2004 Australasian Meeting of the Econometric Society |
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Summary of All Sessions |
| # | Date/Time | Location | Type | Title | Papers |
|---|---|---|---|---|---|
| 1 | 7 July 9:00-10:30 | Ballroom ABC | invited | Colin Clark Lecture | 1 |
| 2 | 7 July 11:00-12:30 | Yarra 2 | contributed | On Exchange Rates | 4 |
| 3 | 7 July 11:00-12:30 | Swanston 1 | contributed | Experimental Economics I | 4 |
| 4 | 7 July 11:00-12:30 | Tower 1 | contributed | Health Economics | 4 |
| 5 | 7 July 11:00-12:30 | Ballroom C | contributed | Development Theory and Policy | 4 |
| 6 | 7 July 11:00-12:30 | Flinders | contributed | Panel Data | 4 |
| 7 | 7 July 11:00-12:30 | Ballroom A | contributed | Portfolio Analysis and Hedging | 4 |
| 8 | 7 July 11:00-12:30 | Ballroom B | contributed | Problems in Econometric Inference | 3 |
| 9 | 7 July 11:00-12:30 | Yarra 1 | contributed | Open Economy Monetary Policy | 4 |
| 10 | 7 July 11:00-12:30 | Tower 2 | contributed | Applied Econometrics | 4 |
| 11 | 7 July 11:00-12:30 | Swanston 2 | contributed | Search and Screening | 3 |
| 12 | 7 July 14:00-15:30 | Yarra 2 | contributed | International Factor Movements | 4 |
| 13 | 7 July 14:00-15:30 | Ballroom C | contributed | Drugs, Alcohol and Absenteeism | 4 |
| 14 | 7 July 14:00-15:30 | Ballroom A | contributed | Market Microstructure and Thin Trading | 4 |
| 15 | 7 July 14:00-15:30 | Tower 1 | contributed | Markov Switching Models | 2 |
| 16 | 7 July 14:00-15:30 | Ballroom B | contributed | Aspects of Hypothesis Testing | 4 |
| 17 | 7 July 14:00-15:30 | Yarra 1 | contributed | Causality, Cointegration and Vector Autoregressions | 4 |
| 18 | 7 July 14:00-15:30 | Flinders | contributed | The Life-Cycle, Wages and Consumption | 3 |
| 19 | 7 July 14:00-15:30 | Tower 2 | contributed | Financial Crises and Contagion | 4 |
| 20 | 7 July 14:00-15:30 | Swanston 1 | contributed | Information, Organisation, and Contract | 4 |
| 21 | 7 July 14:00-15:30 | Swanston 2 | contributed | Product Differentiation, Price Adjustment, and Average-cost Pricing | 4 |
| 22 | 7 July 16:00-17:15 | Ballroom ABC | invited | A W Phillips Lecture | 1 |
| 23 | 8 July 8:30-9:45 | Ballroom ABC | invited | Presidential Address | 1 |
| 24 | 8 July 10:15-11:20 | Ballroom C | contributed | Household Behaviour in Developing Countries | 3 |
| 25 | 8 July 10:15-11:20 | Tower 1 | contributed | R&D, Credit Rating and Commodity Futures | 3 |
| 26 | 8 July 10:15-11:20 | Ballroom B | contributed | Applied Macroeconomic Modelling | 2 |
| 27 | 8 July 10:15-11:20 | Ballroom A | contributed | Forecasting I | 3 |
| 28 | 8 July 10:15-11:20 | Yarra 1 | contributed | Fiscal Policy | 3 |
| 29 | 8 July 10:15-11:20 | Yarra 2 | contributed | Empirical Time Series | 3 |
| 30 | 8 July 10:15-11:20 | Flinders | contributed | Survey Data | 3 |
| 31 | 8 July 10:15-11:20 | Swanston 1 | contributed | Bargaining, Delegation, and Business Language | 3 |
| 32 | 8 July 10:15-11:20 | Swanston 2 | contributed | Oligopoly | 3 |
| 33 | 8 July 10:15-11:20 | Tower 2 | contributed | Policy Design | 3 |
| 34 | 8 July 11:30-12:35 | Ballroom C | contributed | Development Macroeconomics | 3 |
| 35 | 8 July 11:30-12:35 | Flinders | contributed | Returns to Education | 3 |
| 36 | 8 July 11:30-12:35 | Ballroom A | contributed | Filtering and Simulation Methods | 3 |
| 37 | 8 July 11:30-12:35 | Tower 2 | contributed | Measurement Error and Finite Sample Inference | 3 |
| 38 | 8 July 11:30-12:35 | Tower 1 | contributed | Forecasting II | 2 |
| 39 | 8 July 11:30-12:35 | Ballroom B | contributed | Econometric Methods | 2 |
| 40 | 8 July 11:30-12:35 | Yarra 1 | contributed | Macroeconometric Models | 3 |
| 41 | 8 July 11:30-12:35 | Yarra 2 | contributed | Monetary Policy, Inflation | 3 |
| 42 | 8 July 11:30-12:35 | Swanston 1 | contributed | Growth | 3 |
| 43 | 8 July 11:30-12:35 | Swanston 2 | contributed | Overconfidence, Loss Aversion, and Mental Accounting | 3 |
| 44 | 8 July 13:45-15:15 | Swanston 2 | invited | Special Invited: Experimental Economics | 2 |
| 45 | 8 July 13:45-15:15 | Ballroom A | invited | Special Invited: Nonlinear Modelling | 2 |
| 46 | 8 July 13:45-15:15 | Ballroom B | invited | Special Invited: Panel Data | 2 |
| 47 | 8 July 13:45-15:15 | Ballroom C | invited | Special Invited: Productivity | 2 |
| 48 | 8 July 15:45-17:15 | Ballroom C | contributed | Education | 4 |
| 49 | 8 July 15:45-17:15 | Flinders | contributed | Political Economy | 4 |
| 50 | 8 July 15:45-17:15 | Tower 1 | contributed | Dynamic Stock Market Models | 4 |
| 51 | 8 July 15:45-17:15 | Ballroom A | contributed | Volatility Modelling | 4 |
| 52 | 8 July 15:45-17:15 | Ballroom B | contributed | Issues In Non-parametric Methods | 4 |
| 53 | 8 July 15:45-17:15 | Swanston 2 | contributed | Sharing Rules, Public Goods, and Political Economy | 4 |
| 54 | 8 July 15:45-17:15 | Yarra 1 | contributed | Sectoral and International Business Cycles | 3 |
| 55 | 8 July 15:45-17:15 | Yarra 2 | contributed | Productivity | 4 |
| 56 | 8 July 15:45-17:15 | Tower 2 | contributed | Modelling in Financial Markets | 4 |
| 57 | 8 July 15:45-17:15 | Swanston 1 | contributed | Experimental Economics II | 4 |
| 58 | 9 July 9:00-10:15 | Ballroom ABC | invited | Jacob Marschak Lecture | 1 |
| 59 | 9 July 10:45-12:15 | Ballroom C | contributed | Income and Health | 4 |
| 60 | 9 July 10:45-12:15 | Flinders | contributed | Labour Market Outcomes | 4 |
| 61 | 9 July 10:45-12:15 | Ballroom A | contributed | Interest Rate Models | 4 |
| 62 | 9 July 10:45-12:15 | Tower 1 | contributed | Annuities, Taxation and Banking | 4 |
| 63 | 9 July 10:45-12:15 | Ballroom B | contributed | Modelling Long Memory Processes | 4 |
| 64 | 9 July 10:45-12:15 | Swanston 1 | contributed | Household Decisions, Labour Productivity, and Housing Affordability | 4 |
| 65 | 9 July 10:45-12:15 | Yarra 1 | contributed | Time Series Decompositions | 4 |
| 66 | 9 July 10:45-12:15 | Yarra 2 | contributed | Production and Demand | 4 |
| 67 | 9 July 10:45-12:15 | Swanston 2 | contributed | Networks | 4 |
| 68 | 9 July 10:45-12:15 | Tower 2 | contributed | Spurious Regression and Unit Roots | 3 |
| 69 | 9 July 13:45-15:15 | Swanston 2 | invited | Special Invited: Computable General Equilibrium Modelling | 2 |
| 70 | 9 July 13:45-15:15 | Ballroom A | invited | Special Invited: Financial Econometrics | 2 |
| 71 | 9 July 13:45-15:15 | Ballroom B | invited | Special Invited: Forecasting and Signal Extraction | 2 |
| 72 | 9 July 13:45-15:15 | Ballroom C | invited | Special Invited: Microeconometrics | 2 |
| 73 | 9 July 15:45-17:00 | Ballroom ABC | invited | E J Hannan Lecture | 1 |
73 sessions, 231 papers |
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2004 Australasian Meeting of the Econometric Society |
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Complete List of All Sessions |
Session 1: Colin Clark Lecture |
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| Session Chair: Pushkar Maitra, Monash University |
| Session type: invited |
| Date: July 7, 2004 |
| Time: 9:00 - 10:30 |
| Location: Ballroom ABC |
| Coercion, Contract and the Limits of the Market |
| By Kaushik Basu |
| Presented by: Kaushik Basu, Cornell University |
Session 2: On Exchange Rates |
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| Session Chair: Saqib Jafarey, City University, London |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 11:00 - 12:30 |
| Location: Yarra 2 |
| Impacts of Real exchange Rate Volatility and Real Exchange Rate Misalignment on China |
| By Jan P Voon and Li Guangzhong |
| Presented by: Jan Voon, Lingnan University |
| Nonlinear Modelling of Purchasing Power Parity in Indonesia |
