2011 Australasian Meeting of the Econometric Society

Adelaide, Australia

 

Program Notes and Index of Sessions

 

Summary of All Sessions

Click here for an index of all participants

Session
ID code
Date/TimeLocationTypeJELTitlePapersOrganizer
102July 5, 2011
9:15-10:15
120 invited   ESAM Keynote Lecture by Matthew Jackson1Andy McLennan
3July 5, 2011
10:45-12:15
208 invited   Microeconomics/Game Theory 13Virginie Masson
117July 5, 2011
10:45-12:15
102 invited   Macroeconomics (paired invited) 2Mark Weder
22July 5, 2011
10:45-12:15
LG24 contributed   Financial Econometrics 13Jiti GAO
24July 5, 2011
10:45-12:15
LG15 contributed   Financial Economics/Applied Finance 13Jiti GAO
30July 5, 2011
10:45-12:15
209 contributed   Time Series Econometrics (Estimation) 13Jiti GAO
40July 5, 2011
10:45-11:45
G03 contributed   Development Economics/Trade 12Christopher Findlay
70July 5, 2011
10:45-12:15
LG28 invited   Applied Macroeconomics/Macroeconometrics (Open Economy) 13Mardi Dungey
118July 5, 2011
10:45-12:15
G04 contributed   Applied Economics/Econometrics (Discrimination) 13Ralph-C Bayer
113July 5, 2011
10:45-12:15
LG29 invited   Nonparametric and Time Series Econometrics (paired invited) 2Jiti GAO
129July 5, 2011
12:30-13:30
Bonython Hall poster   Time Series Econometrics1Jiti GAO
125July 5, 2011
12:30-13:30
Bonython Hall poster   Applied Econometrics/Health Economics2Jiti GAO
18July 5, 2011
13:30-15:00
LG28 contributed   Time Series Econometrics (Nonlinear and Nonstationary) 23Jiti GAO
35July 5, 2011
13:30-15:00
LG29 contributed   Non- and Semi-Parametric Econometrics 13Xibin Zhang
51July 5, 2011
13:30-15:00
LG24 invited   Financial Econometrics 23Mervyn Silvapulle
52July 5, 2011
13:30-15:00
208 invited   Simulation Methods in Econometrics3Vance Martin
53July 5, 2011
13:30-15:00
G03 contributed   Health Economics/Public Health Policy 13Jonathan Karnon
60July 5, 2011
13:30-15:00
G04 contributed   Applied Economics/Econometrics (Household Decision) 23Ralph-C Bayer
92July 5, 2011
13:30-15:00
102 contributed   Macroeconomics (Monetary Policy) 13Mark Weder
109July 5, 2011
13:30-15:00
209 invited   Agricultural, Environmental and Resource Economics (Policy) 13Kym Anderson
10July 5, 2011
15:30-17:00
208 invited   Experimental Economics (Australian Economic Policy) 13Ralph-C Bayer
13July 5, 2011
15:30-17:00
G03 contributed   Economics of Education 13Ralph-C Bayer
36July 5, 2011
15:30-17:00
LG24 contributed   Non- and Semi-Parametric Econometrics 23Xibin Zhang
122July 5, 2011
15:30-17:00
LG28 contributed   Applied Macroeconomics/Macroeconometrics 23Vance Martin
55July 5, 2011
15:30-17:00
G04 invited   Applied Economics/Econometrics (Labor, Health and Production Economics) 33Zeng-Hua Lu
120July 5, 2011
15:30-17:00
209 contributed   Microeconomics/Industrial Organization 13Mandar Oak
80July 5, 2011
15:30-17:00
LG29 contributed   Public Economics/Microeconomic Policy (Political Economy) 13Mandar Oak
91July 5, 2011
15:30-16:30
102 contributed   Macroeconomics (Topics) 22Mark Weder
110July 6, 2011
9:00-10:00
102 invited   Colin Clark Lecture by Joseph Hotz1Jonathan Pincus
4July 6, 2011
10:30-12:00
208 contributed   Microeconomics/Game Theory 23Murali Agastya
16July 6, 2011
10:30-12:00
LG24 invited   Financial Econometrics 33ZONGWU CAI
21July 6, 2011
10:30-12:00
209 invited   Panel Data Analysis (Spatial Data) 13Zudi Lu
37July 6, 2011
10:30-12:00
LG15 contributed   Non- and Semi-Parametric Econometrics 33Xibin Zhang
42July 6, 2011
10:30-12:00
G03 contributed   Development Economics/Trade 23Christopher Findlay
61July 6, 2011
10:30-12:00
G04 contributed   Applied Economics/Econometrics (Alcohol and Health) 43Ralph-C Bayer
62July 6, 2011
10:30-12:00
LG28 contributed   Macroeconomics (Expectation and Learning) 33Mark Weder
97July 6, 2011
10:30-12:00
LG29 contributed   Microeconomics/Industrial Organization 22Mandar Oak
105July 6, 2011
10:30-12:00
102 invited   Time Series Econometrics (paired invited) 32Jiti GAO
126July 6, 2011
12:30-13:30
Bonython Hall poster   Applied Economics1Christopher Findlay
127July 6, 2011
12:30-13:30
Bonython Hall poster   History of Economics and Trade1Christopher Findlay
20July 6, 2011
13:30-15:00
209 contributed   Panel Data Analysis (Nonlinear) 23Jiti GAO
27July 6, 2011
13:30-15:00
LG28 contributed   Financial Economics/Applied Finance 23Jiti GAO
32July 6, 2011
13:30-15:00
208 contributed   Time Series Econometrics (Unit-Root) 43Jiti GAO
41July 6, 2011
13:30-15:00
G03 contributed   Development Economics/Trade 33Christopher Findlay
48July 6, 2011
13:30-15:00
LG24 invited   Non- and Semi-Parametric Econometrics 43ZONGWU CAI
56July 6, 2011
13:30-15:00
G04 invited   Applied Economics/Econometrics (Health Economics) 53Lisa Farrell
71July 6, 2011
13:30-15:00
LG29 contributed   Agricultural, Environmental and Resource Economics 23Stephanie McWhinnie
87July 6, 2011
13:30-15:00
102 contributed   Macroeconomics (Financial Markets) 43Mark Weder
8July 6, 2011
15:30-17:00
208 contributed   Experimental Economics 23Ralph-C Bayer
57July 6, 2011
15:30-17:00
G04 contributed   Applied Economics/Econometrics (Labor and Employment) 63Ralph-C Bayer
64July 6, 2011
15:30-17:00
LG29 contributed   Applied Macroeconomics/Macroeconometrics 33Vance Martin
72July 6, 2011
15:30-16:30
G03 contributed   Agricultural, Environmental and Resource Economics 32Stephanie McWhinnie
81July 6, 2011
15:30-17:00
LG28 contributed   Public Economics/Microeconomic Policy (Labor and Political Economy) 23Ralph-C Bayer
104July 6, 2011
15:30-17:00
102 invited   Time Series Econometrics (Paired Invited) 52Jiti GAO
106July 6, 2011
15:30-17:00
LG24 contributed   Financial Econometrics 43Jiti GAO
123July 6, 2011
15:30-17:00
209 contributed   Macroeconomics (Business Cycles) 53Mark Weder
101July 6, 2011
17:10-18:10
102 invited   A W Phillips Lecture by Cheng Hsiao1Jiti GAO
26July 7, 2011
9:00-10:30
LG29 contributed   Financial Economics/Applied Finance 33Jiti GAO
33July 7, 2011
9:00-10:30
LG24 contributed   Time Series Econometrics (Testing) 63Jiti GAO
121July 7, 2011
9:00-10:30
G04 contributed   Applied Economics/Econometrics (Model Choice and Selection) 73Jiti GAO
54July 7, 2011
9:00-10:30
G03 contributed   Health Economics/Public Health Policy 23Jonathan Karnon
124July 7, 2011
9:00-10:30
LG28 contributed   Financial Econometrics 53Jiti GAO
77July 7, 2011
9:00-10:30
208 contributed   Microeconomics/Game Theory 33Ralph-C Bayer
88July 7, 2011
9:00-10:30
102 contributed   Macroeconomics (Labour Markets) 63Mark Weder
94July 7, 2011
9:00-10:30
209 contributed   Microeconomics/Industrial Organization 33Mandar Oak
116July 7, 2011
11:00-12:30
102 invited   Joseph Fisher Lecture by Peter Petri1Christopher Findlay
19July 7, 2011
13:30-15:00
LG24 contributed   Econometric Estimation (High Dimensional)3Jiti GAO
28July 7, 2011
13:30-15:00
LG28 contributed   Financial Economics/Applied Finance 43Jiti GAO
34July 7, 2011
13:30-15:00
209 contributed   Time Series Econometrics 73Jiti GAO
58July 7, 2011
13:30-15:00
G04 contributed   Applied Economics/Econometrics (Distribution and Productivity) 83Ralph-C Bayer
69July 7, 2011
13:30-15:00
LG29 invited   Macroeconometrics of Recurrent Events 3Don Harding
73July 7, 2011
13:30-15:00
G03 contributed   Public Economics/Microeconomic Policy 33Christopher Findlay
78July 7, 2011
13:30-15:00
208 contributed   Microeconomics/Game Theory 43Ralph-C Bayer
103July 7, 2011
13:30-15:00
102 invited   Non- and Semi-Parametric Econometrics (paired invited) 52Jiti GAO
9July 7, 2011
15:30-17:00
208 contributed   Experimental Economics 33Ralph-C Bayer
14July 7, 2011
15:30-17:00
G04 invited   Agricultural, Environmental and Resource Economics 43Kym Anderson
17July 7, 2011
15:30-16:30
G03 contributed   Applied Economics/Econometrics (dynamic and switching modeling) 92Jiti GAO
49July 7, 2011
15:30-17:00
LG24 contributed   Non- and Semi-Parametric Econometrics 63Jiti GAO
66July 7, 2011
15:30-16:30
209 contributed   Macroeconomics (Fiscal Policy and Interest Rate) 72Mark Weder
114July 7, 2011
15:30-17:00
102 invited   Financial Econometrics (Paired Invited) 62Jiti GAO
89July 7, 2011
15:30-17:00
LG29 invited   Search and Matching Models in the Labor Markets2Thomas Lubik
108July 7, 2011
15:30-17:00
LG28 invited   Economics of Education 23Gigi Foster
112July 7, 2011
17:10-18:10
102 invited   Ted Hannan Lecture by Bruce Hansen1Jiti GAO
 

83 sessions, 219 papers, and 0 presentations with no associated papers


 

2011 Australasian Meeting of the Econometric Society

Detailed List of Sessions

                                                                                                                                                                      
 
