SCE - Computing in Economics and Finance (CEF 2014)

Oslo, Norway

 

Program Notes and Index of Sessions

 

Summary of All Sessions

Click here for an index of all participants

Session
ID code
Date/TimeLocationTitlePapers
7June 22, 2014
9:00-10:40
A2-020 A1 Empirical Macroeconomics: Open Economy4
32June 22, 2014
9:00-10:40
A2-070 A2 Econometrics I4
47June 22, 2014
9:00-10:40
A2-090 A3 Labor I4
49June 22, 2014
9:00-10:40
A2-010/015 A4 Monetary Policy4
52June 22, 2014
9:00-10:40
A2-035 A5 Optimal Policy4
60June 22, 2014
9:00-10:40
A2-045 A6 Empirical Finance I4
66June 22, 2014
9:00-10:40
A2-075 A7 Nonlinear Solution Methods4
68June 22, 2014
9:00-10:40
A2-080 A8 Empirical Monetary Economics4
78June 22, 2014
9:00-10:40
A2-095 A9 Agent-based Modeling of Asset Pricing4
56June 22, 2014
11:10-12:50
A2-020 B1 Trade and Firm Heterogeneity4
18June 22, 2014
11:10-12:50
A2-070 B2 VARs: Methodology4
22June 22, 2014
11:10-12:50
A2-010/015 B3 Business Cycle and Global Spillovers4
25June 22, 2014
11:10-12:50
A2-035 B4 Forecasting3
36June 22, 2014
11:10-12:50
A2-045 B5 Financial Economics3
14June 22, 2014
11:10-12:50
A2-075 B6 Uncertainty4
39June 22, 2014
11:10-12:50
A2-080 B7 Credit, Housing and Business Cycles4
58June 22, 2014
11:10-12:50
A2-095 B8 Agent-based Finance4
80June 22, 2014
11:10-12:50
A2-090 B9 Economic and Social Networks: Formations and Consequences I4
5June 22, 2014
16:00-17:40
A2-020 C1 The Zero Lower Bound: Theory and Empirics4
13June 22, 2014
16:00-17:40
A2-070 C2 Monetary Policy Trade-offs4
26June 22, 2014
16:00-17:40
A2-010/015 C3 Empirical Monetary Policy4
27June 22, 2014
16:00-17:40
A2-035 C4 Instabilities and Conditional Forecasting4
31June 22, 2014
16:00-17:40
A2-045 C5 Energy Economics I4
29June 22, 2014
16:10-17:40
A2-075 C6 Identification of Policy Shocks4
11June 22, 2014
16:00-17:40
A2-080 C7 International Transmission of Business Cycles: Theory and Policy4
77June 22, 2014
16:00-17:40
A2-095 C8 Agent-based Macro Models: Monetary Policy and Fiscal Policy4
81June 22, 2014
16:00-17:40
A2-090 C9 Inequality, Social Classes and Social Exclusion3
2June 23, 2014
9:00-10:40
A2-070 D1 Financial Shocks4
87June 23, 2014
9:00-10:40
A2-080 D10 Macroprudential Policy3
17June 23, 2014
9:00-10:40
A2-010/015 D2 DSGE: Methodology4
20June 23, 2014
9:00-10:40
A2-035 D3 TVP-VARs: Applications4
30June 23, 2014
9:00-10:40
A2-090 D4 Empirical Finance II4
43June 23, 2014
9:00-10:40
A2-030 D5 Heterogeneous Agents I4
50June 23, 2014
9:00-10:40
A2-045 D6 Monetary Policy and Expectations4
59June 23, 2014
9:00-10:40
A2-095 D7 Bubbles4
70June 23, 2014
9:00-10:40
A2-075 D8 Regime Switches and Model Comparison4
82June 23, 2014
9:00-10:40
A2-020 D9 Heuristic Switching Models4
3June 23, 2014
11:10-12:50
A2-030 E1 Monetary and Fiscal Policy Interactions4
85June 23, 2014
11:10-12:50
A2-090 E10 Evolutionary Games: Simulations and Experiments3
45June 23, 2014
11:10-12:50
A2-020 E2 International Macroeconomics and Policy4
23June 23, 2014
11:10-12:50
A2-070 E3 Macroeconomic Uncertainty4
38June 23, 2014
11:10-12:50
A2-010/015 E4 House Prices and Imbalances4
6June 23, 2014
11:10-12:50
A2-035 E5 Credit and Risk in the Macroeconomy4
63June 23, 2014
11:10-12:50
A2-045 E6 Macro-Finance4
64June 23, 2014
11:10-12:50
A2-075 E7 Microstructure4
72June 23, 2014
11:10-12:50
A2-080 E8 Computational Tools for Macroeconomic Problems4
76June 23, 2014
11:10-12:50
A2-095 E9 Agent-based Macro Models: Financial Regulation and Credit Markets3
4June 23, 2014
14:20-16:00
A2-030 F1 Expectation Formation and Regime Switching in Macroeconomics4
73June 23, 2014
14:20-16:00
A2-095 F10 Policy at the Zero Lower Bound4
9June 23, 2014
14:20-16:00
A2-020 F2 Econometrics II4
12June 23, 2014
14:20-16:00
A2-070 F3 Earnings Dynamics and Labor Market Outcomes4
19June 23, 2014
14:20-16:00
A2-010/015 F4 Asymmetry and Non-Linearity over the Business Cycle: Theory and Empirics4
34June 23, 2014
14:20-16:00
A2-090 F5 Business Cycle and Commodities3
44June 23, 2014
14:20-16:00
A2-035 F6 Heterogeneous Agents II3
54June 23, 2014
14:20-16:00
A2-045 F7 Public Finance I4
62June 23, 2014
14:20-16:00
A2-075 F8 Foreign Exchange4
65June 23, 2014
14:20-16:00
A2-080 F9 Dynamic Optimization and Games4
10June 24, 2014
9:00-10:40
A2-090 G1 The Labor Market over the Business Cycle4
86June 24, 2014
9:00-10:40
A2-095 G10 Experiments with Human Subjects4
15June 24, 2014
9:00-10:40
A2-030 G2 Fiscal Shocks4
89June 24, 2014
9:00-10:40
A2-020 G3 Recent Advances in Macroeconomics4
24June 24, 2014
9:00-10:40
A2-070 G4 Forecasting in Policy Institutions4
37June 24, 2014
9:00-10:40
A2-010/-15 G5 Capital Flows4
55June 24, 2014
9:00-10:40
A2-035 G6 Macroeconomic Volatility4
67June 24, 2014
9:00-10:40
A2-045 G7 DSGE Models for the Euro Area4
74June 24, 2014
9:00-10:40
A2-075 G8 Banks and Interbank Networks4
84June 24, 2014
9:00-10:40
A2-080 G9 Firms, Entrepreneurs and Industrial Dynamics4
1June 24, 2014
11:10-12:50
A2-070 H1 DSGE Models in Policy4
8June 24, 2014
11:10-12:50
A2-010/015 H2 Econometrics III4
28June 24, 2014
11:10-12:50
A2-090 H3 Econometric Methodologies4
42June 24, 2014
11:10-12:50
A2-035 H4 Firm Heterogeneity and Business Cycles4
46June 24, 2014
11:10-12:50
A2-020 H5 Labor II4
61June 24, 2014
11:10-12:50
A2-045 H6 Financial Crisis 3
69June 24, 2014
11:10-12:50
A2-075 H7 Open Economy Models4
79June 24, 2014
11:10-12:50
A2-080 H8 Economic and Social Networks: Formations and Consequences II3
83June 24, 2014
11:10-12:50
A2-095 H9 Adaptive, Social and Meta Learning4
33June 24, 2014
16:00-17:40
A2-020 I1 Energy Economics II4
40June 24, 2014
16:00-17:40
A2-070 I2 Models of Default4
48June 24, 2014
16:00-17:40
A2-010/015 I3 Monetary and Fiscal Policy4
51June 24, 2014
16:00-17:40
A2-035 I4 Monetary Unions4
53June 24, 2014
16:00-17:40
A2-045 I5 Public Finance II4
57June 24, 2014
16:00-17:40
A2-075 I6 Financial Intermediation4
71June 24, 2014
16:00-17:40
A2-080 I7 Propagation of Structural Shocks4
75June 24, 2014
16:00-17:40
A2-095 I8 Agent-based Macroeconomic Models4
88June 24, 2014
16:00-18:05
A2-090 I9 Household Choices5
 

85 sessions, 331 papers, and 0 presentations with no associated papers


 

SCE - Computing in Economics and Finance (CEF 2014)

Detailed List of Sessions

 
Session ID 7: A1 Empirical Macroeconomics: Open Economy
June 22, 2014 9:00 to 10:40
A2-020
 
Session Chair: Jacek Krawczyk, Victoria University of Wellington
 

Exchange Rate, Risk Premium and Factors: What Can Term Structure of Interest Rates Tell Us about the Dynamics of the Exchange Rate?
By Likun Wang; Goethe University Frankfurt
   Presented by: Likun Wang, Goethe University Frankfurt
 

An analysis of monetary policy of a small-open economy with a "nuisance" agent
By Jacek Krawczyk; Victoria University of Wellington
Kunhong Kim; Hallym University
   Presented by: Jacek Krawczyk, Victoria University of Wellington
 

International portfolio diversification: the role of third-country effects
By Maria Gelman; Christian-Albrechts-Universität zu Kiel
Stefan Reitz; Kiel Institute for the World Economy
   Presented by: Maria Gelman, Christian-Albrechts-Universität zu Kiel
 

The Effects of Productivity Gains in Asian Emerging Economies: A Global Vector Autoregressive Framework
By Taya Dumrongrittikul; Australian National University
Heather Anderson; Monash University
Farshid Vahid; Monash University
   Presented by: Taya Dumrongrittikul, Australian National University
 
Session ID 32: A2 Econometrics I
June 22, 2014 9:00 to 10:40
A2-070
 
Session Chair: Francesco Ravazzolo, Norges Bank
 

Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
By Francesco Ravazzolo; Norges Bank
   Presented by: Francesco Ravazzolo, Norges Bank
 

Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective.
By Mauro Costantini; Brunel University
Matteo Fragetta; University of Salerno
Giovanni Melina; City University London
   Presented by: Matteo Fragetta, University of Salerno
 

Regime Switching Model with Autoregressive Endogenous Latent Factor
By Yoosoon Chang; Indiana University
Yongok Choi; Indiana University
Joon Park; Indiana University
   Presented by: Yoosoon Chang, Indiana University
 

Oil and the great moderation: Switching regimes
By Hilde Bjørnland; BI Norwegian Business School
Vegard Larsen; BI Norwegian Business School
   Presented by: Vegard Larsen, BI Norwegian Business School
 
Session ID 47: A3 Labor I
June 22, 2014 9:00 to 10:40
A2-090
 
Session Chair: Michal Horvath, University of Oxford
 

Search and matching in skilled and unskilled labour markets
By Konstantinos Angelopoulos; University of Glasgow
Wei Jiang; University of Kent
James Malley; University of Glasgow and CESifo
   Presented by: Wei Jiang, University of Kent
 

Countercyclical Unemployment Benefits under Incomplete Markets
By Michal Horvath; Department of Economics and Nuffield College
Charles Nolan; University of Glasgow
   Presented by: Michal Horvath, University of Oxford
 

Technology Shocks, Labour Mobility and Aggregate Fluctuations
By Daniela Hauser; Bank of Canada
   Presented by: Daniela Hauser, Bank of Canada
 

Reassessing the rationale for price stability in the presence of matching frictions
By Antoine Lepetit; Paris 1 - Paris School of Economics
   Presented by: Antoine Lepetit, Paris 1 - Paris School of Economics
 
Session ID 49: A4 Monetary Policy
June 22, 2014 9:00 to 10:40
A2-010/015
 
Session Chair: Michael Kiley, Board of Governors of the Federal Reserve System
 

Why Is the Government Spending Multiplier Larger at the Zero Lower Bound? Not (Only) Because of the Zero Lower Bound
By Jordan Roulleau-Pasdeloup; CREST
   Presented by: Jordan Roulleau-Pasdeloup, CREST
 

Monetary and macroprudential policy with multi-period loans
By Michał Brzoza-Brzezina; National Bank of Poland
Paolo Gelain; Norges Bank
Marcin Kolasa; National Bank of Poland
   Presented by: Marcin Kolasa, National Bank of Poland
 

Optimal Conventional and Unconventional Monetary Policy in A New Keynesian Model with Bond and Credit Market Frictions
By Xiaoshan Chen; University of Stirling
Jilei Huang; Shandong University
Campbell Leith; University of Glasgow
   Presented by: Jilei Huang, Shandong University
 

Effective Monetary Policy Strategies in the New-Keynesian Model
By Hess Chung; Federal Reserve Board of Governors
Edward Herbst; Federal Reserve Board
Michael Kiley; Board of Governors of the Federal Reserve System
   Presented by: Michael Kiley, Board of Governors of the Federal Reserve System
 
Session ID 52: A5 Optimal Policy
June 22, 2014 9:00 to 10:40
A2-035
 
Session Chair: Vivien Lewis, Catholic University Leuven
 

Product Diversity, Demand Structures and Optimal Taxation
By Vivien Lewis; Catholic University Leuven
Roland Winkler; TU Dortmund University
   Presented by: Roland Winkler, TU Dortmund University
 

Financial Shocks and Optimal Monetary Policy Rules
By Fabio Verona; Bank of Finland
Manuel M. F. Martins; Universidade do Porto
Ines Drumond
   Presented by: Fabio Verona, Bank of Finland
 

The Implementation of Stabilization Policy
By Olivier Loisel; CREST
   Presented by: Olivier Loisel, CREST
 

Employment, Hours and Optimal Monetary Policy
By Maarten Dossche; National Bank Belgium
Vivien Lewis; Catholic University Leuven
Celine Poilly; University of Lausanne
   Presented by: Vivien Lewis, Catholic University Leuven
 
