2003 Australasian Meetings of the Econometric Society |
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Summary of All Sessions |
| # | Date/Time | Location | Type | Title | Papers | Organizer |
|---|---|---|---|---|---|---|
| 1 | 9 July 9:15-10:30 | CLB 7 | Presidential Address | 1 | William Schworm | |
| 2 | 9 July 11:00-12:30 | CLB 7 | Special Session on Financial Econometrics | 2 | William Schworm | |
| 3 | 9 July 11:00-12:30 | CLB 6 | Public Economics | 3 | Peter Bardsley | |
| 4 | 9 July 11:00-12:30 | CLB 1 | Index Numbers | 3 | William Schworm | |
| 5 | 9 July 11:00-12:30 | CLB 8 | Wage and Income Distributions | 3 | Garry Barrett | |
| 6 | 9 July 11:00-12:30 | MB 3 | Trade, FDI and Environment | 4 | Arghya Ghosh | |
| 7 | 9 July 11:00-12:30 | CLB 2 | Discrete choice modelling | 3 | Denzil Fiebig | |
| 8 | 9 July 11:00-12:30 | CLB 3 | Econometric Methods | 4 | Denzil Fiebig | |
| 9 | 9 July 11:00-12:30 | MB 4 | Development - Empirical Issues | 3 | Gautam Bose | |
| 10 | 9 July 11:00-12:30 | MB 5 | Consumption and Saving | 4 | Glenn Otto | |
| 11 | 9 July 11:00-12:30 | CLB 4 | Shocks | 3 | Glenn Otto | |
| 12 | 9 July 11:00-12:30 | CLB 5 | Credit | 4 | Glenn Otto | |
| 13 | 9 July 14:00-15:30 | CLB 7 | Special Session on Experiments with Auctions | 2 | William Schworm | |
| 14 | 9 July 14:00-15:30 | CLB 6 | Microeconometric Studies of UK Labour Markets | 3 | Lisa Farrell | |
| 15 | 9 July 14:00-15:30 | CLB 3 | Industrial Organization | 3 | David Prentice | |
| 16 | 9 July 14:00-15:30 | CLB 1 | Bargaining and Cooperation | 4 | William Schworm | |
| 17 | 9 July 14:00-15:30 | CLB 2 | Microeconometrics | 3 | Denzil Fiebig | |
| 18 | 9 July 14:00-15:30 | CLB 8 | Econometric Theory I | 4 | Denzil Fiebig | |
| 19 | 9 July 14:00-15:30 | MB 3 | Economic Growth | 4 | Glenn Otto | |
| 20 | 9 July 14:00-15:30 | CLB 4 | Macro Time Series | 4 | Ronald Bewley | |
| 21 | 9 July 14:00-15:30 | MB 4 | Wage Differentials | 3 | Garry Barrett | |
| 22 | 9 July 14:00-15:30 | CLB 5 | Continuous Time and Duration Models | 4 | Rachida Ouysse | |
| 23 | 9 July 16:00-17:30 | CLB 7 | Ted Hannan Lecture | 1 | William Schworm | |
| 24 | 10 July 9:00-10:30 | CLB 7 | Invited Lecture on Health | 1 | William Schworm | |
| 25 | 10 July 11:00-12:30 | CLB 7 | Special Session on the Global Environment | 2 | William Schworm | |
| 26 | 10 July 11:00-12:30 | CLB 6 | Health Economics | 3 | Elizabeth Savage | |
| 27 | 10 July 11:00-12:30 | CLB 3 | Industrial Organization | 3 | David Prentice | |
| 28 | 10 July 11:00-12:30 | CLB 1 | Incentives and Contracts | 4 | William Schworm | |
| 29 | 10 July 11:00-12:30 | MB 3 | Theoretical Industrial Organization | 4 | Arghya Ghosh | |
| 30 | 10 July 11:00-12:30 | CLB 2 | Production | 4 | Denzil Fiebig | |
| 31 | 10 July 11:00-12:30 | CLB 8 | Econometric modelling | 3 | Denzil Fiebig | |
| 32 | 10 July 11:00-12:30 | MB 4 | Equilibrium Business Cycle Models | 3 | Glenn Otto | |
| 33 | 10 July 11:00-12:30 | CLB 4 | Time Series Analysis 2 | 3 | Ronald Bewley | |
| 34 | 10 July 11:00-12:30 | CLB 5 | Financial Markets and the Macroeconomy | 4 | Rachida Ouysse | |
| 35 | 10 July 14:00-15:30 | CLB 7 | Special Session on Information and Markets | 2 | William Schworm | |
| 36 | 10 July 14:00-15:30 | MB 5 | Labour Market Dynamics | 4 | Garry Barrett | |
| 37 | 10 July 14:00-15:30 | CLB 2 | Exchange Rate Volatility | 3 | Arghya Ghosh | |
| 38 | 10 July 14:00-15:30 | CLB 3 | Panel data | 4 | Denzil Fiebig | |
| 39 | 10 July 14:00-15:30 | CLB 4 | Multivariate modelling | 3 | Denzil Fiebig | |
| 40 | 10 July 14:00-15:30 | CLB 6 | Business Cycle Models and Analysis | 4 | Adrian Pagan | |
| 41 | 10 July 14:00-15:30 | CLB 5 | Specification Testing and Model Selection | 3 | Adrian Pagan | |
| 42 | 10 July 14:00-15:30 | MB 3 | Unemployment and Productivity | 3 | Glenn Otto | |
| 43 | 10 July 14:00-15:30 | CLB 8 | Time Series Analysis 3 | 2 | Ronald Bewley | |
| 44 | 10 July 14:00-15:30 | CLB 1 | Australian Stock Market | 4 | Rachida Ouysse | |
| 45 | 10 July 16:00-17:30 | CLB 7 | Bill Phillips Lecture | 1 | William Schworm | |
| 46 | 11 July 9:00-10:30 | CLB 7 | Invited Lecture on Semiparametric Estimation | 1 | William Schworm | |
| 47 | 11 July 11:00-12:30 | CLB 7 | Special Session on Empirical Issues in Macroeconomics | 2 | William Schworm | |
| 48 | 11 July 11:00-12:30 | CLB 6 | Transitions in the Labour Market | 4 | Denise Doiron | |
| 49 | 11 July 11:00-12:30 | MB 3 | Industrial Organization: General | 3 | Arghya Ghosh | |
| 50 | 11 July 11:00-12:30 | CLB 8 | Vice | 3 | Denzil Fiebig | |
| 51 | 11 July 11:00-12:30 | CLB 2 | Applied Econometrics | 2 | Denzil Fiebig | |
| 52 | 11 July 11:00-12:30 | CLB 3 | Time Series Analysis 1 | 4 | Ronald Bewley | |
| 53 | 11 July 11:00-12:30 | MB 4 | Public Economics II | 4 | Garry Barrett | |
| 54 | 11 July 11:00-12:30 | CLB 1 | Development Theory | 4 | Gautam Bose | |
| 55 | 11 July 11:00-12:30 | MB 5 | Monetary Theory | 3 | Glenn Otto | |
| 56 | 11 July 11:00-12:30 | CLB 4 | VAR Modelling | 3 | Glenn Otto | |
| 57 | 11 July 11:00-12:30 | CLB 5 | Modeling Volatility | 2 | Rachida Ouysse | |
| 58 | 11 July 14:00-15:30 | CLB 7 | Special Session on Decision Theory | 2 | William Schworm | |
| 59 | 11 July 14:00-15:30 | CLB 6 | Forecasting | 4 | Tony Hall | |
| 60 | 11 July 14:00-15:30 | CLB 1 | Dynamic Asset Pricing Models | 3 | Rachida Ouysse | |
| 61 | 11 July 14:00-15:30 | CLB 3 | Industrial Organization - Theory | 3 | David Prentice | |
| 62 | 11 July 14:00-15:30 | MB 3 | Demographic Economics | 4 | Garry Barrett | |
| 63 | 11 July 14:00-15:30 | CLB 2 | Semiparametrics | 3 | Denzil Fiebig | |
| 64 | 11 July 14:00-15:30 | CLB 8 | Econometric Theory II | 3 | Denzil Fiebig | |
| 65 | 11 July 14:00-15:30 | MB 4 | Hedging and Fund Managers | 3 | Rachida Ouysse | |
| 66 | 11 July 14:00-15:30 | CLB 4 | Monetary Transmission and Macroeconomic Volatility | 4 | Adrian Pagan | |
| 67 | 11 July 14:00-15:30 | CLB 5 | Financial Econometrics | 3 | Adrian Pagan | |
| 68 | 11 July 14:00-15:30 | MB 5 | Empirical Issues in Monetary Economics | 4 | Glenn Otto | |
| 69 | 11 July 16:00-17:30 | CLB 7 | Colin Clark Lecture | 1 | William Schworm |
69 sessions, 211 papers |
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2003 Australasian Meetings of the Econometric Society |
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Complete List of All Sessions |
Session 1: Presidential Address |
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| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: Trevor Breusch, Australian National University |
