Models |
| By Vance Martin; University of Melbourne Andrew Tremayne; UNSW Robert Jung; University of Erfurt |
| Presented by: Andrew Tremayne, UNSW |
| 2. A Conditional Moment Copula Test of Contagion |
| JEL codes: C12,C13,C14,C15 |
| By Vance Martin; University of Melbourne Xiaokang Wang; University of Melbourne |
| Presented by: Jessie Xiaokang Wang, University of Melbourne |
| 3. A General Hypothesis Test for Stationary Markov Processes |
| By Vance Martin; University of Melbourne Yoshihiko Nishiyama; Kyoto University John Stachurski; Research School of Economics |
| Presented by: Vance Martin, University of Melbourne |
| Session ID 53: Health Economics/Public Health Policy 1 July 5, 2011 13:30 to 15:00 G03 |
| Session Organizer: Jonathan Karnon, The University of Adelaide |
| Session Chair: Duncan McVicar, University of Melbourne |
| Session type: contributed |
| 1. Can the Health Insurance Reform stop an increasing in medical costs of middle- and old-aged persons in Japan? |
| By Tamie Matsuura, NLI Research Institute Masaru Sasaki, Osaka University |
| Presented by: Masaru Sasaki, Osaka University |
| 2. Social Capital, Health Related Behavior and Hygienic Practices of the Extreme Poor in Rural Bangladesh |
| JEL codes: I10, O12, O15 |
| By ASM Rejaul Karim Bakshi; Deakin University |
| Presented by: ASM Rejaul Karim Bakshi, Deakin University |
| 3. Estimates of Peer Effects in Adolescent Smoking across Twenty Six European Countries |
| By Duncan McVicar; University of Melbourne |
| Presented by: Duncan McVicar, University of Melbourne |
| Session ID 60: Applied Economics/Econometrics (Household Decision) 2 July 5, 2011 13:30 to 15:00 G04 |
| Session Organizer: Ralph-C Bayer, University of Adelaide |
| Session Chair: Robert Breunig, The Australian National University |
| Session type: contributed |
| 1. Does Risk Based Occupation Choice Matter for Job Satisfaction? Evidence from the German Reunification Experiment |
| JEL codes: J24, J28, I31 |
| By Ong Qiyan; NTU |
| Presented by: Ong Qiyan, NTU |
| 2. The Effects of Wealth and Earned Income on the Decision to Retire: A dynamic Probit Examination of Retirement |
| By Kostas Mavromaras; Flinders University |
| Presented by: Kostas Mavromaras, Flinders University |
| 3. The Effect of Survey Design on Household Reporting of Financial Difficulty |
| By Robert V. Breunig; Australian National University Rebecca McKibbin; Australian National University |
| Presented by: Robert Breunig, The Australian National University |
| Session ID 92: Macroeconomics (Monetary Policy) 1 July 5, 2011 13:30 to 15:00 102 |
| Session Organizer: Mark Weder, The University of Adelaide |
| Session Chair: Kalvinder Shields, University of Melbourne |
| Session type: contributed |
| 1. Commodity Price Responses to Monetary Policy Surprises |
| By Dean Scrimgeour; Colgate University |
| Presented by: Dean Scrimgeour, Colgate University |
| 2. Trend in ation and Monetary policy rules: Determinacy analyses in New Keynesian model with capital accumulation |
| By Elena Gerko; NES Kirill Sossounov; Higher School of Economics |
| Presented by: Kirill Sossounov, Higher School oc Economics |
| 3. The Meta Taylor Rule |
| By Kevin Lee; University of Nottingham James Morley; University of New South Wales Kalvinder Shields; University of Melbourne |
| Presented by: Kalvinder Shields, University of Melbourne |
| Session ID 109: Agricultural, Environmental and Resource Economics (Policy) 1 July 5, 2011 13:30 to 15:00 209 |
| Session Organizer: Kym Anderson, University of Adelaide |
| Session Chair: Kym Anderson, University of Adelaide |
| Session type: invited |
| 1. The Economics of Grain Price Volatility |
| By Brian Wright; UNIVERSITY OF CALIFORNIA |
| Presented by: Brian Wright, UNIVERSITY OF CALIFORNIA |
| 2. Trade Barrier Volatility and Loss Aversion: Evidence from Agriculture |
| By Kym Anderson; University of Adelaide |
| Presented by: Kym Anderson, University of Adelaide |
| 3. Export Restrictions and Price Insulation During Commodity Price Booms |
| By Kym Anderson; University of Adelaide Will Martin; World Bank |
| Presented by: Will Martin, World Bank |
| Session ID 10: Experimental Economics (Australian Economic Policy) 1 July 5, 2011 15:30 to 17:00 208 |
| Session Organizer: Ralph-C Bayer, University of Adelaide |
| Session Chair: Ralph-C Bayer, University of Adelaide |
| Session type: invited |
| 1. Auction Format and Auction Sequence in Multi-Item Multi-Unit Auctions |
| By Regina Betz; University of New South Wales Ben Greiner; University of New South Wales Sascha Schweitzer; Karlsruhe Institute of Technology (KIT) Stefan Seifert; Karlsruhe Institute of Technology (KIT) |
| Presented by: Sascha Schweitzer, Karlsruhe Institute of Technology (KIT) |
| 2. Spectrum auctions in low competition environments: Efficiency enhancing reserves |
| By Tom Wilkening; UNiversity of Melbourne |
| Presented by: Tom Wilkening, UNiversity of Melbourne |
| 3. Rockets and Feather in the Laboratory |
| By Ralph-C Bayer; Adelaide University Changxia Ke; Max Planck Institute for Tax Law and Public Finance |
| Presented by: Ralph-C Bayer, University of Adelaide |
| Session ID 13: Economics of Education 1 July 5, 2011 15:30 to 17:00 G03 |
| Session Organizer: Ralph-C Bayer, University of Adelaide |
| Session Chair: Maria Racionero, The Australian National University |
| Session type: contributed |
| 1. Effects of age at entry to Year 1 on later school outcomes: Evidence from Australia |
| By Hielke Buddelmeyer; The University of Melbourne Trinh Le; University of Melbourne |
| Presented by: Trinh Le, University of Melbourne |
| 2. Education and Teen Traffic Accidents: Evidence from No Pass, No Drive Laws |
| By Rashmi Barua; Singapore Management University Marian Vidal Fernandez; University of New South Wales |
| Presented by: Rashmi barua, singapore management university |
| 3. Voting on income-contingent loans |
| By Elena Del Rey; Universitat de Girona Maria Racionero; The Australian National University |
| Presented by: Maria Racionero, The Australian National University |
| Session ID 36: Non- and Semi-Parametric Econometrics 2 July 5, 2011 15:30 to 17:00 LG24 |
| Session Organizer: Xibin Zhang, Monash University |
| Session Chair: Han Lin Shang, Monash University |
| Session type: contributed |
| 1. Bayesian estimation of bandwidths for a nonparametric regression model with an unknown error density |
| JEL codes: C11, C14, C15 |
| By Xibin Zhang; public Maxwell King; Monash University Han Lin Shang; Monash University |
| Presented by: Han Lin Shang, Monash University |
| 2. Regression Discontinuity Designs with Unknown Discontinuity Points: Testing and Estimation |
| By Ping Yu; University of Auckland |
| Presented by: Ping Yu, University of Auckland |
| 3. Forecasting Model Validation |
| By Julia Polak; Monash University Maxwell King; Monash University Xibin Zhang; public |
| Presented by: Julia Polak, Monash University |
| Session ID 122: Applied Macroeconomics/Macroeconometrics 2 July 5, 2011 15:30 to 17:00 LG28 |
| Session Organizer: Vance Martin, University of Melbourne |
| Session Chair: Jan Podivinsky, University of Southampton |
| Session type: contributed |
| 1. Realized Spill-over Effect Within-Between Stock and Foreign Exchange Market |
| By Hung Do; Monash University Robert Brooks; Monash University Sirimon Treepongkaruna; The University of Western Australia |
| Presented by: Hung Do, Monash University |
| 2. The Impact of Inflation Uncertainty on Interest Rates |
| By chongcheul cheong; department of business, economics, and management Jan Podivinsky; University of Southampton |
| Presented by: Jan Podivinsky, University of Southampton |
| 3. Testing for Co-jumps with High-Frequency Financial Data: An Approach Based on First-High-Low-Last Prices |