Session ID 102: ESAM Keynote Lecture by Matthew Jackson
July 5, 2011 9:15 to 10:15
120
 
Session Organizer: Andy McLennan, University of Queensland
Session Chair: Andy McLennan, University of Queensland
Session type: invited
 

1. Social Capital and Social Quilts: Network Patterns of Favor Exchange
By Matthew O. Jackson; Stanford University
   Presented by: Matthew O. Jackson, Stanford University
 
Session ID 3: Microeconomics/Game Theory 1
July 5, 2011 10:45 to 12:15
208
 
Session Organizer: Virginie Masson, University of Adelaide
Session Chair: Virginie Masson, University of Adelaide
Session type: invited
 

1. Information, Matching and Outcome Selection
By Virginie Masson; University of Adelaide
   Presented by: Virginie Masson, University of Adelaide
 

2. Optimal Contracts for Loss Averse Consumers
By Juan Carlos Carbajal; University of Queensland
   Presented by: Juan Carlos Carbajal, University of Queensland
 

3. Endogenous Reputation in Repeated Games
By Priscilla Man
   Presented by: Priscilla Man, University of Queensland
 
Session ID 117: Macroeconomics (paired invited)
July 5, 2011 10:45 to 12:15
102
 
Session Organizer: Mark Weder, The University of Adelaide
Session Chair: Mark Weder, The University of Adelaide
Session type: invited
 

1. PAYROLL TAXES, SOCIAL INSURANCE AND BUSINESS CYCLES
By Michael Burda; Faculty of Business and Economics
Mark Weder; The University of Adelaide
   Presented by: Michael Burda, Humboldt University Berlin
 

2. The Effectiveness of Government Expenditures During Financial Crisis: Evidence from Regional Government Spending in Japan 1990-2000
By Markus Bruckner; University of Adelaide
   Presented by: Markus Bruckner, University of Adelaide
 
Session ID 22: Financial Econometrics 1
July 5, 2011 10:45 to 12:15
LG24
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Nicholas Sim, University of Adelaide
Session type: contributed
 

1. Comparing Australian and US Corporate Default Risk using Quantile Regression.
JEL codes: G01, G21, G28
By David Allen; Edith Cowan University
Akhmad Kramadibrata; Edith Cowan University
Robert Powell; Edith Cowan University
Abhay Singh; Edith Cowan University
   Presented by: Akhmad Kramadibrata, Edith Cowan University
 

2. Evaluation of Moment Risk: Can the Sharpe Ratio make the Cut?
[slides]
JEL codes: G11, C52, C53
By Aurobindo Ghosh; Singapore Management University
   Presented by: Aurobindo Ghosh, Singapore Management University
 

3. The QQ Approach, A New Look at the Money-Output Relationship
By Nicholas Sim; University of Adelaide
   Presented by: Nicholas Sim, University of Adelaide
 
Session ID 24: Financial Economics/Applied Finance 1
July 5, 2011 10:45 to 12:15
LG15
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Paul Kofman, The University of Melbourne
Session type: contributed
 

1. Probabilistic Forecasts of Volatility and its Risk Premia
By Worapree Maneesoonthorn; Monash University
Gael M Martin; Monash University
Catherine S Forbes; Monash University
Simone Grose; Monash University
   Presented by: Worapree Maneesoonthorn, Monash University
 

2. Skewness and Kurtosis Ratio Tests: With Applications to a Study of Multiperiod Tail Risk
By Woon Wong; Bristol Business School
   Presented by: Woon Wong, Bristol Business School
 

3. Excited or Depressed - Inferring investor mood from implied probability weighted mixture distributions
By Paul Kofman; The University of Melbourne
Rachel Pownall; Maastrict University and Tilburg University
   Presented by: Paul Kofman, The University of Melbourne
 
Session ID 30: Time Series Econometrics (Estimation) 1
July 5, 2011 10:45 to 12:15
209
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Gael Martin, Monash University
Session type: contributed
 

1. Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap
By Simone Grose; Monash University
Gael Martin; Monash University
Don Poskitt; Monash University
   Presented by: Gael Martin, Monash University
 

2. Time Series Classification for Small Samples Using Bias-Corrected AR Estimators
By SHEN LIU; Monash University
Ann Maharaj; Monash University
   Presented by: SHEN LIU, Monash University
 

3. An alternative approach to approximating moments of least squares estimators
By Gareth D. Liu-Evans; Xi'an Jiaotong Liverpool University
   Presented by: Gareth Liu-Evans, XI'an Jiaotong Liverpool University
 
Session ID 40: Development Economics/Trade 1
July 5, 2011 10:45 to 11:45
G03
 
Session Organizer: Christopher Findlay, The University of Adelaide
Session Chair: Debdulal Mallick, Deakin University
Session type: contributed
 

1. International Business Cycles and Remittance Flows
By Arusha Cooray; University of Wollongong
Debdulal Mallick; Deakin University
   Presented by: Debdulal Mallick, Deakin University
 

2. What Does a Terms of Trade Shock Do?
By Penny Smith; Reserve Bank of Australia
   Presented by: Penny Smith, Reserve Bank of Australia
 
Session ID 70: Applied Macroeconomics/Macroeconometrics (Open Economy) 1
July 5, 2011 10:45 to 12:15
LG28
 
Session Organizer: Mardi Dungey, University of Tasmania
Session Chair: Mardi Dungey, University of Tasmania
Session type: invited
 

1. Bayesian Inference in a Time Varying Cointegration Model
By Rodney Strachan; The Australian National University
   Presented by: Rodney Strachan, The Australian National University
 

2. Reassessing Business-cycle VAR and VARMA Models
By Wenying Yao; Monash University
Timothy Kam; Australian National University
Farshid Vahid; Monash University
   Presented by: Wenying Yao, Monash University
 

3. The Term Premium and the UK economy 1980 - 2007
By Mardi Dungey; University of Tasmania
   Presented by: Mardi Dungey, University of Tasmania
 
Session ID 118: Applied Economics/Econometrics (Discrimination) 1
July 5, 2011 10:45 to 12:15
G04
 
Session Organizer: Ralph-C Bayer, University of Adelaide
Session Chair: Michael Coelli, The University of Melbourne
Session type: contributed
 

1. A Distributional Analysis of the Gender Wage Gap in Bangladesh
JEL codes: C21,J16,J24,J31
By Salma Ahmed; Department of Economics; Monash University; VIC 3800
Pushkar Maitra; Department of Economics; Monash University; VIC 3800
   Presented by: Salma Ahmed, Monash University
 

2. Occupation Differences and the Gender Wage Gap in Australia: a Detailed Re-assessment
By Michael Coelli; The University of Melbourne
   Presented by: Michael Coelli, The University of Melbourne
 

3. What Do Donors Discriminate On? Evidence From Kiva.org
By Jessica Pan; National University of Singapore
Walter Theseira; Nanyang Technological University
   Presented by: Walter Theseira, Nanyang Technological University
 
Session ID 113: Nonparametric and Time Series Econometrics (paired invited)
July 5, 2011 10:45 to 12:15
LG29
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Maxwell King, Monash University
Session type: invited
 

1. Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation
By Qi Li; Texas A&M University
   Presented by: Qi Li, Texas A&M University
 

2. Nonstationarity in Continuous Time
By Joon Park; Indiana University
   Presented by: Joon Park, Indiana University
 
Session ID 129: Time Series Econometrics
July 5, 2011 12:30 to 13:30
Bonython Hall
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Liqiong Wang, University of York
Session type: poster
 

1. Bootstrap Point Optimal Unit Root Tests
By Liqiong Wang; University of York
   Presented by: Liqiong Wang, University of York
 
Session ID 125: Applied Econometrics/Health Economics
July 5, 2011 12:30 to 13:30
Bonython Hall
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Marian Vidal-Fernández, University of New South Wales
Session type: poster
 

1. The Effect of Minimum Academic Requirements to Participate in Sports on High School Graduation
By Marian Vidal-Fernandez; University of New South Wales
   Presented by: Marian Vidal-Fernández, University of New South Wales
 

2. Modeling Physician Labour Supply: Comparing a Discrete Choice Structural Approach to a Reduced Form Approach
By Guyonne Kalb; University of Melbourne
Daniel Kuehnle; The University of Melbourne
   Presented by: Daniel Kuehnle, The University of Melbourne
 

Discussant:   Marian Vidal-Fernández, University of New South Wales
 
Session ID 18: Time Series Econometrics (Nonlinear and Nonstationary) 2
July 5, 2011 13:30 to 15:00
LG28
 
Session Organizer: Jiti GAO, Monash University
Session Chair: QIYING WANG, The University of Sydney
Session type: contributed
 

1. Nonstationary Nonparametric Volatility Model
By Heejoon Han; National University of Singapore
Shen Zhang; National University of Singapore
   Presented by: Heejoon Han, National University of Singapore
 

2. Martingale limit theorems revisited and non-linear cointegrating regression
By QIYING WANG; The University of Sydney
   Presented by: QIYING WANG, The University of Sydney
 

3. Expansion of Poisson Process Functionals and Its Application in Econometric Estimation
By Chaohua DONG; The University of Adelaide
   Presented by: Chaohua DONG, The University of Adelaide
 
Session ID 35: Non- and Semi-Parametric Econometrics 1
July 5, 2011 13:30 to 15:00
LG29
 
Session Organizer: Xibin Zhang, Monash University
Session Chair: Xibin Zhang, Monash University
Session type: contributed
 

1. Modelling asset correlations: A nonparametric approach
By Isabel Casas; Sydansk Universitet and CREATES
Nektarios Aslanidis; University Rovira and Virgili
   Presented by: Isabel Casas, Syddansk Universitet
 

2. Estimation in a semiparametric model with endogeneity
By Nam Hyun Kim; University of Adelaide
   Presented by: Nam Hyun Kim, University of Adelaide
 

3. Bandwidth Choice in Nonparametric Estimation of Nonstationary Time Series
JEL codes: C11, C14, C22
By Jiti GAO; Monash University
Maxwell King; Monash University
Xibin Zhang; public
   Presented by: Xibin Zhang, Monash University
 
Session ID 51: Financial Econometrics 2
July 5, 2011 13:30 to 15:00
LG24
 
Session Organizer: Mervyn Silvapulle, Monash University
Session Chair: Mervyn Silvapulle, Monash University
Session type: invited
 

1. Minimum distance estimation of the copula and the density of the error term in multivariate GARCH models
JEL codes: C58, C14
By Mervyn Silvapulle; Monash University
Gunky KIm; University of Wollongong
Param Silvapulle; Monash University
   Presented by: Mervyn Silvapulle, Monash University
 

2. Modelling Dependence in High Dimensions with Factor Copulas
JEL codes: C31, C32, C51
By Dong Hwan Oh; Duke University
Andrew J. Patton; Duke University
   Presented by: Andrew Patton, Duke University
 