| By Titi Kanti Lestari, Jae Kim and Param Silvapulle |
| Presented by: Titi Lestari, Monash University |
| Purchasing Power Parity Hypothesis in Developing Economies: Some Empirical Evidence from Sri Lanka |
| By Guneratne B Wickremasinghe |
| Presented by: Guneratne Wickremasinghe, Monash University |
| Spillover Effects of Fiscal Policy Under Flexible Exchange Rates |
| By Ingo Pitterle and Dirk Steffen |
| Presented by: Dirk Steffen, University of Frankfurt am Main, Germany |
Session 3: Experimental Economics I |
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| Session Chair: Nisvan Erkal, University of Melbourne |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 11:00 - 12:30 |
| Location: Swanston 1 |
| A Dynamic Analysis of the Evolution of Conventions in a Public Goods Experiment with Intergenerational Advice |
| By Ananish Chaudhuri, Pushkar Maitra, Sara Graziano |
| Presented by: Pushkar Maitra, Monash University |
| Do Informal Sanctions Increase Cooperation in the Long Run? |
| By Charles Noussair, Steven Tucker |
| Presented by: Steven Tucker, University of Canterbury |
| Correlated Emissions Variability in Tradable Permit Markets with Imperfect Enforcement |
| By Timothy N. Cason and Lata Gangadharan |
| Presented by: Lata Gangadharan, University of Melbourne |
| Network Externalities, Demand Inertia, and Dynamic Pricing in an Experimental Oligopoly Market |
| By Ralph-C Bayer, Mickey Chan |
| Presented by: Ralph-C Bayer, Adelaide University |
Session 4: Health Economics |
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| Session Chair: Michael Shields, University of Melbourne |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 11:00 - 12:30 |
| Location: Tower 1 |
| Why worry about awareness in choice problems? Econometric analysis of screening for cervical cancer |
| By Rochelle Belkar, Denzil G. Fiebig, Marion Haas and Rosalie Viney |
| Presented by: Rosalie Viney, University of Technology, Sydney |
| Discerning the Effects of Recent Private Health Insurance Policy Changes in Australia |
| By Alfons Palangkaraya and Jongsay Yong |
| Presented by: Alfons Palangkaraya, University of Melbourne |
| Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia |
| By Michael Smith, Remy Cottet and Denzil Fiebig |
| Presented by: Michael Smith, University of Sydney |
| Costly Ageing or Costly Deaths? Understanding Health Care Expenditure Using Australian Medicare Payments Data |
| By David Johnson and Jongsay Yong |
| Presented by: Jongsay Yong, University of Melbourne |
Session 5: Development Theory and Policy |
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| Session Chair: John Gibson, Williams College |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 11:00 - 12:30 |
| Location: Ballroom C |
| Economic Geography and Wages |
| By Mary Amiti and Lisa A. Cameron |
| Presented by: Lisa Cameron, University of Melbourne |
| Estimate of the willing to pay for ecological panela in Colombia: Approach from the Sustainable Consumption |
| By Zulma Roa, Gonzalo Rodriguez, Ramon Rosales, Denis Requier-Desjardins |
| Presented by: Zulma Roa Díaz, Corporation Kausay |
| Searching for Mr. Right: The duration of remaining single based on evidence from Japan |
| By Miki Matsui |
| Presented by: Miki Matsui, Australian National University |
| Choice of Training Technology in Imperfect Labour Markets |
| By Gautam Bose |
| Presented by: Gautam Bose, University of New South Wales |
Session 6: Panel Data |
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| Session Chair: Badi Baltagi, Texas A&M University |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 11:00 - 12:30 |
| Location: Flinders |
| Male-Female Wage and Productivity Differentials: A Structural Approach Using Japanese Firm-Level Panel Data |
| By Daiji Kawaguchi |
| Presented by: Daiji Kawaguchi, University of Tsukuba |
| Some New Semiparametric Panel Stochastic Frontier Models |
| By Gholamreza Hajargasht |
| Presented by: Gholamreza Hajargasht, University of Queensland |
| Immigrant Job Search in the UK: Evidence from Panel Data |
| By Paul Frijters, Michael A. Shields and Stephen Wheatley Price |
| Presented by: Stephen Wheatley Price, University of Leicester |
| Spatial Clustering of Housing Construction in the Tokyo Metropolitan Area: An Application of Spatially Clustered Fixed-Effects and Spatially Correlated Random-Effects Models |
| By Atsushi Yoshida, Tatsuhiro Shichijo |
| Presented by: Atsushi Yoshida, University of Tsukuba |
Session 7: Portfolio Analysis and Hedging |
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| Session Chair: Ralf Becker, Queensland University of Technology |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 11:00 - 12:30 |
| Location: Ballroom A |
| Discounting The Equity Premium Puzzle |
| By G.C. Lim, Esfandiar Maasoumi and Vance Martin |
| Presented by: Vance Martin, University of Melbourne |
| That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds |
| By Susan Thorp |
| Presented by: Susan Thorp, University of New South Wales |
| Structurally Sound Dynamic Index Futures Hedging |
| By Paul Kofman and Patrick McGlenchy |
| Presented by: Paul Kofman, The University of Melbourne |
| Allowing for basis convergence and long memory in volatility when dynamic hedging the Australian All Ordinaries Index |
| By Jonathan Dark |
| Presented by: Jonathan Dark, Monash University |
Session 8: Problems in Econometric Inference |
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| Session Chair: Christopher Skeels, The University of Melbourne |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 11:00 - 12:30 |
| Location: Ballroom B |
| Ill-posed Problems and Instruments' Weakness |
| By Giovanni Forchini and Grant Hillier |
| Presented by: Giovanni Forchini, University of York |
| Conditional Inference in Cointegrating Vector Autoregressive Models |
| By Kees Jan van Garderen and Sophocles Mavroeidis |
| Presented by: Kees Jan van Garderen, University of Amsterdam |
| Generalized Reduced Rank Tests using the Singular Value Decomposition |
| By Frank Kleibergen and Richard Paap |
| Presented by: Richard Paap, Erasmus University Rotterdam |
Session 9: Open Economy Monetary Policy |
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| Session Chair: K Shields, University of Melbourne |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 11:00 - 12:30 |
| Location: Yarra 1 |
| External Shocks and Monetary Policy: Does it Pay to Respond to Exchange Rate Deviations? |
| By Rodrigo Caputo |
| Presented by: Rodrigo Caputo, Central Bank of Chile |
| Is there a sufficient risk sharing between Australia and New Zealand? |
| By David Kim and Jeffrey Sheen |
| Presented by: David Kim, University of Sydney |
| Uncertainty and the open economy: a view through two different lenses |
| By Kirdan Lees |
| Presented by: Kirdan Lees, Reserve Bank of New Zealand |
| Two-sided Learning and Optimal Open Economy Monetary Policy |
| By Timothy Kam |
| Presented by: Timothy Kam, Australian National University |
Session 10: Applied Econometrics |
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| Session Chair: Bill Griffiths, University of Melbourne |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 11:00 - 12:30 |
| Location: Tower 2 |
| Estimating and Combining National Income Distributions using Limited Data |
| By Duangkamon Chotikapanich, William E. Griffiths, D.S. Prasada Rao |
| Presented by: Duangkamon Chotikapanich, Monash University |
| Productivity, Factor Accumulation and Social Networks: Theory and Evidence |
| By R. Quentin Grafton, Tom Kompas, P. Dorian Owen |
| Presented by: Dorian Owen, University of Otago |
| Housing Construction Cycles and Interest Rates |