Session ID 60: A6 Empirical Finance I
June 22, 2014 9:00 to 10:40
A2-045
 
Session Chair: Blake LeBaron, Brandeis University
 

Optimality of Momentum and Reversal
By Xue-Zhong He; University of Technology Sydney
Kai Li; University of Technology, Sydney
Youwei Li; Queen's University Belfast
   Presented by: Kai Li, University of Technology, Sydney
 

Stock Listings and Delistings and Average Cross-Sectional Idiosyncratic Stock Volatility
By Serguey Khovansky; Northeastern University
Oleksandr Zhylyevskyy; Iowa State University
   Presented by: Serguey Khovansky, Northeastern University
 

Regime Switches in the Risk-Return Trade-Off
By Eric Ghysels; UNC
Pierre Guerin; Bank of Canada
massimiliano marcellino; bocconi university
   Presented by: Pierre Guerin, Bank of Canada
 

Dynamic Risk Avoidance and the Attraction of Short Memory Volatility Forecasts
By Blake LeBaron; Brandeis University
   Presented by: Blake LeBaron, Brandeis University
 
Session ID 66: A7 Nonlinear Solution Methods
June 22, 2014 9:00 to 10:40
A2-075
 
Session Chair: Michael Reiter, Institute for Advanced Studies
 

Solving OLG Models with Portfolio Choice and Large Shocks
By Michael Reiter; Institute for Advanced Studies
   Presented by: Michael Reiter, Institute for Advanced Studies
 

Computation of portfolio hedging strategies using a reduced Monge-Ampère equation
By Alexandre Caboussat; Geneva School of Business Administration
   Presented by: Alexandre Caboussat, Geneva School of Business Administration
 

Solving the Incomplete Markets Model with Aggregate Uncertainty: The Method of Mixtures
By Erick Sager; Bureau of Labor Statistics
   Presented by: Erick Sager, Bureau of Labor Statistics
 

Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain
By Kenneth Judd; Stanford University
Lilia Maliar; Stanford University
Serguei Maliar; Santa Clara University
Rafael Valero; University of Alicante
   Presented by: Lilia Maliar, Stanford University
 
Session ID 68: A8 Empirical Monetary Economics
June 22, 2014 9:00 to 10:40
A2-080
 
Session Chair: Andrea Stella, Federal Reserve Board
 

Fed Funds Rate Dissent and the Forecast Errors of the FOMC
By Guido Schultefrankenfeld; Deutsche Bundesbank
   Presented by: Guido Schultefrankenfeld, Deutsche Bundesbank
 

Economies of Scope in Price Setting: A Moment Inequalities Estimation
By Andrea Stella; Federal Reserve Board
   Presented by: Andrea Stella, Federal Reserve Board
 

Estimating monetary policy rules when the zero lower bound on nominal interest rates is approached
By Konstantin Kiesel; Halle Institute for Economic Research
Maik Wolters; Kiel Institute for the World Economy
   Presented by: Konstantin Kiesel, Halle Institute for Economic Research
 

Estimating US Fiscal and Monetary Interactions: From Volcker Chairmanship to the Great Recession
By Eddie Edin Gerba; London School of Economics and Political Science
Klemens Hauzenberger; Deutsche Bundesbank
   Presented by: Eddie Edin Gerba, London School of Economics and Political Science
 
Session ID 78: A9 Agent-based Modeling of Asset Pricing
June 22, 2014 9:00 to 10:40
A2-095
 
Session Chair: Chia-Hsuan Yeh, Yuan Ze University
 

Agent-based modeling of agricultural land rental markets
By Marten Graubner; IAMO Halle
Alfons Balmann; IAMO
   Presented by: Marten Graubner, IAMO Halle
 

A Dynamic Exchange Rate Model with Heterogenous Agents
By Michele Gori; Università degli Studi di Firenze
Giorgio Ricchiuti; Università degli Studi di Firenze
   Presented by: Giorgio Ricchiuti, Università degli Studi di Firenze
 

Herding, Trend Chasing and Market Volatility
By Corrado Di Guilmi; University Technology Sydney
Xue-Zhong He; University of Technology Sydney
Kai Li; University of Technology, Sydney
   Presented by: Xue-Zhong He, University of Technology Sydney
 

Traders' intelligence and trading protocols
By Chia-Hsuan Yeh; Yuan Ze University
Ryuichi Yamamoto; Waseda University
Chun-Yi Yang; George Mason University
   Presented by: Chia-Hsuan Yeh, Yuan Ze University
 
Session ID 56: B1 Trade and Firm Heterogeneity
June 22, 2014 11:10 to 12:50
A2-020
 
Session Chair: Drago Bergholt, BI Norwegian Business School
 

Trade Liberalization and Wage Inequality: New Insights from a Dynamic Trade Model with Heterogeneous Firms and Comparative Advantage
By Wolfgang Lechthaler; Kiel Institute for the World Economy
Mariya Mileva; Kiel Institute for the World Economy
   Presented by: Mariya Mileva, Kiel Institute for the World Economy
 

Product Innovation Incentives by an Incumbent Firm: A Dynamic Analysis
By Herbert Dawid; University of Bielefeld
Michel Keoula; University of Bielefeld
Michael Kopel; University of Graz
Peter Kort; Tilburg University
   Presented by: Michel Keoula, University of Bielefeld
 

Imperfect Mobility of Labor across Sectors: A Reappraisal of the Balassa-Samuelson Effect
By Olivier Cardi; University Paris 2, ERMES, and Ecole Pol
   Presented by: Olivier Cardi, University Paris 2, ERMES, and Ecole Pol
 

Foreign Shocks in an Estimated Multi-Sector Model
By Drago Bergholt; BI Norwegian Business School
   Presented by: Drago Bergholt, BI Norwegian Business School
 
Session ID 18: B2 VARs: Methodology
June 22, 2014 11:10 to 12:50
A2-070
 
Session Chair: Willi Semmler, New School for Social Research
 

Sequential Monte Carlo Algorithms for the Estimation of VAR Models
By Mark Bognanni; Federal Reserve Bank of Cleveland
Edward Herbst; Federal Reserve Board
   Presented by: Mark Bognanni, Federal Reserve Bank of Cleveland
 

Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
By Christiane Baumeister; Bank of Canada
James Hamilton; University of California, San Diego
   Presented by: Christiane Baumeister, Bank of Canada
 

Noncausal Bayesian Vector Autoregression
By Markku Lanne; University of Helsinki
Jani Luoto; University of Helsinki
   Presented by: Markku Lanne, University of Helsinki
 

Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered
By Frauke Schleer; ZEW, Mannheim
Willi Semmler; New School for Social Research
   Presented by: Willi Semmler, New School for Social Research
 
Session ID 22: B3 Business Cycle and Global Spillovers
June 22, 2014 11:10 to 12:50
A2-010/015
 
Session Chair: Christopher Otrok, University of Missouri
 

Determinants of Global Spillovers from US Monetary Policy
By Georgios Georgiadis; ECB
   Presented by: Georgios Georgiadis, ECB
 

How do Business Cycles Become Global? Common Shocks or Spillovers?
By Thomas Helbling; International Monetary Fund
Raju Huidrom; University of Virginia
Ayhan Kose; IMF
Christopher Otrok; University of Missouri
   Presented by: Christopher Otrok, University of Missouri
 

Forecasting output and inflation with global components. This time is different
By Hilde Bjørnland; BI Norwegian Business School
Francesco Ravazzolo; Norges Bank
Leif Thorsrud; BI Norwegian Business School
   Presented by: Leif Thorsrud, BI Norwegian Business School
 

Evidence of increasing integration between international markets – is diversification becoming tougher?
By Alexandre Costa; UFSM
   Presented by: Alexandre Costa, UFSM
 
Session ID 25: B4 Forecasting
June 22, 2014 11:10 to 12:50
A2-035
 
Session Chair: Marco Del Negro, Federal Reserve Bank of New York
 

Term Structure of Inflation Forecast Uncertainties and Skew Normal Distributions
By Wojciech Charemza; University of Leicester
Carlos Diaz; University of Leicester
Svetlana Makarova; University College London
   Presented by: Svetlana Makarova, University College London
 

Macroeconomic Nowcasting Using Google Probabilities
By Gary Koop; University of Strathclyde
Luca Onorante; European Central Bank
   Presented by: Luca Onorante, European Central Bank
 

Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
By Marco Del Negro; Federal Reserve Bank of New York
Raiden Hasegawa; FRBNY
Frank Schorfheide; University of Pennsylvania
   Presented by: Marco Del Negro, Federal Reserve Bank of New York
 
Session ID 36: B5 Financial Economics
June 22, 2014 11:10 to 12:50
A2-045
 
Session Chair: Marten Hillebrand, Karlsruhe Institute of Technology
 

Bubbly Markov Equilibria
By Marten Hillebrand; Karlsruhe Institute of Technology
   Presented by: Marten Hillebrand, Karlsruhe Institute of Technology
 

The Equity Premium in a DSGE Model with Limited Asset Market Participation
By Lorenzo Menna; University of Milan-Bicocca
Patrizio Tirelli; University of Milano-Bicocca
   Presented by: Lorenzo Menna, University of Milan-Bicocca
 

Sovereign debt issuance and selective default
By Kirill Shakhnov; European University Institute
   Presented by: Kirill Shakhnov, European University Institute
 
Session ID 14: B6 Uncertainty
June 22, 2014 11:10 to 12:50
A2-075
 
Session Chair: Tatevik Sekhposyan, Bank of Canada
 

Understanding Uncertainty Shocks and the Role of Black Swans
By Anna Orlik; Federal Reserve Board of Governors
Laura Veldkamp; NYU Stern
   Presented by: Anna Orlik, Federal Reserve Board of Governors
 

Fearing the Worst: The Impact of Time-Varying Uncertainty on Firms' Decisions and the Business Cycle
By Federico Ravenna; HEC Montreal
Matteo Cacciatore; HEC Montreal
   Presented by: Federico Ravenna, HEC Montreal
 

Uncertain Times, Hard Times: Volatility Shocks in Recessions and Expansions
By Giovanni Caggiano; University of Padua
Efrem Castelnuovo; University of Padova and University of Milan
Gabriela Nodari; University of Verona
   Presented by: Giovanni Caggiano, University of Padua
 

Macroeconomic Uncertainty Indices Based on Density Nowcasts and Forecasts
By Barbara Rossi; ICREA-UPF, Barcelona GSE and CREI
Tatevik Sekhposyan; Bank of Canada
   Presented by: Tatevik Sekhposyan, Bank of Canada
 
Session ID 39: B7 Credit, Housing and Business Cycles
June 22, 2014 11:10 to 12:50
A2-080
 
Session Chair: Andrea Tambalotti, Federal Reserve Bank of New York
 

Changing Credit Limits, Changing Business Cycles
By Henrik Jensen; University of Copenhagen
Søren Hove Ravn; University of Copenhagen
Emiliano Santoro; University of Copenhagen
   Presented by: Søren Hove Ravn, University of Copenhagen
 

Macroeconomic Implications of Bank Capital Requirements
By Luisa Lambertini; EPFL
   Presented by: Luisa Lambertini, EPFL
 

Credit Supply and the Housing Boom
By Alejandro Justiniano; Federal Reerve Chicago
Giorgio Primiceri; Northwestern University
Andrea Tambalotti; Federal Reserve Bank of New York
   Presented by: Andrea Tambalotti, Federal Reserve Bank of New York
 

Leaning Against the Credit Cycle
By Paolo Gelain; Norges Bank
Kevin Lansing; Federal Reserve Bank of San Francisco
Gisle Natvik; Norges Bank
   Presented by: Gisle Natvik, Norges Bank
 
Session ID 58: B8 Agent-based Finance
June 22, 2014 11:10 to 12:50
A2-095
 
Session Chair: Eva Camacho-Cuena, University Jaume I
 

A medium-scale agent-based financial market model: explaining the dynamics of financial markets
By Ivonne Blaurock; University of Bamberg
Noemi Schmitt; University of Bamberg
Frank Westerhoff; University of Bamberg
   Presented by: Frank Westerhoff, University of Bamberg
 

A calibration procedure for analyzing stock price dynamics in an Agent-based framework
By Gabriele Tedeschi; Universita Politecnica delle Marche
   Presented by: Gabriele Tedeschi, Universita Politecnica delle Marche
 

The J-Curve and Transaction Taxes: Insights from an Artificial Stock Market
By Lina Kalimullina; University of Tuebingen
Rainer Schoebel; University of Tuebingen
   Presented by: Lina Kalimullina, University of Tuebingen
 

The role of public and private information in a laboratoty financial market
By Eva Camacho-Cuena; University Jaume I
Simone Alfarano; University Jaume I
Andrea Morone; Università di Bari
   Presented by: Eva Camacho-Cuena, University Jaume I
 
Session ID 80: B9 Economic and Social Networks: Formations and Consequences I
June 22, 2014 11:10 to 12:50
A2-090
 
Session Chair: Tomasz Makarewicz, University of Amsterdam
 

Information and Efficiency in Thin Markets over Random Networks
By Michiel van de Leur; University of Amsterdam (Universität Bielefeld/Universita ca Foscari Venezia)
   Presented by: Michiel van de Leur, University of Amsterdam (Universität Bielefeld/Universita ca Foscari Venezia)
 

Network of heterogeneous expectations in an asset pricing market
By Tomasz Makarewicz; University of Amsterdam
   Presented by: Tomasz Makarewicz, University of Amsterdam
 

Ubi minor maior cessat: too interconnected banks fail
By Simone Berardi; La Sapienza Universitá di Roma
Gabriele Tedeschi; Universita Politecnica delle Marche
   Presented by: Simone Berardi, La Sapienza Universitá di Roma
 

Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
By Sebastian Poledna; Medical University of Vienna
Stefan Thurner; Section for Science of Complex Systems Head
   Presented by: Sebastian Poledna, Medical University of Vienna
 
Session ID 5: C1 The Zero Lower Bound: Theory and Empirics
June 22, 2014 16:00 to 17:40
A2-020
 
