Money, Macro and Finance Conference, 2012 |
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Summary of All Sessions |
Click here for an index of all participants |
| # | Date/Time | Location | Type | Title | Papers |
|---|---|---|---|---|---|
| 1 | September 6, 2012 14:45-16:15 | Emmet Theatre | contributed | Monetary Policy Decision-Making | 4 |
| 2 | September 6, 2012 14:45-16:15 | Swift Theatre | contributed | International Capital Flows | 3 |
| 3 | September 6, 2012 14:45-16:15 | Uí Chadhain Theatre | contributed | Asset Prices | 4 |
| 4 | September 6, 2012 14:45-16:15 | Long Room Hub | contributed | Fiscal Policy | 4 |
| 5 | September 6, 2012 14:45-16:15 | Synge Theatre | contributed | Forecasting | 4 |
| 6 | September 6, 2012 16:30-18:15 | Emmet Theatre | contributed | Optimal Policy in New Keynesian Models | 4 |
| 7 | September 6, 2012 16:30-18:00 | Swift Theatre | contributed | Optimal Financial Contracts | 4 |
| 8 | September 6, 2012 16:30-18:00 | Uí Chadhain Theatre | contributed | Economic Growth and Development | 4 |
| 9 | September 6, 2012 16:30-18:15 | Synge Theatre | contributed | Asset Price Dynamics | 5 |
| 10 | September 6, 2012 16:30-18:00 | Long Room Hub | contributed | Credit Crises | 4 |
| 11 | September 7, 2012 10:45-12:25 | Emmet Theatre | contributed | Central Banking | 5 |
| 12 | September 7, 2012 10:45-12:25 | Synge Theatre | contributed | The Labour Market | 5 |
| 13 | September 7, 2012 10:45-12:15 | Swift Theatre | contributed | Liquidity in Financial Markets | 4 |
| 14 | September 7, 2012 10:45-12:15 | Room 3071 | contributed | International Relative Prices | 4 |
| 15 | September 7, 2012 10:45-12:15 | Long Room Hub | contributed | Empirical Analysis of Risk Premia | 4 |
| 16 | September 7, 2012 13:15-14:45 | Emmet Theatre | contributed | DSGE Models and Collateral Constraints | 4 |
| 17 | September 7, 2012 13:15-14:45 | Synge Theatre | contributed | Monetary Policy | 4 |
| 18 | September 7, 2012 13:15-14:45 | Swift Theatre | contributed | Empirical Modelling of Financial Contagion | 4 |
| 19 | September 7, 2012 13:15-14:45 | Room 3071 | contributed | Consumption | 4 |
| 20 | September 7, 2012 13:15-14:45 | Long Room Hub | invited | GDRE Session (Banking and Corporate Governance) | 3 |
| 21 | September 7, 2012 16:30-18:15 | Emmet Theatre | contributed | International Transmission of Shocks | 4 |
| 22 | September 7, 2012 16:30-18:00 | Synge Theatre | contributed | Asset Returns and the Real Economy | 4 |
| 23 | September 7, 2012 16:30-18:15 | Swift Theatre | contributed | Optimal Portfolio Allocation | 4 |
| 24 | September 7, 2012 16:30-18:00 | Room 3071 | contributed | Sovereign Default | 3 |
| 25 | September 7, 2012 16:30-18:15 | Long Room Hub | contributed | Econometric Modelling (Journal of Applied Econometrics Session) | 4 |
| 26 | September 8, 2012 10:30-12:00 | Emmet Theatre | contributed | Total Factor Productivity | 4 |
| 27 | September 8, 2012 10:30-12:00 | Synge Theatre | contributed | Capital Structure of Firms | 3 |
| 28 | September 8, 2012 10:30-12:00 | Swift Theatre | contributed | The New Keynesian Model | 4 |
| 29 | September 8, 2012 10:30-12:00 | Uí Chadhain Theatre | contributed | Banking and Market Power | 3 |
| 30 | September 8, 2012 10:30-12:00 | Long Room Hub | contributed | Empirical Evidence on Inflation | 4 |
30 sessions, 118 papers, and 0 presentations with no associated papers |
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Money, Macro and Finance Conference, 2012 |
Complete List of All Sessions |
Session 1: Monetary Policy Decision-Making |
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| Session type: contributed |
| Date: September 6, 2012 |
| Time: 14:45 - 16:15 |
| Location: Emmet Theatre |
| Influence and Interactions in Monetary Policy Committees. |
| By Arnab Bhattacharjee; University of Dundee Sean Holly; Cambridge University |
| Presented by: Sean Holly, Cambridge University |
| Behind closed doors: Revealing the ECB’s Decision Rule |
| By Bernd Hayo; Philipps-University Marburg |
| Presented by: Bernd Hayo, Philipps-University Marburg |
| First Impressions Matter: Signalling as a Source of Policy Dynamics |
| By Stephen Hansen; Pompeu Fabra Michael McMahon; University of Warwick |
| Presented by: Michael McMahon, University of Warwick |
| How Transparent Should a Central Bank be? An Agent-Based Model Assessment |