| By Laura Berger-Thomson and Luci Ellis |
| Presented by: Laura Berger-Thomson, Reserve Bank of Australia |
| Modelling Tobacco Consumption with a Zero-Inflated Ordered Probit Model |
| By Mark Harris and Xueyan Zhao |
| Presented by: Mark Harris, Monash University |
Session 11: Search and Screening |
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| Session Chair: Jack Stecher, University of Minnesota |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 11:00 - 12:30 |
| Location: Swanston 2 |
| Labor Market Frictions, Job Insecurity and the Flexibility of the Employment Relationship |
| By Niko Matouschek, Paolo Ramezzana (University of Virginia), Fred Robert-Nicoud (University of Geneva) |
| Presented by: Niko Matouschek, Kellogg School of Management |
| Search and Endogenous Intermediation: A Model of the Merchant Trader |
| By Gautam Bose and Abhijit Sengupta |
| Presented by: Abhijit Sengupta, University of Sydney and York University |
| Lie Groups of Partial Differential Equations and Their Application to the Multidimensional Screening Problems |
| By Suren Basov |
| Presented by: Suren Basov, The Melbourne University |
Session 12: International Factor Movements |
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| Session Chair: Alan Woodland, University of Sydney |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 14:00 - 15:30 |
| Location: Yarra 2 |
| Measuring Spillovers from Alternative Forms of Foreign Investment |
| By Iyer, K., A. N. Rambaldi, K.K. Tang |
| Presented by: Krishna Iyer, University of Queensland |
| Temporary Tariffs and Capital Market Restrictions |
| By Saqib Jafarey, Sajal Lahiri |
| Presented by: Saqib Jafarey, City University, London |
| Trade and Migration to New Zealand |
| By John Bryant, Murat Genc and David Law |
| Presented by: David Law, New Zealand Treasury |
| Global Factor Trade with Differentiated Factor Prices and Factor Intensities |
| By Yun-kwong Kwok |
| Presented by: Yun-kwong Kwok, Deakin University |
Session 13: Drugs, Alcohol and Absenteeism |
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| Session Chair: Lisa Cameron, University of Melbourne |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 14:00 - 15:30 |
| Location: Ballroom C |
| Cannabis, Cocaine and Jobs |
| By Jan C. van Ours |
| Presented by: Jan van Ours, Tilburg University |
| Are There Differential Effects Of Price And Policy On College Students’ Drinking Intensity? |
| By Jenny Williams |
| Presented by: Jenny Williams, University of Melbourne |
| Alcohol Consumption in Australia: An Application of the Ordered Generalised Extreme Value Model |
| By Mark Harris, Preety Ramful and Xueyan Zhao |
| Presented by: Preety Ramful, Monash University |
| Industry Restructuring and Absenteeism. A Micoreconomteric Analysis Using Matched Employer-Employee Data. |
| By Astrid Grasdal, Kjell G. Salvanes and Kjell Vaage |
| Presented by: Kjell Vaage, University of Bergen |
Session 14: Market Microstructure and Thin Trading |
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| Session Chair: Param Silvapulle, Monash University |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 14:00 - 15:30 |
| Location: Ballroom A |
| A Model for Trade Frequency in the Presence of Announcements |
| By Lucy D. Gunn and Heather M. Anderson |
| Presented by: Lucy Gunn, Monash |
| Duration and Order Type Clusters |
| By Wing Lon NG |
| Presented by: Wing Lon NG, University of Muenster |
| Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average |
| By Basel Awartani, Valentina Corradi and Walter Distaso |
| Presented by: Walter Distaso, University of Exeter |
| Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case. |
| By Robert Brooks, Robert Faff, Tim Fry and Diana Maldonado |
| Presented by: Diana Maldonado, RMIT university |
Session 15: Markov Switching Models |
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| Session Chair: Catherine Forbes, Monash University |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 14:00 - 15:30 |
| Location: Tower 1 |
| Unit Root Tests with Markov-Switching |
| By Xiao Qin, Tan Gee Kwang, Randolph |
| Presented by: Qin Xiao, Nanyang Technological University |
| Beta Risk and Regime Shift in Market Volatility |
| By Roland G. Shami and Don U.A. Galagedera |
| Presented by: Roland Shami, Monash University |
Session 16: Aspects of Hypothesis Testing |
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| Session Chair: Murray Smith, University of Sydney |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 14:00 - 15:30 |
| Location: Ballroom B |
| Consistent Nonparametric Tests for Lorenz Dominance |
| By Garry F. Barrett and Stephen G. Donald |
| Presented by: Garry Barrett, University of N S W |
| Testing for Dependence in Non-Gaussian Time Series Data |
| By Brendan McCabe, Gael Martin and Keith Freeland |
| Presented by: Gael Martin, Monash University |
| Tests of Functional Form and Heteroscedasticity |
| By Z. L. Yang Y. K. Tse |
| Presented by: Zhenlin Yang, Singapore Management University |
| Maximal Invariant Likelihood Based Testing of Semi-Linear Models |
| By Jahar L. Bhowmik and Maxwell L. King |
| Presented by: Jahar Bhowmik, Monash University |
Session 17: Causality, Cointegration and Vector Autoregressions |
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| Session Chair: Jan Podivinsky, University of Southampton |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 14:00 - 15:30 |
| Location: Yarra 1 |
| The Consequences of Systematic Sampling on Granger Causality |
| By Gulasekaran Rajaguru and Tilak Abeysinghe |
| Presented by: Gulasekaran Rajaguru, Bond University |
| Are VAR Models Good Enough? |
| By George Athanasopoulos and Farshid Vahid |
| Presented by: Farshid Vahid, The Australian National University |
| Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE |
| By Chor-yiu SIN |
| Presented by: Chor-yiu SIN, |
| Temporal aggregation, causality distortions and a sign rule |
| By Gulasekaran Rajaguru and Tilak Abeysinghe |
| Presented by: Tilak Abeysinghe, National University of Singapore |
Session 18: The Life-Cycle, Wages and Consumption |
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| Session Chair: Guyonne Kalb, University of Melbourne |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 14:00 - 15:30 |
| Location: Flinders |
| Consumption Patterns around the Time of Retirement: Evidence from the Consumer Expenditure Surveys |
| By Aydogan Ulker |
| Presented by: Aydogan Ulker, Australian National University |
| The Wage Gap between Metropolitan and Non-metropolitan Areas |
| By Bonggeun Kim |
| Presented by: Bonggeun Kim, University of Canterbury |
| The male-female wage gap in France: an analysis using non-parametric methods |
| By Robert Breunig and Sandrine Rospabe |
| Presented by: Robert Breunig, Australian National University |
Session 19: Financial Crises and Contagion |
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| Session Chair: Paul Kofman, The University of Melbourne |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 14:00 - 15:30 |
| Location: Tower 2 |
| Extreme Value Theory and the Incidence of Currency Crises |
| By Victor Pontines, Ramkishen Rajan, and Reza Siregar |
| Presented by: Reza Siregar, University of Adelaide |
| On Synchronisation of Financial Crises |
| By Mardi Dungey, Jan Jacobs, Lestano |
| Presented by: Mardi Dungey, Australian National University |
| Empirical Modelling of Contagion: A Review of Methodologies |
| By Mardi Dungey, Renee A. Fry, Brenda Gonzalez-Hermosillo, and Vance L. Martin |
| Presented by: Renee Fry, Australian National University |
| Banking Crises: Prediction, Policy Implementation and Responses |
