IAAE 2014 Annual Conference

Queen Mary, University of London

 
June 26, 2014
 
08:15 to 17:00Registration, Bancroft building
 
 
09:00 to 09:10Opening Address by George Kapetanios (Dean of SEF, QMUL) and M. Hashem Pesaran (Chair of IAAE Board), Bancroft building, Mason Lecture Theatre
 
 
09:10 to 10:10Plenary Session I, Bancroft building, Mason Lecture Theatre
 
 
10:10 to 10:30Refreshments, Bancroft building, Rooms 113/113a/115
 
 
10:30 to 11:50Parallel Sessions I, Bancroft building
 
 
11:50 to 12:10Refreshments, Bancroft building, Rooms 113/113a/115
 
 
12:10 to 13:30Parallel Sessions II, Bancroft building
 
 
13:30 to 14:50Lunch - Poster Session I, Bancroft building, Rooms 113/113a/115
 
 
14:50 to 16:10Parallel Sessions III, Bancroft building
 
 
16:10 to 16:30Refreshments, Bancroft building, Rooms 113/113a/115
 
 
16:30 to 17:30Plenary Session II, Bancroft building, Mason Lecture Theatre
 
 
17:30 to 19:00Drinks Reception, Bancroft building, Rooms 113/113a/115
 
 
 
June 27, 2014
 
08:30 to 17:00Registration, Bancroft building
 
 
09:00 to 10:00Plenary Session III, Bancroft building, Mason Lecture Theatre
 
 
10:00 to 10:20Refreshments, Bancroft building, Rooms 113/113a/115
 
 
10:20 to 11:40Parallel Sessions IV, Bancroft building
 
 
11:40 to 12:00Refreshments, Bancroft building, Rooms 113/113a/115
 
 
12:00 to 13:20Parallel Sessions V, Bancroft building
 
 
13:20 to 14:40Lunch - Poster Session II, Bancroft building, Rooms 113/113a/115
 
 
14:40 to 16:00Parallel Sessions VI, Bancroft building
 
 
16:00 to 16:20Refreshments, Bancroft building, Rooms 113/113a/115
 
 
16:20 to 17:20Plenary Session IV, Bancroft building, Mason Lecture Theatre
 
 
18:00 to 21:30Conference Dinner, Forman's Fish Restaurant, Stratford (transportation from QMUL has been arranged)
 
 
 
June 28, 2014
 
08:30 to 17:00Registration, Bancroft building
 
 
09:00 to 10:00Plenary Session V, Bancroft building, Mason Lecture Theatre
 
 
10:00 to 10:20Refreshments, Bancroft building, Rooms 113/113a/115
 
 
10:20 to 11:40Parallel Sessions VII, Bancroft building
 
 
11:40 to 12:00Refreshments, Bancroft building, Rooms 113/113a/115
 
 
12:00 to 13:20Parallel Sessions VIII, Bancroft building
 
 
13:20 to 14:40Lunch - Poster Session III, Bancroft building, Rooms 113/113a/115
 
 
14:40 to 16:00Parallel Sessions IX, Bancroft building
 
 
16:00 to 16:20Refreshments, Bancroft building, Rooms 113/113a/115
 
 
16:20 to 17:40Parallel Sessions X, Bancroft building
 
 
17:40 to 17:45Closing
 
 

 

Program Notes and Index of Sessions

Plenary Session I
Bancroft building, Mason Lecture Theatre
June 26, 2014 09:10 to 10:10
 
Plenary Session I - JAE Lecture

Parallel Sessions I
Bancroft building
June 26, 2014 10:30 to 11:50
 
Forecast Uncertainty and Density Forecasts, Bancroft building, Room 1.09
Recent developments in non-stationary time series, Bancroft building, Room 1.01.2
Risk, Returns and Term Structure Models, Bancroft building, Room 3.23
Theoretical Advances in Panel/Cross Section I, Bancroft building, Room 1.08
Macro-Finance: Housing Market, Bancroft building, Room 1.01.1
Education, Training, and the Labor Market, Bancroft building, Room 3.24
Economic Growth, Bancroft building, Room 1.02.6
Advances in Applied Cross Section/Panel I, Bancroft building, Room 3.40
Macro: Expectation, Indeterminacy, Bancroft building, Room 1.02.6a

Parallel Sessions II
Bancroft building
June 26, 2014 12:10 to 13:30
 
Empirical Applications in Forecasting I, Bancroft building, Room 1.01.2
Recent developments in cointegration and persistent time series analysis, Bancroft building, Room 1.08
Unconventional Monetary Policy and Bank Stress Tests Macro and Financial Issues..., Bancroft building, Room 1.01.1
Estimation Issues in Finance: Specification Tests, Spurious Inference and Panel ..., Bancroft building, Room 3.40
Advances in Semi- and Non-Parametric Econometrics I, Bancroft building, Room 3.23
Empirical Issues in Applied Micro: Education, Unemployment and the Labor Market, Bancroft building, Room 1.02.6a
Macro: Uncertainty and Instability, Bancroft building, Room 1.02.6
Advances in Treatment Effects, Bancroft building, Room 3.24

Lunch - Poster Session I
Bancroft building, Rooms 113/113a/115
June 26, 2014 13:30 to 14:50
 
Poster: Applied Time Series I, Bancroft building, Rooms 113/113a/115
Poster: Time Series, Forecasting and Applied Macroeconomics, Bancroft building, Rooms 113/113a/115
Poster: Panel/Cross Section Theory, Bancroft building, Rooms 113/113a/115
Poster: Semi and Nonparametric Econometrics, Bancroft building, Rooms 113/113a/115

Parallel Sessions III
Bancroft building
June 26, 2014 14:50 to 16:10
 
Macro-finance Models , Bancroft building, Room 3.24
Oil Prices and the Macroeconomy, Bancroft building, Room 1.08
Advances in Spatial Panel Data Model, Bancroft building, Room 1.01.1
Time Series Methods I (Instability, Trends), Bancroft building, Room 1.02.6
Fiscal Policy, Monetary Policy, Multipliers, Bancroft building, Room 3.23
Health Economics I, Bancroft building, Room 1.02.6a
Business Cycles, Bancroft building, Room 3.40
Macro-Finance: Banks, Risk, Credit, Bancroft building, Room 1.01.2
Applied Panel/Cross Section: Missing Values, Attrition, Misreporting, Bancroft building, Room 1.09

Plenary Session II
Bancroft building, Mason Lecture Theatre
June 26, 2014 16:30 to 17:30
 
Plenary Session II

Plenary Session III
Bancroft building, Mason Lecture Theatre
June 27, 2014 09:00 to 10:00
 
Plenary Session III

Parallel Sessions IV
Bancroft building
June 27, 2014 10:20 to 11:40
 
Forecasting and Time Variation, Bancroft building, Room 1.02.6
Banking and Finance, Bancroft building, Room 3.40
Advances in Semi- and Non-Parametric Econometrics II, Bancroft building, Room 3.23
Health Economics II, Bancroft building, Room 1.02.6a
Time Series Methods II (Model Estimation), Bancroft building, Room 1.01.1
International Macro, Bancroft building, Room 1.01.2
Macro: Theoretical VAR, Bancroft building, Room 1.08
Financial Stress, Sovereign Debt, Bancroft building, Room 3.24
Advances in Applied Cross Section/Panel II, Bancroft building, Room 1.09

Parallel Sessions V
Bancroft building
June 27, 2014 12:00 to 13:20
 
Special Issues in Forecasting: large datasets, mixed frequency data, and conditi..., Bancroft building, Room 1.01.1
Theoretical Advances in Panel/Cross Sections II, Bancroft building, Room 1.02.6
Markets, Competition and Regulation, Bancroft building, Room 3.23
Great Recession, Great Moderation, Bancroft building, Room 1.08
Monetary Policy I, Bancroft building, Room 3.24
Labor Market, Inequality, Bancroft building, Room 1.09
International Economics, Bancroft building, Room 3.40
Politics, Institutions, Bancroft building, Room 1.01.2
Applied Cross Section/Panel: Regional and Local Impact, Bancroft building, Room 1.02.6a