| By Isabelle Salle; Université Bordeaux IV Marc-Alexandre Senegas; University Bordeaux IV Murat Yildizoglu; Université Bordeaux IV |
| Presented by: Marc-Alexandre Senegas, University Bordeaux IV |
Session 2: International Capital Flows |
| Session type: contributed |
| Date: September 6, 2012 |
| Time: 14:45 - 16:15 |
| Location: Swift Theatre |
| Current Account Norms in Natural Resource Rich and Capital Scarce Economies |
| By Bin Li; International Monetary Fund |
| Presented by: Bin Li, International Monetary Fund |
| The Global Savings Glut, Corporate Savings and the Role of Share Repurchases |
| By Sebastian Jauch; Ludwig-Maximilians-Universität München |
| Presented by: Sebastian Jauch, Ludwig-Maximilians-Universität München |
| Investigating Global Imbalances - Empirical Evidence from a GVAR Approach |
| [slides] |
| By Timo Bettendorf; University of Kent |
| Presented by: Timo Bettendorf, University of Kent |
Session 3: Asset Prices |
| Session type: contributed |
| Date: September 6, 2012 |
| Time: 14:45 - 16:15 |
| Location: Uí Chadhain Theatre |
| In Search of a Riskless Asset |
| By Vladimir Yankov; Boston University |
| Presented by: Vladimir Yankov, Boston University |
| Depression fears: Robust valuation with growth and volatility regimes |
| By Xiaoyu Shen; VU University Amsterdam |
| Presented by: Xiaoyu Shen, VU University Amsterdam |
| Asset Price Bubbles in the Kiyotaki-Moore Model |
| By Tomohiro Hirano; The University of Tokyo Masaru Inaba; Kansai University |
| Presented by: Masaru Inaba, Kansai University |
| Stealing and Empire Building Decisions in Investment and Asset Prices |
| By Kaipichit Ruengsrichaiya; EDHEC |
| Presented by: Kaipichit Ruengsrichaiya, EDHEC |
Session 4: Fiscal Policy |
| Session type: contributed |
| Date: September 6, 2012 |
| Time: 14:45 - 16:15 |
| Location: Long Room Hub |
| Optimal fiscal policy in the face of oil windfalls and other known unknowns |
| By Lavan Mahadeva; Oxford University |
| Presented by: Lavan Mahadeva, Oxford University |
| Monetary Policy and Fiscal Limits with No-Default |
| By Baruch Gliksberg; University of Haifa |
| Presented by: Baruch Gliksberg, University of Haifa |
| A hands on approach to optimal budgetary policy |
| [slides] |
| By Jasper Lukkezen; CPB Coen N. Teulings; CPB Netherlands Bureau for Economic Policy Analysis |
| Presented by: Jasper Lukkezen, CPB |
| Even worse than you thought: The impact of government debt on aggregate investment and productivity |
| By Simone Salotti; National University of Galway, Ireland Carmine Trecroci; University of Brescia |
| Presented by: Simone Salotti, National University of Galway, Ireland |
Session 5: Forecasting |
| Session type: contributed |
| Date: September 6, 2012 |
| Time: 14:45 - 16:15 |
| Location: Synge Theatre |
| Disentangling Qualitative and Quantitative Central Bank Communication |
| By Paul Hubert; OFCE - SciencesPo |
| Presented by: Paul Hubert, OFCE - SciencesPo |
| Announcements of Interest Rate Forecasts: Do Policymakers "Stick" to Them? |
| By Nikola Mirkov; University of St.Gallen |
| Presented by: Nikola Mirkov, University of St.Gallen |
| Forecasting the term structure of UK government bond yields when short term interest rates are near the zero lower bound |
| By James Steeley; Aston University |
| Presented by: James Steeley, Aston University |
| Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change |
| By Simon Price; Bank of England |
| Presented by: Simon Price, Bank of England |
Session 6: Optimal Policy in New Keynesian Models |
| Session type: contributed |
| Date: September 6, 2012 |
| Time: 16:30 - 18:15 |
| Location: Emmet Theatre |
| Optimal Policy and the Sectoral Composition of Output in a New Keynesian Model |
| By Vahagn Galstyan; Trinity College Dublin Michael Wycherley; Trinity College |
| Presented by: Vahagn Galstyan, Trinity College Dublin |
| Leaning against the wind but how? Monetary policy versus macroprudential measures |
| By Gulcin Ozkan; University of York Filiz Unsal; International Monetary Fund |
| Presented by: Gulcin Ozkan, University of York |
| The optimal inflation rate revisited |
| By Nicola Acocella; University of Rome Giovanni Di Bartolomeo; University of Teramo Patrizio Tirelli; Universita degli Studi Milano Bicocca |
| Presented by: Giovanni Di Bartolomeo, University of Teramo |
| Positive Inflation Targets and Welfare: The Short and the Long Run |