| By Yin Liao; Australian National University Heather M. Anderson; Monash University |
| Presented by: Heather Anderson, Monash University |
| Session ID 55: Applied Economics/Econometrics (Labor, Health and Production Economics) 3 July 5, 2011 15:30 to 17:00 G04 |
| Session Organizer: Zeng-Hua Lu, University of South Australia |
| Session Chair: Zeng-Hua Lu, University of South Australia |
| Session type: invited |
| 1. Child Disabilities and Women Labor Supply: Evidence from Australia |
| By Zeng-Hua Lu; University of South Australia |
| Presented by: Zeng-Hua Lu, University of South Australia |
| 2. Inefficiency and Individual Heterogeneity in a Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function |
| By Bill Griffiths; University of Melbourne Xiaohui Zhang; Monash University Xueyan Zhao; Monash University |
| Presented by: Xueyan Zhao, Monash University |
| 3. The Econometric Specification of Input Demand Systems Implied by Cost Function Representations |
| [slides] |
| By Keith McLaren; Monash University Xueyan Zhao; Monash University |
| Presented by: Keith McLaren, Monash University |
| Session ID 120: Microeconomics/Industrial Organization 1 July 5, 2011 15:30 to 17:00 209 |
| Session Organizer: Mandar Oak, University of Adelaide |
| Session Chair: Stephen Hogg, The University of Queensland |
| Session type: contributed |
| 1. Government and Private Employment, Wages, and Social Welfare in a Hotelling Oligopsony |
| [slides] |
| JEL codes: D43, E24, J48 |
| By Wen-Chung Guo; National Taipei University Fu-Chuan Lai; Academia Sinica and National Chengchi University |
| Presented by: Wen-Chung Guo, National Taipei University |
| 2. Airline Alliances, Antitrust Immunity and Market Foreclosure |
| JEL codes: L41, L93, K21 |
| By Volodymyr Bilotkach, University of California, Irvine, USA Kai Hueschelrath, ZEW Centre for European Economic Research, Mannheim, Germany |
| Presented by: Kai Hueschelrath, Centre for European Economic Research (ZEW) |
| 3. A Spatial Econometric Analysis of the Effect of Vertical Integration on Retail Petrol Pricing |
| JEL codes: C21, L13 |
| By Stephen Hogg; The University of Queensland Stuart McDonald Alicia Rambaldi; University of Queensland Stan Hurn; Queensland University of Technology |
| Presented by: Stephen Hogg, The University of Queensland |
| Session ID 80: Public Economics/Microeconomic Policy (Political Economy) 1 July 5, 2011 15:30 to 17:00 LG29 |
| Session Organizer: Mandar Oak, University of Adelaide |
| Session Chair: Steven Callander, Stanford University |
| Session type: contributed |
| 1. Incentives to Experiment in a Federal System |
| By Steven Callander; Stanford University |
| Presented by: Steven Callander, Stanford University |
| 2. Implementing the optimal and fair policy in a political accountability model |
| By Koichi Miyazaki; National Taiwan University |
| Presented by: Koichi Miyazaki, National Taiwan University |
| 3. Sovereign Debt in a Monetary Union |
| By Nadjeschda Arnold; Center For Economic Studies Beatrice Scheubel; University of Munich |
| Presented by: Nadjeschda Arnold, Center For Economic Studies |
| Session ID 91: Macroeconomics (Topics) 2 July 5, 2011 15:30 to 16:30 102 |
| Session Organizer: Mark Weder, The University of Adelaide |
| Session Chair: Anca Ioana Sirbu, university of california in riverside |
| Session type: contributed |
| 1. News-Driven Business Cycles and Increasing Returns |
| By anca ioana sirbu; university of california in riverside |
| Presented by: Anca Ioana Sirbu, university of california in riverside |
| 2. The Response of Consumption to Transitory Wealth Changes |
| By Emmanuel De Veirman; Reserve Bank of New Zealand Ashley Dunstan; Reserve Bank of New Zealand |
| Presented by: Emmanuel De Veirman, Reserve Bank of New Zealand |
| Session ID 110: Colin Clark Lecture by Joseph Hotz July 6, 2011 9:00 to 10:00 102 |
| Session Organizer: Jonathan Pincus, University of Adelaide |
| Session Chair: Jonathan Pincus, University of Adelaide |
| Session type: invited |
| 1. Games Parents & Adolescents Play: Strategic Parenting & the Behaviors of Teens |
| [slides] |
| By Joseph Hotz; Duke University |
| Presented by: V Joseph Hotz, Duke University |
| Session ID 4: Microeconomics/Game Theory 2 July 6, 2011 10:30 to 12:00 208 |
| Session Organizer: Murali Agastya, University of Sydney |
| Session Chair: Andrew Wait, University of Sydney |
| Session type: contributed |
| 1. Political campaigning with momentum effects |
| By Nicolas de Roos; University of Sydney |
| Presented by: Nicolas de Roos, University of Sydney |
| 2. The Treason of the Margin (or The Synergy Paradox) |
| By Roland Bel; Euromed Marseille School of Management Vladimir Smirnov; University of Sydney Andrew Wait; University of Sydney |
| Presented by: Andrew Wait, University of Sydney |
| 3. Riding a Winning Horse: Information Use and Condorcet Jury Theorem |
| By Keiichi Morimoto; Meisei University |
| Presented by: Keiichi Morimoto, Meisei University |
| Session ID 16: Financial Econometrics 3 July 6, 2011 10:30 to 12:00 LG24 |
| Session Organizer: ZONGWU CAI, University of North Carolina at Charlotte |
| Session Chair: Jiancheng Jiang, UNC-Charlotte |
| Session type: invited |
| 1. A New Test for Superior Predictive Ability |
| By Zhongwu Cai; University of North Carolina at Charlotte Jiancheng Jiang; University of North Carolina at Charlotte Jingshuang Zhang; University of North Carolina at Charlotte |
| Presented by: Jiancheng Jiang, UNC-Charlotte |
| 2. A Generalized Arbitrage-Free Nelson-Siegel Term Structure Model with Macroeconomic Fundamentals |
| By Canlin Li; Federal Reserve Board Linlin Niu; Xiamen University Gengming Zeng; Xiamen University |
| Presented by: Linlin Niu, Xiamen University |
| 3. Estimating the volatility functionals with multiple transactions |
| By Bing-Yi Jing; HKUST Zhi Liu; Hong Kong University of Science and Technology, and Xiamen University |
| Presented by: Zhi Liu, Hong Kong University of Science and Technology, and Xiamen University |
| Session ID 21: Panel Data Analysis (Spatial Data) 1 July 6, 2011 10:30 to 12:00 209 |
| Session Organizer: Zudi Lu, The University of Adelaide |
| Session Chair: Zudi Lu, The University of Adelaide |
| Session type: invited |
| 1. Theory and Practice for Massive Spatial and Spatio-temporal Data |
| By Hao Zhang; Purdue University |
| Presented by: Hao Zhang, Purdue University |
| 2. Instrumental Variable Quantile Estimation of Spatial Autoregressive Models |
| By Liangjun Su; Singapore Management University Zhenlin Yang; Singapore Management University |
| Presented by: Liangjun Su, Singapore Management University |
| 3. Estimation in Semiparametric Functional-Coefficient Spatial Regression: A Robust Framework |
| By Zudi Lu; The University of Adelaide |
| Presented by: Zudi Lu, The University of Adelaide |
| Session ID 37: Non- and Semi-Parametric Econometrics 3 July 6, 2011 10:30 to 12:00 LG15 |
| Session Organizer: Xibin Zhang, Monash University |
| Session Chair: Pipat Wongsaart, Monash University |
| Session type: contributed |
| 1. Nonparametric Kernel Testing for Semiparametric Autoregressive Condition Duration Model |
| JEL codes: C14, C41, F31 |
| By Pipat Wongsaart; Monash University |
| Presented by: Pipat Wongsaart, Monash University |
| 2. Semiparametric Estimation of First-Price Auction Models |
| By María Florencia Gabrielli; CONICET Quang Vuong; PennState University |
| Presented by: María Florencia Gabrielli, CONICET |
| 3. Flexible Bayesian Analysis of First Price Auctions Using Simulated Likelihood |
| JEL codes: C11, C13, C14, |
| By Dong-Hyuk Kim; University of Technology Sydney |
| Presented by: Dong-Hyuk Kim, University of Technology Sydney |
| Session ID 42: Development Economics/Trade 2 July 6, 2011 10:30 to 12:00 G03 |
| Session Organizer: Christopher Findlay, The University of Adelaide |