3. Realized alphas portfolios
By Valentina Corradi; University of Warwick
Walter Distaso; Imperial College
Marcelo Fernandes; Queen Mary, University of London
   Presented by: Valentina Corradi, University of Warwick
 
Session ID 52: Simulation Methods in Econometrics
July 5, 2011 13:30 to 15:00
208
 
Session Organizer: Vance Martin, University of Melbourne
Session Chair: Vance Martin, University of Melbourne
Session type: invited
 

1. Efficient Method of Moments Estimation for Count data Models
By Vance Martin; University of Melbourne
Andrew Tremayne; UNSW
Robert Jung; University of Erfurt
   Presented by: Andrew Tremayne, UNSW
 

2. A Conditional Moment Copula Test of Contagion
JEL codes: C12,C13,C14,C15
By Vance Martin; University of Melbourne
Xiaokang Wang; University of Melbourne
   Presented by: Jessie Xiaokang Wang, University of Melbourne
 

3. A General Hypothesis Test for Stationary Markov Processes
By Vance Martin; University of Melbourne
Yoshihiko Nishiyama; Kyoto University
John Stachurski; Research School of Economics
   Presented by: Vance Martin, University of Melbourne
 
Session ID 53: Health Economics/Public Health Policy 1
July 5, 2011 13:30 to 15:00
G03
 
Session Organizer: Jonathan Karnon, The University of Adelaide
Session Chair: Duncan McVicar, University of Melbourne
Session type: contributed
 

1. Can the Health Insurance Reform stop an increasing in medical costs of middle- and old-aged persons in Japan?
By Tamie Matsuura, NLI Research Institute
Masaru Sasaki, Osaka University
   Presented by: Masaru Sasaki, Osaka University
 

2. Social Capital, Health Related Behavior and Hygienic Practices of the Extreme Poor in Rural Bangladesh
JEL codes: I10, O12, O15
By ASM Rejaul Karim Bakshi; Deakin University
   Presented by: ASM Rejaul Karim Bakshi, Deakin University
 

3. Estimates of Peer Effects in Adolescent Smoking across Twenty Six European Countries
By Duncan McVicar; University of Melbourne
   Presented by: Duncan McVicar, University of Melbourne
 
Session ID 60: Applied Economics/Econometrics (Household Decision) 2
July 5, 2011 13:30 to 15:00
G04
 
Session Organizer: Ralph-C Bayer, University of Adelaide
Session Chair: Robert Breunig, The Australian National University
Session type: contributed
 

1. Does Risk Based Occupation Choice Matter for Job Satisfaction? Evidence from the German Reunification Experiment
JEL codes: J24, J28, I31
By Ong Qiyan; NTU
   Presented by: Ong Qiyan, NTU
 

2. The Effects of Wealth and Earned Income on the Decision to Retire: A dynamic Probit Examination of Retirement
By Kostas Mavromaras; Flinders University
   Presented by: Kostas Mavromaras, Flinders University
 

3. The Effect of Survey Design on Household Reporting of Financial Difficulty
By Robert V. Breunig; Australian National University
Rebecca McKibbin; Australian National University
   Presented by: Robert Breunig, The Australian National University
 
Session ID 92: Macroeconomics (Monetary Policy) 1
July 5, 2011 13:30 to 15:00
102
 
Session Organizer: Mark Weder, The University of Adelaide
Session Chair: Kalvinder Shields, University of Melbourne
Session type: contributed
 

1. Commodity Price Responses to Monetary Policy Surprises
By Dean Scrimgeour; Colgate University
   Presented by: Dean Scrimgeour, Colgate University
 

2. Trend in ation and Monetary policy rules: Determinacy analyses in New Keynesian model with capital accumulation
By Elena Gerko; NES
Kirill Sossounov; Higher School of Economics
   Presented by: Kirill Sossounov, Higher School oc Economics
 

3. The Meta Taylor Rule
By Kevin Lee; University of Nottingham
James Morley; University of New South Wales
Kalvinder Shields; University of Melbourne
   Presented by: Kalvinder Shields, University of Melbourne
 
Session ID 109: Agricultural, Environmental and Resource Economics (Policy) 1
July 5, 2011 13:30 to 15:00
209
 
Session Organizer: Kym Anderson, University of Adelaide
Session Chair: Kym Anderson, University of Adelaide
Session type: invited
 

1. The Economics of Grain Price Volatility
By Brian Wright; UNIVERSITY OF CALIFORNIA
   Presented by: Brian Wright, UNIVERSITY OF CALIFORNIA
 

2. Trade Barrier Volatility and Loss Aversion: Evidence from Agriculture
By Kym Anderson; University of Adelaide
   Presented by: Kym Anderson, University of Adelaide
 

3. Export Restrictions and Price Insulation During Commodity Price Booms
By Kym Anderson; University of Adelaide
Will Martin; World Bank
   Presented by: Will Martin, World Bank
 
Session ID 10: Experimental Economics (Australian Economic Policy) 1
July 5, 2011 15:30 to 17:00
208
 
Session Organizer: Ralph-C Bayer, University of Adelaide
Session Chair: Ralph-C Bayer, University of Adelaide
Session type: invited
 

1. Auction Format and Auction Sequence in Multi-Item Multi-Unit Auctions
By Regina Betz; University of New South Wales
Ben Greiner; University of New South Wales
Sascha Schweitzer; Karlsruhe Institute of Technology (KIT)
Stefan Seifert; Karlsruhe Institute of Technology (KIT)
   Presented by: Sascha Schweitzer, Karlsruhe Institute of Technology (KIT)
 

2. Spectrum auctions in low competition environments: Efficiency enhancing reserves
By Tom Wilkening; UNiversity of Melbourne
   Presented by: Tom Wilkening, UNiversity of Melbourne
 

3. Rockets and Feather in the Laboratory
By Ralph-C Bayer; Adelaide University
Changxia Ke; Max Planck Institute for Tax Law and Public Finance
   Presented by: Ralph-C Bayer, University of Adelaide
 
Session ID 13: Economics of Education 1
July 5, 2011 15:30 to 17:00
G03
 
Session Organizer: Ralph-C Bayer, University of Adelaide
Session Chair: Maria Racionero, The Australian National University
Session type: contributed
 

1. Effects of age at entry to Year 1 on later school outcomes: Evidence from Australia
By Hielke Buddelmeyer; The University of Melbourne
Trinh Le; University of Melbourne
   Presented by: Trinh Le, University of Melbourne
 

2. Education and Teen Traffic Accidents: Evidence from No Pass, No Drive Laws
By Rashmi Barua; Singapore Management University
Marian Vidal Fernandez; University of New South Wales
   Presented by: Rashmi barua, singapore management university
 

3. Voting on income-contingent loans
By Elena Del Rey; Universitat de Girona
Maria Racionero; The Australian National University
   Presented by: Maria Racionero, The Australian National University
 
Session ID 36: Non- and Semi-Parametric Econometrics 2
July 5, 2011 15:30 to 17:00
LG24
 
Session Organizer: Xibin Zhang, Monash University
Session Chair: Han Lin Shang, Monash University
Session type: contributed
 

1. Bayesian estimation of bandwidths for a nonparametric regression model with an unknown error density
JEL codes: C11, C14, C15
By Xibin Zhang; public
Maxwell King; Monash University
Han Lin Shang; Monash University
   Presented by: Han Lin Shang, Monash University
 

2. Regression Discontinuity Designs with Unknown Discontinuity Points: Testing and Estimation
By Ping Yu; University of Auckland
   Presented by: Ping Yu, University of Auckland
 

3. Forecasting Model Validation
By Julia Polak; Monash University
Maxwell King; Monash University
Xibin Zhang; public
   Presented by: Julia Polak, Monash University
 
Session ID 122: Applied Macroeconomics/Macroeconometrics 2
July 5, 2011 15:30 to 17:00
LG28
 
Session Organizer: Vance Martin, University of Melbourne
Session Chair: Jan Podivinsky, University of Southampton
Session type: contributed
 

1. Realized Spill-over Effect Within-Between Stock and Foreign Exchange Market
By Hung Do; Monash University
Robert Brooks; Monash University
Sirimon Treepongkaruna; The University of Western Australia
   Presented by: Hung Do, Monash University
 

2. The Impact of Inflation Uncertainty on Interest Rates
By chongcheul cheong; department of business, economics, and management
Jan Podivinsky; University of Southampton
   Presented by: Jan Podivinsky, University of Southampton
 

3. Testing for Co-jumps with High-Frequency Financial Data: An Approach Based on First-High-Low-Last Prices
By Yin Liao; Australian National University
Heather M. Anderson; Monash University
   Presented by: Heather Anderson, Monash University
 
Session ID 55: Applied Economics/Econometrics (Labor, Health and Production Economics) 3
July 5, 2011 15:30 to 17:00
G04
 
Session Organizer: Zeng-Hua Lu, University of South Australia
Session Chair: Zeng-Hua Lu, University of South Australia
Session type: invited
 

1. Child Disabilities and Women Labor Supply: Evidence from Australia
By Zeng-Hua Lu; University of South Australia
   Presented by: Zeng-Hua Lu, University of South Australia
 

2. Inefficiency and Individual Heterogeneity in a Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function
By Bill Griffiths; University of Melbourne
Xiaohui Zhang; Monash University
Xueyan Zhao; Monash University
   Presented by: Xueyan Zhao, Monash University
 

3. The Econometric Specification of Input Demand Systems Implied by Cost Function Representations
[slides]
By Keith McLaren; Monash University
Xueyan Zhao; Monash University
   Presented by: Keith McLaren, Monash University
 
Session ID 120: Microeconomics/Industrial Organization 1
July 5, 2011 15:30 to 17:00
209
 
Session Organizer: Mandar Oak, University of Adelaide
Session Chair: Stephen Hogg, The University of Queensland
Session type: contributed
 

1. Government and Private Employment, Wages, and Social Welfare in a Hotelling Oligopsony
[slides]
JEL codes: D43, E24, J48
By Wen-Chung Guo; National Taipei University
Fu-Chuan Lai; Academia Sinica and National Chengchi University
   Presented by: Wen-Chung Guo, National Taipei University
 

2. Airline Alliances, Antitrust Immunity and Market Foreclosure
JEL codes: L41, L93, K21
By Volodymyr Bilotkach, University of California, Irvine, USA
Kai Hueschelrath, ZEW Centre for European Economic Research, Mannheim, Germany
   Presented by: Kai Hueschelrath, Centre for European Economic Research (ZEW)
 