| By Katrin Heinrichs; FernUniversität Hagen |
| Presented by: Katrin Heinrichs, FernUniversität Hagen |
Session 7: Optimal Financial Contracts |
| Session type: contributed |
| Date: September 6, 2012 |
| Time: 16:30 - 18:00 |
| Location: Swift Theatre |
| Reverse trade credit or default risk? Explaining the use of prepayments by firms |
| By Simona Mateut; University of Nottingham |
| Presented by: Simona Mateut, University of Nottingham |
| Optimal Financial Contracting in Strategic Alliances |
| By Jieying Hong; Universite Toulouse 1 |
| Presented by: Jieying Hong, Universite Toulouse 1 |
| Gains and Payments of Mergers and Acquisitions:Further Evidence from the UK |
| By Mo Sherif; Heriot-Watt University |
| Presented by: Mo Sherif, Heriot-Watt University |
| On the Disciplining Effect of Short-Term Debt in a Currency Crisis |
| By Takeshi Nakata; Niigata University |
| Presented by: Takeshi Nakata, Niigata University |
Session 8: Economic Growth and Development |
| Session type: contributed |
| Date: September 6, 2012 |
| Time: 16:30 - 18:00 |
| Location: Uí Chadhain Theatre |
| An Adjustment Cost Model of Distributional Dynamics |
| By Parantap Basu; Department of Economics and Finance |
| Presented by: Parantap Basu, Department of Economics and Finance |
| An Experimental AK Model of Growth |
| By Ferruccio Ponzano; University of Eastern Piedmont Roberto Ricciuti; University of Verona |
| Presented by: Roberto Ricciuti, University of Verona |
| Social Infrastructure and the Preservation of Physical Capital: Equilibria and Transitional Dynamics |
| By Tiago Sequeira; Univ. Beira Interior Orlando Gomes; ISCAL Alexandra Ferreira-Lopes; ISCTE - IUL (University Institute of Lisbon) |
| Presented by: Alexandra Ferreira-Lopes, ISCTE - IUL (University Institute of Lisbon) |
| Financial Development and Growth in Financially Open Economies |
| By Alessandra Dal Colle; Banca Prossima |
| Presented by: Alessandra Dal Colle, Banca Prossima |
Session 9: Asset Price Dynamics |
| Session type: contributed |
| Date: September 6, 2012 |
| Time: 16:30 - 18:15 |
| Location: Synge Theatre |
| Excess Financing, Government, and Asset Bubbles |
| By Viktar Fedaseyeu; Bocconi University Vitaliy Strohush |
| Presented by: Viktar Fedaseyeu, Bocconi University |
| Single-bank proprietary platforms |
| By Luca Gelsomini; IESEG School of Management (CNRS-LEM) Jonathan Cave; University of Warwick; RAND Europe |
| Presented by: Luca Gelsomini, IESEG School of Management (CNRS-LEM) |
| Oil price dynamics, macro-finance interactions and the role of financial speculation |
| By Claudio Morana; Department of Economics |
| Presented by: Claudio Morana, Department of Economics |
| Speculation and the Integration of Financial Markets |
| By Joerg Rieger; University of Heidelberg |
| Presented by: Joerg Rieger, University of Heidelberg |
| Asset Bubbles and Bailout |
| By Tomohiro Hirano; The University of Tokyo Noriyuki Yanagawa; University of Tokyo |
| Presented by: Tomohiro Hirano, The University of Tokyo |
Session 10: Credit Crises |
| Session type: contributed |
| Date: September 6, 2012 |
| Time: 16:30 - 18:00 |
| Location: Long Room Hub |
| Liquidity Shocks, Bank Balance Sheets, and International Lending: Evidence from the 2007-08 Crisis |
| By Camelia Minoiu; International Monetary Fund Tumer Kapan; Fannie Mae |
| Presented by: Camelia Minoiu, International Monetary Fund |
| Deleveraging the banking system after a crisis — Lessons from a small open economy |
| By Jane Kelly; Central Bank of Ireland Reamonn Lydon; Central Bank of Ireland |
| Presented by: Jane Kelly, Central Bank of Ireland |
| Euro area inflation expectations and the role of money during the financial crisis |
| By Petros Migiakis; Bank of Greece |
| Presented by: Petros Migiakis, Bank of Greece |
| Do Banks Lend Less in Uncertain Times? |
| By Johann Scharler; University of Innsbruck Friedrich Sindermann; University of Innsbruck |
| Presented by: Friedrich Sindermann, University of Innsbruck |
Session 11: Central Banking |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 10:45 - 12:25 |
| Location: Emmet Theatre |
| The ECB's non-standard monetary policy measures: the role of institutional factors and financial structure |
| By Bernhard Winkler; European Central Bank |
| Presented by: Bernhard Winkler, European Central Bank |
| The past, present and future of central banking |
