Summary of All Sessions |
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Click here for an index of all participants |
Date/Time | Location | Title | Papers |
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June 26, 2016 9:00-10:40 | Gentilhommes 3 | A1: Experiments I | 4 |
June 26, 2016 9:00-10:40 | Gentilhommes 1 | A2: Monetary Macroeconomics I | 4 |
June 26, 2016 9:00-10:40 | Bacchus 1 | A3: Housing and Credit Cycles | 4 |
June 26, 2016 9:00-10:40 | Bacchus 2 | A4: Financial Variables and the Macroeconomy | 3 |
June 26, 2016 9:00-10:40 | Gentilhommes 2 | A5: Agent-based Models: Finance | 4 |
June 26, 2016 9:00-10:40 | Alienor 2 | A6: Emerging Macroeconomic Dynamics | 4 |
June 26, 2016 9:00-10:40 | Jurade | A7: Monetary Theory and Policy I: Solution Methods | 2 |
June 26, 2016 9:00-10:40 | Alienor 3 | A8: Topics in Applied Time Series Analysis | 3 |
June 26, 2016 9:00-10:40 | Alienor 1 | A9: Financial Networks I | 4 |
June 26, 2016 11:10-12:25 | Gentilhommes 2 | B1: Indeterminacy and Sunspots in Macroeconomics | 3 |
June 26, 2016 11:10-12:25 | Alienor 3 | B2: Empirical Aspects of Fiscal Policy | 3 |
June 26, 2016 11:10-12:25 | Gentilhommes 1 | B3: Applied Macroeconometrics | 3 |
June 26, 2016 11:10-12:25 | Bacchus 2 | B4: Economic Growth | 3 |
June 26, 2016 11:10-12:25 | Gentilhommes 3 | B5: New Quantitative Tools for the Analysis of Complex Market Interactions | 3 |
June 26, 2016 11:10-12:25 | Bacchus 1 | B6: Housing | 3 |
June 26, 2016 11:10-12:25 | Alienor 2 | B7: Econometrics | 3 |
June 26, 2016 11:10-12:25 | Alienor 1 | B8: Methodological Advances I | 3 |
June 26, 2016 11:10-12:25 | Jurade | B9: Great Recession | 3 |
June 26, 2016 16:00-17:40 | Alienor 1 | C1: Financial and Real Networks | 4 |
June 26, 2016 16:00-17:40 | Alienor 2 | C2: Labor Market Dynamics and International Trade | 4 |
June 26, 2016 16:00-17:40 | Alienor 3 | C3: Agent Based Models of Financial Markets I | 4 |
June 26, 2016 16:00-17:40 | Gentilhommes | C4: Monetary Macroeconomics II | 4 |
June 26, 2016 16:00-17:40 | Jurade | C5: Empirical Methods for Agent-based Financial Markets | 4 |
June 26, 2016 16:00-17:40 | Bacchus 1 | C6: Agent-based Models: Macro | 4 |
June 26, 2016 16:00-17:40 | Bacchus 2 | C7: Monetary Theory and Policy II: Instruments and Interactions | 3 |
June 27, 2016 9:00-10:40 | Gentilhommes 3 | D1: Patent Dynamics and Innovation Networks | 4 |
June 27, 2016 9:00-10:40 | Gentilhommes 1 | D2: Optimal Monetary and Fiscal Policy | 4 |
June 27, 2016 9:00-10:40 | Bacchus 1 | D3: Finance | 4 |
June 27, 2016 9:00-10:40 | Bacchus 2 | D4: Monetary Macroeconomics III | 4 |
June 27, 2016 9:00-10:40 | Alienor 3 | D5: Bayesian Inference | 4 |
June 27, 2016 9:00-10:40 | Alienor 2 | D6: Intertemporal Decisions | 4 |
June 27, 2016 9:00-10:40 | Gentilhommes 2 | D7: Distribution and Fiscal Policy | 4 |
June 27, 2016 9:00-10:40 | Alienor 1 | D8: Solution Methods for DSGE and Heterogeneous Agent Models | 4 |
June 27, 2016 9:00-10:40 | Jurade | D9: Banks and Shadow Banks | 4 |
June 27, 2016 11:10-12:25 | Gentilhommes 2 | E1: Labor Markets and the Business Cycle | 2 |
June 27, 2016 11:10-12:25 | Bacchus 1 | E2: Structural Macroeconomic Modeling | 3 |
June 27, 2016 11:10-12:25 | Gentilhommes 1 | E3: Fiscal Policy I | 3 |
June 27, 2016 11:10-12:25 | Alienor 1 | E4: International Macro Policy | 3 |
June 27, 2016 11:10-12:25 | Gentilhommes 3 | E5: Macroeconomic Theory | 3 |
June 27, 2016 11:10-12:25 | Alienor 3 | E6: Inequality, Mobility and Debt | 3 |
June 27, 2016 11:10-12:25 | Alienor 2 | E7: Housing Markets | 3 |
June 27, 2016 11:10-12:25 | Bacchus 2 | E8: Nowcasting and Real Time Forecasting | 2 |
June 27, 2016 11:10-12:25 | Jurade | E9: Financial Frictions | 3 |
June 27, 2016 16:00-17:40 | Jurade | F1: Advances in Benchmarking, Temporal Disaggregation and Reconciliation of Economic Data: Theory and Practice | 4 |
June 27, 2016 16:00-17:40 | Bacchus 2 | F2: Innovation-fueled, Inclusive and Sustainable Growth | 4 |
June 27, 2016 16:00-17:40 | Bacchus 1 | F3: Agent-Based Modeling of Markets and Networks | 4 |
June 27, 2016 16:00-17:40 | Alienor 1 | F4: Term Structure and Credit Risk | 4 |
June 27, 2016 16:00-17:40 | Alienor 2 | F5: Monetary Policy I | 4 |
June 27, 2016 16:00-17:40 | Alienor 3 | F6: Business Cycle Dynamics | 4 |
June 27, 2016 16:00-17:40 | Gentilhommes | F7: Fiscal and Monetary Policy, Expectations and Learning | 4 |
June 28, 2016 9:00-10:40 | Bacchus 2 | G1: Experiments II | 4 |
June 28, 2016 9:00-10:40 | Alienor 2 | G2: Empirical Estimation of Agent-Based Models | 4 |
June 28, 2016 9:00-10:40 | Gentilhommes 2 | G3: Employment Dynamics, Investment and Inequality | 4 |
June 28, 2016 9:00-10:40 | Gentilhommes 1 | G4: Monetary Policy II | 4 |
June 28, 2016 9:00-10:40 | Gentilhommes 3 | G5: Fiscal Policy II | 4 |
June 28, 2016 9:00-10:40 | Bacchus 1 | G6: Incomplete Markets and Information | 4 |
June 28, 2016 9:00-10:40 | Alienor 3 | G7: Monetary Theory and Policy III: Risk, Learning and Welfare | 4 |
June 28, 2016 9:00-10:40 | Alienor 1 | G8: Methodological Advances II | 4 |
June 28, 2016 9:00-10:40 | Jurade | G9: Financial Networks II | 4 |
June 28, 2016 11:10-12:50 | Bacchus 2 | H1: Agent-Based Models of Financial Markets II | 4 |
June 28, 2016 11:10-12:50 | Gentilhommes 2 | H2: Trade, Exchange Rates and News | 4 |
June 28, 2016 11:10-12:50 | Alienor 2 | H3: Business Cycles and Shocks | 4 |
June 28, 2016 11:10-12:50 | Gentilhommes 1 | H4: Macroeconomic Trends and Welfare | 4 |
June 28, 2016 11:10-12:50 | Bacchus 1 | H5: Structural Empirical Models | 4 |
June 28, 2016 11:10-12:50 | Gentilhommes 3 | H6: Expectations and Sentiment | 4 |
June 28, 2016 11:10-12:50 | Jurade | H7: Monetary and Macroprudential Policies | 3 |
June 28, 2016 11:10-12:50 | Alienor 1 | H8: Computational Finance | 4 |
June 28, 2016 11:10-12:25 | Alienor 3 | H9: Zero Lower Bound for Nominal Interest Rates | 4 |
June 28, 2016 16:00-17:40 | Alienor 1 | I1: Uncertainty and Business Cycles | 4 |
June 28, 2016 16:00-17:40 | Bacchus 1 | I2: Asset Pricing | 4 |
June 28, 2016 16:00-17:40 | Bacchus 2 | I3: DSGE | 4 |
June 28, 2016 16:00-17:40 | Connetablie | I4: Capital Flows and Crisis | 3 |
June 28, 2016 16:00-17:40 | Gentilhommes | I5: Expectations and Financial Markets | 4 |
June 28, 2016 16:00-17:40 | Alienor 3 | I6: Labor and the Business Cycle | 4 |
June 28, 2016 16:00-17:40 | Alienor 2 | I7: Risk, Regimes and Uncertainty | 4 |
June 28, 2016 16:00-17:40 | Jurade | I8: Macro and Asset Market Experiments | 4 |
76 sessions, 277 papers, and 0 presentations with no associated papers |
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SCE - Computing in Economics and Finance - CEF 2016 |
Detailed List of Sessions |
Session: A1: Experiments I June 26, 2016 9:00 to 10:40 Gentilhommes 3 |
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Session Chair: Nobuyuki Hanaki, University of Nice Sophia Antipolis |
Experimental study on the effect of nominal price level versus inflation targeting with and without guidance. |
By Cars Hommes; University of Amsterdam Tomasz Makarewicz; University of Amsterdam |
presented by: Tomasz Makarewicz, University of Amsterdam |
Staff rotation: Lessons from the Laboratory experiment |
By Milos Fisar; Masaryk University Jiri Spalek; Masaryk University Rostislav Stanek; Masaryk university Ondrej Krcal; Masaryk university |
presented by: Milos Fisar, Masaryk University |
Short and Long run Expectations in a Learning to Forecast Experiment |
By Simone Alfarano; University Jaume I Eva Camacho Cuena; Universitat Jaume I Annarita Colasante; Università Politecnica delle Marche Mauro Gallegati; Universita Politecnica delle Marche |
presented by: Annarita Colasante, Università Politecnica delle Marche |
Diversity in cognitive ability enlarges mispricing |
By Nobuyuki Hanaki; University of Nice Eizo Akiyama; University of Tsukuba Yukihiko Funaki; Waseda University Ryuichiro Ishikawa; University of Tsukuba |
presented by: Nobuyuki Hanaki, University of Nice Sophia Antipolis |
Session: A2: Monetary Macroeconomics I June 26, 2016 9:00 to 10:40 Gentilhommes 1 |
Session Chair: Martin Seneca, Bank of England |
A framework for analysing quantitative easing in the open economy |
By Romanos Priftis; European Commission Lukas Vogel; European Commission |
presented by: Romanos Priftis, European Commission |
The Effects of Unconventional Monetary Policy in an Open Economy |
By Mitsuru Katagiri; Bank of Japan Koji Takahashi; Bank of Japan |
presented by: Koji Takahashi, Bank of Japan |
2+2<4? Monetary policy in the presence of downward nominal wage rigidity and the zero lower bound |
By Robert Amano; Bank of Canada Stefano Gnocchi; Bank of Canada |
presented by: Stefano Gnocchi, Bank of Canada |
Risk shocks close to the Zero Lower Bound |
By Martin Seneca; Bank of England |
presented by: Martin Seneca, Bank of England |
Session: A3: Housing and Credit Cycles June 26, 2016 9:00 to 10:40 Bacchus 1 |
Session Chair: Sami Alpanda, University of Central Florida |
On the limits of macroprudential policy |
By Marcin Kolasa; National Bank of Poland |
presented by: Marcin Kolasa, National Bank of Poland |
Residential construction lags across the US and their implications for housing supply |
By Hyunseung Oh; Vanderbilt University Chamna Yoon; City University of New York Baruch Colle |
presented by: Hyunseung Oh, Vanderbilt University |
Asset Holdings, Information Aggregation in Secondary Markets and Credit Cycles |
By Henrique Basso; Bank of Spain |
presented by: Henrique Basso, Bank of Spain |
Should Monetary Policy Lean Against Housing Market Booms? |
By Sami Alpanda; University of Central Florida Alexander Ueberfeldt; Bank of Canada |
presented by: Sami Alpanda, University of Central Florida |
Session: A4: Financial Variables and the Macroeconomy June 26, 2016 9:00 to 10:40 Bacchus 2 |
Session Chair: Giovanni Caggiano, University of Padua |
Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis |
By Knut Are Aastveit; Norges Bank Francesco Furlanetto; Norges Bank Francesca Loria; European University Institute |
presented by: Francesco Furlanetto, Norges Bank |
Financial shocks and inflation |
By Angela Abbate; Deutsche Bundesbank Sandra Eickmeier; Deutsche Bundesbank Esteban Prieto; Deutsche Bundesbank |
presented by: Sandra Eickmeier, Deutsche Bundesbank |
Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound |
By Giovanni Caggiano; University of Padua Efrem Castelnuovo; University of Melbourne Giovanni Pellegrino; University of Verona |
presented by: Giovanni Caggiano, University of Padua |
Session: A5: Agent-based Models: Finance June 26, 2016 9:00 to 10:40 Gentilhommes 2 |
Session Chair: Blake LeBaron, Brandeis University |
Herding behavior and volatility clustering in financial markets |
By Noemi Schmitt; University of Bamberg Frank Westerhoff; University of Bamberg |
presented by: Frank Westerhoff, University of Bamberg |
