31 sessions, 112 papers

Fourth Italian Congress of Econometrics and Empirical Economics (ICEEE 2011)
Complete List of All Sessions

  

Session 1: Macroeconometrics 1
Session Chair: Monica Billio, Università di Venezia
Session type: contributed
Date: January 19, 2011
Time: 14:30 - 16:10
Location: 6
Combining Predictive Densities using a Bayesian Nonlinear Filtering Approach
By Monica Billio; University of Venice Roberto Casarin; University of Brescia Francesco Ravazzolo; Norges Bank Herman K. van Dijk; Econometrics and Tinbergen Institutes, Erasmus University Rotterdam
Presented by: Monica Billio, Università di Venezia
Characterizing economic trends by Bayesian stochastic model specification search
By Stefano Grassi; University of Perugia Tommaso Proietti; University of Rome "Tor Vergata"
Presented by: Stefano Grassi, University of Perugia
Methods for Computing Marginal Data Densities from the Gibbs Output
By Cristina Fuentes-Albero; Rutgers University Leonardo Melosi; London Business School
Presented by: Leonardo Melosi, London Business School
Scale parameters integration for marginal likelihood estimation in conditionally linear state space models
By Gabriele Fiorentini; University of Florence, Christhophe Planas; European Commission, and Alessandro Rossi; European Commission
Presented by: Alessandro ROSSI, European Commission

  

Session 2: Macroeconometrics 2
Session Chair: Matteo Pelagatti, Università di Milano-Bicocca
Session type: contributed
Date: January 19, 2011
Time: 14:30 - 16:10
Location: 7
On the Estimation of Dynamic Stochastic General Equilibrium Models: An Empirical Likelihood Approach
By Sara Riscado; European University Institute
Presented by: Sara Riscado, European University Institute
DSGE Model Evaluation in a Bayesian Framework: an Assessment
By Alessia Paccagnini Bicocca Università Department of Economics
Presented by: Alessia Paccagnini, Bicocca University
A DSGE Model from the Old Keynesian Economics: An Empirical Investigation
By Marco Guerrazzi; University of Pisa Paolo Gelain; University of St Andrews
Presented by: Marco Guerrazzi, Università di Pisa
A robust version of the KPSS test based on ranks
By Matteo M. Pelagatti; Università di Milano-Bicocca Pranab K. Sen; University of North-Carolina
Presented by: Matteo Pelagatti, Università di Milano-Bicocca

  

Session 3: Microeconometrics 1
Session Chair: Michele Belloni, CeRP - Collegio Carlo Alberto
Session type: contributed
Date: January 19, 2011
Time: 14:30 - 16:10
Location: 2
Retirement choices in Italy: what an option value model tells us
By Michele Belloni; CeRP - Collegio Carlo Alberto, University of Turin Rob Alessie; University of Groningen, Netspar and Tinbergen Institute
Presented by: Michele Belloni, CeRP - Collegio Carlo Alberto
Macroeconomic Aspects of Italian Pension Reforms of 1990s
By Tetyana Dubovyk; CeRP - Collegio Carlo Alberto
Presented by: TETYANA DUBOVYK, CeRP - Collegio Carlo Alberto
Aging, cognitive abilities and retirement
By Fabrizio Mazzonna; University of Rome Tor Vergata Franco Peracchi; University of Rome Tor Vergata and EIEF
Presented by: Fabrizio Mazzonna, University of Rome Tor Vergata
A Simulation Approach to Assess the Outcomes and Determinants of the Italian 2007 Second Pillar Reform
By Lorenzo Corsini; University of Pisa Pier Mario Pacini; University of Pisa Luca Spataro; University of Pisa
Presented by: Lorenzo Corsini, University of Pisa

  

Session 4: Microeconometrics 2
Session Chair: Ainhoa Aparicio Fenoll, Collegio Carlo Alberto
Session type: contributed
Date: January 19, 2011
Time: 14:30 - 16:10
Location: 3
High-School Dropouts and Transitory Labor Market Shocks: The Case of the Spanish Housing Boom
By Ainhoa Aparicio
Presented by: Ainhoa Aparicio Fenoll, Collegio Carlo Alberto
Why do College Educated Workers Migrate More?
By Michael A. Amior; University College London and Institute for Fiscal Studies
Presented by: Michael Amior, UCL
The effect of 3+2 on the graduate labor market: demand and supply
By giulio bosio; university of milan marco leonardi; university of milan
Presented by: marco leonardi, University of Milan
Separating risk in education from heterogeneity: a semiparametric approach.
By Jacopo Mazza; Universiteit van Amsterdam Hans van Ophem; Universiteit van Amsterdam
Presented by: Jacopo Mazza, Universiteit van Amsterdam

  