| Session Chair: Marie-Claire Robitaille, University of Western Australia |
| Session type: contributed |
| 1. Trade and the Greenhouse Gas Emissions from International Freight Transport |
| By Misak Avetisyan; Purdue University Anca D. Cristea; University of Oregon David L. Hummels; Purdue University, NBER Laura Puzzello; Monash University |
| Presented by: Laura Puzzello, Monash University |
| 2. Crime, Factor Abundance and Globalization: Evidence from Cross-Country Panel Data |
| By Arghya Ghosh; University of New South Wales Peter E. Robertson; University of Western Australia Marie-Claire Robitaille; University of Western Australia |
| Presented by: Marie-Claire Robitaille, University of Western Australia |
| 3. Foreign Direct Investment with Heterogeneous Entry Costs |
| By Shi-Shu Peng; Academia Sinica |
| Presented by: Shi-Shu Peng, Academia Sinica |
| Session ID 61: Applied Economics/Econometrics (Alcohol and Health) 4 July 6, 2011 10:30 to 12:00 G04 |
| Session Organizer: Ralph-C Bayer, University of Adelaide |
| Session Chair: Olena Stavrunova, University of Technology, Sydney |
| Session type: contributed |
| 1. Rational Addiction in US Demand for Table Wine |
| By Michael Wohlgenant; North Carolina State University |
| Presented by: Michael Wohlgenant, North Carolina State University |
| 2. Consequences of Easier Access to Alcohol: New Zealand Evidence |
| By Emily Conover; Hamilton College Dean Scrimgeour; Colgate University |
| Presented by: Emily Conover, Hamilton College |
| 3. Adverse Selection, Moral Hazard and the Demand for Medigap Insurance |
| By Olena Stavrunova; University of Technology, Sydney |
| Presented by: Olena Stavrunova, University of Technology, Sydney |
| Session ID 62: Macroeconomics (Expectation and Learning) 3 July 6, 2011 10:30 to 12:00 LG28 |
| Session Organizer: Mark Weder, The University of Adelaide |
| Session Chair: Michael Osterwald-Lenum, Statistics Denmark |
| Session type: contributed |
| 1. Economic earthquakes |
| By Michael Osterwald-Lenum; Statistics Denmark |
| Presented by: Michael Osterwald-Lenum, Statistics Denmark |
| 2. Learning and the Yield Curve |
| By Arunima Sinha; Santa Clara University |
| Presented by: Arunima Sinha, Santa Clara University |
| 3. Markups and News-Driven Business Cycles |
| JEL codes: E32 |
| By Oscar Pavlov; The University of Adelaide |
| Presented by: Oscar Pavlov, The University of Adelaide |
| Session ID 97: Microeconomics/Industrial Organization 2 July 6, 2011 10:30 to 12:00 LG29 |
| Session Organizer: Mandar Oak, University of Adelaide |
| Session Chair: Scott McCracken, Australian National University |
| Session type: contributed |
| 1. Informative Advertising, Consumer Search and Transparency Policy |
| JEL codes: D42, D83, M37 |
| By Chengsi Wang; University of New South Wales |
| Presented by: Chengsi Wang, University of New South Wales |
| 2. Informative Advertising Under Duopoly |
| JEL codes: L13, D83, M37 |
| By Scott McCracken; Australian National University |
| Presented by: Scott McCracken, Australian National University |
| Session ID 105: Time Series Econometrics (paired invited) 3 July 6, 2011 10:30 to 12:00 102 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Don Poskitt, Monash University |
| Session type: invited |
| 1. Panels at High Frequency |
| JEL codes: C33, C12, C13 |
| By Yoosoon Chang; Indiana University |
| Presented by: Yoosoon Chang, Indiana University |
| 2. Sieve inference of semi/nonparametric time series models |
| By Xiaohong Chen; Yale University |
| Presented by: Xiaohong Chen, Yale University |
| Session ID 126: Applied Economics July 6, 2011 12:30 to 13:30 Bonython Hall |
| Session Organizer: Christopher Findlay, The University of Adelaide |
| Session Chair: Franklin Soriano, Australian Bureau of Statistics |
| Session type: poster |
| 1. Modelling the relationship between Government Assistance and Innovation using the ABS Business Characteristics Survey: A Propensity Score Matching Approach |
| By Franklin Soriano; Australian Bureau of Statistics Cristian Rotaru; Australian Bureau of Statistics Sezim Dzhumasheva; Australian Bureau of Statistics |
| Presented by: Franklin Soriano, Australian Bureau of Statistics |
| Session ID 127: History of Economics and Trade July 6, 2011 12:30 to 13:30 Bonython Hall |
| Session Organizer: Christopher Findlay, The University of Adelaide |
| Session Chair: Jordi Vidal-Robert, Boston University |
| Session type: poster |
| 1. War and Inquisition: social control in the Spanish Empire |
| By Jordi Vidal-Robert; Boston University |
| Presented by: Jordi Vidal-Robert, Boston University |
| Session ID 20: Panel Data Analysis (Nonlinear) 2 July 6, 2011 13:30 to 15:00 209 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Degui Li, Monash University |
| Session type: contributed |
| 1. Semiparametric Trending Panel Data Models with Cross-Sectional Dependence |
| By Jia Chen; Monash University |
| Presented by: Jia Chen, Monash University |
| 2. Estimation in Semiparametric Single-Index Panel Data Models with Fixed Effects |
| By Degui Li; Monash University Jia Chen; Monash University |
| Presented by: Degui Li, Monash University |
| 3. Testing high dimensional independence by empirical spectral distribution functions |
| By Guangming Pan; Nanyang Technological University Binbin Chen; Nanyang Technological University |
| Presented by: Binbin Chen, Nanyang Technological University |
| Session ID 27: Financial Economics/Applied Finance 2 July 6, 2011 13:30 to 15:00 LG28 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Wei-han Liu, La Trobe University |
| Session type: contributed |
| 1. Robust and Efficient Strategies to Track and Outperform a Benchmark |
| [slides] |
| By Paskalis Glabadanidis; University of Adalaide |
| Presented by: Paskalis Glabadanidis, University of Adalaide |
| 2. Lunar Calendar Effect: Evidence of the Chinese Farmer’s Calendar on the Equity Markets in East Asia |
| By Wei-han Liu; La Trobe University |
| Presented by: Wei-han Liu, La Trobe University |
| 3. Informations Shocks, Systemic Risk and the Fama-French Model: Evidence from the US Stock Market |
| By Leon Zolotoy; Melbourne Business School |
| Presented by: Leon Zolotoy, Melbourne Business School |
| Session ID 32: Time Series Econometrics (Unit-Root) 4 July 6, 2011 13:30 to 15:00 208 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Biing-Shen Kuo, National Chengchi University |
| Session type: contributed |
| 1. Measures of Distance for the unit root hypothesis |
| By Liqiong Wang; University of York |
| Presented by: Liqiong Wang, University of York |
| 2. Estimation in Threshold Autoregressive Models with a Stationary and a Unit Root Regime |
| By Jiying Yin; Monash University |
| Presented by: Jiying Yin, Monash University |
| 3. Gaussian Inference in General AR(1) Models Based on Second Difference |
| By Biing-Shen Kuo; National Chengchi University |
| Presented by: Biing-Shen Kuo, National Chengchi University |
| Session ID 41: Development Economics/Trade 3 July 6, 2011 13:30 to 15:00 G03 |
| Session Organizer: Christopher Findlay, The University of Adelaide |
| Session Chair: Scott French, University of New South Wales |
| Session type: contributed |
| 1. On the relationship between bargaining and tariffs |
| [slides] |
| By Tomohiro Ara; UNSW |
| Presented by: Tomohiro Ara, UNSW |
| 2. The Composition of Exports and Gravity |
| By Scott French; University of New South Wales |
| Presented by: Scott French, University of New South Wales |
| 3. Growth Volatility and Trade: Evidence from the 1967-1975 Closure of the Suez Canal |
| By Rasyad Parinduri; University of Nottingham Malaysia Campus |
| Presented by: Rasyad Parinduri, University of Nottingham Malaysia Campus |