Prospect Theory in the Heterogeneous Agent Model |
By Jiri Kukacka; UTIA AV CR, v.v.i., Czech Academy of Sciences |
presented by: Jiri Kukacka, UTIA AV CR, v.v.i., Czech Academy of Sciences |
Real- Financial Market Interactions with Heterogeneous Opinion Dynamics |
By Matthieu Charpe; International Labour Organization Peter Flaschel; Bielefeld University Giorgos Galanis; University of Warwick Roberto Veneziani; Queen Mary University of London |
presented by: Giorgos Galanis, University of Warwick |
Microconsistency in Simple Empirical Agent-based Financial Model |
By Blake LeBaron; Brandeis University |
presented by: Blake LeBaron, Brandeis University |
Session: A6: Emerging Macroeconomic Dynamics June 26, 2016 9:00 to 10:40 Alienor 2 |
Session Chair: Pascal Seppecher, University of Paris 13 |
Technology Shocks, Coordination Failures and Emergent Macroeconomic Dynamics |
By Mattia Guerini; Scuola Superiore Sant'Anna Mauro Napoletano; OFCE-Sciences Po Andrea Roventini; Scuola Superiore Sant'Anna |
presented by: Mattia Guerini, Scuola Superiore Sant'Anna |
The Behavioral Origins of Aggregate Fluctuations |
By Jakob Grazzini; Catholic University of Milan Domenico Massaro; Universita Cattolica del Sacro Cuore |
presented by: Jakob Grazzini, Catholic University of Milan |
Towards a post-classical synthesis: a multi-agent stock-flow consistent approach |
By Marc Lavoie; University of Ottawa Pascal Seppecher; University of Paris 13 Isabelle Salle; CeNDEF, Amsterdam School of Economics |
presented by: Isabelle Salle, CeNDEF, Amsterdam School of Economics |
Heterogeneous Firms and International Trade: The role of productivity and financial fragility |
By Tiziana Assenza; Università Cattolica del Sacro Cuore Domenico Delli Gatti; Università Cattolica Jakob Grazzini; Catholic University of Milan Giorgio Ricchiuti; Università degli Studi di Firenze |
presented by: Giorgio Ricchiuti, Università degli Studi di Firenze |
Session: A7: Monetary Theory and Policy I: Solution Methods June 26, 2016 9:00 to 10:40 Jurade |
Session Chair: Gary Anderson, Board of Governors, Federal Reserve |
Solving forward-looking models with PETSc and PARDISO |
By Michel Juillard; Banque de France |
presented by: Michel Juillard, Banque de France |
A Solution Technique for Regime Switching DSGE Models with Occasionally Binding Constraints |
By Gary Anderson; Board of Governors, Federal Reserve |
presented by: Gary Anderson, Board of Governors, Federal Reserve |
Session: A8: Topics in Applied Time Series Analysis June 26, 2016 9:00 to 10:40 Alienor 3 |
Session Chair: Michael Owyang, Federal Reserve Bank of St Louis |
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter |
By Gunes Kamber; Reserve Bank of New Zealand James Morley; University of New South Wales Benjamin Wong; Reserve Bank of New Zealand |
presented by: Benjamin Wong, Reserve Bank of New Zealand |
The Economics of Bitcoins - News, Supply vs. Demand and Jumps |
By Marc Gronwald; University of Aberdeen |
presented by: Marc Gronwald, University of Aberdeen |
Asymmetry and Federal Reserve Forecasts |
By Julieta Caunedo; Cornell University Riccardo DiCecio; Federal Reserve Bank of St. Louis Ivana Komunjer; University of California San Diego Michael Owyang; Federal Reserve Bank of St Louis |
presented by: Michael Owyang, Federal Reserve Bank of St Louis |
Session: A9: Financial Networks I June 26, 2016 9:00 to 10:40 Alienor 1 |
Session Chair: Daniel Ladley, University of Leicester |
Variance decomposition of forecast errors as linkage measure: A banking network application |
By Sachapon Tungsong; University College London |
presented by: Sachapon Tungsong, University College London |
Precommitments for Financial Self-Control? Micro Evidence from the 2003 Korean Credit Crisis |
By Sung-Jin Cho; Seoul National University John Rust; Georgetown University |
presented by: Sung-Jin Cho, Seoul National University |
A Network Analysis of the 1873 Financial Crisis |
By Daniel Ladley; University of Leicester Peter Rousseau; Vanderbilt University |
presented by: Daniel Ladley, University of Leicester |
Firm’s Network versus Board Members’ Network: Who to Appoint? |
By Thomas Vallee; University of Nantes Joel Massol; LEMNA, University of Nantes |
presented by: Thomas Vallee, University of Nantes |
Session: B1: Indeterminacy and Sunspots in Macroeconomics June 26, 2016 11:10 to 12:25 Gentilhommes 2 |
Session Chair: Thomas Lubik, Federal Reserve Bank of Richmond |
Decoupling Nominal and Real Rigidities |
By Alexander Meyer-Gohde; University of Hamburg Philipp König; DIW |
presented by: Alexander Meyer-Gohde, University of Hamburg |
Rational Sunspots |
By Guido Ascari; University of Oxford Paolo Bonomolo; Sveriges Riksbank Hedibert Lopes; University of Chicago |
presented by: Guido Ascari, University of Oxford |
Indeterminacy and Imperfect Information |
By Thomas Lubik; Federal Reserve Bank of Richmond Christian Matthes; Federal Reserve Bank of Richmond Elmar Mertens; Federal Reserve Board |
presented by: Thomas Lubik, Federal Reserve Bank of Richmond |
Session: B2: Empirical Aspects of Fiscal Policy June 26, 2016 11:10 to 12:25 Alienor 3 |
Session Chair: Viacheslav Sheremirov, Federal Reserve Bank of Boston |
Aging of the Baby Boomers: Demographics and Propagation of Tax Shocks |
By Domenico Ferraro; Arizona State University Giuseppe Fiori; North Carolina State University |
presented by: Giuseppe Fiori, North Carolina State University |
A Test of Identification for Government Spending Shocks |
By Anna Kormilitsina; Southern Methodist University |
presented by: Anna Kormilitsina, Southern Methodist University |
Output Response to Government Spending: Evidence from New International Military Spending Data |
By Viacheslav Sheremirov; Federal Reserve Bank of Boston Sandra Spirovska; University of Wisconsin, Madison |
presented by: Viacheslav Sheremirov, Federal Reserve Bank of Boston |
Session: B3: Applied Macroeconometrics June 26, 2016 11:10 to 12:25 Gentilhommes 1 |
Session Chair: Matthew Pritsker, Federal Reserve Bank of Boston |
Forecasting Commodity Currencies: The Role of Fundamentals with Short-Lived Predictive Content |
By Claudia Foroni; Norges Bank Francesco Ravazzolo; Free University of Bozen/Bolzano Pinho Ribeiro; University of Glasgow |
presented by: Francesco Ravazzolo, Free University of Bozen/Bolzano |
A Reliable and Testable Alternative to Long-run Restrictions in Structural VAR models |
By Florian Pelgrin; EDHEC Business School |
presented by: Florian Pelgrin, EDHEC Business School |
Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction |
By Matthew Pritsker; Federal Reserve Bank of Boston |
presented by: Matthew Pritsker, Federal Reserve Bank of Boston |
Session: B4: Economic Growth June 26, 2016 11:10 to 12:25 Bacchus 2 |
Session Chair: Hwan C. Lin, University of North Carolina at Charlotte |
Should Sovereigns with Large Debt Exit Nominal Anchors to Avoid Default? |
By Enes Sunel; Central Bank of the Republic of Turkey Yasin Kursat Onder; Central Bank of Turkey |
presented by: Enes Sunel, Central Bank of the Republic of Turkey |
Time-to-Build and the Business Cycle |
By Matthias Meier; Universitaet Bonn |
presented by: Matthias Meier, Universitaet Bonn |
Computing Transitional Cycles for a Deterministic Time-to-Build Growth Model |
By Hwan C. Lin; University of North Carolina at Charlotte |
presented by: Hwan C. Lin, University of North Carolina at Charlotte |
Session: B5: New Quantitative Tools for the Analysis of Complex Market Interactions June 26, 2016 11:10 to 12:25 Gentilhommes 3 |
Session Chair: Simone Alfarano, University Jaume I |
Uncertainty Quantification and Global Sensitivity Analysis for Economic Models |
By Viktor Winschel; ETH Zurich Daniel Harenberg; ETH Zurich Bruno Sudret; ETH Zurich Stefano Marelli; ETH Zurich |
presented by: Viktor Winschel, ETH Zurich |
Early warning signs of financial turmoil |
By Nils Bertschinger; FIAS Oliver Pfante; Frankfurt Institute for Advanced Studies |
presented by: Oliver Pfante, Frankfurt Institute for Advanced Studies |
Distributional analysis of the largest Spanish firms' profit and growth rates |
By David Vidal-Tomas; Universitat Jaume I Simone Alfarano; University Jaume I Alba Ruiz-Buforn; Universitat Jaume I |
presented by: David Vidal-Tomas, Universitat Jaume I |
Session: B6: Housing June 26, 2016 11:10 to 12:25 Bacchus 1 |
Session Chair: Aaron Hedlund, University of Missouri |
Housing and the Redistributive Effects of Monetary Policy |
By Philipp Hergovich; University of Vienna Michael Reiter; Institute for Advanced Studies |
presented by: Philipp Hergovich, University of Vienna |
Reluctant Savers and Mortgage Subsidies |
By Antonio Bellofatto; University of Queensland Sevin Yeltekin; Carnegie Mellon University |
presented by: Antonio Bellofatto, University of Queensland |
Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession |
By Carlos Garriga; Federal Reserve Bank of St. Louis Aaron Hedlund; University of Missouri |
presented by: Aaron Hedlund, University of Missouri |
Session: B7: Econometrics June 26, 2016 11:10 to 12:25 Alienor 2 |
Session Chair: Peter Zadrozny, Bureau of Labor Statistics |
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility |
By Giuseppe Cavaliere; University of Bologna Anton Skrobotov; Russian Presidential Academy of National Robert Taylor; University of Essex |
presented by: Anton Skrobotov, Russian Presidential Academy of National |
A Perturbation Approach to Filtering Hidden States |
By Ivana Komunjer; University of California San Diego Natalia Sizova; Rice University |
presented by: Ivana Komunjer, University of California San Diego |
An Econometric Method for Decomposing Total-Input Productivity into Input-Specific Productivities |
By Peter Zadrozny; Bureau of Labor Statistics |
presented by: Peter Zadrozny, Bureau of Labor Statistics |
Session: B8: Methodological Advances I June 26, 2016 11:10 to 12:25 Alienor 1 |
Session Chair: Irina Panovska, Lehigh University |
Estimating Discrete-Continuous Choice Models: The Endogenous Grid Method with Taste Shocks |
By Fedor Iskhakov; University of New South Wales Thomas Jørgensen; University of Copenhagen John Rust; Georgetown University Bertel Schjerning; University of Copenhagen |
presented by: Fedor Iskhakov, University of New South Wales |
Pseudo-Analytical Solutions for Stochastic Options Pricing Models using Monte-Carlo Simulations and Neural Networks |
By Samuel Palmer; University college London |
presented by: Samuel Palmer, University college London |
Weak Identification and the Pile-up Problem in Finite Sample Inference for an ARMA(1,1) Model |
By James Morley; University of New South Wales Irina Panovska; Lehigh University |
presented by: Irina Panovska, Lehigh University |
Session: B9: Great Recession June 26, 2016 11:10 to 12:25 Jurade |
Session Chair: Krzysztof Makarski, Narodowy Bank Polski |