| By David Cobham; Heriot-Watt University |
| Presented by: David Cobham, Heriot-Watt University |
| The British Opt-Out from the European Monetary Union: Empirical Evidence from Monetary Policy Rules |
| By Stefano d'Addona; University of Rome 3 Ilaria Musumeci; University of Rome 3 |
| Presented by: Stefano d'Addona, University of Rome 3 |
| The Impact of the Basel III Liquidity Standards on the Implementation of Monetary Policy |
| By Stefan Schmitz; OeNB |
| Presented by: Stefan Schmitz, OeNB |
| Bank of England monetary operations with interest on reserves |
| By John Whittaker; Lancaster University |
| Presented by: John Whittaker, Lancaster University |
Session 12: The Labour Market |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 10:45 - 12:25 |
| Location: Synge Theatre |
| Wage rigidities in an estimated DSGE model of the UK labour market |
| By Francesco Zanetti; Bank of England Stephen Millard; Bank of England Renato Faccini; Queen Mary, University of London |
| Presented by: Stephen Millard, Bank of England |
| Optimal Unemployment Insurance with Endogenous UI Eligibility |
| By Min Zhang; Shanghai University of Finance and Economics |
| Presented by: Min Zhang, Shanghai University of Finance and Economics |
| The relationship between output and unemployment in France and United Kingdom |
| By Gaetan STEPHAN; University of Rennes 1 |
| Presented by: Gaetan STEPHAN, University of Rennes 1 |
| The Parent Trap: Dual Earner Households and the Cycle |
| By Monique Ebell; London School of Economics and Humboldt |
| Presented by: Monique Ebell, London School of Economics and Humboldt |
| Why Is The U.S. Labor Share So Stable Over Time? |
| By Clemens Struck; TCD |
| Presented by: Clemens Struck, TCD |
Session 13: Liquidity in Financial Markets |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 10:45 - 12:15 |
| Location: Swift Theatre |
| Systematic and Liquidity Risk in Subprime Mortgage backed Securities |
| By Thomas Flavin; NUI Maynooth |
| Presented by: Thomas Flavin, NUI Maynooth |
| Timing Asset Market Peaks: The Role of the Liquidity Risk Cycle of the Banking System |
| By Patrick Weber; EBS Business School |
| Presented by: Patrick Weber, EBS Business School |
| Short-selling regulations and market liquidity: Evidence from Europe |
| By Giannoula Karamichailidou; The University of Auckland |
| Presented by: Giannoula Karamichailidou, The University of Auckland |
| Ambiguity and rollover risk: a possible explanation for market freezes? |
| By Francesca Rinaldi; Banque de France |
| Presented by: Francesca Rinaldi, Banque de France |
Session 14: International Relative Prices |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 10:45 - 12:15 |
| Location: Room 3071 |
| The Law of One Price and the Role of Market Structure |
| By Mustafa Caglayan; University of Sheffield Alpay Filiztekin; Sabanci University |
| Presented by: Mustafa Caglayan, University of Sheffield |
| Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach |
| By Ana Iregui; Banco de la Republica Jesus Otero; Universidad del Rosario |
| Presented by: Ana Iregui, Banco de la Republica |
| Oil price and U.S. dollar exchange rates dynamics |
| By Joscha Beckmann; University of Duisburg-Essen Robert Czudaj; University of Duisburg-Essen |
| Presented by: Joscha Beckmann, University of Duisburg-Essen |
| Exchange Rate Pass Through and the Macro Economic Determinants |
| By Dilshad Jahan; Heriot-Watt University |
| Presented by: Dilshad Jahan, Heriot-Watt University |
Session 15: Empirical Analysis of Risk Premia |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 10:45 - 12:15 |
| Location: Long Room Hub |
| Understanding Asset Correlations |
| By Dominic Burkhardt; University of Zurich / Swiss Finance Institute Henrik Hasseltoft; University of Zurich/Swiss Finance Institute |
| Presented by: Dominic Burkhardt, University of Zurich / Swiss Finance Institute |
| Understanding the Risk Underlying the U.S. Subprime Mortgage-Backed Securities Market |
| By Lisa Sheenan; National University of Ireland, Maynooth |
| Presented by: Lisa Sheenan, National University of Ireland, Maynooth |
| Macro determinants of U.S. stock market risk premia: A factor analysis approach |
| By Fabian Baetje; Leibniz University of Hannover |
| Presented by: Fabian Baetje, Leibniz University of Hannover |
| What Drives Currency Predictability? |
