Society for Computational Economics - Computing in Economics and Finance, 2011 |
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Summary of All Sessions |
Click here for an index of all participants |
85 sessions, 315 papers, and 0 presentations with no associated papers |
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Society for Computational Economics - Computing in Economics and Finance, 2011 |
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Complete List of All Sessions |
Session : A1: Yield Spreads |
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| Session Chair: Pinar Uysal, EPFL |
| Date: June 29, 2011 |
| Time: 9:00 - 10:40 |
| Location: Columbus I |
| Arbitrage, Liquidity and Exit: The Repo and Federal Funds Markets Before, During, and After the Financial Crisis |
| [slides] |
| By Morten Bech; Federal Reserve Bank of New York Elizabeth Klee; Federal Reserve Board Viktors Stebunovs; Federal Reserve Board |
| Presented by: Viktors Stebunovs, Board of Governors of the Federal Reserve System |
| Fiscal Fragility and Sovereign Risk in the Euro Area |
| [slides] |
| By Giovanni Caggiano; University of Padua Luciano Greco; University of Padua |
| Presented by: Giovanni Caggiano, University of Padua |
| Can Equity Volatility Explain the Global Loan Pricing Puzzle? |
| By Lewis Gaul; Office of the Comptroller of the Currency Pinar Uysal; École Polytechnique Fédérale de Lausanne |
| Presented by: Pinar Uysal, EPFL |
Session : A2: Financial Intermediation and International Transmission |
| Session Chair: Andrei Zlate, Board of Governors of the Federal Reserve |
| Date: June 29, 2011 |
| Time: 9:00 - 10:40 |
| Location: Columbus II |
| Financial Intermediation and International Business Cycle |
| By Gunes Kamber; Reserve Bank of New Zealand Christoph Thoenissen; Victoria University of Wellington |
| Presented by: Christoph Thoenissen, Victoria University of Wellington |
| The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR |
| By Sandra Eickmeier; Deutsche Bundesbank Wolfgang Lemke; European Central Bank Massimiliano Marcellino; European University Institute, Bocconi University and CEPR |
| Presented by: Sandra Eickmeier, Deutsche Bundesbank |
| Medium and Long Run Implications of Financial Integration without Financial Development |
| By Flavia Corneli; Bank of Italy |
| Presented by: Flavia Corneli, Bank of Italy |
| International Banks and the Cross-Border Transmission of Business Cycles |
| By Ricardo Correa; Federal Reserve Board Horacio Sapriza; Federal Reserve Board Andrei Zlate; Federal Reserve Board |
| Presented by: Andrei Zlate, Board of Governors of the Federal Reserve |
Session : A3: Learning, Expectations and Asset Prices |
| Session Chair: Jacek Suda, Banque de France - Paris School of Economics |
| Date: June 29, 2011 |
| Time: 9:00 - 10:40 |
| Location: Columbus III |
| Heterogeneous Gain Learning and Long Swings in Asset Prices |
| By Blake LeBaron; Brandeis University |
| Presented by: Blake LeBaron, Brandeis University |
| Dynamic Belief Coordination in Asset Markets |
| By Anton Nakov; European Central Bank Galo Nuno; Banco de España |
| Presented by: Galo Nuno, Banco de España |
| Fiscal Policy, Learning and the Yield Curve |
| By Arunima Sinha; Santa Clara University |
| Presented by: Arunima Sinha, Santa Clara University |
| Learning Collateral Price |
| By Patrick Pintus; Aix-Marseille University & GREQAM-IDEP Jacek Suda; Banque de France and PSE |
| Presented by: Jacek Suda, Banque de France - Paris School of Economics |
Session : A4: Fiscal and Monetary Policy |
| Session Chair: Kai Christoffel, European Central Bank |
| Date: June 29, 2011 |
| Time: 9:00 - 10:40 |
| Location: Mason I |
| Government Expenditures and Unemployment: A DSGE Perspective |
| By Eric Mayer; University of Wuerzburg Stéphane Moyen; Deutsche Bundesbank Nikolai Staehler; Deutsche Bundesbank |
| Presented by: Stéphane Moyen, Deutsche Bundesbank |
| Macroeconomic Volatility and Counterfactual Inflation-Targeting in Hong Kong |
| [slides] |
| By G. C. Lim; Melbourne University P. D. McNelis; Fordham University |
| Presented by: Paul McNelis, Fordham University |
| Seigniorage and Distortionary Taxation in a Model with Heterogeneous Agents and Idiosyncratic Uncertainty |
| By Sofia Bauducco; Central Bank of Chile |
| Presented by: Sofia Bauducco, Central Bank of Chile |
| The Bond Risk Premium, Fiscal Rules and Monetary Policy: An Estimated DSGE Approach |
| [slides] |
| By Kai Christoffel; ECB Ivan Jaccard; ECB Juha Kilponen; ESFS |
| Presented by: Kai Christoffel, European Central Bank |
Session : A9: Labor and Saving Decisions |
| Session Chair: Shinichi Nishiyama, Georgia State University |
| Date: June 29, 2011 |
| Time: 9:00 - 10:40 |
| Location: Washington |
| The Impact of Personal Bankruptcy on Labor Supply Decisions |
| By Daphne Chen; University of Texas at Austin, Florida State University |
| Presented by: Daphne Chen, Florida State University |
| Immigration, Human Capital and the Welfare of Natives |
| By Juan Eberhard; Marshall School of Business - USC |
| Presented by: Juan Eberhard, University of Southern California |
| Wage and Price Dispersion: On-the-job-search Meets Monopolistic Competition |
| By Angela Fiedler; Goethe University Frankfurt |
| Presented by: Angela Fiedler, Goethe University Frankfurt |
| The Joint Labor Supply Decision of Married Couples and the Social Security Pension System |
| By Shinichi Nishiyama; Georgia State University |
| Presented by: Shinichi Nishiyama, Georgia State University |
Session : A5: Methodological Advances in DSGE Modeling |
| Session Chair: Stéphane Adjemian, UNIVERSITÉ DU MAINE, GAINS & CEPREMAP |
| Date: June 29, 2011 |
| Time: 9:00 - 10:40 |
| Location: Mason II |
| Parallel DYNARE Toolbox |
| By Ivano Azzini; CEPREMAP Marco Ratto; European Commission, Joint Research Centre |
| Presented by: Ivano Azzini, DYNARE Team |
| Solving General Incomplete Market Models with Many Heterogeneous Agents |
| By Thomas M. Mertens; NYU Stern School of Business Kenneth L. Judd; Hoover Institution |
| Presented by: Thomas Mertens, New York University |
| Loose Commitment in Medium-Scale Macroeconomic Models: Theory and an Application |
| By Davide Debortoli; UCSD Junior Maih; Norges Bank Ricardo Nunes; Federal Reserve Board |
| Presented by: Davide Debortoli, University of California, San Diego |
| Accuracy of the Extended Path Simulation Method in a New Keynesian Model with Zero Lower Bound on the Nominal Interest Rate |
| By Stéphane Adjemian; Université du Maine, GAINS and CEPREMAP Michel Juillard; Banque de France and CEPREMAP |
| Presented by: Stéphane Adjemian, UNIVERSITÉ DU MAINE, GAINS & CEPREMAP |
Session : A6: News and Uncertainty Shocks |
| Session Chair: Sandra Gomes, Banco de Portugal |
| Date: June 29, 2011 |
| Time: 9:00 - 10:40 |
| Location: Jackson |
| Uncertainty Shocks in a Model of Effective Demand |
| By Susanto Basu; Boston College and NBER Brent Bundick; Boston College |
| Presented by: Brent Bundick, Boston College |
| News, Intermediation Efficiency and Expectations Driven Boom-Bust Cycles |
| By Alok Johri; McMaster University Christopher Gunn; McMaster University |
| Presented by: Alok Johri, McMaster University |
| News-Driven Business Cycles and Increasing Returns |
| By Anca-Ioana Sirbu; University of California, Riverside |
| Presented by: Anca Ioana Sirbu, university of california in riverside |
| Housing Market Dynamics: Any News? |
| By Sandra Gomes; Banco de Portugal Caterina Mendicino; Banco de Portugal |
| Presented by: Sandra Gomes, Banco de Portugal |
Session : A7: Agent-based Modelling and Market Design |
| Session Chair: Asuncion Mochon, UNED |
| Date: June 29, 2011 |
| Time: 9:00 - 10:40 |
| Location: Sansome |
| Agent-based Modeling for Energy Policy: Exploring the Availability and Diversity of Conventional Oil Production and Trade |
| By Vlasios Voudouris; London Metropolitan Business School Dimitrios Stasinopoulos; London Metropolitan University Robert Rigby; London Metropolitan University |
| Presented by: Vlasios Voudouris, London Metropolitan University |
| Effects of Stochastic Availability of Wind Energy on Day-Ahead Energy Trading |
| [slides] |
| By Huan Zhao; Iowa State University Abhishek Somani; Iowa State University Leigh Tesfatsion; Iowa State University |
| Presented by: Huan Zhao, Iowa State University |
| Combinatorial Sealed-bid Auction Versus Clock-proxy Auction: Comparing Pricing Rules |
| By Asuncion Mochon; UNED Yago Saez; Universidad Carlos III de Madrid Jose L. Gomez-Barroso; UNED Pedro Isasi; Universidad Carlos III de Madrid |
| Presented by: Asuncion Mochon, UNED |
Session : A8: Forecasting |
| Session Chair: Dean Croushore, University of Richmond |
| Date: June 29, 2011 |
| Time: 9:00 - 10:40 |
| Location: Montgomery |
| Are Some Forecasters Really Better Than Others? |
| By Antonello D'Agostino; European Central Bank and Central Bank of Ireland Kieran McQuinn; Central Bank of Ireland Karl Whelan; University College Dublin |
| Presented by: Antonello d'Agostino, European Central Bank |
| Should survey diffusion indices be logistically transformed? |
| By Philip Vermeulen; European Central Bank |
| Presented by: Philip Vermeulen, ECB |
| Forecasting Output and Inflation in the US: Regime Changes and Uncertainty |
| By Marco Buchmann; European Central Bank Kirstin Hubrich; European Central Bank |
| Presented by: Marco Buchmann, European Central Bank |
| Two Dimension of Forecast Evaluation: Vintages and Sub-Samples |
| By Dean Croushore; University of Richmond |
| Presented by: Dean Croushore, University of Richmond |
Session : B1: Collateral Constraints, Asset Prices, and Belief-Driven Fluctuations |
| Session Chair: Robert Tetlow, Federal Reserve Board |
| Date: June 29, 2011 |
| Time: 11:00 - 12:40 |
| Location: Columbus I |
| Bubbles, Banks and Financial Stability |
| By Kosuke Aoki; Bank of Japan Kalin Nikolov; European Central Bank |
| Presented by: Kosuke Aoki, Bank of Japan |
| Collateral Requirements and Asset Prices |
| By Johannes Brumm; University of Mannheim Michael Grill; University of Mannheim Felix Kubler; University of Zürich Karl Schmedders; University of Zürich |
| Presented by: Michael Grill, Mannheim University |
| From Growth to Cycles Through Beliefs |
| By Christopher M. Gunn; McMaster University |
| Presented by: Christopher Gunn, McMaster University |
| Financial Distress and Model Uncertainty: Bubbles and Beliefs |
| By Robert J. Tetlow; Federal Reserve Board |
| Presented by: Robert Tetlow, Federal Reserve Board |
Session : B2: Exchange Rate Dynamics and Capital Flows |
| Session Chair: Jesper Linde, Federal Reserve Board |
| Date: June 29, 2011 |
| Time: 11:00 - 12:40 |
| Location: Columbus II |
| Accounting for Real Exchange Rates using Micro-Data |
| By Mario Crucini; Vanderbilt University and NBER Anthony Landry; Federal Reserve Bank of Dallas |
| Presented by: Anthony Landry, Federal Reserve Bank of Dallas |
| Exchange Rate Dynamics, Expectations, and Monetary Policy |
| By Qianying Chen; Hong Kong Institute for Monetary Research |
| Presented by: Qianying Chen, Hong Kong Monetary Authority |
| Optimal Choice of Exchange Rate Regimes with Labor Market Frictions |
| By Alessia Campolmi; Central European University and Magyar Nemzeti Bank Ester Faia; Goethe University Frankfurt, Kiel IfW and CEPREMAP |
| Presented by: Alessia Campolmi, CEU & MNB |
| Capital Flows, Intermediation, and Liquidity: A Recipe for Crisis? |
| By Jesper Linde; Federal Reserve Board Robert F. Martin; Federal Reserve Board Robert J. Vigfusson; Federal Reserve Board |
| Presented by: Robert Vigfusson, Federal Reserve Board |
Session : B3: Asset Prices in DSGE Models |
| Session Chair: Kevin Lansing, Federal Reserve Bank of San Francisco |
| Date: June 29, 2011 |
| Time: 11:00 - 12:40 |
| Location: Columbus III |
| Asset Returns and the Business Cycle with Endogenously Segmented Markets |
| By Christopher Gust; Federal Reserve Board David Lopez-Salido; Federal Reserve Board |
| Presented by: Christopher Gust, Federal Reserve Board |