The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model |
By Robert Kollmann; ECARES, Université Libre de Bruxelles & Beatrice Pataracchia; European Commission -Joint Research Centre Rafal Raciborski; European Commission Marco Ratto; European Commission - Joint Research Centre Werner Roeger; European Commission Lukas Vogel; European Commission |
presented by: Rafal Raciborski, European Commission |
Debt Deflation, Financial Market, and Regime Change--Evidence from Europe Using MRVAR |
By Ekkehard Ernst; ILO Willi Semmler; New School NY, University of Bielefeld Alexander Haider; New School |
presented by: Willi Semmler, New School NY, University of Bielefeld |
Could the boom-bust in eurozone's periphery have been prevented? |
By Marcin Bielecki; University of Warsaw and Narodowy Bank Polski Michał Brzoza-Brzezina; National Bank of Poland Marcin Kolasa; National Bank of Poland Krzysztof Makarski; Narodowy Bank Polski |
presented by: Krzysztof Makarski, Narodowy Bank Polski |
Session: C1: Financial and Real Networks June 26, 2016 16:00 to 17:40 Alienor 1 |
Session Chair: Thomas Lux, Kiel Institute for the World Economy |
The Social Network of Money |
By Boyan Bejanov; Bank of Canada Geoffrey Dunbar; Bank of Canada |
presented by: Geoffrey Dunbar, Bank of Canada |
Learning and coordinating in a multilayer network: The initial conditions matter |
By Juan Carlos Gonzalez-Avella; PUC-RJ, Instituto de Física Haydee Lugo; Universidad Complutense de Madrid Maxi San Miguel; IFISC (CSIC-UIB) |
presented by: Haydee Lugo, Universidad Complutense de Madrid |
Fragility and instability in a conformity-driven social network |
By David Goldbaum; University of Technology Sydney |
presented by: David Goldbaum, University of Technology Sydney |
A Model of the Topology of the Bank - Firm Credit Network and Its Role as Channel of Contagion |
By Thomas Lux; Kiel Institute for the World Economy |
presented by: Thomas Lux, Kiel Institute for the World Economy |
Session: C2: Labor Market Dynamics and International Trade June 26, 2016 16:00 to 17:40 Alienor 2 |
Session Chair: Federico Mandelman, Federal Reserve Bank of Atlanta |
Labor Market Distortions under Sovereign Default Crises |
By Tiago Tavares; CIE ITAM |
presented by: Tiago Tavares, CIE ITAM |
Commodity prices and labour market dynamics in small open economies |
By Martin Bodenstein; National University of Singapore Gunes Kamber; Reserve Bank of New Zealand Christoph Thoenissen; University of Sheffield |
presented by: Christoph Thoenissen, University of Sheffield |
Skill Premium Divergence: The Roles of Trade, Capital and Demographics |
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 |
Offshoring, Low-Skilled Immigration and Labor Market Polarization |
By Federico Mandelman; Federal Reserve Bank of Atlanta Andrei Zlate; Federal Reserve Bank of Boston |
presented by: Federico Mandelman, Federal Reserve Bank of Atlanta |
Session: C3: Agent Based Models of Financial Markets I June 26, 2016 16:00 to 17:40 Alienor 3 |
Session Chair: Xuezhong (Tony) He, University of Technology Sydney |
The Under- and Over-reaction Effect of Behavioral Sentiment in Limit Order Markets |
By Lei Shi; University of Technology, Sydney Lijian Wei; Sun Yat-sen University |
presented by: Lijian Wei, Sun Yat-sen University |
Hidden order strategies and market quality in a dynamic limit order market |
By Ryuichi Yamamoto; Waseda University |
presented by: Ryuichi Yamamoto, Waseda University |
A Model of Market Sentiment |
By Giulio Bottazzi; Scuola Superiore Sant'Anna Pietro Dindo; Scuola Superiore Sant'Anna Daniele Giachini; Scuola Superiore Sant'Anna |
presented by: Daniele Giachini, Scuola Superiore Sant'Anna |
High Frequency Trading and Learning |
By Jasmina Arifovic; Simon Fraser University Carl Chiarella; University of Technology, Sydney Xue-Zhong He; University of Technology Sydney Lijian Wei; Sun Yat-sen University |
presented by: Xuezhong (Tony) He, University of Technology Sydney |
Session: C4: Monetary Macroeconomics II June 26, 2016 16:00 to 17:40 Gentilhommes |
Session Chair: Robert Tetlow, Federal Reserve Board |
Cross-border Banking, Macroprudential Policy and Global Spillovers |
By Matthieu Darracq Paries; ECB Gauthier Vermandel; University Paris-Dauphine |
presented by: Gauthier Vermandel, University Paris-Dauphine |
Cross-border banking and business cycles in asymmetric currency unions |
By Lena Dräger; University of Hamburg Christian Proaño; University of Bamberg |
presented by: Lena Dräger, University of Hamburg |
When the Central Bank Meets the Financial Authority: Strategic Interactions and Institutional Design |
By Julio Carrillo; Banco de Mexico Enrique Mendoza; University of Pennsylvania Victoria Nuguer; Banco de México Jessica Roldan-Pena; Banco de Mexico |
presented by: Victoria Nuguer, Banco de México |
On the Interaction of Central Bank Balance Sheet Policies and Conventional Monetary Policy |
By Christopher Erceg; Federal Reserve Board Robert Tetlow; Federal Reserve Board |
presented by: Robert Tetlow, Federal Reserve Board |
Session: C5: Empirical Methods for Agent-based Financial Markets June 26, 2016 16:00 to 17:40 Jurade |
Session Chair: Mikhail Anufriev, University of Technology Sydney |
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model |
By Leonardo Bargigli; Università politecnica delle Marche Luca Riccetti; Sapienza Università di Roma Alberto Russo; Università Politecnica delle Marche Mauro Gallegati; Universita Politecnica delle Marche |
presented by: Leonardo Bargigli, Università politecnica delle Marche |
Bayesian Estimation of the Heuristic Switching Model using Experimental Data |
By Mikhail Anufriev; University of Technology Sydney Cars Hommes; University of Amsterdam Valentyn Panchenko; UNSW |
presented by: Mikhail Anufriev, University of Technology Sydney |
Comparing Behavioral Heterogeneity across Asset Classes |
By Saskia ter Ellen; Norges Bank Cars Hommes; University of Amsterdam Remco Zwinkels; VU University Amsterdam |
presented by: Saskia ter Ellen, Norges Bank |
Structural Estimation of Information-Driven Heterogeneity |
By Zhentao Shi; The Chinese University of Hong Kong Huanhuan Zheng; Chinese University of Hong Kong |
presented by: Huanhuan Zheng, Chinese University of Hong Kong |
Session: C6: Agent-based Models: Macro June 26, 2016 16:00 to 17:40 Bacchus 1 |
Session Chair: Mauro Napoletano, OFCE-Sciences Po |
Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems |
By Noemi Schmitt; University of Bamberg Jan Tuinstra; University of Amsterdam Frank Westerhoff; University of Bamberg |
presented by: Noemi Schmitt, University of Bamberg |
The Expectation Formation Process along the Business Cycle: More Information or Better Information ? |
By Jeremy Boccanfuso; Paris school of Economics |
presented by: Jeremy Boccanfuso, Paris school of Economics |
Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model |
By Lilit Popoyan; Scuola Superiore Sant'Anna |
presented by: Lilit Popoyan, Scuola Superiore Sant'Anna |
Faraway, so close: an agent-based model for climate, energy and macroeconomic policy |
By Giovanni Dosi; Scuola Superiore Sant'Anna Francesco Lamperti; Sant'Anna School of Advanced Studies Mauro Napoletano; OFCE-Sciences Po Andrea Roventini; Scuola Superiore Sant'Anna Alessandro Sapio; Parthenope University of Naples |
presented by: Mauro Napoletano, OFCE-Sciences Po |
Session: C7: Monetary Theory and Policy II: Instruments and Interactions June 26, 2016 16:00 to 17:40 Bacchus 2 |
Session Chair: Luca Guerrieri, Federal Reserve Board |
DSGE Model with Interbank Market Failure: Implications for Policy |
By Tobias Schuler; University of Rome Tor Vergata Luisa Corrado; University of Rome II Tor Vergata |
presented by: Tobias Schuler, University of Rome Tor Vergata |
Debt Maturity, Monetary Policy and Fiscal Sustainability without Commitment |
By Dmitry Matveev; University of Mannheim |
presented by: Dmitry Matveev, University of Mannheim |
Macroeconomic Policy Games |
By Martin Bodenstein; Federal Reserve Board Luca Guerrieri; Federal Reserve Board |
presented by: Luca Guerrieri, Federal Reserve Board |
Session: D1: Patent Dynamics and Innovation Networks June 27, 2016 9:00 to 10:40 Gentilhommes 3 |
Session Chair: Johannes van der pol, University of Bordeaux |
Pervasive Enough? General Purpose Technologies as an Emergent Property |
By Ivan Savin; KIT and BETA Vladimir Korzinov; Karlsruhe Institute of Technology |
presented by: Ivan Savin, KIT and BETA |
Co-authorship and the Measurement of Individual Productivity |
By Rafael Treibich; University of Southern Denmark |
presented by: Rafael Treibich, University of Southern Denmark |
Technology Polarization |
By Minoru Kitahara; Osaka City University Koki Oikawa; Waseda University |
presented by: Koki Oikawa, Waseda University |
Searching for the optimal structure for innovation networks |
By Johannes van der pol; University of Bordeaux Murat Yildizoglu; Université Bordeaux IV |
presented by: Johannes van der pol, University of Bordeaux |
Session: D2: Optimal Monetary and Fiscal Policy June 27, 2016 9:00 to 10:40 Gentilhommes 1 |
Session Chair: Andrew Foerster, Federal Reserve Bank of Kansas City |
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: Hernan Seoane, Universidad Carlos III de Madrid |
Fiscal policy, interest rate spreads, and the zero lower bound |
By Christian Bredemeier; University of Cologne Falko Juessen; University of Wuppertal Andreas Schabert; University of Cologne |
presented by: Falko Juessen, University of Wuppertal |
US Monetary and Fiscal Policies - Conflict or Cooperation? |
By Xiaoshan Chen; Durham University Eric Leeper; Indiana University Campbell Leith |
presented by: Xiaoshan Chen, Durham University |
Optimal Monetary Policy Regime Switches |
By Andrew Foerster; Federal Reserve Bank of Kansas City |
presented by: Andrew Foerster, Federal Reserve Bank of Kansas City |
Session: D3: Finance June 27, 2016 9:00 to 10:40 Bacchus 1 |
Session Chair: Pietro Dindo, Ca' Foscari University of Venice |
Power Law of Market Capitalization and Stock Market Bubble |
By Takayuki Mizuno; National Institute of Informatics TAKAAKI Ohnishi; University of Tokyo Tsutomu Watanabe; University of Tokyo |
presented by: Takayuki Mizuno, National Institute of Informatics |
Growing through the Merger and Acquisition |
By Jianhuan Xu; Singapore Management |
presented by: Jianhuan Xu, Singapore Management University |
Productivity and Liquidity Management |
By Felix Feng; University of Notre Dame Jianyu Lu; University of Notre Dame Jing Wang; University of Notre Dame |
presented by: Jianyu Lu, University of Notre Dame |
Survival in Speculative Markets |
By Pietro Dindo; Scuola Superiore Sant'Anna |
presented by: Pietro Dindo, Ca' Foscari University of Venice |
Session: D4: Monetary Macroeconomics III June 27, 2016 9:00 to 10:40 Bacchus 2 |
Session Chair: Christian Jensen, University of South Carolina |