Session 5: Financial Econometrics 1
Session Chair: Rocco Mosconi, Politecnico di Milano
Session type: contributed
Date: January 19, 2011
Time: 16:30 - 18:10
Location: 8
Stock Market Reaction to the Global Financial Crisis: the Role of Corporate Governance and Product Quality Ratings in the Lehman Brothers' Event
By Leonardo Becchetti; University of Roma Tor Vergata Claudia Ceniccola; University of Leicester Rocco Ciciretti; University of Roma Tor Vergata
Presented by: Rocco Ciciretti, University of Roma Tor Vergata
The Deep-Pocket Effect of Internal Capital Markets
By Xavier Boutin; European Commission Giacinta Cestone; Queen Mary University of London Chiara Fumagalli; Università Bocconi Giovanni Pica; Università di Salerno Nicolas Serrano-Velarde; Said Business School, Centre for Business Taxation, Oxford University
Presented by: Giovanni Pica, University of Salerno
Informed and uninformed traders at work: evidence from the French market
By Fabrizio Ferriani; University of Bologna
Presented by: Fabrizio Ferriani, University of Bologna
The impact of supply and demand imbalance on stock prices: An analysis based Fractional Cointegration using Italian ultra high frequency data
By Federico Carlini; Politecnico di Milano Mattia Manzoni; Borsa Italiana Rocco Mosconi; Politecnico di Milano
Presented by: Rocco Mosconi, Politecnico di Milano

  

Session 6: Macroeconometrics 3
Session Chair: Alessandra Luati, University of Bologna
Session type: contributed
Date: January 19, 2011
Time: 16:30 - 18:10
Location: 6
Hyper-spherical and elliptical stochastic cycles
By Alessandra Luati; University of Bologna Tommaso Proietti; University of Rome Tor Vergata
Presented by: Alessandra Luati, University of Bologna
Stochastic cycles in VAR processes
By Massimo Franchi; Universita' di Roma ``La Sapienza'' Paolo Paruolo; Universita' dell'Insubria, Varese
Presented by: Massimo Franchi, University of Rome La Sapienza
Nonparametric Nonstationary Regressions in Continuous Time
By Samuele Centorrino; TSE/GREMAQ
Presented by: Samuele Centorrino, Toulouse School of Economics
Regime switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics
By Francesco Bianchi; Duke University
Presented by: Francesco Bianchi, Duke University

  

Session 7: Macroeconometrics 4
Session Chair: Davide Delle Monache, University of Cambridge
Session type: contributed
Date: January 19, 2011
Time: 16:30 - 18:10
Location: 7
TESTING FOR NON-CAUSALITY BY USING THE AUTOREGRESSIVE METRIC
By Francesca Di Iorio; Università di Napoli Federico II Umberto Triacca; Università di L'Aquila
Presented by: FRANCESCA DI IORIO, Università di Napoli Federico II
The effect of misspecification in models for extracting trends and cycles
By Davide Delle Monache; University of Cambridge and Università degli Studi di Roma "Tor Vergata" Andrew Harvey; University of Cambridge
Presented by: Davide Delle Monache, University of Cambridge
Policy evaluation and uncertainty about the effects of oil prices on economic activity
By Francesca Rondina; Institute for Economic Analysis, CSIC and Barcelona GSE
Presented by: Francesca Rondina, Institute for Economic Analysis - CSIC
Forecasting and Policy Analysis in Real-Time During Periods of High Volatility
By Carlo Altavilla; University of Naples Parthenope Matteo Ciccarelli; European Central Bank
Presented by: Carlo Altavilla, University of Naples Parthenope

  

Session 8: Microeconometrics 3
Session Chair: Franco Peracchi, Tor Vergata University
Session type: contributed
Date: January 19, 2011
Time: 16:30 - 18:10
Location: 2
Simultaneous Equation Models with Endogenous Limited Dependent Variables: Efficiency of Alternative Estimators
By Giorgio Calzolari Università di Firenze; Department of Statistics “G. Parenti”, Antonino Di Pino Università di Messina, Department “V. Pareto"
Presented by: Antonino Di Pino, University of Messina - Italy
Regression with Imputed Covariates: A Generalized Missing Indicator Approach
By Valentino Dardanoni; University of Palermo Salvatore Modica; University of Palermo Franco Peracchi; Tor Vergata University
Presented by: Franco Peracchi, Tor Vergata University
Moment Conditions and Neglected Endogeneity in Linear Panel Data Models
By Giorgio Calzolari; Università di Firenze Laura Magazzini; Università di Verona
Presented by: Laura Magazzini, University of Verona

  