| Session type: |
| Date: July 9, 2003 |
| Time: 9:15 - 10:30 |
| Location: CLB 7 |
| Bargaining, Coalitions, Externalities |
| Presented by: Eric Maskin, Institute for Advanced Study |
Session 2: Special Session on Financial Econometrics |
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| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: Heather Anderson, Monash University |
| Session type: |
| Date: July 9, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 7 |
| Measuring, Modeling, and Forecasting Realized Volatility |
| Presented by: Timothy Bollerslev, Duke University |
| ASX Spreads |
| Presented by: Anthony HALL, UNIVERSITY OF TECHNOLOGY SYDNEY |
Session 3: Public Economics |
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| Session Organizer: Peter Bardsley, The University of Melbourne |
| Session Chair: Peter Bardsley, The University of Melbourne |
| Session type: |
| Date: July 9, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 6 |
| Responsibility and Cross-Subsidization in Cost Sharing |
| Presented by: Herve Moulin, Rice University |
| Aggregative Public Good Games |
| Presented by: Richard Cornes, University of Nottingham |
| Choosing a Champion |
| Presented by: Kieron Meagher, University of New South Wales |
Session 4: Index Numbers |
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| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: Robert Breunig, AUSTRALIAN NATIONAL UNIVERSITY |
| Session type: |
| Date: July 9, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 1 |
| Constructing Price Indexes Across Space and Time: The Case of the European Union |
| Presented by: Robert Hill, University of New South Wales |
| Ideal Indices and Indicators for Two or More Factors |
| Presented by: Bert Balk, Statistics Netherlands |
| A Comparison of Estimators of Capital Asset Price Indexes |
| Presented by: Alicia Rambaldi, Univeristy of Queensland |
Session 5: Wage and Income Distributions |
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| Session Organizer: Garry Barrett, UNIVERSITY OF N S W |
| Session Chair: Garry Barrett, UNIVERSITY OF N S W |
| Session type: |
| Date: July 9, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 8 |
| Implications of Mean-Reverting Measurement Error for Longitudinal Studies of Wages and Employment |
| Presented by: Bonggeun Kim, University of Canterbury |
| Economic Inequality in Colour: Some Ethnic Dimensions of Income Distribution in New Zealand 1984-98 |
| Presented by: Srikanta Chatterjee, Massey University |
| The Implicit Market for Family Friendly Work Practices |
| Presented by: Xiangdong Wei, Lingnan University |
Session 6: Trade, FDI and Environment |
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| Session Organizer: Arghya Ghosh, University of New South Wales |
| Session Chair: Larry Qiu, HKUST |
| Session type: |
| Date: July 9, 2003 |
| Time: 11:00 - 12:30 |
| Location: MB 3 |
| Quality of Foreign Direct Investments under country risk with incomplete markets |
| Presented by: Kinga Elo, The University of Melbourne |
| Non-Preferential Trading Clubs |
| Presented by: Alan Woodland, University of Sydney |
| Migration and Pollution |
| Presented by: Raghbendra Jha, Australian National University |
| A Differential Game Theoretic Analysis of International Trade in Renewable Resources |
| Presented by: Amit Batabyal, Rochester Institute of Technology |
Session 7: Discrete choice modelling |
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| Session Organizer: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
| Session Chair: Jane Fry, |
| Session type: |
| Date: July 9, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 2 |
| Using discrete choice experiments to investigate patient preferences for preventive asthma medications |
| Presented by: Emily Lancsar, UTS |
| What consumers value regarding water supply disruptions: a discrete choice analysis? |
| Presented by: Mary Barnes, CSIRO |
| Children Overboard, The Economy and the 2001 Federal Election |
| Presented by: Tim Fry, RMIT University |
Session 8: Econometric Methods |
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| Session Organizer: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
| Session Chair: Maxwell King, |
| Session type: |
| Date: July 9, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 3 |
| Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors |
| Presented by: Jae Kim, Monash University |
| Multivariate inferences using the Bootstrap |
| Presented by: Paulo Parente, Instituto Nacional de Estatística |
| Drawing inferences from the points of inflexion found in nonlinear regression models of U-shaped and inverted U-shaped curves |
| Presented by: Joe Hirschberg, University of Melbourne |
| Model selection with equal average probability of correct selection: A simulation based data oriented approach to find penalties in small samples |
| Presented by: Gopal Bose, Queensland Treasry |
Session 9: Development - Empirical Issues |
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| Session Organizer: Gautam Bose, University of New South Wales |
| Session Chair: Anu Rammohan, University of Sydney |
| Session type: |
| Date: July 9, 2003 |
| Time: 11:00 - 12:30 |
| Location: MB 4 |
| Endogenous Power, Allocation of Resources and Expenditure Patterns: Evidence from India |
| Presented by: Geoffrey Lancaster, University of Tasmania |
| Parental Bargaining, Health Inputs and Child Mortality in India |
| Presented by: Pushkar Maitra, Monash University |
| Do Entry Costs Provide an Empirical Basis for Poverty Traps? Evidence from Mexican Microenterprises |
| Presented by: David Mckenzie, Stanford University |
Session 10: Consumption and Saving |
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| Session Organizer: Glenn Otto, University of New South Wales |
| Session Chair: Nikola Dvornak, Reserve Bank of Australia |
| Session type: |
| Date: July 9, 2003 |
| Time: 11:00 - 12:30 |
| Location: MB 5 |
| Household Net Worth in New Zealand: Levels, Determinants and Adequacy for Retirement |
| Presented by: Grant Scobie, The Treasury |
| Population Ageing in New Zealand: Implications for Living Standards and the Optimal Rate of Saving |
| Presented by: Ross Guest, Griffith University |
| Housing wealth, stock market wealth and consumption: A panel analysis for Australia |
| Presented by: Nikola Dvornak, Reserve Bank of Australia |
| “Keeping up with the Joneses” and Savings: Empirical evidence |
| Presented by: Richard Tooth, UNSW |
Session 11: Shocks |