| Optimal Monetary Policy and Stock-Price Dynamics in a Non-Ricardian DSGE Model |
| By Salvatore Nistico; Università di Roma La Sapienza and LUISS Guido Carli |
| Presented by: Salvatore Nistico, Università di Roma |
| Bayesian Estimation of a DSGE Model with Asset Prices |
| By Martin Kliem; Deutsche Bundesbank Harald Uhlig; University of Chicago |
| Presented by: Martin Kliem, Deutsche Bundesbank |
| Monetary Policy and Asset Prices with News Shocks and Belief-Driven Fluctuations |
| By Marco Airaudo; Drexel University Roberta Cardani; University of Parma Kevin J. Lansing; Federal Reserve Bank of San Francisco |
| Presented by: Kevin Lansing, Federal Reserve Bank of San Francisco |
Session : B5: Intermarket Dynamics |
| Session Chair: Shih-Fen Cheng, Singapore Management University |
| Date: June 29, 2011 |
| Time: 11:00 - 12:40 |
| Location: Mason II |
| Self-Organized Criticality in Market Economies |
| By Ning Xi; University of Shanghai for Science and Technology paul ormerod; Volterra Consulting Yougui Wang; Beijing Normal University |
| Presented by: Yougui Wang, Beijing Normal University |
| Multifractal Height Cross-correlation Analysis |
| By Ladislav Kristoufek; Charles University Prague |
| Presented by: Ladislav Kristoufek, Charles University |
| Higher Dimensional Multifractal Processes: A GMM Approach |
| By Ruipeng Liu; Deakin University Thomas Lux; University of Kiel and Institute for the World Economy |
| Presented by: Ruipeng Liu, Deakin University. |
| Parallel Markets, Interdependent Assets, and Market Crashes: An Agent-Based Modeling Perspective |
| By Shih-Fen Cheng; Singapore Management University Bernard Lee; Singapore Management University Annie Koh; Singapore Management University |
| Presented by: Shih-Fen Cheng, Singapore Management University |
Session : B4: Advances in Solution Methods |
| Session Chair: Kenneth Judd, Hoover Institution |
| Date: June 29, 2011 |
| Time: 11:00 - 12:40 |
| Location: Mason I |
| Numerical Simulation of the Overlapping Generations Models with Indeterminacy |
| By Zhigang Feng; University of Zurich |
| Presented by: Zhigang Feng, University of Zurich |
| Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions |
| By Lilia Maliar; Hoover Institution at Stanford University and University of Alicante Serguei Maliar; Hoover Institution at Stanford University and University of Alicante Sebastien Villemot; Paris School of Economics and CEPREMAP |
| Presented by: Sebastien Villemot, CEPREMAP |
| A Generalized Endogenous Grid Method for Non-concave Problems |
| By Giulio Fella; Queen Mary University of London |
| Presented by: Giulio Fella, Queen Mary, University of London |
| A Cluster-grid Projection Method: Solving Problems with High Dimensionality |
| By Kenneth Judd; Hoover Institution Lilia Maliar; Stanford University Serguei Maliar; Stanford University |
| Presented by: Kenneth Judd, Hoover Institution |
Session : B6: Heterogeneous Agent Models |
| Session Chair: Mikhail Anufriev, University of Amsterdam |
| Date: June 29, 2011 |
| Time: 11:00 - 12:40 |
| Location: Jackson |
| Strategy Switching in the Japanese Stock Market |
| By Ryuichi Yamamoto; National Chengchi University Hideaki Hirata; Hosei University |
| Presented by: Ryuichi Yamamoto, National Chengchi University |
| An Artificial Financial Market with Herding in Heterogeneous Expectations |
| By Rasa Stasiukynaite; Tilburg University Hendri Adriaens; Tilburg University BERTRAND MELENBERG; TILBURG UNIVERSITY |
| Presented by: Rasa Stasiukynaite, Tilburg University |
| Heterogeneous Beliefs and the Dynamics of Cross-Sectional Asset Returns |
| By Xue-Zhong He; University of Technology, Sydney Lei Shi; University of Technology, Sydney |
| Presented by: Lei Shi, University of Technology, Sydney |
| Switching Behavior in the Lab |
| By Mikhail Anufriev; University of Amsterdam Te Bao; University of Amsterdam Jan Tuinstra; University of Amsterdam |
| Presented by: Mikhail Anufriev, University of Amsterdam |
Session : B7: Multivariate Time Series and Applications |
| Session Chair: Ivan Petrella, Katholieke Universiteit Leuven, Belgium |
| Date: June 29, 2011 |
| Time: 11:00 - 12:40 |
| Location: Sansome |
| Identification of Technology Shocks Using Misspecified VARs |
| By Ufuk Devrim Demirel; University of Colorado |
| Presented by: Ufuk Demirel, University of Colorado at Boulder |
| Fiscal Policy Asymmetries |
| By Steven Fazzari; Washington University in St. Louis James Morley; University of New South Wales Irina Panovska; Washington University in St. Louis |
| Presented by: Irina Panovska, Washington University in St. Louis |
| Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S. |
| By Matthias Gubler; University of Basel Matthias Sebastian Hertweck; University of Konstanz |
| Presented by: Matthias Gubler, Wirtschaftswissenschaftliches Zentrum |
| Speculation in the Oil Market |
| By Luciana Juvenal; Federal Reserve Bank of St. Louis Ivan Petrella; Catholic University of Leuven |
| Presented by: Ivan Petrella, Katholieke Universiteit Leuven, Belgium |
Session : B8: Inflation, Learning and Inflation Expectations |
| Session Chair: Martin Ellison, University of Oxford |
| Date: June 29, 2011 |
| Time: 11:00 - 12:40 |
| Location: Montgomery |
| Estimating Phillips Curves in Turbulent Times using the ECB's Survey of Professional Forecasters |
| By Gary Koop; University of Strathclyde Luca Onorante; European Central Bank |
| Presented by: Luca Onorante, European Central Bank |
| Disinflations in a Medium-scale DSGE Model: Money Supply Versus Interest Rate Rules |
| By Guido Ascari; University of Pavia Tiziano Ropele; Bank of Italy |
| Presented by: Tiziano Ropele, Bank of Italy |
| Autoregression-Based Estimation of the New Keynesian Phillips Curve |
| By Markku Lanne; University of Helsinki Jani Luoto; University of Helsinki |
| Presented by: Markku Lanne, University of Helsinki |
| Learning by Disinflating |
| By Alina Barnett; Bank of England Martin Ellison; University of Oxford |
| Presented by: Martin Ellison, University of Oxford |
Session : B9: Development and Growth |
| Session Chair: James Feigenbaum, Utah State University |
| Date: June 29, 2011 |
| Time: 11:00 - 12:40 |
| Location: Washington |
| Wage Rigidity and Disinflation in Emerging Countries |
| By Julián Messina; World Bank Anna Sanz-de-Galdeano; Universitat Autònoma de Barcelona |
| Presented by: Anna Sanz-de-Galdeano, Universitat Autònoma de Barcelona |
| Financial Crises and Labor Market Turbulence |
| By Sangeeta Pratap; CUNY- Hunter College and Graduate Center Erwan Quintin; University of Wisconsin - Madison |
| Presented by: Sangeeta Pratap, Hunter College and CUNY Graduate Center |
| Entropy and Growth |
| By James A. Feigenbaum; Utah State University |
| Presented by: James Feigenbaum, Utah State University |
Session : C2: Robustness and Model Uncertainty |
| Session Chair: Ruthira Naraidoo, University of Pretoria |
| Date: June 29, 2011 |
| Time: 14:30 - 16:10 |
| Location: Columbus II |
| Robust Monetary Policy under Learning and Model Uncertainty |
| By Giuseppe Ferrero; Bank of Italy Francesco Caprioli; Bank of Italy Sergio Santoro; Bank of Italy |
| Presented by: Giuseppe Ferrero, Bank of Italy |
| 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, CSIC |
| Asymmetric Preferences in A New Keynesian Model of Unemployment |
| By Ruthira Naraidoo; University of Pretoria Eric Schaling; ERSA, CentER Tilburg University and CDMA University of St' Andrews |
| Presented by: Ruthira Naraidoo, University of Pretoria |
Session : C3: Trade Policies and International Trade |
| Session Chair: Luca Dedola, European Central Bank |
| Date: June 29, 2011 |
| Time: 14:30 - 16:10 |
| Location: Columbus III |
| Trade Policy and Firm Boundaries |
| By Laura Alfaro; Harvard Business School and NBER Paola Conconi; Universite Libre de Bruxelles and CEPR Harald Fadinger; University of Vienna Andrew Newman; Boston University and CEPR |
| Presented by: Harald Fadinger, University of Vienna |
| Trade and Synchronization in a Multi-Country Economy |
| By Luciana Juvenal; Federal Reserve Bank of St. Louis Paulo Santos Monteiro; University of Warwick |
| Presented by: Luciana Juvenal, Federal Reserve Bank of St Louis |
| Teams of Rivals: Endogenous Markups in a Ricardian World |
| By Beatriz de Blas; Universidad Autonoma de Madrid Katheryn Russ; University of California, Davis and NBER |
| Presented by: Beatriz de Blas, Universidad Autonoma de Madrid |
| Home Bias and Portfolio Dynamics in a Multi-country Model |
| By Luca Dedola; European Central Bank and CEPR Giovanni Lombardo; European Central Bank Roland Straub; European Central Bank |
| Presented by: Luca Dedola, European Central Bank |
Session : C4: Forecasting with DSGE Models |
| Session Chair: Junior Maih, Norges Bank |
| Date: June 29, 2011 |
| Time: 14:30 - 16:10 |
| Location: Mason I |
| Forecasting under Model Uncertainty |
| By Maik H. Wolters; University of Frankfurt |
| Presented by: Maik Wolters, Goethe University Frankfurt |
| Fit and Forecasting Performance of an Estimated Medium Run Model |
| By Tobias Kitlinski; Rheinisch-Westfälisches Institut für Wirtschaftsforschung e.V. Torsten Schmidt; Rheinisch-Westfälisches Institut für Wirtschaftsforschung e.V. |
| Presented by: Torsten Schmidt, RWI Essen |
| OLG Life Cycle Model Transition Paths: Alternate Model Forecast Method |
| By Richard W. Evans; Brigham Young University Kerk L. Phillips; Brigham Young University |
| Presented by: Richard Evans, Brigham Young University |
| Estimating DSGE Models with Observed Real-Time Expectation Data |
| By Michel Juillard; Banque de France Junior Maih; Norges Bank |
| Presented by: Junior Maih, Norges Bank |
Session : C5: Labor Market Dynamics and Monetary Policy |
| Session Chair: Jesús Vázquez, Universidad del País Vasco |
| Date: June 29, 2011 |
| Time: 14:30 - 16:10 |
| Location: Mason II |
| Wage Rigidities in an Estimated DSGE Model of the UK Labour Market |
| By Renato Faccini; Bank of England Stephen Millard; Bank of England Francesco Zanetti; Bank of England |
| Presented by: Renato Faccini, Bank of England |
| Monetary Policy in a New Keynesian Model with Unemployment |
| By Insu Kim; Bank of Korea Myung-soo Yie; Bank of Korea |
| Presented by: Insu Kim, Bank of Korea |
| Labor Market Participation, Unemployment and Monetary Policy |
| By Stefano Gnocchi; UAB Barcelona Alessia Campolmi; CEU and MNB |
| Presented by: Stefano Gnocchi, Universitat Autonoma de Barcelona |
| An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor |
| By Miguel Casares; Universidad Publica de Navarra Antonio Moreno; Universidad de Navarra Jesus Vazquez; Universidad Pais Vasco |
| Presented by: Jesús Vázquez, Universidad del País Vasco |
Session : C6: Innovation and Technological Diffusion |
| Session Chair: Christina Steiger, Northeastern University |
| Date: June 29, 2011 |
| Time: 14:30 - 16:10 |
| Location: Jackson |
| Technological Diffusion and the Business Cycle: An agent-based Analysis |
| By Philipp Harting; Bielefeld University Herbert Dawid; Bielefeld University Sander van der Hoog; Bielefeld University |
| Presented by: Philipp Harting, Bielefeld University |
| The Co-evolution of Innovation, Demand and Growth |
| By Andreas Pyka; University of Hohenheim Pier Paolo Saviotti; INRA-GAEL, Université Pierre Mendès-France |
| Presented by: Pier-Paolo Saviotti, CNRS |
| A Behavioural Model of Endogenous Technological Change |
| By Cars Hommes; University of Amsterdam Paolo Zeppini; University of Amsterdam |
| Presented by: Paolo Zeppini, University of Amsterdam |
| Technological Innovations and Financial Market Shocks |
| By Christina Steiger; Northeastern University |
| Presented by: Christina Steiger, Northeastern University |
Session : C7: Agent-based Economic Networks |
| Session Chair: Yuri Mansury, Cornell University |
| Date: June 29, 2011 |
| Time: 14:30 - 16:10 |
| Location: Sansome |
| Spatial Mobility in the Formation of Agent-Based Economic Networks |
| By Camillia Zedan; University of Southampton Seth Bullock; University of Southampton Antonella Ianni; University of Southampton |