Session 9: Microeconometrics 4
Session Chair: Andrea Vezzulli, Universitade Técnica de Lisboa
Session type: contributed
Date: January 19, 2011
Time: 16:30 - 18:10
Location: 3
Looking into the black box of Schumpeterian Growth Theories: An empirical assessment of R&D races
By Francesco Venturini; University of Perugia
Presented by: Francesco Venturini, University of Perugia
Persistence of Local Politicians and Firms'’ Innovation
By Giorgio Bellettini; University of Bologna, CHILD and CESifo Carlotta Berti Ceroni; University of Bologna and CHILD Giovanni Prarolo; University of Bologna
Presented by: Giovanni Prarolo, University of Bologna
Are incentives for R&D effective? Evidence from a regression discontinuity approach
By Raffaello Bronzini; Bank of Italy Eleonora Iachini; Bank of Italy
Presented by: Raffaello Bronzini, Bank of Italy
R&D and Credit Rationing in Small and Medium Enterprises
By Maria Luisa Mancusi; Department of Economics and KITeS-Cespri, Bocconi University Andrea Vezzulli; UECE-ISEG, Universitade Técnica de Lisboa
Presented by: Andrea Vezzulli, Universitade Técnica de Lisboa

  

Session 10: Financial Econometrics 2
Session Chair: Giovanni Urga, Cass Business School
Session type: contributed
Date: January 20, 2011
Time: 9:30 - 11:10
Location: 8
Ranking multivariate GARCH models by problem dimension
By Massimiliano Caporin; Department of Economics and Management, University of Padova; Michael McAleer; Econometric Institute, Erasmus University Rotterdam
Presented by: Massimiliano Caporin, Università degli Studi di Padova
Independent Factor Autoregressive Conditional Density Model
By Alexios Ghalanos; Cass Business School, London, UK Eduardo Rossi; Pavia University, Italy Giovanni Urga; Cass Business School, London, Uk and Bergamo University, Italy.
Presented by: Giovanni Urga, Cass Business School
Identification through heteroskedasticity: A likelihood-based approach
By emanuele bacchiocchi; university of milan
Presented by: Emanuele Bacchiocchi, University of Milan
Finite sample results of Range-based integrated volatility estimation
By Eduardo Rossi; University of Pavia Filippo Spazzini; Edison Trading
Presented by: Eduardo Rossi, University of Pavia

  

Session 11: Macroeconometrics 5
Session Chair: Juri Marcucci, Bank of Italy
Session type: contributed
Date: January 20, 2011
Time: 9:30 - 11:10
Location: 6
Oil and US GDP: A Real-Time Out-of-Sample Examination
By Francesco Ravazzolo; Norges Bank Philip Rothman; East Carolina University
Presented by: Francesco Ravazzolo, Norges Bank
Forecasting the Great Moderation and the Great Recession: How good are factor models really?
By Marco J. Lombardi; European Central Bank Philipp Maier; Bank of Canada
Presented by: Marco Lombardi, European Central Bank
"Google it!" Forecasting the US unemployment rate with a Google job search index
By Juri Marcucci; Bank of Italy Francesco D'Amuri; Bank of Italy
Presented by: Juri Marcucci, Bank of Italy
FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure
By Cecilia Frale; Ministry of Economy and Finance Libero Monteforte; Bank of Italy and Ministry of Economy and Finance
Presented by: Libero Monteforte, Dipartimento del Tesoro e Banca d'Italia

  

Session 12: Macroeconometrics 6
Session Chair: Roberto Golinelli, University of Bologna
Session type: contributed
Date: January 20, 2011
Time: 9:30 - 11:10
Location: 7
Global commodity cycles and linkages: a FAVAR approach
By Marco Lombardi; European Central Bank Chiara Osbat; European Central Bank Bernd Schnatz; European Central Bank
Presented by: chiara osbat, european central bank
Is globalization driving economic growth? A threshold stochastic frontier model for low and high income countries.
By Camilla Mastromarco; University of Salento, CESIfo and RCEA Laura Serlenga; University of Bari, IZA Yongcheol Shin; University of Leeds
Presented by: Mastromarco Camilla, University of Salento - Lecce
FORECASTING WORLD OUTPUT: THE RISING IMPORTANCE OF EMERGING ECONOMIES
By Alessandro Borin; Bank of Italy Riccardo Cristadoro; Bank of Italy Roberto Golinelli; University of Bologna Giuseppe Parigi; Bank of Italy
Presented by: Roberto Golinelli, University of Bologna
Forecasting financial distress in emerging markets: a dynamic probit analysis
By George Chortareas; University of Athens Andrea Cipollini; University of Modena and Reggio Emilia George Kapetanios; Queen Mary, University of London
Presented by: andrea cipollini, University of Modena and Reggio Emilia

  

Session 13: Microeconometrics 5
Session Chair: Sarolta Laczo, UCLA
Session type: contributed
Date: January 20, 2011
Time: 9:30 - 11:10
Location: 2
Consumption during recession: evidence of liquidity constraints and time inconsistency
By Francesco Manaresi; Bologna University
Presented by: Francesco Manaresi, Università di Bologna
Persistency of financial distress amongst Italian households: Evidence from dynamic probit models
By Elena Giarda; Prometeia Associazione
Presented by: Elena Giarda, Prometeia
HIV prevalence estimation in the presence of missing data: a bounding approach
By Bruno Arpino; Bocconi University Elisabetta De Cao; Tor Vergata University and Bocconi University Franco Peracchi; Tor Vergata University and EIEF
Presented by: Elisabetta De Cao, Tor Vergata University
Estimating Dynamic Contracts: Risk Sharing in Village Economies
By Sarolta Laczo; UCLA
Presented by: Sarolta Laczo, UCLA

