2007 Australasian Meeting Of The Econometric Society

Summary of All Sessions

#Date/TimeLocationTitlePapers
1July 3, 2007
17:30-19:00
UQ Centre Foyer Registration0
2July 4, 2007
8:00-8:45
UQ Centre Foyer Registration0
3July 4, 2007
8:45-9:00
UQ Centre Lecture Theatre Conference Opening - Professor John Hay, Vice-Chancellor of the University of Queensland0
4July 4, 2007
9:00-10:30
UQ Centre Lecture Theatre Plenary Session - Colin Clark Lecture1
5July 4, 2007
11:00-12:30
Gordon Greenwood 207 Econometric Methods - Testing for Unit Roots in Panel Data3
6July 4, 2007
11:00-12:30
Gordon Greenwood 215 Labour Economics - Working Hours and Productivity3
7July 4, 2007
11:00-12:30
Gordon Greenwood 209 International Monetary Economics3
8July 4, 2007
11:00-12:30
Gordon Greenwood 211 Econometric Methods3
9July 4, 2007
11:00-12:30
Gordon Greenwood 213 Industrial Organisation3
10July 4, 2007
11:00-12:30
UQ Centre Lecture Theatre Games and Information3
11July 4, 2007
11:00-12:30
Gordon Greenwood 214 Health3
12July 4, 2007
14:00-15:30
Gordon Greenwood 213 Microeconomics - consumption3
13July 4, 2007
14:00-15:30
Gordon Greenwood 209 Financial Economics: Applications in Banking3
14July 4, 2007
14:00-15:30
Gordon Greenwood 215 Labour Economics - Wages and Earnings3
15July 4, 2007
14:00-15:30
Gordon Greenwood 207 Econometric Methods3
16July 4, 2007
14:00-15:30
Gordon Greenwood 211 Econometric Methods - Forecasting3
17July 4, 2007
14:00-15:30
UQ Centre Lecture Theatre Game Theory - Applications and Misapplications3
18July 4, 2007
14:00-15:30
Gordon Greenwood 214 Education3
19July 4, 2007
16:00-17:30
UQ Centre Lecture Theatre EDN Symposium - Competition and Regulatory Economics3
20July 4, 2007
16:00-17:30
Gordon Greenwood 215 Labour Economics2
21July 4, 2007
16:00-17:30
Gordon Greenwood 213 Microeconomics - Experimental Economics3
22July 4, 2007
16:00-17:30
Gordon Greenwood 214 Macroeconomics - Monetary Policy3
23July 4, 2007
16:00-17:30
Gordon Greenwood 209 Wealth Dynamics, Household Choices, Innovation and Technical Change3
24July 4, 2007
16:00-17:30
Gordon Greenwood 207 Econometric Methods3
25July 5, 2007
9:00-10:30
UQ Centre Lecture Theatre Plenary Session - Presidential Address1
26July 5, 2007
11:00-12:30
Gordon Greenwood 215 Labour Economics - HILDA3
27July 5, 2007
11:00-12:30
Gordon Greenwood 209 Education and Economic Development3
28July 5, 2007
11:00-12:30
Gordon Greenwood 211 Econometric Methods - Hypothesis Testing3
29July 5, 2007
11:00-12:30
Gordon Greenwood 213 Microeconomics - Economics of Innovation3
30July 5, 2007
11:00-12:30
UQ Centre Lecture Theatre Industrial Organisation - Economic Theory3
31July 5, 2007
11:00-12:30
Gordon Greenwood 214 Macroeconomics - Macroeconomic Modelling2
32July 5, 2007
11:00-12:30
Gordon Greenwood 207 Time Series Analysis - Finance3
33July 5, 2007
14:00-15:30
Gordon Greenwood 209 Microfinance and Development3
34July 5, 2007
14:00-15:30
Gordon Greenwood 213 Microeconomics - Information and Uncertainty3
35July 5, 2007
14:00-15:30
Gordon Greenwood 207 Time Series Analysis - Nonlinear Models3
36July 5, 2007
14:00-15:30
UQ Centre Lecture Theatre Industrial Organisation - Financial Intermediation2
37July 5, 2007
14:00-15:30
Gordon Greenwood 215 Labour Economics - HILDA2
38July 5, 2007
14:00-15:30
Gordon Greenwood 214 Macroeconomics - Applied Macroeconomic Modeling3
39July 5, 2007
14:00-15:30
Gordon Greenwood 211 Econometric Methods - Hypothesis Testing3
40July 5, 2007
16:00-17:30
UQ Centre Lecture Theatre Plenary Session - A.W. Phillips Lecture1
41July 6, 2007
9:00-10:30
Gordon Greenwood 213 Index Numbers and Aggregation3
42July 6, 2007
9:00-10:30
Gordon Greenwood 211 Econometric Methods3
43July 6, 2007
9:00-10:30
UQ Centre Lecture Theatre Auctions and Games3
44July 6, 2007
9:00-10:30
Gordon Greenwood 207 Econometric Methods - Bayesian Methods3
45July 6, 2007
9:00-10:30
Gordon Greenwood 209 Financial Economics: Volatility and Correlation3
46July 6, 2007
9:00-10:30
Gordon Greenwood 215 Labour Economics - Labour Supply and Labour Force Participation3
47July 6, 2007
9:00-10:30
Gordon Greenwood 214 Macroeconomics - Targeting3
48July 6, 2007
11:00-12:30
Gordon Greenwood 215 Labour Economics - Migration2
49July 6, 2007
11:00-12:30
Gordon Greenwood 213 Public Economics3
50July 6, 2007
11:00-12:30
Gordon Greenwood 211 Econometric Methods - Semiparametric and Nonparametric Methods3
51July 6, 2007
11:00-12:30
Gordon Greenwood 214 Productivity and Efficiency - Econometric Methods3
52July 6, 2007
11:00-12:30
Gordon Greenwood 207 Time Series Analysis - Inflation and Monetary Policy3
53July 6, 2007
11:00-12:30
UQ Centre Lecture Theatre Dynamic Games2
54July 6, 2007
11:00-12:30
Gordon Greenwood 209 Financial Economics: Applications to Firm Level Data3
55July 6, 2007
13:30-15:00
Gordon Greenwood 213 Microeconomics - Information and Uncertainty2
56July 6, 2007
13:30-15:00
Gordon Greenwood 214 Productivity and Efficiency - Programming Methods2
57July 6, 2007
13:30-15:00
Gordon Greenwood 207 Time Series Analysis3
58July 6, 2007
13:30-15:00
Gordon Greenwood 209 Foreign Direct Investment and Economics Growth3
59July 6, 2007
13:30-15:00
UQ Centre Lecture Theatre Corporate Finance and Contract Theory2
60July 6, 2007
13:30-15:00
Gordon Greenwood 215 Labour Economics - Wages and Earnings2
61July 6, 2007
13:30-15:00
Gordon Greenwood 211 Econometric Methods - Qualitative Dependent Variable Models3
62July 6, 2007
15:30-17:00
UQ Centre Lecture Theatre Plenary Session - E.J. Hannan Lecture1
 