Lunch - Poster Session II
Bancroft building, Rooms 113/113a/115
June 27, 2014 13:20 to 14:40
 
Poster: Empirical Macro, Bancroft building, Rooms 113/113a/115
Poster: Applied Cross Section/Panel, Bancroft building, Rooms 113/113a/115
Poster: Applied Time Series II, Bancroft building, Rooms 113/113a/115

Parallel Sessions VI
Bancroft building
June 27, 2014 14:40 to 16:00
 
Estimation and Testing, Bancroft building, Room 1.08
DSGE Models: Identification and Estimation, Bancroft building, Room 1.01.1
Asset Price Jumps, Bancroft building, Room 1.02.6
Advances in Semi- and Non-Parametric Econometrics III, Bancroft building, Room 3.40
Life-cycle Models, Bancroft building, Room 3.24
Macro-Finance: Exchange Rate, Emerging Economies, Bancroft building, Room 3.23
Monetary Policy II, Bancroft building, Room 1.09
Fiscal Policy, Bancroft building, Room 1.01.2
Time Series Methods III, Bancroft building, Room 1.02.6a

Plenary Session IV
Bancroft building, Mason Lecture Theatre
June 27, 2014 16:20 to 17:20
 
Plenary Session IV

Plenary Session V
Bancroft building, Mason Lecture Theatre
June 28, 2014 09:00 to 10:00
 
Plenary Session V

Parallel Sessions VII
Bancroft building
June 28, 2014 10:20 to 11:40
 
Empirical Applications in Forecasting II, Bancroft building, Room 3.23
RastaNews Special Session on Macro-Financial Risk , Bancroft building, Room 1.01.1
Studies on the Indian Economy, Bancroft building, Room 1.09
Issues in Labor Markets, Bancroft building, Room 3.24
Time Series Methods IV (Dependence Networks), Bancroft building, Room 1.02.6
Monetary Policy III, Bancroft building, Room 1.08
Advances in Finance, Bancroft building, Room 3.40
Education, Bancroft building, Room 1.01.2
Production Function, Public Goods, Bancroft building, Room 1.02.6a

Parallel Sessions VIII
Bancroft building
June 28, 2014 12:00 to 13:20
 
Advances in Macroeconomic Models' Design, Identification, Time Variation and Est..., Bancroft building, Room 1.08
Wages and the Labor Market, Bancroft building, Room 3.24
Time Series Methods V (Regime Switching), Bancroft building, Room 1.01.1
Financial Crises, Contagion, Risk, Bancroft building, Room 3.40
Finance: Equity Prices, Volatility, Bancroft building, Room 1.09
Uncertainty, Inflation, Interest Rates, Bancroft building, Room 3.23
Advances in Panel/Cross Section Theory, Bancroft building, Room 1.02.6
Poverty, Inequality, Bancroft building, Room 1.01.2

Lunch - Poster Session III
Bancroft building, Rooms 113/113a/115
June 28, 2014 13:20 to 14:40
 
Poster: Finance and Econometrics, Bancroft building, Rooms 113/113a/115
Poster Session: Applied Micro, Bancroft building, Rooms 113/113a/115

Parallel Sessions IX
Bancroft building
June 28, 2014 14:40 to 16:00
 
Forecasting in Economics I, Bancroft building, Room 1.01.1
Empirical Analysis in Applied Micro, Bancroft building, Room 3.23
Macro-Finance: DSGE, Bancroft building, Room 1.08
Output, Output Gap, Revisions, Bancroft building, Room 1.02.6
Female Labor Market , Bancroft building, Room 3.40
Wages, Earnings and Productivity, Bancroft building, Room 1.09
Macro-Finance, Bancroft building, Room 3.24

Parallel Sessions X
Bancroft building
June 28, 2014 16:20 to 17:40
 
Macro Labor, Bancroft building, Room 1.08
Money and Inflation, Bancroft building, Room 1.01.1
Forecasting in Economics II, Bancroft building, Room 1.02.6
Advances in Applied Micro, Bancroft building, Room 3.40
Macro-Finance: Risk, Credibility, Contagion, Bancroft building, Room 3.24
Welfare: Crime, Education, Family Economics, Bancroft building, Room 3.23
International Migration, Trade, Wages, Bancroft building, Room 1.09

 