  

Session 14: Microeconometrics 6
Session Chair: Domenico Depalo, Banca d'Italia
Session type: contributed
Date: January 20, 2011
Time: 9:30 - 11:10
Location: 3
KNOWLEDGE OF CATALAN, PUBLIC/PRIVATE SECTOR CHOICE AND EARNINGS: EVIDENCE FROM A DOUBLE SAMPLE SELECTION MODEL
By Antonio Di Paolo Universitat Autònoma de Barcelona & Institut d'Economia de Barcelona
Presented by: Antonio Di Paolo,
Are Public Sector Workers Paid too Much?
By Domenico Depalo Bank of Italy Raffaela Giordano Bank of Italy
Presented by: Domenico Depalo, Banca d'Italia
Identification and Estimation of Engel Curves with Endogenous and Unobserved Expenditures
By Erich Battistin; University of Padova Michele De Nadai; University of Padova
Presented by: Michele De Nadai, University of Padua
INFREQUENCY OF PURCHASE, INDIVIDUAL HETEROGENEITY AND ADDICTION IN SINGLE HOUSEHOLDS’ ESTIMATES OF ALCOHOL CONSUMPTION.
By Pierpaolo Pierani; University of Siena Silvia Tiezzi, University of Siena
Presented by: Silvia Tiezzi, University of Siena

  

Session 15: Plenary Session 1
Invited speaker: Raffaella Giacomini (University College London), "The Econometrics of DSGE Models"
Session Chair: Paolo Paruolo, University of Insubria
Session type: invited
Date: January 20, 2011
Time: 11:30 - 13:00
Location: A

  

Session 16: Financial Econometrics 3
Session Chair: Daniele Massacci, University of Surrey
Session type: contributed
Date: January 20, 2011
Time: 14:30 - 16:10
Location: 8
Determinants of Heterogeneous Behaviours in Financial Markets: Evidence from Nonlinear Models
By Gabriele Di Filippo; Dpt of Economics LEDA-SDFi, University Paris IX Dauphine
Presented by: Gabriele Di Filippo, Univ. Paris IX Dauphine
Identification and Estimation of Bivariate Simultaneous Discrete Response Model without Sign Restrictions
By Daniele Massacci; University of Surrey
Presented by: Daniele Massacci, University of Surrey
Testing for Contagion: a Time-Scale Decomposition
By Andrea CIPOLLINI; University of Modena and Reggio Emilia Iolanda LO CASCIO;University of Palermo
Presented by: Iolanda Lo Cascio, University of Palermo
Monetary Disorder and Financial Regimes. The Demand for Money in Argentina, 1900-2006
By Matteo Mogliani; Banque de France DGEI-DCPM-DIACONJ Giovanni Urga; Cass Business School and Bergamo University Carlos Winograd; University of Evry and Paris School of Economics
Presented by: Matteo Mogliani, Banque de France

  

Session 17: Macroeconometrics 7
Session Chair: Paolo Paruolo, University of Insubria
Session type: contributed
Date: January 20, 2011
Time: 14:30 - 16:10
Location: 6
The last fifteen years of stagnation in Italy: A Business Cycle Accounting Perspective
By Renzo Orsi; Università di Bologna Francesco Turino; Universitat D’Alacant e Uniniversità di Bologna
Presented by: Renzo Orsi, University of Bologna
Wages and prices in Europe before and after the monetary union
By Riccardo Girardi; EC JRC Ispra; Paolo Paruolo; University of Insubria
Presented by: Paolo Paruolo, University of Insubria
An insight into output gap uncertainty: improving total factor productivity cycle estimates by using capacity utilization
By Christophe Planas; European Commission, Joint Research Centre Werner Roeger; European Commission, Economic and Financial Affairs Alessandro Rossi; European Commission, Joint Research Centre
Presented by: Planas Christophe, European Commission
Money, Credit and Housing: An Empirical Evaluation
By Antonio M. Conti; Bank of Italy and ECARES
Presented by: Antonio Conti, Bank of Italy

  

Session 18: Microeconometrics 7
Session Chair: Alessandro Bucciol, University of Verona
Session type: contributed
Date: January 20, 2011
Time: 14:30 - 16:10
Location: 2
Do performance targets affect behaviour? Evidence from discontinuities in test scores in England
By Marcello Sartarelli; European University Institute and Institute of Education
Presented by: Marcello Sartarelli, Institute of Education
The Effects of Equities on Team Performance in Nippon Professional Baseball
By Wen-Jhan Jane* and G. George Hwang Department of Economics, Shih Hsin University, Taiwan
Presented by: Wen-Jhan Jane, Shih Hsin University
Do not trash the incentive! The impact of pay-as-you-throw pricing on waste recycling
By Alessandro Bucciol; University of Verona Natalia Montinari; University of Padua Marco Piovesan; Harvard University
Presented by: Alessandro Bucciol, University of Verona