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| Session Organizer: Glenn Otto, University of New South Wales |
| Session Chair: Martin Melecký, UNSW |
| Session type: |
| Date: July 9, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 4 |
| Measuring the Response of Macroeconomic Uncertainty to Shocks |
| Presented by: K Shields, University of Melbourne |
| Current Account Reversals, Currency Crises and Growth in Emerging Markets |
| Presented by: Martin Melecký, UNSW |
| Determinants of Exchange Rate Exposure in Emerging Markets |
| Presented by: David Cook, HKUST |
Session 12: Credit |
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| Session Organizer: Glenn Otto, University of New South Wales |
| Session Chair: Glenn Otto, University of New South Wales |
| Session type: |
| Date: July 9, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 5 |
| The Financial Clutch: An Alternative Focus to Banking Amplification |
| Presented by: Elias Albagli, Central Bank of Chile |
| Fiscal Deficits, Banking Crises and Adjustment Policy in a Semi-open Economy |
| Presented by: Anurag Sharma, Australian National University |
| Bankruptcy in Credit Chains |
| Presented by: Frederic Boissay, European Central Bank |
| Investor Protection, Optimal Incentives, and Economic Growth |
| Presented by: Rui Castro, University of Montreal |
Session 13: Special Session on Experiments with Auctions |
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| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: Kevin Fox, University of New South Wales |
| Session type: |
| Date: July 9, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 7 |
| Testing Equilibrium Behaviour at First-Price, Sealed-Bid Auctions with Discrete Bid Increments |
| Presented by: Harry Paarsch, University of Iowa |
| A Laboratory Comparison of Uniform and Discriminative Price Auctions for Reducing Non-point Source Pollution* |
| Presented by: Lata Gangadharan, University of Melbourne |
Session 14: Microeconometric Studies of UK Labour Markets |
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| Session Organizer: Lisa Farrell, University of Melbourne |
| Session Chair: Lisa Farrell, University of Melbourne |
| Session type: |
| Date: July 9, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 6 |
| INVESTIGATING THE QUITTING DECISION OF NURSES: |
| Presented by: Michael Shields, University of Melbourne |
| Who are the self-employed? A new approach |
| Presented by: Mark Harris, Monash University |
| Welfare-to-Work, Wages and Wage Growth |
| Presented by: Ian Walker, WARWICK UNIVERSITY |
Session 15: Industrial Organization |
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| Session Organizer: David Prentice, La Trobe University |
| Session Chair: Harry Bloch, Curtin University of Technology |
| Session type: |
| Date: July 9, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 3 |
| Technological Obsolescence in Australian Manufacturing |
| Presented by: Harry Bloch, Curtin University of Technology |
| Cost-reducing technology and Cournot Competition |
| Presented by: Jo Voola, The University of Western Australia |
| Forces shaping firms' decision to innovate: Evidence from largeAustralian organisations |
| Presented by: Elizabeth Webster, University of Melbourne |
Session 16: Bargaining and Cooperation |
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| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: Donald Wright, University of Sydney |
| Session type: |
| Date: July 9, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 1 |
| Evolution of Conventions in a Public Goods Game with Private and Public Knowledge of Advice |
| Presented by: Ananish Chaudhuri, University of Auckland |
| Incentive-Compatible Assignment on the Full Preference Domain |
| Presented by: Anna Bogomolnaia, Rice University |
| On the Size and Structure of Group Cooperation |
| Presented by: Matthew Haag, University of Warwick |
| Efficiency in Sequential Multi-Agent Bargaining |
| Presented by: Catherine de Fontenay, Melbourne Business School |
Session 17: Microeconometrics |
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| Session Organizer: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
| Session Chair: Trevor Breusch, Australian National University |
| Session type: |
| Date: July 9, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 2 |
| Labor Supply in Urban China |
| Presented by: xiaodong gong, Australian National University |
| Evaluating the Income Redistribution Effects of Tax Reforms in Discrete Hours Models |
| Presented by: GUYONNE KALB, UNIVERSITY OF MELBOURNE |
| Indirect Patent Citations |
| Presented by: Gamal Atallah, University of Ottawa |
Session 18: Econometric Theory I |
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| Session Organizer: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
| Session Chair: Stephen Donald, University of Texas at Austin |
| Session type: |
| Date: July 9, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 8 |
| Quantiles for Counts |
| Presented by: JOSE MACHADO, UNIV NOVA DE LISBOA |
| Nonparametric Test and Estimation of Treatment Effects for Randomly Censored Responses |
| Presented by: Myoung-jae Lee, Singapore Management University |
| Mobility Measurement, Transition Matrices and Statistical Inference |
| Presented by: Buhong Zheng, University of Colorado at Denver |
| Towards an econometric foundation for turningpoint based analysis of dynamic processes |
| Presented by: Don Harding, The University of Melbourne |
Session 19: Economic Growth |
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| Session Organizer: Glenn Otto, University of New South Wales |
| Session Chair: Peter Robertson, UNSW |
| Session type: |
| Date: July 9, 2003 |
| Time: 14:00 - 15:30 |
| Location: MB 3 |
| Competitive Equilibrium Cycles with Endogenous Labor |
| Presented by: Bosi Stefano, EPEE, University of Evry |
| Endogenous Labor, Human Capital Formation and Growth |
| Presented by: Daniel Leonard, The Flinders University of South Australia |
| Inequalty, Politics and Economic Growth |
| Presented by: Debajyoti Chakrabarty, University of Sydney |
| Can government policies increase national long run growth rates? |
| Presented by: Peter Robertson, UNSW |
Session 20: Macro Time Series |
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| Session Organizer: Ronald Bewley, University of New South Wales |
| Session Chair: David Harris, UNIVERSITY OF MELBOURNE |
| Session type: |
| Date: July 9, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 4 |