| By Valerio Poti Akhtar Siddique; Dept of Treasury |
| Presented by: Valerio Poti, Dublin City University |
Session 16: DSGE Models and Collateral Constraints |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 13:15 - 14:45 |
| Location: Emmet Theatre |
| Asset Prices, Collateral und Unconventional Monetary Policy in a DSGE-Model |
| [slides] |
| By Josef Hollmayr; Goethe University Frankfurt |
| Presented by: Josef Hollmayr, Goethe University Frankfurt |
| Financial Frictions and Inflation Differentials in a Monetary Union |
| By Nikolay Hristov; ifo Institute Munich |
| Presented by: Nikolay Hristov, ifo Institute Munich |
| A DSGE-Based Assessment of Nonlinear Loan-to-Value Policies: Evidence from Hong Kong |
| By Michael Paetz; Hamburg University |
| Presented by: Michael Paetz, Hamburg University |
| Occasionally binding credit constraints |
| By Michał Brzoza-Brzezina; National Bank of Poland Marcin Kolasa; National Bank of Poland Krzysztof Makarski; National Bank of Poland |
| Presented by: Krzysztof Makarski, National Bank of Poland |
Session 17: Monetary Policy |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 13:15 - 14:45 |
| Location: Synge Theatre |
| Measuring the Policymaker’s Credibility: The Bank of England in 'nice' and 'not-so-nice' times |
| By Iris Biefang-Frisancho Mariscal; UWE Bristol Woon Wong; UWE Bristol Peter Howells; UWE Bristol |
| Presented by: Peter Howells, UWE Bristol |
| Believe It or Not: Taylor Rule Uncertainty |
| By Andrea Buraschi; Imperial College / Chicago Booth Andrea Carnelli; Imperial College London Paul Whelan; Imperial College London |
| Presented by: Andrea Carnelli, Imperial College London |
| Globalisation, Monetary Policy and the Yield Curve |
| By Niall Mc Inerney; NUI Galway |
| Presented by: Niall Mc Inerney, NUI Galway |
| Financial Crises, Money and Inflation |
| By Samuel Reynard; Swiss National Bank |
| Presented by: Samuel Reynard, Swiss National Bank |
Session 18: Empirical Modelling of Financial Contagion |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 13:15 - 14:45 |
| Location: Swift Theatre |
| Deciphering financial contagion in the euro area during the crisis |
| By Sebastien Walti; Swiss National Bank |
| Presented by: Sebastien Walti, Swiss National Bank |
| Measuring Financial Contagion with Extreme Coexceedances |
| By Apostolos Thomadakis; University of Surrey |
| Presented by: Apostolos Thomadakis, University of Surrey |
| Range-based Analysis of Volatility Spillovers in European Financial Markets |
| By Lena Golubovskaja; NUI Maynooth |
| Presented by: Lena Golubovskaja, NUI Maynooth |
| Dynamic Stock Market Covariances in the Eurozone |
| By Gregory Connor; Department of Economics Anita Suurlaht; NUI Maynooth |
| Presented by: Anita Suurlaht, NUI Maynooth |
Session 19: Consumption |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 13:15 - 14:45 |
| Location: Room 3071 |
| What Drives Urban Consumption in Mainland China? The Role of Property Price Dynamics |
| By Michael Funke; University of Hamburg |
| Presented by: Michael Funke, University of Hamburg |
| Housing Equity Withdrawal, Property Bubbles and Consumption |
| By Reamonn Lydon; Central Bank of Ireland Niall O'Hanlon; Central Statistics Office |
| Presented by: Reamonn Lydon, Central Bank of Ireland |
| Financial Literacy and Debt Literacy Amid The Poor |
| By Cherif DIAGNE; Audencia Nantes School of Management |
| Presented by: Cherif DIAGNE, Audencia Nantes School of Management |
| Consumption in Ireland: Evidence from the Household Budget Survey |
| By Petra Gerlach-Kristen; Economic and Social Research Institute |
| Presented by: Petra Gerlach-Kristen, Economic and Social Research Institute |
Session 20: GDRE Session (Banking and Corporate Governance) |
| Session Chair: Jean-Bernard Chatelain, University Paris I Pantheon Sorbonne |
| Session type: invited |
| Date: September 7, 2012 |
| Time: 13:15 - 14:45 |
| Location: Long Room Hub |
| Debt Restructuring: Evidence of French Households |
| By Henri Fraisse; Banque de France Philippe Froute; Université de Paris-Est Créteil |
| Presented by: Henri Fraisse, Banque de France |
| Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach |
| By Olivier Darne; Universite Paris X - Nanterre Guy Levy-Rueff; Banque de France Adrian Pop; Institut d'Economie et de Management de Nantes -- IAE |
| Presented by: Adrian Pop, Institut d'Economie et de Management de Nantes -- IAE |