| Presented by: Camillia Zedan, Institute for Complex Systems Simulation |
| Using Agentization for Exploring Firm and Labor Dynamics: A Methodological Tool for Theory Exploration and Validation |
| By Omar Guerrero; George Mason University Robert Axtell; George Mason University |
| Presented by: Omar Guerrero, George Mason University |
| What Explains Observed Patterns of Circular Migration? – An Agent-based Model |
| By Anna Klabunde; Ruhr University Bochum |
| Presented by: Anna Klabunde, Ruhr-Universität Bochum |
| Agglomeration and Dispersion: A Spatial Agent-Based Approach to the New Economic Geography |
| By Laszlo Gulyas; Lorand Eotvos University and AITIA International Richard Oliver Legendi; Lorand Eotvos University and AITIA International Yuri Mansury; Cornell University |
| Presented by: Yuri Mansury, Cornell University |
Session : C8: Econometrics of Asset and Commodity Prices |
| Session Chair: Stefan Klößner, Saarland University |
| Date: June 29, 2011 |
| Time: 14:30 - 16:10 |
| Location: Montgomery |
| Nonmonotonic Standardized Bias of Bipower Variation in Volatile and Fast Mean-reverting Stochastic Volatility Processes |
| By Taesuk Lee; University of Auckland |
| Presented by: Taesuk Lee, University of Auckland |
| Understanding Hedge Fund Contagion: A Markov-switching Dynamic Factor Approach |
| By Ozgur (Ozzy) Akay; Texas Tech University Zeynep Senyuz; University of New Hampshire Emre Yoldas; Bentley University |
| Presented by: Emre Yoldas, Bentley University |
| An Arithmetic Framework for Electricity Pricing |
| By Eran Raviv; Erasmus University Rotterdam Kees E. Bouwman; Erasmus University Rotterdam Dick van Dijk; Erasmus University Rotterdam |
| Presented by: Eran Raviv, Erasmus University |
| Testing Separately for Positive and Negative Jumps in Financial Data with High Volatility of Volatility |
| By Janine Balter; Saarland University Stefan Klößner; Saarland University |
| Presented by: Stefan Klößner, Saarland University |
Session : C9: Inflation, Prices, and Monetary Policy |
| Session Chair: Thomas Trimbur, Federal Reserve Board |
| Date: June 29, 2011 |
| Time: 14:30 - 16:10 |
| Location: Washington |
| Inflation Dynamics and Time-Varying Uncertainty: New Evidence and an Ss Interpretation |
| By Joseph Vavra; Yale University |
| Presented by: Joseph Vavra, Yale University |
| Price-level targeting when there is price-level drift |
| By Christina Gerberding; Deutsche Bundesbank Rafael Gerke; Deutsche Bundesbank Felix Hammermann; Deutsche Bundesbank |
| Presented by: Felix Hammermann, Deutsche Bundesbank |
| Changes in the Federal Reserve Communication Strategy: A Structural Investigation |
| By Yasuo Hirose; Keio University Takushi Kurozumi; Bank of Japan |
| Presented by: Yasuo Hirose, Keio University |
| Signal Extraction for Nonstationary Multivariate Time Series With Applications to Trend Inflation |
| By Tucker McElroy; U.S. Census Bureau Thomas Trimbur; Federal Reserve Board |
| Presented by: Thomas Trimbur, Federal Reserve Board |
Session : D1: Empirical Models of Credit Risk and Financial Conditions |
| Session Chair: Scott Brave, Federal Reserve Bank of Chicago |
| Date: June 30, 2011 |
| Time: 9:00 - 10:40 |
| Location: Columbus I |
| International Transmission of Bank and Corporate Distress |
| By Qianying Chen; Hong Kong Monetary Authority Dale Gray; International Monetary Fund Papa N’Diaye; International Monetary Fund Hiroko Oura; International Monetary Fund Natalia Tamirisa; International Monetary Fund |
| Presented by: Natalia Tamirisa, International Monetary Fund |
| In Search for Yield? New Survey-Based Evidence on Banks’ Risk Taking |
| By Claudia M. Buch; University of Tuebingen Sandra Eickmeier; Deutsche Bundesbank Esteban Prieto; University of Tuebingen |
| Presented by: Esteban Prieto, University of Tuebingen |
| Credit Risk with Arithmetic Brownian Motion |
| By Turalay Kenc; Central Bank of Turkey Ali Ferda Arikan; University of Bradford |
| Presented by: Ali Arikan, University of Bradford |
| Gathering Insights on the Forest from the Trees: A New Metric for Financial Conditions |
| By Scott Brave; Federal Reserve Bank of Chicago R. Andrew Butters; Northwestern University |
| Presented by: Scott Brave, Federal Reserve Bank of Chicago |
Session : D2: Open Economy Models and the Macroeconomy |
| Session Chair: Ruy Lama, International Monetary Fund |
| Date: June 30, 2011 |
| Time: 9:00 - 10:40 |
| Location: Columbus II |
| Viable 'Satisficing' Policies Versus the Taylor Rule in an Open Economy |
| [slides] |
| By Jacek B. Krawczyk; Victoria University of Wellington Kunhong Kim; Hallym University |
| Presented by: Jacek Krawczyk, Victoria University of Wellington |
| Monetary Policy and the Dutch Disease in a Small Open Oil Exporting Economy |
| By Mohamed Tahar Benkhodja; University of Lyon 2 |
| Presented by: Mohamed Benkhodja, Université Lyon 2 |
| Currency Reserves and Optimal Monetary Policy in Small Open Economies |
| [slides] |
| By Prakash K. Shrestha; New School University Willi Semmler; New School University |
| Presented by: Prakash Shrestha, The New School |
| To Join or Not to Join? A Quantitative Evaluation on the Costs and Benefits of Entering the Euro Area. |
| By Ruy Lama; International Monetary Fund Pau Rabanal; International Monetary Fund |
| Presented by: Ruy Lama, International Monetary Fund |
Session : D3: Financial Intermediation |
| Session Chair: Tatiana Damjanovic, University of St.Andrews |
| Date: June 30, 2011 |
| Time: 9:00 - 10:40 |
| Location: Columbus III |
| Exit Strategies |
| By Ignazio Angeloni; ECB and BRUEGEL Ester Faia; Goethe University Frankfurt, Kiel IfW and CEPREMAP Roland Winkler; Goethe University Frankfurt |
| Presented by: Roland Winkler, Goethe University Frankfurt |
| How Bad was Lehman Shock?: Estimating a DSGE model with Firm and Bank Balance Sheets in a Data-Rich Environment |
| By Shin-Ichi Nishiyama; Tohoku University Hirokuni Iiboshi; Tokyo Metropolitan University Tatsuyoshi Matsumae; Cabinet Office Ryoichi Namba; Cabinet Office |
| Presented by: Shin-Ichi Nishiyama, Tohoku University |
| Risky Mortgages in a DSGE Model |
| [slides] |
| By Chiara Forlati; EPFL Luisa Lambertini; EPFL |
| Presented by: Chiara Forlati, EPFL |
| Financial Intermediation, Competition and Risk in a Macro Model |
| [slides] |
| By Tatiana Damjanovic; University of St. Andrews Vladislav Damjanovic; University of St. Andrews Charles Nolan; University of Glasgow |
| Presented by: Tatiana Damjanovic, University of St.Andrews |
Session : D4: Identification in DSGE Models |
| Session Chair: David De-Antonio-Liedo, London Business School |
| Date: June 30, 2011 |
| Time: 9:00 - 10:40 |
| Location: Mason I |
| Evaluating the Strength of Identification in DSGE Models. An A Priori Approach |
| By Nikolay Iskrev; Bank of Portugal |
| Presented by: Nikolay Iskrev, Banco de Portugal |
| DSGE Model Restrictions for Structural VAR Identification |
| By Philip Liu; International Monetary Fund Konstantinos Theodoridis; Bank of England |
| Presented by: Philip Liu, IMF |
| Theoretical Priors for BVAR Models & Quasi-Bayesian DSGE Model Estimation |
| By Thomai Filippeli; University of Buckingham Richard Harrison; Bank of England Konstantinos Theodoridis; Bank of England |
| Presented by: Konstantinos Theodoridis, Bank of England |
| What Are Shocks Capturing in DSGE Modeling? Noise vs Structure |
| By David de Antonio Liedo; London Business School |
| Presented by: David De-Antonio-Liedo, London Business School |
Session : D6: Topics in Dynamic Optimization |
| Session Chair: Huiyu Li, Stanford University |
| Date: June 30, 2011 |
| Time: 9:00 - 10:40 |
| Location: Jackson |
| Theoretical Error Bounds for the Value and Policy Function Iteration Algorithms: An Application for Recursive Dynamic Models with Inequality Constraints |
| [slides] |
| By Damian R. Pierri; Ministry of Economy and Public Finance, University of Buenos Aires and University of San Andres |
| Presented by: Damian Pierri, Ministry of Economy |
| Regime Switching Thresholds in Stochastic Optimal Control Problems |
| By Tatiana Kiseleva; University of Amsterdam Florian Wagener; University of Amsterdam |
| Presented by: Tatiana Kiseleva, University of Amsterdam |
| Numerical Solution of Continuous-time DSGE Models Under Poisson Uncertainty |
| By Olaf Posch; Aarhus University and CREATES Timo Trimborn; University of Hannover |
| Presented by: Timo Trimborn, University of Hannover |
| Accuracy of Numerical Policies for Dynamic Models with Occasionally Binding Constraints |
| By Huiyu Li; Stanford University |
| Presented by: Huiyu Li, Stanford University |
Session : D7: Innovation and Creative Destruction |
| Session Chair: Anton Cheremukhin, Federal Reserve Bank of Dallas |
| Date: June 30, 2011 |
| Time: 9:00 - 10:40 |
| Location: Sansome |
| Inflation, Financial Developments, and Wealth Distributions |
| By Wai-Yip Alex Ho; Hong Kong Monetary Authority Chun-Yu Ho; Georgia Institute of Technology and Shanghai Jiao Tong University |
| Presented by: Wai Yip Alex Ho, Hong Kong Monetary Authority |
| Innovation, Specialisation and Growth in a Model of Structural Change |
| By Rainer Andergassen; University of Bologna Franco Nardini; University of Bologna Massimo Ricottilli; University of Bologna |
| Presented by: Massimo Ricottilli, University of Bologna |
| Innovation, Creative Destruction, and Optimal Patent Life |
| By Hwan C. Lin; University of North Carolina at Charlotte |
| Presented by: Hwan C. Lin, University of North Carolina at Charlotte |
| Creative Destruction under Rational Inattention |
| By Anton Cheremukhin; Federal Reserve Bank of Dallas Antonella Tutino; Federal Reserve Bank of Dallas |
| Presented by: Anton Cheremukhin, Federal Reserve Bank of Dallas |
Session : E2: Transmission of Shocks and International Business Cycles |
| Session Chair: Helena Veiga, University Carlos III Madrid |
| Date: June 30, 2011 |
| Time: 11:00 - 12:40 |
| Location: Columbus II |
| Explaining International Business Cycles with Real Frictions and Technology Shocks: A Bayesian Approach |
| By Jaya Dey; Oklahoma State University |
| Presented by: Jaya Dey, Oklahoma State University |
| The World is Not Enough – Monetary Policy and Regional Dependence |
| By Knut Are Aastveit; Norges Bank Hilde Bjornland; Norwegian School of Management (BI) Leif Thorsrud; BI Norwegian Business School |
| Presented by: Knut Are Aastveit, Norges Bank |
| The Puzzle of Asymmetric Effects of Oil: New Results from International Stock Markets |
| By Helena Veiga; Universidad Carlos III de Madrid and UNIDE Sofia Ramos; Lisbon University Institute and UNIDE |
| Presented by: Helena Veiga, University Carlos III Madrid |
Session : E3: Labor Market Dynamics |
| Session Chair: Peter McAdam, European Central Bank |
| Date: June 30, 2011 |
| Time: 11:00 - 12:40 |
| Location: Columbus III |
| A Structural Explanation of the Time Varying Relation Between Hours Worked and Technology Shocks |
| By Cristiano Cantore; University of Surrey Filippo Ferroni; Banque de France Miguel Leon Ledesma; University of Kent |
| Presented by: Filippo Ferroni, Banque de France |
| Endogenous Market Structures and Labor Market Dynamics |
| By Andrea Colciago; University of Milano Bicocca Lorenza Rossi; University of Pavia |
| Presented by: Andrea Colciago, University of Milano Bicocca |
| Has the Natural Rate of Unemployment Increased During the Great Recession? |
| [slides] |
| By Francesco Furlanetto; Norges Bank Nicolas Groshenny; Reserve Bank of New Zealand and CAMA |
| Presented by: Francesco Furlanetto, Norges Bank |
| Shocking Stuff: Technology, Hours, and Factor Substitution |
| By Cristiano Cantore; University of Surrey Miguel A. Le´on-Ledesma; University of Kent Peter McAdam; European Central Bank Alpo Willman; European Central Bank |
| Presented by: Peter McAdam, European Central Bank |
Session : E4: Topics in DSGE Modeling |
| Session Chair: Magali Marx, Banque de France |
| Date: June 30, 2011 |
| Time: 11:00 - 12:40 |
| Location: Mason I |
| Fat-Tail Shocks and Business-Cycle Model Dynamics |