| Non-linear Modelling of the Australian Business Cycle using a Leading Indicator |
| Presented by: ROLAND SHAMI, MONASH UNIVERSITY |
| Preliminary Estimate of QGDP: a Causal Inference Approach |
| Presented by: Richard Penny, Statistics New Zealand |
| A Bayesian Approach to Inference for a Threshold Autoregression with a Unit Root |
| Presented by: Penelope Smith, The University of Melbourne |
| Adaptive Testing in Time Series and Continuous-Time Financial Econometric Models |
| Presented by: jiti gao, The University of Western Australia |
Session 21: Wage Differentials |
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| Session Organizer: Garry Barrett, UNIVERSITY OF N S W |
| Session Chair: Deborah Cobb-Clark, Australian National University |
| Session type: |
| Date: July 9, 2003 |
| Time: 14:00 - 15:30 |
| Location: MB 4 |
| Choices for part-time jobs and the impacts on hourly wage differential: a comparative study for Great Britain and the Netherlands |
| Presented by: yongjian hu, univeristy of amsterdam |
| An empirical evaluation of gender discrimination in the South African labour market in the late 1990s |
| Presented by: Sandrine Rospabe, Rennes I University |
| A Market Test for Sex Discrimination: Evidence from Japanese Firm-Level Panel Data |
| Presented by: Daiji Kawaguchi, University of Tsukuba |
Session 22: Continuous Time and Duration Models |
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| Session Organizer: Rachida Ouysse, University of New South Wales |
| Session Chair: Isabel Casas Villalba, University of Western Australia |
| Session type: |
| Date: July 9, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 5 |
| Long-Range Dependence in Continous-Time Financial Econometric Models |
| Presented by: Isabel Casas Villalba, University of Western Australia |
| A New Approach to Modelling and Forecasting Downside Risk of Portfolio Assets |
| Presented by: Kevin Abeyewardene, Monash University |
| Bayesian Analysis of the Stochastic Conditional Duration Model |
| Presented by: Chris Strickland, Monash University |
| SOME STATISTICAL MODELS FOR DURATIONS AND THEIR APPLICATIONS IN FINANCE |
| Presented by: Dave Allen, Edith Cowan University |
Session 23: Ted Hannan Lecture |
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| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: Ronald Bewley, University of New South Wales |
| Session type: |
| Date: July 9, 2003 |
| Time: 16:00 - 17:30 |
| Location: CLB 7 |
| Cross-section Regression with Common Shocks |
| Presented by: Donald Andrews, Yale University |
Session 24: Invited Lecture on Health |
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| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: Alan Woodland, University of Sydney |
| Session type: |
| Date: July 10, 2003 |
| Time: 9:00 - 10:30 |
| Location: CLB 7 |
| Health and Human Capital Over the Lifecycle |
| Presented by: Christina Paxson, Princeton University |
Session 25: Special Session on the Global Environment |
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| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: Lata Gangadharan, University of Melbourne |
| Session type: |
| Date: July 10, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 7 |
| Estimates of the Costs of Kyoto-Marrakesh Versus The McKibbin-Wilcoxen Blueprint |
| Presented by: Warwick McKibbin, Australian National University |
| Can Technology Transfer Induce the South to Sign International Environmental Agreements? |
| Presented by: Larry Qiu, HKUST |
Session 26: Health Economics |
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| Session Organizer: Elizabeth Savage, University of Technology Sydney |
| Session Chair: Jane Hall, University of Technology, Sydney |
| Session type: |
| Date: July 10, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 6 |
| The Drug Bargaining Game: Pharmaceutical Regulation in Australia |
| Presented by: Donald Wright, University of Sydney |
| Valuing Health Care: an empirical analysis of the welfare foundations of QALYs |
| Presented by: Elizabeth Savage, University of Technology Sydney |
| From whom should publicly financed medical services be purchased? |
| Presented by: William Jack, Georgetown University |
Session 27: Industrial Organization |
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| Session Organizer: David Prentice, La Trobe University |
| Session Chair: Tim Hazledine, University of Auckland |
| Session type: |
| Date: July 10, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 3 |
| Modelling the Proposed Air New Zealand-Qantas Cartel |
| Presented by: Tim Hazledine, University of Auckland |
| IS AVERAGE VARIABLE COST A GOOD PROXY FOR SHORT-RUN MARGINAL COST? |
| Presented by: Michael Olive, Macquarie University |
| Impacts of Code-share Alliances on Airline Cost Structure |
| Presented by: Jongsay Yong, University of Melbourne |
Session 28: Incentives and Contracts |
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| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: Russel Cooper, University of Western Sydney |
| Session type: |
| Date: July 10, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 1 |
| A Hamiltonian Approach to Multi-dimensional Screening Problem with Nonlinear Preferences |
| Presented by: Suren Basov, The Melbourne University |
| Rat races and glass ceilings |
| Presented by: Peter Bardsley, The University of Melbourne |
| Sorting vs Schooling: The Role of Tests |
| Presented by: Svetlana Danilkina, Melbourne University |
| Bankruptcy Law and Financial Structure: The Impact of Managerial Incentives |
| Presented by: Ansgar Wohlschlegel, . |
Session 29: Theoretical Industrial Organization |
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| Session Organizer: Arghya Ghosh, University of New South Wales |
| Session Chair: Flávio Menezes, Australian National University |
| Session type: |
| Date: July 10, 2003 |
| Time: 11:00 - 12:30 |
| Location: MB 3 |
| Vertical Technology Transfer, Exclusive Dealing, and the Degree of Backward Linkage |
| Presented by: Ping Lin, Lingnan University |
| Information Structure and Efficiency in Monopoly |
| Presented by: Babu Nahata, University of Louisville |
| Licensing of Sequential Innovations |
| Presented by: Tina Kao, The University of Auckland |
| The Value of a Reputation System |
| Presented by: Aaron Schiff, The University of Auckland |
Session 30: Production |
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| Session Organizer: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