62 sessions, 159 papers


 

2007 Australasian Meeting Of The Econometric Society

Complete List of All Sessions


Session 1: Registration

Date: July 3, 2007
Time: 17:30 - 19:00
Location: UQ Centre Foyer

Session 2: Registration

Date: July 4, 2007
Time: 8:00 - 8:45
Location: UQ Centre Foyer

Session 3: Conference Opening - Professor John Hay, Vice-Chancellor of the University of Queensland

Date: July 4, 2007
Time: 8:45 - 9:00
Location: UQ Centre Lecture Theatre

Session 4: Plenary Session - Colin Clark Lecture

Session Chair: John Foster, University of Queensland
Date: July 4, 2007
Time: 9:00 - 10:30
Location: UQ Centre Lecture Theatre
 

Mechanism Design with Bilateral Contracting and Private Communication
JEL codes: D82
By David Martimort, Universite des Sciences Sociales

Session 5: Econometric Methods - Testing for Unit Roots in Panel Data

Session Chair: Alicia Rambaldi, University of Queensland
Date: July 4, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 207
 

ON THE SUSTAINABILITY OF THE EU’S CURRENT ACCOUNT DEFICITS
JEL codes: C33, F32, F41
By Mark J. Holmes, Waikato University Jesús Otero, Universidad del Rosario Theodore Panagiotidis, Loughborough University
 

Panel Unit Root Test under Smooth Transition
By Min-Hsien Chiang, National Cheng Kung University Chung-Ming Kuan, Academia Sinica Chih-Hsien Lo, National Cheng Kung University
 

A panel stationarity test for series with breaks in either level or trend.
By Stephanie de Silva School of Economics and Political Science, University of Sydney

Session 6: Labour Economics - Working Hours and Productivity

Session Chair: Gareth Leeves, University of Queensland
Date: July 4, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 215
 

Coming to Work? The Hours of Work of Mexican and Central American Immigrants in America
JEL codes: J21
By Fernando Lozano, Department of Economics Pomona College
 

Dispersion in Working Hours
By Noritaka Kudoh Graduate School of Economics, Hokkaido University Masaru Sasaki Graduate School of Economics, Osaka University
 

Did the Australian Workplace Relations Act Increase Productivity?
By Samantha Farmakis-Gamboni La Trobe University David Prentice La Trobe University

Session 7: International Monetary Economics

Session Chair: Kam-Ki Tang,
Date: July 4, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 209
 

Expenditure-Switching Effect and the Choice of Exchange Rate Regime
JEL codes: F4
By Wei Dong Bank of Canada
 

A Monetary Union in East Asia: Common Cycles Approach
By Kiyotaka Sato, Yokohama National University Zhaoyong Zhang, Edith Cowan University
 

Local linear impulse responses for a small open economy
By Alfred A. Haug, University of Otago, New Zealand Christie Smith, Reserve Bank of New Zealand

Session 8: Econometric Methods

Session Chair: Bill Griffiths, University of Melbourne
Date: July 4, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 211
 

On the limiting and empirical distribution of IV estimators when some of the instruments are invalid
JEL codes: C13, C15, C30
By Jan F. Kiviet, University of Amsterdam Jerzy Niemczyk, University of Amsterdam
 

GMM Redundancy Results for General Missing Data Problems
By Artem Prokhorov, Concordia University Peter Schmidt, Michigan State University
 

Statistical Inference with Generalized Gini Indices of Inequality, Poverty and Welfare
By Garry Barrett, School of Economics, University of New South Wales, Sydney, NSW, 2052 Stephen Donald, Department of Economics, University of Texas at Austin, Austin, TX, 78712

Session 9: Industrial Organisation

Session Chair: Dmitriy Kvasov, The University of Auckland
Date: July 4, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 213
 

A dynamic duopoly with endogenous horizontal and vertical differentiation
JEL codes: L13
By Borghan Narajabad, Univ. of Texas-Austin Randal Watson, Univ. of Texas-Austin
 

Welfare Enhancing Mergers under Product Differentiation
By Tina Kao, Australian National University Flavio Menezes, University of Queensland
 

Price Discrimination in Markets for Credence Goods
By Uwe Dulleck, QUT Rudolf Kerschbamer, University of Innsbruck and CEPR

Session 10: Games and Information

Session Chair: Simon Grant, Rice University
Date: July 4, 2007
Time: 11:00 - 12:30
Location: UQ Centre Lecture Theatre
 

When the type is just a number: a group-theoretic analysis of a multidimensional screening problem
JEL codes: D82
By Suren Basov, La Trobe University
 

Trust Signaling
By Maroš Servátka, Department of Economics, University of Canterbury, New Zealand Steven Tucker, Department of Economics, University of Canterbury, New Zealand Radovan Vadovič, Department of Economics, Instituto Tecnológico Autónomo de México
 

The Dirty Faces Game Revisited
By Ralph-C Bayer, University of Adelaide Mickey Chan, University of Adelaide

Session 11: Health

Session Chair: Sukhan Jackson, University of Queensland
Date: July 4, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 214
 

Specialist Payment Schemes and Patient Selection in Private and Public Hospitals
JEL codes: I10
By Donald J Wright Economics University of Sydney
 

Decisions about Pap tests: what influences women and providers?
By Denzil Fiebig, School of Economics, UNSW; CHERE, Faculty of Business, University of Technology, Sydney Marion Haas, CHERE, Faculty of Business, University of Technology, Sydney Ishrat Hossain, CHERE, Faculty of Business, University of Technology, Sydney Rosalie Viney, CHERE, Faculty of Business, University of Technology, Sydney
 