Summary of All Sessions

Click here for an index of all participants

#Date/TimeLocationTypeTitlePapers
1June 26, 2014
9:10-10:10
Bancroft building, Mason Lecture Theatre invited Plenary Session I - JAE Lecture1
2June 26, 2014
10:30-11:50
Bancroft building, Room 1.09 contributed Forecast Uncertainty and Density Forecasts4
3June 26, 2014
10:30-11:50
Bancroft building, Room 1.01.2 contributed Recent developments in non-stationary time series4
4June 26, 2014
10:30-11:50
Bancroft building, Room 3.23 contributed Risk, Returns and Term Structure Models3
5June 26, 2014
10:30-11:50
Bancroft building, Room 1.08 contributed Theoretical Advances in Panel/Cross Section I4
6June 26, 2014
10:30-11:50
Bancroft building, Room 1.01.1 contributed Macro-Finance: Housing Market4
7June 26, 2014
10:30-11:50
Bancroft building, Room 3.24 contributed Education, Training, and the Labor Market4
8June 26, 2014
10:30-11:50
Bancroft building, Room 1.02.6 contributed Economic Growth4
9June 26, 2014
10:30-11:50
Bancroft building, Room 3.40 contributed Advances in Applied Cross Section/Panel I4
10June 26, 2014
10:30-11:50
Bancroft building, Room 1.02.6a contributed Macro: Expectation, Indeterminacy4
11June 26, 2014
12:10-13:30
Bancroft building, Room 1.01.2 contributed Empirical Applications in Forecasting I4
12June 26, 2014
12:10-13:30
Bancroft building, Room 1.08 contributed Recent developments in cointegration and persistent time series analysis4
13June 26, 2014
12:10-13:30
Bancroft building, Room 1.01.1 contributed Unconventional Monetary Policy and Bank Stress Tests Macro and Financial Issues at the Zero Lower Bound4
14June 26, 2014
12:10-13:30
Bancroft building, Room 3.40 contributed Estimation Issues in Finance: Specification Tests, Spurious Inference and Panel Data Models4
15June 26, 2014
12:10-13:30
Bancroft building, Room 3.23 contributed Advances in Semi- and Non-Parametric Econometrics I4
16June 26, 2014
12:10-13:30
Bancroft building, Room 1.02.6a contributed Empirical Issues in Applied Micro: Education, Unemployment and the Labor Market4
17June 26, 2014
12:10-13:30
Bancroft building, Room 1.02.6 contributed Macro: Uncertainty and Instability4
18June 26, 2014
12:10-13:30
Bancroft building, Room 3.24 contributed Advances in Treatment Effects4
19June 26, 2014
13:30-14:50
Bancroft building, Rooms 113/113a/115 poster Poster: Applied Time Series I5
20June 26, 2014
13:30-14:50
Bancroft building, Rooms 113/113a/115 poster Poster: Time Series, Forecasting and Applied Macroeconomics5
21June 26, 2014
13:30-14:50
Bancroft building, Rooms 113/113a/115 poster Poster: Panel/Cross Section Theory3
22June 26, 2014
13:30-14:50
Bancroft building, Rooms 113/113a/115 poster Poster: Semi and Nonparametric Econometrics4
23June 26, 2014
14:50-16:10
Bancroft building, Room 3.24 contributed Macro-finance Models 4
24June 26, 2014
14:50-16:10
Bancroft building, Room 1.08 contributed Oil Prices and the Macroeconomy4
25June 26, 2014
14:50-16:10
Bancroft building, Room 1.01.1 contributed Advances in Spatial Panel Data Model4
26June 26, 2014
14:50-16:10
Bancroft building, Room 1.02.6 contributed Time Series Methods I (Instability, Trends)4
27June 26, 2014
14:50-16:10
Bancroft building, Room 3.23 contributed Fiscal Policy, Monetary Policy, Multipliers4
28June 26, 2014
14:50-16:10
Bancroft building, Room 1.02.6a contributed Health Economics I3
29June 26, 2014
14:50-16:10
Bancroft building, Room 3.40 contributed Business Cycles4
30June 26, 2014
14:50-16:10
Bancroft building, Room 1.01.2 contributed Macro-Finance: Banks, Risk, Credit4
31June 26, 2014
14:50-16:10
Bancroft building, Room 1.09 contributed Applied Panel/Cross Section: Missing Values, Attrition, Misreporting4
32June 26, 2014
16:30-17:30
Bancroft building, Mason Lecture Theatre invited Plenary Session II1
33June 27, 2014
9:00-10:00
Bancroft building, Mason Lecture Theatre invited Plenary Session III1
34June 27, 2014
10:20-11:40
Bancroft building, Room 1.02.6 contributed Forecasting and Time Variation4
35June 27, 2014
10:20-11:40
Bancroft building, Room 3.40 contributed Banking and Finance4
36June 27, 2014
10:20-11:40
Bancroft building, Room 3.23 contributed Advances in Semi- and Non-Parametric Econometrics II4
37June 27, 2014
10:20-11:40
Bancroft building, Room 1.02.6a contributed Health Economics II4
38June 27, 2014
10:20-11:40
Bancroft building, Room 1.01.1 contributed Time Series Methods II (Model Estimation)4
39June 27, 2014
10:20-11:40
Bancroft building, Room 1.01.2 contributed International Macro3
40June 27, 2014
10:20-11:40
Bancroft building, Room 1.08 contributed Macro: Theoretical VAR4
41June 27, 2014
10:20-11:40
Bancroft building, Room 3.24 contributed Financial Stress, Sovereign Debt4
42June 27, 2014
10:20-11:40
Bancroft building, Room 1.09 contributed Advances in Applied Cross Section/Panel II4
43June 27, 2014
12:00-13:20
Bancroft building, Room 1.01.1 contributed Special Issues in Forecasting: large datasets, mixed frequency data, and conditional forecasts4
44June 27, 2014
12:00-13:20
Bancroft building, Room 1.02.6 contributed Theoretical Advances in Panel/Cross Sections II3
45June 27, 2014
12:00-13:20
Bancroft building, Room 3.23 contributed Markets, Competition and Regulation4
46June 27, 2014
12:00-13:20
Bancroft building, Room 1.08 contributed Great Recession, Great Moderation4
47June 27, 2014
12:00-13:20
Bancroft building, Room 3.24 contributed Monetary Policy I4
48June 27, 2014
12:00-13:20
Bancroft building, Room 1.09 contributed Labor Market, Inequality4
49June 27, 2014
12:00-13:20
Bancroft building, Room 3.40 contributed International Economics4
50June 27, 2014
12:00-13:20
Bancroft building, Room 1.01.2 contributed Politics, Institutions4
51June 27, 2014
12:00-13:20
Bancroft building, Room 1.02.6a contributed Applied Cross Section/Panel: Regional and Local Impact4
52June 27, 2014
13:20-14:40
Bancroft building, Rooms 113/113a/115 poster Poster: Empirical Macro3
53June 27, 2014
13:20-14:40
Bancroft building, Rooms 113/113a/115 poster Poster: Applied Cross Section/Panel9
54June 27, 2014
13:20-14:40
Bancroft building, Rooms 113/113a/115 poster Poster: Applied Time Series II5
55June 27, 2014
14:40-16:00
Bancroft building, Room 1.08 contributed Estimation and Testing3
56June 27, 2014
14:40-16:00
Bancroft building, Room 1.01.1 contributed DSGE Models: Identification and Estimation4
57June 27, 2014
14:40-16:00
Bancroft building, Room 1.02.6 contributed Asset Price Jumps4
58June 27, 2014
14:40-16:00
Bancroft building, Room 3.40 contributed Advances in Semi- and Non-Parametric Econometrics III4
59June 27, 2014
14:40-16:00
Bancroft building, Room 3.24 contributed Life-cycle Models4
60June 27, 2014
14:40-16:00
Bancroft building, Room 3.23 contributed Macro-Finance: Exchange Rate, Emerging Economies4
61June 27, 2014
14:40-16:00
Bancroft building, Room 1.09 contributed Monetary Policy II4
62June 27, 2014
14:40-16:00
Bancroft building, Room 1.01.2 contributed Fiscal Policy3
63June 27, 2014
14:40-16:00
Bancroft building, Room 1.02.6a contributed Time Series Methods III3
64June 27, 2014
16:20-17:20
Bancroft building, Mason Lecture Theatre invited Plenary Session IV1
65June 28, 2014
9:00-10:00
Bancroft building, Mason Lecture Theatre invited Plenary Session V1
66June 28, 2014
10:20-11:40
Bancroft building, Room 3.23 contributed Empirical Applications in Forecasting II4
67June 28, 2014
10:20-11:40
Bancroft building, Room 1.01.1 contributed RastaNews Special Session on Macro-Financial Risk 4
68June 28, 2014
10:20-11:40
Bancroft building, Room 1.09 contributed Studies on the Indian Economy4
69June 28, 2014
10:20-11:40
Bancroft building, Room 3.24 contributed Issues in Labor Markets4
70June 28, 2014
10:20-11:40
Bancroft building, Room 1.02.6 contributed Time Series Methods IV (Dependence Networks)4
71June 28, 2014
10:20-11:40
Bancroft building, Room 1.08 contributed Monetary Policy III3
72June 28, 2014
10:20-11:40
Bancroft building, Room 3.40 contributed Advances in Finance4
73June 28, 2014
10:20-11:40
Bancroft building, Room 1.01.2 contributed Education4
74June 28, 2014
10:20-11:40
Bancroft building, Room 1.02.6a contributed Production Function, Public Goods4
75June 28, 2014
12:00-13:20
Bancroft building, Room 1.08 contributed Advances in Macroeconomic Models' Design, Identification, Time Variation and Estimation4
76June 28, 2014
12:00-13:20
Bancroft building, Room 3.24 contributed Wages and the Labor Market4
77June 28, 2014
12:00-13:20
Bancroft building, Room 1.01.1 contributed Time Series Methods V (Regime Switching)4
78June 28, 2014
12:00-13:20
Bancroft building, Room 3.40 contributed Financial Crises, Contagion, Risk4
79June 28, 2014
12:00-13:20
Bancroft building, Room 1.09 contributed Finance: Equity Prices, Volatility3
80June 28, 2014
12:00-13:20
Bancroft building, Room 3.23 contributed Uncertainty, Inflation, Interest Rates4
81June 28, 2014
12:00-13:20
Bancroft building, Room 1.02.6 contributed Advances in Panel/Cross Section Theory3
82June 28, 2014
12:00-13:20
Bancroft building, Room 1.01.2 contributed Poverty, Inequality4
83June 28, 2014
13:20-14:40
Bancroft building, Rooms 113/113a/115 poster Poster: Finance and Econometrics7
84June 28, 2014
13:20-14:40
Bancroft building, Rooms 113/113a/115 poster Poster Session: Applied Micro10
85June 28, 2014
14:40-16:00
Bancroft building, Room 1.01.1 contributed Forecasting in Economics I4
86June 28, 2014
14:40-16:00
Bancroft building, Room 3.23 contributed Empirical Analysis in Applied Micro4
87June 28, 2014
14:40-16:00
Bancroft building, Room 1.08 contributed Macro-Finance: DSGE4
88June 28, 2014
14:40-16:00
Bancroft building, Room 1.02.6 contributed Output, Output Gap, Revisions4
89June 28, 2014
14:40-16:00
Bancroft building, Room 3.40 contributed Female Labor Market 4
90June 28, 2014
14:40-16:00
Bancroft building, Room 1.09 contributed Wages, Earnings and Productivity4
91June 28, 2014
14:40-16:00
Bancroft building, Room 3.24 contributed Macro-Finance3
92June 28, 2014
16:20-17:40
Bancroft building, Room 1.08 contributed Macro Labor3
93June 28, 2014
16:20-17:40
Bancroft building, Room 1.01.1 contributed Money and Inflation4
94June 28, 2014
16:20-17:40
Bancroft building, Room 1.02.6 contributed Forecasting in Economics II4
95June 28, 2014
16:20-17:40
Bancroft building, Room 3.40 contributed Advances in Applied Micro4
96June 28, 2014
16:20-17:40
Bancroft building, Room 3.24 contributed Macro-Finance: Risk, Credibility, Contagion4
97June 28, 2014
16:20-17:40
Bancroft building, Room 3.23 contributed Welfare: Crime, Education, Family Economics4
98June 28, 2014
16:20-17:40
Bancroft building, Room 1.09 contributed International Migration, Trade, Wages3
 