Session Chair: Yasuo Hirose, Keio University
 

Forward Guidance Under Uncertainty
By Brent Bundick; Boston College
   Presented by: Brent Bundick, Boston College
 

The Zero Lower Bound: Frequency, Duration, and Numerical Convergence
By Alexander Richter; Auburn University
Nathaniel Throckmorton; DePauw University
   Presented by: Nathaniel Throckmorton, DePauw University
 

An Estimated DSGE Model with a Deflation Steady State: An Application to the Japanese Economy
By Yasuo Hirose; Keio University
   Presented by: Yasuo Hirose, Keio University
 

Time Consistency and the Duration of Government Debt: A Signalling Theory of Quantitative Easing
By Saroj Bhatarai; Pennsylvania State University
Gauti Eggertsson; Brown University
Bulat Gafarov; Pennsylvania State University
   Presented by: Saroj Bhatarai, Pennsylvania State University
 
Session ID 13: C2 Monetary Policy Trade-offs
June 22, 2014 16:00 to 17:40
A2-070
 
Session Chair: Jesper Linde, Federal Reserve Board
 

Forward Guidance and Long Term Interest Rates: Inspecting the Mechanism
By Ferre De Graeve; Sveriges Riksbank
Pelin Ilbas; National Bank of Belgium
Rafael Wouters; Research Department
   Presented by: Ferre De Graeve, Sveriges Riksbank
 

Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?
By Jesper Linde; Federal Reserve Board
   Presented by: Jesper Linde, Federal Reserve Board
 

Financial Frictions and Monetary Policy Tradeoffs
By Paolo Gelain; Norges Bank
   Presented by: Paolo Gelain, Norges Bank
 

The Federal Reserve's Framework for Monetary Policy--Recent Changes and New Questions
By William English; Federal Reserve Board
J. David Lopez-Salido; Federal Reserve Board
Robert Tetlow; Federal Reserve Board
   Presented by: Robert Tetlow, Federal Reserve Board
 
Session ID 26: C3 Empirical Monetary Policy
June 22, 2014 16:00 to 17:40
A2-010/015
 
Session Chair: Irina Panovska, Lehigh University
 

Inflation and the Steeplechase Between Economic Activity Variables
By Jaromir Baxa; Institute of Information Theory and Automation AS CR
Miroslav Plasil; Czech National Bank
Borek Vasicek; Czech National Bank
   Presented by: Jaromir Baxa, Institute of Information Theory and Automation AS CR
 

Asymmetric Pass-through Behavior over the Business Cycle
By Luiggi Donayre; University of Minnesota - Duluth
Irina Panovska; Lehigh University
   Presented by: Irina Panovska, Lehigh University
 

Interest Rates, Money Supply and Unemployment: Theory and VECM Evidence with Markov-Switching
By Giulia Ghiani; IMT Institute for Advanced Studies Lucca
Max Gillman; University of Missouir, St Louis
Michal Kejak; CERGE-EI
   Presented by: Giulia Ghiani, IMT Institute for Advanced Studies Lucca
 

Inflation Forecasting in a Changing Environment
By Guilherme Moura; UFSC
Douglas Eduardo Turatti
   Presented by: Guilherme Moura, UFSC
 
Session ID 27: C4 Instabilities and Conditional Forecasting
June 22, 2014 16:00 to 17:40
A2-035
 
Session Chair: Knut Are Aastveit, Norges Bank
 

Conditional forecasts and scenario analysis with vector autoregressive models for large cross-sections
By Marta Banbura; European Central Bank
Domenico Giannone; Université Libre de Bruxelles
Michele Lenza; European Central Bank
   Presented by: Marta Banbura, European Central Bank
 

Real-Time Nowcasting Nominal GDP Under Structural Break
By William Barnett; University of Kansas
Marcelle Chauvet; University of California Riverside
Danilo Leiva-Leon; Bank of Canada
   Presented by: Marcelle Chauvet, University of California Riverside
 

Have Standard VARs Remained Stable Since the Crisis?
By Knut Are Aastveit; Norges Bank
Andrea Carriero; Queen Mary Univerity of London
Todd Clark; Federal Reserve Bank of Cleveland
Massimiliano Marcellino; Bocconi University
   Presented by: Knut Are Aastveit, Norges Bank
 

Evaluating Forecasts from Vector Autoregressions Conditional on Policy Paths
By Michael McCracken; Federal Reserve Bank of St Louis
   Presented by: Michael McCracken, Federal Reserve Bank of St Louis
 
Session ID 31: C5 Energy Economics I
June 22, 2014 16:00 to 17:40
A2-045
 
Session Chair: Hilde Bjørnland, BI Norwegian Business School
 

Commodity prices, fiscal policy design and economic activity
By Hilde Bjørnland; BI Norwegian Business School
Leif Thorsrud; BI Norwegian Business School
   Presented by: Hilde Bjørnland, BI Norwegian Business School
 

Why do so many oil exporters peg their currency? Foreign reserves as a de-facto sovereign wealth fund
By Frederick van der Ploeg; University of Oxford
Samuel Wills; University of Oxford
   Presented by: Samuel Wills, University of Oxford
 

The impact of commodity price shocks in a major producing economy. The case of copper and Chile
By Michael Pedersen; Central Bank of Chile
   Presented by: Michael Pedersen, Central Bank of Chile
 

Oil prices and the economy: A global perspective
By Joaquin Vespignani; University of Tasmania
Ronald Ratti; University of Western Sydney
   Presented by: Joaquin Vespignani, University of Tasmania
 
Session ID 29: C6 Identification of Policy Shocks
June 22, 2014 16:10 to 17:40
A2-075
 
Session Chair: Claudia Foroni, Norges Bank
 

Mixed Frequency Structural VARs
By Claudia Foroni; Norges Bank
Massimiliano Marcellino; Bocconi University
   Presented by: Claudia Foroni, Norges Bank
 

Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy
By Jacopo Cimadomo; European Central Bank
   Presented by: Jacopo Cimadomo, European Central Bank
 

Analyzing business and financial cycles using multi-level factor models
By Joerg Breitung; University Bonn
Sandra Eickmeier; Deutsche Bundesbank
   Presented by: Sandra Eickmeier, Deutsche Bundesbank
 

Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov-switching Estimation Exploiting Monetary-Fiscal Policy Interdependence
By Manuel Gonzalez-Astudillo; Federal Reserve Board
   Presented by: Manuel Gonzalez-Astudillo, Federal Reserve Board
 
Session ID 11: C7 International Transmission of Business Cycles: Theory and Policy
June 22, 2014 16:00 to 17:40
A2-080
 
Session Chair: Xiaoshan Chen, University of Stirling
 

Exchange Rates and Fundamentals: Closing a Two-country Model
By Takashi Kano; Hitotsubashi University
   Presented by: Takashi Kano, Hitotsubashi University
 

The Price of Imported Capital and Consumption Fluctuations in Emerging Economies
By Martin Boileau; University of Colorado
Michel Normandin; HEC Montreal
   Presented by: Michel Normandin, HEC Montreal
 

Labor Market Polarization and International Macroeconomic Dynamics
By Federico Mandelman; Federal Reserve Bank of Atlanta
   Presented by: Federico Mandelman, Federal Reserve Bank of Atlanta
 

An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area
By Xiaoshan Chen; University of Stirling
Tatiana Kirsanova; University of Glasgow
Campbell Leith; University of Glasgow
   Presented by: Xiaoshan Chen, University of Stirling
 
Session ID 77: C8 Agent-based Macro Models: Monetary Policy and Fiscal Policy
June 22, 2014 16:00 to 17:40
A2-095
 
Session Chair: Domenico Massaro, University of Amsterdam
 

Inflation Targeting, Recursive Inattentiveness and Heterogeneous Expectations
By Anna Agliari; Catholic University
Domenico Massaro; University of Amsterdam
Nicolo Pecora; catholic University Piacenza
Alessandro Spelta; Catholic University of Milan
   Presented by: Domenico Massaro, University of Amsterdam
 

Liquidity Traps and Central Bank Communication: Theory and Experiments
By Jasmina Arifovic; Simon Fraser University
Andriy Baranskyy; Simon Fraser University
Luba Petersen; Simon Fraser University
   Presented by: Jasmina Arifovic, Simon Fraser University
 

Fiscal and Monetary Policies in Complex Evolving Economies
By Giovanni Dosi; Scuola Superiore Sant'Anna
Giorgio Fagiolo; Sant'Anna School of Advanced Studies
mauro napoletano; OFCE
Andrea Roventini; University of Verona
Tania Treibich; Maastricht University
   Presented by: Tania Treibich, Maastricht University
 

Stabilization Policies and Long Term Growth: Policy Implications from an Agent-based Macroeconomic Model
By Philipp Harting; Bielefeld University
   Presented by: Philipp Harting, Bielefeld University
 
Session ID 81: C9 Inequality, Social Classes and Social Exclusion
June 22, 2014 16:00 to 17:40
A2-090
 
Session Chair: Masatoshi Murakami, Hannan University
 

Incentives and Inequality
By Thomas Fischer; TU Darmstadt
   Presented by: Thomas Fischer, TU Darmstadt
 

A Stochastic Macroeconomic Model with Social Classes
By Alberto Russo; Università Politecnica delle Marche
   Presented by: Alberto Russo, Università Politecnica delle Marche
 

A Study on Social Exclusion from Social Network Perspective using Agent Based Simulation
By Masatoshi Murakami; Hannan University
Noriyuki Tanida; Kansai University
   Presented by: Masatoshi Murakami, Hannan University
 
Session ID 2: D1 Financial Shocks
June 23, 2014 9:00 to 10:40
A2-070
 
Session Chair: Francesco Furlanetto, Norges Bank
 

The Macroeconomic Impact of Financial and Uncertainty Shocks
By Cristina Fuentes Albero; Board of Governors
   Presented by: Cristina Fuentes Albero, Board of Governors
 

Identification of financial factors in economic fluctuations
By Francesco Furlanetto; Norges Bank
Francesco Ravazzolo; Norges Bank
Samad Sarferaz; ETH Zurich
   Presented by: Francesco Furlanetto, Norges Bank
 

Business Cycle Implications of Mortgage Spreads
By Karl Walentin; Sveriges Riksbank (Bank of Sweden)
   Presented by: Karl Walentin, Sveriges Riksbank (Bank of Sweden)
 

What explains the pre-crisis housing and credit boom?
By Sandra Eickmeier; Deutsche Bundesbank
Esteban Prieto; Deutsche Bundesbank
   Presented by: Esteban Prieto, Deutsche Bundesbank
 
Session ID 87: D10 Macroprudential Policy
June 23, 2014 9:00 to 10:40
A2-080
 
Session Chair: Pelin Ilbas, National Bank of Belgium
 

Monetary and Macroprudential Policies in an Estimated Model with Financial Intermediation
By Pelin Ilbas; National Bank of Belgium
Paolo Gelain; Norges Bank
   Presented by: Pelin Ilbas, National Bank of Belgium
 

Leaning Against Windy Bank Lending
By Giovanni Melina; City University London
Stefania Villa; University of Foggia and K.U. Leuven
   Presented by: Stefania Villa, University of Foggia and K.U. Leuven
 

Monetary and macroprudential policy with foreign currency loans
By Michał Brzoza-Brzezina; National Bank of Poland
Marcin Kolasa; National Bank of Poland
Krzysztof Makarski; National Bank of Poland
   Presented by: Krzysztof Makarski, National Bank of Poland
 
Session ID 17: D2 DSGE: Methodology
June 23, 2014 9:00 to 10:40
A2-010/015
 
Session Chair: Peter Zadrozny, Bureau of Labor Statistics
 

Global identification of linearized DSGE models
By Andrzej Kociecki; National Bank of Poland
Marcin Kolasa; National Bank of Poland
   Presented by: Andrzej Kociecki, National Bank of Poland
 

Risk Adjusted Linear Approximations
By Alexander Meyer-Gohde; Humboldt University Berlin
   Presented by: Alexander Meyer-Gohde, Humboldt University Berlin
 

Generalized Exogenous Processes in DSGE: A Bayesian Approach
By Alexander Meyer-Gohde; Humboldt University Berlin
Daniel Neuhoff; Humboldt Universität zu Berlin
   Presented by: Daniel Neuhoff, Humboldt University Berlin
 

Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models
By Peter Zadrozny; Bureau of Labor Statistics
   Presented by: Peter Zadrozny, Bureau of Labor Statistics
 
Session ID 20: D3 TVP-VARs: Applications
June 23, 2014 9:00 to 10:40
A2-035
 
Session Chair: Thomas Siemsen, Ludwig-Maximilians-University Munich
 

Drifts, Volatilities and Impulse Responses Over the Last Century
By Pooyan Amir Ahmadi; Goethe University
Christian Matthes; Federal Reserve Bank of Richmond
Mu-Chun Wang; Hamburg University
   Presented by: Mu-Chun Wang, Hamburg University
 

Expectation-Driven Cycles: Time-varying Effects
By Antonello D'Agostino; European Stability Mechanism
   Presented by: Antonello D'Agostino, European Stability Mechanism
 

The Varieties of Great Moderation Experience
By Benjamin Kay; UC San Diego
   Presented by: Benjamin Kay, UC San Diego
 

Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB’s OMT Program
By Thomas Siemsen; Ludwig-Maximilians-University Munich
   Presented by: Thomas Siemsen, Ludwig-Maximilians-University Munich
 
Session ID 30: D4 Empirical Finance II
June 23, 2014 9:00 to 10:40
A2-090
 
Session Chair: Celso Brunetti, Federal Reserve Board
 

Joint Tests of Financial Market Contagion with Applications
By Cody Yu-Ling Hsiao; The University of New South Wales
   Presented by: Cody Yu-Ling Hsiao, The University of New South Wales
 