3. A Spatial Econometric Analysis of the Effect of Vertical Integration on Retail Petrol Pricing
JEL codes: C21, L13
By Stephen Hogg; The University of Queensland
Stuart McDonald
Alicia Rambaldi; University of Queensland
Stan Hurn; Queensland University of Technology
   Presented by: Stephen Hogg, The University of Queensland
 
Session ID 80: Public Economics/Microeconomic Policy (Political Economy) 1
July 5, 2011 15:30 to 17:00
LG29
 
Session Organizer: Mandar Oak, University of Adelaide
Session Chair: Steven Callander, Stanford University
Session type: contributed
 

1. Incentives to Experiment in a Federal System
By Steven Callander; Stanford University
   Presented by: Steven Callander, Stanford University
 

2. Implementing the optimal and fair policy in a political accountability model
By Koichi Miyazaki; National Taiwan University
   Presented by: Koichi Miyazaki, National Taiwan University
 

3. Sovereign Debt in a Monetary Union
By Nadjeschda Arnold; Center For Economic Studies
Beatrice Scheubel; University of Munich
   Presented by: Nadjeschda Arnold, Center For Economic Studies
 
Session ID 91: Macroeconomics (Topics) 2
July 5, 2011 15:30 to 16:30
102
 
Session Organizer: Mark Weder, The University of Adelaide
Session Chair: Anca Ioana Sirbu, university of california in riverside
Session type: contributed
 

1. News-Driven Business Cycles and Increasing Returns
By anca ioana sirbu; university of california in riverside
   Presented by: Anca Ioana Sirbu, university of california in riverside
 

2. The Response of Consumption to Transitory Wealth Changes
By Emmanuel De Veirman; Reserve Bank of New Zealand
Ashley Dunstan; Reserve Bank of New Zealand
   Presented by: Emmanuel De Veirman, Reserve Bank of New Zealand
 
Session ID 110: Colin Clark Lecture by Joseph Hotz
July 6, 2011 9:00 to 10:00
102
 
Session Organizer: Jonathan Pincus, University of Adelaide
Session Chair: Jonathan Pincus, University of Adelaide
Session type: invited
 

1. Games Parents & Adolescents Play: Strategic Parenting & the Behaviors of Teens
[slides]
By Joseph Hotz; Duke University
   Presented by: V Joseph Hotz, Duke University
 
Session ID 4: Microeconomics/Game Theory 2
July 6, 2011 10:30 to 12:00
208
 
Session Organizer: Murali Agastya, University of Sydney
Session Chair: Andrew Wait, University of Sydney
Session type: contributed
 

1. Political campaigning with momentum effects
By Nicolas de Roos; University of Sydney
   Presented by: Nicolas de Roos, University of Sydney
 

2. The Treason of the Margin (or The Synergy Paradox)
By Roland Bel; Euromed Marseille School of Management
Vladimir Smirnov; University of Sydney
Andrew Wait; University of Sydney
   Presented by: Andrew Wait, University of Sydney
 

3. Riding a Winning Horse: Information Use and Condorcet Jury Theorem
By Keiichi Morimoto; Meisei University
   Presented by: Keiichi Morimoto, Meisei University
 
Session ID 16: Financial Econometrics 3
July 6, 2011 10:30 to 12:00
LG24
 
Session Organizer: ZONGWU CAI, University of North Carolina at Charlotte
Session Chair: Jiancheng Jiang, UNC-Charlotte
Session type: invited
 

1. A New Test for Superior Predictive Ability
By Zhongwu Cai;
University of North Carolina at Charlotte
Jiancheng Jiang;
University of North Carolina at Charlotte
Jingshuang Zhang;
University of North Carolina at Charlotte
   Presented by: Jiancheng Jiang, UNC-Charlotte
 

2. A Generalized Arbitrage-Free Nelson-Siegel Term Structure Model with Macroeconomic Fundamentals
By Canlin Li; Federal Reserve Board
Linlin Niu; Xiamen University
Gengming Zeng; Xiamen University
   Presented by: Linlin Niu, Xiamen University
 

3. Estimating the volatility functionals with multiple transactions
By Bing-Yi Jing; HKUST
Zhi Liu; Hong Kong University of Science and Technology, and Xiamen University
   Presented by: Zhi Liu, Hong Kong University of Science and Technology, and Xiamen University
 
Session ID 21: Panel Data Analysis (Spatial Data) 1
July 6, 2011 10:30 to 12:00
209
 
Session Organizer: Zudi Lu, The University of Adelaide
Session Chair: Zudi Lu, The University of Adelaide
Session type: invited
 

1. Theory and Practice for Massive Spatial and Spatio-temporal Data
By Hao Zhang; Purdue University
   Presented by: Hao Zhang, Purdue University
 

2. Instrumental Variable Quantile Estimation of Spatial Autoregressive Models
By Liangjun Su; Singapore Management University
Zhenlin Yang; Singapore Management University
   Presented by: Liangjun Su, Singapore Management University
 

3. Estimation in Semiparametric Functional-Coefficient Spatial Regression: A Robust Framework
By Zudi Lu; The University of Adelaide
   Presented by: Zudi Lu, The University of Adelaide
 
Session ID 37: Non- and Semi-Parametric Econometrics 3
July 6, 2011 10:30 to 12:00
LG15
 
Session Organizer: Xibin Zhang, Monash University
Session Chair: Pipat Wongsaart, Monash University
Session type: contributed
 

1. Nonparametric Kernel Testing for Semiparametric Autoregressive Condition Duration Model
JEL codes: C14, C41, F31
By Pipat Wongsaart; Monash University
   Presented by: Pipat Wongsaart, Monash University
 

2. Semiparametric Estimation of First-Price Auction Models
By María Florencia Gabrielli; CONICET
Quang Vuong; PennState University
   Presented by: María Florencia Gabrielli, CONICET
 

3. Flexible Bayesian Analysis of First Price Auctions Using Simulated Likelihood
JEL codes: C11, C13, C14,
By Dong-Hyuk Kim; University of Technology Sydney
   Presented by: Dong-Hyuk Kim, University of Technology Sydney
 
Session ID 42: Development Economics/Trade 2
July 6, 2011 10:30 to 12:00
G03
 
Session Organizer: Christopher Findlay, The University of Adelaide
Session Chair: Marie-Claire Robitaille, University of Western Australia
Session type: contributed
 

1. Trade and the Greenhouse Gas Emissions from International Freight Transport
By Misak Avetisyan; Purdue University
Anca D. Cristea; University of Oregon
David L. Hummels; Purdue University, NBER
Laura Puzzello; Monash University
   Presented by: Laura Puzzello, Monash University
 

2. Crime, Factor Abundance and Globalization: Evidence from Cross-Country Panel Data
By Arghya Ghosh; University of New South Wales
Peter E. Robertson; University of Western Australia
Marie-Claire Robitaille; University of Western Australia
   Presented by: Marie-Claire Robitaille, University of Western Australia
 

3. Foreign Direct Investment with Heterogeneous Entry Costs
By Shi-Shu Peng; Academia Sinica
   Presented by: Shi-Shu Peng, Academia Sinica
 
Session ID 61: Applied Economics/Econometrics (Alcohol and Health) 4
July 6, 2011 10:30 to 12:00
G04
 
Session Organizer: Ralph-C Bayer, University of Adelaide
Session Chair: Olena Stavrunova, University of Technology, Sydney
Session type: contributed
 

1. Rational Addiction in US Demand for Table Wine
By Michael Wohlgenant; North Carolina State University
   Presented by: Michael Wohlgenant, North Carolina State University
 

2. Consequences of Easier Access to Alcohol: New Zealand Evidence
By Emily Conover; Hamilton College
Dean Scrimgeour; Colgate University
   Presented by: Emily Conover, Hamilton College
 

3. Adverse Selection, Moral Hazard and the Demand for Medigap Insurance
By Olena Stavrunova; University of Technology, Sydney
   Presented by: Olena Stavrunova, University of Technology, Sydney
 
Session ID 62: Macroeconomics (Expectation and Learning) 3
July 6, 2011 10:30 to 12:00
LG28
 
Session Organizer: Mark Weder, The University of Adelaide
Session Chair: Michael Osterwald-Lenum, Statistics Denmark
Session type: contributed
 

1. Economic earthquakes
By Michael Osterwald-Lenum; Statistics Denmark
   Presented by: Michael Osterwald-Lenum, Statistics Denmark
 

2. Learning and the Yield Curve
By Arunima Sinha; Santa Clara University
   Presented by: Arunima Sinha, Santa Clara University
 

3. Markups and News-Driven Business Cycles
JEL codes: E32
By Oscar Pavlov; The University of Adelaide
   Presented by: Oscar Pavlov, The University of Adelaide
 
Session ID 97: Microeconomics/Industrial Organization 2
July 6, 2011 10:30 to 12:00
LG29
 
Session Organizer: Mandar Oak, University of Adelaide
Session Chair: Scott McCracken, Australian National University
Session type: contributed
 

1. Informative Advertising, Consumer Search and Transparency Policy
JEL codes: D42, D83, M37
By Chengsi Wang; University of New South Wales
   Presented by: Chengsi Wang, University of New South Wales
 

2. Informative Advertising Under Duopoly
JEL codes: L13, D83, M37
By Scott McCracken; Australian National University
   Presented by: Scott McCracken, Australian National University
 
Session ID 105: Time Series Econometrics (paired invited) 3
July 6, 2011 10:30 to 12:00
102
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Don Poskitt, Monash University
Session type: invited
 

1. Panels at High Frequency
JEL codes: C33, C12, C13
By Yoosoon Chang; Indiana University
   Presented by: Yoosoon Chang, Indiana University
 

2. Sieve inference of semi/nonparametric time series models
By Xiaohong Chen; Yale University
   Presented by: Xiaohong Chen, Yale University
 
Session ID 126: Applied Economics
July 6, 2011 12:30 to 13:30
Bonython Hall
 
Session Organizer: Christopher Findlay, The University of Adelaide
Session Chair: Franklin Soriano, Australian Bureau of Statistics
Session type: poster
 

1. Modelling the relationship between Government Assistance and Innovation using the ABS Business Characteristics Survey: A Propensity Score Matching Approach
By Franklin Soriano; Australian Bureau of Statistics
Cristian Rotaru; Australian Bureau of Statistics
Sezim Dzhumasheva; Australian Bureau of Statistics
   Presented by: Franklin Soriano, Australian Bureau of Statistics
 
Session ID 127: History of Economics and Trade
July 6, 2011 12:30 to 13:30
Bonython Hall
 
Session Organizer: Christopher Findlay, The University of Adelaide
Session Chair: Jordi Vidal-Robert, Boston University
Session type: poster
 

1. War and Inquisition: social control in the Spanish Empire
By Jordi Vidal-Robert; Boston University
   Presented by: Jordi Vidal-Robert, Boston University
 