| Session ID 48: Non- and Semi-Parametric Econometrics 4 July 6, 2011 13:30 to 15:00 LG24 |
| Session Organizer: ZONGWU CAI, University of North Carolina at Charlotte |
| Session Chair: Brett Graham, Xiamen University |
| Session type: invited |
| 1. Nonparametric Estimation and Testing of Stochastic Discount Factor |
| By Ying Fang; Xiamen University |
| Presented by: Ying Fang, Xiamen University |
| 2. Semiparametric Varying-coefficient Instrumental Variables Models |
| By Ming Lin; Xiamen University, China |
| Presented by: Ming Lin, Xiamen University, China |
| 3. Estimation of Discrete Sequential Move Games of Perfect Information |
| JEL codes: C01, C13, C35, |
| By Yafeng Wang; The Wang Yanan Institute for Studies in Economics Brett Graham; University of Illinois |
| Presented by: Brett Graham, Xiamen University |
| Session ID 56: Applied Economics/Econometrics (Health Economics) 5 July 6, 2011 13:30 to 15:00 G04 |
| Session Organizer: Lisa Farrell, RMIT University |
| Session Chair: Tim Fry, RMIT University |
| Session type: invited |
| 1. Anchoring Vignettes and Child Respiratory Health |
| By Eibhlin Hudson; RMIT University |
| Presented by: Eibhlin Hudson, RMIT University |
| 2. Is illicit tobacco demand sensitive to relative price? |
| JEL codes: D12, H31, I18 |
| By Lisa Farrell; RMIT University Tim Fry; RMIT University |
| Presented by: Tim Fry, RMIT University |
| 3. Is There an Income Gradient in Child Health? It Depends Whom You Ask |
| By Michael Shields; Monash University |
| Presented by: Michael Shields, Monash University |
| Session ID 71: Agricultural, Environmental and Resource Economics 2 July 6, 2011 13:30 to 15:00 LG29 |
| Session Organizer: Stephanie McWhinnie, University of Adelaide |
| Session Chair: Pim Heijnen, University of Groningen |
| Session type: contributed |
| 1. Environmental Policy and the Macroeconomy under Shallow-Lake Dynamics |
| By Pim Heijnen; University of Groningen Ben Heijdra; University of Groningen |
| Presented by: Pim Heijnen, University of Groningen |
| 2. The Thin Green Line: The Transboundary Pollution Problem in a Coupled System of Shallow Lakes |
| By Stuart McDonald; University of Queensland |
| Presented by: Stuart McDonald, University of Queensland |
| 3. A School Input That Matters: Indoor Air Quality and Academic Performance |
| By Tess Stafford; University of New South Wales |
| Presented by: Tess Stafford, University of New South Wales |
| Session ID 87: Macroeconomics (Financial Markets) 4 July 6, 2011 13:30 to 15:00 102 |
| Session Organizer: Mark Weder, The University of Adelaide |
| Session Chair: Cheng Wang, Iowa State University |
| Session type: contributed |
| 1. Efficient risk sharing under endogenous skill formation: quantitative implications |
| By Yuichiro Waki; University of Minnesota |
| Presented by: Yuichiro Waki, University of Minnesota |
| 2. Dynamic Contracting with Stochastic Outside Opportunities and Costly Termination |
| By Cheng Wang; Iowa State University |
| Presented by: Cheng Wang, Iowa State University |
| 3. Robust risk-return analysis of international portfolios |
| By Vitali Alexeev; University of Tasmania Francis Tapon |
| Presented by: Vitali Alexeev, University of Tasmania |
| Session ID 8: Experimental Economics 2 July 6, 2011 15:30 to 17:00 208 |
| Session Organizer: Ralph-C Bayer, University of Adelaide |
| Session Chair: Changxia Ke, Max Planck Institute for Tax Law and Public Finance |
| Session type: contributed |
| 1. Commitment, Cooperation and Voluntary Association in Social Dilemmas |
| JEL codes: C92, D03, D83, |
| By Lachlan Deer; University of Adelaide |
| Presented by: Lachlan Deer, University of Adelaide |
| 2. Brothers in Arms - An Experiment on the Alliance Puzzle |
| By Changxia Ke; Max Planck Institute for Tax Law and Public Finance; Kai A. Konrad; Max Planck Institute for Tax Law and Public Finance; Florian Morath; Max Planck Institute for Tax Law and Public Finance |
| Presented by: Changxia Ke, Max Planck Institute for Tax Law and Public Finance |
| 3. Gender Differences in Social Preferences: Are Women More Sensitive to Experimental Context than Men? |
| By Yohanes Riyanto; Nanyang Technological University Jianlin Zhang; National University of Singapore |
| Presented by: Jianlin Zhang, Singapore Institute of Management |
| Session ID 57: Applied Economics/Econometrics (Labor and Employment) 6 July 6, 2011 15:30 to 17:00 G04 |
| Session Organizer: Ralph-C Bayer, University of Adelaide |
| Session Chair: Sue Richardson, Flinders Univesity |
| Session type: contributed |
| 1. Is Precarious Employment Hazardous for Mental Health in Australia? |
| By Sue Richardson; Flinders Univesity Laurence Lester; Flinders University |
| Presented by: Sue Richardson, Flinders Univesity |
| 2. Employment Effects of Army Service and Veterans’ Compensation: Evidence from the Australian Vietnam-Era Conscription Lotteries |
| By Peter Siminski; University of Wollongong |
| Presented by: Peter Siminski, University of Wollongong |
| 3. Dynamics of Household Joblessness at the Micro Level: Evidence from Australia 2001-2007 |
| By Nicolas Herault; University of Melbourne Guyonne Kalb; University of Melbourne |
| Presented by: Guyonne Kalb, University of Melbourne |
| Session ID 64: Applied Macroeconomics/Macroeconometrics 3 July 6, 2011 15:30 to 17:00 LG29 |
| Session Organizer: Vance Martin, University of Melbourne |
| Session Chair: Prasad Bhattacharya, Deakin University |
| Session type: contributed |
| 1. The economic value of co-movement between oil price and exchange rate using copula-based GARCH models |
| By Chih-Chiang Wu; Yuan Ze University Hui-Min Chung; National Chiao Tung University Yu-Hsien Chang; National Chiao Tung University |
| Presented by: Chih Chiang Wu, Yuan Ze University |
| 2. Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar |
| By Ozer Karagedikli; public |
| Presented by: Ozer Karagedikli, public |
| 3. Improving forecasting performance by window and model averaging |
| By Prasad Bhattacharya; Deakin University Dimitrios Thomakos; University of Peloponnese |
| Presented by: Prasad Bhattacharya, Deakin University |
| Session ID 72: Agricultural, Environmental and Resource Economics 3 July 6, 2011 15:30 to 16:30 G03 |
| Session Organizer: Stephanie McWhinnie, University of Adelaide |
| Session Chair: Darko Jus, Center for Economic Studies |
| Session type: contributed |
| 1. On the Price Path of Fossil Resources: Implications for Climate Policy |
| By Darko Jus; Center for Economic Studies |
| Presented by: Darko Jus, Center for Economic Studies |
| 2. Short- and Long-run Environmental Kuznets Curve: Case Studies of Sulfur Emissions in OECD countries |
| By Yi-Chia Wang; Department of Economics, Tunghai University, Taichung, Taiwan. |
| Presented by: Yi-Chia Wang, The Australian National University |
| Session ID 81: Public Economics/Microeconomic Policy (Labor and Political Economy) 2 July 6, 2011 15:30 to 17:00 LG28 |
| Session Organizer: Ralph-C Bayer, University of Adelaide |
| Session Chair: David Byrne, The University of Melbourne |
| Session type: contributed |
| 1. Peer Effects in Policymaking: Evidence from Canadian Provincial Formulary Listings |
| By David Byrne; The University of Melbourne |
| Presented by: David Byrne, The University of Melbourne |
| 2. Job Mismatches and Labour Market Outcomes:Panel Evidence on Australian University Graduates |
| By Zhang Wei; Flinders University |
| Presented by: Zhang Wei, Flinders University |
| 3. ESTIMATING NET CHILD CARE PRICE ELASTICITY OF PARTNERED WOMEN WITH PRESCHOOL CHILDREN USING DISCRETE STRUCTURAL LABOUR SUPPLY-CHILD CARE MODEL |
| By Xiaodong Gong; University of Canberra |
| Presented by: xiaodong gong, NATSEM, University of Canberra |
| Session ID 104: Time Series Econometrics (Paired Invited) 5 July 6, 2011 15:30 to 17:00 102 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Heather Anderson, Monash University |