| By Guido Ascari; University of Pavia Giorgio Fagiolo; Sant'Anna School of Advanced Studies Andrea Roventini; University of Verona |
| Presented by: Andrea Roventini, University of Verona |
| Bayesian Estimation of a Firm-Specific Capital DSGE Model with Calvo Contracts |
| By Joao Madeira; University of Exeter |
| Presented by: Joao Madeira, University of Exeter |
| The Anatomy of Standard DSGE Models with Financial Frictions |
| By Michal 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 |
| State-Dependent Probability Distributions in Non Linear Rational Expectations Models |
| By Jean Barthelemy; Banque de France Magali Marx; Banque de France |
| Presented by: Magali Marx, Banque de France |
Session : E5: Agent-based Explanations of Market and Social Phenomena |
| Session Chair: Chee Kian Leong, SIM University |
| Date: June 30, 2011 |
| Time: 11:00 - 12:40 |
| Location: Mason II |
| Improving an Agent-based Model by Using a Business Management Game |
| [slides] |
| By Franziska Schönau; IAMO Oliver Musshoff; Georg-August-Universität Göttingen Alfons Balmann; Leibnitz Instutite of Agricultural Devel |
| Presented by: Franziska Schönau, IAMO |
| Price Rigidity and Strategic Uncertainty - An Agent-based Approach |
| By Robert Somogyi; Paris School of Economics Janos Vincze; Corvinus University of Budapest and Hungarian Academy of Sciences |
| Presented by: Robert Somogyi, Paris School of Economics |
| Learning the Optimal Buffer-stock Consumption Rule of Carroll |
| By Murat Yildizoglu; Aix-Marseille University and GREQAM Marc-Alexandre Senegas; Bordeaux University and GREThA Isabelle Salle; Bordeaux University and GREThA Martin Zumpe; Bordeaux University and GREThA |
| Presented by: Marc-Alexandre Senegas, University Bordeaux IV |
| The Needham Paradox: A Genetic Algorithmic AgentBased Model |
| By Chee Kian Leong; SIM University |
| Presented by: Chee Kian Leong, SIM University |
Session : E6: Econometric Theory |
| Session Chair: Peter Zadrozny, Bureau of Labor Statistics |
| Date: June 30, 2011 |
| Time: 11:00 - 12:40 |
| Location: Jackson |
| Testing Normality in Time Series |
| By Marian Vavra; University of London Zacharias Psaradakis; University of London |
| Presented by: Marian Vavra, University of London |
| Moment Ratio Estimation of Higher Order Autoregressive Processes and an Autocorrelation-Consistent Covariance Matrix |
| By J. Huston McCulloch; Ohio State University |
| Presented by: J. Huston McCulloch, Ohio State University |
| Methods for Computing Marginal Data Densities from the Gibbs Output |
| By Cristina Fuentes-Albero; Rutgers University Leonardo Melosi; London Business School |
| Presented by: Cristina Fuentes-Albero, Rutgers University |
| Sufficient Conditions for Existence of a Unique Autoregressive Solution of a Linear Rational Expectations Model |
| By Peter A. Zadrozny; Bureau of Labor Statistics |
| Presented by: Peter Zadrozny, Bureau of Labor Statistics |
Session : E7: Topics in Finance and Time Series |
| Session Chair: Gubhinder Kundhi, Carleton University |
| Date: June 30, 2011 |
| Time: 11:00 - 12:40 |
| Location: Sansome |
| Self-affinity in Financial Asset Returns |
| By John Goddard; Enrico Onali; Bangor University |
| Presented by: Enrico Onali, Bangor University |
| High-dimensional Index Tracking with Cointegrated Assets Using an Hybrid Genetic Algorithm |
| By Daniele Bianchi; Bocconi University & University of Texas at Austin Antonio Gargano; Bocconi University & UCSD |
| Presented by: Antonio Gargano, Bocconi University and UCSD |
| A Simple Solution Method for Models with Time-Varying Volatility |
| By Alex Hsu; University of Michigan Francisco Palomino; University of Michigan |
| Presented by: Alex Hsu, University of Michigan |
| Edgeworth Expansions for GMM and GEL Estimators |
| By Gubhinder Kundhi; Carleton University Paul Rilstone; York University |
| Presented by: Gubhinder Kundhi, Carleton University |
Session : E8: Expectations of Heterogeneous Agents |
| Session Chair: Michael Reiter, Institute for Advanced Studies |
| Date: June 30, 2011 |
| Time: 11:00 - 12:40 |
| Location: Montgomery |
| On the Evolutionary Stability of Rational Expectation |
| By George A. Waters; Illinois State University and the Bank of Finland William R. Parke; University of North Carolina - Chapel Hill |
| Presented by: George Waters, Illinois State University |
| Heterogeneous Expectations and the Predictive Power of Econometric Models |
| By Maurizio Bovi; Italian Institute for Statistics |
| Presented by: Maurizio Bovi, National Institute for Statistics (ISTAT) |
| Can the Longevity Risk Alleviate the Annuitization Puzzle? Empirical Evidence from Dutch Data |
| By Federica Teppa; De Nederlandsche Bank & Netspar |
| Presented by: Federica Teppa, De Nederlansche Bank |
| Bounded Rationality in a Model of State-Dependent Pricing |
| By Michael Reiter; Institute for Advanced Studies, Vienna |
| Presented by: Michael Reiter, Institute for Advanced Studies |
Session : E10: Empirical Asset Pricing |
| Session Chair: Erik Kole, Erasmus University Rotterdam |
| Date: June 30, 2011 |
| Time: 11:00 - 12:40 |
| Location: Pine |
| The Role of People's Expectation in the Recent US Housing Boom and Bust |
| By MeiChi Huang; Yuan Ze University |
| Presented by: MeiChi Huang, Yuan Ze University |
| Segregating Continuous Volatility From Jumps In Long-Run Risk-Return Trade-Offs |
| By Cedric Okou; HEC Montreal |
| Presented by: Cedric Okou, HEC Montreal |
| A Stochastic Discount Factor Approach to Asset Pricing using Panel Data Asymptotics |
| By Fabio Araujo; Princeton University João Victor Issler; Getulio Vargas Foundation |
| Presented by: Joao Issler, Getulio Vargas Foundation |
| Bubbles and Investment Horizons |
| By Nadja Guenster; Maastricht University Erik Kole; Erasmus University Rotterdam |
| Presented by: Erik Kole, Erasmus University Rotterdam |
Session : F3: Solving DSGE Models |
| Session Chair: Michel Juillard, Banque de France |
| Date: June 30, 2011 |
| Time: 14:30 - 16:10 |
| Location: Columbus III |
| Accelerating Linear Rational Expectations Model Estimation by Strategically Augmenting Symbolic Algebra Calculations with Numerical Approximation Methods |
| By Gary S. Anderson; Federal Reserve Board |
| Presented by: Gary Anderson, Board of Governors, Federal Reserve |
| Solving the New Keynesian Model in Continuous Time |
| By Jesús Fernández-Villaverde; University of Pennsylvania, NBER, CEPR, and FEDEA Olaf Posch; Aarhus University and CREATES Juan F. Rubio-Ramírez; Duke University, FRB Atlanta, and FEDEA |
| Presented by: Olaf Posch, Aarhus University |
| Nonlinear and Stable Perturbation-based Approximations |
| By Joris de Wind; University of Amsterdam and De Nederlandsche Bank Wouter J. den Haan; University of Amsterdam and CEPR |
| Presented by: Joris de Wind, University of Amsterdam |
| Risky Equilibrium and Portfolio Problems |
| By Michel Juillard; Bank of France |
| Presented by: Michel Juillard, Banque de France |
Session : F1: Equilibrium Fluctuations |
| Session Chair: Katsuyuki Shibayama, University of Kent |
| Date: June 30, 2011 |
| Time: 14:30 - 16:10 |
| Location: Columbus I |
| Quarterly Fiscal Policy in a Multiplier-Accelerator Model |
| By David A. Kendrick; The University of Texas George Shoukry; The University of Texas |
| Presented by: David Kendrick, University of Texas |
| Endogenous Income Taxes and Indeterminacy in Dynamic Models |
| By Yan Chen; Arizona State University Yan Zhang; Shanghai Jiao Tong University |
| Presented by: Yan Zhang, Shanghai Jiaotong University |
| Lumpy Investment in Sticky Information General Equilibrium |
| By Fabio Verona; University of Porto |
| Presented by: Fabio Verona, Universidade do Porto, Faculdade de Economia and CEF.UP |
| Inventories and the Stockout Constraint in General Equilibrium |
| By Katsuyuki Shibayama; University of Kent Jagjit S. Chadha; University of Kent and University of Cambridge |
| Presented by: Katsuyuki Shibayama, University of Kent |
Session : F8: Financial Frictions and Unconventional Monetary Policy |
| Session Chair: Christiane Baumeister, Bank of Canada |
| Date: June 30, 2011 |
| Time: 14:30 - 16:10 |
| Location: Montgomery |
| Financial Crises, Unconventional Monetary Policy Exit Strategies, and Agents' Expectations |
| By Andrew Foerster; Duke University |
| Presented by: Andrew Foerster, Duke University |
| Optimal Monetary Policy Rules, Financial Amplification, and Uncertain Business Cycles |
| [slides] |
| By Salih Fendoglu; University of Maryland |
| Presented by: Salih Fendoglu, University of Maryland College Park |
| Rare Shocks, Great Recessions |
| By Vasco Curdia; Federal Reserve Bank of New York Marco Del Negro; Federal Reserve Bank of New York Daniel Greenwald; New York University |
| Presented by: Vasco Curdia, Federal Reserve Bank of New York |
| Unconventional Monetary Policy and the Great Recession |
| By Christiane Baumeister; Bank of Canada Luca Benati; Banque de France |
| Presented by: Christiane Baumeister, Bank of Canada |
Session : F2: Debt and Defaults |
| Session Chair: Frederic Boissay, European Central Bank |
| Date: June 30, 2011 |
| Time: 14:30 - 16:10 |
| Location: Columbus II |
| Sovereign Defaults and Banking Crises |
| By Cesar Sosa-Padilla; University of Maryland |
| Presented by: Cesar Sosa Padilla, University of Maryland |
| Financial Intermediaries, Leverage Ratios and Business Cycles |
| By Yasin Mimir; University of Maryland |
| Presented by: Yasin Mimir, University of Maryland College Park |
| Optimal Investment Timing Under Debt Financing Capacity Constraint |
| By Takashi Shibata; Tokyo Metropolitan University Michi Nishihara; Osaka University |
| Presented by: Takashi Shibata, Tokyo Metropolitan University |
| Financial Imbalances and Financial Fragility |
| By Frederic Boissay; European Central Bank |
| Presented by: Frederic Boissay, European Central Bank |
Session : F4: Agent-Based Models: Expectations and Fluctuations |
| Session Chair: Tiziana Assenza, Catholic University of Milan |
| Date: June 30, 2011 |
| Time: 14:30 - 16:10 |
| Location: Mason I |
| Heterogeneous Banks and Technical Change in an Evolutionary Model of Endogenous Growth and Fluctuations |
| By Giovanni Dosi; Sant'Anna School of Advanced Studies Giorgio Fagiolo; Sant'Anna School of Advanced Studies Mauro Napoletano; OFCE Andrea Roventini; University of Verona Tania Treibich; Sant'Anna School of Advanced Studies and University of Nice |
| Presented by: Tania Treibich, Scuola Superiore Sant'Anna |
| An Agent-Based Model of the Interaction between the Housing and RMBS Markets |
| By Jon Goldstein; George Mason University |
| Presented by: Jon Goldstein, George Mason University |
| Endogenous Allocation Frequency in an Artificial Market |
| By Travis Box; University of Arizona |
| Presented by: Travis Box, University of Arizona |
| Individual Expectations and Aggregate Macro Behavior |
| By Tiziana Assenza; Catholic University of Milan and University of Amsterdam Peter Heemeijer; Dutch Central Bank Cars Hommes; University of Amsterdam Domenico Massaro, University of Amsterdam |
| Presented by: Tiziana Assenza, Catholic University of Milan |
Session : F5: International Economics |
| Session Chair: Aaron Smallwood, University of Texas-Arlington |
| Date: June 30, 2011 |
| Time: 14:30 - 16:10 |
| Location: Mason II |
| A Chronology of International Business Cycles Through Non-parametric Decoding |
| By Hsieh Fushing; U.C. Davis Shu-Chun Chen; Academia Sinica Travis J. Berge; U.C. Davis Oscar Jorda; U.C. Davis |
| Presented by: Oscar Jorda, U.C. Davis |
| An Endogenous Clustered Factor Approach to International Business Cycles |
| By Neville Francis; University of North Carolina, Chapel Hill Michael Owyang; Federal Reserve Bank of St. Louis Ozge Savascin; University of North Carolina, Chapel Hill |
| Presented by: Michael Owyang, Federal Reserve Bank of St Louis |
| Extremal Dependence in International Output Growth: Tales from the Tails |
| By Miguel de Carvalho; Swiss Federal Institute of Technology António Rua; Banco de Portugal |
| Presented by: Antonio Rua, Economics Research Department |