Session ID 20: Panel Data Analysis (Nonlinear) 2
July 6, 2011 13:30 to 15:00
209
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Degui Li, Monash University
Session type: contributed
 

1. Semiparametric Trending Panel Data Models with Cross-Sectional Dependence
By Jia Chen; Monash University
   Presented by: Jia Chen, Monash University
 

2. Estimation in Semiparametric Single-Index Panel Data Models with Fixed Effects
By Degui Li; Monash University
Jia Chen; Monash University
   Presented by: Degui Li, Monash University
 

3. Testing high dimensional independence by empirical spectral distribution functions
By Guangming Pan; Nanyang Technological University
Binbin Chen; Nanyang Technological University
   Presented by: Binbin Chen, Nanyang Technological University
 
Session ID 27: Financial Economics/Applied Finance 2
July 6, 2011 13:30 to 15:00
LG28
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Wei-han Liu, La Trobe University
Session type: contributed
 

1. Robust and Efficient Strategies to Track and Outperform a Benchmark
[slides]
By Paskalis Glabadanidis; University of Adalaide
   Presented by: Paskalis Glabadanidis, University of Adalaide
 

2. Lunar Calendar Effect: Evidence of the Chinese Farmer’s Calendar on the Equity Markets in East Asia
By Wei-han Liu; La Trobe University
   Presented by: Wei-han Liu, La Trobe University
 

3. Informations Shocks, Systemic Risk and the Fama-French Model: Evidence from the US Stock Market
By Leon Zolotoy; Melbourne Business School
   Presented by: Leon Zolotoy, Melbourne Business School
 
Session ID 32: Time Series Econometrics (Unit-Root) 4
July 6, 2011 13:30 to 15:00
208
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Biing-Shen Kuo, National Chengchi University
Session type: contributed
 

1. Measures of Distance for the unit root hypothesis
By Liqiong Wang; University of York
   Presented by: Liqiong Wang, University of York
 

2. Estimation in Threshold Autoregressive Models with a Stationary and a Unit Root Regime
By Jiying Yin; Monash University
   Presented by: Jiying Yin, Monash University
 

3. Gaussian Inference in General AR(1) Models Based on Second Difference
By Biing-Shen Kuo; National Chengchi University
   Presented by: Biing-Shen Kuo, National Chengchi University
 
Session ID 41: Development Economics/Trade 3
July 6, 2011 13:30 to 15:00
G03
 
Session Organizer: Christopher Findlay, The University of Adelaide
Session Chair: Scott French, University of New South Wales
Session type: contributed
 

1. On the relationship between bargaining and tariffs
[slides]
By Tomohiro Ara; UNSW
   Presented by: Tomohiro Ara, UNSW
 

2. The Composition of Exports and Gravity
By Scott French; University of New South Wales
   Presented by: Scott French, University of New South Wales
 

3. Growth Volatility and Trade: Evidence from the 1967-1975 Closure of the Suez Canal
By Rasyad Parinduri; University of Nottingham Malaysia Campus
   Presented by: Rasyad Parinduri, University of Nottingham Malaysia Campus
 
Session ID 48: Non- and Semi-Parametric Econometrics 4
July 6, 2011 13:30 to 15:00
LG24
 
Session Organizer: ZONGWU CAI, University of North Carolina at Charlotte
Session Chair: Brett Graham, Xiamen University
Session type: invited
 

1. Nonparametric Estimation and Testing of Stochastic Discount Factor
By Ying Fang; Xiamen University
   Presented by: Ying Fang, Xiamen University
 

2. Semiparametric Varying-coefficient Instrumental Variables Models
By Ming Lin; Xiamen University, China
   Presented by: Ming Lin, Xiamen University, China
 

3. Estimation of Discrete Sequential Move Games of Perfect Information
JEL codes: C01, C13, C35,
By Yafeng Wang; The Wang Yanan Institute for Studies in Economics
Brett Graham; University of Illinois
   Presented by: Brett Graham, Xiamen University
 
Session ID 56: Applied Economics/Econometrics (Health Economics) 5
July 6, 2011 13:30 to 15:00
G04
 
Session Organizer: Lisa Farrell, RMIT University
Session Chair: Tim Fry, RMIT University
Session type: invited
 

1. Anchoring Vignettes and Child Respiratory Health
By Eibhlin Hudson; RMIT University
   Presented by: Eibhlin Hudson, RMIT University
 

2. Is illicit tobacco demand sensitive to relative price?
JEL codes: D12, H31, I18
By Lisa Farrell; RMIT University
Tim Fry; RMIT University
   Presented by: Tim Fry, RMIT University
 

3. Is There an Income Gradient in Child Health? It Depends Whom You Ask
By Michael Shields; Monash University
   Presented by: Michael Shields, Monash University
 
Session ID 71: Agricultural, Environmental and Resource Economics 2
July 6, 2011 13:30 to 15:00
LG29
 
Session Organizer: Stephanie McWhinnie, University of Adelaide
Session Chair: Pim Heijnen, University of Groningen
Session type: contributed
 

1. Environmental Policy and the Macroeconomy under Shallow-Lake Dynamics
By Pim Heijnen; University of Groningen
Ben Heijdra; University of Groningen
   Presented by: Pim Heijnen, University of Groningen
 

2. The Thin Green Line: The Transboundary Pollution Problem in a Coupled System of Shallow Lakes
By Stuart McDonald; University of Queensland
   Presented by: Stuart McDonald, University of Queensland
 

3. A School Input That Matters: Indoor Air Quality and Academic Performance
By Tess Stafford; University of New South Wales
   Presented by: Tess Stafford, University of New South Wales
 
Session ID 87: Macroeconomics (Financial Markets) 4
July 6, 2011 13:30 to 15:00
102
 
Session Organizer: Mark Weder, The University of Adelaide
Session Chair: Cheng Wang, Iowa State University
Session type: contributed
 

1. Efficient risk sharing under endogenous skill formation: quantitative implications
By Yuichiro Waki; University of Minnesota
   Presented by: Yuichiro Waki, University of Minnesota
 

2. Dynamic Contracting with Stochastic Outside Opportunities and Costly Termination
By Cheng Wang; Iowa State University
   Presented by: Cheng Wang, Iowa State University
 

3. Robust risk-return analysis of international portfolios
By Vitali Alexeev; University of Tasmania
Francis Tapon
   Presented by: Vitali Alexeev, University of Tasmania
 
Session ID 8: Experimental Economics 2
July 6, 2011 15:30 to 17:00
208
 
Session Organizer: Ralph-C Bayer, University of Adelaide
Session Chair: Changxia Ke, Max Planck Institute for Tax Law and Public Finance
Session type: contributed
 

1. Commitment, Cooperation and Voluntary Association in Social Dilemmas
JEL codes: C92, D03, D83,
By Lachlan Deer; University of Adelaide
   Presented by: Lachlan Deer, University of Adelaide
 

2. Brothers in Arms - An Experiment on the Alliance Puzzle
By Changxia Ke; Max Planck Institute for Tax Law and Public Finance; Kai A. Konrad; Max Planck Institute for Tax Law and Public Finance; Florian Morath; Max Planck Institute for Tax Law and Public Finance
   Presented by: Changxia Ke, Max Planck Institute for Tax Law and Public Finance
 

3. Gender Differences in Social Preferences: Are Women More Sensitive to Experimental Context than Men?
By Yohanes Riyanto; Nanyang Technological University
Jianlin Zhang; National University of Singapore
   Presented by: Jianlin Zhang, Singapore Institute of Management
 
Session ID 57: Applied Economics/Econometrics (Labor and Employment) 6
July 6, 2011 15:30 to 17:00
G04
 
Session Organizer: Ralph-C Bayer, University of Adelaide
Session Chair: Sue Richardson, Flinders Univesity
Session type: contributed
 

1. Is Precarious Employment Hazardous for Mental Health in Australia?
By Sue Richardson; Flinders Univesity
Laurence Lester; Flinders University
   Presented by: Sue Richardson, Flinders Univesity
 

2. Employment Effects of Army Service and Veterans’ Compensation: Evidence from the Australian Vietnam-Era Conscription Lotteries
By Peter Siminski; University of Wollongong
   Presented by: Peter Siminski, University of Wollongong
 

3. Dynamics of Household Joblessness at the Micro Level: Evidence from Australia 2001-2007
By Nicolas Herault; University of Melbourne
Guyonne Kalb; University of Melbourne
   Presented by: Guyonne Kalb, University of Melbourne
 
Session ID 64: Applied Macroeconomics/Macroeconometrics 3
July 6, 2011 15:30 to 17:00
LG29
 
Session Organizer: Vance Martin, University of Melbourne
Session Chair: Prasad Bhattacharya, Deakin University
Session type: contributed
 

1. The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
By Chih-Chiang Wu; Yuan Ze University
Hui-Min Chung; National Chiao Tung University
Yu-Hsien Chang; National Chiao Tung University
   Presented by: Chih Chiang Wu, Yuan Ze University
 

2. Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar
By Ozer Karagedikli; public
   Presented by: Ozer Karagedikli, public
 

3. Improving forecasting performance by window and model averaging
By Prasad Bhattacharya; Deakin University
Dimitrios Thomakos; University of Peloponnese
   Presented by: Prasad Bhattacharya, Deakin University
 
Session ID 72: Agricultural, Environmental and Resource Economics 3
July 6, 2011 15:30 to 16:30
G03
 
Session Organizer: Stephanie McWhinnie, University of Adelaide
Session Chair: Darko Jus, Center for Economic Studies
Session type: contributed
 

1. On the Price Path of Fossil Resources: Implications for Climate Policy
By Darko Jus; Center for Economic Studies
   Presented by: Darko Jus, Center for Economic Studies
 

2. Short- and Long-run Environmental Kuznets Curve: Case Studies of Sulfur Emissions in OECD countries
By Yi-Chia Wang; Department of Economics, Tunghai University, Taichung, Taiwan.
   Presented by: Yi-Chia Wang, The Australian National University
 
Session ID 81: Public Economics/Microeconomic Policy (Labor and Political Economy) 2
July 6, 2011 15:30 to 17:00
LG28
 
Session Organizer: Ralph-C Bayer, University of Adelaide
Session Chair: David Byrne, The University of Melbourne
Session type: contributed
 

1. Peer Effects in Policymaking: Evidence from Canadian Provincial Formulary Listings
By David Byrne; The University of Melbourne
   Presented by: David Byrne, The University of Melbourne
 

2. Job Mismatches and Labour Market Outcomes:Panel Evidence on Australian University Graduates
By Zhang Wei; Flinders University
   Presented by: Zhang Wei, Flinders University
 