The calm policymaker: an information-based theory of the price level |
By John Barrdear; Bank of England |
presented by: John Barrdear, Bank of England |
Cross-country disagreement about inflation expectations in a currency union and monetary policy |
By Mathias Hoffmann; Deutsche Bundesbank Patrick Hürtgen; Deutsche Bundesbank |
presented by: Mathias Hoffmann, Deutsche Bundesbank |
Forward Guidance and the Role of Central Bank Credibility under Heterogeneous Beliefs |
By Gavin Goy; University of Amsterdam Cars Hommes; University of Amsterdam Kostas Mavromatis; University of Amsterdam |
presented by: Gavin Goy, University of Amsterdam |
On the Role of Forward Guidance through Economic Projections in Monetary Policymaking |
By Christian Jensen; University of South Carolina |
presented by: Christian Jensen, University of South Carolina |
Session: D5: Bayesian Inference June 27, 2016 9:00 to 10:40 Alienor 3 |
Session Chair: Sebastiano Manzan, Baruch College, CUNY |
Variational Bayes Inference for Large Vector Autoregressions |
By Gholamreza Hajargasht; University of Melbourne Tomasz Wozniak; University of Melbourne |
presented by: Tomasz Wozniak, University of Melbourne |
Multi-country Panel Markov-switching Unrestricted MIDAS |
By Roberto Casarin; University Ca' Foscari of Venice Claudia Foroni; Norges Bank Massimiliano Marcellino; Bocconi University Francesco Ravazzolo; Free University of Bozen/Bolzano |
presented by: Francesco Ravazzolo, Free University of Bozen/Bolzano |
Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression |
By Markku Lanne; University of Helsinki Jani Luoto; University of Helsinki |
presented by: Markku Lanne, University of Helsinki |
Are professional forecasters bayesian? |
By Sebastiano Manzan; Baruch College, CUNY |
presented by: Sebastiano Manzan, Baruch College, CUNY |
Session: D6: Intertemporal Decisions June 27, 2016 9:00 to 10:40 Alienor 2 |
Session Chair: Luca Colombo, Università Cattolica del Sacro Cuore |
Learning to Dynamically Optimize from Individual Experience |
By Nathan Palmer; George Mason University and Office of Financial Research |
presented by: Nathan Palmer, George Mason University and Office of Financial Research |
Household Expectations and Durable Consumption |
By Filip Rozsypal; London School of Economics Kathrin Schlafmann; Institute for International Economic Stu |
presented by: Filip Rozsypal, London School of Economics |
Seemingly Equivalent Firm Decision Heuristics |
By Luzius Meisser; University of Zurich |
presented by: Luzius Meisser, University of Zurich |
Firms’ R&D Location Choices: An Agent-Based Approach |
By Luca Colombo; Università Cattolica del Sacro Cuore Herbert Dawid; U Bielefeld Philipp Harting; Bielefeld University |
presented by: Luca Colombo, Università Cattolica del Sacro Cuore |
Session: D7: Distribution and Fiscal Policy June 27, 2016 9:00 to 10:40 Gentilhommes 2 |
Session Chair: Daniel Carroll, Federal Reserve Bank of Cleveland |
Financial Frictions and the Rule of Law |
By Ashantha Ranasinghe; University of Manitoba Diego Restuccia; University of Toronto |
presented by: Ashantha Ranasinghe, University of Manitoba |
The Winners and Losers of Tax Reform: An Assessment under Financial Integration |
By Ayse Kabukcuoglu; Koc University |
presented by: Ayse Kabukcuoglu, Koc University |
The Distributional Effects of Adopting a Carbon Tax |
By William Peterman; Federal Reserve Board of Governors Stephie Fried; Carleton College Kevin Novan; University of California, Davis |
presented by: William Peterman, Federal Reserve Board of Governors |
Neighborhood Dynamics and the Distribution of Opportunity |
By Dionissi Aliprantis; Federal Reserve Bank of Cleveland Daniel Carroll; Federal Reserve Bank of Cleveland |
presented by: Daniel Carroll, Federal Reserve Bank of Cleveland |
Session: D8: Solution Methods for DSGE and Heterogeneous Agent Models June 27, 2016 9:00 to 10:40 Alienor 1 |
Session Chair: Michael Reiter, Institute for Advanced Studies |
Computing the Cross-Sectional Distribution to Approximate Stationary Markov Equilibria with Heterogeneous Agents and Incomplete Markets |
By Elisabeth Pröhl; Univ. of Geneva, Swiss Finance Institute |
presented by: Elisabeth Pröhl, Univ. of Geneva, Swiss Finance Institute |
Transition Paths for Bewley-Huggett-Aiyagari Models |
By Robert Kirkby; Victoria University of Wellington |
presented by: Robert Kirkby, Victoria University of Wellington |
Solving DSGE Portfolio Choice Models with Asymmetric Countries |
By Grzegorz Długoszek; Humboldt Universität zu Berlin |
presented by: Grzegorz Długoszek, Humboldt Universität zu Berlin |
Solving Heterogeneous Agent Models With Nonconvex Optimization Problems |
By Michael Reiter; Institute for Advanced Studies |
presented by: Michael Reiter, Institute for Advanced Studies |
Session: D9: Banks and Shadow Banks June 27, 2016 9:00 to 10:40 Jurade |
Session Chair: Luisa Lambertini, EPFL |
Banks’ balance sheets and the international transmission of shocks |
By Johanna Krenz; Humboldt-Universität zu Berlin |
presented by: Johanna Krenz, Humboldt-Universität zu Berlin |
A Dynamic Model of Heterogeneous Banks with Uninsurable Risks and Capital Requirements |
By Spyros Pagratis; Athens University of Economics and Business |
presented by: Spyros Pagratis, Athens University of Economics and Business |
Saving Wall Street or Main Street |
By Markus Haavio; Bank of Finland |
presented by: Markus Haavio, Bank of Finland |
A Macroeconomic Model of Liquidity, Wholesale Funding and Banking Regulation |
By Corinne Dubois; EPFL Luisa Lambertini; EPFL |
presented by: Luisa Lambertini, EPFL |
Session: E1: Labor Markets and the Business Cycle June 27, 2016 11:10 to 12:25 Gentilhommes 2 |
Session Chair: Murat Tasci, Federal Reserve Bank of Cleveland |
Search Frictions and the Labor Wedge |
By Murat Tasci; Federal Reserve Bank of Cleveland |
presented by: Murat Tasci, Federal Reserve Bank of Cleveland |
Firing Costs and Labor Market Fluctuations: A Cross-Country Analysis |
By Lee Ohanian; University of California Los Angeles Andrea Raffo; Federal Reserve Board Richard Rogerson; Princeton University |
presented by: Andrea Raffo, Federal Reserve Board |
Session: E2: Structural Macroeconomic Modeling June 27, 2016 11:10 to 12:25 Bacchus 1 |
Session Chair: Alexander Karaivanov, Simon Fraser University |
Ruling out Multiplicity of Smooth Equilibria in Dynamic Games: A Hyperbolic Discounting Example |
By Lilia Maliar; Stanford University Serguei Maliar; Santa Clara University |
presented by: Serguei Maliar, Santa Clara University |
Optimal Public Debt with Life Cycle Motives |
By William Peterman; Federal Reserve Board of Governors Erick Sager; Bureau of Labor Statistics |
presented by: Erick Sager, Bureau of Labor Statistics |
Markov-Perfect Risk Sharing with Moral Hazard and Limited Commitment |
By Alexander Karaivanov; Simon Fraser University Fernando Martin; Federal Reserve Bank of St. Louis |
presented by: Alexander Karaivanov, Simon Fraser University |
Session: E3: Fiscal Policy I June 27, 2016 11:10 to 12:25 Gentilhommes 1 |
Session Chair: Wataru Miyamoto, Bank of Canada |
Austerity and Private Debt |
By Mathias Klein; Ruhr Graduate School in Economics |
presented by: Mathias Klein, TU Dortmund University |
Public Debt, Ricardian Fiscal Policy, and Time-Varying Government Spending Multipliers |
By Yasuharu Iwata; Permanent Delegation of Japan to the OECD Hirokuni Iiboshi; Tokyo Metropolitan University |
presented by: Yasuharu Iwata, Permanent Delegation of Japan to the OECD |
Government Spending Multipliers under the Zero Lower Bound: Evidence from Japan |
By Wataru Miyamoto; Bank of Canada Thuy Lan Nguyen; Santa Clara University Dmitriy Sergeyev; Bocconi University |
presented by: Wataru Miyamoto, Bank of Canada |
Session: E4: International Macro Policy June 27, 2016 11:10 to 12:25 Alienor 1 |
Session Chair: Paul Pichler, University of Vienna and OeNB |
Managing Capital Outflows: The Role of Foreign Exchange Intervention |
By Suman Basu; International Monetary Fund Atish Ghosh; International Monetary Fund Jonathan Ostry; International Monetary Fund Pablo Winant; Bank of England |
presented by: Pablo Winant, Bank of England |
Cross-Border Spill-overs from Fiscal Stimulus in a Monetary Union |
By Eric Schaling; Wits Business School Mewael Tesfaselassie; Kiel Institute for the World Economy |
presented by: Eric Schaling, Wits Business School |
Optimal fiscal policy and sovereign debt crises |
By Stefan Niemann; University of Essex Paul Pichler; University of Vienna and OeNB |
presented by: Paul Pichler, University of Vienna and OeNB |
Session: E5: Macroeconomic Theory June 27, 2016 11:10 to 12:25 Gentilhommes 3 |
Session Chair: Cars Hommes, University of Amsterdam |
The role of public information in human capital decisions |
By Gianluca Femminis; Università Cattolica, Milano Giulio Piccirilli; Universitas Mercatorum. |
presented by: Gianluca Femminis, Università Cattolica, Milano |
Multiple Equilibria in Search Models |
By Federico Bonetto; Georgia Institute of Technology Maurizio Iacopetta; OFCE/Sciences Po and SKEMA Business School |
presented by: Maurizio Iacopetta, OFCE/Sciences Po and SKEMA Business School |
Behavioral learning equilibria and inflation persistence with heterogeneous agents |
By Cars Hommes; University of Amsterdam Mei Zhu; Shanghai University of Finance and Economics |
presented by: Cars Hommes, University of Amsterdam |
Session: E6: Inequality, Mobility and Debt June 27, 2016 11:10 to 12:25 Alienor 3 |
Session Chair: Corrado Di Guilmi, University of Technology Sydney |
A tractable model of wealth inequality and mobility |
By Thomas Fischer; TU Darmstadt |
presented by: Thomas Fischer, TU Darmstadt |
Income inequality and household debt: a stock-flow consistent approach with heterogeneous agents |
By Laura Carvalho; University of Sao Paulo Corrado Di Guilmi; University of Technology Sydney |
presented by: Corrado Di Guilmi, University of Technology Sydney |
How does monetary policy affect income and wealth inequality? An agent-based stock-flow consistent analysis |
By Yannis Dafermos; University of the West of England Christos Papatheodorou; Democritus University of Thrace |
presented by: Yannis Dafermos, University of the West of England |
Session: E7: Housing Markets June 27, 2016 11:10 to 12:25 Alienor 2 |
Session Chair: Thomas Vallee, University of Nantes |
Housing over the Life Cycle and Across Countries: A Structural Analysis |
By Julia Le Blanc; Deutsche Bundesbank Jiri Slacalek; European Central Bank |
presented by: Jiri Slacalek, European Central Bank |
What Drives the Volatility and Persistence of House Price Growth? |
By Wieland Hoffmann; University of Mannheim |
presented by: Wieland Hoffmann, University of Mannheim |
Boom and Bust Cycles in Housing Markets: A Dynamic Conceptual Framework |