| By Ahmed M. Khalid and Lina Irawati |
| Presented by: Ahmed Khalid, Bond University |
Session 20: Information, Organisation, and Contract |
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| Session Chair: Vladimir Petkov, Victoria University of Wellington |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 14:00 - 15:30 |
| Location: Swanston 1 |
| The Mushroom Treatment: Information Suppression and Misrepresentation in Organizations |
| By David C. Croson, Thomas A. Weber |
| Presented by: David Croson, MIT Sloan School of Management |
| The Boundaries of the Firms as Information Barriers |
| By Eric Chou |
| Presented by: Eric Chou, The Chinese University of Hong Kong |
| Information Aggregation and Efficiency in Agency Contracts with Endogenous Externality |
| By Shingo Ishiguro |
| Presented by: Shingo Ishiguro, Osaka University |
| Vertical Contracting When Competition for Orders Precedes Procurement |
| By Joshua S Gans |
| Presented by: Joshua Gans, University of Melbourne |
Session 21: Product Differentiation, Price Adjustment, and Average-cost Pricing |
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| Session Chair: Hugh Sibly, University of Tasmania |
| Session type: contributed |
| Date: July 7, 2004 |
| Time: 14:00 - 15:30 |
| Location: Swanston 2 |
| The Nature of Equilibria under Noncollusive Product Design and Collusive Pricing |
| By Kali P. Rath and Gongyun Zhao |
| Presented by: Kali Rath, University of Notre Dame |
| The different consumption functions of products and product differentiation |
| By Waka Cheung, Yew-Kwang Ng |
| Presented by: Waka Cheung, Monash University |
| Price Adjustment with Price Conjectures |
| By Michael Olive |
| Presented by: Michael Olive, Macquarie University |
| Average-cost Pricing, Increasing Returns, and Optimal Output in a Model With Home and Market Production |
| By Yew-Kwang Ng and Dingsheng Zhang |
| Presented by: Dingsheng Zhang, Monash University |
Session 22: A W Phillips Lecture |
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| Session Chair: Maxwell King, Monash University |
| Session type: invited |
| Date: July 7, 2004 |
| Time: 16:00 - 17:15 |
| Location: Ballroom ABC |
| Identification of sensitivity to variation in endogenous variables |
| By Andrew Chesher |
| Presented by: Andrew Chesher, University College London |
Session 23: Presidential Address |
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| Session Chair: Peter Bardsley, The University of Melbourne |
| Session type: invited |
| Date: July 8, 2004 |
| Time: 8:30 - 9:45 |
| Location: Ballroom ABC |
| Dilemmas of An Economic Theorist |
| By Ariel Rubinstein |
| Presented by: Ariel Rubinstein, Tel Aviv University |
Session 24: Household Behaviour in Developing Countries |
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| Session Chair: Ranjan Ray, Univ. of Tasmania |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 10:15 - 11:20 |
| Location: Ballroom C |
| Marriage Market, Parents' Bargaining Powers, and Children's Nutrition and Education |
| By Cheolsung Park |
| Presented by: Cheolsung Park, National University of Singapore |
| Private Transfers and the Crowding Out Hypothesis: Semiparametric and Threshold Regression Evidence from Four Developing Countries |
| By John Gibson, Trinh Le, Susan Olivia, Scott Rozelle |
| Presented by: John Gibson, Williams College |
| Derivation of Nutrient Prices from Household level Food Expenditure Data: Methodology and Applications |
| By Dipankor Coondoo, Geoffrey Lancaster, Amita Majumder and Ranjan Ray |
| Presented by: Geoffrey Lancaster, University of Tasmania |
Session 25: R&D, Credit Rating and Commodity Futures |
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| Session Chair: Paul Kofman, The University of Melbourne |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 10:15 - 11:20 |
| Location: Tower 1 |
| R&D, Agency Costs and Capital Structure: International Evidence |
| By Robert Brooks and Sinclair Davidson |
| Presented by: Robert Brooks, RMIT |
| Rating Timing Differences between the two Leading Agencies: |
| By Emawtee Bissoondoyal-Bheenick |
| Presented by: Emawtee Bissoondoyal, RMIT University |
| Pricing LME Commodity Futures Contracts |
| By Richard Heaney |
| Presented by: Richard Heaney, RMIT University |
Session 26: Applied Macroeconomic Modelling |
|---|
| Session Chair: Mardi Dungey, Australian National University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 10:15 - 11:20 |
| Location: Ballroom B |
| Models of foreign exchange intervention: Estimation and testing |
| By Bryan W. Brown; Douglas J. Hodgson |
| Presented by: Douglas Hodgson, University of Quebec at Montreal |
| Monetary Policy and Capital Accumulation Processes :How did the FED react to the Transition Phases ? |
| By Paolucci Frank |
| Presented by: Frank Paolucci, cnrs |
Session 27: Forecasting I |
|---|
| Session Chair: Esther Ruiz, Universidad Carlos III de Madrid |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 10:15 - 11:20 |
| Location: Ballroom A |
| A Constrained State-Space Approach to the Prediction of Comparable Real Income Across Countries |
| By Rambaldi, A.N., D.S.P Rao, H.E. Doran |
| Presented by: Alicia Rambaldi, Univeristy of Queensland |
| A Smooth Test for Density Forecast Evaluation |
| By Anil K. Bera and Aurobindo Ghosh |
| Presented by: Aurobindo Ghosh, Singapore Management University |
| Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts |
| By Kajal Lahiri and Fushang Liu |
| Presented by: Kajal Lahiri, University at Albany, SUNY |
Session 28: Fiscal Policy |
|---|
| Session Chair: Timothy Kam, Australian National University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 10:15 - 11:20 |
| Location: Yarra 1 |
| The Dynamic Process of Tax Reform |
| By Alan Krause |
| Presented by: Alan Krause, University of California (Riverside) |
| Demand Side Shocks and Macroeconomic Policy |
| By Maciej K. Dudek |
| Presented by: Maciej Dudek, National Bank of Poland and Main School of Commerce |
| Default on Government Debt and Exchange Rate Dynamics |
| By Timo Henckel |
| Presented by: Timo Henckel, Australian National University |
Session 29: Empirical Time Series |
|---|
| Session Chair: Don Harding, The University of Melbourne |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 10:15 - 11:20 |
| Location: Yarra 2 |
| Fractional Output Convergence, with an Application to Nine Developed Countries |
| By Arielle Beyaert |
| Presented by: Arielle Beyaert, University of Murcia |
| Inside and Outside Bounds: Threshold Estimates of the Phillips Curve |
| By Michelle L. Barnes and Giovanni P. Olivei |
| Presented by: Michelle Barnes, Federal Reserve Bank of Boston |
| Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting |
| By J. Engel, D. Haugh and A. Pagan |
| Presented by: Adrian Pagan, Australian National University |
Session 30: Survey Data |
|---|
| Session Chair: Tim Fry, RMIT University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 10:15 - 11:20 |
| Location: Flinders |
| The gap between macro and micro economic statistics: Estimation of the misreporting model using micro-data sets derived from the Consumer Expenditure Survey |
| By Atsushi Maki and Thesia I. Garner |
| Presented by: Atsushi Maki, Keio University |
| Monotonicity Conditions and Inequality Imputation for Sample Selection and Non-Response Problems |
| By Lee, Myoung-jae |
| Presented by: Myoung-jae Lee, Singapore Management University |
| Does Innovation Cause Exports? Evidence from Exogenous Innovation Impulses and Obstacles Using German Micro Data |
| By Stefan Lachenmaier; Ludger Woessmann |
| Presented by: Stefan Lachenmaier, ifo Institute, Munich |