| Session type: invited |
| 1. Title: Autoregressive Conditional Models for Interval-Valued Time Series Data |
| By Yongmiao Hong; Cornell University |
| Presented by: Yongmiao Hong, Cornell University |
| 2. Testing for equality of correlation structure |
| By Francisco Hidalgo (Moreno); London School of Economics |
| Presented by: Francisco Hidalgo (Moreno), London School of Economics |
| Session ID 106: Financial Econometrics 4 July 6, 2011 15:30 to 17:00 LG24 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Bruce Chen, Monash University |
| Session type: contributed |
| 1. Nonparametric Calibration of Time-varying Coefficients Realized Volatility Model |
| JEL codes: C01, C52, G32 |
| By Bruce Chen; Monash University Jiti GAO; Monash University Degui Li; Monash University Param Silvapulle; Monash University |
| Presented by: Bruce Chen, Monash University |
| 2. Estimation of operational risks using a semi-parametric approach |
| [slides] |
| JEL codes: C13, C14, C46 |
| By Ainura Tursunalieva; Monash University Param Silvapulle; Monash University |
| Presented by: Ainura Tursunalieva, Monash University |
| 3. Extreme Market Risk-An Extreme Value Theory Approach |
| By David Allen; Edith Cowan University Abhay Singh; Edith Cowan University Robert Powell; Edith Cowan University |
| Presented by: Abhay Singh, Edith Cowan University |
| Session ID 123: Macroeconomics (Business Cycles) 5 July 6, 2011 15:30 to 17:00 209 |
| Session Organizer: Mark Weder, The University of Adelaide |
| Session Chair: Sinchan Mitra, University of Queensland |
| Session type: contributed |
| 1. Output Fluctuations in the G-7: An Unobserved Components Approach |
| By Sinchan Mitra; University of Queensland Tara Sinclair; George Washington University |
| Presented by: Sinchan Mitra, University of Queensland |
| 2. Identifying government spending shocks considering the timing of news for Australian economy. |
| By altaf alam; University of Adelaide |
| Presented by: altaf alam, University of Adelaide |
| 3. Interest Rate Control, Credit Constraints and Business Cycles: The Case of China |
| By Tao Peng; Southwestern University of Finance and Economics |
| Presented by: Tao Peng, Southwestern University of Finance and Economics |
| Session ID 101: A W Phillips Lecture by Cheng Hsiao July 6, 2011 17:10 to 18:10 102 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Brett Inder, Monash University |
| Session type: invited |
| 1. Panel versus Cross-Sectional Data |
| By Cheng Hsiao; University of Southern California |
| Presented by: Cheng Hsiao, University of Southern California |
| Session ID 26: Financial Economics/Applied Finance 3 July 7, 2011 9:00 to 10:30 LG29 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Ruey Yau, National Central University |
| Session type: contributed |
| 1. A comparative analysis of the science and innovation profiles of OECD and selected countries |
| [slides] |
| By Nils de jager; Australian Government |
| Presented by: Nils de jager, Australian Government |
| 2. Country-Specific Idiosyncratic Risk and Global Equity Index Returns |
| By James Hueng; Western Michigan University Ruey Yau; National Central University |
| Presented by: Ruey Yau, National Central University |
| 3. A neoclassical model of financial markets |
| JEL codes: G14 |
| By Doug McLeod; RedSky Systems Corporation |
| Presented by: Doug McLeod, RedSky Systems Corporation |
| Session ID 33: Time Series Econometrics (Testing) 6 July 7, 2011 9:00 to 10:30 LG24 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Laurent Callot, Aarhus University |
| Session type: contributed |
| 1. Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles |
| By shuping shi; The Australian National University Peter C.B. Phillips; Yale University Jun Yu; Singapore Management University |
| Presented by: shuping shi, The Australian National University |
| 2. Testing Granger Causality in Continuous-Time Models |
| By Sai Man Simon Kwok; Cornell University |
| Presented by: Sai Man Simon Kwok, Cornell University |
| 3. HYPOTHESIS TESTING IN PANELS OF COINTEGRATED VAR |
| By Laurent Callot; Aarhus University |
| Presented by: Laurent Callot, Aarhus University |
| Session ID 121: Applied Economics/Econometrics (Model Choice and Selection) 7 July 7, 2011 9:00 to 10:30 G04 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Jordi Mckenzie, University of Sydney |
| Session type: contributed |
| 1. Cheap Tuesdays and the Demand for Cinema |
| By Nicolas de Roos; University of Sydney Jordi Mckenzie; University of Sydney |
| Presented by: Jordi Mckenzie, University of Sydney |
| 2. Extending endogenous grid method for solving discrete-continuous sequential decision problems |
| JEL codes: C61; C63; J22 |
| By Fedor Iskhakov; University of Technology Sydney John Rust; University of Maryland Bertel Schjerning; University of Copenhagen |
| Presented by: Fedor Iskhakov, University of Technology Sydney |
| 3. Consistency of Hedonic Price Indexes with Unobserved Characteristics |
| JEL codes: C43,C52,E31 |
| By Iqbal Syed; University of New South Wales |
| Presented by: Iqbal Syed, University of New South Wales |
| Session ID 54: Health Economics/Public Health Policy 2 July 7, 2011 9:00 to 10:30 G03 |
| Session Organizer: Jonathan Karnon, The University of Adelaide |
| Session Chair: Risti Permani, School of Economics |
| Session type: contributed |
| 1. Revisiting the Link between Maternal Employment and School-Aged Children Health Status in Developing Countries: An Instrumental Variable Approach |
| By Risti Permani; School of Economics |
| Presented by: Risti Permani, School of Economics |
| 2. The Impact of Fertility on Mothers’ Labour Supply in Australia: Evidence from Exogenous Variation in Family Size |
| By Julie Moschion; MIAESR |
| Presented by: Julie Moschion, MIAESR |
| 3. Parents’ perception of their children's weight |
| By Hielke Buddelmeyer; The University of Melbourne Mark Harris; Monash University Xueyan Zhao; Monash University |
| Presented by: Hielke Buddelmeyer, The University of Melbourne |
| Session ID 124: Financial Econometrics 5 July 7, 2011 9:00 to 10:30 LG28 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Cheolbeom Park, Korea University |
| Session type: contributed |
| 1. A Density-based Approach to Hypothesis Testing via Variance Ratios |
| By Haotian Chen; Monash University Xibin Zhang; public |
| Presented by: Haotian Chen, Monash University |
| 2. GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study |
| By Dinghai Xu; University of Waterloo |
| Presented by: Dinghai Xu, University of Waterloo |
| 3. Expected Returns, Expected Dividend Growth Rates, and the Price-Dividend Ratio: Implications of Structural Breaks |
| By Kwang Hun Choi; Prudential Asset Management Chang Jin Kim; University of Washington and Korea University Cheolbeom Park; Korea University |
| Presented by: Cheolbeom Park, Korea University |
| Session ID 77: Microeconomics/Game Theory 3 July 7, 2011 9:00 to 10:30 208 |
| Session Organizer: Ralph-C Bayer, University of Adelaide |
| Session Chair: Markus Schaffner, QUT |
| Session type: contributed |
| 1. Observational Learning and Position Uncertainty |
| By Ignacio Monzon; Collegio Carlo Alberto Michael Rapp; Universtiy of Wisconsin, Madison |
| Presented by: Michael Rapp, Universtiy of Wisconsin, Madison |
| 2. Expectation Formation and Risk-Taking under Uncertainty: Evidence from Car Race Experiments |
| By Gigi Foster; University of New South Wales Paul Frijters; University of Queensland. Markus Schaffner; QUT Benno Torgler; Queensland University of Technology |
| Presented by: Markus Schaffner, QUT |
| 3. THREE IMPOSSIBILITY THEOREMS, TWO INDEPENDENCE AXIOMS AND ONE UNIFIED PROOF |
| By Priscilla Man Shino Takayama; The University of Queensland |