Stressing Bank Profitability for Interest Rate Risk
By Valentin Bolotnyy; Federal Reserve Board
Rochelle Edge; Federal Reserve Board
Luca Guerrieri; Federal Reserve Board
   Presented by: Rochelle Edge, Federal Reserve Board
 

A Probability-Based Stress Test of Federal Reserve Assets and Income
By Jens Christensen; Federal Reserve Bank of San Francisco
Jose Lopez; Federal Reserve Bank of San Francisco
Glenn Rudebusch; Federal Reserve Bank of San Francisco
   Presented by: Jens Christensen, Federal Reserve Bank of San Francisco
 

The Breakdown of the Interbank Market during the Financial Crisis: A Network Perspective
By Celso Brunetti; Federal Reserve Board
   Presented by: Celso Brunetti, Federal Reserve Board
 
Session ID 43: D5 Heterogeneous Agents I
June 23, 2014 9:00 to 10:40
A2-030
 
Session Chair: Galo Nuno, European Central Bank
 

On Positive Value of Information in Risk Sharing
By Piotr Denderski; VU University Amsterdam
Christian A. Stoltenberg; Universiteit van Amsterdam
   Presented by: Piotr Denderski, VU University Amsterdam
 

Optimal Bankruptcy Code for Unsecured Credit
By Grey Gordon; Indiana University
   Presented by: Grey Gordon, Indiana University
 

Risky, Lumpy Human Capital in Household Portfolios
By Kartik Athreya; Federal Reserve Bank of Richmond
Felicia Ionescu; Federal Reserve Board
Urvi Neelakantan; Federal Reserve Bank of Richmond
   Presented by: Felicia Ionescu, Federal Reserve Board
 

Constrained Social Optimum with Heterogeneous Agents in Continuous Time
By Galo Nuno; European Central Bank
   Presented by: Galo Nuno, European Central Bank
 
Session ID 50: D6 Monetary Policy and Expectations
June 23, 2014 9:00 to 10:40
A2-045
 
Session Chair: Christopher Gunn, Carleton University
 

Reputation and Liquidity Traps
By Taisuke Nakata; Federal Reserve Board
   Presented by: Taisuke Nakata, Federal Reserve Board
 

Exit expectations in currency unions
By Alexander Kriwoluzky; University of Bonn
Gernot Mueller; University of Bonn
   Presented by: Alexander Kriwoluzky, University of Bonn
 

Uncertainty of Interest Rate Path as a Monetary Policy Instrument
By Yildiz Akkaya; Bilkent University
   Presented by: Yildiz Akkaya, Bilkent University
 

Overaccumulation, interest and prices
By Christopher Gunn; Carleton University
   Presented by: Christopher Gunn, Carleton University
 
Session ID 59: D7 Bubbles
June 23, 2014 9:00 to 10:40
A2-095
 
Session Chair: Cars Hommes, University of Amsterdam
 

Weak Efficiency, Strong Efficiency and Endogenous Rational Bubbles
By George Waters; Illinois State University
   Presented by: George Waters, Illinois State University
 

Bubble and Depression in Global Dynamic Game
By Huanhuan Zheng; The Chinese University of Hong Kong
   Presented by: Huanhuan Zheng, The Chinese University of Hong Kong
 

Adverse effects of demand constraints in a financial market model with heterogeneous agents
By Daan in 't Veld; University of Amsterdam
   Presented by: Daan in 't Veld, University of Amsterdam
 

Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -Optimize Experiments
By Cars Hommes; University of Amsterdam
Te Bao; University of Groningen
Tomasz Makarewicz; University of Amsterdam
   Presented by: Cars Hommes, University of Amsterdam
 
Session ID 70: D8 Regime Switches and Model Comparison
June 23, 2014 9:00 to 10:40
A2-075
 
Session Chair: Michel Juillard, Banque de France
 

A Universal Information Criterion
By Sylvain Barde; University of Kent
   Presented by: Sylvain Barde, University of Kent
 

TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area
By Paul McNelis; Fordham University
   Presented by: Paul McNelis, Fordham University
 

Regime-Switching Perturbation for Non-Linear Equilibrium Models
By Nelson Lind; University of California, San Diego
   Presented by: Nelson Lind, University of California, San Diego
 

Assessing long run risk in a DSGE model under the ZLB with the stochastic extended path approach
By Stéphane Adjemian; CEPREMAP, GAINS & Université du Maine
Michel Juillard; Banque de France
   Presented by: Michel Juillard, Banque de France
 
Session ID 82: D9 Heuristic Switching Models
June 23, 2014 9:00 to 10:40
A2-020
 
Session Chair: Mikhail Anufriev, University of Technology, Sydney
 

Time frequency of strategy switching by buy-side professionals in the Japanese stock market
By Ryuichi Yamamoto; Waseda University
   Presented by: Ryuichi Yamamoto, Waseda University
 

Rock around the clock: An agent-based model of low- and high-frequency trading
By Sandrine Jacob Leal; ICN Business School
mauro napoletano; OFCE
Andrea Roventini; University of Verona
Giorgio Fagiolo; Sant'Anna School of Advanced Studies
   Presented by: Sandrine Jacob Leal, ICN Business School
 

Bayesian Estimation of the Heuristic Switching Model using Experimental Data
By Mikhail Anufriev; University of Technology, Sydney
Valentyn Panchenko; UNSW
   Presented by: Mikhail Anufriev, University of Technology, Sydney
 

Sensitivity of choice versus profit taxes: a measure against rational routes to randomness?
By Noemi Schmitt; University of Bamberg
Frank Westerhoff; University of Bamberg
   Presented by: Noemi Schmitt, University of Bamberg
 
Session ID 3: E1 Monetary and Fiscal Policy Interactions
June 23, 2014 11:10 to 12:50
A2-030
 
Session Chair: Thomas Lubik, Federal Reserve Bank of Richmond
 

Learning, Unlearning, and Relearning Keynes
By Fabio Milani; University of California, Irvine
Mario Silva; University of California, Irvine
   Presented by: Fabio Milani, University of California, Irvine
 

Dynamics of Monetary-Fiscal Interaction under Learning
By Josef Hollmayr; Goethe University Frankfurt
Christian Matthes; Federal Reserve Bank of Richmond
   Presented by: Christian Matthes, Federal Reserve Bank of Richmond
 

Escaping the Great Recession
By Francesco Bianchi; Duke University/U. of Pennsylvania
   Presented by: Francesco Bianchi, Duke University/U. of Pennsylvania
 

Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
By Thomas Lubik; Federal Reserve Bank of Richmond
Christian Matthes; Federal Reserve Bank of Richmond
   Presented by: Thomas Lubik, Federal Reserve Bank of Richmond
 
Session ID 85: E10 Evolutionary Games: Simulations and Experiments
June 23, 2014 11:10 to 12:50
A2-090
 
Session Chair: Shu-Heng Chen, National Chengchi University
 

Technological and Institutional Dynamics in a Public Goods Game Setup
By Anghel Negriu; University of Amsterdam
   Presented by: Anghel Negriu, University of Amsterdam
 

Strategies and Evolution in the Minority Game: A Multi-Round Strategy Experiment
By Jona Linde; VU University of Amsterdam
Joep Sonnemans; University of Amsterdam
Jan Tuinstra; University of Amsterdam
   Presented by: Jan Tuinstra, University of Amsterdam
 

The Donor-Recipient Games: Agent-Based vs. Equation-Based Modeling
By Wen-Jong Ma; National Chengchi University
Chia-Yao Tseng; National Chengchi University
Shu-Heng Chen; National Chengchi University
   Presented by: Shu-Heng Chen, National Chengchi University
 
Session ID 45: E2 International Macroeconomics and Policy
June 23, 2014 11:10 to 12:50
A2-020
 
Session Chair: Tommy Sveen, BI Norwegian Business School
 

Strategic Debit and Political Frictions in Small Open Economies
By Roberto Pancrazi; University of Warwick
Lorenzo Prosperi; Toulouse School of Economics
   Presented by: Roberto Pancrazi, University of Warwick
 

Sovereign Default Risk underLimited Asset Market Participation and learning: does Austerity cost pessimism?
By Roberta Cardani; Università degli Studi Milano-Bicocca
Patrizio Tirelli; University of Milano-Bicocca
   Presented by: Roberta Cardani, Università degli Studi Milano-Bicocca
 

Financial Frictions in a Two-Sector Small Open Economy Model
By Rodrigo Caputo; Banco Central de Chile
   Presented by: Rodrigo Caputo, Banco Central de Chile
 

Intermediate trade, sectoral heterogeneity and the monetary policy transmission mechanism in a small-open economy
By Drago Bergholt; BI Norwegian Business School
Tommy Sveen; BI Norwegian Business School
   Presented by: Tommy Sveen, BI Norwegian Business School
 
Session ID 23: E3 Macroeconomic Uncertainty
June 23, 2014 11:10 to 12:50
A2-070
 
Session Chair: Michael Owyang, Federal Reserve Bank of St Louis
 

Macroeconomic Uncertainty Through the Lens of Professional Forecasters
By Rodrigo Sekkel; Bank of Canada
Soojin Jo; Bank of Canada
Monica Jain; Bank of Canada
   Presented by: Rodrigo Sekkel, Bank of Canada
 

Can the Term Spread Reveal the Effect of News Shocks?
By Srecko Zimic; European University Institute
   Presented by: Srecko Zimic, European University Institute
 

Forecasting Fed Funds Target Changes with Large Datasets
By Travis Berge; Federal Reserve Bank of Kansas City
Michael Owyang; Federal Reserve Bank of St Louis
   Presented by: Michael Owyang, Federal Reserve Bank of St Louis
 

Modeling Multivariate Data Revisions
By Jan Jacobs; University of Groningen
Samad Sarferaz; ETH Zurich
Jan-Egbert Sturm; ETH Zurich
Simon van Norden; HEC Montréal
   Presented by: Samad Sarferaz, ETH Zurich
 
Session ID 38: E4 House Prices and Imbalances
June 23, 2014 11:10 to 12:50
A2-010/015
 
Session Chair: Kevin Lansing, Federal Reserve Bank of San Francisco
 

Household imbalances and the effects of monetary, fiscal and macroprudential policies
By Sami Alpanda; Bank of Canada
Sarah Zubairy; Texas A&M University
   Presented by: Sami Alpanda, Bank of Canada
 

Endogenous financial crises in a model of occasionally binding constrained borrowing
By Jonathan Swarbrick; University of Surrey
Tom Holden; University of Surrey
Paul Levine; University of Surrey
   Presented by: Jonathan Swarbrick, University of Surrey
 

House Price Dynamics and Long-term Mortgage Debt
By Paolo Gelain; Norges Bank
Kevin Lansing; Federal Reserve Bank of San Francisco
Gisle Natvik; Norges Bank
   Presented by: Kevin Lansing, Federal Reserve Bank of San Francisco
 

Quantitative Easing and the Loan to Collateral Value.
By Tatiana Damjanovic; University of Exeter
Sarunas Girdenas; University of Exeter
   Presented by: Sarunas Girdenas, University of Exeter
 
Session ID 6: E5 Credit and Risk in the Macroeconomy
June 23, 2014 11:10 to 12:50
A2-035
 
Session Chair: jae sim, Federal Reeserve Board
 

Sovereign Risk, Private Credit, and Stabilization Policies
By Roberto Pancrazi; University of Warwick
Hernan Seoane; Universidad Carlos III de Madrid
Marija Vukotic; University of Warwick
   Presented by: Marija Vukotic, University of Warwick
 

Sovereign Risk and Financial Risk
By Simon Gilchrist; Boston University
Vivian Yue; Federal Reserve Board of Governors
Egon Zakrajsek; Federal Reserve Board
   Presented by: Vivian Yue, Federal Reserve Board of Governors
 

How Did the Financial Crisis Alter the Correlations of U.S. Yield Spreads?
By Silvio Contessi; Federal Reserve Bank of St. Louis
   Presented by: Silvio Contessi, Federal Reserve Bank of St. Louis
 

Optimal Monetary and Liquidity Policies: Gains and Pitfalls of A Macroprudential Approach
By Michael Kiley; Board of Governors of the Federal Reserve System
jae sim; Federal Reeserve Board
   Presented by: jae sim, Federal Reeserve Board
 
Session ID 63: E6 Macro-Finance
June 23, 2014 11:10 to 12:50
A2-045
 
Session Chair: Carl Chiarella, University of Technology Sydney
 

Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?
By Jens Christensen; Federal Reserve Bank of San Francisco
Glenn Rudebusch; Federal Reserve Bank of San Francisco
   Presented by: Jens Christensen, Federal Reserve Bank of San Francisco
 

What does the Yield Curve imply about Investor Expectations?
By Eric Gaus; Ursinus College
Arunima Sinha; Santa Clara University
   Presented by: Eric Gaus, Ursinus College
 

Staying at Zero with Affine Processes: A New Dynamic Term Structure Model
By Alain Monfort; CREST
Fulvio Pegoraro; Banque de France
Jean-Paul RENNE; Banque de France
Guillaume Roussellet; Banque de France, CREST and CEREMADE
   Presented by: Fulvio Pegoraro, Banque de France
 

Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time Dependent Volatility
By Carl Chiarella; University of Technology Sydney
Boda Kang; University of York
Ingo Beyna; Frankfurt School of Finance & Management
   Presented by: Carl Chiarella, University of Technology Sydney
 
Session ID 64: E7 Microstructure
June 23, 2014 11:10 to 12:50
A2-075
 
Session Chair: Giulia Iori, City University
 

Dealer Networks: Market Quality in Over-The-Counter Markets
By Dan Li; Federal Reserve Board
Norman Schürhoff; Swiss Finance Institute
   Presented by: Dan Li, Federal Reserve Board
 

Benchmarking Liquidity Proxies - Accounting for Dynamics and non-Gaussianity
By Sven Langedijk; European Commission
George Monokroussos; European Commission -- Joint Research Centre
Evangelia Papanagiotou; Joint Research Cente-European Commission
   Presented by: Evangelia Papanagiotou, Joint Research Cente-European Commission
 