98 sessions, 379 papers, and 0 presentations with no associated papers


 

IAAE 2014 Annual Conference

Detailed List of Sessions

 
Session 1: Plenary Session I - JAE Lecture
June 26, 2014 9:10 to 10:10
Bancroft building, Mason Lecture Theatre
 
Session Chair: M. Pesaran, University of Southern California
Session type: invited
 

Markov Chain Monte Carlo Inference for Robust Estimators
   Presented by: Jean-Marc Robin, Sciences-Po
 
Session 2: Forecast Uncertainty and Density Forecasts
June 26, 2014 10:30 to 11:50
Bancroft building, Room 1.09
 
Session Chair: James Mitchell, University of Warwick
Session type: contributed
 

Measuring Uncertainty of a Combined Forecast
   Presented by: Kajal Lahiri, University at Albany: SUNY
 

Forecasting Conditional Probabilities of Binary Outcomes under Misspecification
   Presented by: Fabian Krüger, Heidelberg Inst. of Theoretical Studies
 

Density forecasts with MIDAS models
   Presented by: Knut Are Aastveit, Norges Bank
 

The Recalibrated and Copula Opinion Pools
   Presented by: James Mitchell, University of Warwick
 
Session 3: Recent developments in non-stationary time series
June 26, 2014 10:30 to 11:50
Bancroft building, Room 1.01.2
 
Session Chair: Otilia Boldea, Tilburg University
Session type: contributed
 

Improving the Finite Sample Performance of Tests for a Shift in Mean
   Presented by: Eiji Kurozumi, Hitotsubashi University
 

Optimal Updating for Observation Driven Time-Varying Parameter Models
   Presented by: Francisco Blasques, VU University Amsterdam
 

A unified theory for time varying models: foundations with applications in the presence of breaks and heteroscedasticity
   Presented by: Menelaos Karanasos, Brunel University
 

Efficient Inference with Time-Varying Identification Strength
   Presented by: Otilia Boldea, Tilburg University
 
Session 4: Risk, Returns and Term Structure Models
June 26, 2014 10:30 to 11:50
Bancroft building, Room 3.23
 
Session Chair: Fulvio Pegoraro, Banque de France
Session type: contributed
 

Money market implications of the long run risk models
   Presented by: Stefano d'Addona, University of Rome 3
 

Equilibrium Errors of Volatility and Portfolio Performance
   Presented by: Yunus Emre Ergemen, Universidad Carlos III de Madrid
 

Specification Analysis of International Treasury Yield Curve Factors
   Presented by: Fulvio Pegoraro, Banque de France
 
Session 5: Theoretical Advances in Panel/Cross Section I
June 26, 2014 10:30 to 11:50
Bancroft building, Room 1.08
 
Session Chair: Vadim Marmer, University of British Columbia
Session type: contributed
 

Neighborhood GMM Estimation of Dynamic Panel Data Models
   Presented by: Vasilis Sarafidis, Monash University
 

Testing a large number of hypotheses in approximate factor models
   Presented by: Dante Amengual, CEMFI
 

Model Equivalence Tests for Overidentifying Restrictions
   Presented by: Pascal Lavergne, Toulouse School of Economics
 

Efficient Inference in Econometric Models When Identification Can Be Weak
   Presented by: Vadim Marmer, University of British Columbia
 
Session 6: Macro-Finance: Housing Market
June 26, 2014 10:30 to 11:50
Bancroft building, Room 1.01.1
 
Session Chair: Marcelle Chauvet, University of California Riverside
Session type: contributed
 

Regional US housing price formation: One size fits all?
   Presented by: Andre Anundsen, Norges Bank
 

House Price Bubbles and Their Impact on Consumption: Evidence From the US
   Presented by: Alina Spiru, Lancaster University Management School
 

Speculative Bubbles, Financial Crises and Convergence in Global Real Estate Investment Trusts
   Presented by: George Milunovich, Macquarie University
 

Fear and Loathing in the Housing Market: Evidence from Search Query Data
   Presented by: Marcelle Chauvet, University of California Riverside
 
Session 7: Education, Training, and the Labor Market
June 26, 2014 10:30 to 11:50
Bancroft building, Room 3.24
 
Session Chair: Jan Witajewski Baltvilks, European University Institute
Session type: contributed
 

Adverse effects of increased education efficiency? The impact of shortening high school tenure on graduation age, grade repetitions and graduation rates
   Presented by: Mathias Huebener, DIW Berlin, German Institute for Economic Research
 

Education, Professional Choice and Labour Market Outcomes: Influence of Preferences, Parental Background and Labour Market Tightness
   Presented by: Natalia Kyui, Bank of Canada
 

Heterogeneous Effects of Training Incidence and Duration on Labor Market Transitions
   Presented by: Aderonke Osikominu, University of Hohenheim
 

Endogenous Technology Choices and the Wage Inequality Dynamics
   Presented by: Jan Witajewski Baltvilks, European University Institute
 
Session 8: Economic Growth
June 26, 2014 10:30 to 11:50
Bancroft building, Room 1.02.6
 
Session Chair: Katerina Petrova, Queen Mary University London
Session type: contributed
 

Spells of Growth and Contraction
   Presented by: Charalambos Tsangarides, International Monetary Fund
 

Mixed Frequency Panel Vector Autoregressions and the Inequality vs. Growth Nexus
   Presented by: Melanie Krause, Goethe University Frankfurt
 

Debt, Inflation and Growth Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
   Presented by: Mehdi Raissi, IMF
 

Local Bayesian Estimation and Forecasting with Time -Varying Parameter DSGE Models
   Presented by: Katerina Petrova, Queen Mary University London
 
Session 9: Advances in Applied Cross Section/Panel I
June 26, 2014 10:30 to 11:50
Bancroft building, Room 3.40
 
Session Chair: Chiara Monfardini, University of Bologna
Session type: contributed
 

New Evidence on Linear Regression and Treatment Effect Heterogeneity
   Presented by: Tymon Słoczyński, Warsaw School of Economics
 

Treatment Effect Analyses through Orthogonality Conditions Implied by a Fuzzy Regression Discontinuity Design, with Two Empirical Studies
   Presented by: Muzhe Yang, Lehigh University
 

Static and Dynamic Binary Response Models with Misclassified Dependent Variables Applied to Annuity Ownership
   Presented by: Peter van Santen, Sveriges Riksbank
 

Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?
   Presented by: Chiara Monfardini, University of Bologna
 
Session 10: Macro: Expectation, Indeterminacy
June 26, 2014 10:30 to 11:50
Bancroft building, Room 1.02.6a
 
Session Chair: Efrem Castelnuovo, University of Padova and University of Milan
Session type: contributed
 

Inflation Expectation Dynamics: The Role of Past, Present and Forward-Looking Information
   Presented by: Paul Hubert, OFCE - Sciences Po
 

Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
   Presented by: Thomas Lubik, Federal Reserve Bank of Richmond
 

Animal Spirits, Fundamental Factors and Business Cycle Fluctuations
   Presented by: Stephane Dees, European Central Bank
 

Monetary Policy Indeterminacy and Identi…cation Failures in the U.S.: Results from a Robust Test
   Presented by: Efrem Castelnuovo, University of Padova and University of Milan
 