3. ESTIMATING NET CHILD CARE PRICE ELASTICITY OF PARTNERED WOMEN WITH PRESCHOOL CHILDREN USING DISCRETE STRUCTURAL LABOUR SUPPLY-CHILD CARE MODEL
By Xiaodong Gong; University of Canberra
   Presented by: xiaodong gong, NATSEM, University of Canberra
 
Session ID 104: Time Series Econometrics (Paired Invited) 5
July 6, 2011 15:30 to 17:00
102
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Heather Anderson, Monash University
Session type: invited
 

1. Title: Autoregressive Conditional Models for Interval-Valued Time Series Data
By Yongmiao Hong; Cornell University
   Presented by: Yongmiao Hong, Cornell University
 

2. Testing for equality of correlation structure
By Francisco Hidalgo (Moreno); London School of Economics
   Presented by: Francisco Hidalgo (Moreno), London School of Economics
 
Session ID 106: Financial Econometrics 4
July 6, 2011 15:30 to 17:00
LG24
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Bruce Chen, Monash University
Session type: contributed
 

1. Nonparametric Calibration of Time-varying Coefficients Realized Volatility Model
JEL codes: C01, C52, G32
By Bruce Chen; Monash University
Jiti GAO; Monash University
Degui Li; Monash University
Param Silvapulle; Monash University
   Presented by: Bruce Chen, Monash University
 

2. Estimation of operational risks using a semi-parametric approach
[slides]
JEL codes: C13, C14, C46
By Ainura Tursunalieva; Monash University
Param Silvapulle; Monash University
   Presented by: Ainura Tursunalieva, Monash University
 

3. Extreme Market Risk-An Extreme Value Theory Approach
By David Allen; Edith Cowan University
Abhay Singh; Edith Cowan University
Robert Powell; Edith Cowan University
   Presented by: Abhay Singh, Edith Cowan University
 
Session ID 123: Macroeconomics (Business Cycles) 5
July 6, 2011 15:30 to 17:00
209
 
Session Organizer: Mark Weder, The University of Adelaide
Session Chair: Sinchan Mitra, University of Queensland
Session type: contributed
 

1. Output Fluctuations in the G-7: An Unobserved Components Approach
By Sinchan Mitra; University of Queensland
Tara Sinclair; George Washington University
   Presented by: Sinchan Mitra, University of Queensland
 

2. Identifying government spending shocks considering the timing of news for Australian economy.
By altaf alam; University of Adelaide
   Presented by: altaf alam, University of Adelaide
 

3. Interest Rate Control, Credit Constraints and Business Cycles: The Case of China
By Tao Peng; Southwestern University of Finance and Economics
   Presented by: Tao Peng, Southwestern University of Finance and Economics
 
Session ID 101: A W Phillips Lecture by Cheng Hsiao
July 6, 2011 17:10 to 18:10
102
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Brett Inder, Monash University
Session type: invited
 

1. Panel versus Cross-Sectional Data
By Cheng Hsiao; University of Southern California
   Presented by: Cheng Hsiao, University of Southern California
 
Session ID 26: Financial Economics/Applied Finance 3
July 7, 2011 9:00 to 10:30
LG29
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Ruey Yau, National Central University
Session type: contributed
 

1. A comparative analysis of the science and innovation profiles of OECD and selected countries
[slides]
By Nils de jager; Australian Government
   Presented by: Nils de jager, Australian Government
 

2. Country-Specific Idiosyncratic Risk and Global Equity Index Returns
By James Hueng; Western Michigan University
Ruey Yau; National Central University
   Presented by: Ruey Yau, National Central University
 

3. A neoclassical model of financial markets
JEL codes: G14
By Doug McLeod; RedSky Systems Corporation
   Presented by: Doug McLeod, RedSky Systems Corporation
 
Session ID 33: Time Series Econometrics (Testing) 6
July 7, 2011 9:00 to 10:30
LG24
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Laurent Callot, Aarhus University
Session type: contributed
 

1. Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
By shuping shi; The Australian National University
Peter C.B. Phillips; Yale University
Jun Yu; Singapore Management University
   Presented by: shuping shi, The Australian National University
 

2. Testing Granger Causality in Continuous-Time Models
By Sai Man Simon Kwok; Cornell University
   Presented by: Sai Man Simon Kwok, Cornell University
 

3. HYPOTHESIS TESTING IN PANELS OF COINTEGRATED VAR
By Laurent Callot; Aarhus University
   Presented by: Laurent Callot, Aarhus University
 
Session ID 121: Applied Economics/Econometrics (Model Choice and Selection) 7
July 7, 2011 9:00 to 10:30
G04
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Jordi Mckenzie, University of Sydney
Session type: contributed
 

1. Cheap Tuesdays and the Demand for Cinema
By Nicolas de Roos; University of Sydney
Jordi Mckenzie; University of Sydney
   Presented by: Jordi Mckenzie, University of Sydney
 

2. Extending endogenous grid method for solving discrete-continuous sequential decision problems
JEL codes: C61; C63; J22
By Fedor Iskhakov; University of Technology Sydney
John Rust; University of Maryland
Bertel Schjerning; University of Copenhagen
   Presented by: Fedor Iskhakov, University of Technology Sydney
 

3. Consistency of Hedonic Price Indexes with Unobserved Characteristics
JEL codes: C43,C52,E31
By Iqbal Syed; University of New South Wales
   Presented by: Iqbal Syed, University of New South Wales
 
Session ID 54: Health Economics/Public Health Policy 2
July 7, 2011 9:00 to 10:30
G03
 
Session Organizer: Jonathan Karnon, The University of Adelaide
Session Chair: Risti Permani, School of Economics
Session type: contributed
 

1. Revisiting the Link between Maternal Employment and School-Aged Children Health Status in Developing Countries: An Instrumental Variable Approach
By Risti Permani; School of Economics
   Presented by: Risti Permani, School of Economics
 

2. The Impact of Fertility on Mothers’ Labour Supply in Australia: Evidence from Exogenous Variation in Family Size
By Julie Moschion; MIAESR
   Presented by: Julie Moschion, MIAESR
 

3. Parents’ perception of their children's weight
By Hielke Buddelmeyer; The University of Melbourne
Mark Harris; Monash University
Xueyan Zhao; Monash University
   Presented by: Hielke Buddelmeyer, The University of Melbourne
 
Session ID 124: Financial Econometrics 5
July 7, 2011 9:00 to 10:30
LG28
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Cheolbeom Park, Korea University
Session type: contributed
 

1. A Density-based Approach to Hypothesis Testing via Variance Ratios
By Haotian Chen; Monash University
Xibin Zhang; public
   Presented by: Haotian Chen, Monash University
 

2. GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study
By Dinghai Xu; University of Waterloo
   Presented by: Dinghai Xu, University of Waterloo
 

3. Expected Returns, Expected Dividend Growth Rates, and the Price-Dividend Ratio: Implications of Structural Breaks
By Kwang Hun Choi; Prudential Asset Management
Chang Jin Kim; University of Washington and Korea University
Cheolbeom Park; Korea University
   Presented by: Cheolbeom Park, Korea University
 
Session ID 77: Microeconomics/Game Theory 3
July 7, 2011 9:00 to 10:30
208
 
Session Organizer: Ralph-C Bayer, University of Adelaide
Session Chair: Markus Schaffner, QUT
Session type: contributed
 

1. Observational Learning and Position Uncertainty
By Ignacio Monzon; Collegio Carlo Alberto
Michael Rapp; Universtiy of Wisconsin, Madison
   Presented by: Michael Rapp, Universtiy of Wisconsin, Madison
 

2. Expectation Formation and Risk-Taking under Uncertainty: Evidence from Car Race Experiments
By Gigi Foster; University of New South Wales
Paul Frijters; University of Queensland.
Markus Schaffner; QUT
Benno Torgler; Queensland University of Technology
   Presented by: Markus Schaffner, QUT
 

3. THREE IMPOSSIBILITY THEOREMS, TWO INDEPENDENCE AXIOMS AND ONE UNIFIED PROOF
By Priscilla Man
Shino Takayama; The University of Queensland
   Presented by: Shino Takayama, The University of Queensland
 
Session ID 88: Macroeconomics (Labour Markets) 6
July 7, 2011 9:00 to 10:30
102
 
Session Organizer: Mark Weder, The University of Adelaide
Session Chair: Alfred Haug, University of Otago
Session type: contributed
 

1. Empirical Evidence on Inflation and Unemployment in the Long Run
[slides]
JEL codes: E24, E31
By Alfred Haug; University of Otago
Ian King; University of Melbourne
   Presented by: Alfred Haug, University of Otago
 

2. The Ins and Outs of Unemployment in Japan
By Norikazu Tawara
   Presented by: Norikazu Tawara,
 

3. Changing Workers' Types and Inefficient Decisions in Job-to-Job Transitions.
By Keisuke Kawata; Osaka university
   Presented by: Keisuke Kawata, Osaka university
 
Session ID 94: Microeconomics/Industrial Organization 3
July 7, 2011 9:00 to 10:30
209
 
Session Organizer: Mandar Oak, University of Adelaide
Session Chair: Sriram Shankar, University of Western Sydney
Session type: contributed
 

1. Exposure Problem in Multi Unit Auctions
By Xin Meng; South Western University of Finance and Economics
Hikmet Gunay; University of Manitoba
   Presented by: Xin Meng, Southwestern U. of Finance&Economics
 

2. Firm Behaviour Under Uncertainty: A Simple Parametric Model
By Sriram Shankar; University of Western Sydney
   Presented by: Sriram Shankar, University of Western Sydney
 

3. Strategic Location Choice and Network Formation for Entry
JEL codes: D85, L13, L14
By Keizo Mizuno; Kwansei Gakuin University
Yasunori Okumura; Hannan university
   Presented by: Keizo Mizuno, Kwansei Gakuin University
 
Session ID 116: Joseph Fisher Lecture by Peter Petri
July 7, 2011 11:00 to 12:30
102
 
Session Organizer: Christopher Findlay, The University of Adelaide
Session Chair: Christopher Findlay, The University of Adelaide
Session type: invited
 

1. Can Asia grow fast on its own ?
By Peter Petri
   Presented by: Peter Petri,
   Discussant:   Christopher Findlay, The University of Adelaide
 
Session ID 19: Econometric Estimation (High Dimensional)
July 7, 2011 13:30 to 15:00
LG24
 
Session Organizer: Jiti GAO, Monash University
Session Chair: rachida Ouysse, Australian School of Business
Session type: contributed
 

1. Euler Equation Estimation on Micro Data
By Sule Alan; University of Cambridge
Kadir Atalay; University of New South Wales
Thomas F. Crossley; University of Cambridge
   Presented by: Kadir Atalay, UNSW
 

2. Dimension reduction and model averaging for estimation of artists' age-valuation profiles
By Douglas Hodgson; University of Quebec at Montreal
John Galbraith; McGill University
   Presented by: Douglas Hodgson, UQAM
 