Session 31: Bargaining, Delegation, and Business Language |
|---|
| Session Chair: David Croson, MIT Sloan School of Management |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 10:15 - 11:20 |
| Location: Swanston 1 |
| Sequential Bilateral Bargaining and the Shapley value |
| By Catherine de Fontenay, Joshua Gans |
| Presented by: Catherine de Fontenay, University of Melbourne |
| Delegated Management in Dynamic Oligopolies |
| By Vladimir Petkov |
| Presented by: Vladimir Petkov, Victoria University of Wellington |
| Business Language for Agents with Asymmetric Perceptions |
| By Jack Stecher |
| Presented by: Jack Stecher, University of Minnesota |
Session 32: Oligopoly |
|---|
| Session Chair: Eric Chou, The Chinese University of Hong Kong |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 10:15 - 11:20 |
| Location: Swanston 2 |
| Optimal Pollution Tax in Cournot Oligopsonistic Oligopoly |
| By Koji Okuguchi |
| Presented by: Koji Okuguchi, Gifu Shotoku Gakuen University |
| Vertical Control and Horizontal Coordination in Dynamic Oligopoly Pricing: Empirical Evidence from a Natural Supergame Experiment in Gasoline Markets |
| By Zhongmin Wang |
| Presented by: Zhongmin Wang, Monash University |
| A Dynamic Game on Renewable Natural Resource Exploitation |
| By Shinji Kobayashi |
| Presented by: Shinji Kobayashi, Nihon University |
Session 33: Policy Design |
|---|
| Session Chair: Richard Cornes, University of Nottingham |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 10:15 - 11:20 |
| Location: Tower 2 |
| A Model of Grants Distribution: A Screening Approach |
| By P. Bardsley and S. Basov |
| Presented by: Peter Bardsley, The University of Melbourne |
| Internalisation of Transport Noise Externalities: Activity Disturbance Pricing and Implementation |
| By Ernestine M. A. Gross |
| Presented by: Ernestine Gross, Macquarie University |
| Sensitivity To Tax Revenues and Optimal Anti-piracy Policy Instruments |
| By D Banerjee |
| Presented by: Dyuti Banerjee, Bond University |
Session 34: Development Macroeconomics |
|---|
| Session Chair: Russell Smyth, Monash University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 11:30 - 12:35 |
| Location: Ballroom C |
| Institutions and Economic Growth: A Systems Approach |
| By Mehmet Ulubasoglu and Chris Doucouliagos |
| Presented by: Mehmet Ulubasoglu, Deakin University |
| ICT Diffusion and Economic Growth in New Zealand |
| By Kenneth I. Carlaw and Les T. Oxley |
| Presented by: Kenneth Carlaw, University of Canterbury |
| Music Product as a Durable Good and Online Piracy |
| By Sougata Poddar |
| Presented by: Sougata Poddar, National University of Singapore |
Session 35: Returns to Education |
|---|
| Session Chair: Lisa Farrell, University of Melbourne |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 11:30 - 12:35 |
| Location: Flinders |
| Measuring the consumption value of higher education |
| By Annette Alstadsæter |
| Presented by: Annette Alstadsaeter, Statistics Norway |
| The Impact Of Early Schooling On Subsequent Literacy And Numeracy Performance - Estimates From A Policy-Induced 'Natural' Experiment |
| By Chris Ryan |
| Presented by: Chris Ryan, SPEAR |
| Determinants of Poverty in Eritrea: A Household level Analysis |
| By Eyob Fissuh & Mark Harris |
| Presented by: Eyob Fissuh, Monash University |
Session 36: Filtering and Simulation Methods |
|---|
| Session Chair: Vance Martin, University of Melbourne |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 11:30 - 12:35 |
| Location: Ballroom A |
| Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility |
| By Adam E. Clements, Stan Hurn and Scott I. White |
| Presented by: Adam Clements, Queensland University of Technology |
| Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data |
| By Chris Strickland, Catherine Forbes and Gael Martin |
| Presented by: Chris Strickland, Monash University |
| Analysis of the predictive ability of information accumulated over nights, weekends and holidays |
| By Ilias Tsiakas |
| Presented by: Ilias Tsiakas, Warwick Business School |
Session 37: Measurement Error and Finite Sample Inference |
|---|
| Session Chair: Roland Shami, Monash University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 11:30 - 12:35 |
| Location: Tower 2 |
| Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test |
| By Jae H. Kim |
| Presented by: Jae Kim, Monash University |
| Overcoming Measurement Error Problems in the use of Survey Data on Expectations |
| By Kevin Lee and Kalvinder Shields |
| Presented by: K Shields, University of Melbourne |
| Seasonality, Cycles and Unit Roots |
| By Sune Karlsson and Mickael Salabasis |
| Presented by: Sune Karlsson, Stockholm School of Economics |
Session 38: Forecasting II |
|---|
| Session Chair: Alicia Rambaldi, Univeristy of Queensland |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 11:30 - 12:35 |
| Location: Tower 1 |
| Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach |
| By Hwee Kwan Chow and Keen Meng Choy |
| Presented by: Hwee Kwan Chow, Singapore Management University |
| Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? |
| By Prasad S. Bhattacharya and Dimitrios D. Thomakos |
| Presented by: Prasad Bhattacharya, Florida International University |
Session 39: Econometric Methods |
|---|
| Session Chair: Colin McKenzie, Keio University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 11:30 - 12:35 |
| Location: Ballroom B |
| Confidence bounds for the extremum determined by a quadratic regression |
| By Joe Hirschberg and Jenny Lye |
| Presented by: Joe Hirschberg, University of Melbourne |
| Estimating Structural Change in Linear Simultaneous Equations |
| By Huang Weihong, Zhang Yang |
| Presented by: Yang Zhang, Nanyang Technological University |
Session 40: Macroeconometric Models |
|---|
| Session Chair: Andrew Weiss, Australian National University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 11:30 - 12:35 |
| Location: Yarra 1 |
| Comparing Empirical Models of the Euro Economy |
| By Kenneth F. Wallis |
| Presented by: Kenneth Wallis, University of Warwick |
| The exchange rate - how should we respond? A new-Keynesian modelling exercise |
| By Dominick Stephens |
| Presented by: Dominick Stephens, Reserve Bank of New Zealand |
| The Aggregate Production Function in the Treasury Macroeconomic (TRYM) Model |
| By John Clark, Yeon Kim, Leanne Neo, Jim Thomson, Petar Vujanovic |
| Presented by: Jim Thomson, Australian Treasury |
Session 41: Monetary Policy, Inflation |
|---|
| Session Chair: Peter Stemp, University of Melbourne |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 11:30 - 12:35 |
| Location: Yarra 2 |
| Monetary Magic? How the Fed Improved the Supply Side of the Economy |
| By Tamim Bayoumi and Silvia Sgherri |
| Presented by: Silvia Sgherri, International Monetary Fund |
| Forecasting US Inflation Using Model Averaging |
| By Dick van Dijk |
| Presented by: Dick van Dijk, Erasmus University Rotterdam |
| Liquidity Effects, Variable Time Preference, and Optimal Monetary Policy |
| By Radhika Lahiri |
| Presented by: Radhika Lahiri, Queensland University of Technology |
Session 42: Growth |
|---|
| Session Chair: Pushkar Maitra, Monash University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 11:30 - 12:35 |
| Location: Swanston 1 |
| A Welfare Analysis of Growth Models with Endogenous Innovation |
| By William Schworm |
| Presented by: William Schworm, University of New South Wales |
| A Simple Dynamic Model of Big-push |
| By Ian H.K. Leow |
| Presented by: Ian Leow, AGSM, University of New South Wales |
| Factor Intensity reversal and Chaos I |
| By Aditya Goenaka, Odile Poulsen |