THE ROBUSTNESS OF THE DIFFERENT HEALTH MEASURES WITH RESPECT TO LIFE STYLE CHOICES
By Paul Frijters,Queensland University of Technology, Brisbane, Australia Aydogan Ulker, RSSS, Australian National University, Canberra, Australia

Session 12: Microeconomics - consumption

Session Chair: Jie Zhang, University of Queensland
Date: July 4, 2007
Time: 14:00 - 15:30
Location: Gordon Greenwood 213
 

The Optimal Draw-down for a Charity
JEL codes: D91 G23
By S.E.SATCHELL, Faculty of Economics,University of Cambridge,Cambridge, UK S.THORP,School of Finance and Economics University of Technology Sydney Australia
 

Bounded Rationality, Taxation, and Prohibition
By Suren Basov, La Trobe University Svetlana Danilkina, The University of Melbourne
 

Contact Geometry, Symplectic Geometry, and the Maximization Hypothesis in Economics.
By Thomas Russell Dept. of Economics Santa Clara University Santa Clara Ca USA e mail trussell@scu.edu

Session 13: Financial Economics: Applications in Banking

Session Chair: Daniel Smith, Simon Fraser University
Date: July 4, 2007
Time: 14:00 - 15:30
Location: Gordon Greenwood 209
 

The Impact of Strategic Sale: An Empirical Analysis of Indonesian Banks
JEL codes: C21,C23,G21G28
By Rasyad A. Parinduri; SCAPE, Department of Economics, National University of Singapore Yohanes E. Riyanto; Department of Economics, National University of Singapore
 

Implementation cost of bank capital regulation
By Michal Kowalik University of Mannheim, CEMFI and ECGTN
 

Herd Behavior by Japanese Banks: An Impact of Financial Deregulation
By Ryuichi Nakagawa Center on Japanese Economy and Business Columbia University and Faculty of Economics Kansai University and Hirofumi Uchida Faculty of Economics Wakayama University

Session 14: Labour Economics - Wages and Earnings

Session Chair: David Prentice, La Trobe University
Date: July 4, 2007
Time: 14:00 - 15:30
Location: Gordon Greenwood 215
 

Nonparametric Evidence on Extent and Functional Form of Downward Nominal Rigidity in Germany: An Application of the Kernel-Location Approach
JEL codes: E24; J30.
By Christoph Knoppik Thomas Beissinger Barno Blaes
 

Labor Market Institutions: Curse or Blessing?
By Carsten Ochsen, University of Rostock, Germany Heinz Welsch, University of Oldenburg, Germany
 

The Persistence of Differences in Productivity, Wages, Skill Mix and Profits Between Firms
By Katsuya Takii, Osaka School of International Public Policy Osaka University

Session 15: Econometric Methods

Session Chair: Umut Oguzoglu, University of Melbourne
Date: July 4, 2007
Time: 14:00 - 15:30
Location: Gordon Greenwood 207
 

Testing for no cointegration with structural breaks in panel data
JEL codes: C12, C15, C23
By Pui Sun Tam
 

Determining the Finite Dimensionality of Functional Data
By D. S. Poskitt Department of Econometrics and Business Statistics, Monash University, VIC 3800 Australia. Arivalzahan Sengarapillai Department of Econometrics and Business Statistics, Monash University, VIC 3800 Australia.
 

Dynamic Validity of Testing the Environmental Kuznets Curve Hypothesis
By Yi-Chia Wang

Session 16: Econometric Methods - Forecasting

Session Chair: Vlad Pavlov, QUT
Date: July 4, 2007
Time: 14:00 - 15:30
Location: Gordon Greenwood 211
 

Economic Value of Stock Return Forecasts: An Assessment on Market Efficiency and Forecasting Accuracy
JEL codes: C22, C53, G11
By Jing Tian, School of Economics, the Australian National University.
 

Does the option market produce superior forecasts of noise-corrected volatility measures?
By Gael M. Martin (Monash University) Andrew Reidy (Monash University) Jill Wright (Monash University)
 

Some new approaches to forecasting the price of electricity
By Eduardo Mendes University of Canterbury Les Oxley University of Canterbury Marco Reale University of canterbury

Session 17: Game Theory - Applications and Misapplications

Session Chair: Ralph-C Bayer, Adelaide University
Date: July 4, 2007
Time: 14:00 - 15:30
Location: UQ Centre Lecture Theatre
 

Optimal Unemployment Insurance with Limited Government Commitment and Heterogeneous Agents
JEL codes: C61; C73; D86;
By Timothy Kam, Australian National University Ronald Stauber, Australian National University
 

Inefficient Policies and Incumbency Advantage
By Roland Hodler, University of Melbourne Simon Loertscher, University of Melbourne Dominic Rohner, University of Cambridge
 

Can Game Theory be Saved ?
By Flavio Menezes, University of Queensland John Quiggin, University of Queensland

Session 18: Education

Session Chair: Pushkar Maitra, Monash University
Date: July 4, 2007
Time: 14:00 - 15:30
Location: Gordon Greenwood 214
 

Procrastination, Prompts, and Class Preferences: Evidence from Daily Records of Self-learning English-Listening Activities
JEL codes: C93 D82 D91 I21
By Kazuki Onji, Crawford School of Economics and Government, Australian National University Rina Kikuchi, Faculty of Economics, Shiga University
 

School Systems and Efficiency and Equity of Education
By Jung Hur and Changhui Kang Department of Economics National University of Singapore
 

The Importance of Observing Early School Leaving and Usually Unobserved Background and Peer Characteristics in Analysing Academic Performance
By Guyonne Kalb, University of Melbourne Sholeh Maani, University of Auckland

Session 19: EDN Symposium - Competition and Regulatory Economics

Session Chair: Stephen King, ACCC
Date: July 4, 2007
Time: 16:00 - 17:30
Location: UQ Centre Lecture Theatre
 

Recent Developments on Postal Liberalization and Regulation
JEL codes: D2,
By John Panzar, U Auckland and Northwestern U
 

Recent Developments in Two-Sided Markets
By Julian Wright, National University of Singapore
 

Maverick Firms: An Exploratory Analysis of Mortgage Providers in Australia
By Flavio Menezes, U of Queensland