By Robert Owen; University of Nantes Thomas Vallee; University of Nantes |
presented by: Thomas Vallee, University of Nantes |
Session: E8: Nowcasting and Real Time Forecasting June 27, 2016 11:10 to 12:25 Bacchus 2 |
Session Chair: Marcelle Chauvet, University of California Riverside |
Global shocks, economic fluctuations and timeliness of monetary policy |
By Hilde Bjornland; BI Norwegian Business School Leif Anders Thorsrud; BI Norwegian Business School Sepideh Zahiri; BI Norwegian Business School |
presented by: Hilde Bjornland, BI Norwegian Business School |
Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates |
By William Barnett; University of Kansas and Center for Financial Stability Marcelle Chauvet; University of California Riverside Danilo Leiva-Leon; Central Bank of Chile Liting Su; University of Kansas |
presented by: Marcelle Chauvet, University of California Riverside |
Session: E9: Financial Frictions June 27, 2016 11:10 to 12:25 Jurade |
Session Chair: Pascal Jacquinot, European Central Bank |
Financial Frictions in the Interbank Market |
By Vivien Lewis; Catholic University of Leuven (KUL) Alice Servais; Catholic University of Leuven (KUL) |
presented by: Alice Servais, Catholic University of Leuven (KUL) |
Time-varying volatility, financial intermediation and monetary policy |
By Sandra Eickmeier; Deutsche Bundesbank Norbert Metiu; Deutsche Bundesbank Esteban Prieto; Deutsche Bundesbank |
presented by: Esteban Prieto, Deutsche Bundesbank |
EAGLE-FLI A macroeconomic model of banking and financial interdependence in the euro area |
By Nikola Bokan; ECB Andrea Gerali; Bank of Italy Sandra Gomes; Banco de Portugal Pascal Jacquinot; European Central Bank Massimiliano Pisani; Bank of Italy |
presented by: Pascal Jacquinot, European Central Bank |
Session: F1: Advances in Benchmarking, Temporal Disaggregation and Reconciliation of Economic Data: Theory and Practice June 27, 2016 16:00 to 17:40 Jurade |
Session Chair: Baoline Chen, Bureau of Economic Analysis |
Internal Validation of Temporal Disaggregation: A Cloud Chamber Approach |
By Christian Mueller; German University in Cairo |
presented by: Christian Mueller, German University in Cairo |
Uncertainty measures for Reconciliation of Economic Accounts |
By Nino Mushkudiani; Statistics Netherlands Jeroen Pannekoek; Statistics Netherlands Li-Chun Zhang; S3RI/University of Southampton, Southampton, UK, Statistics Norway, Oslo, Norway |
presented by: Nino Mushkudiani, Statistics Netherlands |
Simultaneous Reconciliation of Large System of Time Series Accounts after a Benchmark Revision with an Application to the U.S. Input-output Accounts |
By Baoline Chen; Bureau of Economic Analysis Tommaso Di Fonzo; University of Padova, Italy Thomas Howells; Bureau of Economic Analysis Marco Marini; International Monetary Fund |
presented by: Baoline Chen, Bureau of Economic Analysis |
Nowcasting Annual National Accounts with Quarterly Indicators:An Assessment of Widely Used Benchmarking Methods |
By Marco Marini; International Monetary Fund |
presented by: Marco Marini, International Monetary Fund |
Session: F2: Innovation-fueled, Inclusive and Sustainable Growth June 27, 2016 16:00 to 17:40 Bacchus 2 |
Session Chair: Mauro Napoletano, OFCE-Sciences Po |
Expectation Formation and Macroeconomic Performance when Agents are Heterogeneous and the World is Changing |
By Giovanni Dosi; Scuola Superiore Sant'Anna Mauro Napoletano; OFCE-Sciences Po Andrea Roventini; Scuola Superiore Sant'Anna Joseph Stiglitz; Columbia University Tania Treibich; Maastricht University |
presented by: Tania Treibich, Maastricht University |
An evolutionary model of the risk-reward mechanism in the innovation-inequality relationship |
By Tommaso Ciarli; University of Sussex Mariana Mazzucato; University of Sussex Ariel Wirkierman; University of Sussex |
presented by: Ariel Wirkierman, University of Sussex |
Fiscal Transfers and Regional Economic Growth |
By Herbert Dawid; U Bielefeld Philipp Harting; Bielefeld University Michael Neugart; Technische Universität Darmstadt |
presented by: Herbert Dawid, U Bielefeld |
When more Flexibility yields more Fragility: the Microfundations of Keynesian Aggregate Unemployment |
By Giovanni Dosi; Scuola Superiore Sant'Anna Marcelo C. Pereira; University of Campinas Andrea Roventini; Scuola Superiore Sant'Anna Maria Enrica Virgillito; Scuola Superiore Sant'Anna |
presented by: Giovanni Dosi, Scuola Superiore Sant'Anna |
Session: F3: Agent-Based Modeling of Markets and Networks June 27, 2016 16:00 to 17:40 Bacchus 1 |
Session Chair: Peter Anselmo, New Mexico Institute of Mining and Tech |
A Study on the Effect of Job Assistance Policy toward Social Exclusion using Agent-Based Simulation Model |
By Masatoshi Murakami; Hannan University Noriyuki Tanida; Kansai University |
presented by: Masatoshi Murakami, Hannan University |
The Japanese Corporate Board Network |
By Matthias Raddant; Kiel Institute for the World Economy Hiroshi Takahashi; Keio University |
presented by: Matthias Raddant, Kiel Institute for the World Economy |
Credit demand in a price-discrimination market: an agent-based approach |
By Paulo Dawid; Banco Central do Brasil |
presented by: Paulo Dawid, Banco Central do Brasil |
Input and Output Standard Deviations in A Simulated Electronic Double Auction Market |
By Peter Anselmo; New Mexico Institute of Mining and Tech |
presented by: Peter Anselmo, New Mexico Institute of Mining and Tech |
Session: F4: Term Structure and Credit Risk June 27, 2016 16:00 to 17:40 Alienor 1 |
Session Chair: Oreste Tristani, ECB |
Exponential-Affine Approximations of Macro-Finance Models |
By Pierlauro Lopez; Banque de France David Lopez-Salido; Federal Reserve Board Francisco Vazquez-Grande; Federal Reserve Board |
presented by: Francisco Vazquez-Grande, Federal Reserve Board |
What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? |
By Ron Alquist; Kings Peak Asset Management Gregory Bauer; Bank of Canada Antonio Diez de los Rios; Bank of Canada |
presented by: Gregory Bauer, Bank of Canada |
Market credit risk in the Eurozone area |
By Ana-Maria H. Dumitru; University of Surrey |
presented by: Ana-Maria H. Dumitru, University of Surrey |
The yield curve in normal times and at the lower bound |
By Peter Hoerdahl; Bank for International Settlements Oreste Tristani; ECB |
presented by: Oreste Tristani, ECB |
Session: F5: Monetary Policy I June 27, 2016 16:00 to 17:40 Alienor 2 |
Session Chair: Willi Semmler, New School NY, University of Bielefeld |
A Lesson from the Great Depression that the Fed Might have Learned: A Comparison of the 1932 Open Market Purchases with Quantitative Easing |
By Michael Bordo; Rutgers University Arunima Sinha; Fordham University |
presented by: Arunima Sinha, Fordham University |
Inflation expectations and monetary policy under disagreements |
By Yoshiyuki Nakazono; Yokohama City University |
presented by: Yoshiyuki Nakazono, Yokohama City University |
Toward Nonlinear Framework for Central Banking: A Scaled-Down Version of ToTEM |
By Vadym Lepetyuk; Bank of Canada Lilia Maliar; Stanford University Serguei Maliar; Santa Clara University |
presented by: Lilia Maliar, Stanford University |
Inflation targeting, credit flows, and financial stability in a regime change model |
By Marco Gross; European Central Bank Willi Semmler; New School NY, University of Bielefeld |
presented by: Willi Semmler, New School NY, University of Bielefeld |
Session: F6: Business Cycle Dynamics June 27, 2016 16:00 to 17:40 Alienor 3 |
Session Chair: Drago Bergholt, Norges Bank |
Endogenous Firms' Exit, Inefficient Banks and Business Cycle Dynamics |
By Lorenza Rossi; University of Pavia |
presented by: Lorenza Rossi, University of Pavia |
Investment under Rational Inattention: Evidence from US Sectoral Data |
By Peter Zorn; Goethe University Frankfurt |
presented by: Peter Zorn, Goethe University Frankfurt |
News, Intermediation cost shocks and US business cycles |
By Christopher Gunn; Carleton University Alok Johri; McMaster University Marc-Andre Letendre; McMaster University |
presented by: Alok Johri, McMaster University |
Business Cycles in Commodity Economies |
By Drago Bergholt; Norges Bank Vegard Larsen; BI Norwegian Business School |
presented by: Drago Bergholt, Norges Bank |
Session: F7: Fiscal and Monetary Policy, Expectations and Learning June 27, 2016 16:00 to 17:40 Gentilhommes |
Session Chair: Cars Hommes, University of Amsterdam |
Prices, fundamental values and learning |
By Michele Berardi; University of Manchester |
presented by: Michele Berardi, University of Manchester |
Managing Heterogeneous and Unanchored Expectations: A Monetary Policy Analysis |
By Cars Hommes; University of Amsterdam Joep Lustenhouwer; University of Amsterdam |
presented by: Joep Lustenhouwer, University of Amsterdam |
Debauchery and Original Sin: The Currency Composition of Sovereign Debt |
By Charles Engel; University of Wisconsin JungJae Park; National University of Singapore |
presented by: JungJae Park, National University of Singapore |
Fiscal Consolidations and Finite Planning Horizons |
By Cars Hommes; University of Amsterdam Joep Lustenhouwer; University of Amsterdam Kostas Mavromatis; University of Amsterdam |
presented by: Kostas Mavromatis, University of Amsterdam |
Session: G1: Experiments II June 28, 2016 9:00 to 10:40 Bacchus 2 |
Session Chair: Te Bao, Nanyang Technological University |
Modelling The Dynamics Of Systemic Risk In The Over-The-Counter Interest Rate Derivatives Market |
By Mohamed Bakoush; University of Southampton Enrico Gerding; University of Southampton Simon Wolfe; University of Southampton |
presented by: Mohamed Bakoush, University of Southampton |
Information and Learning in the Minority Game: A Strategy Experiment |
By Jona Linde; Maastricht University Daniel Gietl; Ludwig-Maximilians-Universität München Joep Sonnemans; University of Amsterdam Jan Tuinstra; University of Amsterdam |
presented by: Jan Tuinstra, University of Amsterdam |
Experiments and Simulations of trading in OTC markets |
By Giulia Iori; City University |
presented by: Giulia Iori, City University |
Memory and Discounting: Theory and Evidence |
By Te Bao; Nanyang Technological University Xiaohua Yu; Georg-August-University Goettingen |
presented by: Te Bao, Nanyang Technological University |
Session: G2: Empirical Estimation of Agent-Based Models June 28, 2016 9:00 to 10:40 Alienor 2 |
Session Chair: Sander van der Hoog, Bielefeld University |
An Empirical Validation of a Large-Scale Agent-Based Macroeconomic Model |
By Sylvain Barde; University of Kent Sander van der Hoog; Bielefeld University |
presented by: Sylvain Barde, University of Kent |
Sensitivity and Parameter Space Exploration in Agent-Based Models: an application of the GSL-div |
By Francesco Lamperti; Sant'Anna School of Advanced Studies |
presented by: Francesco Lamperti, Sant'Anna School of Advanced Studies |