| Presented by: Odile Poulsen, Aarhus School of Business |
Session 43: Overconfidence, Loss Aversion, and Mental Accounting |
|---|
| Session Chair: Vai-Lam Mui, Monash University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 11:30 - 12:35 |
| Location: Swanston 2 |
| Rational overconfidence and excess volatility in General Equilibrium |
| By Carsten Krabbe Nielsen |
| Presented by: Carsten Nielsen, University Cattolica |
| Loss Aversion, Price and Quality |
| By Hugh Sibly |
| Presented by: Hugh Sibly, University of Tasmania |
| Non-Fungibility and Mental Accounting: A Model of Bounded Rationality with Sunspot |
| By Aditya Goenka |
| Presented by: Aditya Goenka, University of Essex |
Session 44: Special Invited: Experimental Economics |
|---|
| Session Chair: Lata Gangadharan, University of Melbourne |
| Session type: invited |
| Date: July 8, 2004 |
| Time: 13:45 - 15:15 |
| Location: Swanston 2 |
| An Experimental Study of Price Dispersion in a Search Model with Advertising |
| By Timothy N. Cason and Shakun Datta |
| Presented by: Timothy Cason, Purdue University |
| Experimental Economics and Other-Regarding Preferences: Public Goods Experiments |
| By Rachel Croson |
| Presented by: Rachel Croson, University of Pennsylvania |
Session 45: Special Invited: Nonlinear Modelling |
|---|
| Session Chair: Heather Anderson, Australian National University |
| Session type: invited |
| Date: July 8, 2004 |
| Time: 13:45 - 15:15 |
| Location: Ballroom A |
| A Time Series Model for an Exchange Rate in a Target Zone with Applications |
| By Timo Terasvirta |
| Presented by: Timo Terasvirta, Stockholm School of Economics |
| Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity |
| By Stan Hurn |
| Presented by: A Stan Hurn, Queensland University of Technology |
Session 46: Special Invited: Panel Data |
|---|
| Session Chair: Farshid Vahid, The Australian National University |
| Session type: invited |
| Date: July 8, 2004 |
| Time: 13:45 - 15:15 |
| Location: Ballroom B |
| Testing for Serial Correlation, Spatial Autocorrelation and Random Effects |
| By Badi H. Baltagi, Seuck Heun Song, Byoung Cheol Jung and Won Koh |
| Presented by: Badi Baltagi, Texas A&M University |
| Likelihood Based Estimation in a Panel Setting |
| By Peter Schmidt |
| Presented by: Peter Schmidt, Michigan State University |
Session 47: Special Invited: Productivity |
|---|
| Session Chair: Mita Bhattacharya, Monash University |
| Session type: invited |
| Date: July 8, 2004 |
| Time: 13:45 - 15:15 |
| Location: Ballroom C |
| Estimation and Decomposition of TFP Growth in the Presence of Inefficiency and Production Risk |
| By Subal Kumbhakar |
| Presented by: Subal Kumbhakar, SUNY Binghamton |
| Malmquist, Fisher and Tornqvist Productivity Indexes |
| By Knox Lovell |
| Presented by: C.A. Knox Lovell, University of Georgia |
Session 48: Education |
|---|
| Session Chair: Gautam Bose, University of New South Wales |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 15:45 - 17:15 |
| Location: Ballroom C |
| Why Children Work, Attend School, or Stay Idle: Theory and Evidence |
| By Priya Ranjan |
| Presented by: Priya Ranjan, UC-Irvine |
| What Accounts for International Differences in Student Performance? A Re-examination using PISA Data |
| By Thomas Fuchs, Ludger Woessmann |
| Presented by: Thomas Fuchs, Ifo Institute for Economic Research |
| Language and Labour in South Africa. A New Approach for a New South Africa |
| By Katy Cornwell |
| Presented by: Katy Cornwell, Monash University |
| Does Child Labour Affect School Attendance and School Performance?Multi Country Evidence on SIMPOC data |
| By Ranjan Ray and Geoffrey Lancaster |
| Presented by: Ranjan Ray, Univ. of Tasmania |
Session 49: Political Economy |
|---|
| Session Chair: William Greene, New York University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 15:45 - 17:15 |
| Location: Flinders |
| Lines in the Sand on the Australian Political Beach |
| By Sinclair Davidson, Lisa Farrell and Tim R.L. Fry |
| Presented by: Tim Fry, RMIT University |
| Political Competition, Welfare Outcomes and Expenditures on Human Development: The Experience of a Democracy |
| By Arnab Gupta and Richard Damania |
| Presented by: Arnab Gupta, University of Adelaide |
| Off with their heads: Terrorism and electoral support for capital punishment in Australia |
| By Sinclair Davidson, Lisa Farrell, Clare Felvus and Tim R. L. Fry |
| Presented by: Lisa Farrell, University of Melbourne |
| Dead Man Walking: An Empirical Reassessment of the Deterrent Effect of Capital Punishment Using the Bounds Testing Approach to Cointegration |
| By Paresh Kumar Narayan and Russell Smyth |
| Presented by: Russell Smyth, Monash University |
Session 50: Dynamic Stock Market Models |
|---|
| Session Chair: Jonathan Dark, Monash University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 15:45 - 17:15 |
| Location: Tower 1 |
| Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model |
| By George Milunovich |
| Presented by: George Milunovich, UNSW |
| The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners |
| By Abdulnasser Hatemi-J and Eduardo D. Roca |
| Presented by: Eduardo Roca, Griffith University (Nathan Campus) |
| A VECM Model of Stockmarket Returns |
| By Nagaratnam J Sreedharan |
| Presented by: Nagaratnam Sreedharan, University of Tasmania |
| Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices |
| By M. Angeles Carnero, Siem Jan Koopman and Marius Ooms |
| Presented by: M. Angeles Carnero, Universidad de Alicante |
Session 51: Volatility Modelling |
|---|
| Session Chair: Gael Martin, Monash University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 15:45 - 17:15 |
| Location: Ballroom A |
| Asymmetry, Loss Aversion and Forecasting |
| By Shaun A. Bond and Stephen E. Satchell |
| Presented by: Shaun Bond, University of Cambridge |
| Forward looking information in S&P 500 options |
| By Ralf Becker, Adam E Clements and Scott I White |
| Presented by: Ralf Becker, Queensland University of Technology |
| Effects of Level Outliers on the Identification and Estimation of GARCH Models |
| By M.A. Carnero, D. Pereira and E. Ruiz |
| Presented by: Esther Ruiz, Universidad Carlos III de Madrid |
| The Mean Variance Mixing GARCH (1,1) model |
| By Anders Eriksson and Lars Forsberg |
| Presented by: Anders Eriksson, |
Session 52: Issues In Non-parametric Methods |
|---|
| Session Chair: Robert Breunig, Australian National University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 15:45 - 17:15 |
| Location: Ballroom B |
| Robustness of a semiparametric estimator of a copula |
| By Gunky Kim, Mervyn J. Silvapulle and Param Silvapulle |
| Presented by: Gunky Kim, Monash University |
| Using turning point information to study economic dynamics |
| By Don Harding |
| Presented by: Don Harding, The University of Melbourne |
| Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications |
| By Minxian Yang |
| Presented by: Minxian Yang, University of New South Wales |
| Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC |
| By Xibin Zhang, Maxwell L. King, and Rob L. Hyndman |
| Presented by: Xibin Zhang, Monash University |
Session 53: Sharing Rules, Public Goods, and Political Economy |
|---|
| Session Chair: Catherine de Fontenay, University of Melbourne |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 15:45 - 17:15 |
| Location: Swanston 2 |
| Mixed sharing rules |
| By Richard Cornes and Roger Hartley |
| Presented by: Richard Cornes, University of Nottingham |
| Country size and public good provision |
| By K Staal |
| Presented by: Klaas Staal, Tinbergen Institute |
| The Politics of WTO Enforcement Mechanisms |
| By Pao-Li Chang |