Machines vs. Machines: High Frequency Trading and Hard Information
By Yesol Huh; Federal Reserve Board
   Presented by: Yesol Huh, Federal Reserve Board
 

The Impact of Reduced Pre-Trade Transparency Regimes on Market Quality
By Polina Kovaleva; City University London
Giulia Iori; City University
   Presented by: Giulia Iori, City University
 
Session ID 72: E8 Computational Tools for Macroeconomic Problems
June 23, 2014 11:10 to 12:50
A2-080
 
Session Chair: Serguei Maliar, Santa Clara University
 

OccBin: A Toolkit for Solving Dynamic Models with Occasionally Binding Constraints Easily
By Luca Guerrieri; Federal Reserve Board
Matteo Iacoviello; Federal Reserve Board
   Presented by: Luca Guerrieri, Federal Reserve Board
 

DSGECodeGen: An Application of Symbolic Algebra to DSGE Estimation Code Generation
By Gary Anderson; Board of Governors, Federal Reserve
   Presented by: Gary Anderson, Board of Governors, Federal Reserve
 

Solving Nonlinear Rational Expectations Models by Approximating the Stochastic Equilibrium System
By Michael Evers; University of Bonn
   Presented by: Michael Evers, University of Bonn
 

Envelope Condition Method with an Application to Default Risk Models
By Lilia Maliar; Stanford University
Serguei Maliar; Santa Clara University
Viktor Tsyrennikov; Cornell
Cristina Arellano; Federal Reserve Bank of Minneapolis
   Presented by: Serguei Maliar, Santa Clara University
 
Session ID 76: E9 Agent-based Macro Models: Financial Regulation and Credit Markets
June 23, 2014 11:10 to 12:50
A2-095
 
Session Chair: Alexandros Karlis, University of Warwick
 

Bubbles, Crashes and Capital Requirements: A Critical Assessment of Banking Regulation Using the Eurace@Unibi Agent-Based Model
By Sander van der Hoog; Bielefeld University
Herbert Dawid; University of Bielefeld
   Presented by: Sander van der Hoog, Bielefeld University
 

An agent-based model for the credit market
By Paulo Dawid; Banco Central do Brasil
   Presented by: Paulo Dawid, Banco Central do Brasil
 

Hedging against Risk in a Leveraged Market with Heterogeneous Agents
By Alexandros Karlis; University of Warwick
Giorgos Galanis; University of Warwick
Spyros Terovitis; University of Warwick
Matthew Turner; University of Warwick
   Presented by: Alexandros Karlis, University of Warwick
 
Session ID 4: F1 Expectation Formation and Regime Switching in Macroeconomics
June 23, 2014 14:20 to 16:00
A2-030
 
Session Chair: Luca Gambetti, Universitat Autonoma de Barcelona
 

Robustness and Regime Switching: An RBC Model
By Rhys Bidder; Federal Reserve Bank of San Francisco
Andrew Foerster; Federal Reserve Bank of Kansas City
   Presented by: Andrew Foerster, Federal Reserve Bank of Kansas City
 

Assessing the Effects of the Zero-Interest-Rate Policy through the Lens of a Regime-Switching DSGE Model
By Han Chen; Federal Reserve Board of Governors
   Presented by: Han Chen, Board of Governors of the Federal Reserve System
 

Modeling the Evolution of Expectations and Uncertainty in General Equilibrium
By Leonardo Melosi; Federal Reserve Bank of Chicago
   Presented by: Leonardo Melosi, Federal Reserve Bank of Chicago
 

Noisy News in Business Cycles
By Luca Gambetti; Universitat Autonoma de Barcelona
   Presented by: Luca Gambetti, Universitat Autonoma de Barcelona
 
Session ID 73: F10 Policy at the Zero Lower Bound
June 23, 2014 14:20 to 16:00
A2-095
 
Session Chair: Giovanni Melina, City University London
 

The short- and long-run effects of fiscal consolidation in dynamic general equilibrium
By Tim Schwarzmüller; Kiel Institute for the World Economy
Maik Wolters; Kiel Institute for the World Economy
   Presented by: Tim Schwarzmüller, Kiel Institute for the World Economy
 

On Habit and Utility-Enhancing Government Consumption
By Cristiano Cantore; University of Surrey
Paul Levine; University of Surrey
Giovanni Melina; City University London
   Presented by: Giovanni Melina, City University London
 

The Stimulative Effect of Forward Guidance
By William Gavin; Federal Reserve Bank of St. louis
Benjamin Keen; University of Oklahoma
Alexander Richter; Auburn University
Nathaniel Throckmorton; University of Indiana
   Presented by: Alexander Richter, Auburn University
 

Small and orthodox fiscal multipliers at the zero lower bound
By R. Anton Braun; Federal Reserve Bank of Atlanta
Lena Koerber; London School of Economics
Yuichiro Waki; University of Queensland
   Presented by: Lena Koerber, London School of Economics and Bank of England
 
Session ID 9: F2 Econometrics II
June 23, 2014 14:20 to 16:00
A2-020
 
Session Chair: Yoosoon Chang, Indiana University
 

Powerful unit root tests free of nuisance parameters
By Uwe Hassler; Goethe University Frankfurt
Mehdi Hosseinkouchack; Goethe University Frankfurt
   Presented by: Uwe Hassler, Goethe University Frankfurt
 

Evaluating Factor Pricing Models Using High Frequency Panels
By Yoosoon Chang; Indiana University
Yongok Choi; Indiana University
Hwagyun Kim; Texas A&M University
Joon Park; Indiana University
   Presented by: Yoosoon Chang, Indiana University
 

Forecasting German key macroeconomic variables using large dataset methods
By Inske Pirschel; Kiel Institute for the World Economy
Maik Wolters; Kiel Institute for the World Economy
   Presented by: Inske Pirschel, Kiel Institute for the World Economy
 

A New Approach to Infer Changes in the Synchronization of Business Cycle Phases
By Danilo Leiva-Leon; Bank of Canada
   Presented by: Danilo Leiva-Leon, Bank of Canada
 
Session ID 12: F3 Earnings Dynamics and Labor Market Outcomes
June 23, 2014 14:20 to 16:00
A2-070
 
Session Chair: Sang-Wook (Stanley) Cho, University of New South Wales
 

Statistical Discrimination, Discouragement, and Duration Dependence
By Laura Pilossoph; Federal Reserve Bank of New York
   Presented by: Laura Pilossoph, Federal Reserve Bank of New York
 

Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy
By Naoko Hara; Bank of Japan
Munechika Katayama; Kyoto University
Ryo Kato; Bank of Japan
   Presented by: Naoko Hara, Bank of Japan
 

Falling off the Ladder - Earnings Losses from Job Loss
By Gregor Jarosch; University of Chicago
   Presented by: Gregor Jarosch, University of Chicago
 

Accounting for Skill Premium Patterns during the EU Accession: Productivity or Trade?
By Sang-Wook (Stanley) Cho; University of New South Wales
Julian Diaz; Loyola University Chicago
   Presented by: Sang-Wook (Stanley) Cho, University of New South Wales
 
Session ID 19: F4 Asymmetry and Non-Linearity over the Business Cycle: Theory and Empirics
June 23, 2014 14:20 to 16:00
A2-010/015
 
Session Chair: Riccardo DiCecio, Federal Reserve Bank of St. Louis
 

Asymmetry and Amplitude of Business Cycle Fluctuations: A Quantitative Investigation of the Role of Financial Frictions
By Manoj Atolia; Florida State University
John Gibson; Georgia State University
Milton Marquis; Florida State University
   Presented by: John Gibson, Georgia State University
 

Aggregate Shocks and the Two Sides of Credit Reallocation
By Silvio Contessi; Federal Reserve Bank of St. Louis
Riccardo DiCecio; Federal Reserve Bank of St. Louis
Johanna Francis; Fordham University
   Presented by: Riccardo DiCecio, Federal Reserve Bank of St. Louis
 

Sector-specific firm turnover and capital intensity with irreversible investment
By Pavol Majher; Vienna Graduate School of Economics
   Presented by: Pavol Majher, Vienna Graduate School of Economics
 

A New Look at Uncertainty Shocks: Imperfect Information and Misallocation
By Tatsuro Senga; The Ohio State University
   Presented by: Tatsuro Senga, The Ohio State University
 
Session ID 34: F5 Business Cycle and Commodities
June 23, 2014 14:20 to 16:00
A2-090
 
Session Chair: Nida Cakir Melek, Federal Reserve Bank of Kansas City
 

Productivity and Nationalization: Early Evidence and A Macroeconomic Analysis
By Nida Cakir Melek; Federal Reserve Bank of Kansas City
   Presented by: Nida Cakir Melek, Federal Reserve Bank of Kansas City
 

Does Oil Promote or Prevent Coup d'etat?
By Frode Martin Nordvik
   Presented by: Frode Martin Nordvik, BI Norwegian Business School
 

Government Investment and the Business Cycle in Oil-Exporting Countries
By Juan Guerra-Salas; Fordham University
   Presented by: Juan Guerra-Salas, Fordham University
 
Session ID 44: F6 Heterogeneous Agents II
June 23, 2014 14:20 to 16:00
A2-035
 
Session Chair: Jiri Slacalek, European Central Bank
 

Rising Earnings Risk and Wealth Distribution with Housing
By Byoung Hoon Seok; The Ohio State University
Hye Mi You; State University of New York at Buffalo
   Presented by: Byoung Hoon Seok, The Ohio State University
 

R&D Heterogeneity and Implications for Growth
By Sigurd Mølster Galaasen; Norges Bank
Alfonso Irarrazabal; Norges Bank
   Presented by: Sigurd Mølster Galaasen, Norges Bank
 

The Distribution of Wealth and the MPC: Implications of New European Data
By Christopher Carroll; The Johns Hopkins University
Jiri Slacalek; European Central Bank
Kiichi Tokuoka; International Monetary Fund
   Presented by: Jiri Slacalek, European Central Bank
 
Session ID 54: F7 Public Finance I
June 23, 2014 14:20 to 16:00
A2-045
 
Session Chair: Michael Ben-Gad, City University London
 

On the Consequences of Eliminating Capital Tax Differentials
By Ctirad Slavik; Goethe University Frankfurt
Hakki Yazici; Sabanci University
   Presented by: Hakki Yazici, Sabanci University
 

A Historical Welfare Analysis of Social Security: Who Did the Program Benefit?
By William Peterman; Federal Reserve Board of Governors
   Presented by: William Peterman, Federal Reserve Board of Governors
 

Optimal Social Security Reforms: a Bayesian Quantitative Analysis
By Marco Cozzi; Queen's University
   Presented by: Marco Cozzi, Queen's University
 

The Optimal Taxation of Asset Income when Government Consumption is Endogenous: Theory, Estimation and Welfare
By Michael Ben-Gad; City University London
   Presented by: Michael Ben-Gad, City University London
 
Session ID 62: F8 Foreign Exchange
June 23, 2014 14:20 to 16:00
A2-075
 
Session Chair: Dagfinn Rime, BI Norwegian Business School
 

FX Options and Excess Returns: A Multi Moment Term Structure Model of Exchange Rate Dynamics
By Yu-chin Chen; University of Washington
Ranganai Gwati; University of Washington
   Presented by: Yu-chin Chen, University of Washington
 

Do Exchange Rates Really Help Forecasting Commodity Prices?
By Lasse Bork; Aalborg University
Pablo Rovira Kaltwasser; Katholieke Universiteit Leuven
Piet Sercu; KU Leuven
   Presented by: Pablo Rovira Kaltwasser, Katholieke Universiteit Leuven
 

What Drives Exchange Rates - Fundamentals or Liquidity?
By Alfonso Irarrazabal; Norges Bank
Dagfinn Rime; BI Norwegian Business School
Rosen Valchev; Duke University
   Presented by: Alfonso Irarrazabal, Norges Bank
 

Order Flow Information and Spot Rate Dynamics
By Martin Evans; Georgetown U
Dagfinn Rime; BI Norwegian Business School
   Presented by: Dagfinn Rime, BI Norwegian Business School
 
Session ID 65: F9 Dynamic Optimization and Games
June 23, 2014 14:20 to 16:00
A2-080
 
Session Chair: John Rust, Georgetown University
 

Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games
By Fedor Iskhakov; University of New South Wales
John Rust; Georgetown University
Bertel Schjerning; University of Copenhagen
   Presented by: John Rust, Georgetown University
 

Approximate Dynamic Programming with Post-Decision States as a Solution Method for Dynamic Economic Models
By Isaiah Hull; Sveriges Riksbank
   Presented by: Isaiah Hull, Sveriges Riksbank
 

Fast Bellman Iteration: A Dual Approach to Dynamic Programming
By Ronaldo Carpio; University of International Business & Economics
Takashi Kamihigashi; Kobe University
   Presented by: Ronaldo Carpio, University of International Business & Economics
 

Massively Parallel Dynamic Stochastic Optimization: Efficiency Gains from Treating Shocks as States
By Eric Aldrich; University of California at Santa Cruz
Christopher Carroll; The Johns Hopkins University
Nathan Palmer; George Mason University
Matt White; University of Delaware
   Presented by: Christopher Carroll, The Johns Hopkins University
 
Session ID 10: G1 The Labor Market over the Business Cycle
June 24, 2014 9:00 to 10:40
A2-090
 
Session Chair: Murat Tasci, Federal Reserve Bank of Cleveland
 

The cyclicality of labor market flows: A multiple-shock approach
By Jean-Olivier Hairault; University Paris I
Anastasia Zhutova; Paris School of Economics
   Presented by: Anastasia Zhutova, Paris School of Economics
 

Adaptive Learning, Incomplete Knowledge and Unemployment Volatility
By Federico Di Pace; University of St Andrews
Kaushik Mitra; University of St. Andrews
Shoujian Zhang; University of St Andrews
   Presented by: Federico Di Pace, University of St Andrews
 