| Presented by: Shino Takayama, The University of Queensland |
| Session ID 88: Macroeconomics (Labour Markets) 6 July 7, 2011 9:00 to 10:30 102 |
| Session Organizer: Mark Weder, The University of Adelaide |
| Session Chair: Alfred Haug, University of Otago |
| Session type: contributed |
| 1. Empirical Evidence on Inflation and Unemployment in the Long Run |
| [slides] |
| JEL codes: E24, E31 |
| By Alfred Haug; University of Otago Ian King; University of Melbourne |
| Presented by: Alfred Haug, University of Otago |
| 2. The Ins and Outs of Unemployment in Japan |
| By Norikazu Tawara |
| Presented by: Norikazu Tawara, |
| 3. Changing Workers' Types and Inefficient Decisions in Job-to-Job Transitions. |
| By Keisuke Kawata; Osaka university |
| Presented by: Keisuke Kawata, Osaka university |
| Session ID 94: Microeconomics/Industrial Organization 3 July 7, 2011 9:00 to 10:30 209 |
| Session Organizer: Mandar Oak, University of Adelaide |
| Session Chair: Sriram Shankar, University of Western Sydney |
| Session type: contributed |
| 1. Exposure Problem in Multi Unit Auctions |
| By Xin Meng; South Western University of Finance and Economics Hikmet Gunay; University of Manitoba |
| Presented by: Xin Meng, Southwestern U. of Finance&Economics |
| 2. Firm Behaviour Under Uncertainty: A Simple Parametric Model |
| By Sriram Shankar; University of Western Sydney |
| Presented by: Sriram Shankar, University of Western Sydney |
| 3. Strategic Location Choice and Network Formation for Entry |
| JEL codes: D85, L13, L14 |
| By Keizo Mizuno; Kwansei Gakuin University Yasunori Okumura; Hannan university |
| Presented by: Keizo Mizuno, Kwansei Gakuin University |
| Session ID 116: Joseph Fisher Lecture by Peter Petri July 7, 2011 11:00 to 12:30 102 |
| Session Organizer: Christopher Findlay, The University of Adelaide |
| Session Chair: Christopher Findlay, The University of Adelaide |
| Session type: invited |
| 1. Can Asia grow fast on its own ? |
| By Peter Petri |
| Presented by: Peter Petri, |
| Discussant: Christopher Findlay, The University of Adelaide |
| Session ID 19: Econometric Estimation (High Dimensional) July 7, 2011 13:30 to 15:00 LG24 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: rachida Ouysse, Australian School of Business |
| Session type: contributed |
| 1. Euler Equation Estimation on Micro Data |
| By Sule Alan; University of Cambridge Kadir Atalay; University of New South Wales Thomas F. Crossley; University of Cambridge |
| Presented by: Kadir Atalay, UNSW |
| 2. Dimension reduction and model averaging for estimation of artists' age-valuation profiles |
| By Douglas Hodgson; University of Quebec at Montreal John Galbraith; McGill University |
| Presented by: Douglas Hodgson, UQAM |
| 3. Ecient estimation of high dimensional factor models under cross sectional dependence |
| By rachida Ouysse; Australian School of Business |
| Presented by: rachida Ouysse, Australian School of Business |
| Session ID 28: Financial Economics/Applied Finance 4 July 7, 2011 13:30 to 15:00 LG28 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Susan Thorp, University of Technology, Sydney |
| Session type: contributed |
| 1. The Real Effects of State Owned Bank Loans: Evidence from Japan during a Crisis |
| By Takeshi Yamada; The University of Adelaide |
| Presented by: Takeshi Yamada, The University of Adelaide |
| 2. Financial competence, risk presentation and retirement portfolio preferences |
| By Hazel Bateman; UNSW Christine Eckert; University of Technology, Sydney John Geweke; University of Technology Sydney Jordan Louviere; University of Technology Sydney Stephen Satchell; University of Cambridge Susan Thorp; University of Technology, Sydney |
| Presented by: Susan Thorp, University of Technology, Sydney |
| 3. Bank Risk: Does Size Matter? |
| [slides] |
| JEL codes: G01, G21, G28 |
| By David Allen; Edith Cowan University Akhmad Kramadibrata; Edith Cowan University Robert Powell; Edith Cowan University Abhay Singh; Edith Cowan University |
| Presented by: Robert Powell, Edith Cowan University |
| Session ID 34: Time Series Econometrics 7 July 7, 2011 13:30 to 15:00 209 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Jose Da Fonseca, Auckland University of Technology |
| Session type: contributed |
| 1. Wishart Affine Stochastic Correlation and realized (co)variances: an ordinary least squares estimation approach |
| JEL codes: G12,C13,C58 |
| By Jose Da Fonseca; Aucklan University of Technology |
| Presented by: Jose Da Fonseca, Auckland University of Technology |
| 2. Forecasting Medium and Large Datasets with Vector Autoregressive Moving Average (VARMA) models |
| By Gustavo Dias; Queen Mary University of London George Kapetanios; Queen Mary, University of London |
| Presented by: Gustavo Dias, Queen Mary University of London |
| 3. Nonmonotonic Standardized Bias of Bipower Variation in Volatile and Fast Mean-reverting Stochastic Volatility Processe |
| By Taesuk Lee; University of Auckland |
| Presented by: Taesuk Lee, University of Auckland |
| Session ID 58: Applied Economics/Econometrics (Distribution and Productivity) 8 July 7, 2011 13:30 to 15:00 G04 |
| Session Organizer: Ralph-C Bayer, University of Adelaide |
| Session Chair: Jill Wright, Monash University |
| Session type: contributed |
| 1. GMM Estimation of Income Distributions from Aggregate Data |
| By Gholamreza Hajargasht; Melbourne University Bill Griffiths; University of Melbourne Joseph Brice; University of Queensland D.S. Prasada Rao; The University of Queensland Duangkamon Chotikapanich; Monash University |
| Presented by: Gholamreza Hajargasht, Melbourne University |
| 2. Measuring poverty and inequality from highly aggregated small area data: The changing fortunes of Latrobe Valley households |
| By Duangkamon Chotikapanich; Monash University Rebecca Valenzuela; Monash University Jill Wright; Monash University |
| Presented by: Jill Wright, Monash University |
| 3. Public Infrastructure and Productivity in Australia: Evidence from a Panel Cointegration Approach |
| By Amani Elnasri; University of New South Wales |
| Presented by: Amani Elnasri, University of New South Wales |
| Session ID 69: Macroeconometrics of Recurrent Events July 7, 2011 13:30 to 15:00 LG29 |
| Session Organizer: Don Harding, LaTrobe University |
| Session Chair: Don Harding, LaTrobe University |
| Session type: invited |
| 1. Prior Selection for Vector Autoregressions |
| By Domenico Giannone; Université Libre de Bruxelles Michele Lenza; European Central Bank Giorgio Primiceri; Northwestern University |
| Presented by: Domenico Giannone, Université Libre de Bruxelles |
| 2. Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
| By Renee Fry; Australian National University Adrian Pagan; University of Sydney |
| Presented by: Renee Fry, Australian National University |
| 3. Detecting and Predicting Recessions |
| By Don Harding; LaTrobe University |
| Presented by: Don Harding, LaTrobe University |
| Session ID 73: Public Economics/Microeconomic Policy 3 July 7, 2011 13:30 to 15:00 G03 |
| Session Organizer: Christopher Findlay, The University of Adelaide |
| Session Chair: Jennifer Steele, University of Auckland |
| Session type: contributed |
| 1. Welfare Analysis of British Right-to-Buy Scheme Council Housing Policy in 1980 |
| By Guannan Luo; Northwestern University |
| Presented by: Guannan Luo, Northwestern University |
| 2. Fundraising and the tradeoff between efficiency and efficacy in NGOs |
| JEL codes: O12, O19 |
| By Jennifer Steele; University of Auckland |
| Presented by: Jennifer Steele, University of Auckland |
| 3. Malaysia’s Telecommunications Sector: An Efficiency and Productivity Analysis |
| By Yoong Hon, Lee; University of Nottingham, Malaysia Campus Hui Boon, Tan, University of Nottingham, Malaysia Campus Cassey Lee; University of Wollongong |