| Modelling the Effects of Real Exchange Rate Uncertainty: A Multivariate GARCH-M Approach |
| By Kevin B Grier; University of Oklahoma Aaron D Smallwood; University of Texas-Arlington |
| Presented by: Aaron Smallwood, University of Texas-Arlington |
Session : F6: Topics in Macro Modeling |
| Session Chair: Steven Cassou, Kansas State University |
| Date: June 30, 2011 |
| Time: 14:30 - 16:10 |
| Location: Jackson |
| Strategic Default |
| By Antonio Mele; Oxford University and Nuffield College |
| Presented by: Antonio Mele, University of Oxford and Nuffield College |
| Random Dynamical Systems and Markov Switching |
| By David R. Stockman; University of Delaware |
| Presented by: David Stockman, University of Delaware |
| Policy effects of the elasticity of substitution between skilled and unskilled labor in life cycle models |
| By Steven Peter Cassou; Kansas State University Arantza Gorostiaga; Universidad del País Vasco Iker Uribe Zubiaga; Universidad del País Vasco |
| Presented by: Steven Cassou, Kansas State University |
Session : F7: Inequality and the Macroeconomy |
| Session Chair: Agnieszka Markiewicz, Erasmus University Rotterdam |
| Date: June 30, 2011 |
| Time: 14:30 - 16:10 |
| Location: Sansome |
| On the Allocative and Welfare Effects of Quasi-Geometric Discounting |
| [slides] |
| By Sarah Salvador Daway; University of California Riverside |
| Presented by: Sarah Lynne Daway, University of California Riverside |
| Inequality, Leverage and Crises |
| By Michael Kumhof; International Monetary Fund Romain Ranciere; International Monetary Fund and Paris School of Economics |
| Presented by: Michael Kumhof, International Monetary Fund |
| Technology Diffusion, Expectations. and the Welfare Cost of Rising Inequality |
| By Kevin Lansing; Federal Reserve Bank of San Francisco Agnieszka Markiewicz; Erasmus University Rotterdam |
| Presented by: Agnieszka Markiewicz, Erasmus University Rotterdam |
Session : G3: Strategic Pricing |
| Session Chair: Jiawei Chen, University of California, Irvine |
| Date: July 1, 2011 |
| Time: 9:00 - 10:40 |
| Location: Columbus III |
| Sustainable Pricing in a Durable Goods Monopoly |
| By Takeki Sunakawa; The Ohio State University |
| Presented by: Takeki Sunakawa, Ohio State University and Bank of Japan |
| Incomplete Pass-Through in a Model of Retailers - Wholesalers Relationships |
| By Mirko Abbritti; Universidad de Navarra |
| Presented by: Mirko Abbritti, Universidad de Navarra |
| The Invisible Handshake and Price Stickiness: Evidence from Customer-level Scanner Data |
| By Benjamin Verhelst; Ghent University Dirk Van den Poel; Ghent University |
| Presented by: Benjamin Verhelst, Ghent University |
| How do Switching Costs Affect Market Concentration and Prices in Network Industries? |
| By Jiawei Chen; University of California, Irvine |
| Presented by: Jiawei Chen, University of California, Irvine |
Session : G4: Multicountry Models |
| Session Chair: Pascal Jacquinot, European Central Bank |
| Date: July 1, 2011 |
| Time: 9:00 - 10:40 |
| Location: Mason I |
| Analysing the Drivers of Current Account Imbalances |
| By Marco Ratto; European Commission, Joint Research Centre Werner Roeger; European Commission, DG ECFIN |
| Presented by: Marco Ratto, European Commission - JRC |
| The Global Projection Model for 6 Regions |
| By Roberto Garcia-Saltos; International Monetary Fund Ioan Carabenciov; International Monetary Fund Charles Freedman; Carleton University Ondrej Kamenik; International Monetary Fund Douglas Laxton; International Monetary Fund Petar Manchev; International Monetary Fund |
| Presented by: Roberto Garcia-Saltos, IMF |
| Assessing the Effects of Fiscal Policy in Japan with Estimated and Calibrated DSGE Models |
| By Takuji Fueki; Bank of Japan Ichiro Fukunaga; Bank of Japan Masashi Saito; Bank of Japan |
| Presented by: Masashi Saito, Bank of Japan |
| Global Policy at the Zero Lower Bound in a Large-scale DSGE Model |
| By Sandra Gomes; Bank of Portugal Pascal Jacquinot; European Central Bank Ricardo Mestre; European Central Bank Joao Sousa; Bank of Portugal |
| Presented by: Pascal Jacquinot, European Central Bank |
Session : G5: Macroeconomy and Finance |
| Session Chair: Jae Sim, Federal Reserve Board |
| Date: July 1, 2011 |
| Time: 9:00 - 10:40 |
| Location: Mason II |
| Debt Overhang in a Business Cycle Model |
| By Filippo Occhino; Federal Reserve Bank of Cleveland Andrea Pescatori; International Monetary Fund |
| Presented by: Filippo Occhino, Federal Reserve Bank of Cleveland |
| Stock-out Avoidance as a Bank Motive for Holding Liquidity Reserves |
| By Jochen H. F. Guentner; University of Michigan and University of Magdeburg |
| Presented by: Jochen Guentner, University of Michigan, Ann Arbor |
| Countercyclical Loan-to-value Ratios and Monetary Policy |
| By Ian Christensen; Bank of Canada Cesaire Meh; Bank of Canada |
| Presented by: Ian Christensen, Bank of Canada |
| Financial Capital and the Macroeconomy |
| By Michael T. Kiley; Federal Reserve Board Jae Sim; Federal Reserve Board |
| Presented by: Jae Sim, Federal Reserve Board |
Session : G6: Default Risk and Credit Spreads |
| Session Chair: James Ramsey, New York University |
| Date: July 1, 2011 |
| Time: 9:00 - 10:40 |
| Location: Jackson |
| Exploring the Sources of Default Clustering |
| By Shahriar Azizpour; Credit Suisse Kay Giesecke; Stanford University Gustavo Schwenkler; Stanford University |
| Presented by: Gustavo Schwenkler, Stanford University |
| A New Model-based Approach to Measuring Time-varying Financial Market Integration |
| By Tino Berger; University of Muenster Lorenzo Pozzi; Erasmus University Rotterdam |
| Presented by: Tino Berger, Westfaelische Wilhelms-Universitaet Muen |
| Forecasting Output Using Interest Rate Spreads: A Wavelet Decomposition Analysis |
| By Marco Gallegati; Politechnic University of Marche Willi Semmler; New School University James B. Ramsey; New York University |
| Presented by: James Ramsey, New York University |
Session : G7: Learning in Game Theory |
| Session Chair: Nicolaas Vriend, Queen Mary, University of London |
| Date: July 1, 2011 |
| Time: 9:00 - 10:40 |
| Location: Sansome |
| Agent-based Modeling and the Extensive Form |
| By Christopher S. Ruebeck; Lafayette College |
| Presented by: Christopher Ruebeck, Lafayette College |
| Social Norm, Costly Punishment and the Evolution to Cooperation |
| By Tongkui Yu; Beijing Normal University Shu-Heng Chen; National Chengchi University Honggang Li; Beijing Normal University |
| Presented by: Shu-Heng Chen, National Chengchi University |
| Learning to Categorize and Coordinate |
| By Vessela Daskalova; Queen Mary, University of London |
| Presented by: Vessela Daskalova, Queen Mary, University of London |
| Learning To Use Non-equilibrium Focal Points as Coordination Devices |
| By Nicolaas J. Vriend; Queen Mary, University of London |
| Presented by: Nicolaas Vriend, Queen Mary, University of London |
Session : G9: Advances in Volatility Modeling |
| Session Chair: Carl Chiarella, University of Technology Sydney |
| Date: July 1, 2011 |
| Time: 9:00 - 10:40 |
| Location: Washington |
| Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails |
| By Xin Zhang; VU University Amsterdam Drew Creal; University of Chicago Siem Jan Koopman; VU University Amsterdam Andre Lucas; VU University Amsterdam |
| Presented by: Xin Zhang, VU University Amsterdam |
| Inferring Market Volatility from a Cross-Section of Returns. |
| By Serguey Khovansky; Clark University Oleksandr Zhylyevskyy; Iowa State University |
| Presented by: Serguey Khovansky, Clark University |
| Particle Filters for Markov Switching Stochastic Volatility Models |
| By Yun Bao; University of Technology, Sydney Carl Chiarella; University of Technology, Sydney Boda Kang; University of Technology, Sydney |
| Presented by: Carl Chiarella, University of Technology Sydney |
Session : G8: Empirical Term Structure Modelling |
| Session Chair: Peter Hördahl, Bank for International Settlements |
| Date: July 1, 2011 |
| Time: 9:00 - 10:40 |
| Location: Montgomery |
| Quantitative Easing and Bond Yields: Results from a Macro-Finance Yield Curve |
| By Jagjit S. Chadha; University of Kent Alex Waters; University of Kent |
| Presented by: Alex Waters, University of Kent |
| Estimating Real U.S. Term Structure and Unanticipated Interest Rate Changes |
| [slides] |
| By Feng Guo; The Ohio State University J. Huston McCulloch; The Ohio State University |
| Presented by: Feng Guo, The Ohio State University |
| Unbiased Estimation of Dynamic Term Structure Models |
| By Michael Bauer; Federal Reserve Bank of San Francisco Glenn Rudebusch; Federal Reserve Bank of San Francisco Jing Wu; University of California, San Diego |
| Presented by: Michael Bauer, Federal Reserve Bank of San Francisco |
| The Term Structure of Euro Area Sovereign Bond Yields |
| By Peter Hördahl; Bank for International Settlements Oreste Tristani; European Central Bank |
| Presented by: Peter Hördahl, Bank for International Settlements |
Session : H1: Fiscal Policy |
| Session Chair: Keith Kuester, Federal Reserve Bank of Philadelphia |
| Date: July 1, 2011 |
| Time: 11:00 - 12:40 |
| Location: Columbus I |
| A fiscal stimulus and jobless recovery |
| By Cristiano Cantore; University of Surrey Paul Levine; University of Surrey Giovanni Melina; University of Surrey and Birkbeck, University of London |
| Presented by: Giovanni Melina, University of Surrey |
| Optimal Government Spending at the Zero Bound: Nonlinear and Non-Ricardian Analysis |
| By Taisuke Nakata; New York University |
| Presented by: Taisuke Nakata, New York University |
| Fiscal Developments and Financial Stress: A Threshold VAR Analysis |
| By Antonio Afonso; European Central Bank Jaromir Baxa; Charles University in Prague Michal Slavik; European Central Bank |
| Presented by: Jaromir Baxa, Institute of Information Theory and Automation AS CR |
| Timing Fiscal Retrenchment in the Wake of Deep Recessions |
| By Giancarlo Corsetti; EUI Keith Kuester, Federal Reserve Bank of Philadelphia Andre Meier; International Monetary Fund Gernot J. Mueller; University of Bonn |
| Presented by: Keith Kuester, Federal Reserve Bank of Philadelphia |
Session : H3: Learning and Macroeconomics |
| Session Chair: Cars Hommes, University of Amsterdam |
| Date: July 1, 2011 |
| Time: 11:00 - 12:40 |
| Location: Columbus III |
| Economic Stability and the Responsiveness of Inflation Expectations |
| By Krisztina Molnar; Norwegian School of Economics and Business Administration Zoltan Reppa; National Bank of Hungary |
| Presented by: Zoltan Reppa, Magyar Nemzeti Bank |
| Commitment and Optimal Monetary Policy When Agents Are Learning |
| By Antonio Mele; University of Oxford Krisztina Molnar; Norwegian School of Economics and Business Administration Sergio Santoro; Bank of Italy |
| Presented by: Krisztina Molnar, Norwegian School of Economics and Busine |
| Does Ricardian Equivalence Hold When Expectations are Not Rational? |
| By George W. Evans; University of Oregon Seppo Honkapohja; Bank of Finland Kaushik Mitra; University of St Andrews |
| Presented by: Seppo Honkapohja, Bank of Finland |
| Learning and Misspecification: A Behavioral Explanation of Excess Volatility in Stock Prices and High Persistence in Inflation |
| By Cars Hommes; University of Amsterdam Mei Zhu; University of Amsterdam |
| Presented by: Cars Hommes, University of Amsterdam |
Session : H4: Sources of Business Cycle Fluctuations |
| Session Chair: Zheng Liu, Federal Reserve Bank of San Francisco |
| Date: July 1, 2011 |
| Time: 11:00 - 12:40 |
| Location: Mason I |
| Quantify the Effect of UI Benefits on the Unemployment Rate Using a Matching Model with Financial Shocks |
| By Lei Fang; Federal Reserve Bank of Atlanta Jun Nie; Federal Reserve Bank of Kansas City |
| Presented by: Jun Nie, Federal Reserve Bank of Kansas City |
| New Perspectives on Depreciation Shocks as a Source of Business Cycle Fluctuations |
| By Francesco Furlanetto; Norges Bank Martin Seneca; Norges Bank |
| Presented by: Martin Seneca, Norges Bank |
| Sources of Macroeconomic Fluctuations: A Regime-Switching DSGE Approach |