| French Connection: Interlocking Directorates and the Ownership-Control Nexus in French CAC 40 Firms |
| By Tristan Auvray; University of Toulouse 1, IEP Olivier Brossard; University of Toulouse 1, IEP |
| Presented by: Tristan Auvray, University of Toulouse 1, IEP |
Session 21: International Transmission of Shocks |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 16:30 - 18:15 |
| Location: Emmet Theatre |
| Towards an Explanation of Cross-Country Asymmetries in Monetary Transmission |
| By Georgios Georgiadis; Goethe University Frankfurt |
| Presented by: Georgios Georgiadis, Goethe University Frankfurt |
| Testing US and EA Monetary Coordination Using Indirect Inference |
| By Yuqun Hong; Cardiff University |
| Presented by: Yuqun Hong, Cardiff University |
| Structural Breaks in International Inflation Linkages for OECD Countries |
| By Gantungalag Altansukh; The University of Manchester Denise Osborn; University of Manchester Ralf Becker; University of Manchester George Bratsiotis; The University of Manchester |
| Presented by: Gantungalag Altansukh, The University of Manchester |
| Trade, investment, and capital flows: Mexico's macroeconomic adjustment to the Great Recession |
| By Carlos Ibarra; Universidad de las Americas Puebla |
| Presented by: Carlos Ibarra, Universidad de las Americas Puebla |
Session 22: Asset Returns and the Real Economy |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 16:30 - 18:00 |
| Location: Synge Theatre |
| Credit Spreads as Predictors of Economic Activity in Eight European Economies |
| By Michael Bleaney; University of Nottingham Paul Mizen; University of Nottingham veronica Veleanu; University of Nottingham |
| Presented by: Paul Mizen, University of Nottingham |
| A Generalized Arbitrage-Free Nelson-Siegel Term Structure Model with Macroeconomic Fundamentals |
| By Canlin Li Linlin Niu; Xiamen University Gengming Zeng; Xiamen University |
| Presented by: Linlin Niu, Xiamen University |
| Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks |
| By Peter Smith; University of York |
| Presented by: Peter Smith, University of York |
| The Central Bank as Shaper and Observer of Events: the Case of the Yield Spread |
| By Anna Florio; Politecnico di milano |
| Presented by: Anna Florio, Politecnico di milano |
Session 23: Optimal Portfolio Allocation |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 16:30 - 18:15 |
| Location: Swift Theatre |
| Risk-sharing and probabilistic network structure |
| By Marco Pelliccia; Birkbeck College, University of London |
| Presented by: Marco Pelliccia, Birkbeck College, University of London |
| Optimal Portfolio Allocation Decisions with Multivariate GARCH models |
| By Jose Luis Miralles-Marcelo; University of Extremadura Jose Luis Miralles-Quiros; University of Extremadura Maria del Mar Miralles-Quiros; University of Extremadura |
| Presented by: Jose Luis Miralles-Quiros, University of Extremadura |
| Is Gold a Safe Haven for Equity Investors? A VAR-GARCH Analysis |
| By Ciara Morley; NUI Maynooth |
| Presented by: Ciara Morley, NUI Maynooth |
| Spatial Dominance Testing for Dynamic Investment Appraisal: Testing Procedure and Empirical Application |
| By Minjoo Kim; University of Glasgow |
| Presented by: Minjoo Kim, University of Glasgow |
Session 24: Sovereign Default |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 16:30 - 18:00 |
| Location: Room 3071 |
| Euro Area Sovereign Debt Crisis: Can Contagion Spread from the Periphery to the Core? |
| By Denis Gorea; Goethe University Frankfurt Deyan Radev; Johannes Gutenberg University Mainz |
| Presented by: Denis Gorea, Goethe University Frankfurt |
| Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency |
| By Lamia Bekkour; Luxembourg School of Finance Xisong Jin; University of Luxembourg Thorsten Lehnert; University of Luxembourg Fanou Rasmouki; Luxembourg School of Finance Christian Wolff; University of Luxembourg |
| Presented by: Fanou Rasmouki, Luxembourg School of Finance |
| Sovereign Default and Macroeconomic Tipping Points |
| By Mark Joy; Central Bank of Ireland |
| Presented by: Mark Joy, Central Bank of Ireland |
Session 25: Econometric Modelling (Journal of Applied Econometrics Session) |
| Session type: contributed |
| Date: September 7, 2012 |
| Time: 16:30 - 18:15 |
| Location: Long Room Hub |