Machine Learning Calibrations for Agent-Based Models |
By Francesco Lamperti; Sant'Anna School of Advanced Studies Antoine Mandel; University Paris1 Pantheon-Sorbonne Andrea Roventini; Scuola Superiore Sant'Anna Amir Sani; University of Paris 1, Pantheon Sorbonne |
presented by: Amir Sani, University of Paris 1, Pantheon Sorbonne |
Bayesian Estimation of Agent-Based Models |
By Jakob Grazzini; Catholic University of Milan Matteo Richiardi; University of Torino Mike Tsionas; Lancaster University |
presented by: Matteo Richiardi, University of Torino |
Session: G3: Employment Dynamics, Investment and Inequality June 28, 2016 9:00 to 10:40 Gentilhommes 2 |
Session Chair: Felicia Ionescu, Federal Reserve Board |
Macroeconomic regimes, technological shocks and employment dynamics |
By Tommaso Ferraresi; IRPET Andrea Roventini; Scuola Superiore Sant'Anna Willi Semmler; New School NY, University of Bielefeld |
presented by: Andrea Roventini, Scuola Superiore Sant'Anna |
The Ins and Outs of US Unemployment Through a Wavelet Lens |
By Pedro Portugal; Banco de Portugal Antonio Rua; Banco de Portugal |
presented by: Antonio Rua, Banco de Portugal |
Demographic Factor and the Rise of Services |
By Xiaofei Ma; CREST |
presented by: Xiaofei Ma, CREST |
Investment Opportunities and the Sources of Lifetime Inequality |
By Kartik Athreya; Federal Reserve Bank of Richmond Felicia Ionescu; Federal Reserve Board Urvi Neelakantan; Federal Reserve Bank of Richmond Ivan Vidangos; Federal Reserve Board |
presented by: Felicia Ionescu, Federal Reserve Board |
Session: G4: Monetary Policy II June 28, 2016 9:00 to 10:40 Gentilhommes 1 |
Session Chair: Marco Airaudo, Drexel University, LeBow Business School |
Monetary Policy and Asset Prices with Infinite-Horizon Learning |
By Marco Airaudo; Drexel University, LeBow Business School |
presented by: Marco Airaudo, Drexel University, LeBow Business School |
Interest Rate Rules and Inflation Risks in a Macro-Finance Model |
By Roman Horvath; Charles University Lorant Kaszab; Central Bank of Hungary Ales Marsal; National Bank of Slovakia |
presented by: Lorant Kaszab, European Central Bank |
Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints. |
By Tom Holden; University of Surrey |
presented by: Tom Holden, University of Surrey |
Inflation Targeting and Liquidity Traps under Endogenous Credibility |
By Cars Hommes; University of Amsterdam Joep Lustenhouwer; University of Amsterdam |
presented by: Cars Hommes, University of Amsterdam |
Session: G5: Fiscal Policy II June 28, 2016 9:00 to 10:40 Gentilhommes 3 |
Session Chair: Richard M. H. Suen, University of Leicester |
The government spending multiplier, uncertainty and sovereign risk |
By Felix Strobel; Humboldt-Universität zu Berlin |
presented by: Felix Strobel, Humboldt-Universität zu Berlin |
Macroeconomic effects of reducing labor tax in the euro area. A structural model-based approach. |
By Pascal Jacquinot; European Central Bank Matija Lozej; Central Bank of Ireland Massimiliano Pisani; Bank of Italy |
presented by: Matija Lozej, Central Bank of Ireland |
Technology Capital and the Taxation of Multinational Corporations |
By Alexis Anagnostopoulos; Stony Brook University Orhan Erem Atesagaoglu; Stony Brook University |
presented by: Alexis Anagnostopoulos, Stony Brook University |
Research Policy and U.S. Economic Growth |
By Richard M. H. Suen; University of Leicester |
presented by: Richard M. H. Suen, University of Leicester |
Session: G6: Incomplete Markets and Information June 28, 2016 9:00 to 10:40 Bacchus 1 |
Session Chair: Isaiah Hull, Sveriges Riksbank |
Estimating Labor-Supply Elasticities with Joint Borrowing Constraints of Couples |
By Christian Bredemeier; University of Cologne Jan Hendrik Gravert; University of Wuppertal Falko Juessen; University of Wuppertal |
presented by: Jan Hendrik Gravert, University of Wuppertal |
Incomplete Information, Financial Market Imperfections, and Aggregate Saving |
By Alexander Wulff; University of Potsdam |
presented by: Alexander Wulff, University of Potsdam |
Credit Frictions, Defaultable Debt, and Fiscal Policy |
By Christopher Krause; TU Dortmund University |
presented by: Christopher Krause, TU Dortmund University |
Amortization Requirements and Household Indebtedness: An Application to Swedish-Style Mortgages |
By Isaiah Hull; Sveriges Riksbank |
presented by: Isaiah Hull, Sveriges Riksbank |
Session: G7: Monetary Theory and Policy III: Risk, Learning and Welfare June 28, 2016 9:00 to 10:40 Alienor 3 |
Session Chair: Andrea De Michelis, Federal Reserve Board |
The Welfare Losses of Adaptive Learning Dynamics |
By Atanas Christev; Heriot-Watt University Sergey Slobodyan; CERGE-EI |
presented by: Atanas Christev, Heriot-Watt University |
Stability and Monetary Policy in a DSGE Model with Boundedly Rational Stock Markets |
By Gregor Boehl; Bielefeld University |
presented by: Gregor Boehl, University of Amsterdam |
The Risky Steady State and the Interest Rate Lower Bound |
By Timothy Hills; Federal Reserve Board Taisuke Nakata; Federal Reserve Board Sebastian Schmidt; European Central Bank |
presented by: Taisuke Nakata, Federal Reserve Board |
Raising an Inflation Target: the Japanese Experience with Abenomics |
By Andrea De Michelis; Federal Reserve Board Matteo Iacoviello; Federal Reserve Board |
presented by: Andrea De Michelis, Federal Reserve Board |
Session: G8: Methodological Advances II June 28, 2016 9:00 to 10:40 Alienor 1 |
Session Chair: Jaqueson Galimberti, ETH Zurich |
Nonlocal Solutions to Dynamic Equilibrium Models: The Approximate Stable Manifolds Approach |
By Viktors Ajevskis; Bank of Latvia |
presented by: Viktors Ajevskis, Bank of Latvia |
Optimal macroeconomic policies for nonlinear econometric models with rational expectations |
By Dmitri Blueschke; Alpen-Adria-Universität Klagenfurt Viktoria Blueschke-Nikolaeva; Alpen-Adria-Universität Klagenfurt Reinhard Neck; Alpen-Adria-Universität Klagenfurt |
presented by: Dmitri Blueschke, Alpen-Adria-Universität Klagenfurt |
Pseudo-Analytical Solutions for Stochastic Options Pricing Models using Monte-Carlo Simulations and Neural Networks |
By Samuel Palmer; University college London |
presented by: Samuel Palmer, University college London |
Empirical Calibration of Adaptive Learning |
By Michele Berardi; University of Manchester Jaqueson Galimberti; ETH Zurich |
presented by: Jaqueson Galimberti, ETH Zurich |
Session: G9: Financial Networks II June 28, 2016 9:00 to 10:40 Jurade |
Session Chair: Valentyn Panchenko, UNSW |
Complexity of Payment Network |
By Hitoshi Hayakawa; Hokkaido University |
presented by: Hitoshi Hayakawa, Hokkaido University |
A Comparison of Three Models to Predict Liquidity Flows Between Banks Based on Daily Payment Transactions |
By Ron Triepels; Tilburg University Hennie A.M. Daniels; Tilburg University |
presented by: Ron Triepels, Tilburg University |
Vulnerability Index: Disentangling Iterative Contagion in International Financial Markets |
By Alice Jang; KAIST Duk Hee Lee; KAIST |
presented by: Alice Jang, KAIST |
A cobweb model with heterogeneous beliefs and local interactions |
By Mikhail Anufriev; University of Technology Sydney Valentyn Panchenko; UNSW |
presented by: Valentyn Panchenko, UNSW |
Session: H1: Agent-Based Models of Financial Markets II June 28, 2016 11:10 to 12:50 Bacchus 2 |
Session Chair: Jesper Riedler, ZEW Mannheim |
A new structural stochastic volatility model of asset pricing and its stylized facts |
By Radu Pruna; University of Southampton Maria Polukarov; University of Southampton Nicholas Jennings; University of Southampton |
presented by: Radu Pruna, University of Southampton |
A crisis of confidence: The counterparty-liquidity risk nexus in an agent-based network model of the interbank market |
By Nicolas Scholtes; University of Namur |
presented by: Nicolas Scholtes, University of Namur |
High-Frequency Trading and the Emergence of Flash Crashes: Some Regulatory Policies Experiments |
By Sandrine Jacob Leal; ICN Business School Mauro Napoletano; OFCE-Sciences Po Andrea Roventini; Scuola Superiore Sant'Anna Giorgio Fagiolo; Sant'Anna School of Advanced Studies |
presented by: Sandrine Jacob Leal, ICN Business School |
An agent-based model of the financial system |
By Jesper Riedler; ZEW Mannheim Frank Brueckbauer; ZEW Mannheim |
presented by: Jesper Riedler, ZEW Mannheim |
Session: H2: Trade, Exchange Rates and News June 28, 2016 11:10 to 12:50 Gentilhommes 2 |
Session Chair: Pedro Amaral, Federal Reserve Bank of Cleveland |
The Value of News |
By Vegard Larsen; BI Norwegian Business School Leif Anders Thorsrud; BI Norwegian Business School |
presented by: Vegard Larsen, BI Norwegian Business School |
Trade in Commodities and Emerging Market Business Cycles |
By David Kohn; Universidad Torcuato Di Tella Fernando Leibovici; York University Hakon Tretvoll; BI Norwegian Business School |
presented by: Hakon Tretvoll, BI Norwegian Business School |
Asymmetric exchange rate pass-through: Evidence from Non-Linear SVARs |
By Fernando Perez Forero; BCRP Marco Vega; Banco Central de Reserva del Peru |
presented by: Fernando Perez Forero, BCRP |
Trade, Relative Prices, and the Canadian Great Depression |
By Pedro Amaral; Federal Reserve Bank of Cleveland James MacGee; University of Western Ontario |
presented by: Pedro Amaral, Federal Reserve Bank of Cleveland |
Session: H3: Business Cycles and Shocks June 28, 2016 11:10 to 12:50 Alienor 2 |
Session Chair: James Costain, Bank of Spain |
All Shook Up: International Shocks and Firm-level Volatility |
By CHRISTOPHER Kurz; Board of Governors Mine Senses; Johns Hopkins University Andrei Zlate; Federal Reserve Bank of Boston |
presented by: Andrei Zlate, Federal Reserve Bank of Boston |
Demand Shocks and Endogenous Uncertainty |
By Diego Vilan; Federal Reserve Board of Governors |
presented by: Diego Vilan, Federal Reserve Board of Governors |
International Transmission of Credit Shocks in an Equilibrium Model with Production Heterogeneity |
By Yuko Imura; Bank of Canada Julia Thomas; Ohio State University |
presented by: Yuko Imura, Bank of Canada |
Monetary policy implications of state-dependent prices and wages |
By James Costain; Bank of Spain Anton Nakov; ECB and CEPR Borja Petit Zarzalejos; CEMFI |
presented by: James Costain, Bank of Spain |
Session: H4: Macroeconomic Trends and Welfare June 28, 2016 11:10 to 12:50 Gentilhommes 1 |
Session Chair: Chiara Forlati, University of Southampton |
Demographic Structure and Macroeconomic Trends |
By Yunus Aksoy; Birkbeck, University of London Henrique Basso; Bank of Spain Tobias Grasl; Birkbeck College Ron Smith; Birkbeck College |
presented by: Yunus Aksoy, Birkbeck, University of London |
The Impact of Disembodied Technological Progress on Working Hours |
By Mewael Tesfaselassie; Kiel Institute for the World Economy |