| Session Chair: CHRIS O'DONNELL, UNIVERSITY OF QUEENSLAND |
| Session type: |
| Date: July 10, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 2 |
| AN INPUT DISTANCE FUNCTION APPROACH TO THE MEASUREMENT OF TECHNICAL AND ALLOCATIVE EFFICIENCY: WITH APPLICATION TO INDIAN DAIRY PROCESSING PLANTS |
| Presented by: Tim Coelli, University of Queensland |
| Efficiency of Agricultural Production in the Central Region of Thailand |
| Presented by: Daehoon Nahm, Macquarie University |
| Metafrontier Functions for the Study of Interregional Productivity Differences |
| Presented by: George Battese, University of New England |
| Estimating Variable Returns to Scale Production Frontiers with Alternative Stochastic Assumptions |
| Presented by: Bill Griffiths, University of Melbourne |
Session 31: Econometric modelling |
|---|
| Session Organizer: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
| Session Chair: Keith McLaren, Monash University |
| Session type: |
| Date: July 10, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 8 |
| A General Model for the Estimation of Saving and Equity Premium Functions |
| Presented by: Elie Appelbaum, University of Sydney & York University |
| Money Demand and the Substitutability of Monetary Assets in China: An Inverse Demand System Approach |
| Presented by: Gary Wong, Deakin University |
| The Impact of Price Movements on Real Welfare through the PS-QAIDS Cost of Living Index for Australia and Canada |
| Presented by: Paul Blacklow, University of Tasmania |
Session 32: Equilibrium Business Cycle Models |
|---|
| Session Organizer: Glenn Otto, University of New South Wales |
| Session Chair: David Kim, University of Sydney |
| Session type: |
| Date: July 10, 2003 |
| Time: 11:00 - 12:30 |
| Location: MB 4 |
| Can the consumption shock explain the Asian financial crisis? |
| Presented by: David Kim, University of Sydney |
| Small-Open-Economy Monetary Policy in the Presence of Optimizing and Rule-of-Thumb Pricing. |
| Presented by: TIMOTHY KAM, UNIVERSITY OF WESTERN AUSTRALIA |
| Opportunity Cost of Productivity Growth, Endogenous Technological Progress, and Propagation of Shocks |
| Presented by: Toshiya Ishikawa, Kyushu Kyoritsu University |
Session 33: Time Series Analysis 2 |
|---|
| Session Organizer: Ronald Bewley, University of New South Wales |
| Session Chair: Farshid Vahid, |
| Session type: |
| Date: July 10, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 4 |
| Nonparametric likelihood inference for general autoregressive models |
| Presented by: Francesco Bravo, University of York |
| Critical Values for IPS Panel Unit Root Tests: A Response Surface Analysis |
| Presented by: Gulasekaran Rajaguru, Bond University |
| Multivariate Tests for Autocorrelation in the Stable and Unstable VAR Models |
| Presented by: Abdulnasser Hatemi-J, University of Lund, and University of S |
Session 34: Financial Markets and the Macroeconomy |
|---|
| Session Organizer: Rachida Ouysse, University of New South Wales |
| Session Chair: Peter Smith, UNIVERSITY OF YORK |
| Session type: |
| Date: July 10, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 5 |
| Futures Markets and Bubble Formation in Experimental Asset Markets |
| Presented by: Steven Tucker, |
| Simulation-Based Bayesian Estimation of Affine Term Structure Models |
| Presented by: Andrew Sanford, Monash University |
| Macroeconomic Sources of Equity Risk |
| Presented by: Peter Smith, UNIVERSITY OF YORK |
| Transmission of Stock Returns and Volatility: the Case of Korea |
| Presented by: Sang-Moon Hahm, KDI School of Public Policy and Manageme |
Session 35: Special Session on Information and Markets |
|---|
| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: Daniel Leonard, The Flinders University of South Australia |
| Session type: |
| Date: July 10, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 7 |
| Collusion with Persistent Private Information |
| Presented by: Susan Athey, Stanford University |
| Insider Trading, Informational Efficiency and Allocative Efficiency |
| Presented by: Murali Agastya, University of Sydney |
Session 36: Labour Market Dynamics |
|---|
| Session Organizer: Garry Barrett, UNIVERSITY OF N S W |
| Session Chair: Karen Mumford, University of York |
| Session type: |
| Date: July 10, 2003 |
| Time: 14:00 - 15:30 |
| Location: MB 5 |
| Into Jobs or Into the Classroom? The UK New Deal for Young People |
| Presented by: Jan Podivinsky, University of Southampton |
| An analysis of nursing workforce transitions in Australia |
| Presented by: Glenn Jones, CHERE |
| To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labour Markets |
| Presented by: Jeffrey Sheen, University of Sydney |
| Employee Training, Wage Compression and Workplace Performance. |
| Presented by: Karen Mumford, University of York |
Session 37: Exchange Rate Volatility |
|---|
| Session Organizer: Arghya Ghosh, University of New South Wales |
| Session Chair: Yi Jin, The University of Kansas |
| Session type: |
| Date: July 10, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 2 |
| Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan |
| Presented by: Guneratne Wickremasinghe, Monash University |
| Exchange Rate Volatility and Trade among the ASEAN Countries |
| Presented by: SaangJoon Baak, International University of Japan |
| Volatile and Persistent Exchange Rate: How Important are Distribution Costs? |
| Presented by: Yi Jin, The University of Kansas |
Session 38: Panel data |
|---|
| Session Organizer: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
| Session Chair: Daehoon Nahm, Macquarie University |
| Session type: |
| Date: July 10, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 3 |
| On the interaction of Financial Frictions and Fixed Adjustment Cost |
| Presented by: Christian Bayer, University of Dortmund |
| A Bayesian Approach to Imposing Curvature on Distance Functions |
| Presented by: Chris O'Donnell, University of Queensland |
| Estimation of Total Factor Productivity for selected Indian Manufacturing Industries: A panel Co-integration Approach |
| Presented by: sanja pattnayak, national university of singapore |
| Farm diversification and environmental management: panel data evidence from Norwegian agriculture |
| Presented by: Richard Culas, University of Sydney |
Session 39: Multivariate modelling |
|---|
| Session Organizer: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
| Session Chair: Jae Kim, Monash University |
| Session type: |
| Date: July 10, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 4 |