Session 11: Empirical Applications in Forecasting I
June 26, 2014 12:10 to 13:30
Bancroft building, Room 1.01.2
 
Session Chair: Regis Barnichon, CREI
Session type: contributed
 

Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
   Presented by: Christiane Baumeister, Bank of Canada
 

Forecasting Asian Market Returns: Bagging or Combining?
   Presented by: Mark Wohar, University of Nebraska-Omaha
 

What Determines Forecasters' Forecasting Errors?
   Presented by: Sandra Nolte, Lancaster University Management School
 

The Ins and Outs of Forecasting Unemployment Across Countries
   Presented by: Regis Barnichon, CREI
 
Session 12: Recent developments in cointegration and persistent time series analysis
June 26, 2014 12:10 to 13:30
Bancroft building, Room 1.08
 
Session Chair: Peter Boswijk, University of Amsterdam
Session type: contributed
 

Dynamic Factor Models, Cointegration, and Error Correction Mechanisms
   Presented by: Matteo Luciani, Université libre de Bruxelles
 

Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model
   Presented by: Jean-Yves Pitarakis, University of Southampton
 

Nonstationarity in Time Series of State Densities
   Presented by: Yoosoon Chang, Indiana University
 

Inference on cointegration parameters in heteroskedastic vector autoregressions
   Presented by: Peter Boswijk, University of Amsterdam
 
Session 13: Unconventional Monetary Policy and Bank Stress Tests Macro and Financial Issues at the Zero Lower Bound
June 26, 2014 12:10 to 13:30
Bancroft building, Room 1.01.1
 
Session Chair: Chiara Scotti, Federal Reserve Board
Session type: contributed
 

The Breakdown of the Interbank Market during the Financial Crisis: A Network Perspective
   Presented by: Celso Brunetti, Federal Reserve Board
 

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

Stressing Bank Profitability for Interest Rate Risk
   Presented by: Rochelle Edge, Federal Reserve Board
 

Evaluating Asset-Market E ffects of Unconventional Monetary Policy: A Cross-Country Comparison
   Presented by: Chiara Scotti, Federal Reserve Board
 
Session 14: Estimation Issues in Finance: Specification Tests, Spurious Inference and Panel Data Models
June 26, 2014 12:10 to 13:30
Bancroft building, Room 3.40
 
Session Chair: L. Vanessa Smith, University of York
Session type: contributed
 

Spurious factors in linear asset pricing models
   Presented by: Svetlana Bryzgalova, London School of Economics
 

Parameter Estimation and Inference with Spatial Lags and Cointegration
   Presented by: Leopold Soegner, Institute for Advanced Studies
 

The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market
   Presented by: Lena Koerber,
 

A multiple testing approach to the regularisation of sample correlation matrices
   Presented by: L. Vanessa Smith, University of York
 
Session 15: Advances in Semi- and Non-Parametric Econometrics I
June 26, 2014 12:10 to 13:30
Bancroft building, Room 3.23
 
Session Chair: Xavier D'Haultfoeuille, CREST
Session type: contributed
 

Threshold Estimation in Nonparametric Regression: Estimation and Inference
   Presented by: Daniel Henderson, University of Alabama
 

Assessing functional form specifications for the Unconditional Quantile Partial Effects
   Presented by: Graciela Sanroman, UDELAR
 

Identifying Dynamic Games with Entry/Exit Decisions
   Presented by: Sorawoot Srisuma, University of Surrey
 

Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap
   Presented by: Xavier D'Haultfoeuille, CREST
 
Session 16: Empirical Issues in Applied Micro: Education, Unemployment and the Labor Market
June 26, 2014 12:10 to 13:30
Bancroft building, Room 1.02.6a
 
Session Chair: Ahmet Ali Taskin, Central Bank of the Republic of Turkey
Session type: contributed
 

Tuition Fees and Student Achievement - Evidence from a Differential Raise in Fees
   Presented by: Hans Fricke, University of St.Gallen
 

Access and Returns to Education and the Ethnic Earning Gap in France
   Presented by: Maxime TO, Sciences Po
 

The Effects of Dismissal Protection on the Hazard of Remaining Employed
   Presented by: Christine Luecke, Otto von Guericke University
 

Does Homeownership Prolong the Duration of Unemployment?
   Presented by: Ahmet Ali Taskin, Central Bank of the Republic of Turkey
 
Session 17: Macro: Uncertainty and Instability
June 26, 2014 12:10 to 13:30
Bancroft building, Room 1.02.6
 
Session Chair: Kirstin Hubrich, European Central Bank
Session type: contributed
 

Common Sources of Instabilities in Macroeconomic Dynamics
   Presented by: Dalibor Stevanovic, Université du Québec à Montréal
 

Uncertainty and Economic Activity: A Global Perspective
   Presented by: Ambrogio Cesa-Bianchi, Bank of England
 

Economic Policy Uncertainty and the Great Recession
   Presented by: Luca Benati, University of Bern
 

Melting Down: Systemic Financial Instability and the Macroeconomy
   Presented by: Kirstin Hubrich, European Central Bank
 
Session 18: Advances in Treatment Effects
June 26, 2014 12:10 to 13:30
Bancroft building, Room 3.24
 
Session Chair: Ricardo Mora, Universidad Carlos III de Madrid
Session type: contributed
 

Bounds on Population Average Treatment Effects with an Invalid Instrument
   Presented by: Xuan Chen, Renmin University of China
 

Relaxing monotonicity in the identification of local average treatment effects
   Presented by: Giovanni Mellace, University of Southern Denmark
 

Estimation of Average Treatment Effects in a Stratified Randomized Design with Imbalance in Covariates
   Presented by: Hugo Jales, University of British Columbia
 

Treatment Effect Identification Using Alternative Parallel Assumptions
   Presented by: Ricardo Mora, Universidad Carlos III de Madrid
 
Session 19: Poster: Applied Time Series I
June 26, 2014 13:30 to 14:50
Bancroft building, Rooms 113/113a/115
 
Session type: poster
 

Exporting and productivity as part of the growth process: Results from a structural VAR
   Presented by: Alessio Moneta, Scuola Superiore Sant'Anna
 

Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty
   Presented by: Ioannis Chatziantoniou, University of Portsmouth
 

Asymmetric Gasoline Price Responses to Crude Oil Shocks
   Presented by: Jingping Gu, University of Arkansas
 

Stochastic Convergence in Spanish Provinces
   Presented by: antonio montanes, University of Zaragoza
 

Adaptive Models and Heavy-Tails
   Presented by: DAVIDE DELLEMONACHE,
 
Session 20: Poster: Time Series, Forecasting and Applied Macroeconomics
June 26, 2014 13:30 to 14:50
Bancroft building, Rooms 113/113a/115
 
Session type: poster
 

Estimation and empirical performance of non-scalar dynamic conditional correlation (DCC) models}
   Presented by: Lyudmila Grigoryeva, Université de Franche-Comté
 

Growing Together? Projecting Income Growth in Europe at the Regional Level
   Presented by: Florian Huber, WU Vienna
 

The importance of updating: evidence from a Brazilian Now-casting Model
   Presented by: Daniela Bragoli, Università Cattolica Milano
 

Forecasting Labour Market Indicators: Macro vs Micro
   Presented by: Chiara Lacava, Tor Vergata University of Rome
 

Anticipating business-cycle turning points in real time using density forecasts from a VAR
   Presented by: Sven Schreiber, Hans Böckler Foundation, and Free U Berlin
 
Session 21: Poster: Panel/Cross Section Theory
June 26, 2014 13:30 to 14:50
Bancroft building, Rooms 113/113a/115
 
Session type: poster
 

Linear Pseudo Panel Data Models with Multi Factor Error Structure
   Presented by: Arturas Juodis, University of Amsterdam
 

Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?
   Presented by: Mauro Costantini, Brunel University
 

Local Autonomy and Residents' Well-Being: Evidence from Switzerland
   Presented by: Sarah Fleche, Paris School of Economics
 