| By Zheng Liu; Federal Reserve Bank of San Francisco Dan Waggoner; Federal Reserve Bank of Atlanta Tao Zha; Federal Reserve Bank of Atlanta and Emory University |
| Presented by: Zheng Liu, Federal Reserve Bank of San Francisco |
Session : H6: Option Pricing |
| Session Chair: Kristoffer Glover, University of Technology, Sydney |
| Date: July 1, 2011 |
| Time: 11:00 - 12:40 |
| Location: Jackson |
| Dissecting Option Prices using Closed-Form Series Expansion with an Empirical Study of Variance Risk Premia |
| By Dacheng Xiu; Princeton University |
| Presented by: Dacheng Xiu, Princeton University |
| The Evaluation of American Compound Option Prices Under Stochastic Volatility and Stochastic Interest Rates |
| By Carl Chiarella; University of Technology Sydney Boda Kang; University of Technology Sydney |
| Presented by: Boda Kang, University of Technology, Sydney |
| Efficient Computation of a General Class of Two-dimensional Optimal Stopping Problems |
| By Kristoffer J. Glover; University of Technology, Sydney |
| Presented by: Kristoffer Glover, University of Technology, Sydney |
Session : H7: Asset Pricing |
| Session Chair: Thomas Cosimano, University of Notre Dame |
| Date: July 1, 2011 |
| Time: 11:00 - 12:40 |
| Location: Sansome |
| Investing for Excess: Returns-to-Scale and the Equity Premium Puzzle |
| By Geoffrey Dunbar; Simon Fraser University |
| Presented by: Geoffrey Dunbar, Simon Fraser University |
| Ambiguity and Volatility: Asset Prices Implications |
| By Beatrice Pataracchia; Tilburg University |
| Presented by: Beatrice Pataracchia, Tilburg University |
| Consumption Smoothing and Portfolio Rebalancing: the Effects of Adjustment Costs |
| By Yosef Bonaparte; Claremont McKenna College Russell Cooper; European University Institute, University of Texas at Austin and NBER Guozhong Zhu; Peking University |
| Presented by: Guozhong Zhu, Peking University |
| An External Habit Model Subject to Long Run Risk in Continuous Time: A Multi-dimensional Asset Pricing Model |
| By Yu Chen; Idaho State University Thomas Cosimano; University of Notre Dame Alex A. Himonas; University of Notre Dame |
| Presented by: Thomas Cosimano, University of Notre Dame |
Session : H8: Risk and Risk Sharing |
| Session Chair: Paul Klein, Stockholms universitet |
| Date: July 1, 2011 |
| Time: 11:00 - 12:40 |
| Location: Montgomery |
| Limited Participation and International Risk-Sharing |
| By Nicolas Coeurdacier; SciencesPo and CEPR Tarik Ocaktan; London Business School Helene Rey; London Business School, CEPR and NBER |
| Presented by: Tarik Ocaktan, London Business School and Paris School of Economics |
| Model Uncertainty and Systematic Risk in the US Bank Sector |
| By Baele Lieven; CentER, Netspar, Tilburg University De Bruyckere Valerie; Ghent University De Jonghe Olivier; European Banking Center, Tilburg University Vander Vennet Rudi; Ghent University |
| Presented by: Valerie De Bruyckere, Ghent University |
| Risk Aversion and the Labor Margin in Dynamic Equilibrium Models |
| By Eric T. Swanson; Federal Reserve Bank of San Francisco |
| Presented by: Eric Swanson, Federal Reserve Bank of San Francisco |
| Measuring High-Frequency Income Risk from Low-Frequency Data: Implications for Risk-Sharing |
| By Paul Klein; University of Southampton Irina Telyukova; University of California, San Diego |
| Presented by: Paul Klein, Stockholms universitet |
Session : H5: Global and Sectoral Fluctuations in Inflation |
| Session Chair: Tatevik Sekhposyan, Bank of Canada |
| Date: July 1, 2011 |
| Time: 11:00 - 12:40 |
| Location: Mason II |
| A Conditionally Heteroskedastic Global Inflation Model |
| By Guilherme Moura; UFSC Leonardo Morales-Arias; CAU and Kiel Institute for the World Eco |
| Presented by: Guilherme Moura, UFSC |
| The Role of Oil Prices in the Euro Area Economy Since the 1970s |
| By Elke Hahn; European Central Bank Ricardo Mestre; European Central Bank |
| Presented by: Elke Hahn, European Central Bank |
| Inflation Co-movements: Do Sector Specific Factors Matter? |
| By Ozge Savascin; University of North Carolina at Chapel Hill |
| Presented by: Ozge Savascin, UNC-CH |
| Stabilization Effects of the Euro Area Monetary Policy |
| By Michael T. Owyang; Federal Reserve Bank of Saint Louis Tatevik Sekhposyan; Bank of Canada |
| Presented by: Tatevik Sekhposyan, Bank of Canada |
Session : I1: Economic Networks |
| Session Chair: Mario Eboli, Università |
| Date: July 1, 2011 |
| Time: 14:30 - 16:10 |
| Location: Columbus I |
| The Effect of the Interbank Network Structure on Contagion and Common Shocks |
| By Co-Pierre Georg; Friedrich-Schiller-University Jena |
| Presented by: Co-Pierre Georg, Friedrich-Schiller-Universitaet Jena |
| A Network Analysis of Global Banking: 1978‒2009 |
| By Camelia Minoiu; International Monetary Fund Javier Reyes; University of Arkansas |
| Presented by: Camelia Minoiu, International Monetary Fund |
| Interbank Lending and the Spread of Bank Failures: A Network Model of Systemic Risk |
| [slides] |
| By Andreas Krause; University of Bath Simone Giansante; University of Bath |
| Presented by: Simone Giansante, University of Bath |
| The Mechanics of Direct Contagion in Financial Systems: A Flow Network Approach |
| By Mario Eboli; Università G. d'Annunzio |
| Presented by: Mario Eboli, Università |
Session : I3: Fiscal Policy Shocks and Their Effects |
| Session Chair: Jesper Linde, Federal Reserve Board |
| Date: July 1, 2011 |
| Time: 14:30 - 16:10 |
| Location: Columbus III |
| Identifying the Effects of Government Spending Shocks with and without Expected Reversal: an Approach Based on Real-Time Data* |
| By Jacopo Cimadomo; European Central Bank Sebstian Hauptmeier; European Central Bank Sergio Sola; Graduate Institute of Geneva |
| Presented by: Jacopo Cimadomo, European Central Bank |
| Fiscal Uncertainty and Economic Activity |
| By Jesus Fernandez-Villaverde; University of Pennsylvania Pablo A. Guerron-Quintana; Federal Reserve Bank of Philadelphia Keith Kuester; Federal Reserve Bank of Philadelphia Juan Rubio-Ramirez; Duke University |
| Presented by: Pablo Guerron-Quintana, Federal Reserve Bank of Philadelphia |
| Measuring Fiscal Shocks in Structural VARS Using Narrative Data |
| By Karel Mertens; Cornell University Morten Ravn; |
| Presented by: Karel Mertens, Cornell University |
| Asymmetric Shocks in a Currency Union with Monetary and Fiscal Handcuffs |
| By Christopher Erceg; Federal Reserve Board Jesper Linde; Federal Reserve Board |
| Presented by: Jesper Linde, Federal Reserve Board |
Session : I4: Inflation Targets and the Zero Lower Bound |
| Session Chair: William Branch, University of California, Irvine |
| Date: July 1, 2011 |
| Time: 14:30 - 16:10 |
| Location: Mason I |
| Uncertainty and the Zero Lower Bound: A Theoretical Analysis |
| By Rhys R. Mendes; Bank of Canada |
| Presented by: Rhys Mendes, Bank of Canada |
| The Loss from Uncertainty on Policy Targets |
| By Giorgio Di Giorgio; LUISS Guido Carli Guido Traficante; Università Europea di Roma and LUISS Guido Carli |
| Presented by: Guido Traficante, Università Europea di Roma and LUISS Guido Carli |
| Unstable Inflation Targets |
| By William A. Branch; University of California, Irvine |
| Presented by: William Branch, University of California, Irvine |
Session : I6: Experimental Markets |
| Session Chair: David Goldbaum, University of Technology Sydney |
| Date: July 1, 2011 |
| Time: 14:30 - 16:10 |
| Location: Jackson |
| Behavioral Biases and Accuracy of Prediction Markets in Selection of R&D Projects - An Experiment |
| By Momo Deretic; University of British Columbia |
| Presented by: Momo Deretic, UBC Sauder school of business |
| Individual Expectations, Limited Rationality and Aggregate Outcomes |
| By Te Bao; CeNDEF, University of Amsterdam Cars Hommes; CeNDEF, University of Amsterdam Joep Sonnemans; CREED, University of Amsterdam Jan Tuinstra; CeNDEF, University of Amsterdam |
| Presented by: Te Bao, CeNDEF |
| Frictions, Persistence, and Central Bank Policy in an Experimental Dynamic Stochastic General Equilibrium Economy |
| By Charles N. Noussair; Tilburg University Damjan Pfajfar; Tilburg University Janos Zsiros; Cornell University |
| Presented by: Damjan Pfajfar, CentER, EBC, University of Tilburg |
| Experiments on the Emergence of Social Order |
| By David Goldbaum; University of Technology Sydney AJ Bostian; University of Virginia |
| Presented by: David Goldbaum, University of Technology Sydney |
Session : I7: Advances in Modeling Asset Price Movements |
| Session Chair: Xue-Zhong He, University of Technology Sydney |
| Date: July 1, 2011 |
| Time: 14:30 - 16:10 |
| Location: Sansome |
| A Multivariate GARCH Model to Testing Currency Risk Premium |
| By Dandan Li; University of Bath Bruce Morley; University of Bath Atanu Ghoshray; University of Bath |
| Presented by: Dandan Li, University of Bath |
| Finite-sample Bootstrap Inference in GARCH Models with Heavy-tailed Innovations |
| By Richard Luger; Georgia State University |
| Presented by: Richard Luger, Georgia State University |
| Macroeconomic News and Italian Equity Market |
| [slides] |
| By Rosangela Mastronardi; The Sagres Group - Lugano Michele Patané; Università di Siena Marco Tucci; Univ. di Siena |
| Presented by: Rosangela Mastronardi, The Sagres Group - Lugano |
| Contrarian, Momentum, and Market Stability |
| By Xue-Zhong (Tony) He; University of Technology, Sydney Kai Li; University of Technology, Sydney |
| Presented by: Xue-Zhong He, University of Technology Sydney |
Session : I8: Labor Market Trends and Dynamics |
| Session Chair: Thomas Lubik, Federal Reserve Bank of Richmond |
| Date: July 1, 2011 |
| Time: 14:30 - 16:10 |
| Location: Montgomery |
| Trends in Male and Female Market and Home Hours: A Cross-Country Study |
| By Lei Fang; Federal Reserve Bank of Atlanta Cara McDaniel; Kenyon College |
| Presented by: Lei Fang, Federal Resereve Bank of Atlanta |
| Return to Experience and Initial Wage Level: Do Low Wage Workers Catch Up? |
| By Kenneth Lykke Sørensen; Aarhus University Rune Majlund Vejlin; Aarhus University |
| Presented by: Kenneth Sørensen, School of Economics and Management |
| Pension Design with a Large Informal Labor Market: Evidence from Chile |
| By Clement Joubert; UNC Chapel Hill |
| Presented by: Clement Joubert, University of North Carolina at Chapel Hill |
| The Shifting and Twisting Beveridge Curve: An Aggregate Perspective |
| By Thomas A. Lubik; Federal Reserve Bank of Richmond |
| Presented by: Thomas Lubik, Federal Reserve Bank of Richmond |
Session : I9: Debt, Saving and Economic Decisions |
| Session Chair: Roc Armenter, Federal Reserve Bank of Philadelphia |
| Date: July 1, 2011 |
| Time: 14:30 - 16:10 |
| Location: Washington |
| On the Effects of Tax-deferred Saving Accounts |
| By Anson T. Y. Ho; University of Iowa |
| Presented by: Anson Ho, University of Iowa |
| Restoring Accounting Constraints in Time Series for the U.S. National Accounts |
| By Baoline Chen; Bureau of Economic Analysis |
| Presented by: Baoline Chen, Bureau of Economic Analysis |
| The Past and Future of American Thrift: The Role of Wealth and Credit Availability |
| By Jiri Slacalek; European Central Bank Martin Sommer; International Monetary Fund |
| Presented by: Jiri Slacalek, European Central Bank |
| The Rise of Corporate Savings |
| By Roc Armenter; FRB Philadelphia Viktoria Hnatkovska; UBC |
| Presented by: Roc Armenter, Federal Reserve Bank of Philadelphia |
Session : C1: Banking, Macroeconomic Fluctuations and Policy |
| Session Chair: Arturo Estrella, Rensselaer Polytechnic Institute |
| Date: June 29, 2011 |
| Time: 14:30 - 16:10 |
| Location: Columbus I |
| The Lending Channel under Optimal Choice of Monetary Policy |
| By Jura Kilponen; Bank of Finland A.K.L. Milne; Cass Business School, City University, London |
| Presented by: Alistair Milne, Cass Business School |
| Bank Leverage Regulation and Macroeconomic Dynamics |
| By Kevin Moran; Universite Laval Ian Christensen; Bank of Canada Césaire Meh; Bank of Canada |