presented by: Mewael Tesfaselassie, Kiel Institute for the World Economy |
Debt sustainability, welfare and the mechanic of the Laffer curve |
By Xiaoshan Chen; Durham University Campbell Leith Mattia Ricci; University of Glasgow |
presented by: Mattia Ricci, University of Glasgow |
Housing and Intergenerational Welfare Redistribution |
By Chiara Forlati; University of Southampton Michael Hatcher; University of Southampton Alessandro Mennuni; University of Southampton |
presented by: Chiara Forlati, University of Southampton |
Session: H5: Structural Empirical Models June 28, 2016 11:10 to 12:50 Bacchus 1 |
Session Chair: Matteo Iacoviello, Federal Reserve Board |
On Identification Issues in (Monetary) Business Cycle Accounting Models |
By Pedro Brinca; NovaSBE Nikolay Iskrev; Bank of Portugal Francesca Loria; European University Institute |
presented by: Francesca Loria, European University Institute |
Fully Bayesian Analysis of SVAR Models Under Zero and Sign Restrictions |
By Andrzej Kociecki; Narodowy Bank Polski |
presented by: Andrzej Kociecki, Narodowy Bank Polski |
Immigration and the Macroeconomy: a VAR Analysis |
By Francesco Furlanetto; Norges Bank Ørjan Robstad; Norges Bank |
presented by: Ørjan Robstad, Norges Bank |
Demand and Supply Elasticities and Oil Price Fluctuations: A VAR |
By Dario Caldara; Federal Reserve Board Michele Cavallo; Federal Reserve Board Matteo Iacoviello; Federal Reserve Board |
presented by: Matteo Iacoviello, Federal Reserve Board |
Session: H6: Expectations and Sentiment
June 28, 2016 11:10 to 12:50 Gentilhommes 3 |
Session Chair: Olesya Grishchenko, Board of Governors of the Federal Reserve System |
Inattention in Individual Expectations |
By Yara Cordeiro; Banco Itaú Unibanco Wagner Gaglianone; Central Bank of Brazil Joao Issler; Getulio Vargas Foundation |
presented by: Joao Issler, Getulio Vargas Foundation |
Inflation expectations, disagreement, and monetary policy |
By Patrick Hürtgen; Deutsche Bundesbank Mathias Hoffmann; Deutsche Bundesbank |
presented by: Patrick Hürtgen, Deutsche Bundesbank |
Sentiment Shocks as Drivers of Business Cycles |
By Agustin Arias; Central Bank of Chile |
presented by: Agustin Arias, Central Bank of Chile |
The Joint Estimation of the U.S. and Euro Area Inflation: Expectations and Time-varying uncertainty |
By Olesya Grishchenko; Board of Governors of the Federal Reserve System Sarah Mouabbi; Banque de France Jean-Paul RENNE; HEC Lausanne |
presented by: Olesya Grishchenko, Board of Governors of the Federal Reserve System |
Session: H7: Monetary and Macroprudential Policies June 28, 2016 11:10 to 12:50 Jurade |
Session Chair: Serguei Maliar, Santa Clara University |
Policy Rules in Times of Prolonged Crisis: Quantitative Easing Abroad and Fiscal Adjustment at Home |
By Guay Lim; University of Melbourne Paul McNelis; Fordham University |
presented by: Paul McNelis, Fordham University |
The Impact of Alternative Transitions to Normalized Monetary Policy |
By Lilia Maliar; Stanford University Serguei Maliar; Santa Clara University John Taylor; Stanford University |
presented by: Serguei Maliar, Santa Clara University |
Taylor rules, central bank preferences and inflation targeting |
By Juan Paez-Farrell; University of Sheffield |
presented by: Juan Paez-Farrell, University of Sheffield |
Session: H8: Computational Finance June 28, 2016 11:10 to 12:50 Alienor 1 |
Session Chair: Ramzi Ben Abdallah, UQAM School of Management |
Discretizing Markov Processes with Exact Conditional Moments |
By Leland Farmer; University of California, San Diego Alexis Akira Toda; UC San Diego |
presented by: Leland Farmer, University of California, San Diego |
Pricing American options under multi-factor models with recursive adaptive sparse expectations |
By Adrien Treccani; University of Zürich |
presented by: Adrien Treccani, University of Zürich |
Recovery Theorem with a Multivariate Markov Chain |
By Anthony Sanford; University of Washington |
presented by: Anthony Sanford, University of Washington |
Investigating the Early Exercise of the American-style Strategic Delivery Options in the U.S. T-Bond Futures Market |
By Ramzi Ben Abdallah; UQAM School of Management Michèle Breton; HEC Montréal |
presented by: Ramzi Ben Abdallah, UQAM School of Management |
Session: H9: Zero Lower Bound for Nominal Interest Rates June 28, 2016 11:10 to 12:25 Alienor 3 |
Session Chair: Marco Ratto, European Commission - Joint Research Centre |
Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model |
By Andrew Binning; Norges Bank junior Maih; Norges Bank |
presented by: Andrew Binning, Norges Bank |
Latent variables and shocks contribution in DSGE models with occasionally binding constraints |
By Marco Ratto; European Commission - Joint Research Centre Massimo Giovannini; European Commission |
presented by: Marco Ratto, European Commission - Joint Research Centre |
Nonlinear DSGE model with Asymmetric Adjustment Costs under ZLB: Bayesian Estimation with Particle Filter for Japan |
By Hirokuni Iiboshi; Tokyo Metropolitan University Mototsugu Shintani; University of Tokyo |
presented by: Hirokuni Iiboshi, Tokyo Metropolitan University |
Forecasting with Sufficient Dimension Reductions |
By alessandro barbarino; Federal Reserve Board |
presented by: alessandro barbarino, Federal Reserve Board |
Session: I1: Uncertainty and Business Cycles June 28, 2016 16:00 to 17:40 Alienor 1 |
Session Chair: Tatevik Sekhposyan, Texas A&M University |
News Shocks under Financial Frictions |
By Christoph Gortz; University of Birmingham John Tsoukalas; University of Glasgow Francesco Zanetti; University of Oxford |
presented by: Christoph Gortz, University of Birmingham |
Economic Volatility and Financial Markets: The Case of Mortgage-Backed Securities |
By Gaetano Antinolfi; Washington University in Saint Louis Celso Brunetti; Federal Reserve Board |
presented by: Celso Brunetti, Federal Reserve Board |
Economic Policy Uncertainty Spillovers in Booms and Busts |
By Giovanni Caggiano; University of Padua Efrem Castelnuovo; University of Melbourne Juan Figueres; University of Padua |
presented by: Efrem Castelnuovo, University of Melbourne |
Understanding the Sources of Macroeconomic Uncertainty |
By Barbara Rossi; ICREA-Universitat Pompeu Fabra, Barcelona GSE and CREI Tatevik Sekhposyan; Texas A&M University |
presented by: Tatevik Sekhposyan, Texas A&M University |
Session: I2: Asset Pricing June 28, 2016 16:00 to 17:40 Bacchus 1 |
Session Chair: Lei Shi, University of Technology, Sydney |
International Endogenous Growth, Macro Anomalies, and Asset Prices |
By Patrick Gruening; Bank of Lithuania and Vilnius University |
presented by: Patrick Gruening, Bank of Lithuania and Vilnius University |
The Effects of Market Sentiment and Price Momentum on Asset Pricing |
By Min Zheng; Central University of Finance and Economics |
presented by: Min Zheng, Central University of Finance and Economics |
Wealth-driven asymptotic survival in a financial market with demand shocks |
By Pietro Dindo; Ca' Foscari University of Venice Jacopo Staccioli; Scuola Superiore Sant'Anna |
presented by: Jacopo Staccioli, Scuola Superiore Sant'Anna |
Belief Heterogeneity and Return Dynamics in a Multi-Asset Economy |
By Xue-Zhong He; University of Technology Sydney Lei Shi; University of Technology, Sydney |
presented by: Lei Shi, University of Technology, Sydney |
Session: I3: DSGE June 28, 2016 16:00 to 17:40 Bacchus 2 |
Session Chair: Jean-Bernard Chatelain, University Paris I Pantheon Sorbonne |
Parameter Bias in an Estimated DSGE Model: Does Nonlinearity Matter? |
By Yasuo Hirose; Keio University Takeki Sunakawa; University of Tokyo Graduate School of Public Policy |
presented by: Yasuo Hirose, Keio University |
Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach |
By Gianluca Benigno; London School of Economics Andrew Foerster; Federal Reserve Bank of Kansas City Christopher Otrok; University of Missouri Alessandro Rebucci; The Johns Hopkins Carey Business School |
presented by: Christopher Otrok, University of Missouri |
Higher-order statistics for DSGE models |
By Willi Mutschler; TU Dortmund University |
presented by: Willi Mutschler, TU Dortmund University |
Countercyclical Optimal Policy versus Procyclical Simple Rules |
By Jean-Bernard Chatelain; University Paris I Pantheon Sorbonne |
presented by: Jean-Bernard Chatelain, University Paris I Pantheon Sorbonne |
Session: I4: Capital Flows and Crisis June 28, 2016 16:00 to 17:40 Connetablie |
Session Chair: Saktinil Roy, Athabasca University |
The Post-crisis Slump in Europe: A Business Cycle Accounting Analysis |
By Keisuke Otsu; University of Kent Florian Gerth; University of Kent |
presented by: Keisuke Otsu, University of Kent |
Reserve Accumulation and the Dutch Disease |
By Julia Faltermeier; Universitat Pompeu Fabra Ruy Lama; International Monetary Fund Juan Medina; Universidad Adolfo Ibañez |
presented by: Julia Faltermeier, Universitat Pompeu Fabra |
Were capital flow bonanzas and low interest rates a primary cause of the global financial crisis? |
By Saktinil Roy; Athabasca University |
presented by: Saktinil Roy, Athabasca University |
Session: I5: Expectations and Financial Markets June 28, 2016 16:00 to 17:40 Gentilhommes |
Session Chair: Kenneth Kasa, Simon Fraser University |
Examining the Sources of Excess Return Predictability |
By Kevin Lansing; Federal Reserve Bank of San Francisco Stephen LeRoy; UC Santa Barbara Jun Ma; The University of Alabama |
presented by: Kevin Lansing, Federal Reserve Bank of San Francisco |
Risk, Information, and Inequality |
By Kenneth Kasa; Simon Fraser University Xiaowen Lei; Simon Fraser University |
presented by: Xiaowen Lei, Simon Fraser University |
Generalized Disappointment Aversion, Learning and Variance Premium |
By Mykola Babiak; CERGE-EI |
presented by: Mykola Babiak, CERGE-EI |
Doubts, Inequality, and Bubbles |
By Kenneth Kasa; Simon Fraser University In-Koo Cho; University of Illinois |
presented by: Kenneth Kasa, Simon Fraser University |
Session: I6: Labor and the Business Cycle June 28, 2016 16:00 to 17:40 Alienor 3 |
Session Chair: Alex Clymo, University of Amsterdam |
Job Displacement and the Cost of Business Cycles |
By Karl Walentin; Sveriges Riksbank (Bank of Sweden) Andreas Westermark; Sveriges Riksbank |
presented by: Andreas Westermark, Sveriges Riksbank |
Wage Gaps, Earnings Gaps, and the Market Power of Employers |
By Christian Bredemeier; University of Cologne |
presented by: Christian Bredemeier, University of Cologne |
Working hard to recover slowly: workers' effort and unemployment over the business cycle |
By Zuzana Molnárová; University of Vienna |
presented by: Zuzana Molnárová, University of Vienna |
Heterogeneous Firms, Wages, and the Effects of Financial Crises |
By Alex Clymo; University of Amsterdam |
presented by: Alex Clymo, University of Amsterdam |