The Cyclical Behavior of Equilibrium Unemployment and Vacancies Across OECD Countries
By Murat Tasci; Federal Reserve Bank of Cleveland
   Presented by: Murat Tasci, Federal Reserve Bank of Cleveland
 

The Carrot and the Stick: The business cycle implications of incentive pay in the labor search model
By Julien Champagne; Bank of Canada
   Presented by: Julien Champagne, Bank of Canada
 
Session ID 86: G10 Experiments with Human Subjects
June 24, 2014 9:00 to 10:40
A2-095
 
Session Chair: Tiziana Assenza, Università Cattolica del Sacro Cuore
 

When Speculators Meet Constructors: an Experiment on Supply Elasticity and Price Stability in Housing Market
By Te Bao; University of Groningen
Cars Hommes; University of Amsterdam
   Presented by: Cars Hommes, University of Amsterdam
 

Expectations in Experiments
By Florian Wagener; University of Amsterdam
   Presented by: Florian Wagener, Universiteit van Amsterdam
 

Learning in the El Farol Bar Problem: An Experimental Study
By Chung-Ching Tai; Tunghai University
   Presented by: Chung-Ching Tai, Tunghai University
 

Managing Selforganisation of Expectations through Monetary Policy: a Macro Experiment
By Tiziana Assenza; Università Cattolica del Sacro Cuore
Peter Heemeijer; University of Amsterdam
Cars Hommes; University of Amsterdam
Domenico Massaro; University of Amsterdam
   Presented by: Tiziana Assenza, Università Cattolica del Sacro Cuore
 
Session ID 15: G2 Fiscal Shocks
June 24, 2014 9:00 to 10:40
A2-030
 
Session Chair: Giovanni Ricco, London Business School
 

Are State Governments Roadblocks to Federal Stimulus? Evidence from Highway Grants in the 2009 Recovery Act
By Sylvain Leduc; Federal Reserve Bank of San Francisco
   Presented by: Sylvain Leduc, Federal Reserve Bank of San Francisco
 

Housework and Fiscal Expansions
By Stefano Gnocchi; Bank of Canada
Daniela Hauser; Bank of Canada
Evi Pappa; European University Institute
   Presented by: Stefano Gnocchi, Bank of Canada
 

A New Identification Of Fiscal Shocks Based On The Information Flow
By Giovanni Ricco; London Business School
   Presented by: Giovanni Ricco, London Business School
 

Government Spending Multipliers in Good Times and in Bad: Evidence from U.S Historical Data
By Valerie Ramey; University of California, San Diego
Sarah Zubairy; Texas A&M University
   Presented by: Sarah Zubairy, Texas A&M University
 
Session ID 89: G3 Recent Advances in Macroeconomics
June 24, 2014 9:00 to 10:40
A2-020
 
Session Chair: Plamen Nenov, Norwegian Business School (BI)
 

Buying First or Selling First in Housing Markets
By Espen Moen; Norwegian Business School-BI
Plamen Nenov; Norwegian Business School (BI)
Florian Sniekers; University of Amsterdam
   Presented by: Plamen Nenov, Norwegian Business School (BI)
 

Macroeconomic Modeling of Switches in DSGEs and VARs: the RISE System
By Junior Maih; Norges Bank
   Presented by: Junior Maih, Norges Bank
 

Labor supply factors in economic fluctuations
By Antoine Lepetit; Paris 1 - Paris School of Economics
Francesco Furlanetto; Norges Bank
Claudia Foroni; Norges Bank
   Presented by: Antoine Lepetit, Paris 1 - Paris School of Economics
 

International Correlations and the Composition of International Trade
By Hakon Tretvoll; BI Norwegian Business School
   Presented by: Hakon Tretvoll, BI Norwegian Business School
 
Session ID 24: G4 Forecasting in Policy Institutions
June 24, 2014 9:00 to 10:40
A2-070
 
Session Chair: Jan-Egbert Sturm, ETH Zurich
 

Forecasting during the Financial Crisis: Evaluating Point and Density Forecasts of an Estimated DSGE Model for the UK
By Nicholas Fawcett; Bank of England
Lena Koerber; London School of Economics
Riccardo Maria Masolo; Bank of England
Matthew Waldron; Bank of England
   Presented by: Riccardo Maria Masolo, Bank of England
 

The KOF Economic Barometer, version 2014: A composite leading indicator for the Swiss business cycle
By Klaus Abberger; ETH Zurich
Michael Graff; ETH Zurich
Boriss Siliverstovs; ETH Zurich
Jan-Egbert Sturm; ETH Zurich
   Presented by: Jan-Egbert Sturm, ETH Zurich
 

Too many skew normal distributions? The practitioner’s perspective
By Wojciech Charemza; University of Leicester
Carlos Diaz; University of Leicester
Svetlana Makarova; University College London
   Presented by: Carlos Diaz, University of Leicester
 

Forecasting in a DSGE model with Banking Intermediation: Evidence from US
By Roberta Cardani; Università degli Studi Milano-Bicocca
Alessia Paccagnini; Bicocca University
Stefania Villa; University of Foggia and K.U. Leuven
   Presented by: Alessia Paccagnini, Bicocca University
 
Session ID 37: G5 Capital Flows
June 24, 2014 9:00 to 10:40
A2-010/-15
 
Session Chair: Ivan Jaccard, European Central Bank
 

International Capital Controls
By Iskander Karibzhanov; Bank of Canada
   Presented by: Iskander Karibzhanov, Bank of Canada
 

International Capital Flows, External Assets and Output Growth Volatility
By Mathias Hoffmann; Deutsche Bundesbank
   Presented by: Mathias Hoffmann, Deutsche Bundesbank
 

Financial Integration and Growth in a Risky World
By Nicolas Coeurdacier; SciencesPo
Helene Rey; London Business School
Pablo Winant; London Business School
   Presented by: Pablo Winant, London Business School
 

Capital flows, intermediation frictions, and the adjustment to common shocks
By Ivan Jaccard; European Central Bank
Frank Smets; European Central Bank
   Presented by: Ivan Jaccard, European Central Bank
 
Session ID 55: G6 Macroeconomic Volatility
June 24, 2014 9:00 to 10:40
A2-035
 
Session Chair: Jesús Vázquez, Universidad del País Vasco (UPV/EHU)
 

Can Volatility be Welfare-Enhancing?
By Paul Levine; University of Surrey
   Presented by: Paul Levine, University of Surrey
 

Uncertain Technological Change
By Xiaohan Ma; The George Washington University
Roberto Samaniego; George Washington University
   Presented by: Xiaohan Ma, The George Washington University
 

Limited Asset Market Participation, Income Inequality and Macroeconomic Volatility.
By Giorgio Motta; Lancaster University
Patrizio Tirelli; University of Milano-Bicocca
   Presented by: Giorgio Motta, Lancaster University
 

A structural analysis of the inflation moderation
By Miguel Casares; Universidad Publica de Navarra
Jesús Vázquez; Universidad del País Vasco (UPV/EHU)
   Presented by: Jesús Vázquez, Universidad del País Vasco (UPV/EHU)
 
Session ID 67: G7 DSGE Models for the Euro Area
June 24, 2014 9:00 to 10:40
A2-045
 
Session Chair: Francesca D'Auria, European Commission
 

International Capital Flows and the Boom-Bust Cycle in Spain
By Jan in 't Veld; European Commission
Robert Kollmann; ECARES, Université Libre de Bruxelles
Beatrice Pataracchia; European Commission -Joint Research Centre
Marco Ratto; European Commission - Joint Research Centre
Werner Roeger; European Commission
   Presented by: Marco Ratto, European Commission - Joint Research Centre
 

Self-financing of fiscal measures in the EU
By Francesca D'Auria; European Commission
   Presented by: Francesca D'Auria, European Commission
 

Endogenous Housing Risk in an esimated DSGE model of the Euro Area
By Beatrice Pataracchia; European Commission -Joint Research Centre
Rafal Raciborski; European Commission
Marco Ratto; European Commission - Joint Research Centre
Werner Roeger; European Commission
   Presented by: Beatrice Pataracchia, European Commission -Joint Research Centre
 

Design and Coordination of Macroprudential Policy in the Eurozone with International Banks.
By Jean-Christophe Poutineau; Université de Rennes
Gauthier Vermandel; Université de Rennes
   Presented by: Gauthier Vermandel, Université de Rennes
 
Session ID 74: G8 Banks and Interbank Networks
June 24, 2014 9:00 to 10:40
A2-075
 
Session Chair: Corrado Macchiarelli, London School of Economics and Political Science
 

Financial Institution Dynamics and Capital Regulations
By Jose-Victor Rios-Rull; University of Minnesota
Tamon Takamura; Bank of Canada
Yaz Terajima; Bank of Canada
   Presented by: Yaz Terajima, Bank of Canada
 

Open Market Operations, Interbank Market and Overcollateralization
By Giuseppe Ferrero; Bank of Italy
   Presented by: Giuseppe Ferrero, Bank of Italy
 

“Un” Networking: The Evolution of Networks in the Federal Funds Market
By Daniel O. Beltran; Federal Reserve Board of Governors
Valentin Bolotnyy; Harvard University
Elizabeth Klee; Federal Reserve Board
   Presented by: Daniel O. Beltran, Federal Reserve Board of Governors
 

Animal spirits and credit cycles
By Corrado Macchiarelli; London School of Economics and Political Science
Paul De Grauwe; London School of Economics
   Presented by: Corrado Macchiarelli, London School of Economics and Political Science
 
Session ID 84: G9 Firms, Entrepreneurs and Industrial Dynamics
June 24, 2014 9:00 to 10:40
A2-080
 
Session Chair: Simone Alfarano, University Jaume I
 

Dynamic Effects of the Intellectual Property Framework under Sequential Innovation
By Abhijit Sengupta; University of Essex
Vania Sena; University of Essex
   Presented by: Abhijit Sengupta, University of Essex
 

Gibrat’s law redux: Think profitability instead of growth
By Simone Alfarano; University Jaume I
   Presented by: Simone Alfarano, University Jaume I
 

Is Self Esteem Always a Good Mate for Entrepreneurs? A Story About How Overconfidence Can Alter Policy Effectiveness
By Svetlana Kovaleva; FBK-IRVAPP
Edoardo Gaffeo; University of Trento
Giulia Canzian; IRVAPP
   Presented by: Svetlana Kovaleva, FBK-IRVAPP
 

Multi-country macro agent-based model
By Jakob Grazzini; Catholic University of Milan
   Presented by: Jakob Grazzini, Catholic University of Milan
 
Session ID 1: H1 DSGE Models in Policy
June 24, 2014 11:10 to 12:50
A2-070
 
Session Chair: José Dorich, Bank of Canada
 

Macro models in the policy process at the Riksbank
By Vesna Corbo; Sveriges Riksbank
   Presented by: Vesna Corbo, Sveriges Riksbank
 

Financial stability risks, nonlinearities and optimal monetary policy
By Leif Brubakk; Norges Bank
Paolo Gelain; Norges Bank
   Presented by: Leif Brubakk, Norges Bank
 

ToTEM II: An Updated Version of the Bank of Canada's Quarterly Projection Model
By José Dorich; Bank of Canada
Michael Johnston; SOUTH AFRICAN RESERVE BANK
Rhys Mendes; Bank of Canada
Stephen Murchison; Bank of Canada
Yang Zhang; Bank of Canada
   Presented by: José Dorich, Bank of Canada
 

DSGE modelling at the ECB
By Kai Christoffel; European Central Bank
   Presented by: Kai Christoffel, European Central Bank
 
Session ID 8: H2 Econometrics III
June 24, 2014 11:10 to 12:50
A2-010/015
 
Session Chair: Efrem Castelnuovo, University of Melbourne and University of Padova
 

The employment dynamics of different population groups over the business cycle
By Christian Bredemeier; University of Cologne
Roland Winkler; TU Dortmund University
   Presented by: Christian Bredemeier, University of Cologne
 

Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S.
By Emanuele Bacchiocchi; University of Milan
Efrem Castelnuovo; University of Padova and University of Milan
Luca Fanelli; University of Bologna
   Presented by: Efrem Castelnuovo, University of Melbourne and University of Padova
 

Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison
By John Rogers; Federal Reserve Board
Chiara Scotti; Federal Reserve Board
Jonathan Wright; Johns Hopkins University
   Presented by: Chiara Scotti, Federal Reserve Board
 

COMMON SOURCES OF INSTABILITIES IN MACROECONOMIC DYNAMICS
By Pooyan Ahmadi; Goethe University
Dalibor Stevanovic; Université du Québec à Montréal
   Presented by: Pooyan Amir Ahmadi, Goethe University
 
Session ID 28: H3 Econometric Methodologies
June 24, 2014 11:10 to 12:50
A2-090
 
Session Chair: Genaro Sucarrat, BI Norwegian Business School
 

Non-Homogeneous Volatility Correlations in the Bivariate Multifractal Model
By Ruipeng Liu; Deakin University.
   Presented by: Ruipeng Liu, Deakin University.
 