Session 20: Labour Economics

Session Chair: Fernando Lozano, Pomona College
Date: July 4, 2007
Time: 16:00 - 17:30
Location: Gordon Greenwood 215
 

World War II, Missing Men, and Out-Of-Wedlock Childbearing
JEL codes: J12, J13, N34
By Michael Kvasnicka, Humboldt University Berlin Dirk Bethmann, Korean University Seoul
 

Law and Borders
By Peter E. Robertson UNSW Arghya Ghosh UNSW

Session 21: Microeconomics - Experimental Economics

Session Chair: Lata Gangadharan, University of Melbourne
Date: July 4, 2007
Time: 16:00 - 17:30
Location: Gordon Greenwood 213
 

Minding Your Business
JEL codes: C90, C91, C92,
By Utteeyo Dasgupta, Franklin and Marshall
 

Moral Hazard and Peer Monitoring in a Laboratory Microfinance Experiment
By Timothy N. Cason, Purdue University Lata Gangadharan, University of Melbourne Pushkar Maitra, Monash University
 

The effect of researcher scrutiny on donation behaviour
By John Randal, School of Economics and Finance, Victoria University of Wellington, New Zealand Richard Martin, School of Economics and Finance, Victoria University of Wellington, New Zealand

Session 22: Macroeconomics - Monetary Policy

Session Chair: Kam-Ki Tang,
Date: July 4, 2007
Time: 16:00 - 17:30
Location: Gordon Greenwood 214
 

Competitive Search Equilibrium with Private Information on Monetary Shocks
JEL codes: E40
By Xiuhua Huangfu (University of Sydney)
 

The Importance of Bank Loan Supply for Real Economic Activity in the Euro Area -- A Panel Data Analysis
By Christian Melzer University of Bonn
 

Approximating Monetary Policy: Case Study for the ASEAN-5
By Arief Ramayandi Crawford School of Economics and Government ANU

Session 23: Wealth Dynamics, Household Choices, Innovation and Technical Change

Session Chair: D.S. Prasada Rao, The University of Queensland
Date: July 4, 2007
Time: 16:00 - 17:30
Location: Gordon Greenwood 209
 

Spatial Autocorrelation and Household Choices in Indonesia
JEL codes: C21; O18; R20
By John Gibson, University of Waikato Susan Olivia, University of California, Davis
 

Heterogeneous Wealth Dynamics: on the roles of risk and ability
By Paulo Santos, Cornell University Christopher Barrett, Cornell University
 

Concerning Inequality, Technology Adoption, and Structural Change
By Radhika Lahiri Queensland University of Technology Shyama Ratnasiri Queensland University of Technology

Session 24: Econometric Methods

Session Chair: Benno Torgler,
Date: July 4, 2007
Time: 16:00 - 17:30
Location: Gordon Greenwood 207
 

Effective Global Regularity and Empirical Modeling of Direct, Inverse and Mixed Demand Systems
JEL codes: D11, D12
By Keith R. McLaren, Monash University K. K. Gary Wong, The University of Macau
 

Evaluating the Effects of a Mandatory Government Program using Matched Groups within a Similar Geographic Location
By Wang-Sheng Lee, University of Melbourne
 

Towards a New Dynamic Measure of Competitive Balance: A Study Applied to Australia’s Two Major Professional ‘Football’ Leagues
By Liam J. A. Lenten, La Trobe University

Session 25: Plenary Session - Presidential Address

Session Chair: Trevor Breusch,
Date: July 5, 2007
Time: 9:00 - 10:30
Location: UQ Centre Lecture Theatre
 

Risk Over Long Horizons: An Econometric Perspective
JEL codes: C
By Lars Peter Hansen, University of Chicago

Session 26: Labour Economics - HILDA

Session Chair: Parvinder Kler, University of Queensland
Date: July 5, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 215
 

Dynamics of Work Limitation and Work in Australia
JEL codes: C33,J28,I12,C81
By Umut Oguzoglu,University of Melbourne
 

Longitudinal Evidence on the Impact of Incarceration on Labour Market Outcomes
By Malathi Velamuri Victoria University of Wellington; Steven Stillman Motu Economic and Public Policy Research
 

The Relationship between Health and Labour Force Participation: Evidence from a Panel Data Simultaneous Equation Model
By Lixin Cai, University of Melbourne

Session 27: Education and Economic Development

Session Chair: Colin Green, Lancaster University
Date: July 5, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 209
 

Lucky Last? Intra-Sibling Allocation of Child Labor and Schooling
JEL codes: O12, J13, J22
By Tatyana Chesnokova, University of Auckland Rhema Vaithianathan, University of Auckland
 

Motivation, School Inputs, and Educational Outcomes: Evidence from NGO Schools in Bangladesh
By Pataporn Sukontamarn School of Economics, University of Adelaide
 

Gender Discrimination in Child Schooling: Why do we observe it?
By ITISMITA MOHANTY, UNIVERSITY OF SYDNEY

Session 28: Econometric Methods - Hypothesis Testing

Session Chair: Param Silvapulle, Monash University
Date: July 5, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 211
 

A New Procedure for Multiple Testing of Econometric Models
JEL codes: C01, C12, C14.
By Maxwell L. King, Xibin Zhang, Muhammad Akram
 

A New Class of Test for Testing a Composite Null against a Composite Alternative Hypothesis
By Nelufa Begum and Maxwell L. King Department of Econometrics and Business Statistics, Monash University, Clayton, Victoria 3800, Australia
 

A New Class of Tests of Contagion: Application to Asian Real Estate and Equity Markets
By Renée Fry, CAMA, ANU, and CERF, University of Cambridge Vance L. Martin, The University of Melbourne Chrismin Tang, The University of Melbourne.