  

Session 19: Microeconometrics 8
Session Chair: Cristian Bartolucci, Collegio Carlo Alberto
Session type: contributed
Date: January 20, 2011
Time: 14:30 - 16:10
Location: 3
Persistent Attitudes and Behaviors
By Christoph T. Weiss; European University Institute
Presented by: Christoph Weiss, European University Institute
The Implications of Cultural Background on Labour Market Choices: the Case of Religion and EntrepreneurshipL
By Luca Nunziata; University of Padua Lorenzo Rocco; University of Padua
Presented by: Luca Nunziata, University of Padua
Gender Wage Gaps Reconsidered: A Structural Approach Using Matched Employer-Employee Data
By Cristian Bartolucci: Collegio Carlo Alberto
Presented by: Cristian Bartolucci, Collegio Carlo Alberto

  

Session 20: Microeconometrics 9
Session Chair: Aleksey Tetenov, Collegio Carlo Alberto
Session type: contributed
Date: January 20, 2011
Time: 14:30 - 16:10
Location: 7
Endogenous Treatment Effects for Count Data Models with Sample Selection or Endogenous Participation
By Massimiliano Bratti; University of Milan Alfonso Miranda; Institute of Education, University of London
Presented by: Massimiliano Bratti, University of Milan
Sharp bounds on causal effects under sample selection based on principal stratification
By Martin Huber; University of St. Gallen Giovanni Mellace; University of Rome "Tor Vergata"
Presented by: Giovanni Mellace, Università di roma
Causal Inference by Independent Component Analysis with Applications to Micro- and Macroeconomic Data
By Alessio Moneta; Max Planck Institute of Economics, Jena Doris Entner; Helsinki Institute for Information Technology Patrik Hoyer; Helsinki Institute for Information Technology Alex Coad; Max Planck Institute of Economics, Jena
Presented by: Alessio Moneta, Max Planck Institute of Economics
Detecting the Existence of Treatment Effects in Randomized Studies with Noncompliance
By Aleksey Tetenov; Collegio Carlo Alberto
Presented by: Aleksey Tetenov, Collegio Carlo Alberto

  

Session 21: Financial Econometrics 4
Session Chair: Sergio Pastorello, Dipartimento di Scienze Economiche
Session type: contributed
Date: January 20, 2011
Time: 16:30 - 18:10
Location: 8
Asymptotically efficient estimation of the conditional expected shortfall
By Samantha Leorato; University of Rome Tor Vergata Franco Peracchi; University of Rome Tor Vergata Andrei Valentin Tanase; University of Rome Tor Vergata
Presented by: Samantha Leorato, University of Rome Tor Vergata
Estimating and Testing Non-Affine Option Pricing Models With a Large Unbalanced Panel of Options
By Fabrizio Ferriani; University of Bologna Sergio Pastorello; University of Bologna
Presented by: Sergio Pastorello, Dipartimento di Scienze Economiche
Local Linear Wavelet Smoothing Method for High-Frequency Financial Data
By Thomas Meinl School of Economics and Business Engineering Karlsruhe Institute of Technology (KIT), Germany Edward W. Sun BEM Management School Bordeaux, France & School of Economics and Business Engineering Karlsruhe Institute of Technology (KIT), Germany
Presented by: Edward Sun, KIT
Estimation of long memory in integrated variance
By Eduardo Rossi; Department of Economics, University of Pavia Paolo Santucci de Magistris; Department of Economics, University of Padova
Presented by: Paolo Santucci de Magistris, University of Padova

  

Session 22: Macroeconometrics 8
Session Chair: Stephen Pollock, University of Leicester
Session type: contributed
Date: January 20, 2011
Time: 16:30 - 18:10
Location: 6
CONTINUOUS FREQUENCY-LIMITED PROCESSES AND THEIR MACROECONOMIC APPLICATIONS
By D. Stephen G. Pollock; University of Leicester
Presented by: Stephen Pollock, University of Leicester
A General to specific approach for selecting the best business cycle indicators
By Gianluca Cubadda; Università di Roma - "Tor Vergata" Barbara Guardabascio; Università di Roma - "Tor Vergata" Alain Hecq; Maastricht University
Presented by: Barbara Guardabascio, University of Rome - Tor Vergata
Testing for Determinacy Against Indeterminacy and Dynamic Misspecification in Linear Rational Expectations Models
By Luca Fanelli; University of Bologna
Presented by: Luca Fanelli, University of Bologna
Linear Trends and Initial Conditions in Long Memory Time Series
By Heiko Rachinger, Universidad Carlos III
Presented by: Heiko Rachinger, University Carlos III