| Presented by: Lee Yoong Hon, University of Nottingham in Malaysia |
| Session ID 78: Microeconomics/Game Theory 4 July 7, 2011 13:30 to 15:00 208 |
| Session Organizer: Ralph-C Bayer, University of Adelaide |
| Session Chair: Uwe Dulleck, Queensland University of Technology |
| Session type: contributed |
| 1. Risk Aversion Versus Risk Neutrality with Limited Liability in a Principal-Agent Model with Moral Hazard and Project Selection |
| JEL codes: D82, D86 |
| By Randy Silvers; Deakin University |
| Presented by: Randy Silvers, Deakin University |
| 2. Temporary buyout option in second price Internet auctions: Theory and evidence from eBay |
| By Che XiaoGang; The University of Sydney |
| Presented by: Che XiaoGang, The University of Sydney |
| 3. The Good, the Bad and the Naive: Do Fair Prices Signal Good Experts or Do Fair Prices Induce Good Behaviour |
| By Uwe Dulleck; Queensland University of Technology David Johnston; Monash Rudolf Kerschbamer; University of Innsbruck Matthias Sutter; Universität Innsbruck |
| Presented by: Uwe Dulleck, Queensland University of Technology |
| Session ID 103: Non- and Semi-Parametric Econometrics (paired invited) 5 July 7, 2011 13:30 to 15:00 102 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Gael Martin, Monash University |
| Session type: invited |
| 1. Bayesian analysis of moment restriction models using nonparametric priors |
| By Yuichi Kitamura; Yale University |
| Presented by: Yuichi Kitamura, Yale University |
| 2. Particle filtering within adaptive MH sampling |
| By Robert Kohn; University of New South Wales |
| Presented by: Robert Kohn, University of New South Wales |
| Session ID 9: Experimental Economics 3 July 7, 2011 15:30 to 17:00 208 |
| Session Organizer: Ralph-C Bayer, University of Adelaide |
| Session Chair: Jonas Fooken, Queensland University of Technology |
| Session type: contributed |
| 1. Conforming to group norms: An experimental study |
| By Gautam Bose Lorraine Ivancic; University of New South Wales |
| Presented by: Gautam Bose, |
| 2. The impact of Asian migration investigated in an experimental labor market |
| By Jonas Fooken; Queensland University of Technology |
| Presented by: Jonas Fooken, Queensland University of Technology |
| 3. Estimating Perceptions of Discrimination: Experimental Economics in Schools |
| By Amine Ouazad; INSEAD Lionel Page; Queensland University of Technology |
| Presented by: Lionel Page, Queensland University of Technology |
| Session ID 14: Agricultural, Environmental and Resource Economics 4 July 7, 2011 15:30 to 17:00 G04 |
| Session Organizer: Kym Anderson, University of Adelaide |
| Session Chair: Kym Anderson, University of Adelaide |
| Session type: invited |
| 1. Agricultural Price Distortions and Growth in Emerging Economies |
| By Kym Anderson; University of Adelaide |
| Presented by: Kym Anderson, University of Adelaide |
| 2. Explaining Agricultural Protection using a Finite Mixture Model |
| By Pravin Trivedi; Indiana University Will Martin; World Bank |
| Presented by: Will Martin, World Bank |
| 3. Can Storage Arbitrage Explain Commodity Price Dynamics? |
| By Carlo Cafiero; Universita' di Napoli Federico II Eugenio Bobenrieth; Departamento de Economia Brian Wright; UNIVERSITY OF CALIFORNIA |
| Presented by: Eugenio Bobenrieth, Departamento de Economia |
| Session ID 17: Applied Economics/Econometrics (dynamic and switching modeling) 9 July 7, 2011 15:30 to 16:30 G03 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Roland Shami, Monash University |
| Session type: contributed |
| 1. A Dynamic MIMIC model of Settlement Success for Immigrants to Australia |
| By Laurence H Lester; Flinders University |
| Presented by: Laurence Lester, Flinders University |
| 2. Modelling the Australian output by state and by industry |
| [slides] |
| By Roland Shami; Monash University |
| Presented by: Roland Shami, Monash University |
| Session ID 49: Non- and Semi-Parametric Econometrics 6 July 7, 2011 15:30 to 17:00 LG24 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Jason Ng, Monash University |
| Session type: contributed |
| 1. Non-Parametric Estimation of Forecast Distributions in Non-Gaussian State Space Models |
| By Jason Ng; Monash University Catherine Forbes; Monash University Gael Martin; Monash University Brendan McCabe |
| Presented by: Jason Ng, Monash University |
| 2. Estimation of copula models with discrete margins |
| By Mohamad Khaled; The University of Sydney |
| Presented by: Mohamad Khaled, The University of Sydney |
| 3. Dirichlet Process Multiple Change-point Model |
| By Terence Chong; The Chinese University of Hong Kong Stanley Iat-Meng Ko; The Chinese University of Hong Kong |
| Presented by: Stanley Iat-Meng Ko, The Chinese University of Hong Kong |
| Session ID 66: Macroeconomics (Fiscal Policy and Interest Rate) 7 July 7, 2011 15:30 to 16:30 209 |
| Session Organizer: Mark Weder, The University of Adelaide |
| Session Chair: Guglielmo Maria Caporale, Brunel University |
| Session type: contributed |
| 1. INFLATION AND INFLATION UNCERTAINTY IN THE EURO AREA |
| [slides] |
| By Guglielmo Maria Caporale: Brunel University, London Luca Onorante; European Central Bank Paolo Paesani: University of Rome "Tor Vergata" |
| Presented by: Guglielmo Maria Caporale, Brunel University |
| 2. Fiscal Fatigue, Fiscal Space and Debt Sustainability in Advanced Countries |
| By Jonathan D. Ostry; IMF Atish R. Ghosh; IMF Jun I. Kim; IMF Enrique G. Mendoza; University of Maryland Mahvash S. Qureshi; IMF |
| Presented by: Jonathan Ostry, International Monetary Fund |
| Session ID 114: Financial Econometrics (Paired Invited) 6 July 7, 2011 15:30 to 17:00 102 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Ralf Zurbrugg, |
| Session type: invited |
| 1. The Leverage Effect Puzzle: Disentangling Sources of Bias in High Frequency Inference |
| By Yacine Ait-Sahalia; Princeton University |
| Presented by: Yacine Ait-Sahalia, Princeton University |
| 2. Efficient Semiparametric Estimation of the Fama-French Model and Extensions |
| [slides] |
| By Oliver Linton; London School of Economics |
| Presented by: Oliver Linton, London School of Economics |
| Session ID 89: Search and Matching Models in the Labor Markets July 7, 2011 15:30 to 17:00 LG29 |
| Session Organizer: Thomas Lubik, Federal Reserve Bank of Richmond |
| Session Chair: Gunes Kamber, Reserve Bank of New Zealand |
| Session type: invited |
| 1. An estimated small open economy model with frictional unemployment |
| By Julien Albertini; University of Evry Gunes Kamber; Reserve Bank of New Zealand Michael Kirker; Reserve Bank of New Zealand |
| Presented by: Gunes Kamber, Reserve Bank of New Zealand |
| 2. Skill-Based Wage Determination, Wage Dispersion and Unemployment |
| By Benoit Julien; School of Economics |
| Presented by: Benoit Julien, School of Economics |
| Session ID 108: Economics of Education 2 July 7, 2011 15:30 to 17:00 LG28 |
| Session Organizer: Gigi Foster, |
| Session Chair: Gigi Foster, University of New South Wales |
| Session type: invited |
| 1. Estimating Peer Spillovers in Australian Undergraduate Classrooms |
| JEL codes: I21; C13 |
| By Gigi Foster; University of New South Wales Josh Kinsler; University of Rochester |
| Presented by: Gigi Foster, University of New South Wales |
| 2. A second chance at education for early school leavers |
| JEL codes: JO1, I20 |
| By Cain Polidano; University of Melbourne |
| Presented by: Cain Polidano, University of Melbourne |
| 3. The Effect of Primary School Availability on Middle School Attainment in Rural China |
| By Li Li; National University of Singapore Haoming Liu; National University of Singapore |
| Presented by: Li Li, National University of Singapore |