| An Examination of International Portfolio Diversificaiton Based on Evidence from Leveraged Bootstrap Methods |
| Presented by: Eduardo Roca, Griffith University |
| Airline Code-share Alliances and Costs: Imposing Concavity on Translog Cost Function Estimation |
| Presented by: Hsein Kew, Melbourne University |
| Social Disruption: Explorations on the Pattern of Criminal and Violent Occurrences in Response to Macroeconomic Conditions |
| Presented by: Ana Paula Martins, Universidade Católica Portuguesa |
Session 40: Business Cycle Models and Analysis |
|---|
| Session Organizer: Adrian Pagan, Australian National University |
| Session Chair: Don Harding, The University of Melbourne |
| Session type: |
| Date: July 10, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 6 |
| Identifying Business Cycles Using Markov Switching Models |
| Presented by: Peter Summers, |
| On the Welfare Gains of Cycle Smoothing in the 20th Century |
| Presented by: João Issler, Getulio Vargas Foundation |
| How Important is the Intermediate Input Channel in Explaining Sectoral Employment Comovement over the Business Cycle? |
| Presented by: Kunhong Kim, Victoria University of Wellington |
| A Further Exploration of Some Computational Issues in Equilibrium Business Cycle Theory |
| Presented by: Radhika Lahiri, Queensland University of Technology |
Session 41: Specification Testing and Model Selection |
|---|
| Session Organizer: Adrian Pagan, Australian National University |
| Session Chair: Christopher Skeels, The University of Melbourne |
| Session type: |
| Date: July 10, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 5 |
| BAYESIAN MODEL SELECTION FOR A SHARP NULL WITH A DIFFUSE ALTERNATIVE WITH ECONOMETRIC APPLICATIONS |
| Presented by: Rodney Strachan, University of Liverpool |
| An Optimal Average Power Test for Joint MA(1)-MA(4) Disturbances against Joint AR(1)-AR(4) Disturbances in the Linear Regression Model |
| Presented by: Nelufa Begum, Monash University |
| An Exclusive Regressors Binary Mixture Model With an Application to Labour Supply |
| Presented by: Zen Lu, University of South Australia |
Session 42: Unemployment and Productivity |
|---|
| Session Organizer: Glenn Otto, University of New South Wales |
| Session Chair: Jenny Lye, University of Melbourne |
| Session type: |
| Date: July 10, 2003 |
| Time: 14:00 - 15:30 |
| Location: MB 3 |
| Training and business cycles |
| Presented by: Facundo Sepulveda, ANU |
| Estimates of equilibrium unemployment for the United Stat |
| Presented by: Jenny Lye, University of Melbourne |
| Towards A New Consensus About New Zealand's Productivity |
| Presented by: Weshah Razzak, Labour Market Policy Group |
Session 43: Time Series Analysis 3 |
|---|
| Session Organizer: Ronald Bewley, University of New South Wales |
| Session Chair: Don Poskitt, Monash University |
| Session type: |
| Date: July 10, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 8 |
| Testing for Regime Switching |
| Presented by: Jin Seo Cho, Victoria University of Wellington |
| Using the Wild Bootstrap to Implement Heteroskedasticity-Robust Tests for Serial Correlation in Dynamic Regression Models |
| Presented by: Andrew Tremayne, University of York |
Session 44: Australian Stock Market |
|---|
| Session Organizer: Rachida Ouysse, University of New South Wales |
| Session Chair: Robert Brooks, ROYAL MELBOURNE INST TECH |
| Session type: |
| Date: July 10, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 1 |
| Pricing Australian S&P200 Options: A Bayesian approach based on Generalized distributional forms |
| Presented by: Simone Grose, Monash University |
| R&D in Australia: Determinants and Valuation Effects |
| Presented by: Robert Brooks, ROYAL MELBOURNE INST TECH |
| Testing for long memory in the volatility of the Australian All Ordinaries index and its futures and the estimation of bivariate error correction FIGARCH and FIAPARCH |
| Presented by: Jonathan Dark, University of Newcastle |
| On the Stability of Equity Price Relations: Evidence from Australia, the U.S and the E.U. Countries |
| Presented by: Daniel Buncic, UNSW |
Session 45: Bill Phillips Lecture |
|---|
| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: R Kohn, University of New South Wales |
| Session type: |
| Date: July 10, 2003 |
| Time: 16:00 - 17:30 |
| Location: CLB 7 |
| Emerging Markets |
| Presented by: Ricardo Caballero, Massachusetts Institute of Technology |
Session 46: Invited Lecture on Semiparametric Estimation |
|---|
| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: Keith McLaren, Monash University |
| Session type: |
| Date: July 11, 2003 |
| Time: 9:00 - 10:30 |
| Location: CLB 7 |
| Semiparametric Estimation of Average Treatment Effects under Exogeneity |
| Presented by: Guido Imbens, Univeristy of California, Berkeley |
Session 47: Special Session on Empirical Issues in Macroeconomics |
|---|
| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: Graeme Wells, |
| Session type: |
| Date: July 11, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 7 |
| Japan's Great Stagnation: the 1990s and the Interwar Japan's Great Stagnation: the 1990s and the interwar Years |
| Presented by: Fumio Hayashi, TOKYO UNIVERSITY |
| Exploring the Role of Inventories in the Business Cycle |
| Presented by: Adrian Pagan, Australian National University |
Session 48: Transitions in the Labour Market |
|---|
| Session Organizer: Denise Doiron, UNSW |
| Session Chair: Robert Breunig, AUSTRALIAN NATIONAL UNIVERSITY |
| Session type: |
| Date: July 11, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 6 |
| The effect of local area characteristics on welfare dependence |
| Presented by: Garry Barrett, UNIVERSITY OF N S W |
| Welfare reform for workless couples: does the effect differ between those treated as individuals and those treated as members of a couple? |
| Presented by: Chris Ryan, SPEAR |
| Job Search and non-participation |
| Presented by: Paul Frijters, Australian National University |
| Search Behaviour over the Business Cycle |
| Presented by: Denise Doiron, UNSW |
Session 49: Industrial Organization: General |
|---|
| Session Organizer: Arghya Ghosh, University of New South Wales |
| Session Chair: Kieron Meagher, University of New South Wales |
| Session type: |
| Date: July 11, 2003 |
| Time: 11:00 - 12:30 |
| Location: MB 3 |
| Vertical Integration in the Presence of Upstream Competition |
| Presented by: Joshua Gans, UNIVERSITY OF MELBOURNE |
| A Model of Seller Holdout |
| Presented by: Flávio Menezes, Australian National University |