  

Session 23: Microeconometrics 10
Session Chair: Giovanni Sulis, Università di Cagliari
Session type: contributed
Date: January 20, 2011
Time: 16:30 - 18:10
Location: 7
The Determinants of Productivity Distribution across European Regions
By Davide Fiaschi; Univeristà di Pisa Mario A. Lavezzi; Università di Palermo Angela Parenti; Università di Pisa
Presented by: Angela Parenti, University of Pisa
Skill Intensity, Exports and Technical Change: Evidence from Firm-Level Shocks to Expectations
By Maria D. Tito ; University of British Columbia
Presented by: Maria Tito, University of British Columbia
Human Capital, Employment Protection and Growth in Europe
By Maurizio Conti; Giovanni Sulis
Presented by: Giovanni Sulis, Università di Cagliari
How Fast Do Wages Adjust to Human-Capital Productivity? Dynamic Panel-Data Evidence from Europe and the United States
By Corrado Andini; Universidade da Madeira
Presented by: Corrado Andini, Universidade da Madeira

  

Session 24: Microeconometrics 11
Session Chair: Raffaele Miniaci, Universita' di Brescia
Session type: contributed
Date: January 20, 2011
Time: 16:30 - 18:10
Location: 2
The Impact of the Health Status on Consumption Behavior
By Moritz Meyer; European University Institute
Presented by: Moritz Meyer, European University Institute
Disentangling Age, Time and Cohort Effects in Longitudinal Data: A Test for the Convexity of Human Well-Being over the Life Cycle
By Bert Van Landeghem; Maastricht University and University of Leuven
Presented by: Bert Van Landeghem, Maastricht University
Household Portfolio Choices, Health status and Health Care Systems A Cross-Country Analysis Based on SHARE
By Vincenzo Atella; University of Tor Vergata, CHP-PCOR Stanford University and CHILD Marianna Brunetti; University Tor Vergata, CEFIN and CHILD Nicole Maestas; RAND Corporation
Presented by: Marianna Brunetti, University of Rome Tor Vergata
US Household Portfolios and Risk Attitude over Time
By Alessandro Bucciol; Universita' di Verona Raffaele Miniaci; Universita' di Brescia
Presented by: Raffaele Miniaci, Universita' di Brescia

  

Session 25: Microeconometrics 12
Session Chair: Riccardo Lucchetti, Università Politecnica delle Marche
Session type: contributed
Date: January 20, 2011
Time: 16:30 - 18:10
Location: 3
Income, consumption and remittances: evidence from immigrants to Australia
By Giulia Bettin; Università di Napoli "Parthenope" Riccardo (Jack) Lucchetti; Università di Ancona Alberto Zazzaro; Università di Ancona
Presented by: Riccardo Lucchetti, Università Politecnica delle Marche
Housing Tenure and Job Search Behaviour. A different analysis of the impact of the UK Jobseeker's Allowance.
By Andrea Morescalchi; University of Pisa Francesco Arzilli; Department for Work and Pensions, London
Presented by: Andrea Morescalchi, University of Pisa
How credit markets affect homeownership: an explanation based on differences between Italian regions
By Serena Trucchi; CeRP-Collegio Carlo Alberto
Presented by: Serena Trucchi, CeRP-Collegio Carlo Alberto
Will You 'Quasi-marry' Me? The Rise of Cohabitation and Decline of Marriages
By Effrosyni Adamopoulou; Universidad Carlos III de Madrid
Presented by: Effrosyni Adamopoulou, Universidad Carlos III de Madrid

  

Session 26: Macroeconometrics 9
Session Chair: Martin Wagner, Institute for Advanced Studies Vienna
Session type: contributed
Date: January 21, 2011
Time: 9:30 - 11:10
Location: 6
Inferential Theory for Heterogeneity and Cointegration in Large Panels
By Lorenzo Trapani; Cass Business School
Presented by: Lorenzo Trapani, Cass Business School, London (UK)
Estimating Cointegration Relationships: A Tuning Parameter Free Approach
By Timothy J. Vogelsang; Michigan State University Martin Wagner; Institute for Advanced Studies Vienna
Presented by: Martin Wagner, Institute for Advanced Studies Vienna
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
By Giuseppe Cavaliere; University of Bologna Anders Rahbek; University of Copenhagen Robert Taylor; University of Nottingham
Presented by: Giuseppe Cavaliere, University of Bologna
Efficiency of the OLS Estimator in the Vicinity of a Spatial Unit Root
By Federico Martellosio; University of Reading
Presented by: Federico Martellosio, University of Reading

  