| Session ID 112: Ted Hannan Lecture by Bruce Hansen July 7, 2011 17:10 to 18:10 102 |
| Session Organizer: Jiti GAO, Monash University |
| Session Chair: Robert Kohn, University of New South Wales |
| Session type: invited |
| 1. Averaging and Shrinkage in Econometrics |
| [slides] |
| By Bruce Hansen; University of Wisconsin |
| Presented by: Bruce Hansen, University of Wisconsin |
| # | Participant | Roles in Conference |
|---|---|---|
| 2 | Ahmed, Salma | P118 |
| 3 | Ait-Sahalia, Yacine | P114 |
| 4 | alam, altaf | P123 |
| 5 | Alexeev, Vitali | P87 |
| 6 | Anderson, Kym | C109, P109, P14, C14 |
| 7 | Anderson, Heather | P122, C104 |
| 8 | Ara, Tomohiro | P41 |
| 9 | Arnold, Nadjeschda | P80 |
| 10 | Atalay, Kadir | P19 |
| 11 | Bakshi, ASM Rejaul Karim | P53 |
| 12 | barua, Rashmi | P13 |
| 13 | Bayer, Ralph-C | C10, P10 |
| 14 | Bhattacharya, Prasad | C64, P64 |
| 15 | Bobenrieth, Eugenio | P14 |
| 16 | Bose, Gautam | P9 |
| 17 | Breunig, Robert | C60, P60 |
| 18 | Bruckner, Markus | P117 |
| 19 | Buddelmeyer, Hielke | P54 |
| 20 | Burda, Michael | P117 |
| 21 | Byrne, David | C81, P81 |
| 22 | Callander, Steven | C80, P80 |
| 23 | Callot, Laurent | C33, P33 |
| 24 | Caporale, Guglielmo Maria | P66, C66 |
| 25 | Carbajal, Juan Carlos | P3 |
| 26 | Casas, Isabel | P35 |
| 27 | Chang, Yoosoon | P105 |
| 28 | Chen, Binbin | P20 |
| 29 | Chen, Bruce | C106, P106 |
| 30 | Chen, Jia | P20 |
| 31 | Chen, Haotian | P124 |
| 32 | Chen, Xiaohong | P105 |
| 33 | Coelli, Michael | C118, P118 |
| 34 | Conover, Emily | P61 |
| 35 | Corradi, Valentina | P51 |
| 36 | Da Fonseca, Jose | P34, C34 |
| 37 | de jager, Nils | P26 |
| 38 | de Roos, Nicolas | P4 |
| 39 | De Veirman, Emmanuel | P91 |
| 40 | Deer, Lachlan | P8 |
| 41 | Dias, Gustavo | P34 |
| 42 | Do, Hung | P122 |
| 43 | DONG, Chaohua | P18 |
| 44 | Dulleck, Uwe | P78, C78 |
| 45 | Dungey, Mardi | C70, P70 |
| 46 | Elnasri, Amani | P58 |
| 47 | Fang, Ying | P48 |
| 48 | Findlay, Christopher | D116, C116 |
| 49 | Fooken, Jonas | P9, C9 |
| 50 | Foster, Gigi | P108, C108 |
| 51 | French, Scott | C41, P41 |
| 52 | Fry, Renee | P69 |
| 53 | Fry, Tim | C56, P56 |
| 54 | Gabrielli, María Florencia | P37 |
| 55 | Ghosh, Aurobindo | P22 |
| 56 | Giannone, Domenico | P69 |
| 57 | Glabadanidis, Paskalis | P27 |
| 58 | gong, xiaodong | P81 |
| 59 | Graham, Brett | C48, P48 |
| 60 | Guo, Wen-Chung | P120 |
| 61 | Hajargasht, Gholamreza | P58 |
| 62 | Han, Heejoon | P18 |
| 63 | Hansen, Bruce | P112 |
| 64 | Harding, Don | P69, C69 |
| 65 | Haug, Alfred | P88, C88 |
| 66 | Heijnen, Pim | C71, P71 |
| 67 | Hidalgo (Moreno), Francisco | P104 |
| 68 | Hodgson, Douglas | P19 |
| 69 | Hogg, Stephen | C120, P120 |
| 70 | Hong, Yongmiao | P104 |
| 71 | Hotz, V Joseph | P110 |
| 72 | Hsiao, Cheng | P101 |
| 73 | Hudson, Eibhlin | P56 |
| 74 | Hueschelrath, Kai | P120 |
| 75 | Inder, Brett | C101 |
| 76 | Iskhakov, Fedor | P121 |
| 77 | Jackson, Matthew O. | P102 |
| 78 | Jiang, Jiancheng | C16, P16 |
| 79 | Julien, Benoit | P89 |
| 80 | Jus, Darko | C72, P72 |
| 81 | Kalb, Guyonne | P57 |
| 82 | Kamber, Gunes | P89, C89 |
| 83 | Karagedikli, Ozer | P64 |
| 84 | Kawata, Keisuke | P88 |
| 85 | Ke, Changxia | C8, P8 |
| 86 | Khaled, Mohamad | P49 |
| 87 | Kim, Dong-Hyuk | P37 |
| 88 | Kim, Nam Hyun | P35 |
| 89 | King, Maxwell | C113 |
| 90 | Kitamura, Yuichi | P103 |
| 91 | Ko, Stanley Iat-Meng | P49 |
| 92 | Kofman, Paul | C24, P24 |
| 93 | Kohn, Robert | P103, C112 |
| 94 | Kramadibrata, Akhmad | P22 |
| 95 | Kuehnle, Daniel | P125 |
| 96 | Kuo, Biing-Shen | C32, P32 |
| 97 | Kwok, Sai Man Simon | P33 |
| 98 | Le, Trinh | P13 |
| 99 | Lee, Taesuk | P34 |
| 100 | Lester, Laurence | P17 |
| 101 | Li, Qi | P113 |
| 102 | Li, Li | P108 |
| 103 | Li, Degui | C20, P20 |
| 104 | Lin, Ming | P48 |
| 105 | Linton, Oliver | P114 |
| 106 | Liu, Zhi | P16 |
| 107 | Liu, Wei-han | C27, P27 |
| 108 | LIU, SHEN | P30 |
| 109 | Liu-Evans, Gareth | P30 |
| 110 | Lu, Zudi | C21, P21 |
| 111 | Lu, Zeng-Hua | C55, P55 |
| 112 | Luo, Guannan | P73 |
| 113 | Mallick, Debdulal | C40, P40 |
| 114 | Man, Priscilla | P3 |
| 115 | Maneesoonthorn, Worapree | P24 |
| 116 | Martin, Will | P109, P14 |
| 117 | Martin, Vance | C52, P52 |
| 118 | Martin, Gael | C30, P30, C103 |
| 119 | Masson, Virginie | C3, P3 |
| 120 | Mavromaras, Kostas | P60 |
| 121 | McCracken, Scott | C97, P97 |
| 122 | McDonald, Stuart | P71 |
| 123 | Mckenzie, Jordi | C121, P121 |
| 124 | McLaren, Keith | P55 |
| 125 | McLennan, Andy | C102 |
| 126 | McLeod, Doug | P26 |
| 127 | McVicar, Duncan | C53, P53 |
| 128 | Meng, Xin | P94 |
| 129 | Mitra, Sinchan | C123, P123 |
| 130 | Miyazaki, Koichi | P80 |
| 131 | Mizuno, Keizo | P94 |
| 132 | Morimoto, Keiichi | P4 |
| 133 | Moschion, Julie | P54 |
| 134 | Ng, Jason | P49, C49 |
| 135 | Niu, Linlin | P16 |
| 136 | Osterwald-Lenum, Michael | C62, P62 |
| 137 | Ostry, Jonathan | P66 |
| 138 | Ouysse, rachida | P19, C19 |
| 139 | Page, Lionel | P9 |
| 140 | Parinduri, Rasyad | P41 |
| 141 | Park, Cheolbeom | C124, P124 |
| 142 | Park, Joon | P113 |
| 143 | Patton, Andrew | P51 |
| 144 | Pavlov, Oscar | P62 |
| 145 | Peng, Shi-Shu | P42 |
| 146 | Peng, Tao | P123 |
| 147 | Permani, Risti | C54, P54 |
| 148 | Petri, Peter | P116 |
| 149 | Pincus, Jonathan | C110 |
| 150 | Podivinsky, Jan | C122, P122 |
| 151 | Polak, Julia | P36 |
| 152 | Polidano, Cain | P108 |
| 153 | Poskitt, Don | C105 |
| 154 | Powell, Robert | P28 |
| 155 | Puzzello, Laura | P42 |
| 156 | Qiyan, Ong | P60 |
| 157 | Racionero, Maria | C13, P13 |
| 158 | Rapp, Michael | P77 |
| 159 | Richardson, Sue | C57, P57 |
| 160 | Robitaille, Marie-Claire | C42, P42 |
| 161 | Sasaki, Masaru | P53 |
| 162 | Schaffner, Markus | C77, P77 |
| 163 | Schweitzer, Sascha | P10 |
| 164 | Scrimgeour, Dean | P92 |
| 165 | Shami, Roland | P17, C17 |
| 166 | Shang, Han Lin | C36, P36 |
| 167 | Shankar, Sriram | P94, C94 |
| 168 | shi, shuping | P33 |
| 169 | Shields, Kalvinder | C92, P92 |
| 170 | Shields, Michael | P56 |
| 171 | Silvapulle, Mervyn | C51, P51 |
| 172 | Silvers, Randy | P78 |
| 173 | Sim, Nicholas | C22, P22 |
| 174 | Siminski, Peter | P57 |
| 175 | Singh, Abhay | P106 |
| 176 | Sinha, Arunima | P62 |
| 177 | Sirbu, Anca Ioana | C91, P91 |
| 178 | Smith, Penny | P40 |
| 179 | Soriano, Franklin | C126, P126 |
| 180 | Sossounov, Kirill | P92 |
| 181 | Stafford, Tess | P71 |
| 182 | Stavrunova, Olena | C61, P61 |
| 183 | Steele, Jennifer | P73, C73 |
| 184 | Strachan, Rodney | P70 |
| 185 | Su, Liangjun | P21 |
| 186 | Syed, Iqbal | P121 |
| 187 | Takayama, Shino | P77 |
| 188 | Tawara, Norikazu | P88 |
| 189 | Theseira, Walter | P118 |
| 190 | Thorp, Susan | P28, C28 |
| 191 | Tremayne, Andrew | P52 |
| 192 | Tursunalieva, Ainura | P106 |
| 193 | Vidal-Fernández, Marian | C125, D125, P125 |
| 194 | Vidal-Robert, Jordi | C127, P127 |
| 195 | Wait, Andrew | C4, P4 |
| 196 | Waki, Yuichiro | P87 |
| 197 | Wang, Cheng | C87, P87 |
| 198 | Wang, Yi-Chia | P72 |
| 199 | WANG, QIYING | C18, P18 |
| 200 | Wang, Jessie Xiaokang | P52 |
| 201 | Wang, Liqiong | C129, P129, P32 |
| 202 | Wang, Chengsi | P97 |
| 203 | Weder, Mark | C117 |
| 204 | Wei, Zhang | P81 |
| 205 | Wilkening, Tom | P10 |
| 206 | Wohlgenant, Michael | P61 |
| 207 | Wong, Woon | P24 |
| 208 | Wongsaart, Pipat | C37, P37 |
| 209 | Wright, Brian | P109 |
| 210 | Wright, Jill | P58, C58 |
| 211 | Wu, Chih Chiang | P64 |
| 212 | XiaoGang, Che | P78 |
| 213 | Xu, Dinghai | P124 |
| 214 | Yamada, Takeshi | P28 |
| 215 | Yao, Wenying | P70 |
| 216 | Yau, Ruey | C26, P26 |
| 217 | Yin, Jiying | P32 |
| 218 | Yoong Hon, Lee | P73 |
| 219 | Yu, Ping | P36 |
| 220 | Zhang, Hao | P21 |
| 221 | Zhang, Jianlin | P8 |
| 222 | Zhang, Xibin | C35, P35 |
| 223 | Zhao, Xueyan | P55 |
| 224 | Zolotoy, Leon | P27 |
| 225 | Zurbrugg, Ralf | C114 |
This program was last updated on 2014-01-24 5:39:32 EDT