Session 22: Poster: Semi and Nonparametric Econometrics
June 26, 2014 13:30 to 14:50
Bancroft building, Rooms 113/113a/115
 
Session type: poster
 

Counting Process Generated by Boundary-crossing Events - Theory and Applications in Non-parametric Statistics
   Presented by: Peter Farkas, Central European University
 

Comparing Distributional Policy Parameters between Populations with Different Outcome Structures
   Presented by: Anthony Strittmatter, Albert-Ludwigs-University Freiburg
 

A new approach to measuring and studying the characteristics of class membership: The progress of poverty, inequality and polarization of income classes in urban China.
   Presented by: Gordon Anderson, Economics department
 

How do judges judge? Evidence of local effect on French bankruptcy judgments
   Presented by: Stéphane ESQUERRE, Université de Strasbourg
 
Session 23: Macro-finance Models
June 26, 2014 14:50 to 16:10
Bancroft building, Room 3.24
 
Session Chair: István Barra, VU University Amsterdam
Session type: contributed
 

Learning about Disaster Risk: Joint Implications for Stocks and Bonds
   Presented by: Michal Pakos, Center for Economic Research & Graduate Education
 

Exchange Rate Uncertainty and International Portfolio Flows: A Multivariate GARCH in Mean Approach
   Presented by: Faek Menla Ali,
 

Exchange Rate Predictability in a Changing World
   Presented by: Pinho Ribeiro, University of Glasgow
 

Unobserved components in corporate defaults and bond prices
   Presented by: István Barra, VU University Amsterdam
 
Session 24: Oil Prices and the Macroeconomy
June 26, 2014 14:50 to 16:10
Bancroft building, Room 1.08
 
Session Chair: Fabrizio Venditti, Banca d'Italia
Session type: contributed
 

Forecasting the Brent Oil Price: Addressing time-variation in forecast performance
   Presented by: Cristiana Manescu, European Central Bank
 

Macroeconomic Drivers of Crude Oil Futures Risk Premia
   Presented by: Antonio Diez de los Rios, Bank of Canada
 

Time Varying SVARs, parameter histories, and the changing impact of oil prices on the US economy
   Presented by: Francesca Rondina, University of Ottawa
 

The time varying effect of oil price shocks on euro area exports
   Presented by: Fabrizio Venditti, Banca d'Italia
 
Session 25: Advances in Spatial Panel Data Model
June 26, 2014 14:50 to 16:10
Bancroft building, Room 1.01.1
 
Session Chair: Lucciano Villacorta, CEMFI
Session type: contributed
 

Adaptive estimation under pure spatial autoregressive model
   Presented by: Jungyoon Lee, New College of the Humanities
 

Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models
   Presented by: Sebastian Kripfganz, Goethe University Frankfurt
 

Estimation of Networks \& Spillover Effects using Panel Data
   Presented by: Christiern Rose, University of Bristol
 

Robust Standard Errors to spatial and time dependence when neither N nor T are very large
   Presented by: Lucciano Villacorta, CEMFI
 
Session 26: Time Series Methods I (Instability, Trends)
June 26, 2014 14:50 to 16:10
Bancroft building, Room 1.02.6
 
Session Chair: Jesus Gonzalo, U. Carlos III de Madrid
Session type: contributed
 

Detecting Multiple Structural Breaks: Dummy Saturation vs Sequential Bootstrapping. With an Application to the Fisher E
   Presented by: Michele Bergamelli, Cass Business School
 

Efficient estimation and forecasting in dynamic factor models with structural instability
   Presented by: Dimitris Korobilis, University of Glasgow
 

A Quadratic Kalman Filter
   Presented by: Guillaume Roussellet, Banque de France, CREST and CEREMADE
 

TRENDs in Distributional Characteristics: The case of Global Warming
   Presented by: Jesus Gonzalo, U. Carlos III de Madrid
 
Session 27: Fiscal Policy, Monetary Policy, Multipliers
June 26, 2014 14:50 to 16:10
Bancroft building, Room 3.23
 
Session Chair: Vasja Sivec, EUI Firenze
Session type: contributed
 

Government Spending Multipliers in Good Times and in Bad: Evidence from U.S Historical Data
   Presented by: Sarah Zubairy, Texas A&M University
 

Estimating US Fiscal and Monetary Interactions: From Volcker Chairmanship to the Great Recession
   Presented by: Klemens Hauzenberger, Deutsche Bundesbank
 

Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov-switching Estimation Exploiting Monetary-Fiscal Policy Interdependence
   Presented by: Manuel Gonzalez-Astudillo, Federal Reserve Board
 

Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs
   Presented by: Vasja Sivec, EUI Firenze
 
Session 28: Health Economics I
June 26, 2014 14:50 to 16:10
Bancroft building, Room 1.02.6a
 
Session Chair: Meliyanni Johar, University of Technology Sydney
Session type: contributed
 

Does Religion Affect Health?Quasi-Experimental Evidence on the Implications of Religious Beliefs on Smoking from the German Separation
   Presented by: Veronica Toffolutti, University of East Anglia
 

Pot Calling the Kettle Black? A Comparison of Measures of Current Smoking Status
   Presented by: Vidhura Tennekoon, University of Oklahoma
 

Forecasting with micro panels: The case of health care costs
   Presented by: Meliyanni Johar, University of Technology Sydney
 
Session 29: Business Cycles
June 26, 2014 14:50 to 16:10
Bancroft building, Room 3.40
 
Session Chair: Christopher Otrok, University of Missouri
Session type: contributed
 

Analyzing business and financial cycles using multi-level factor models
   Presented by: Joerg Breitung, University of Cologne
 

A New Approach to Infer Changes in the Synchronization of Business Cycle Phases
   Presented by: Danilo Leiva-Leon, Bank of Canada
 

The International Transmission of U.S. Structural Shocks - Evidence from Global Vector Autoregressions
   Presented by: Martin Feldkircher, Oesterreichische Nationalbank
 

How do Business Cycles Become Global? Common Shocks or Spillovers?
   Presented by: Christopher Otrok, University of Missouri
 
Session 30: Macro-Finance: Banks, Risk, Credit
June 26, 2014 14:50 to 16:10
Bancroft building, Room 1.01.2
 
Session Chair: Jens Christensen, Federal Reserve Bank of San Francisco
Session type: contributed
 

Bank Bailouts and Bank-Sovereign Risk Contagion Channels
   Presented by: Irina Stanga, Economics Econometrics and Finance
 

Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area
   Presented by: Malte Rieth, DIW Berlin
 

Aggregate Shocks and the Two Sides of Credit Reallocation
   Presented by: Silvio Contessi, Federal Reserve Bank of St. Louis
 

A Probability-Based Stress Test of Federal Reserve Assets and Income
   Presented by: Jens Christensen, Federal Reserve Bank of San Francisco
 
Session 31: Applied Panel/Cross Section: Missing Values, Attrition, Misreporting
June 26, 2014 14:50 to 16:10
Bancroft building, Room 1.09
 
Session Chair: Pravin Trivedi, Indiana University
Session type: contributed
 

Dissatisfied with Life or with Being Interviewed? Happiness and Motivation to Participate in a Survey
   Presented by: Adrian Chadi, IAAEU
 

A Method of Correcting for Misreporting Applied to the Food Stamp Program
   Presented by: Nikolas Mittag, CERGE-EI, Charles University
 

Missing Values: An Econometric Evaluation
   Presented by: Alvaro Escribano, UNIVERSIDAD CARLOS III de MADRID
 

Attrition Bias in Panel Data: A Sheep in Wolf's Clothing? A Case Study Based on the MABEL Survey
   Presented by: Pravin Trivedi, Indiana University
 
Session 32: Plenary Session II
June 26, 2014 16:30 to 17:30
Bancroft building, Mason Lecture Theatre
 
Session Chair: Siem Jan Koopman, VU University Amsterdam
Session type: invited
 

Sign Restriction, Structural Vector Autoregressions, and Useful Prior Information
   Presented by: James Hamilton, University of California, San Diego
 