An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation
By Christian Francq; Lille3
Genaro Sucarrat; BI Norwegian Business School
   Presented by: Genaro Sucarrat, BI Norwegian Business School
 

Simulated Likelihood Estimators for Discretely Observed Jump-Diffusions
By Kay Giesecke; Stanford University
Gustavo Schwenkler; Boston University School of Management
   Presented by: Gustavo Schwenkler, Boston University School of Management
 

A Quadratic Kalman Filter
By Alain Monfort; CREST
Jean-Paul RENNE; Banque de France
Guillaume Roussellet; Banque de France, CREST and CEREMADE
   Presented by: Guillaume Roussellet, Banque de France, CREST and CEREMADE
 
Session ID 42: H4 Firm Heterogeneity and Business Cycles
June 24, 2014 11:10 to 12:50
A2-035
 
Session Chair: Manoj Atolia, Florida State University
 

Size Distribution and Firm Dynamics in an Economy with Credit Shocks
By In Hwan Jo; The Ohio State University
Tatsuro Senga; The Ohio State University
   Presented by: In Hwan Jo, The Ohio State University
 

Price-Setting with Unobservable Elasticities of Demand: The Business-Cycle Effects of Heterogeneous Expectations
By Christian Jensen; University of South Carolina
   Presented by: Christian Jensen, University of South Carolina
 

Intersectoral Linkages, Diverse Information, and Aggregate Dynamics in a Neoclassical Model
By Manoj Atolia; Florida State University
Ryan Chahrour; Boston College
   Presented by: Manoj Atolia, Florida State University
 

The Geography of Consumer Prices
By Attila Ratfai; Central European University
Adam Reiff; European Central Bank
   Presented by: Attila Ratfai, Central European University
 
Session ID 46: H5 Labor II
June 24, 2014 11:10 to 12:50
A2-020
 
Session Chair: Jakub Growiec, Warsaw School of Economics & National Bank of Poland
 

Job Destruction without Job Creation: Structural Transformation in the Overborrowed America
By Alessandro Galesi; CEMFI
Claudio Michelacci; CEMFI
   Presented by: Alessandro Galesi, CEMFI
 

Offshoring, Low-skilled Immigration and Labor Market Polarization
By Federico Mandelman; Federal Reserve Bank of Atlanta
Andrei Zlate; Board of Governors of the Federal Reserve System
   Presented by: Federico Mandelman, Federal Reserve Bank of Atlanta
 

A sequential bargaining game with costly decisions
By James Costain; Bank of Spain
   Presented by: James Costain, Bank of Spain
 

Medium-Run Swings in the Labor Share: Theory and Evidence
By Jakub Growiec; Warsaw School of Economics & National Bank of Poland
Peter McAdam; European Central Bank
Jakub Muck; National Bank of Poland
   Presented by: Jakub Growiec, Warsaw School of Economics & National Bank of Poland
 
Session ID 61: H6 Financial Crisis
June 24, 2014 11:10 to 12:50
A2-045
 
Session Chair: Vivian Yue, Federal Reserve Board of Governors
 

Systemic Risk and Bank Business Models
By Maarten van Oordt; De Nederlansche Bank
Chen Zhou; De Nederlandsche Bank
   Presented by: Chen Zhou, De Nederlandsche Bank
 

Liquidity Backstops and Dynamic Debt Runs
By Bin Wei; Federal Reserve Board
Vivian Yue; Federal Reserve Board of Governors
   Presented by: Vivian Yue, Federal Reserve Board of Governors
 

Cash holdings of German open-end equity funds: Does ownership matter?
By Niko Doetz; Deutsche Bundesbank
Mark Weth; Deutsche Bundesbank
   Presented by: Mark Weth, Deutsche Bundesbank
 
Session ID 69: H7 Open Economy Models
June 24, 2014 11:10 to 12:50
A2-075
 
Session Chair: Alexandre Dmitriev, University of Tasmania
 

Lifestyle Habits and International Transmission of Business Cycles
By Alexandre Dmitriev; University of Tasmania
   Presented by: Alexandre Dmitriev, University of Tasmania
 

International Fiscal Spill-Over Effects in a Two-Country DSGE Model with Rule of Thumb Consumers
By Eric Schaling; Wits Business School
Mewael Tesfaselassie; Kiel Institute for the World Economy
Ruthira Naraidoo; University of Pretoria
   Presented by: Eric Schaling, Wits Business School
 

The Macroeconomic Consequences of Remittances
By Berrak Bahadir; University of Georgia
Santanu Chatterjee; University of Georgia
Thomas Lebesmuehlbacher; University of Georgia
   Presented by: Thomas Lebesmuehlbacher, University of Georgia
 

Aid, Remittances, and the Informal Economy
By Santanu Chatterjee; University of Georgia
Stephen Turnovsky; University of Washington
   Presented by: Santanu Chatterjee, University of Georgia
 
Session ID 79: H8 Economic and Social Networks: Formations and Consequences II
June 24, 2014 11:10 to 12:50
A2-080
 
Session Chair: Jasmina Arifovic, Simon Fraser University
 

Asset pricing, local information aggregation and network formation
By Valentyn Panchenko; UNSW
Mikhail Anufriev; University of Technology, Sydney
   Presented by: Valentyn Panchenko, UNSW
 

The Formation of Risk-Sharing Social Networks
By Tong Zhang; Southwestern University of Finance & Eco
Yu Wu; Southwestern University of Finance & Eco
Shu-Heng Chen; National Chengchi University
   Presented by: Tong Zhang, Southwestern University of Finance & Eco
 

The Coevolution of Beliefs and Networks}
By Jasmina Arifovic; Simon Fraser University
Graeme Walker; Simon Fraser University
   Presented by: Jasmina Arifovic, Simon Fraser University
 
Session ID 83: H9 Adaptive, Social and Meta Learning
June 24, 2014 11:10 to 12:50
A2-095
 
Session Chair: Kenneth Kasa, Simon Fraser University
 

Social learning about consumption
By Isabelle Salle; University of Amsterdam
   Presented by: Isabelle Salle, University of Amsterdam
 

Simplified Cuckoo Search: A robust metaheuristic for agent-based artificial markets
By Martin Prause; WHU - Otto Beisheim School of Management
Juergen Weigand; WHU - Otto Beisheim School of Management
   Presented by: Martin Prause, WHU - Otto Beisheim School of Management
 

Modelling Social Learning in an Agent-Based Baseline Macro Model
By Isabelle Salle; University of Amsterdam
Marc-Alexandre Senegas; University Bordeaux IV
Murat Yildizoglu; Université Bordeaux IV
Martin Zumpe; Bordeaux University
   Presented by: Murat Yildizoglu, Université Bordeaux IV
 

A Mean ODE Approximation of Constant Gain Learning Algorithms
By In-Koo Cho; University of Illinois
Kenneth Kasa; Simon Fraser University
Olena Kostyshyna; Bank of Canada
   Presented by: Kenneth Kasa, Simon Fraser University
 
Session ID 33: I1 Energy Economics II
June 24, 2014 16:00 to 17:40
A2-020
 
Session Chair: Klaus Mohn, University of Stavanger
 

What Makes a Commodity Currency?
By Yu-chin Chen; University of Washington
Dongwon Lee; University of California, Riverside
   Presented by: Yu-chin Chen, University of Washington
 

Exploration Risk in Oil & Gas Shareholder Returns
By Klaus Mohn; University of Stavanger
Bård Misund; University of Stavanger Business School
   Presented by: Klaus Mohn, University of Stavanger
 

Do Commodity Future Markets Help to Predict Exchange Rate Movements?
By Francesco Ravazzolo; Norges Bank
Tommy Sveen; BI Norwegian Business School
Sepideh Zahiri; BI Norwegian Business School
   Presented by: Sepideh Zahiri, BI Norwegian Business School
 

Decomposing Interest Rate Movements in Brazil and Mexico
By Michiel De Pooter; Federal Reserve Board of Governors
   Presented by: Michiel De Pooter, Federal Reserve Board of Governors
 
Session ID 40: I2 Models of Default
June 24, 2014 16:00 to 17:40
A2-070
 
Session Chair: Radim Bohacek, CERGE-EI
 

Domestic and External Debt
By Paola Di Casola; Stockholm School of Economics
Spyridon Sichlimiris; Stockholm School of Economics
   Presented by: Paola Di Casola, Stockholm School of Economics
 

Inflation, Debt, and Default
By Sewon Hur; University of Pittsburgh
Illenin Kondo; Federal Reserve Board
Fabrizio Perri; Federal Reserve Bank of Minneapolis
   Presented by: Illenin Kondo, Federal Reserve Board
 

Sovereign risk, interbank freezes, and aggregate fluctuations
By Philipp Engler; Free University of Berlin
Christoph Große Steffen; DIW Berlin, Freie Universität Berlin
   Presented by: Christoph Große Steffen, DIW Berlin, Freie Universität Berlin
 

Leverage Bounds with Default and Asymmetric Information
By Radim Bohacek; CERGE-EI
   Presented by: Radim Bohacek, CERGE-EI
 
Session ID 48: I3 Monetary and Fiscal Policy
June 24, 2014 16:00 to 17:40
A2-010/015
 
Session Chair: raffaele rossi, Lancaster University
 

Price Level Targeting with Strategic Fiscal Policy
By Yuting Bai; University of Lancaster
Tatiana Kirsanova; University of Glasgow
   Presented by: Yuting Bai, University of Lancaster
 

Debt and government spending in ambiguous times
By Axelle Ferriere; New York University
Anastasios Karantounias; Federal Reserve Bank of Atlanta
   Presented by: Anastasios Karantounias, Federal Reserve Bank of Atlanta
 

Optimal Fiscal Policy in a Small Open Economy with Limited Commitment
By Sofia Bauducco; Central Bank of Chile
   Presented by: Sofia Bauducco, Central Bank of Chile
 

Ramsey Monetary and Fiscal Policy: the Role of Consumption Taxation
By Giorgio Motta; Lancaster University
raffaele rossi; Lancaster University
   Presented by: raffaele rossi, Lancaster University
 
Session ID 51: I4 Monetary Unions
June 24, 2014 16:00 to 17:40
A2-035
 
Session Chair: Sergio Santoro, Bank of Italy
 

The Effects of Government Spending in a Small Open Economy within a Monetary Union
By Daragh Clancy; Central Bank of Ireland
Pascal Jacquinot; European Central Bank
Matija Lozej; Bank of Slovenia
   Presented by: Daragh Clancy, Central Bank of Ireland
 

Dynamic Monetary-Fiscal Interactions in a Monetary Union
By Yordan Mahmudiev; University of Vienna
   Presented by: Yordan Mahmudiev, University of Vienna
 

Potential output, structural reforms, and zero lower bound in a monetary union
By Massimiliano Pisani; Bank of Italy
Alessandro Notarpietro; Bank of Italy
Andrea Gerali; Bank of Italy
   Presented by: Massimiliano Pisani, Bank of Italy
 

Fiscal Moral Hazard in a Monetary Union
By Sergio Santoro; Bank of Italy
   Presented by: Sergio Santoro, Bank of Italy
 
Session ID 53: I5 Public Finance II
June 24, 2014 16:00 to 17:40
A2-045
 
Session Chair: Kjetil Storesletten, University of Oslo
 

Tax smoothing in a business cycle model with capital-skill complementarity
By Konstantinos Angelopoulos; University of Glasgow
Stylianos Asimakopoulos; University of Glasgow
James Malley; University of Glasgow and CESifo
   Presented by: Stylianos Asimakopoulos, University of Glasgow
 

Optimal Taxation with Endogenous Default under Incomplete Markets
By Demian Pouzo; UC Berkeley
Ignacio Presno; Federal Reserve Bank of Boston
   Presented by: Ignacio Presno, Federal Reserve Bank of Boston
 

Time-Consistent Consumption Taxation
By Sarolta Laczo; Institut d'Analisi Economica (IAE-CSIC) and Barcelona GSE
raffaele rossi; Lancaster University
   Presented by: Sarolta Laczo, Institut d'Analisi Economica (IAE-CSIC) and Barcelona GSE
 

Optimal Tax Progressivity: An Analytical Framework
By Jonathan Heathcote; Federal Reserve Bank of Minneapolis
Kjetil Storesletten; University of Oslo
Gianluca Violante; NYU
   Presented by: Kjetil Storesletten, University of Oslo
 
Session ID 57: I6 Financial Intermediation
June 24, 2014 16:00 to 17:40
A2-075
 
Session Chair: Malik Shukayev, Bank of Canada
 

Cyclicality in Losses on Bank Loans
By Bart Keijsers; Erasmus University Rotterdam
Bart Diris; Erasmus University Rotterdam
Erik Kole; Erasmus University Rotterdam
   Presented by: Bart Keijsers, Erasmus University Rotterdam
 

Efficiency of the Internal Capital Markets in Financial Conglomerates: Evidence on the Role of Their Network Structure
By Vladimir Yankov; Federal Reserve Board
Julian TszKin Chan; Boston University
Anton Badev; Federal Reserve Board
   Presented by: Vladimir Yankov, Federal Reserve Board
 

Securitization and Asset Prices
By Yunus Aksoy; Birkbeck
Henrique Basso; Bank of Spain
   Presented by: Henrique Basso, Bank of Spain
 

Does short-term bank funding enhance the possibility of firesales?
By Malik Shukayev; Bank of Canada
Alexander Ueberfeldt; Bank of Canada
   Presented by: Malik Shukayev, Bank of Canada
 
Session ID 71: I7 Propagation of Structural Shocks
June 24, 2014 16:00 to 17:40
A2-080
 
Session Chair: Marco Ratto, European Commission - Joint Research Centre
 

On the Sources of Business Cycles: “It’s the Demand. . . !”
By Jan Bruha; Czech National Bank
Michal Andrle; IMF
Serhat Solmaz; International Monetary Fund
   Presented by: Jan Bruha, Czech National Bank
 

It's Not All Exogenous: Propagation of Productivity Through the Input-Output Network
By Zuzana Molnárová; University of Vienna
Michael Reiter; Institute for Advanced Studies
   Presented by: Zuzana Molnárová, University of Vienna
 

Estimating Structural Shocks with DSGE Models
By Michal Andrle; IMF
   Presented by: Michal Andrle, International Monetary Fund (IMF)
 

What drives the German current account? And how does it affect other EU member states?
By Jan in 't Veld; European Commission
Robert Kollmann; ECARES, Université Libre de Bruxelles
Marco Ratto; European Commission - Joint Research Centre
Werner Roeger; European Commission
Lukas Vogel; European Commission
   Presented by: Marco Ratto, European Commission - Joint Research Centre
 
Session ID 75: I8 Agent-based Macroeconomic Models
June 24, 2014 16:00 to 17:40
A2-095
 
Session Chair: mauro napoletano, OFCE
 

Cohesion Policy and Inequality Dynamics: Insights from a Heterogeneous Agents Macroeconomic Model
By Herbert Dawid; University of Bielefeld
Philipp Harting; Bielefeld University
Michael Neugart; Technical University of Darmstadt
   Presented by: Herbert Dawid, University of Bielefeld
 