| Presented by: Pao-Li Chang, Singapore Management University |
| Bureaucratic Provision: Influencing vs. Lying |
| By Samarth Vaidya |
| Presented by: Samarth Vaidya, Deakin University |
Session 54: Sectoral and International Business Cycles |
|---|
| Session Chair: Guay Lim, |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 15:45 - 17:15 |
| Location: Yarra 1 |
| International Business Cycles: Evidence from Capital Coefficient Based Measures of Capacity Utilisation |
| By Michael Graff |
| Presented by: Michael Graff, Reserve Bank of New Zealand |
| A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production |
| By D. Fok, D. van Dijk, P.H. Franses |
| Presented by: Dennis Fok, Econometric Institute |
| Co-movement of Australian State Business Cycles |
| By David Norman and Thomas Walker |
| Presented by: Thomas Walker, Reserve Bank of Australia |
Session 55: Productivity |
|---|
| Session Chair: C.A. Knox Lovell, University of Georgia |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 15:45 - 17:15 |
| Location: Yarra 2 |
| A Dynamic Approach to Estimate the Efficiency of U.S. Electric Utilities |
| By Supawat Rungsuriyawiboon |
| Presented by: Supawat Rungsuriyawiboon, University of Queensland |
| Australia's Firm-level Productivity - a New Perspective |
| By Robert Breunig, Marn-Heong Wong |
| Presented by: Marn Heong Wong, Australian National University |
| On the Estimation of Returns to Scale, Technical Progress and Monopolistic Markups |
| By W. Erwin Diewert and Kevin J. Fox |
| Presented by: Kevin Fox, University of New South Wales |
| Stochastic Frontier Models With Correlated Error Components |
| By Murray D Smith |
| Presented by: Murray Smith, University of Sydney |
Session 56: Modelling in Financial Markets |
|---|
| Session Chair: Mardi Dungey, Australian National University |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 15:45 - 17:15 |
| Location: Tower 2 |
| International linkage of real interest rates: the case of East Asian countries |
| By Philip I. Ji and Jae H. Kim |
| Presented by: Philip Inyeob Ji, University of Sydney |
| Do the Stock Markets of South Asia Follow a Random Walk? |
| By Arusha Cooray |
| Presented by: Arusha Cooray, University of Tasmania |
| The Effect of Exchange Rate Uncertainty on US Imports from the UK: Consistent OLS Estimation with Volatility Measured by An ARCH-type Model |
| By Chongcheul Cheong, Maozu Lu and Jan M. Podivinsky |
| Presented by: Jan Podivinsky, University of Southampton |
| Exchange Rate Regimes for the New Member States of the European Union |
| By Jose Garcia-Solanes and Ramon Maria-Dolores |
| Presented by: Jose Garcia Solanes, Universidad de Murcia |
Session 57: Experimental Economics II |
|---|
| Session Chair: Steven Tucker, University of Canterbury |
| Session type: contributed |
| Date: July 8, 2004 |
| Time: 15:45 - 17:15 |
| Location: Swanston 1 |
| Estimating Risk Attitudes in Denmark |
| By Glenn W. Harrison, Morten I. Lau and E. Elisabet Rutstrom |
| Presented by: Morten Lau, CEBR |
| Inferring decision processes from economic experiments |
| By Marco Castillo, Philip Cross |
| Presented by: Philip Cross, Georgetown University |
| An Experimental Analysis of Third-Party Response to Corruption |
| By Ananish Chaudhuri, Nisvan Erkal, Lata Gangadharan |
| Presented by: Nisvan Erkal, University of Melbourne |
| Uncertainty and Resistance to Reform in Laboratory Participation Games |
| By Timothy N. Cason and Vai-Lam Mui |
| Presented by: Vai-Lam Mui, Monash University |
Session 58: Jacob Marschak Lecture |
|---|
| Session Chair: Adrian Pagan, Australian National University |
| Session type: invited |
| Date: July 9, 2004 |
| Time: 9:00 - 10:15 |
| Location: Ballroom ABC |
| Asset Return Volatility, High-Frequency Data, and the New Financial Econometrics |
| By Francis X. Diebold |
| Presented by: Francis Diebold, University of Pennsylvania |
Session 59: Income and Health |
|---|
| Session Chair: Jongsay Yong, University of Melbourne |
| Session type: contributed |
| Date: July 9, 2004 |
| Time: 10:45 - 12:15 |
| Location: Ballroom C |
| The Relationship Between Economic Conditions, Access to Health Care, and Health Outcomes |
| By Arild Aakvik |
| Presented by: Arild Aakvik, University of Bergen |
| Determinants of Health - How Important Is Income? - Evidence from Uganda |
| By David Lawson |
| Presented by: David Lawson, University of Manchester |
| Is Health Care a Necessity or a Luxury? Evidence from Local Quantile Regressions |
| By Mei-Yuan Chen and Chiu-Kuei Chang |
| Presented by: Mei-Yuan Chen, National Chung Hsing University |
| Estimating the causal effect of income on health: Evidence from post-reunification Germany |
| By Paul Frijters, John Haisken-DeNew and Michael A. Shields |
| Presented by: Michael Shields, University of Melbourne |
Session 60: Labour Market Outcomes |
|---|
| Session Chair: Alan Duncan, University of Nottingham |
| Session type: contributed |
| Date: July 9, 2004 |
| Time: 10:45 - 12:15 |
| Location: Flinders |
| New Zealand Labour Supply from 1991-2001: an analysis based on a discrete choice structural utility model |
| By Guyonne Kalb and Rosanna Scutella |
| Presented by: Guyonne Kalb, University of Melbourne |
| Parallel Lives: Birth, Childhood and Adolescent Influences on Career Paths |
| By Michael Anyadike-Danes and Duncan McVicar |
| Presented by: Duncan McVicar, Queens University Belfast |
| Health status and labour force participation: evidence from HILDA data |
| By Lixin Cai and Guyonne Kalb |
| Presented by: Lixin Cai, The University of Melbourne |
| Do Migrants get Good Jobs? New Migrant Settlement in Australia |
| By P.N.(Raja) Junankar and Stephane Mahuteau |
| Presented by: Pramod (Raja) Junankar, University of Western Sydney |
Session 61: Interest Rate Models |
|---|
| Session Chair: Anthony Hall, University of Technology Sydney |
| Session type: contributed |
| Date: July 9, 2004 |
| Time: 10:45 - 12:15 |
| Location: Ballroom A |
| Estimation of the Volatility Structure of the Fixed Income Market |
| By Carl Chiarella and Thuy Duong To |
| Presented by: Thuy Duong To, University of Technology, Sydney |
| Modeling Yield-Factor Volatility |
| By Christophe Parignon and Daniel R. Smith |
| Presented by: Daniel Smith, Simon Fraser University |
| Profiting from Mean-Reverting Yield Curve Trading Strategies |
| By Choong-Tze Chua, Winston T.H. Koh, Krishna Ramaswamy |
| Presented by: Winston Koh, Singapore Management University |
| Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model |
| By Lin Luo and Farshid Vahid |
| Presented by: Lin Luo, Monash University |
Session 62: Annuities, Taxation and Banking |
|---|
| Session Chair: Susan Thorp, University of New South Wales |
| Session type: contributed |
| Date: July 9, 2004 |
| Time: 10:45 - 12:15 |
| Location: Tower 1 |
| Annuitization and Asset Allocation with HARA Utlity |
| By Geoffrey Kingston, Susan Thorp |
| Presented by: Geoffrey Kingston, University of New South Wales |
| Dividend taxation and Corporate investment: A comparative study between the classical system and imputation system of dividend taxation in the United States and Australia. |
| By Bhavish Jugurnath, Mark Stewart and Robert Brooks |
| Presented by: Bhavish Jugurnath, RMIT University |
| The Impact of Bank Entry in the Japanese Corporate Bond Underwriting Market |
| By Sumiko Takaoka and C.R. McKenzie |
| Presented by: Colin McKenzie, Keio University |
| Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data |
| By Hirofumi Uchida and Ryuichi Nakagawa |
| Presented by: Hirofumi Uchida, Wakayama University |
Session 63: Modelling Long Memory Processes |
|---|
| Session Chair: Rodney Wolff, QUT |
| Session type: contributed |