| The Good, The Bad and The Impaired: A Credit Risk Model of the Irish Mortgage |
| By Robert Kelly; Central Bank of Ireland |
| Presented by: Robert Kelly, Central Bank of Ireland |
| The price discovery function of agricultural commodities - Evidence from smooth transition regressions |
| By Joscha Beckmann; University of Duisburg-Essen Robert Czudaj; University of Duisburg-Essen |
| Presented by: Joscha Beckmann, University of Duisburg-Essen |
| Estimation of state space models with skewed shocks |
| By Greg Koloch; National Bank of Poland |
| Presented by: Greg Koloch, National Bank of Poland |
| Nonlinear Adjustment in Korean Real Stock Prices |
| By Jahyun Koo; Bank of Korea |
| Presented by: Jahyun Koo, Bank of Korea |
Session 26: Total Factor Productivity |
| Session type: contributed |
| Date: September 8, 2012 |
| Time: 10:30 - 12:00 |
| Location: Emmet Theatre |
| R&D Expenditures and the Global Diversification of Export Sales |
| By Christopher Baum; Boston College Mustafa Caglayan; University of Sheffield Oleksandr Talavera; Durham University |
| Presented by: Mustafa Caglayan, University of Sheffield |
| Finance and Productivity Growth: Firm-level Evidence |
| [slides] |
| By Oliver Levine; University of Wisconsin-Madison Missaka Warusawitharana; Board of Governors of the Federal Reserve System |
| Presented by: Missaka Warusawitharana, Board of Governors of the Federal Reserve System |
| R&D, Financial Development and the Volatility Divergence |
| By Shalini Mitra; University of Liverpool |
| Presented by: Shalini Mitra, University of Liverpool |
| The effect of the financial crisis on TFP growth: A general equilibrium approach |
| By Stephen Millard; Bank of England Anamaria Nicolae; University of Durham |
| Presented by: Stephen Millard, Bank of England |
Session 27: Capital Structure of Firms |
| Session type: contributed |
| Date: September 8, 2012 |
| Time: 10:30 - 12:00 |
| Location: Synge Theatre |
| Why firms in the UK issue equity |
| By Xin Qian; University of Birmingham |
| Presented by: Xin Qian, University of Birmingham |
| The macro-determinants of private equity investment: a European comparison |
| By Roberta Colavecchio; Hamburg University |
| Presented by: Roberta Colavecchio, Hamburg University |
| Equity ownership and capital structure determinants: A study of New Zealand-listed firms |
| By Fitriya Fauzi; the University of Waikato |
| Presented by: Fitriya Fauzi, the University of Waikato |
Session 28: The New Keynesian Model |
| Session type: contributed |
| Date: September 8, 2012 |
| Time: 10:30 - 12:00 |
| Location: Swift Theatre |
| Real Exchange Rate Volatility and Monetary Policy under Sticky Information |
| By Yingzhu Li; Nanyang Technological University Joseph Alba; Nanyang Technological University Wai Mun Chia; Nanyang Technological University |
| Presented by: Yingzhu Li, Nanyang Technological University |
| Taylor rules, fear of floating and the role of the exchange rate in monetary policy: a case of observational equivalence |
| By Juan Paez-Farrell; Loughborough University |
| Presented by: Juan Paez-Farrell, Loughborough University |
| What happens behind the New Keynesian IS? Technical notes |
| By Roberto Tamborini; University of Trento |
| Presented by: Roberto Tamborini, University of Trento |
| Which Parameters Drive Approximation Inaccuracies? |
| By Sebastian Sienknecht; Friedrich-Schiller-University Jena |
| Presented by: Sebastian Sienknecht, Friedrich-Schiller-University Jena |
Session 29: Banking and Market Power |
| Session type: contributed |
| Date: September 8, 2012 |
| Time: 10:30 - 12:00 |
| Location: Uí Chadhain Theatre |
| Financial Stability and Market power effects: Empirical evidence revisited |
| By Santiago Carbó-Valverde; University of Granada and Federal Reserve Bank of Chicago Luis Pedauga; Universidad de Granada Francisco Rodriguez-Fernandez; University of Granada |
| Presented by: Luis Pedauga, Universidad de Granada |
| Bank competition in SME lending: new insights from bank |
| By Fergal McCann; Central Bank of Ireland Tara McIndoe-Calder; Central Bank of Ireland |
| Presented by: Fergal McCann, Central Bank of Ireland |
| Put Your Money where Your Mouth Is: An Equilibrium Model Relating Bank Scale to Bank Quality |
| By Tianxi Wang; University of Essex |
| Presented by: Tianxi Wang, University of Essex |
Session 30: Empirical Evidence on Inflation |
| Session type: contributed |