Session: I7: Risk, Regimes and Uncertainty June 28, 2016 16:00 to 17:40 Alienor 2 |
Session Chair: Michał Brzoza-Brzezina, National Bank of Poland |
Subjective Interest Rate Uncertainty and the Macroeconomy: An international panel approach |
By Klodiana Istrefi; Banque de France |
presented by: Klodiana Istrefi, Banque de France |
Uncertainty, Financial Frictions, and Agents' Beliefs |
By Stephane Lhuissier; CEPII Fabien Tripier; University of Lille 1 |
presented by: Stephane Lhuissier, CEPII |
Regime Changes in the Terms of Trade |
By Han Chen; Board of Governors of the Federal Reserv Mariano Kulish; University of New South Wales Federico Mandelman; Federal Reserve Bank of Atlanta |
presented by: Federico Mandelman, Federal Reserve Bank of Atlanta |
The nonlinear nature of country risk |
By Michał Brzoza-Brzezina; National Bank of Poland Jacek Kotłowski; National Bank of Poland |
presented by: Michał Brzoza-Brzezina, National Bank of Poland |
Session: I8: Macro and Asset Market Experiments June 28, 2016 16:00 to 17:40 Jurade |
Session Chair: Domenico Massaro, Catholic University of Milan |
Group Size and Expectation Formation in an Asset Market: a Learning-to-Forecast Experiment |
By Cars Hommes; University of Amsterdam Anita Kopányi-Peuker; University of Amsterdam, Tinbergen Institute Joep Sonnemans; University of Amsterdam |
presented by: Anita Kopányi-Peuker, University of Amsterdam, Tinbergen Institute |
Coordination on bubbles in large-group asset pricing experiments |
By Te Bao; Nanyang Technological University Myrna Hennequin; University of Amsterdam Cars Hommes; University of Amsterdam Domenico Massaro; Catholic University of Milan |
presented by: Myrna Hennequin, University of Amsterdam |
Coordinating Expectations through Central Bank Projections |
By Fatemeh Mokhtarzadeh; Simon Fraser University Luba Petersen; Simon Fraser University |
presented by: Luba Petersen, Simon Fraser University |
Monetary Policy under Behavioral Expectations: Theory and Experiment |
By Cars Hommes; University of Amsterdam Domenico Massaro; University of Amsterdam Matthias Weber; CEFER, Bank of Lithuania & Vilnius University |
presented by: Domenico Massaro, Catholic University of Milan |
# | Participant | Roles in Conference |
---|---|---|
2 | Airaudo, Marco | P45, C45 |
3 | Ajevskis, Viktors | P82 |
4 | Aksoy, Yunus | P51 |
5 | Alfarano, Simone | C36 |
6 | Alpanda, Sami | P46, C46 |
7 | Amaral, Pedro | P43, C43 |
8 | Anagnostopoulos, Alexis | P50 |
9 | Anderson, Gary | P70, C70 |
10 | Anselmo, Peter | P23, C23 |
11 | Anufriev, Mikhail | P39, C39 |
12 | Arias, Agustin | P76 |
13 | Ascari, Guido | P6 |
14 | Babiak, Mykola | P58 |
15 | Bakoush, Mohamed | P13 |
16 | Bao, Te | P13, C13 |
17 | barbarino, alessandro | P77 |
18 | Barde, Sylvain | P34 |
19 | Bargigli, Leonardo | P39 |
20 | Barrdear, John | P27 |
21 | Basso, Henrique | P46 |
22 | Bauer, Gregory | P30 |
23 | Bellofatto, Antonio | P62 |
24 | Ben Abdallah, Ramzi | P24, C24 |
25 | Berardi, Michele | P69 |
26 | Bergholt, Drago | P49, C49 |
27 | Binning, Andrew | P77 |
28 | Bjornland, Hilde | P74 |
29 | Blueschke, Dmitri | P82 |
30 | Boccanfuso, Jeremy | P60 |
31 | Boehl, Gregor | P72 |
32 | Bredemeier, Christian | P63 |
33 | Brunetti, Celso | P5 |
34 | Brzoza-Brzezina, Michał | P80, C80 |
35 | Caggiano, Giovanni | P55, C55 |
36 | Carroll, Daniel | P66, C66 |
37 | Castelnuovo, Efrem | P5 |
38 | Chatelain, Jean-Bernard | P32, C32 |
39 | Chauvet, Marcelle | P74, C74 |
40 | Chen, Baoline | P1, C1 |
41 | Chen, Xiaoshan | P8 |
42 | Cho, Sung-Jin | P19 |
43 | Cho, Sang-Wook (Stanley) | P7 |
44 | Christev, Atanas | P72 |
45 | Clymo, Alex | P63, C63 |
46 | Colasante, Annarita | P15 |
47 | Colombo, Luca | P61, C61 |
48 | Costain, James | P64, C64 |
49 | Dafermos, Yannis | P67 |
50 | Dawid, Herbert | P2 |
51 | Dawid, Paulo | P23 |
52 | Długoszek, Grzegorz | P65 |
53 | De Michelis, Andrea | P72, C72 |
54 | Di Guilmi, Corrado | P67, C67 |
55 | Dindo, Pietro | P14, C14 |
56 | Dosi, Giovanni | P2 |
57 | Dräger, Lena | P29 |
58 | Dumitru, Ana-Maria H. | P30 |
59 | Dunbar, Geoffrey | P3 |
60 | Eickmeier, Sandra | P55 |
61 | Faltermeier, Julia | P44 |
62 | Farmer, Leland | P24 |
63 | Femminis, Gianluca | P57 |
64 | Fiori, Giuseppe | P10 |
65 | Fisar, Milos | P15 |
66 | Fischer, Thomas | P67 |
67 | Foerster, Andrew | P8, C8 |
68 | Forlati, Chiara | P51, C51 |
69 | Furlanetto, Francesco | P55 |
70 | Galanis, Giorgos | P59 |
71 | Galimberti, Jaqueson | P82, C82 |
72 | Giachini, Daniele | P18 |
73 | Gnocchi, Stefano | P26 |
74 | Goldbaum, David | P3 |
75 | Gortz, Christoph | P5 |
76 | Goy, Gavin | P27 |
77 | Gravert, Jan Hendrik | P48 |
78 | Grazzini, Jakob | P68 |
79 | Grishchenko, Olesya | P76, C76 |
80 | Gronwald, Marc | P11 |
81 | Gruening, Patrick | P25 |
82 | Guerini, Mattia | P68 |
83 | Guerrieri, Luca | P71, C71 |
84 | Haavio, Markus | P52 |
85 | Hanaki, Nobuyuki | P15, C15 |
86 | Hayakawa, Hitoshi | P47 |
87 | Hürtgen, Patrick | P76 |
88 | He, Xuezhong (Tony) | P18, C18 |
89 | Hedlund, Aaron | P62, C62 |
90 | Hennequin, Myrna | P84 |
91 | Hergovich, Philipp | P62 |
92 | Hirose, Yasuo | P32 |
93 | Hoffmann, Mathias | P27 |
94 | Hoffmann, Wieland | P73 |
95 | Holden, Tom | P45 |
96 | Hommes, Cars | P57, C57, C69, P45 |
97 | Hull, Isaiah | P48, C48 |
98 | Iacopetta, Maurizio | P57 |
99 | Iacoviello, Matteo | P54, C54 |
100 | Iiboshi, Hirokuni | P77 |
101 | Imura, Yuko | P64 |
102 | Ionescu, Felicia | P42, C42 |
103 | Iori, Giulia | P13 |
104 | Iskhakov, Fedor | P85 |
105 | Issler, Joao | P76 |
106 | Istrefi, Klodiana | P80 |
107 | Iwata, Yasuharu | P41 |
108 | Jacob Leal, Sandrine | P35 |
109 | Jacquinot, Pascal | P83, C83 |
110 | Jang, Alice | P47 |
111 | Jensen, Christian | P27, C27 |
112 | Johri, Alok | P49 |
113 | Juessen, Falko | P8 |
114 | Juillard, Michel | P70 |
115 | Kabukcuoglu, Ayse | P66 |
116 | Karaivanov, Alexander | P22, C22 |
117 | Kasa, Kenneth | P58, C58 |
118 | Kaszab, Lorant | P45 |
119 | Kirkby, Robert | P65 |
120 | Klein, Mathias | P41 |
121 | Kociecki, Andrzej | P54 |
122 | Kolasa, Marcin | P46 |
123 | Komunjer, Ivana | P75 |
124 | Kopányi-Peuker, Anita | P84 |
125 | Kormilitsina, Anna | P10 |
126 | Krause, Christopher | P48 |
127 | Krenz, Johanna | P52 |
128 | Kukacka, Jiri | P59 |
129 | Ladley, Daniel | P19, C19 |
130 | Lambertini, Luisa | P52, C52 |
131 | Lamperti, Francesco | P34 |
132 | Lanne, Markku | P56 |
133 | Lansing, Kevin | P58 |
134 | Larsen, Vegard | P43 |
135 | LeBaron, Blake | P59, C59 |
136 | Lei, Xiaowen | P58 |
137 | Lhuissier, Stephane | P80 |
138 | Lin, Hwan C. | P33, C33 |
139 | Loria, Francesca | P54 |
140 | Lozej, Matija | P50 |
141 | Lu, Jianyu | P14 |
142 | Lubik, Thomas | P6, C6 |
143 | Lugo, Haydee | P3 |
144 | Lustenhouwer, Joep | P69 |
145 | Lux, Thomas | P3, C3 |
146 | Ma, Xiaofei | P42 |
147 | Makarewicz, Tomasz | P15 |
148 | Makarski, Krzysztof | P79, C79 |
149 | Maliar, Lilia | P40 |
150 | Maliar, Serguei | P22, P81, C81 |
151 | Mandelman, Federico | P7, C7, P80 |
152 | Manzan, Sebastiano | P56, C56 |
153 | Marini, Marco | P1 |
154 | Massaro, Domenico | P84, C84 |
155 | Matveev, Dmitry | P71 |
156 | Mavromatis, Kostas | P69 |
157 | McNelis, Paul | P81 |
158 | Meier, Matthias | P33 |
159 | Meisser, Luzius | P61 |
160 | Meyer-Gohde, Alexander | P6 |
161 | Miyamoto, Wataru | P41, C41 |
162 | Mizuno, Takayuki | P14 |
163 | Molnárová, Zuzana | P63 |
164 | Mueller, Christian | P1 |
165 | Murakami, Masatoshi | P23 |
166 | Mushkudiani, Nino | P1 |
167 | Mutschler, Willi | P32 |
168 | Nakata, Taisuke | P72 |
169 | Nakazono, Yoshiyuki | P40 |
170 | Napoletano, Mauro | P60, C60, C2 |
171 | Nuguer, Victoria | P29 |
172 | Oh, Hyunseung | P46 |
173 | Oikawa, Koki | P4 |
174 | Otrok, Christopher | P32 |
175 | Otsu, Keisuke | P44 |
176 | Owyang, Michael | P11, C11 |
177 | Paez-Farrell, Juan | P81 |
178 | Pagratis, Spyros | P52 |
179 | Palmer, Nathan | P61 |
180 | Palmer, Samuel | P85, P82 |
181 | Panchenko, Valentyn | P47, C47 |
182 | Panovska, Irina | P85, C85 |
183 | Park, JungJae | P69 |
184 | Pelgrin, Florian | P21 |
185 | Perez Forero, Fernando | P43 |
186 | Peterman, William | P66 |
187 | Petersen, Luba | P84 |
188 | Pfante, Oliver | P36 |
189 | Pichler, Paul | P53, C53 |
190 | Popoyan, Lilit | P60 |
191 | Pröhl, Elisabeth | P65 |
192 | Prieto, Esteban | P83 |
193 | Priftis, Romanos | P26 |
194 | Pritsker, Matthew | P21, C21 |
195 | Pruna, Radu | P35 |
196 | Raciborski, Rafal | P79 |
197 | Raddant, Matthias | P23 |
198 | Raffo, Andrea | P9 |
199 | Ranasinghe, Ashantha | P66 |
200 | Ratto, Marco | P77, C77 |
201 | Ravazzolo, Francesco | P21, P56 |
202 | Reiter, Michael | P65, C65 |
203 | Ricchiuti, Giorgio | P68 |
204 | Ricci, Mattia | P51 |
205 | Richiardi, Matteo | P34 |
206 | Riedler, Jesper | P35, C35 |
207 | Robstad, Ørjan | P54 |
208 | Rossi, Lorenza | P49 |
209 | Roventini, Andrea | P42 |
210 | Roy, Saktinil | P44, C44 |
211 | Rozsypal, Filip | P61 |
212 | Rua, Antonio | P42 |
213 | Sager, Erick | P22 |
214 | Salle, Isabelle | P68 |
215 | Sanford, Anthony | P24 |
216 | Sani, Amir | P34 |
217 | Savin, Ivan | P4 |
218 | Schaling, Eric | P53 |
219 | Schmitt, Noemi | P60 |
220 | Scholtes, Nicolas | P35 |
221 | Schuler, Tobias | P71 |
222 | Sekhposyan, Tatevik | P5, C5 |
223 | Semmler, Willi | P79, P40, C40 |
224 | Seneca, Martin | P26, C26 |
225 | Seoane, Hernan | P8 |
226 | Seppecher, Pascal | C68 |
227 | Servais, Alice | P83 |
228 | Sheremirov, Viacheslav | P10, C10 |
229 | Shi, Lei | P25, C25 |
230 | Sinha, Arunima | P40 |
231 | Skrobotov, Anton | P75 |
232 | Slacalek, Jiri | P73 |
233 | Staccioli, Jacopo | P25 |
234 | Strobel, Felix | P50 |
235 | Suen, Richard M. H. | P50, C50 |
236 | Sunel, Enes | P33 |
237 | Takahashi, Koji | P26 |
238 | Tasci, Murat | P9, C9 |
239 | Tavares, Tiago | P7 |
240 | ter Ellen, Saskia | P39 |
241 | Tesfaselassie, Mewael | P51 |
242 | Tetlow, Robert | P29, C29 |
243 | Thoenissen, Christoph | P7 |
244 | Treccani, Adrien | P24 |
245 | Treibich, Tania | P2 |
246 | Treibich, Rafael | P4 |
247 | Tretvoll, Hakon | P43 |
248 | Triepels, Ron | P47 |
249 | Tristani, Oreste | P30, C30 |
250 | Tuinstra, Jan | P13 |
251 | Tungsong, Sachapon | P19 |
252 | Vallee, Thomas | P19, P73, C73 |
253 | van der Hoog, Sander | C34 |
254 | van der pol, Johannes | P4, C4 |
255 | Vazquez-Grande, Francisco | P30 |
256 | Vermandel, Gauthier | P29 |
257 | Vidal-Tomas, David | P36 |
258 | Vilan, Diego | P64 |
259 | Wei, Lijian | P18 |
260 | Westerhoff, Frank | P59 |
261 | Westermark, Andreas | P63 |
262 | Winant, Pablo | P53 |
263 | Winschel, Viktor | P36 |
264 | Wirkierman, Ariel | P2 |
265 | Wong, Benjamin | P11 |
266 | Wozniak, Tomasz | P56 |
267 | Wulff, Alexander | P48 |
268 | Xu, Jianhuan | P14 |
269 | Yamamoto, Ryuichi | P18 |
270 | Zadrozny, Peter | P75, C75 |
271 | Zheng, Huanhuan | P39 |
272 | Zheng, Min | P25 |
273 | Zlate, Andrei | P64 |
274 | Zorn, Peter | P49 |
This program was last updated on 2016-11-16 13:26:49 EDT