Emergent Dynamics of a Macroeconomic Agent Based Model with Capital and Credit
By Tiziana Assenza; Università Cattolica del Sacro Cuore
Domenico Delli Gatti; Università Cattolica
Jakob Grazzini; Catholic University of Milan
   Presented by: Jakob Grazzini, Catholic University of Milan
 

The ETACE Virtual Appliance: An Exploratory for the Eurace@Unibi model
By Gregor Boehl; Bielefeld University
Herbert Dawid; University of Bielefeld
Simon Gemkow; Bielefeld University
Philipp Harting; Bielefeld University
Sander van der Hoog; Bielefeld University
   Presented by: Gregor Boehl, Bielefeld University
 

Fiscal multiplier, liquidity constraints, and business cycle: an agent-based model
By mauro napoletano; OFCE
Jean-Luc Gaffard; OFCE-Sciences Po
Andrea Roventini; University of Verona
Francesco Saraceno; OFCE
   Presented by: mauro napoletano, OFCE
 
Session ID 88: I9 Household Choices
June 24, 2014 16:00 to 18:05
A2-090
 
Session Chair: Ljubica Djordjevic, Tilburg University
 

Theory of Occupation Choice and Its Cosequences for Labor Reallocation
By Natalia Bodrug; BI, Norwegian Business school
   Presented by: Natalia Bodrug, BI, Norwegian Business school
 

DO HEALTH CARE SYSTEMS SHAPE HOUSEHOLD PORTFOLIO CHOICE?
By Ljubica Djordjevic; Tilburg University
   Presented by: Ljubica Djordjevic, Tilburg University
 

Career Mobility Patterns of Public School Teachers
By Celia Vera; Zirve University
   Presented by: Celia Vera, Zirve University
 

A New Perspective on Classical Choice Problems Using Selection Functions
By Viktor Winschel; University Mannheim
Philipp Zahn; University of Mannheim
   Presented by: Viktor Winschel, University Mannheim
 

Pessimistic Optimal Choice for Risk-Averse Agents
By Paolo Vitale; University of Chieti-Pescara
   Presented by: Paolo Vitale, University of Chieti-Pescara
 

85 sessions, 331 papers, and 0 presentations with no associated papers
 
Index of Participants

Legend: C=chair, P=Presenter, D=Discussant
#ParticipantRoles in Conference
1Aastveit, Knut AreC27, P27
2Akkaya, YildizP50
3Alfarano, SimoneC84, P84
4Alpanda, SamiP38
5Amir Ahmadi, PooyanP8
6Anderson, GaryP72
7Andrle, MichalP71
8Anufriev, MikhailC82, P82
9Arifovic, JasminaP77, C79, P79
10Asimakopoulos, StylianosP53
11Assenza, TizianaC86, P86
12Atolia, ManojC42, P42
13Bai, YutingP48
14Banbura, MartaP27
15Barde, SylvainP70
16Basso, HenriqueP57
17Bauducco, SofiaP48
18Baumeister, ChristianeP18
19Baxa, JaromirP26
20Beltran, Daniel O.P74
21Ben-Gad, MichaelC54, P54
22Berardi, SimoneP80
23Bergholt, DragoC56, P56
24Bhatarai, SarojP5
25Bianchi, FrancescoP3
26Bjørnland, HildeC31, P31
27Bodrug, NataliaP88
28Boehl, GregorP75
29Bognanni, MarkP18
30Bohacek, RadimC40, P40
31Bredemeier, ChristianP8
32Brubakk, LeifP1
33Bruha, JanP71
34Brunetti, CelsoC30, P30
35Bundick, BrentP5
36Caboussat, AlexandreP66
37Caggiano, GiovanniP14
38Cakir Melek, NidaC34, P34
39Camacho-Cuena, EvaC58, P58
40Caputo, RodrigoP45
41Cardani, RobertaP45
42Cardi, OlivierP56
43Carpio, RonaldoP65
44Carroll, ChristopherP65
45Castelnuovo, EfremC8, P8
46Champagne, JulienP10
47Chang, YoosoonP32, C9, P9
48Chatterjee, SantanuP69
49Chauvet, MarcelleP27
50Chen, HanP4
51Chen, Yu-chinP62, P33
52Chen, XiaoshanC11, P11
53Chen, Shu-HengC85, P85
54Chiarella, CarlC63, P63
55Cho, Sang-Wook (Stanley)C12, P12
56Christensen, JensP30, P63
57Christoffel, KaiP1
58Cimadomo, JacopoP29
59Clancy, DaraghP51
60Contessi, SilvioP6
61Corbo, VesnaP1
62Costa, AlexandreP22
63Costain, JamesP46
64Cozzi, MarcoP54
65D'Agostino, AntonelloP20
66D'Auria, FrancescaC67, P67
67Dawid, HerbertP75
68Dawid, PauloP76
69De Graeve, FerreP13
70De Pooter, MichielP33
71Del Negro, MarcoC25, P25
72Denderski, PiotrP43
73Di Casola, PaolaP40
74Di Pace, FedericoP10
75Diaz, CarlosP24
76DiCecio, RiccardoC19, P19
77Djordjevic, LjubicaC88, P88
78Dmitriev, AlexandreC69, P69
79Dorich, JoséC1, P1
80Dumrongrittikul, TayaP7
81Edge, RochelleP30
82Eickmeier, SandraP29
83Evers, MichaelP72
84Ferrero, GiuseppeP74
85Fischer, ThomasP81
86Foerster, AndrewP4
87Foroni, ClaudiaC29, P29
88Fragetta, MatteoP32
89Fuentes Albero, CristinaP2
90Furlanetto, FrancescoC2, P2
91Galaasen, Sigurd MølsterP44
92Galesi, AlessandroP46
93Gambetti, LucaC4, P4
94Gaus, EricP63
95Gelain, PaoloP13
96Gelman, MariaP7
97Georgiadis, GeorgiosP22
98Gerba, Eddie EdinP68
99Ghiani, GiuliaP26
100Gibson, JohnP19
101Girdenas, SarunasP38
102Gnocchi, StefanoP15
103Gonzalez-Astudillo, ManuelP29
104Gordon, GreyP43
105Graubner, MartenP78
106Grazzini, JakobP84, P75
107Große Steffen, ChristophP40
108Growiec, JakubC46, P46
109Guerin, PierreP60
110Guerra-Salas, JuanP34
111Guerrieri, LucaP72
112Gunn, ChristopherC50, P50
113Hara, NaokoP12
114Harting, PhilippP77
115Hassler, UweP9
116Hauser, DanielaP47
117He, Xue-ZhongP78
118Hillebrand, MartenC36, P36
119Hirose, YasuoC5, P5
120Hoffmann, MathiasP37
121Hommes, CarsC59, P59, P86
122Horvath, MichalC47, P47
123Hsiao, Cody Yu-LingP30
124Huang, JileiP49
125Huh, YesolP64
126Hull, IsaiahP65
127Ilbas, PelinC87, P87
128in 't Veld, DaanP59
129Ionescu, FeliciaP43
130Iori, GiuliaC64, P64
131Irarrazabal, AlfonsoP62
132Jaccard, IvanC37, P37
133Jacob Leal, SandrineP82
134Jarosch, GregorP12
135Jensen, ChristianP42
136Jiang, WeiP47
137Jo, In HwanP42
138Juillard, MichelC70, P70
139Kalimullina, LinaP58
140Kano, TakashiP11
141Karantounias, AnastasiosP48
142Karibzhanov, IskanderP37
143Karlis, AlexandrosC76, P76
144Kasa, KennethC83, P83
145Kay, BenjaminP20
146Keijsers, BartP57
147Keoula, MichelP56
148Khovansky, SergueyP60
149Kiesel, KonstantinP68
150Kiley, MichaelC49, P49
151Kociecki, AndrzejP17
152Koerber, LenaP73
153Kolasa, MarcinP49
154Kondo, IlleninP40
155Kovaleva, SvetlanaP84
156Krawczyk, JacekC7, P7
157Kriwoluzky, AlexanderP50
158Laczo, SaroltaP53
159Lambertini, LuisaP39
160Lanne, MarkkuP18
161Lansing, KevinC38, P38
162Larsen, VegardP32
163LeBaron, BlakeC60, P60
164Lebesmuehlbacher, ThomasP69
165Leduc, SylvainP15
166Leiva-Leon, DaniloP9
167Lepetit, AntoineP47, P89
168Levine, PaulP55
169Lewis, VivienC52, P52
170Li, KaiP60
171Li, DanP64
172Lind, NelsonP70
173Linde, JesperC13, P13
174Liu, RuipengP28
175Loisel, OlivierP52
176Lubik, ThomasC3, P3
177Ma, XiaohanP55
178Macchiarelli, CorradoC74, P74
179Mahmudiev, YordanP51
180Maih, JuniorP89
181Majher, PavolP19
182Makarewicz, TomaszC80, P80
183Makarova, SvetlanaP25
184Makarski, KrzysztofP87
185Maliar, LiliaP66
186Maliar, SergueiC72, P72
187Mandelman, FedericoP11, P46
188Masolo, Riccardo MariaP24
189Massaro, DomenicoC77, P77
190Matthes, ChristianP3
191McCracken, MichaelP27
192McNelis, PaulP70
193Melina, GiovanniC73, P73
194Melosi, LeonardoP4
195Menna, LorenzoP36
196Meyer-Gohde, AlexanderP17
197Milani, FabioP3
198Mileva, MariyaP56
199Mohn, KlausC33, P33
200Molnárová, ZuzanaP71
201Motta, GiorgioP55
202Moura, GuilhermeP26
203Murakami, MasatoshiC81, P81
204Nakata, TaisukeP50
205napoletano, mauroC75, P75
206Natvik, GisleP39
207Negriu, AnghelP85
208Nenov, PlamenC89, P89
209Neuhoff, DanielP17
210Nordvik, Frode MartinP34
211Normandin, MichelP11
212Nuno, GaloC43, P43
213Onorante, LucaP25
214Orlik, AnnaP14
215Otrok, ChristopherC22, P22
216Owyang, MichaelC23, P23
217Paccagnini, AlessiaP24
218Panchenko, ValentynP79
219Pancrazi, RobertoP45
220Panovska, IrinaC26, P26
221Papanagiotou, EvangeliaP64
222Pataracchia, BeatriceP67
223Pedersen, MichaelP31
224Pegoraro, FulvioP63
225Peterman, WilliamP54
226Pilossoph, LauraP12
227Pirschel, InskeP9
228Pisani, MassimilianoP51
229Poledna, SebastianP80
230Prause, MartinP83
231Presno, IgnacioP53
232Prieto, EstebanP2
233Ratfai, AttilaP42
234Ratto, MarcoP67, C71, P71
235Ravazzolo, FrancescoC32, P32
236Ravenna, FedericoP14
237Ravn, Søren HoveP39
238Reiter, MichaelC66, P66
239Ricchiuti, GiorgioP78
240Ricco, GiovanniC15, P15
241Richter, AlexanderP73
242Rime, DagfinnC62, P62
243rossi, raffaeleC48, P48
244Roulleau-Pasdeloup, JordanP49
245Roussellet, GuillaumeP28
246Rovira Kaltwasser, PabloP62
247Russo, AlbertoP81
248Rust, JohnC65, P65
249Sager, ErickP66
250Salle, IsabelleP83
251Santoro, SergioC51, P51
252Sarferaz, SamadP23
253Schaling, EricP69
254Schmitt, NoemiP82
255Schultefrankenfeld, GuidoP68
256Schwarzmüller, TimP73
257Schwenkler, GustavoP28
258Scotti, ChiaraP8
259Sekhposyan, TatevikC14, P14
260Sekkel, RodrigoP23
261Semmler, WilliC18, P18
262Senga, TatsuroP19
263Sengupta, AbhijitP84
264Seok, Byoung HoonP44
265Shakhnov, KirillP36
266Shukayev, MalikC57, P57
267Siemsen, ThomasC20, P20
268sim, jaeC6, P6
269Slacalek, JiriC44, P44
270Stella, AndreaC68, P68
271Storesletten, KjetilC53, P53
272Sturm, Jan-EgbertC24, P24
273Sucarrat, GenaroC28, P28
274Sveen, TommyC45, P45
275Swarbrick, JonathanP38
276Tai, Chung-ChingP86
277Tambalotti, AndreaC39, P39
278Tasci, MuratC10, P10
279Tedeschi, GabrieleP58
280Terajima, YazP74
281Tetlow, RobertP13
282Thorsrud, LeifP22
283Throckmorton, NathanielP5
284Treibich, TaniaP77
285Tretvoll, HakonP89
286Tuinstra, JanP85
287van de Leur, MichielP80
288van der Hoog, SanderP76
289Vázquez, JesúsC55, P55
290Vera, CeliaP88
291Vermandel, GauthierP67
292Verona, FabioP52
293Vespignani, JoaquinP31
294Villa, StefaniaP87
295Vitale, PaoloP88
296Vukotic, MarijaP6
297Wagener, FlorianP86
298Walentin, KarlP2
299Wang, Mu-ChunP20
300Wang, LikunP7
301Waters, GeorgeP59
302Westerhoff, FrankP58
303Weth, MarkP61
304Wills, SamuelP31
305Winant, PabloP37
306Winkler, RolandP52
307Winschel, ViktorP88
308Yamamoto, RyuichiP82
309Yankov, VladimirP57
310Yazici, HakkiP54
311Yeh, Chia-HsuanC78, P78
312Yildizoglu, MuratP83
313Yue, VivianP6, C61, P61
314Zadrozny, PeterC17, P17
315Zahiri, SepidehP33
316Zhang, TongP79
317Zheng, HuanhuanP59
318Zhou, ChenP61
319Zhutova, AnastasiaP10
320Zimic, SreckoP23
321Zubairy, SarahP15

 

This program was last updated on 2014-09-17 13:3:37 EDT