3. Ecient estimation of high dimensional factor models under cross sectional dependence
By rachida Ouysse; Australian School of Business
   Presented by: rachida Ouysse, Australian School of Business
 
Session ID 28: Financial Economics/Applied Finance 4
July 7, 2011 13:30 to 15:00
LG28
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Susan Thorp, University of Technology, Sydney
Session type: contributed
 

1. The Real Effects of State Owned Bank Loans: Evidence from Japan during a Crisis
By Takeshi Yamada; The University of Adelaide
   Presented by: Takeshi Yamada, The University of Adelaide
 

2. Financial competence, risk presentation and retirement portfolio preferences
By Hazel Bateman; UNSW
Christine Eckert; University of Technology, Sydney
John Geweke; University of Technology Sydney
Jordan Louviere; University of Technology Sydney
Stephen Satchell; University of Cambridge
Susan Thorp; University of Technology, Sydney
   Presented by: Susan Thorp, University of Technology, Sydney
 

3. Bank Risk: Does Size Matter?
[slides]
JEL codes: G01, G21, G28
By David Allen; Edith Cowan University
Akhmad Kramadibrata; Edith Cowan University
Robert Powell; Edith Cowan University
Abhay Singh; Edith Cowan University
   Presented by: Robert Powell, Edith Cowan University
 
Session ID 34: Time Series Econometrics 7
July 7, 2011 13:30 to 15:00
209
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Jose Da Fonseca, Auckland University of Technology
Session type: contributed
 

1. Wishart Affine Stochastic Correlation and realized (co)variances: an ordinary least squares estimation approach
JEL codes: G12,C13,C58
By Jose Da Fonseca; Aucklan University of Technology
   Presented by: Jose Da Fonseca, Auckland University of Technology
 

2. Forecasting Medium and Large Datasets with Vector Autoregressive Moving Average (VARMA) models
By Gustavo Dias; Queen Mary University of London
George Kapetanios; Queen Mary, University of London
   Presented by: Gustavo Dias, Queen Mary University of London
 

3. Nonmonotonic Standardized Bias of Bipower Variation in Volatile and Fast Mean-reverting Stochastic Volatility Processe
By Taesuk Lee; University of Auckland
   Presented by: Taesuk Lee, University of Auckland
 
Session ID 58: Applied Economics/Econometrics (Distribution and Productivity) 8
July 7, 2011 13:30 to 15:00
G04
 
Session Organizer: Ralph-C Bayer, University of Adelaide
Session Chair: Jill Wright, Monash University
Session type: contributed
 

1. GMM Estimation of Income Distributions from Aggregate Data
By Gholamreza Hajargasht; Melbourne University
Bill Griffiths; University of Melbourne
Joseph Brice; University of Queensland
D.S. Prasada Rao; The University of Queensland
Duangkamon Chotikapanich; Monash University
   Presented by: Gholamreza Hajargasht, Melbourne University
 

2. Measuring poverty and inequality from highly aggregated small area data: The changing fortunes of Latrobe Valley households
By Duangkamon Chotikapanich; Monash University
Rebecca Valenzuela; Monash University
Jill Wright; Monash University
   Presented by: Jill Wright, Monash University
 

3. Public Infrastructure and Productivity in Australia: Evidence from a Panel Cointegration Approach
By Amani Elnasri; University of New South Wales
   Presented by: Amani Elnasri, University of New South Wales
 
Session ID 69: Macroeconometrics of Recurrent Events
July 7, 2011 13:30 to 15:00
LG29
 
Session Organizer: Don Harding, LaTrobe University
Session Chair: Don Harding, LaTrobe University
Session type: invited
 

1. Prior Selection for Vector Autoregressions
By Domenico Giannone; Université Libre de Bruxelles
Michele Lenza; European Central Bank
Giorgio Primiceri; Northwestern University
   Presented by: Domenico Giannone, Université Libre de Bruxelles
 

2. Sign Restrictions in Structural Vector Autoregressions: A Critical Review
By Renee Fry; Australian National University
Adrian Pagan; University of Sydney
   Presented by: Renee Fry, Australian National University
 

3. Detecting and Predicting Recessions
By Don Harding; LaTrobe University
   Presented by: Don Harding, LaTrobe University
 
Session ID 73: Public Economics/Microeconomic Policy 3
July 7, 2011 13:30 to 15:00
G03
 
Session Organizer: Christopher Findlay, The University of Adelaide
Session Chair: Jennifer Steele, University of Auckland
Session type: contributed
 

1. Welfare Analysis of British Right-to-Buy Scheme Council Housing Policy in 1980
By Guannan Luo; Northwestern University
   Presented by: Guannan Luo, Northwestern University
 

2. Fundraising and the tradeoff between efficiency and efficacy in NGOs
JEL codes: O12, O19
By Jennifer Steele; University of Auckland
   Presented by: Jennifer Steele, University of Auckland
 

3. Malaysia’s Telecommunications Sector: An Efficiency and Productivity Analysis
By Yoong Hon, Lee; University of Nottingham, Malaysia Campus
Hui Boon, Tan, University of Nottingham, Malaysia Campus
Cassey Lee; University of Wollongong
   Presented by: Lee Yoong Hon, University of Nottingham in Malaysia
 
Session ID 78: Microeconomics/Game Theory 4
July 7, 2011 13:30 to 15:00
208
 
Session Organizer: Ralph-C Bayer, University of Adelaide
Session Chair: Uwe Dulleck, Queensland University of Technology
Session type: contributed
 

1. Risk Aversion Versus Risk Neutrality with Limited Liability in a Principal-Agent Model with Moral Hazard and Project Selection
JEL codes: D82, D86
By Randy Silvers; Deakin University
   Presented by: Randy Silvers, Deakin University
 

2. Temporary buyout option in second price Internet auctions: Theory and evidence from eBay
By Che XiaoGang; The University of Sydney
   Presented by: Che XiaoGang, The University of Sydney
 

3. The Good, the Bad and the Naive: Do Fair Prices Signal Good Experts or Do Fair Prices Induce Good Behaviour
By Uwe Dulleck; Queensland University of Technology
David Johnston; Monash
Rudolf Kerschbamer; University of Innsbruck
Matthias Sutter; Universität Innsbruck
   Presented by: Uwe Dulleck, Queensland University of Technology
 
Session ID 103: Non- and Semi-Parametric Econometrics (paired invited) 5
July 7, 2011 13:30 to 15:00
102
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Gael Martin, Monash University
Session type: invited
 

1. Bayesian analysis of moment restriction models using nonparametric priors
By Yuichi Kitamura; Yale University
   Presented by: Yuichi Kitamura, Yale University
 

2. Particle filtering within adaptive MH sampling
By Robert Kohn; University of New South Wales
   Presented by: Robert Kohn, University of New South Wales
 
Session ID 9: Experimental Economics 3
July 7, 2011 15:30 to 17:00
208
 
Session Organizer: Ralph-C Bayer, University of Adelaide
Session Chair: Jonas Fooken, Queensland University of Technology
Session type: contributed
 

1. Conforming to group norms: An experimental study
By Gautam Bose
Lorraine Ivancic; University of New South Wales
   Presented by: Gautam Bose,
 

2. The impact of Asian migration investigated in an experimental labor market
By Jonas Fooken; Queensland University of Technology
   Presented by: Jonas Fooken, Queensland University of Technology
 

3. Estimating Perceptions of Discrimination: Experimental Economics in Schools
By Amine Ouazad; INSEAD
Lionel Page; Queensland University of Technology
   Presented by: Lionel Page, Queensland University of Technology
 
Session ID 14: Agricultural, Environmental and Resource Economics 4
July 7, 2011 15:30 to 17:00
G04
 
Session Organizer: Kym Anderson, University of Adelaide
Session Chair: Kym Anderson, University of Adelaide
Session type: invited
 

1. Agricultural Price Distortions and Growth in Emerging Economies
By Kym Anderson; University of Adelaide
   Presented by: Kym Anderson, University of Adelaide
 

2. Explaining Agricultural Protection using a Finite Mixture Model
By Pravin Trivedi; Indiana University
Will Martin; World Bank
   Presented by: Will Martin, World Bank
 

3. Can Storage Arbitrage Explain Commodity Price Dynamics?
By Carlo Cafiero; Universita' di Napoli Federico II
Eugenio Bobenrieth; Departamento de Economia
Brian Wright; UNIVERSITY OF CALIFORNIA
   Presented by: Eugenio Bobenrieth, Departamento de Economia
 
Session ID 17: Applied Economics/Econometrics (dynamic and switching modeling) 9
July 7, 2011 15:30 to 16:30
G03
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Roland Shami, Monash University
Session type: contributed
 

1. A Dynamic MIMIC model of Settlement Success for Immigrants to Australia
By Laurence H Lester; Flinders University
   Presented by: Laurence Lester, Flinders University
 

2. Modelling the Australian output by state and by industry
[slides]
By Roland Shami; Monash University
   Presented by: Roland Shami, Monash University
 
Session ID 49: Non- and Semi-Parametric Econometrics 6
July 7, 2011 15:30 to 17:00
LG24
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Jason Ng, Monash University
Session type: contributed
 

1. Non-Parametric Estimation of Forecast Distributions in Non-Gaussian State Space Models
By Jason Ng; Monash University
Catherine Forbes; Monash University
Gael Martin; Monash University
Brendan McCabe
   Presented by: Jason Ng, Monash University
 

2. Estimation of copula models with discrete margins
By Mohamad Khaled; The University of Sydney
   Presented by: Mohamad Khaled, The University of Sydney
 

3. Dirichlet Process Multiple Change-point Model
By Terence Chong; The Chinese University of Hong Kong
Stanley Iat-Meng Ko; The Chinese University of Hong Kong
   Presented by: Stanley Iat-Meng Ko, The Chinese University of Hong Kong
 
Session ID 66: Macroeconomics (Fiscal Policy and Interest Rate) 7
July 7, 2011 15:30 to 16:30
209
 
Session Organizer: Mark Weder, The University of Adelaide
Session Chair: Guglielmo Maria Caporale, Brunel University
Session type: contributed
 

1. INFLATION AND INFLATION UNCERTAINTY IN THE EURO AREA
[slides]
By Guglielmo Maria Caporale: Brunel University, London
Luca Onorante; European Central Bank
Paolo Paesani: University of Rome "Tor Vergata"
   Presented by: Guglielmo Maria Caporale, Brunel University
 

2. Fiscal Fatigue, Fiscal Space and Debt Sustainability in Advanced Countries
By Jonathan D. Ostry; IMF
Atish R. Ghosh; IMF
Jun I. Kim; IMF
Enrique G. Mendoza; University of Maryland
Mahvash S. Qureshi; IMF
   Presented by: Jonathan Ostry, International Monetary Fund
 