| Date: September 8, 2012 |
| Time: 10:30 - 12:00 |
| Location: Long Room Hub |
| On the Non-linear Relationship between Inflation and Economic Growth |
| By Muhammad Khan; Unviersite D'Orleans |
| Presented by: Muhammad Khan, Unviersite D'Orleans |
| Inflation, Crisis and Money |
| By Yue Kang; Heriot-Watt University |
| Presented by: Yue Kang, Heriot-Watt University |
| UK Macroeconomic Volatility and the Welfare Costs of Inflation |
| By Vito Polito; Cardiff University |
| Presented by: Vito Polito, Cardiff University |
| What Matters for the Sacrifice Ratio? |
| By Anamaria Nicolae; University of Durham |
| Presented by: Anamaria Nicolae, University of Durham |
| # | Participant | Roles in Conference |
|---|---|---|
| 1 | Altansukh, Gantungalag | P21 |
| 2 | Auvray, Tristan | P20 |
| 3 | Baetje, Fabian | P15 |
| 4 | Basu, Parantap | P8 |
| 5 | Beckmann, Joscha | P14, P25 |
| 6 | Bettendorf, Timo | P2 |
| 7 | Burkhardt, Dominic | P15 |
| 8 | Caglayan, Mustafa | P26 |
| 9 | Caglayan, Mustafa | P14 |
| 10 | Carnelli, Andrea | P17 |
| 11 | Chatelain, Jean-Bernard | C20 |
| 12 | Cobham, David | P11 |
| 13 | Colavecchio, Roberta | P27 |
| 14 | d'Addona, Stefano | P11 |
| 15 | Dal Colle, Alessandra | P8 |
| 16 | Di Bartolomeo, Giovanni | P6 |
| 17 | DIAGNE, Cherif | P19 |
| 18 | Ebell, Monique | P12 |
| 19 | Fauzi, Fitriya | P27 |
| 20 | Fedaseyeu, Viktar | P9 |
| 21 | Ferreira-Lopes, Alexandra | P8 |
| 22 | Flavin, Thomas | P13 |
| 23 | Florio, Anna | P22 |
| 24 | Fraisse, Henri | P20 |
| 25 | Funke, Michael | P19 |
| 26 | Galstyan, Vahagn | P6 |
| 27 | Gelsomini, Luca | P9 |
| 28 | Georgiadis, Georgios | P21 |
| 29 | Gerlach-Kristen, Petra | P19 |
| 30 | Gliksberg, Baruch | P4 |
| 31 | Golubovskaja, Lena | P18 |
| 32 | Gorea, Denis | P24 |
| 33 | Hayo, Bernd | P1 |
| 34 | Heinrichs, Katrin | P6 |
| 35 | Hirano, Tomohiro | P9 |
| 36 | Hollmayr, Josef | P16 |
| 37 | Holly, Sean | P1 |
| 38 | Hong, Yuqun | P21 |
| 39 | Hong, Jieying | P7 |
| 40 | Howells, Peter | P17 |
| 41 | Hristov, Nikolay | P16 |
| 42 | Hubert, Paul | P5 |
| 43 | Ibarra, Carlos | P21 |
| 44 | Inaba, Masaru | P3 |
| 45 | Iregui, Ana | P14 |
| 46 | Jahan, Dilshad | P14 |
| 47 | Jauch, Sebastian | P2 |
| 48 | Joy, Mark | P24 |
| 49 | Kang, Yue | P30 |
| 50 | Karamichailidou, Giannoula | P13 |
| 51 | Kelly, Robert | P25 |
| 52 | Khan, Muhammad | P30 |
| 53 | Kim, Minjoo | P23 |
| 54 | Koloch, Greg | P25 |
| 55 | Koo, Jahyun | P25 |
| 56 | Li, Bin | P2 |
| 57 | Li, Yingzhu | P28 |
| 58 | Lukkezen, Jasper | P4 |
| 59 | Lydon, Reamonn | P19 |
| 60 | Mahadeva, Lavan | P4 |
| 61 | Makarski, Krzysztof | P16 |
| 62 | Mateut, Simona | P7 |
| 63 | Mc Inerney, Niall | P17 |
| 64 | McCann, Fergal | P29 |
| 65 | McMahon, Michael | P1 |
| 66 | Migiakis, Petros | P10 |
| 67 | Millard, Stephen | P12, P26 |
| 68 | Minoiu, Camelia | P10 |
| 69 | Miralles-Quiros, Jose Luis | P23 |
| 70 | Mirkov, Nikola | P5 |
| 71 | Mitra, Shalini | P26 |
| 72 | Mizen, Paul | P22 |
| 73 | Morana, Claudio | P9 |
| 74 | Morley, Ciara | P23 |
| 75 | Nakata, Takeshi | P7 |
| 76 | Nicolae, Anamaria | P30 |
| 77 | Niu, Linlin | P22 |
| 78 | Ozkan, Gulcin | P6 |
| 79 | Paetz, Michael | P16 |
| 80 | Paez-Farrell, Juan | P28 |
| 81 | Pedauga, Luis | P29 |
| 82 | Pelliccia, Marco | P23 |
| 83 | Polito, Vito | P30 |
| 84 | Pop, Adrian | P20 |
| 85 | Poti, Valerio | P15 |
| 86 | Price, Simon | P5 |
| 87 | Qian, Xin | P27 |
| 88 | Rasmouki, Fanou | P24 |
| 89 | Reynard, Samuel | P17 |
| 90 | Ricciuti, Roberto | P8 |
| 91 | Rieger, Joerg | P9 |
| 92 | Rinaldi, Francesca | P13 |
| 93 | Ruengsrichaiya, Kaipichit | P3 |
| 94 | Salotti, Simone | P4 |
| 95 | Schmitz, Stefan | P11 |
| 96 | Senegas, Marc-Alexandre | P1 |
| 97 | Sheenan, Lisa | P15 |
| 98 | Shen, Xiaoyu | P3 |
| 99 | Sherif, Mo | P7 |
| 100 | Sienknecht, Sebastian | P28 |
| 101 | Sindermann, Friedrich | P10 |
| 102 | Smith, Peter | P22 |
| 103 | Steeley, James | P5 |
| 104 | STEPHAN, Gaetan | P12 |
| 105 | Struck, Clemens | P12 |
| 106 | Suurlaht, Anita | P18 |
| 107 | Tamborini, Roberto | P28 |
| 108 | Thomadakis, Apostolos | P18 |
| 109 | Walti, Sebastien | P18 |
| 110 | Wang, Tianxi | P29 |
| 111 | Warusawitharana, Missaka | P26 |
| 112 | Weber, Patrick | P13 |
| 113 | Whittaker, John | P11 |
| 114 | Winkler, Bernhard | P11 |
| 115 | Yankov, Vladimir | P3 |
| 116 | Zhang, Min | P12 |
This program was last updated on 2013-02-27 19:12:45 EDT