Session 27: Macroeconometrics 10
Session Chair: Luca Onorante,
Session type: contributed
Date: January 21, 2011
Time: 9:30 - 11:10
Location: 7
On the Sources of Euro Area Money Demand Stability A Time-Varying Cointegration Analysis
By Matteo Barigozzi; LSE Antonio Conti; Bank of Italy
Presented by: Matteo Barigozzi, London School of Economics and Political Science
Measuring Euro Area monetary policy transmission in a structural dynamic factor model
By Matteo Barigozzi; Department of Statistics, London School of Economics and Political Science Antonio M. Conti; Bank of Italy Matteo Luciani; European Center for Advanced Research in Economics and Statistics (ECARES), Solvay Business School of Economics and Management, Université libre de Bruxelles
Presented by: Matteo Luciani, University of Rome
INFLATION AND INFLATION UNCERTAINTY IN THE EURO AREA
By Guglielmo Maria Caporale; Brunel University, London Luca Onorante; European Central Bank Paolo Paesani; University of Rome “Tor Vergata”
Presented by: Luca Onorante,
Imperfect predictability and mutual fund dynamics: how managers use predictors in changing systematic risk
By Gianni Amisano; European Central Bank & University of Brescia Roberto Savona; University of Brescia
Presented by: Roberto Savona, University of Brescia

  

Session 28: Microeconometrics 13
Session Chair: Francesco Aiello, University of Calabria
Session type: contributed
Date: January 21, 2011
Time: 9:30 - 11:10
Location: 2
Regional Economic Divide and the Role of Technological Spillovers in Italy. Evidence from Microdata
By Francesco Aiello; Universty of Calabria, Cosenza Paola Cardamone; Universty of Calabria, Cosenza
Presented by: Francesco Aiello, University of Calabria
The Determinants of Innovation: What is the Role of Risk?
By Pierluigi Murro; University of Bari
Presented by: Pierluigi Murro, University of Bari
New insights on the size distribution of Italian firms by geographical area
By Pasquale Cirillo; University of Bern Pietro Vagliasindi; University of Parma Carlo Bianchi; University of Pisa Giuseppe Bruno; Bank of Italy
Presented by: Pasquale Cirillo, University of Bern
Social Capital, Firm Size and Purchased Service Intensity in Italy
By Matthias Bürker; University of Bologna Alfredo Minerva; University of Bologna
Presented by: Matthias Bürker, University of Bologna

  

Session 29: Microeconometrics 14
Session Chair: Sebastian Werner, Tilburg University
Session type: contributed
Date: January 21, 2011
Time: 9:30 - 11:10
Location: 3
Interregional migration and unemployment dynamics: evidence from Italian provinces
By Roberto Basile; ISAE (Institute for Studies and Economic Analyses) Alessandro Girardi; ISAE (Institute for Studies and Economic Analyses) Marianna Mantuano; ISAE (Institute for Studies and Economic Analyses)
Presented by: Roberto Basile, Institute for Studies and Economic Analyses
Intangible capital and firms productivity
By Emanuela Marrocu; Università di Cagliari and CRENoS Raffaele Paci; Università di Cagliari and CRENoS Marco Pontis; Università di Cagliari and CRENoS
Presented by: Emanuela Marrocu, Università di Cagliari (Italy) and CRENoS
Has the Euro Affected the Choice of Invoicing Currency?
By Jenny E. Ligthart; Tilburg University Sebastian E. V. Werner; Tilburg University
Presented by: Sebastian Werner, Tilburg University
Rent Sharing in Italy: Evidence from Employer-Employee Data
By Alessia Matano; University of Rome "La Sapienza" Paolo Naticchioni; University of Cassino, CeLEG Luiss, University of Rome "La Sapienza"
Presented by: alessia matano, university of Rome

  

Session 30: Microeconometrics 15
Session Chair: Claudio Rossetti, LUISS
Session type: contributed
Date: January 21, 2011
Time: 9:30 - 11:10
Location: 8
Do Households Anchor their Inflation Expectations? Evidence from a Quantitative Survey on Italian Consumers
By Joshy Easaw; School of Business and Economics, University of Swansea,United Kingdom Roberto Golinelli; Department of Economics, University of Bologna, Italy Marco Malgarini; ISAE
Presented by: Marco Malgarini, ISAE
The heterogeneous thresholds ordered response model: Identification and inference
By Franco Peracchi; Tor Vergata University and EIEF Claudio Rossetti; LUISS
Presented by: Claudio Rossetti, LUISS
Strategic Fiscal Interaction across Borders: Evidence from French and German Local Governments along the Rhine-Valle
By Aurelie Cassette Université de Lille, EQUIPPE Edoardo Di Porto Université de Lille, EQUIPPE Dirk Foremny University of Bonn, ZEI
Presented by: Edoardo Di Porto, USTL UNIV. LILLE1

   Index of Participants

Legend: C=chair, P=Presenter, D=Disscussant

Session 31: Plenary Session 2
Invited speaker: Harry Paarsch (University of Melbourne), "The Incomplete Information Revolution"
Session Chair: Franco Peracchi, Tor Vergata University
Session type: invited
Date: January 21, 2011
Time: 11:30 - 13:00
Location: A