Session 29: Microeconomics - Economics of Innovation

Session Chair: Tina Kao, Australian National University
Date: July 5, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 213
 

Heterogeneity and Dynamics of Technology Adoption
JEL codes: L14
By Stephen Ryan, MIT Catherine Tucker, MIT Sloan
 

Innovation and Adoption of Electronic Business Technologies
By Kai Suelzle, Ifo Institute for Economic Research at the University of Munich & Dresden University of Technology
 

Copyright protection and innovation in the presence of commercial piracy
By Dyuti S. Banerjee Department of Economics, Monash University, Australia. E-mail: dyuti.banerjee@buseco.edu.au Teyu Chou Department of Public Finance, National Chengchi University, Taiwan. Melbourne Business School, Australia. E-mail: dychou@nccu.edu.tw

Session 30: Industrial Organisation - Economic Theory

Session Chair: Simon Loertscher, University of Bern
Date: July 5, 2007
Time: 11:00 - 12:30
Location: UQ Centre Lecture Theatre
 

Contestability of Australian Federal Elections
JEL codes: D72, L11
By Sinclair Davidson, RMIT University Lisa Farrell, University College Dublin Tim Fry, RMIT University Sandra Mihajilo, RMIT University
 

International Collaborations
By Arghya Ghosh Pinijsorn Luechaikajohnpan Hodaka Morita
 

Leadership Giving in Charitable Fund-Raising:Matching Grants or Seed Money?
By Ning Gong, Melbourne Business School, University of Melbourne, 200 Leicester Street, Carlton, VIC 3053, Australia. Bruce D. Grundy, Department of Finance, Faculty of Commerce and Economics, University of Melbourne, VIC 3010, Australia.

Session 31: Macroeconomics - Macroeconomic Modelling

Session Chair: Philip Bodman, University of Queensland
Date: July 5, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 214
 

The Price Puzzle Revisited: Can the Cost Channel explain a Rise in Inflation after a Monetary Policy Shock?
By Steffen Henzel, Ifo Institute for Economic Research, Poschingerstr. 5, 81679 Munich, Germany Oliver Hülsewig, Ifo Institute for Economic Research, Poschingerstr. 5, 81679 Munich, Germany Eric Mayer, University of Würzburg, Department of Economics, Sanderring 2, 97070 Würzburg, Germany Timo Wollmershäuser, Ifo Institute for Economic Research, Poschingerstr. 5, 81679 Munich, Germany
 

The New Keynesian Phillips Curve in Australia
By Brett Ryder, University of Queensland

Session 32: Time Series Analysis - Finance

Session Chair: Simone Grose, Monash University
Date: July 5, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 207
 

Temporal aggregation of Markov switching financial return models
JEL codes: C22, C43
By Wai-Sum Chan, Department of Finance, The Chinese University of Hong Kong, Shatin, Hong Kong, PR China Li-Xin Zhang, Department of Mathematics, Zhejiang University, Hangzhou 310028, PR China Siu Hung Cheung, Department of Statistics, The Chinese University of Hong Kong, Shatin, Hong Kong, PR China
 

Reported Earnings and Analysts Forecasts as Competing Sources of Information: A new Approach
By H. M. Anderson (Australian National University) H. Chan (University of Melbourne) R. Faff (Monash University) Y.K. Ho (National University of Singapore)
 

EMPIRICAL EVIDENCE ON RELATIONSHIPS IN INSURANCE MARKETS
By Paul KOFMAN The University of Melbourne Gregory P NINI Federal Reserve Board

Session 33: Microfinance and Development

Session Chair: James Laurenceson, University of Queensland
Date: July 5, 2007
Time: 14:00 - 15:30
Location: Gordon Greenwood 209
 

Microcredit Programs and Consumption Behaviour: Are the Borrowers Better Off? Evidence from Bangladesh
JEL codes: C81, D19
By Sayma Rahman, Ph.D Student, School of Economics and Finance, UWS Dr. Girijasankar Mallik, Senior Lecture, UWS Professor P. N. (Raja) Junankar, School of Economics and Finance, UWS
 

Using Non-experimental Methods to Evaluate the Impact of Microfinance:
By Asadul Islam, Department of Economics, Monash University, Australia
 

Infant Mortality and Child Nutrition in Bangladesh: Modelling Sample Selection Using Copulas
By Diane Dancer, The University of Sydney Anu Rammohan, The University of Sydney Murray Smith, The University of Sydney and the University of Aberdeen

Session 34: Microeconomics - Information and Uncertainty

Session Chair: Randolph Silvers, Deakin University
Date: July 5, 2007
Time: 14:00 - 15:30
Location: Gordon Greenwood 213
 

Rank Dependent Non-Immediacy
JEL codes: D01; D53; D84.
By Nagaratnam Jeyasreedharan School of Economics and Finance University of Tasmania
 

Infrequent Changes of Policy Target: Stop-Go Monetary Policy under Knightian Uncertainty
By Shin-ichi Fukuda, University of Tokyo
 

The Pygmalion and Galatea Effects: An Agency Model with Reference-Dependent Preferences and Applications to Self-Fulfilling Prophecy
By Kohei Daido: School of Economics, Kwansei Gakuin University. Hideshi Itoh: Graduate School of Commerce and Management, Hitotsubashi University.

Session 35: Time Series Analysis - Nonlinear Models

Session Chair: Ashton de Silva, RMIT University
Date: July 5, 2007
Time: 14:00 - 15:30
Location: Gordon Greenwood 207
 

REGIME SWITCHING GARCH MODELS
JEL codes: C11, C22, C52
By Luc Bauwens, CORE and department of economics, UCL Arie Preminger, department of economics Haifa University Jeroen V.K. Rombouts, HEC Montreal and Cirano
 

MODELLING THE US, UK AND JAPANESE UNEMPLOYMENT RATES: FRACTIONAL INTEGRATION AND STRUCTURAL BREAKS
By Guglielmo Maria Caporale, Brunel University, London Luis A. Gil-Alana, University of Navarra
 

Issues with ESTAR Models for Real Exchange Rate Modelling
By Daniel Buncic, UNSW

Session 36: Industrial Organisation - Financial Intermediation

Session Chair: Flavio Menezes, Universithy of Queensland
Date: July 5, 2007
Time: 14:00 - 15:30
Location: UQ Centre Lecture Theatre
 

Information transmission and optimal intermediation
By Frederique Bracoud, School of Economics, University of Queensland, AU Ioannis Lazopoulos, Keele University, UK
 

Imperfect competition in financial markets and capital structure
By Kvasov, Dmitriy (University of Auckland) Guriev, Sergei (New Economic School)

Session 37: Labour Economics - HILDA

Session Chair: Lixin Cai, The University of Melbourne
Date: July 5, 2007
Time: 14:00 - 15:30
Location: Gordon Greenwood 215
 