Session ID 114: Financial Econometrics (Paired Invited) 6
July 7, 2011 15:30 to 17:00
102
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Ralf Zurbrugg,
Session type: invited
 

1. The Leverage Effect Puzzle: Disentangling Sources of Bias in High Frequency Inference
By Yacine Ait-Sahalia; Princeton University
   Presented by: Yacine Ait-Sahalia, Princeton University
 

2. Efficient Semiparametric Estimation of the Fama-French Model and Extensions
[slides]
By Oliver Linton; London School of Economics
   Presented by: Oliver Linton, London School of Economics
 
Session ID 89: Search and Matching Models in the Labor Markets
July 7, 2011 15:30 to 17:00
LG29
 
Session Organizer: Thomas Lubik, Federal Reserve Bank of Richmond
Session Chair: Gunes Kamber, Reserve Bank of New Zealand
Session type: invited
 

1. An estimated small open economy model with frictional unemployment
By Julien Albertini; University of Evry
Gunes Kamber; Reserve Bank of New Zealand
Michael Kirker; Reserve Bank of New Zealand
   Presented by: Gunes Kamber, Reserve Bank of New Zealand
 

2. Skill-Based Wage Determination, Wage Dispersion and Unemployment
By Benoit Julien; School of Economics
   Presented by: Benoit Julien, School of Economics
 
Session ID 108: Economics of Education 2
July 7, 2011 15:30 to 17:00
LG28
 
Session Organizer: Gigi Foster,
Session Chair: Gigi Foster, University of New South Wales
Session type: invited
 

1. Estimating Peer Spillovers in Australian Undergraduate Classrooms
JEL codes: I21; C13
By Gigi Foster; University of New South Wales
Josh Kinsler; University of Rochester
   Presented by: Gigi Foster, University of New South Wales
 

2. A second chance at education for early school leavers
JEL codes: JO1, I20
By Cain Polidano; University of Melbourne
   Presented by: Cain Polidano, University of Melbourne
 

3. The Effect of Primary School Availability on Middle School Attainment in Rural China
By Li Li; National University of Singapore
Haoming Liu; National University of Singapore
   Presented by: Li Li, National University of Singapore
 
Session ID 112: Ted Hannan Lecture by Bruce Hansen
July 7, 2011 17:10 to 18:10
102
 
Session Organizer: Jiti GAO, Monash University
Session Chair: Robert Kohn, University of New South Wales
Session type: invited
 

1. Averaging and Shrinkage in Econometrics
[slides]
By Bruce Hansen; University of Wisconsin
   Presented by: Bruce Hansen, University of Wisconsin
 

83 sessions, 219 papers, and 0 presentations with no associated papers
 
Index of Participants

Legend: C=chair, P=Presenter, D=Disscussant
#ParticipantRoles in Conference
2Ahmed, SalmaP118
3Ait-Sahalia, YacineP114
4alam, altafP123
5Alexeev, VitaliP87
6Anderson, KymC109, P109, P14, C14
7Anderson, HeatherP122, C104
8Ara, TomohiroP41
9Arnold, NadjeschdaP80
10Atalay, KadirP19
11Bakshi, ASM Rejaul KarimP53
12barua, RashmiP13
13Bayer, Ralph-CC10, P10
14Bhattacharya, PrasadC64, P64
15Bobenrieth, EugenioP14
16Bose, GautamP9
17Breunig, RobertC60, P60
18Bruckner, MarkusP117
19Buddelmeyer, HielkeP54
20Burda, MichaelP117
21Byrne, DavidC81, P81
22Callander, StevenC80, P80
23Callot, LaurentC33, P33
24Caporale, Guglielmo MariaP66, C66
25Carbajal, Juan CarlosP3
26Casas, IsabelP35
27Chang, YoosoonP105
28Chen, BinbinP20
29Chen, BruceC106, P106
30Chen, JiaP20
31Chen, HaotianP124
32Chen, XiaohongP105
33Coelli, MichaelC118, P118
34Conover, EmilyP61
35Corradi, ValentinaP51
36Da Fonseca, JoseP34, C34
37de jager, NilsP26
38de Roos, NicolasP4
39De Veirman, EmmanuelP91
40Deer, LachlanP8
41Dias, GustavoP34
42Do, HungP122
43DONG, ChaohuaP18
44Dulleck, UweP78, C78
45Dungey, MardiC70, P70
46Elnasri, AmaniP58
47Fang, YingP48
48Findlay, ChristopherD116, C116
49Fooken, JonasP9, C9
50Foster, GigiP108, C108
51French, ScottC41, P41
52Fry, ReneeP69
53Fry, TimC56, P56
54Gabrielli, María FlorenciaP37
55Ghosh, AurobindoP22
56Giannone, DomenicoP69
57Glabadanidis, PaskalisP27
58gong, xiaodongP81
59Graham, BrettC48, P48
60Guo, Wen-ChungP120
61Hajargasht, GholamrezaP58
62Han, HeejoonP18
63Hansen, BruceP112
64Harding, DonP69, C69
65Haug, AlfredP88, C88
66Heijnen, PimC71, P71
67Hidalgo (Moreno), FranciscoP104
68Hodgson, DouglasP19
69Hogg, StephenC120, P120
70Hong, YongmiaoP104
71Hotz, V JosephP110
72Hsiao, ChengP101
73Hudson, EibhlinP56
74Hueschelrath, KaiP120
75Inder, BrettC101
76Iskhakov, FedorP121
77Jackson, Matthew O.P102
78Jiang, JianchengC16, P16
79Julien, BenoitP89
80Jus, DarkoC72, P72
81Kalb, GuyonneP57
82Kamber, GunesP89, C89
83Karagedikli, OzerP64
84Kawata, KeisukeP88
85Ke, ChangxiaC8, P8
86Khaled, MohamadP49
87Kim, Dong-HyukP37
88Kim, Nam HyunP35
89King, MaxwellC113
90Kitamura, YuichiP103
91Ko, Stanley Iat-MengP49
92Kofman, PaulC24, P24
93Kohn, RobertP103, C112
94Kramadibrata, AkhmadP22
95Kuehnle, DanielP125
96Kuo, Biing-ShenC32, P32
97Kwok, Sai Man SimonP33
98Le, TrinhP13
99Lee, TaesukP34
100Lester, LaurenceP17
101Li, QiP113
102Li, LiP108
103Li, DeguiC20, P20
104Lin, MingP48
105Linton, OliverP114
106Liu, ZhiP16
107Liu, Wei-hanC27, P27
108LIU, SHENP30
109Liu-Evans, GarethP30
110Lu, ZudiC21, P21
111Lu, Zeng-HuaC55, P55
112Luo, GuannanP73
113Mallick, DebdulalC40, P40
114Man, PriscillaP3
115Maneesoonthorn, WorapreeP24
116Martin, WillP109, P14
117Martin, VanceC52, P52
118Martin, GaelC30, P30, C103
119Masson, VirginieC3, P3
120Mavromaras, KostasP60
121McCracken, ScottC97, P97
122McDonald, StuartP71
123Mckenzie, JordiC121, P121
124McLaren, KeithP55
125McLennan, AndyC102
126McLeod, DougP26
127McVicar, DuncanC53, P53
128Meng, XinP94
129Mitra, SinchanC123, P123
130Miyazaki, KoichiP80
131Mizuno, KeizoP94
132Morimoto, KeiichiP4
133Moschion, JulieP54
134Ng, JasonP49, C49
135Niu, LinlinP16
136Osterwald-Lenum, MichaelC62, P62
137Ostry, JonathanP66
138Ouysse, rachidaP19, C19
139Page, LionelP9
140Parinduri, RasyadP41
141Park, CheolbeomC124, P124
142Park, JoonP113
143Patton, AndrewP51
144Pavlov, OscarP62
145Peng, Shi-ShuP42
146Peng, TaoP123
147Permani, RistiC54, P54
148Petri, PeterP116
149Pincus, JonathanC110
150Podivinsky, JanC122, P122
151Polak, JuliaP36
152Polidano, CainP108
153Poskitt, DonC105
154Powell, RobertP28
155Puzzello, LauraP42
156Qiyan, OngP60
157Racionero, MariaC13, P13
158Rapp, MichaelP77
159Richardson, SueC57, P57
160Robitaille, Marie-ClaireC42, P42
161Sasaki, MasaruP53
162Schaffner, MarkusC77, P77
163Schweitzer, SaschaP10
164Scrimgeour, DeanP92
165Shami, RolandP17, C17
166Shang, Han LinC36, P36
167Shankar, SriramP94, C94
168shi, shupingP33
169Shields, KalvinderC92, P92
170Shields, MichaelP56
171Silvapulle, MervynC51, P51
172Silvers, RandyP78
173Sim, NicholasC22, P22
174Siminski, PeterP57
175Singh, AbhayP106
176Sinha, ArunimaP62
177Sirbu, Anca IoanaC91, P91
178Smith, PennyP40
179Soriano, FranklinC126, P126
180Sossounov, KirillP92
181Stafford, TessP71
182Stavrunova, OlenaC61, P61
183Steele, JenniferP73, C73
184Strachan, RodneyP70
185Su, LiangjunP21
186Syed, IqbalP121
187Takayama, ShinoP77
188Tawara, NorikazuP88
189Theseira, WalterP118
190Thorp, SusanP28, C28
191Tremayne, AndrewP52
192Tursunalieva, AinuraP106
193Vidal-Fernández, MarianC125, D125, P125
194Vidal-Robert, JordiC127, P127
195Wait, AndrewC4, P4
196Waki, YuichiroP87
197Wang, ChengC87, P87
198Wang, Yi-ChiaP72
199WANG, QIYINGC18, P18
200Wang, Jessie XiaokangP52
201Wang, LiqiongC129, P129, P32
202Wang, ChengsiP97
203Weder, MarkC117
204Wei, ZhangP81
205Wilkening, TomP10
206Wohlgenant, MichaelP61
207Wong, WoonP24
208Wongsaart, PipatC37, P37
209Wright, BrianP109
210Wright, JillP58, C58
211Wu, Chih ChiangP64
212XiaoGang, CheP78
213Xu, DinghaiP124
214Yamada, TakeshiP28
215Yao, WenyingP70
216Yau, RueyC26, P26
217Yin, JiyingP32
218Yoong Hon, LeeP73
219Yu, PingP36
220Zhang, HaoP21
221Zhang, JianlinP8
222Zhang, XibinC35, P35
223Zhao, XueyanP55
224Zolotoy, LeonP27
225Zurbrugg, RalfC114

 

This program was last updated on 2014-01-24 5:39:32 EDT