#	Participant	Roles in Conference
1	Adamopoulou, Effrosyni	P25
2	Aiello, Francesco	C28, P28
3	Altavilla, Carlo	P7
4	Amior, Michael	P4
5	Andini, Corrado	P23
6	Aparicio Fenoll, Ainhoa	C4, P4
7	Bacchiocchi, Emanuele	P10
8	Barigozzi, Matteo	P27
9	Bartolucci, Cristian	C19, P19
10	Basile, Roberto	P29
11	Bürker, Matthias	P28
12	Belloni, Michele	C3, P3
13	Bianchi, Francesco	P6
14	Billio, Monica	C1, P1
15	Bratti, Massimiliano	P20
16	Bronzini, Raffaello	P9
17	Brunetti, Marianna	P24
18	Bucciol, Alessandro	C18, P18
19	Camilla, Mastromarco	P12
20	Caporin, Massimiliano	P10
21	Cavaliere, Giuseppe	P26
22	Centorrino, Samuele	P6
23	Christophe, Planas	P17
24	Ciciretti, Rocco	P5
25	cipollini, andrea	P12
26	Cirillo, Pasquale	P28
27	Conti, Antonio	P17
28	Corsini, Lorenzo	P3
29	De Cao, Elisabetta	P13
30	De Nadai, Michele	P14
31	Delle Monache, Davide	C7, P7
32	Depalo, Domenico	C14, P14
33	Di Filippo, Gabriele	P16
34	DI IORIO, FRANCESCA	P7
35	Di Paolo, Antonio	P14
36	Di Pino, Antonino	P8
37	Di Porto, Edoardo	P30
38	DUBOVYK, TETYANA	P3
39	Fanelli, Luca	P22
40	Ferriani, Fabrizio	P5
41	Franchi, Massimo	P6
42	Giarda, Elena	P13
43	Golinelli, Roberto	C12, P12
44	Grassi, Stefano	P1
45	Guardabascio, Barbara	P22
46	Guerrazzi, Marco	P2
47	Jane, Wen-Jhan	P18
48	Laczo, Sarolta	C13, P13
49	leonardi, marco	P4
50	Leorato, Samantha	P21
51	Lo Cascio, Iolanda	P16
52	Lombardi, Marco	P11
53	Luati, Alessandra	C6, P6
54	Lucchetti, Riccardo	C25, P25
55	Luciani, Matteo	P27
56	Magazzini, Laura	P8
57	Malgarini, Marco	P30
58	Manaresi, Francesco	P13
59	Marcucci, Juri	C11, P11
60	Marrocu, Emanuela	P29
61	Martellosio, Federico	P26
62	Massacci, Daniele	C16, P16
63	matano, alessia	P29
64	Mazza, Jacopo	P4
65	Mazzonna, Fabrizio	P3
66	Mellace, Giovanni	P20
67	Melosi, Leonardo	P1
68	Meyer, Moritz	P24
69	Miniaci, Raffaele	C24, P24
70	Mogliani, Matteo	P16
71	Moneta, Alessio	P20
72	Monteforte, Libero	P11
73	Morescalchi, Andrea	P25
74	Mosconi, Rocco	C5, P5
75	Murro, Pierluigi	P28
76	Nunziata, Luca	P19
77	Onorante, Luca	C27, P27
78	Orsi, Renzo	P17
79	osbat, chiara	P12
80	Paccagnini, Alessia	P2
81	Parenti, Angela	P23
82	Paruolo, Paolo	C15, C17, P17
83	Pastorello, Sergio	C21, P21
84	Pelagatti, Matteo	C2, P2
85	Peracchi, Franco	C8, P8, C31
86	Pica, Giovanni	P5
87	Pollock, Stephen	C22, P22
88	Prarolo, Giovanni	P9
89	Rachinger, Heiko	P22
90	Ravazzolo, Francesco	P11
91	Riscado, Sara	P2
92	Rondina, Francesca	P7
93	Rossetti, Claudio	P30, C30
94	Rossi, Eduardo	P10
95	ROSSI, Alessandro	P1
96	Santucci de Magistris, Paolo	P21
97	Sartarelli, Marcello	P18
98	Savona, Roberto	P27
99	Sulis, Giovanni	C23, P23
100	Sun, Edward	P21
101	Tetenov, Aleksey	C20, P20
102	Tiezzi, Silvia	P14
103	Tito, Maria	P23
104	Trapani, Lorenzo	P26
105	Trucchi, Serena	P25
106	Urga, Giovanni	C10, P10
107	Van Landeghem, Bert	P24
108	Venturini, Francesco	P9
109	Vezzulli, Andrea	C9, P9
110	Wagner, Martin	C26, P26
111	Weiss, Christoph	P19
112	Werner, Sebastian	C29, P29

This program was last updated on 2011-01-12 4:41:55 EDT