Parental Income Shocks and the Education Attainment of Youth
JEL codes: I29, J63, I39
By Michael B. Coelli, The University of Melbourne
 

Volunteering for work and pleasure?
By Cain Polidano Monash University Mark Harris Monash University Xueyan Zhao Monash University

Session 38: Macroeconomics - Applied Macroeconomic Modeling

Session Chair: Philip Bodman, University of Queensland
Date: July 5, 2007
Time: 14:00 - 15:30
Location: Gordon Greenwood 214
 

Which predictor is the best to predict inflation in Europe:
JEL codes: E42, E52, E58
By Gilles Dufrénot, ERUDITE and GREQAM Roselyne Joyeux, Macquarie University Anne Péguin-Feissolle, GREQAM-CNRS
 

Housing Market Cycles and Duration Dependence in the United States and Canada
By Ilan Kolet Bank of Canada Rose Cunningham Bank of Canada
 

Log versus Level in VAR forecasting: 16 Million empirical answers - expect the unexpected
By Johannes Mayr Dirk Ulbricht

Session 39: Econometric Methods - Hypothesis Testing

Session Chair: Stan Hurn, Queensland University of Technology
Date: July 5, 2007
Time: 14:00 - 15:30
Location: Gordon Greenwood 211
 

On a Robust Test for SETAR-Type Non-Linearity in Time Series Analysis
JEL codes: C12, C22
By King Chi Hung, The Chinese University of Hong Kong Siu Hung Cheung, The Chinese University of Hong Kong Wai-Sum Chan, The Chinese University of Hong Kong Li-Xin Zhang, Zhejiang University, PR China
 

Fractional Dickey-Fuller tests under heteroskedasticity
By Hsein Kew and David Harris, The University of Melbourne
 

A Note on the Use of the Kalman Filter for Sequential Testing
By Martin Fukac, Reserve Bank of New Zealand

Session 40: Plenary Session - A.W. Phillips Lecture

Session Chair: Adrian Pagan, queensland university of technology
Date: July 5, 2007
Time: 16:00 - 17:30
Location: UQ Centre Lecture Theatre
 

Robust Priors in Nonlinear Panel Data Models
JEL codes: C23
By Manuel Arellano, CEMFI

Session 41: Index Numbers and Aggregation

Session Chair: Keith McLaren, Monash University
Date: July 6, 2007
Time: 9:00 - 10:30
Location: Gordon Greenwood 213
 

Hedonic Imputed Housing Price Indices from a Model with Dynamic Shadow Prices Incorporating Nearest Neighbour Information
JEL codes: C43, E31, O47,
By Harry Cominos, University of Queensland Alicia Rambaldi, University of Queensland D.S. Prasada Rao, University of Queensland
 

Systems of Index Numbers for International Price Comparisons Based on the Stochastic Approach
By Gholamreza Hajargasht, School of Economics, University of Queensland, Brisbane D.S. Prasada Rao, School of Economics, University of Queensland, Brisbane
 

Additivity of National Accounts Reconsidered
By Bert M. Balk, RSM Erasmus University and Statistics Netherlands Utz-Peter Reich, Fachhochschule Mainz

Session 42: Econometric Methods

Session Chair: Adam Clements, Queensland University of Technology
Date: July 6, 2007
Time: 9:00 - 10:30
Location: Gordon Greenwood 211
 

Modelling tail dependence between exchange rates
JEL codes: C14, G15, F31
By Ainura Tursunalieva Department of Econometrics and Business Statistics, Monash University Param Silvapulle Department of Econometrics and Business Statistics, Monash University
 

Measuring Conditional Dependence in the Emerging Financial Markets
By Param Silvapulle and Xibin Zhang Department of Econometrics and Business Statistics, Monash University, VIC 3145, Australia
 

Doing Justice to Fundamentals in Exchange Rate Forecasting: A Control over Estimation Risks
By Biing-Shen Kuo Department of International Business National Chengchi University Taipei, Taiwan

Session 43: Auctions and Games

Session Chair: Frederique Bracoud, University of Queensland
Date: July 6, 2007
Time: 9:00 - 10:30
Location: UQ Centre Lecture Theatre
 

Competition in Auctions in a Monetary Economy
JEL codes: D44, E40
By Richard Dutu, University of Waikato Benoit Julien, University of New South Wales Ian King, University of Melbourne
 

Preemption and Jump Bidding: The Case Against Information Aggregation
By Vlad Mares, Olin School of Business, Washington University in St. Louis
 

N – Person Games: Solutions
By Ana Paula Martins, Universidade Católica Portuguesa

Session 44: Econometric Methods - Bayesian Methods

Session Chair: Gael Martin, Monash University
Date: July 6, 2007
Time: 9:00 - 10:30
Location: Gordon Greenwood 207
 

Bayesian Inference in a Cointegrating Panel Data Model
JEL codes: C11, C32, C33
By Gary Koop Department of Economics University of Strathclyde Gary.Koop@strath.ac.uk Roberto Leon-Gonzalez Department of Economics University of Leicester rlg19@le.ac.uk and Rodney Strachan Faculty of Business, Economics & Law University of Queensland r.strachan@economics.uq.edu.au
 

Employment Fluctuations, Technology shocks and the Beverdige Curve
By Agostino Consolo, Bocconi University, agostino.consolo@unibocconi.it
 

Estimating Income Distributions Using a Mixture of Gamma Densities
By Duangkamon Chotikapanich Monash University William E Griffiths University of Melbourne

Session 45: Financial Economics: Volatility and Correlation

Session Chair: Roger Willett, University of Wollongong Dubai
Date: July 6, 2007
Time: 9:00 - 10:30
Location: Gordon Greenwood 209
 

Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Market Evidence
JEL codes: G11, G15
By Abdul Hakim, School of Economics and Commerce, University of Western Australia, and Faculty of Economics, Islamic University of Indonesia Michael McAleer, School of Economics and Commerce, University of Western Australia
 

Asset pricing with higher-order co-moments and alternative factor models: The case of an emerging market
By Javed Iqbal, Monash University Robert D. Brooks, Monash University Don U.A. Galagedera, Monash University
 

The Level and Quality of Value at Risk Disclosure by Commercial Banks
By Christophe PÉRIGNON, Faculty of Business Administration, Simon Fraser University Daniel R. SMITH, Faculty of Business Administration, Simon Fraser University