| Presented by: Kevin Moran, Universite Laval |
| Risky Bank Lending and Optimal Macro-Prudential Regulation |
| By Jaromir Benes; International Monetary Fund Michael Kumhof; International Monetary Fund |
| Presented by: Jaromir Benes, International Monetary Fund |
| The Credit Channel: Impact and Observability in a New Keynesian Framework |
| By Arturo Estrella; Rensselaer Polytechnic Institute |
| Presented by: Arturo Estrella, Rensselaer Polytechnic Institute |
Session : Plenary Lecture: John Taylor, Stanford University |
| Date: June 29, 2011 |
| Time: 16:30 - 17:45 |
| Location: Grand Ballroom |
Session : D9: Modeling Term Spreads and Credit Spreads |
| Session Chair: Gianni Amisano, Università di Bresica |
| Date: June 30, 2011 |
| Time: 9:00 - 10:40 |
| Location: Washington |
| Assessing the role of reserve requirements under financial frictions |
| By Carlos Montoro; Bank for International Settlements |
| Presented by: Carlos Montoro, Bank for International Settlements |
| Financial Intermediation, Risk Taking and Monetary Policy |
| By Simona Cociuba; Federal Reserve Bank of Dallas Malik Shukayev; Bank of Canada Alexander Ueberfeldt; Bank of Canada |
| Presented by: Malik Shukayev, Bank of Canada |
| News Shocks and the Slope of the Term Structure of Interest Rates |
| By Andre Kurmann; University Quebec-Montreal Christopher Otrok; University of Virginia |
| Presented by: Christopher Otrok, University of Virginia |
| A Nonlinear DSGE Model for the Term Structure with Regime Shifts |
| By Gianni Amisano; European Central Bank Oreste Tristani; European Central Bank |
| Presented by: Gianni Amisano, Università di Bresica |
Session : D5: Business Cycles and Inflation |
| Session Chair: Jeremy Piger, University of Oregon |
| Date: June 30, 2011 |
| Time: 9:00 - 10:40 |
| Location: Mason II |
| What Does Realized Volatility Tell Us About Macroeconomic Fluctuations? |
| By Marcelle Chauvet; UC Riverside Zeynep Senyuz; University of New Hampshire Emre Yoldas; Bentley University |
| Presented by: Zeynep Senyuz, University of New Hampshire |
| The Possible Shapes of Recoveries in Markov-Switching Models |
| By Frédérique Bec; University of Cergy-Pontoise, THEMA, CREST Othman Bouabdallah; Banque de France-DIACONJ Laurent Ferrara; Banque de France-SEMSI |
| Presented by: Othman Bouabdallah, Banque de France |
| A Likelihood Ratio Test of Stationarity |
| By James Morley; University of New South Wales Irina Panovska; Washington University in St. Louis Tara M. Sinclair; George Washington University |
| Presented by: James Morley, University of New South Wales |
| Inflation in the G7: Mind the Gap(s)? |
| By James Morley; University of New South Wales Jeremy Piger; University of Oregon Robert Rasche; Federal Reserve Bank of St. Louis |
| Presented by: Jeremy Piger, University of Oregon |
Session : D8: Optimal Monetary Policy |
| Session Chair: Ricardo Nunes, Federal Reserve Board |
| Date: June 30, 2011 |
| Time: 9:00 - 10:40 |
| Location: Montgomery |
| Optimal Policy When the Inflation Target is not Optimal |
| By Sergio A Lago Alves; UC Santa Cruz and Central Bank of Brazil |
| Presented by: Sergio Lago Alves, UC Santa Cruz / Central Bank of Brazil |
| Policy Trade-offs and International Spillover Effects at the Zero Bound |
| By Alex Haberis; Bank of England Anna Lipinska; Bank of England |
| Presented by: Alex Haberis, Bank of England |
| The Optimal Inflation Rate under Downward Nominal Wage Rigidity |
| By Andreas Westermark; Sveriges Riksbank Mikael Carlsson; Sveriges Riksbank |
| Presented by: Andreas Westermark, Sveriges Riksbank |
| Monetary Regime Switches and Unstable Objectives |
| By Davide Debortoli; UCSD Ricardo Nunes; Federal Reserve Board |
| Presented by: Ricardo Nunes, Federal Reserve Board |
Session : E1: Robust Decisionmaking |
| Session Chair: Konstantinos Angelopoulos, University of Glasgow |
| Date: June 30, 2011 |
| Time: 11:00 - 12:40 |
| Location: Columbus I |
| Robust Control, Informational Frictions, and International Consumption Correlations |
| By Yulei Luo; University of Hong Kong Jun Nie; Federal Reserve Bank of Kansas City Eric R. Young; University of Virginia |
| Presented by: Eric Young, University of Virginia |
| Optimal Fiscal Policy with Robust Control |
| By Justin C. Svec; College of the Holy Cross |
| Presented by: Justin Svec, College of the Holy Cross |
| Robust Control in a Nonlinear DSGE Model |
| By Rhys Bidder; New York University Matt Smith; New York University |
| Presented by: Rhys Bidder, New York University |
| Fear of Model Misspecification and the Robustness Premium |
| By Konstantinos Angelopoulos; University of Glasgow James Malley; University of Glasgow and CESifo |
| Presented by: Konstantinos Angelopoulos, University of Glasgow |
Session : E9: Commitment vs. Discretion in Monetary Policy |
| Session Chair: Tatiana Kirsanova, University of Exeter |
| Date: June 30, 2011 |
| Time: 11:00 - 12:40 |
| Location: Washington |
| Testing for the Degree of Commitment Via Set-identification |
| By Laura Coroneo; University of Manchester Valentina Corradi; University of Warwick Paulo Santos Monteiro; University of Warwick |
| Presented by: Laura Coroneo, University of Manchester |
| Price Level Targeting, the Zero Lower Bound on the Nominal Interest Rate and Imperfect Credibility |
| By Jose Dorich; Bank of Canada Gino Cateau; |
| Presented by: José Dorich, Bank of Canada |
| Imperfect Information, Optimal Monetary Policy and the Informational Consistency Principle |
| [slides] |
| By Paul Levine; University of Surrey Joseph Pearlman; London Metropolitan University Bo Yang; London Metropolitan University |
| Presented by: Paul Levine, University of Surrey |
| Expectation Traps and Policy with Limited Commitment |
| By Christoph Himmels; University of Exeter Tatiana Kirsanova; University of Exeter |
| Presented by: Tatiana Kirsanova, University of Exeter |
Session : F9: Determining the Optimal Inflation Rate |
| Session Chair: Anton Nakov, Banco de España |
| Date: June 30, 2011 |
| Time: 14:30 - 16:10 |
| Location: Washington |
| Envy, Guilt, and the Phillips Curve |
| By Steffen Ahrens; Kiel Institute for the World Economy and Christian-Albrechts-University, Kiel Dennis J. Snower; Kiel Institute for the World Economy, Christian-Albrechts-University, and CEPR |
| Presented by: Steffen Ahrens, Kiel Institute for the World Economy |
| Optimal Inflation and Firms' Productivity Dynamics |
| By Henning Weber; Kiel Institute for the World Economy |
| Presented by: Henning Weber, Kiel Institute for the World Economy |
| Downward Nominal Wage Rigidity and Optimal Inflation |
| By Gabriel Fagan; European Central Bank Julian Messina; World Bank |
| Presented by: Julian Messina, World Bank |
| Optimal Monetary Policy with State-Dependent Pricing |
| By Anton Nakov; European Central Bank Carlos Thomas; Bank of Spain |
| Presented by: Anton Nakov, Banco de España |
Session : Plenary Lecture: Harald Uhlig, University of Chicago |
| Date: June 30, 2011 |
| Time: 16:30 - 17:45 |
| Location: Grand Ballroom |
Session : G1: Inflation Dynamics and Monetary Policy |
| Session Chair: Guido Ascari, Universita degli Studi di Pavia |
| Date: July 1, 2011 |
| Time: 9:00 - 10:40 |
| Location: Columbus I |
| Optimal Disinflation Under Learning |
| By Timothy Cogley; New York University Christian Matthes; Universitat Pompeu Fabra and Barcelona GSE Argia Sbordone; Federal Reserve Bank of New York |
| Presented by: Timothy Cogley, New York University |
| The Optimal Inflation Rate in New Keynesian Models |
| By Olivier Coibion; College of William and Mary Yuriy Gorodnichenko; UC Berkeley Johannes Wieland; UC Berkeley |
| Presented by: Yuriy Gorodnichenko, UC Berkeley |
| Inventory Investment and the Empirical Phillips Curve |
| By Tack Yun; Seoul National University YongSeung Jung; Kyunghee University |
| Presented by: Tack Yun, Seoul National University |
| Trend Inflation, Wage Indexation and Determinacy in the U.S. |
| By Guido Ascari; University of Pavia and IfW Nicola Branzoli; University of Wisconsin - Madison Efrem Castelnuovo; University of Padova |
| Presented by: Guido Ascari, Universita degli Studi di Pavia |
Session : G2: Advances in Computational Time Series Analysis |
| Session Chair: Riccardo DiCecio, Federal Reserve Bank of St. Louis |
| Date: July 1, 2011 |
| Time: 9:00 - 10:40 |
| Location: Columbus II |
| Temporal Biases of Random Walk Processes and Implications for Asset Prices |
| By Yamin Ahmad; University of Wisconsin - Whitewater Ivan Paya; Lancaster University |
| Presented by: Yamin Ahmad, University of Wisconsin - Whitewater |
| How Much Do Expected Returns and Expected Dividend Growth Contribute To Movements in Stock Returns? Issues of Weak Identification Make Existing Estimates Unreliable |
| By Jun Ma; University of Alabama-Tuscaloosa Mark E. Wohar; University of Nebraska at Omaha |
| Presented by: Mark Wohar, University of Nebraska-Omaha |
| The Changing Transmission Mechanism of U.S. Monetary Policy |
| By Norhana Endut; Central Bank of Malaysia James Morley; University of New South Wales Pao-Lin Tien; Wesleyan University |
| Presented by: Pao-Lin Tien, Wesleyan University |
| Identifying Technology Shocks in the Frequency Domain |
| By Riccardo DiCecio; Federal Reserve Bank of St. Louis Michale Owyang; Federal Reserve Bank of St. Louis |
| Presented by: Riccardo DiCecio, Federal Reserve Bank of St. Louis |
Session : H2: Topics in Open-Economy Macroeconomics |
| Session Chair: Kenneth Kasa, Simon Fraser University |
| Date: July 1, 2011 |
| Time: 11:00 - 12:40 |
| Location: Columbus II |
| Trilemma Stability in Poor and Lower Middle Income Countries |
| By Graham Bird; University of Surrey Alex Mandilaras; University of Surrey Helen Popper; Santa Clara University |
| Presented by: Helen Popper, Santa Clara University |
| Electoral Systems and the Protection of Critical Goods |
| By Carolyn L. Evans; Santa Clara University Nicholas Obradovich; UC San Diego |
| Presented by: Carolyn Evans, Santa Clara University |
| Exchange Rate Manipulation and Constructive Ambiguity: The Meaning of Transparency |
| By Ricardo Fernholz; University of California, Berkeley |
| Presented by: Ricardo Fernholz, UC Berkeley |
Session : H9: Monetary Policy and the Zero Lower Bound |
| Session Chair: Jean-Philippe Laforte, Federal Reserve System |
| Date: July 1, 2011 |
| Time: 11:00 - 12:40 |
| Location: Washington |
| Output Gaps and Monetary Policy at Low Interest Rates |
| By Roberto M. Billi; FRB Kansas City |
| Presented by: Roberto Billi, Federal Reserve Bank of Kansas City |
| The Zero Lower Bound and the Dual Mandate |
| By William T. Gavin; Federal Reserve Bank of St. Louis Benjamin D. Keen; University of Oklahoma |
| Presented by: William Gavin, Federal Reserve Bank of St. louis |
| Credit Risk and the Zero-Interest Rate Bound |
| By Fiorella De Fiore; European Central Bank Oreste Tristani; European Central Bank |
| Presented by: Oreste Tristani, ECB |
| Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events? |
| By Hess Chung; Federal Reserve Board Jean-Philippe Laforte; Federal Reserve Board David Reifschneider; Federal Reserve Board John C. Williams; Federal Reserve Bank of San Francisco |
| Presented by: Jean-Philippe Laforte, Federal Reserve System |
Session : I2: Individual Evolutionary Learning |
| Session Chair: Jasmina Arifovic, Simon Fraser University |
| Date: July 1, 2011 |
| Time: 14:30 - 16:10 |
| Location: Columbus II |
| The Role of Information in a Continuous Double Auction: Individual Evolutionary Learning and Experiments |
| By Mikhail Anufriev; University of Amsterdam Jasmina Arifovic; Simon Friser University John Ledyard; California Institute of Technology Valentyn Panchenko; University of New South Wales |
| Presented by: Valentyn Panchenko, UNSW |
| Individual Learning in Principal-Agent Models |
| By Jasmina Arifovic; Simon Fraser University Alexander Karaivanov; Simon Fraser University |
| Presented by: Alexander Karaivanov, Simon Fraser University |
| Individual Evolutionary Learning in New-Keynesian Model |
| By Olena Kostyshyna; Portland State University |