| Date: July 9, 2004 |
| Time: 10:45 - 12:15 |
| Location: Ballroom B |
| How Can We Define the Long Memory Concept? An Econometric Survey |
| By Dominique Guegan |
| Presented by: Dominique Guegan, Ecole Normale Superieure de Cachan |
| Another Characterization of Long Memory Behavior |
| By Jerome J Collet, Dominique Guegan |
| Presented by: Jerome Collet, QUT |
| Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory. |
| By Anurag Banerjee |
| Presented by: Anurag Banerjee, University of Southampton |
| Effect of Moments on Aggregation and Long Memory in Inflation |
| By Taner M. Yigit and Kenneth Hightower |
| Presented by: Taner Yigit, Bilkent University |
Session 64: Household Decisions, Labour Productivity, and Housing Affordability |
|---|
| Session Chair: Zhongmin Wang, Monash University |
| Session type: contributed |
| Date: July 9, 2004 |
| Time: 10:45 - 12:15 |
| Location: Swanston 1 |
| The Household, Time Use and the Sharing Rule |
| By Robert Breunig, Patricia Apps, Ray Rees |
| Presented by: Robert Breunig, Australian National University |
| Intertemporal Equivalence Scales: Measuring the Life-Cycle Costs of Children |
| By Paul Blacklow |
| Presented by: Paul Blacklow, University of Tasmania |
| Labour Productivity, Import Competition and Market Structure in Australian Manufacturing |
| By Mita Bhattacharya, Harry Bloch and James Ted McDonald |
| Presented by: Mita Bhattacharya, Monash University |
| Housing Affordability Options for First Home Owner-Occupiers in Australia: A Simulation Analysis |
| By Ross Guest |
| Presented by: Ross Guest, Griffith University |
Session 65: Time Series Decompositions |
|---|
| Session Chair: Renee Fry, Australian National University |
| Session type: contributed |
| Date: July 9, 2004 |
| Time: 10:45 - 12:15 |
| Location: Yarra 1 |
| Cyclical components in economic time series: A Bayesian approach |
| By Andrew Harvey, Thomas Trimbur, Herman K. van Dijk |
| Presented by: Herman van Dijk, Erasmus University Rotterdam |
| Estimating the Output Gap : A Kalman Filter Approach |
| By Ozer Karagedikli and L. Christopher Plantier |
| Presented by: Ozer Karagedikli, Reserve Bank of New Zealand |
| Single Source of Error State Space Approach to the Beveridge Nelson Decomposition |
| By Heather Anderson, Ralph Snyder and Chin Nam Low |
| Presented by: Heather Anderson, Australian National University |
| Reduced Rank Vector Exponential Smoothing |
| By Ashton de Silva |
| Presented by: Ashton de Silva, Monash University |
Session 66: Production and Demand |
|---|
| Session Chair: Keith McLaren, Monash University |
| Session type: contributed |
| Date: July 9, 2004 |
| Time: 10:45 - 12:15 |
| Location: Yarra 2 |
| Intertemporal Consumption and Consumer Demand |
| By H. Youn Kim, Russel J. Cooper and Keith R. McLaren |
| Presented by: H. Youn Kim, Monash University |
| Market Response Analysis: The Demand System versus Non-Restricted Marketing Models |
| By Tie Wang |
| Presented by: Tie Wang, Monash University |
| Building Gorman's Nest |
| By Jeffrey T. LaFrance, Timothy K. M.Beatty, Rulon D. Pope |
| Presented by: Jeffrey LaFrance, University of California - Berkeley |
| Telecommunications Adoption Versus Adjustment Costs in an Era of Major Technological Change |
| By Russel J Cooper |
| Presented by: Russel Cooper, University of Western Sydney |
Session 67: Networks |
|---|
| Session Chair: Ralph-C Bayer, Adelaide University |
| Session type: contributed |
| Date: July 9, 2004 |
| Time: 10:45 - 12:15 |
| Location: Swanston 2 |
| Duopolistic Competition between Independent and Collaborative Business-to-Business Marketplaces |
| By Kai Suelzle |
| Presented by: Kai Suelzle, Ifo Institute for Economic Research at the University of Munich |
| Why is on-net traffic cheaper than off-net traffic? Access markup as a collusive device and a barrier to entry. |
| By Tommy Staahl Gabrielsen and Steinar Vagstad |
| Presented by: Tommy Gabrielsen, University of Bergen |
| Welfare Properties of Network Bypass |
| By Richard Martin |
| Presented by: Richard Martin, Victoria University of Wellington |
| Network Investment and Competition with Access-to-Bypass |
| By Keiichi Hori, Keizo Mizuno |
| Presented by: Keizo Mizuno, Kwansei Gakuin University |
Session 68: Spurious Regression and Unit Roots |
|---|
| Session Chair: Minxian Yang, University of New South Wales |
| Session type: contributed |
| Date: July 9, 2004 |
| Time: 10:45 - 12:15 |
| Location: Tower 2 |
| An Alternative Estimation of Spurious Regression Model |
| By Shahidur Rahman |
| Presented by: Shahidur Rahman, Nanyang Technological University |
| LM-Type tests for a Unit Root Allowing for a Break in Trend |
| By Luis C. Nunes |
| Presented by: Luis Nunes, Univ. Nova Lisboa |
| The Changing Malaysian Financial Environment and the Effects on Its Monetary Policy Transmission Mechanism |
| By Mala Valliammai Raghavan |
| Presented by: Mala Raghavan, RMIT |
| Modified Tests for a Change in Persistence |
| By Stephen Leybourne, David Harvey, Robert Taylor |
| Presented by: Stephen Leybourne, |
Session 69: Special Invited: Computable General Equilibrium Modelling |
|---|
| Session Chair: Keith McLaren, Monash University |
| Session type: invited |
| Date: July 9, 2004 |
| Time: 13:45 - 15:15 |
| Location: Swanston 2 |
| How Food Policy Affects the Poor: A General Equilibrium Analysis for Indonesia |
| By Peter Warr |
| Presented by: Peter Warr, Australian National University |
| The US economy from 1992 to 1998: historical and decomposition simulations with the USAGE model |
| By Peter Dixon and Maureen Rimmer |
| Presented by: Peter Dixon, Monash University |
Session 70: Special Invited: Financial Econometrics |
|---|
| Session Chair: Vance Martin, University of Melbourne |
| Session type: invited |
| Date: July 9, 2004 |
| Time: 13:45 - 15:15 |
| Location: Ballroom A |
| Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching |
| By Allan Timmermann and Massimo Guidolin, University of Virginia |
| Presented by: Allan Timmermann, University of California, San Diego |
| Some Bootstrap Tests for Non-linearity and Long Memory in Financial Time Series |
| By Rodney C Wolff, Adrian G Barnett |
| Presented by: Rodney Wolff, QUT |
Session 71: Special Invited: Forecasting and Signal Extraction |
|---|
| Session Chair: Rob Hyndman, Monash University |
| Session type: invited |
| Date: July 9, 2004 |
| Time: 13:45 - 15:15 |
| Location: Ballroom B |
| Unpredictability and the Foundations of Economic Forecasting |
| By David F. Hendry |
| Presented by: David Hendry, Oxford University |
| Trend estimation, signal-noise ratios and the frequency of observations |
| By Andrew Harvey |
| Presented by: Andrew Harvey, University of Cambridge |
Session 72: Special Invited: Microeconometrics |
|---|
| Session Chair: Mark Harris, Monash University |
| Session type: invited |
| Date: July 9, 2004 |
| Time: 13:45 - 15:15 |
| Location: Ballroom C |
| Accounting For Unobservables In Production Models: Management And Inefficiency |
| By Bill Greene with Antonio Alvarez (Univ. of Oviedo), Carlos Arias (Univ. of Leon) |
| Presented by: William Greene, New York University |
| Institutional Constraints and Random Heterogeneity in Structural Discrete Choice Models of Household Labour Supply |
| By Alan Duncan |
| Presented by: Alan Duncan, University of Nottingham |
Session 73: E J Hannan Lecture |
|---|
| Session Chair: Heather Anderson, Australian National University |
| Session type: invited |
| Date: July 9, 2004 |
| Time: 15:45 - 17:00 |
| Location: Ballroom ABC |
| Causality: Some New Thoughts on an Old Topic |
| By Clive Granger |
| Presented by: Clive Granger, University of California, San Diego |