Session 46: Labour Economics - Labour Supply and Labour Force Participation

Session Chair: Garry Barrett, University of N S W
Date: July 6, 2007
Time: 9:00 - 10:30
Location: Gordon Greenwood 215
 

Employment Contracts and Effort: Why Do Temporary Workers Take Less Absence?
By Steve Bradley, Lancaster University Colin Green, Lancaster University Gareth Leeves, University of Queensland
 

Joint Taxation and the Labour Supply of Married Women: Evidence from the Canadian Tax Reform of 1988
By Thomas F. Crossley Department of Economics, McMaster University Sung-Hee Jeon Department of Economics, McMaster University and Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
 

Effects of Innovation on Employment: A Dynamic Panel Analysis
By Lachenmaier, Stefan Ifo Institute for Economic Research Rottmann, Horst University of Applied Sciences Amberg-Weiden

Session 47: Macroeconomics - Targeting

Session Chair: Philip Bodman, University of Queensland
Date: July 6, 2007
Time: 9:00 - 10:30
Location: Gordon Greenwood 214
 

Instrument and Targeting Rules in Monetary Policy when Heterogeneity in Currency Trade
JEL codes: C62E44E52F31F41
By Mikael Bask, Bank of Finland
 

KITT: Kiwi Inflation Targeting Technology - A DSGE model for New Zealand
By Jaromir Benes, Reserve Bank of New Zealand Andrew Binning, Reserve Bank of New Zealand Felix Delbruck, Reserve Bank of New Zealand Martin Fukac, Reserve Bank of New Zealand Kirdan Lees, Reserve Bank of New Zealand Sharon McCaw, Reserve Bank of New Zealand Troy Matheson, Reserve Bank of New Zealand
 

Inflation Targeting in India: Issues and Prospects
By Raghbendra Jha, Australian National University

Session 48: Labour Economics - Migration

Session Chair: Malathi Velamuri, Victoria University of Wellington
Date: July 6, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 215
 

Social Pensions, Migration and the Anticipation Effect
JEL codes: O15, I38, C25
By Mark N. Harris, Monash University Brett Inder, Monash University Pushkar Maitra, Monash University
 

The Early Stage Occupational Assimilation of Immigrants in Australia: Occupational Transitions and Country-of-Origin Effects
By Weiping Wu,Department of Econometrics and Business Statistics, Monash University; Mark Harris,Department of Econometrics and Business Statistics, Monash University; Xueyan Zhao, Department of Econometrics and Business Statistics, Monash University

Session 49: Public Economics

Session Chair: Michael Coelli, The University of Melbourne
Date: July 6, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 213
 

International Evidence on Fiscal Solvency: Is Fiscal Policy "Responsible"?
JEL codes: H6
By Enrique G. Mendoza, IMF and NBER Jonathan D. Ostry, IMF
 

Intercompany Loans and Profit Shifting - Evidence from Company-Level Data
By Thiess Buettner, ifo Institute/Munich University Georg Wamser, ifo Institute
 

State Care, Crime and its Cost to the State
By Catherine S. Forbes, Monash University Brett Inder, Monash University

Session 50: Econometric Methods - Semiparametric and Nonparametric Methods

Session Chair: Robert Breunig, The Australian National University
Date: July 6, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 211
 

TIKHONOV REGULARIZATION FOR FUNCTIONAL MINIMUM DISTANCE ESTIMATORS
JEL codes: C13, C14, C15
By Olivier Scaillet Swiss Finance Institute and HEC Geneva Patrick Gagliardini Swiss Finance Institute and University of Lugano
 

Specification Testing in Nonlinear Time Series Econometrics with Nonstationarity
By Jiti Gao, The University of Western Australia Maxwell King, Monash University Zudi Lu, Curtin University of Technology Dag Tjostheim, The University of Bergen
 

An Asymptotic Unbiased Nonparametric Estimator with Prior Parametric Information
By Hung-Pin Lai, Assistant professor, Department of Economics, National Chung Cheng University, Taiwan

Session 51: Productivity and Efficiency - Econometric Methods

Session Chair: Bert Balk, Statistics Netherlands
Date: July 6, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 214
 

Flexible Estimation of Stochastic Frontiers:Time Varying Panel Data Models
JEL codes: C14,D2
By Gholamreza Hajargasht
 

Econometric Estimation of an Input Distance Function in a System of Equations
By Tim Coelli, Centre for Efficiency and Productivity Analysis, School of Economics, University of Queensland Gholamreza Hajargasht, Centre for Efficiency and Productivity Analysis, School of Economics, University of Queensland C.A. Knox Lovell, Centre for Efficiency and Productivity Analysis, School of Economics, University of Queensland
 

Estimating Output Distance Functions
By Chris O'Donnell, University of Queensland

Session 52: Time Series Analysis - Inflation and Monetary Policy

Session Chair: Daniel Buncic, UNSW
Date: July 6, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 207
 

The vector innovation structural time series framework: a simple approach to multivariate forecasting
JEL codes: C32 C51 C53
By Ashton de Silva, School of Economics, Finance and Marketing, RMIT, VIC 3000, Australia. Rob Hyndman Department of Econometrics and Business Statistics Monash University, VIC 3800 Ralph Snyder Department of Econometrics and Business Statistics Monash University, VIC 3800, Australia.
 