| Cooperative investment of local network owners under an access pricign rule |
| Presented by: KEIZO MIZUNO, KWANSEI GAKUIN UNIVERSITY |
Session 50: Vice |
|---|
| Session Organizer: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
| Session Chair: Bill Griffiths, University of Melbourne |
| Session type: |
| Date: July 11, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 8 |
| The Importance of Cigarette Pack Sizes in Determining the Daily Consumption of Cigarettes |
| Presented by: Lisa Farrell, University of Melbourne |
| Demand for Marijuana, Alcohol and Tobacco: Participation, Frequency and Cross-Equation Correlations |
| Presented by: Xueyan Zhao, Monash University |
| Survey Response Bias and the Determinants of Substance Use |
| Presented by: Siu Fai Leung, |
Session 51: Applied Econometrics |
|---|
| Session Organizer: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
| Session Chair: Jenny Lye, University of Melbourne |
| Session type: |
| Date: July 11, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 2 |
| ARC Linkage Projects and Research Intensive Organizations: Are Research Intensive Organizations Likely to Participate? |
| Presented by: diana maldonado, RMIT university |
| Intra Household Resource Allocation,Consumer Prefernces And Commodity Tax Reforms:The Australian Evidence |
| Presented by: Ranjan Ray, Univ. of Tasmania |
Session 52: Time Series Analysis 1 |
|---|
| Session Organizer: Ronald Bewley, University of New South Wales |
| Session Chair: Andrew Tremayne, University of York |
| Session type: |
| Date: July 11, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 3 |
| Nonlinear Autocorrelograms |
| Presented by: Heather Anderson, Monash University |
| Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases |
| Presented by: Don Poskitt, Monash University |
| Coherent Predictions of Low Count Time Series |
| Presented by: Gael Martin, Monash University |
| Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression |
| Presented by: Catherine Forbes, Monash University |
Session 53: Public Economics II |
|---|
| Session Organizer: Garry Barrett, UNIVERSITY OF N S W |
| Session Chair: Jeffrey Sheen, University of Sydney |
| Session type: |
| Date: July 11, 2003 |
| Time: 11:00 - 12:30 |
| Location: MB 4 |
| A New Welfare Improving Scheme for Social Security |
| Presented by: Akihito Asano, The Australian National University |
| Increasing Marginal Price Schemes for Pollution Control under Asymmetric Information |
| Presented by: Peter Kennedy, University of Victoria |
| A contest with the tax man - The impact of tax rates on tax evasion and wastefully invested resources |
| Presented by: Ralph Bayer, Adelaide University |
| The Good, the Bad, and the Regulator: an Experimental Test of Two Conditional Audit Schemes |
| Presented by: Lana Friesen, Lincoln University |
Session 54: Development Theory |
|---|
| Session Organizer: Gautam Bose, University of New South Wales |
| Session Chair: Arghya Ghosh, University of New South Wales |
| Session type: |
| Date: July 11, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 1 |
| Addition through Depletion: The Brain Drain as a Catalyst of Human Capital Formation and Economic Betterment |
| Presented by: Chengze Fan, Lingnan University |
| Gender Bias in Education Outcomes in Developing Countries: A model of Endogenous Social Norms |
| Presented by: Anu Rammohan, University of Sydney |
| Sequential Technology adoption: A welfare analysis |
| Presented by: Munirul Nabin, UNSW |
| Asymmetric Growth, Nonperforming Loans, and Banking Crisis |
| Presented by: Zhixiong Zeng, The Chinese University of Hong Kong |
Session 55: Monetary Theory |
|---|
| Session Organizer: Glenn Otto, University of New South Wales |
| Session Chair: Guay Lim, |
| Session type: |
| Date: July 11, 2003 |
| Time: 11:00 - 12:30 |
| Location: MB 5 |
| Central Bank Learning and Stabilisation With Complete and Partial Pass-Through |
| Presented by: Guay Lim, |
| The Canadian Phillips Curve and Regime Shifting |
| Presented by: Frederick Demers, Bank of Canada |
| Randomly Distributed Lags in Monetary Policy |
| Presented by: Timo Henckel, London School of Economics |
Session 56: VAR Modelling |
|---|
| Session Organizer: Glenn Otto, University of New South Wales |
| Session Chair: Glenn Otto, University of New South Wales |
| Session type: |
| Date: July 11, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 4 |
| Monetary Policy and Transmission Mechanisms in Chile: Has the Effect of Monetary Policy Changed in Time? Why? |
| Presented by: Veronica Mies, Central Bank of Chile |
| The impact of monetary policy on New Zealand business cycle and inflation variability |
| Presented by: Nathan McLellan, New Zealand Treasury |
| Sources of output and price fluctuations in China's reform years: is it a monetary story? |
| Presented by: Yin Zhang, USYD |
Session 57: Modeling Volatility |
|---|
| Session Organizer: Rachida Ouysse, University of New South Wales |
| Session Chair: Maxwell King, |
| Session type: |
| Date: July 11, 2003 |
| Time: 11:00 - 12:30 |
| Location: CLB 5 |
| Estimation of Box-Cox Stochastic Volatility Models Using MCMC Simulation |
| Presented by: Maxwell King, |
| Overnight Innovations and Volatility in the Stock Exchange Market: An Analysis with Ultra-High Frequency Data |
| Presented by: Christian Brownlees, University of Florence |
Session 58: Special Session on Decision Theory |
|---|
| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: Peter Bardsley, The University of Melbourne |
| Session type: |
| Date: July 11, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 7 |
| Bounded Rationality and Limits on Choice |
| Presented by: Eytan Sheshinski, Hebrew University and Princeton University |
| Why Does it Matter that Belief and Valuations be Correctly Represented? |
| Presented by: Simon Grant, Rice University |
Session 59: Forecasting |
|---|
| Session Organizer: Tony Hall, |
| Session Chair: Anthony HALL, UNIVERSITY OF TECHNOLOGY SYDNEY |
| Session type: |
| Date: July 11, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 6 |
| Tests of Conditional Predictive Ability |
| Presented by: Raffaella Giacomini, University of California, San Diego |
| ESTIMATING LOSS FUNCTION PARAMETERS |
| Presented by: Ivana Komunjer, California Institute of Technology |
| Properties of Optimal Forecasts |
| Presented by: Andrew Patton, London School of Economics |
| Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss |
| Presented by: Graham Elliott, University of California, San Diego |