| Presented by: Olena Kostyshyna, Portland State University |
| Learning in a Repeated Battle of Sexes Game |
| By Jasmina Arifovic; Simon Fraser University John Ledyard; California Institute of Technology Lilong Shi; California Institute of Technology |
| Presented by: Jasmina Arifovic, Simon Fraser University |
Session : I5: Computation |
| Session Chair: Lilia Maliar, Stanford University |
| Date: July 1, 2011 |
| Time: 14:30 - 16:10 |
| Location: Mason II |
| Using Economic Theory to Guide Numerical Analysis: Solving for Equilibria in Models of Asymmetric First-Price Auctions |
| By Timothy P. Hubbard; Texas Tech University Rene Kirkegaard; University of Guelph Harry J. Paarsch; University of Melbourne |
| Presented by: Harry Paarsch, University of Melbourne |
| Fitted Value Function Iteration with Probability One Contractions |
| By John Stachurski; Australian National University Jeno Pal; Central European University |
| Presented by: John Stachurski, Research School of Economics |
| Exact Sampling of Jump-Diffusions |
| By Kay Giesecke; Stanford University Dmitry Smelov; Stanford University |
| Presented by: Dmitry Smelov, Stanford University |
| Numerically Stable and Accurate Stochastic Simulation Approaches for Solving Dynamic Economic Models |
| By Kenneth Judd; Hoover Institution at Stanford University and NBER Lilia Maliar; Hoover Institution at Stanford University and University of Alicante Serguei Maliar; Hoover Institution at Stanford University and University of Alicante |
| Presented by: Lilia Maliar, Stanford University |
Session : Plenary Lecture: Roger Farmer, UCLA |
| Date: July 1, 2011 |
| Time: 16:30 - 17:45 |
| Location: Grand Ballroom |
| # | Participant | Roles in Conference |
|---|---|---|
| 1 | Aastveit, Knut Are | P33 |
| 2 | Abbritti, Mirko | P49 |
| 3 | Adjemian, Stéphane | P6, C6 |
| 4 | Ahmad, Yamin | P80 |
| 5 | Ahrens, Steffen | P77 |
| 6 | Amisano, Gianni | P72, C72 |
| 7 | Anderson, Gary | P41 |
| 8 | Angelopoulos, Konstantinos | P75, C75 |
| 9 | Anufriev, Mikhail | P15, C15 |
| 10 | Aoki, Kosuke | P10 |
| 11 | Arifovic, Jasmina | P83, C83 |
| 12 | Arikan, Ali | P27 |
| 13 | Armenter, Roc | P69, C69 |
| 14 | Ascari, Guido | P79, C79 |
| 15 | Assenza, Tiziana | P45, C45 |
| 16 | Azzini, Ivano | P6 |
| 17 | Bao, Te | P66 |
| 18 | Bauducco, Sofia | P4 |
| 19 | Bauer, Michael | P55 |
| 20 | Baumeister, Christiane | P43, C43 |
| 21 | Baxa, Jaromir | P56 |
| 22 | Benes, Jaromir | P70 |
| 23 | Benkhodja, Mohamed | P28 |
| 24 | Berger, Tino | P52 |
| 25 | Bidder, Rhys | P75 |
| 26 | Billi, Roberto | P82 |
| 27 | Boissay, Frederic | P44, C44 |
| 28 | Bouabdallah, Othman | P73 |
| 29 | Bovi, Maurizio | P39 |
| 30 | Box, Travis | P45 |
| 31 | Branch, William | P65, C65 |
| 32 | Brave, Scott | P27, C27 |
| 33 | Buchmann, Marco | P9 |
| 34 | Bundick, Brent | P7 |
| 35 | Caggiano, Giovanni | P1 |
| 36 | Campolmi, Alessia | P11 |
| 37 | Cassou, Steven | P47, C47 |
| 38 | Chen, Shu-Heng | P53 |
| 39 | Chen, Baoline | P69 |
| 40 | Chen, Daphne | P5 |
| 41 | Chen, Qianying | P11 |
| 42 | Chen, Jiawei | P49, C49 |
| 43 | Cheng, Shih-Fen | P13, C13 |
| 44 | Cheremukhin, Anton | P32, C32 |
| 45 | Chiarella, Carl | P54, C54 |
| 46 | Christensen, Ian | P51 |
| 47 | Christoffel, Kai | P4, C4 |
| 48 | Cimadomo, Jacopo | P64 |
| 49 | Cogley, Timothy | P79 |
| 50 | Colciago, Andrea | P34 |
| 51 | Corneli, Flavia | P2 |
| 52 | Coroneo, Laura | P76 |
| 53 | Cosimano, Thomas | P60, C60 |
| 54 | Croushore, Dean | P9, C9 |
| 55 | Curdia, Vasco | P43 |
| 56 | d'Agostino, Antonello | P9 |
| 57 | Damjanovic, Tatiana | P29, C29 |
| 58 | Daskalova, Vessela | P53 |
| 59 | Daway, Sarah Lynne | P48 |
| 60 | de Blas, Beatriz | P20 |
| 61 | De Bruyckere, Valerie | P61 |
| 62 | de Wind, Joris | P41 |
| 63 | De-Antonio-Liedo, David | P30, C30 |
| 64 | Debortoli, Davide | P6 |
| 65 | Dedola, Luca | P20, C20 |
| 66 | Demirel, Ufuk | P16 |
| 67 | Deretic, Momo | P66 |
| 68 | Dey, Jaya | P33 |
| 69 | DiCecio, Riccardo | P80, C80 |
| 70 | Dorich, José | P76 |
| 71 | Dunbar, Geoffrey | P60 |
| 72 | Eberhard, Juan | P5 |
| 73 | Eboli, Mario | P63, C63 |
| 74 | Eickmeier, Sandra | P2 |
| 75 | Ellison, Martin | P17, C17 |
| 76 | Estrella, Arturo | P70, C70 |
| 77 | Evans, Carolyn | P81 |
| 78 | Evans, Richard | P21 |
| 79 | Faccini, Renato | P22 |
| 80 | Fadinger, Harald | P20 |
| 81 | Fang, Lei | P68 |
| 82 | Feigenbaum, James | P18, C18 |
| 83 | Fella, Giulio | P14 |
| 84 | Fendoglu, Salih | P43 |
| 85 | Feng, Zhigang | P14 |
| 86 | Fernholz, Ricardo | P81 |
| 87 | Ferrero, Giuseppe | P19 |
| 88 | Ferroni, Filippo | P34 |
| 89 | Fiedler, Angela | P5 |
| 90 | Foerster, Andrew | P43 |
| 91 | Forlati, Chiara | P29 |
| 92 | Fuentes-Albero, Cristina | P37 |
| 93 | Furlanetto, Francesco | P34 |
| 94 | Garcia-Saltos, Roberto | P50 |
| 95 | Gargano, Antonio | P38 |
| 96 | Gavin, William | P82 |
| 97 | Georg, Co-Pierre | P63 |
| 98 | Giansante, Simone | P63 |
| 99 | Glover, Kristoffer | P59, C59 |
| 100 | Gnocchi, Stefano | P22 |
| 101 | Goldbaum, David | P66, C66 |
| 102 | Goldstein, Jon | P45 |
| 103 | Gomes, Sandra | P7, C7 |
| 104 | Gorodnichenko, Yuriy | P79 |
| 105 | Grill, Michael | P10 |
| 106 | Gubler, Matthias | P16 |
| 107 | Guentner, Jochen | P51 |
| 108 | Guerrero, Omar | P24 |
| 109 | Guerron-Quintana, Pablo | P64 |
| 110 | Gunn, Christopher | P10 |
| 111 | Guo, Feng | P55 |
| 112 | Gust, Christopher | P12 |
| 113 | Haberis, Alex | P74 |
| 114 | Hahn, Elke | P62 |
| 115 | Hammermann, Felix | P26 |
| 116 | Harting, Philipp | P23 |
| 117 | Hördahl, Peter | P55, C55 |
| 118 | He, Xue-Zhong | P67, C67 |
| 119 | Hirose, Yasuo | P26 |
| 120 | Ho, Anson | P69 |
| 121 | Ho, Wai Yip Alex | P32 |
| 122 | Hommes, Cars | P57, C57 |
| 123 | Honkapohja, Seppo | P57 |
| 124 | Hsu, Alex | P38 |
| 125 | Huang, MeiChi | P40 |
| 126 | Iskrev, Nikolay | P30 |
| 127 | Issler, Joao | P40 |
| 128 | Jacquinot, Pascal | P50, C50 |
| 129 | Johri, Alok | P7 |
| 130 | Jorda, Oscar | P46 |
| 131 | Joubert, Clement | P68 |
| 132 | Judd, Kenneth | P14, C14 |
| 133 | Juillard, Michel | P41, C41 |
| 134 | Juvenal, Luciana | P20 |
| 135 | Kang, Boda | P59 |
| 136 | Karaivanov, Alexander | P83 |
| 137 | Kasa, Kenneth | C81 |
| 138 | Kendrick, David | P42 |
| 139 | Khovansky, Serguey | P54 |
| 140 | Kim, Insu | P22 |
| 141 | Kirsanova, Tatiana | P76, C76 |
| 142 | Kiseleva, Tatiana | P31 |
| 143 | Klabunde, Anna | P24 |
| 144 | Klößner, Stefan | P25, C25 |
| 145 | Klein, Paul | P61, C61 |
| 146 | Kliem, Martin | P12 |
| 147 | Kole, Erik | P40, C40 |
| 148 | Kostyshyna, Olena | P83 |
| 149 | Krawczyk, Jacek | P28 |
| 150 | Kristoufek, Ladislav | P13 |
| 151 | Kuester, Keith | P56, C56 |
| 152 | Kumhof, Michael | P48 |
| 153 | Kundhi, Gubhinder | P38, C38 |
| 154 | Laforte, Jean-Philippe | P82, C82 |
| 155 | Lago Alves, Sergio | P74 |
| 156 | Lama, Ruy | P28, C28 |
| 157 | Landry, Anthony | P11 |
| 158 | Lanne, Markku | P17 |
| 159 | Lansing, Kevin | P12, C12 |
| 160 | LeBaron, Blake | P3 |
| 161 | Lee, Taesuk | P25 |
| 162 | Leong, Chee Kian | P36, C36 |
| 163 | Levine, Paul | P76 |
| 164 | Li, Huiyu | P31, C31 |
| 165 | Li, Dandan | P67 |
| 166 | Lin, Hwan C. | P32 |
| 167 | Linde, Jesper | C11, P64, C64 |
| 168 | Liu, Zheng | P58, C58 |
| 169 | Liu, Ruipeng | P13 |
| 170 | Liu, Philip | P30 |
| 171 | Lubik, Thomas | P68, C68 |
| 172 | Luger, Richard | P67 |
| 173 | Madeira, Joao | P35 |
| 174 | Maih, Junior | P21, C21 |
| 175 | Makarski, Krzysztof | P35 |
| 176 | Maliar, Lilia | P84, C84 |
| 177 | Mansury, Yuri | P24, C24 |
| 178 | Markiewicz, Agnieszka | P48, C48 |
| 179 | Marx, Magali | P35, C35 |
| 180 | Mastronardi, Rosangela | P67 |
| 181 | McAdam, Peter | P34, C34 |
| 182 | McCulloch, J. Huston | P37 |
| 183 | McNelis, Paul | P4 |
| 184 | Mele, Antonio | P47 |
| 185 | Melina, Giovanni | P56 |
| 186 | Mendes, Rhys | P65 |
| 187 | Mertens, Karel | P64 |
| 188 | Mertens, Thomas | P6 |
| 189 | Messina, Julian | P77 |
| 190 | Milne, Alistair | P70 |
| 191 | Mimir, Yasin | P44 |
| 192 | Minoiu, Camelia | P63 |
| 193 | Mochon, Asuncion | P8, C8 |
| 194 | Molnar, Krisztina | P57 |
| 195 | Montoro, Carlos | P72 |
| 196 | Moran, Kevin | P70 |
| 197 | Morley, James | P73 |
| 198 | Moura, Guilherme | P62 |
| 199 | Moyen, Stéphane | P4 |
| 200 | Nakata, Taisuke | P56 |
| 201 | Nakov, Anton | P77, C77 |
| 202 | Naraidoo, Ruthira | P19, C19 |
| 203 | Nie, Jun | P58 |
| 204 | Nishiyama, Shinichi | P5, C5 |
| 205 | Nishiyama, Shin-Ichi | P29 |
| 206 | Nistico, Salvatore | P12 |
| 207 | Nunes, Ricardo | P74, C74 |
| 208 | Nuno, Galo | P3 |
| 209 | Ocaktan, Tarik | P61 |
| 210 | Occhino, Filippo | P51 |
| 211 | Okou, Cedric | P40 |
| 212 | Onali, Enrico | P38 |
| 213 | Onorante, Luca | P17 |
| 214 | Otrok, Christopher | P72 |
| 215 | Owyang, Michael | P46 |
| 216 | Paarsch, Harry | P84 |
| 217 | Panchenko, Valentyn | P83 |
| 218 | Panovska, Irina | P16 |
| 219 | Pataracchia, Beatrice | P60 |
| 220 | Petrella, Ivan | P16, C16 |
| 221 | Pfajfar, Damjan | P66 |
| 222 | Pierri, Damian | P31 |
| 223 | Piger, Jeremy | P73, C73 |
| 224 | Popper, Helen | P81 |
| 225 | Posch, Olaf | P41 |
| 226 | Pratap, Sangeeta | P18 |
| 227 | Prieto, Esteban | P27 |
| 228 | Ramsey, James | P52, C52 |
| 229 | Ratto, Marco | P50 |
| 230 | Raviv, Eran | P25 |
| 231 | Reiter, Michael | P39, C39 |
| 232 | Reppa, Zoltan | P57 |
| 233 | Ricottilli, Massimo | P32 |
| 234 | Rondina, Francesca | P19 |
| 235 | Ropele, Tiziano | P17 |
| 236 | Roventini, Andrea | P35 |
| 237 | Rua, Antonio | P46 |
| 238 | Ruebeck, Christopher | P53 |
| 239 | Saito, Masashi | P50 |
| 240 | Sanz-de-Galdeano, Anna | P18 |
| 241 | Savascin, Ozge | P62 |
| 242 | Saviotti, Pier-Paolo | P23 |
| 243 | Sørensen, Kenneth | P68 |
| 244 | Schönau, Franziska | P36 |
| 245 | Schmidt, Torsten | P21 |
| 246 | Schwenkler, Gustavo | P52 |
| 247 | Sekhposyan, Tatevik | P62, C62 |
| 248 | Seneca, Martin | P58 |
| 249 | Senegas, Marc-Alexandre | P36 |
| 250 | Senyuz, Zeynep | P73 |
| 251 | Shi, Lei | P15 |
| 252 | Shibata, Takashi | P44 |
| 253 | Shibayama, Katsuyuki | P42, C42 |
| 254 | Shrestha, Prakash | P28 |
| 255 | Shukayev, Malik | P72 |
| 256 | Sim, Jae | P51, C51 |
| 257 | Sinha, Arunima | P3 |
| 258 | Sirbu, Anca Ioana | P7 |
| 259 | Slacalek, Jiri | P69 |
| 260 | Smallwood, Aaron | P46, C46 |
| 261 | Smelov, Dmitry | P84 |
| 262 | Somogyi, Robert | P36 |
| 263 | Sosa Padilla, Cesar | P44 |
| 264 | Stachurski, John | P84 |
| 265 | Stasiukynaite, Rasa | P15 |
| 266 | Stebunovs, Viktors | P1 |
| 267 | Steiger, Christina | P23, C23 |
| 268 | Stockman, David | P47 |
| 269 | Suda, Jacek | P3, C3 |
| 270 | Sunakawa, Takeki | P49 |
| 271 | Svec, Justin | P75 |
| 272 | Swanson, Eric | P61 |
| 273 | Tamirisa, Natalia | P27 |
| 274 | Teppa, Federica | P39 |
| 275 | Tetlow, Robert | P10, C10 |
| 276 | Theodoridis, Konstantinos | P30 |
| 277 | Thoenissen, Christoph | P2 |
| 278 | Tien, Pao-Lin | P80 |
| 279 | Traficante, Guido | P65 |
| 280 | Treibich, Tania | P45 |
| 281 | Trimborn, Timo | P31 |
| 282 | Trimbur, Thomas | P26, C26 |
| 283 | Tristani, Oreste | P82 |
| 284 | Uysal, Pinar | P1, C1 |
| 285 | Vavra, Marian | P37 |
| 286 | Vavra, Joseph | P26 |
| 287 | Vázquez, Jesús | P22, C22 |
| 288 | Veiga, Helena | P33, C33 |
| 289 | Verhelst, Benjamin | P49 |
| 290 | Vermeulen, Philip | P9 |
| 291 | Verona, Fabio | P42 |
| 292 | Vigfusson, Robert | P11 |
| 293 | Villemot, Sebastien | P14 |
| 294 | Voudouris, Vlasios | P8 |
| 295 | Vriend, Nicolaas | P53, C53 |
| 296 | Wang, Yougui | P13 |
| 297 | Waters, George | P39 |
| 298 | Waters, Alex | P55 |
| 299 | Weber, Henning | P77 |
| 300 | Westermark, Andreas | P74 |
| 301 | Winkler, Roland | P29 |
| 302 | Wohar, Mark | P80 |
| 303 | Wolters, Maik | P21 |
| 304 | Xiu, Dacheng | P59 |
| 305 | Yamamoto, Ryuichi | P15 |
| 306 | Yoldas, Emre | P25 |
| 307 | Young, Eric | P75 |
| 308 | Yun, Tack | P79 |
| 309 | Zadrozny, Peter | P37, C37 |
| 310 | Zedan, Camillia | P24 |
| 311 | Zeppini, Paolo | P23 |
| 312 | Zhang, Yan | P42 |
| 313 | Zhang, Xin | P54 |
| 314 | Zhao, Huan | P8 |
| 315 | Zhu, Guozhong | P60 |
| 316 | Zlate, Andrei | P2, C2 |
This program was last updated on 2011-11-30 18:54:12 EDT