Monetary Policy Transmission and the Cost Channel in Euro Area Industries
By Steffen Henzel, ifo Institute for Economic Research Oliver Huelsewig, ifo Institute for Economic Research Timo Wollmershaeuser, ifo Institute for Economic Research
 

Dynamic Macroeconometric Modelling: Evidence on the Brazilian Monetary System
By Wilson Luiz Rotatori, Federal University of Sao Joao del Rei (UFSJ), Brazil Jan M. Podivinsky, University of Southampton, United Kingdom

Session 53: Dynamic Games

Session Chair: Suren Basov, LaTrobe University
Date: July 6, 2007
Time: 11:00 - 12:30
Location: UQ Centre Lecture Theatre
 

Evolution of Walrasian Equilibrium in an Exchange Economy
JEL codes: C79, D51, C72
By Chongmin Kim, School of Economics, Kookmin University Kam-Chau Wong, Deparment of Economics, Chinese University of Hong Kong
 

Dynamic Location Games
By Simon Loertscher, University of Melbourne Gerd Muehlheusser, University of Bern

Session 54: Financial Economics: Applications to Firm Level Data

Session Chair: Stephen Gray, University of Queensland
Date: July 6, 2007
Time: 11:00 - 12:30
Location: Gordon Greenwood 209
 

Do stock markets value intangibles in the New Economy? Evidence from a panel of Indian software firms
JEL codes: C23, G12
By Supriyo De Faculty of Economics and Business, The University of Sydney
 

Dynamic analysis of firm-level data generating processes of long-run market value: Implications for the cross-section analysis of returns
By Roger Willett, University of wollongong in Dubai Michael Falta, Queesland University of Technology
 

Institutional Ownership and Firm Performance: Evidence from Finland
By Prasad S. Bhattacharya, Deakin University, Australia Michael Graham, Deakin University, Australia

Session 55: Microeconomics - Information and Uncertainty

Session Chair: Uwe Dulleck, QUT
Date: July 6, 2007
Time: 13:30 - 15:00
Location: Gordon Greenwood 213
 

Lost in translation: honest misunderstandings and ex post disputes
By Simon Grant Rice University Jeff Kline Bond University John Quiggin University of Queensland
 

Harmful Monitoring
By Marco Haan Department of Economics University of Groningen - The Netherlands Bart Los Department of Economics University of Groningen - The Netherlands Yohanes E. Riyanto Department of Economics National University of Singapore

Session 56: Productivity and Efficiency - Programming Methods

Session Chair: Tim Coelli, University of Queensland
Date: July 6, 2007
Time: 13:30 - 15:00
Location: Gordon Greenwood 214
 

Measuring Productivity Growth Performance using Meta-Frontiers with applications to Regional Productivity Growth analysis in a Global Context
By Alicia N. Rambaldi, School of Economics. University of Queensland D.S. Prasada Rao, School of Economics. University of Queensland David Dolan, Reserve Bank of Australia
 

The Impact of Rights-Based Management Regimes on Fishery Productivity
By Stephanie F. McWhinnie, University of Adelaide

Session 57: Time Series Analysis

Session Chair: Rodney Strachan, University of Queensland
Date: July 6, 2007
Time: 13:30 - 15:00
Location: Gordon Greenwood 207
 

Beveridge-Nelson Decomposition with Markov Switching
JEL codes: C22, C51, E32
By Heather Anderson The Australian National University Chin Nam Low The University of Melbourne Ralph Snyder Monash University
 

Misspecification and Boostrap-based Inference in Non-Invertible and Fractionally Integrated Processes
By S. D. Grose, Monash University D. S. Poskitt, Monash University/University of York
 

“Classical” Probability Distributions for Stochastic Dynamic Models
By Greg Hertzler, The University of Western Australia

Session 58: Foreign Direct Investment and Economics Growth

Session Chair: Raghbendra Jha, Australian National University
Date: July 6, 2007
Time: 13:30 - 15:00
Location: Gordon Greenwood 209
 

Productivity Spillovers from Foreign Direct Investment:Indonesian Manufacturing Industry’s Experience 1975-2000
JEL codes: F23;020;O30;L60
By Della Temenggung, Economics Division, Research School of Pacific and Asian Studies, ANU
 

FDI and Growth in Indonesia
By Parjiono Ph D Student, Economics, School of Business James Cook University, Townsville Australia
 

FOREIGN DIRECT INVESTMENT AND ITS LINKAGE TO ECONOMIC GROWTH IN VIETNAM: A PROVINCIAL LEVEL ANALYSIS
By Lan Nguyen,Centre for Regulation and Market Analysis, University of South Australia

Session 59: Corporate Finance and Contract Theory

Session Chair: Shino Takayama, University of Queensland
Date: July 6, 2007
Time: 13:30 - 15:00
Location: UQ Centre Lecture Theatre
 

Venture Capitalists, Asymmetric Information and Ownership in the Innovation Process
By Simona Fabrizi, Keele University Steffen Lippert, Massey University Pehr-Johan Norbäck, RIIE Lars Persson, RIIE
 

Incomplete Contracts, Constraints on Subsidies, and Efficiency in A Regulated Activity
By Shinji Kobayashi, Nihon University Shigemi Ohba, Nihon University

Session 60: Labour Economics - Wages and Earnings

Session Chair: John Foster, University of Queensland
Date: July 6, 2007
Time: 13:30 - 15:00
Location: Gordon Greenwood 215
 

Deregulation and Labor Earnings: Three Motor Carrier Industries in Japan
By Akira Kawaguchi, Doshisha University Keizo Mizuno, Kwansei Gakuin University
 

Skewness and Location of Distributions of Wage Change Rates in the Presence of Downward Nominal Wage Rigidit
By Christoph Knoppik, University of Regensburg (Germany)

Session 61: Econometric Methods - Qualitative Dependent Variable Models

Session Chair: Chris O'Donnell, University of Queensland
Date: July 6, 2007
Time: 13:30 - 15:00
Location: Gordon Greenwood 211
 

Finite mixture of binary logistic regression analysis on labour supply of mothers with disabled children
JEL codes: C25 ; C51
By Zeng-Hua Lu, University of South Australia
 

Covariance Matrix Correction of a Two-Stage Estimator in a Simultaneous Probit-Ordered Probit Model
By Hristos Doucouliagos, School of Accounting, Economics and Finance, Deakin University; Randy Silvers, School of Accounting, Economics and Finance, Deakin University; Mehmet Ulubasoglu, School of Accounting, Economics and Finance, Deakin University;
 

Bayesian estimation of a random effects heteroscedastic probit model
By Yuanyuan Gu, School of Economics, UNSW Denzil G Fiebig, School of Economics, UNSW Edward Cripps, Department of Probability and Statistics, University of Sheffield Robert Kohn, School of Economics, UNSW

Session 62: Plenary Session - E.J. Hannan Lecture

Session Chair: Stephen Gray, University of Queensland
Date: July 6, 2007
Time: 15:30 - 17:00
Location: UQ Centre Lecture Theatre
 

Risk, Uncertainty and Asset Prices
JEL codes: G
By Geert Bekaert, Columbia University and NBER

This program was last updated on 2007-07-14 9:14:34 EDT