Session 60: Dynamic Asset Pricing Models |
|---|
| Session Organizer: Rachida Ouysse, University of New South Wales |
| Session Chair: Paul Kofman, The University of Melbourne |
| Session type: |
| Date: July 11, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 1 |
| Dynamic Portfolio Allocation with Tracking Error Constraints |
| Presented by: Paul Kofman, The University of Melbourne |
| Sampling Properties of The Block Bootstrap In Nonlinear Rational Expectations Models: Case of Consumption Asset Pricing Model |
| Presented by: Rachida Ouysse, University of New South Wales |
| Analysis of Contagion Effects in the Asian Financial Markets: Kernal Density Estimation, Simulation and Empirical Evidence |
| Presented by: Param Silvapulle, Monash University |
Session 61: Industrial Organization - Theory |
|---|
| Session Organizer: David Prentice, La Trobe University |
| Session Chair: Stephen King, University of Melbourne |
| Session type: |
| Date: July 11, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 3 |
| Multinationals and the Relationship between Strategic and TaxTransfer Prices |
| Presented by: Charles Hyde, Commonwealth Bank Commsec |
| Access Holidays and the Timing of Infrastructure Investment |
| Presented by: Stephen King, University of Melbourne |
| Quality Reconsidered: Incorporating a taste for pure quality |
| Presented by: Hugh Sibly, University of Tasmania |
Session 62: Demographic Economics |
|---|
| Session Organizer: Garry Barrett, UNIVERSITY OF N S W |
| Session Chair: Glenn Jones, CHERE |
| Session type: |
| Date: July 11, 2003 |
| Time: 14:00 - 15:30 |
| Location: MB 3 |
| WHO MARRIES WHOM AND WHY |
| Presented by: Eugene Choo, University of Toronto |
| Job Matching, Wage Gao and Fertility Choice |
| Presented by: Chia-Ying Chang, Victoria University of Wellington |
| Economic Theories of the Household – Some Experimental Tests |
| Presented by: Alistair Munro, University of East Anglia |
| Financial Stress In Australia: An Equivalence Scale Approach |
| Presented by: Deborah Cobb-Clark, Australian National University |
Session 63: Semiparametrics |
|---|
| Session Organizer: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
| Session Chair: Joe Hirschberg, University of Melbourne |
| Session type: |
| Date: July 11, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 2 |
| Estimating hedonic housing price models with spline functions |
| Presented by: Helen Xiaohui Bao, City University of Hong Kong |
| Semiparametric Estimation of Frontier, A Bayesian Penalized Approach |
| Presented by: Gholamreza Hajargasht, University of Queensland |
| Averaging Lorenz Curves |
| Presented by: Duangkamon Chotikapanich, Monash University |
Session 64: Econometric Theory II |
|---|
| Session Organizer: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
| Session Chair: Murray Smith, University of Sydney |
| Session type: |
| Date: July 11, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 8 |
| GMM Estimation of a Simultaneous Equation Model with Panel Data |
| Presented by: Soo-Bin Park, Carleton University |
| Choosing the Number of Moments in Conditional Moment Restriction Models |
| Presented by: Stephen Donald, University of Texas at Austin |
| A New Approximation to the Distribution of the Instrumental Variables Estimator in Simultaneous Equations Models |
| Presented by: Christopher Skeels, The University of Melbourne |
Session 65: Hedging and Fund Managers |
|---|
| Session Organizer: Rachida Ouysse, University of New South Wales |
| Session Chair: Glenn Boyle, University of Otago |
| Session type: |
| Date: July 11, 2003 |
| Time: 14:00 - 15:30 |
| Location: MB 4 |
| Herd Behavior and High-Tech Mania: Evidence From the Stock Market |
| Presented by: Wen-Chung Guo, Yuan Ze University |
| THE BEHAVIOUR OF FUND MANAGERS WITH CHANGING MARKET CONDITIONS |
| Presented by: George Woodward, Monash University |
| Hedging the value of waiting |
| Presented by: Glenn Boyle, University of Otago |
Session 66: Monetary Transmission and Macroeconomic Volatility |
|---|
| Session Organizer: Adrian Pagan, Australian National University |
| Session Chair: Peter Summers, |
| Session type: |
| Date: July 11, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 4 |
| Institutions, Technical Change and Macroeconomic Volatility, Crises and Growth: A Robust Causation |
| Presented by: Sam Tang, The Chinese University of Hong Kong |
| The decline in income growth volatility in the United States: Evidence from regional data |
| Presented by: Farshid Vahid, |
| A VAR Investigation of the Monetary Transmission Mechanism in New Zealand |
| Presented by: Florin Citu, Reserve Bank of New Zealand |
| Monetary Policy Shocks and Security Market Responses |
| Presented by: Vance Martin, University of Melbourne |
Session 67: Financial Econometrics |
|---|
| Session Organizer: Adrian Pagan, Australian National University |
| Session Chair: Lance Fisher, UNIV NSW |
| Session type: |
| Date: July 11, 2003 |
| Time: 14:00 - 15:30 |
| Location: CLB 5 |
| Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form |
| Presented by: Silvia Goncalves, Université de Montréal |
| Trading Volumes and Volatilities Using High Frequency Data: Evidence from KRW/USD FX Market |
| Presented by: Chae-Shick Chung, Sogang University |
| Modelling Joint Distribution and Measuring Dependence Between Korean and Japanese Stock Markets Using Copula |
| Presented by: Gunky Kim, Monash University |
Session 68: Empirical Issues in Monetary Economics |
|---|
| Session Organizer: Glenn Otto, University of New South Wales |
| Session Chair: Geoffrey Kingston, University of New South Wales |
| Session type: |
| Date: July 11, 2003 |
| Time: 14:00 - 15:30 |
| Location: MB 5 |
| Do underlying measures of inflation outperform the headline rate? Evidence from Australian data |
| Presented by: Lei Lei Song, The University of Melbourne |
| Currency preferences and the Australian dollar |
| Presented by: Geoffrey Kingston, University of New South Wales |
| What do Financial Market Data tell us about Monetary Policy Transparency? |
| Presented by: Ellis Connolly, Reserve Bank of Australia |
| Modelling Demand for Broad Money in Australia |
| Presented by: Abbas Valadkhani, QUT |
Session 69: Colin Clark Lecture |
|---|
| Session Organizer: William Schworm, University of New South Wales |
| Session Chair: John Nevile, Universty of New South Wales |
| Session type: |
| Date: July 11, 2003 |
| Time: 16:00 - 17:30 |
| Location: CLB 7 |
| Market Design and Its Limits |
| Presented by: John McMillan, Stanford University |