Session 33: Plenary Session III
June 27, 2014 9:00 to 10:00
Bancroft building, Mason Lecture Theatre
 
Session Chair: Badi Baltagi, Syracuse University
Session type: invited
 

Model Selection with `Big Data'
   Presented by: David Hendry, Oxford University
 
Session 34: Forecasting and Time Variation
June 27, 2014 10:20 to 11:40
Bancroft building, Room 1.02.6
 
Session Chair: Herman van Dijk, Erasmus University Rotterdam
Session type: contributed
 

No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
   Presented by: Andrea Carriero, Queen Mary Univerity of London
 

Forecast Optimality Tests in the Presence of Instabilities
   Presented by: Barbara Rossi, ICREA-Univ. Pompeu Fabra, Barcelona GSE
 

Optimal forecasts from Markov switching models
   Presented by: Andreas Pick, Erasmus School of Economics (ESE)
 

Nowcasting the Business Cycle in an Uncertain Environment
   Presented by: Herman van Dijk, Erasmus University Rotterdam
 
Session 35: Banking and Finance
June 27, 2014 10:20 to 11:40
Bancroft building, Room 3.40
 
Session Chair: Eva Arnold, Universität Hamburg
Session type: contributed
 

A New Test of Financial Contagion with Application to the US Banking Sector
   Presented by: Cody Yu-Ling Hsiao, The University of New South Wales
 

Assessing Bank Efficiency and Stability
   Presented by: Konstantinos Baltas, Queen Mary University of London
 

Which Hedge Fund Styles Hedge Against Bad Times?
   Presented by: David Rapach, Saint Louis University
 

Do German Depositors Discipline their Banks? Empirical Evidence for Different Bank Governance Models
   Presented by: Eva Arnold, Universität Hamburg
 
Session 36: Advances in Semi- and Non-Parametric Econometrics II
June 27, 2014 10:20 to 11:40
Bancroft building, Room 3.23
 
Session Chair: Juan Rodriguez-Poo, Universidad de Cantabria
Session type: contributed
 

Sharp Bounds in the Binary Roy model
   Presented by: Ismael MOURIFIÉ, University of Toronto
 

Risk forecasting in (T)GARCH models with uncorrelated dependent innovations
   Presented by: Benjamin Beckers, DIW Berlin
 

Econometrics of Ascending Auctions by Quantile Regression
   Presented by: Nathalie Sanches, University of Sao Paulo
 

Precautionary Savings over the Life Cycle: A Simple Two Step Locally Constant Least Squares Estimator
   Presented by: Juan Rodriguez-Poo, Universidad de Cantabria
 
Session 37: Health Economics II
June 27, 2014 10:20 to 11:40
Bancroft building, Room 1.02.6a
 
Session Chair: Lea Toulemon, Sciences Po Paris
Session type: contributed
 

A matter of life and death? Hospital distance and quality of care: Evidence from emergency room closures and myocardial infarctions
   Presented by: Daniel Avdic, CINCH and University of Duisburg-Essen
 

The Fatal Consequences of Grief - Semiparametric Estimation of Bereavement Effects on Parents' Mortality
   Presented by: Bernhard Schmidpeter, Johannes Kepler University Linz
 

Diesel Cars and Environmental Policy
   Presented by: Anders Munk-Nielsen, University of Copenhagen
 

The impact of increasing public reimbursement rates on various aspects of health expenditures. A natural experiment.
   Presented by: Lea Toulemon, Sciences Po Paris
 
Session 38: Time Series Methods II (Model Estimation)
June 27, 2014 10:20 to 11:40
Bancroft building, Room 1.01.1
 
Session Chair: Claudia Foroni, Norges Bank
Session type: contributed
 

A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets
   Presented by: Jan Novotny, City University London
 

Do Downgrades Supply New Information to the European Sovereign Credit Default Swaps Markets A Probit-MIDAS Analysis
   Presented by: Lennart Freitag, Maastricht Univeristy, SBE
 

Autoregressive Models with Optimal Autoregressive Dependence
   Presented by: Siem Jan Koopman, VU University Amsterdam
 

Mixed Frequency Structural VARs
   Presented by: Claudia Foroni, Norges Bank
 
Session 39: International Macro
June 27, 2014 10:20 to 11:40
Bancroft building, Room 1.01.2
 
Session Chair: Hilde Bjørnland, BI Norwegian Business School
Session type: contributed
 

What drives EMU current accounts? A time varying structural VAR approach
   Presented by: Maximilian Podstawski, DIW Berlin
 

Assessing Interdependence Among Countries' Fundamentals and its Implications for Exchange Rate Misalignment Estimates: An Empirical Exercise Based on GVAR
   Presented by: Emerson Marçal, CEMAP-EESP-FGV and CSSA-Mackenzie
 

Boom or gloom? Examining the Dutch disease in a two-speed economy
   Presented by: Hilde Bjørnland, BI Norwegian Business School
 
Session 40: Macro: Theoretical VAR
June 27, 2014 10:20 to 11:40
Bancroft building, Room 1.08
 
Session Chair: Atsushi Inoue, Southern Methodist University
Session type: contributed
 

Towards Understanding the Normalization in Structural VAR Models
   Presented by: Andrzej Kociecki, National Bank of Poland
 

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

VARs with Fat Tails
   Presented by: Haroon Mumtaz, Queen Mary College University of London
 

Joint Confidence Sets for Structural Impulse Responses
   Presented by: Atsushi Inoue, Southern Methodist University
 
Session 41: Financial Stress, Sovereign Debt
June 27, 2014 10:20 to 11:40
Bancroft building, Room 3.24
 
Session Chair: Martina Jancokova, Goethe University Frankfurt
Session type: contributed
 

Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions
   Presented by: Christian Schoder, Vienna University of Economics and Business
 

How do Financial Institutions Forecast Sovereign Spreads?
   Presented by: Peter Claeys, Vrije Universiteit Brussel
 

Measuring Global Financial Connectedness
   Presented by: Soroosh Soofi Siavash, Goethe University Frankfurt
 

Linking Distress of Financial Institutions to Macrofinancial Shocks
   Presented by: Martina Jancokova, Goethe University Frankfurt
 
Session 42: Advances in Applied Cross Section/Panel II
June 27, 2014 10:20 to 11:40
Bancroft building, Room 1.09
 
Session Chair: Natalia Bailey, Queen Mary, University of London
Session type: contributed
 

Structural Threshold Regression
   Presented by: Andros Kourtellos, University of Cyprus
 

Some estimators for dynamic panel data sample selection models
   Presented by: Sergi Jimenez-Martin, Pompeu Fabra University
 

Putting Time into Space: Expectations and Causality Issues in the Price Determination Process
   Presented by: Jean Dube, Universite du Quebec a Rimouski
 

A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence
   Presented by: Natalia Bailey, Queen Mary, University of London
 
Session 43: Special Issues in Forecasting: large datasets, mixed frequency data, and conditional forecasts
June 27, 2014 12:00 to 13:20
Bancroft building, Room 1.01.1
 
Session Chair: Tatevik Sekhposyan, Texas A&M University
Session type: contributed
 

Evaluating Forecasts from Vector Autoregressions Conditional on Policy Paths
   Presented by: Michael McCracken, Federal Reserve Bank of St Louis
 

Forecasting Fed Funds Target Changes with Large Datasets
   Presented by: Michael Owyang, Federal Reserve Bank of St Louis
 

Forecasting the distribution of economic variables in a data-rich environment
   Presented by: Sebastiano Manzan, Baruch College, CUNY
 

Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR
   Presented by: Tatevik Sekhposyan, Texas A&M University
 
Session 44: Theoretical Advances in Panel/Cross Sections II
June 27, 2014 12:00 to 13:20
Bancroft building, Room 1.02.6
 
Session Chair: Badi Baltagi, Syracuse University
Session type: contributed
 

An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects
   Presented by: Majid Al Sadoon, Universitat Pompeu Fabra
 

A Nonlinear Least Squares Approach to Estimating Fixed E¤ects Panel Data Models with Lagged Dependent Variables, with Applications to the Incidental Parameters Problem
   Presented by: Maxim Pinkovskiy, Federal Reserve Bank of New York
 

Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
   Presented by: Badi Baltagi, Syracuse University
 
Session 45: Markets, Competition and Regulation
June 27, 2014 12:00 to 13:20
Bancroft building, Room 3.23
 
Session Chair: Christian Bontemps, Toulouse School of Economics
Session type: contributed
 

Identifying Collusion in English Auctions
   Presented by: Vadim Marmer, University of British Columbia
 

Marijuana on Main Street? Estimating Demand in Markets with Limited Access
   Presented by: Liana Jacobi, University of Melbourne
 

Analysis of Multiple Discrete-Continuous Choices: Empirical Evidence of Biased Price Elasticities under Standard Discrete Choice Models on the Soft Drink Market
   Presented by: Olivier de Mouzon, Toulouse School of Economics
 

Identification and Estimation of Incentive Contracts under Asymmetric Information: An Application to the French Water Sector
   Presented by: Christian Bontemps, Toulouse School of Economics
 
Session 46: Great Recession, Great Moderation
June 27, 2014 12:00 to 13:20
Bancroft building, Room 1.08
 
Session Chair: Gabriel Perez Quiros, Bank of Spain
Session type: contributed
 

The Two Greatest. Great Recession vs. Great Moderation
   Presented by: Lola Gadea, Applied Economics
 

Kiss Me Deadly. From Finnish Great Depression to Great Recession
   Presented by: Adam Gulan, Bank of Finland
 

Cross-Country Interactions, the Great Moderation and the Role of Volatility in Economic Activity
   Presented by: Steven Trypsteen, University of Nottingham
 

The failure to predict the Great Recession.A view through the role of credit
   Presented by: Gabriel Perez Quiros, Bank of Spain
 
Session 47: Monetary Policy I
June 27, 2014 12:00 to 13:20
Bancroft building, Room 3.24
 
Session Chair: Tatjana Dahlhaus, Bank of Canada
Session type: contributed
 

Corporate Bond Yields in the Transmission Mechanism of Monetary Policy
   Presented by: Isaac Sserwanja, University of Kent
 

Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty
   Presented by: Matthias Hartmann, University of Heidelberg
 

Drifts, Volatilities and Impulse Responses Over the Last Century
   Presented by: Pooyan Amir Ahmadi, Goethe University
 

International Transmission Channels of US Quantitative Easing: Evidence from Canada
   Presented by: Tatjana Dahlhaus, Bank of Canada
 
Session 48: Labor Market, Inequality
June 27, 2014 12:00 to 13:20
Bancroft building, Room 1.09
 
Session Chair: Dmytro Hryshko, University of Alberta
Session type: contributed
 

Time preferences stability, financial and working status
   Presented by: Caterina Giannetti, University of Bologna
 

Who Creates Jobs? Estimating Job Creation Rates at the Firm Level
   Presented by: Harald Oberhofer, University of Salzburg
 

Wage earnings volatility in the private sector in France since 1968
   Presented by: Nila Ceci-Renaud, Crest
 

Reconciling Estimates of Earnings Processes in Growth Rates and Levels
   Presented by: Dmytro Hryshko, University of Alberta
 
Session 49: International Economics
June 27, 2014 12:00 to 13:20
Bancroft building, Room 3.40
 
Session Chair: Frank Agbola, The University of Newcastle, Australia
Session type: contributed
 

Foreign Direct Investment’s Effect on Institutions
   Presented by: Chander Kant, Seton Hall University
 

Foreign aid and domestic absorption
   Presented by: Nicolas Van de Sijpe, University of Oxford
 

GRAViTY
   Presented by: Markus Eberhardt, University of Nottingham
 

Does foreign direct investment enhance productivity growth in a transition economy? empirical evidence from China
   Presented by: Frank Agbola, The University of Newcastle, Australia
 
Session 50: Politics, Institutions
June 27, 2014 12:00 to 13:20
Bancroft building, Room 1.01.2
 
Session Chair: Frode Martin Nordvik, BI Norwegian Business School
Session type: contributed
 

Invisible Wall. The Role of Culture in Long-Term Development
   Presented by: Agnieszka Wysokińska, University of Warsaw
 

Electoral cycles in savings bank lending
   Presented by: Till Stowasser, University of Munich
 

Using political financing reforms to measure the impact of campaign spending on French legislative election outcomes
   Presented by: Lionel Wilner, INSEE-CREST
 

Does Oil Promote or Prevent Coup d'etat?
   Presented by: Frode Martin Nordvik, BI Norwegian Business School
 
Session 51: Applied Cross Section/Panel: Regional and Local Impact
June 27, 2014 12:00 to 13:20
Bancroft building, Room 1.02.6a
 
Session Chair: Riccardo Trezzi, University of Cambridge
Session type: contributed
 

Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?
   Presented by: Rafael González-Val, Universidad de Zaragoza & Institut d'Economia de Barcelona (IEB)
 

Are State Corporate Income Tax Rates Too High? A Panel Study of Statewide Laffer Curves
   Presented by: John Stinespring, University of Tampa
 

Green-to-Grey China: Determinants and Forecasts of Its Green Growth
   Presented by: Jing You, Renmin University of China
 

Shake me the money!
   Presented by: Riccardo Trezzi, University of Cambridge
 
Session 52: Poster: Empirical Macro
June 27, 2014 13:20 to 14:40
Bancroft building, Rooms 113/113a/115
 
Session type: poster
 

Progressive Taxation and Precautionary Savings over the Life-Cycle
   Presented by: Davud Rostam-Afschar, Freie Universität Berlin
 

Financial sector development (FSD), institutions and economic growth: A comparative study of Southern Africa Development Community and Economic Community of West Africa States
   Presented by: Mahawiya Sulemana, University of Cape Town
 

Instability of the inflation-output trade-off and time-varying price rigidity
   Presented by: Antonia Lopez-Villavicencio, University of Paris North
 
Session 53: Poster: Applied Cross Section/Panel
June 27, 2014 13:20 to 14:40
Bancroft building, Rooms 113/113a/115
 
Session type: poster
 

Benefits from taking a private tutorial course for exam preparation? The case of Macro Economics at Copenhagen Business School.
   Presented by: Lisbeth la Cour, Copenhagen Business School
 

Local Interactions, Interdependent Hazards, and the Return Decision of Recent Migrants
   Presented by: Christian Schluter, Aix-Marseille Université
 

Retail Payment Innovations and Cash Usage: Accounting for Attrition Using Refreshment Samples
   Presented by: Marie-Helene Felt, Carleton University
 

Short-term and long-term child health: Is there an association and what are the implications for targeting the food insecure?
   Presented by: Miriam Marembo, Monash University
 

Who Are the Major Drivers behind Stock Price Movements? Company Accounting Fundamentals vs. Common Shocks
   Presented by: Xiaohui Zhang, Murdoch University
 

The Effectiveness of Incentives to Postpone Retirement: an Evaluation of the Italian “Super-Bonus” Reform
   Presented by: Irene Ferrari, University of Bologna
 

Explaining Gender Grade Differentials: Evidence From Germany
   Presented by: Bernhard Enzi, ifo Institute for Economic Research
 

Trade Liberalization and the Balance of payments in Sub-Saharan Africa: A Pooled Mean Group approach
   Presented by: Lanre Kassim, University of kent
 

Student Biases for Male Professors and What Female Professors Can Do About It
   Presented by: Anne Boring,
 
Session 54: Poster: Applied Time Series II
June 27, 2014 13:20 to 14:40
Bancroft building, Rooms 113/113a/115
 
Session type: poster
 

The co-movement of house price and GDP in G7 countries
   Presented by: Jae Ho Yoon, POSCO Research Institute
 

Monetary Policy and Exchange Rates: A Balanced Two–Country Cointegrated VAR Model Approach
   Presented by: Reinhold Heinlein, Keele University
 

Regional Danish housing booms and the effects of financial deregulation and expansionary economic policy
   Presented by: Christian Heebøll, Kraka
 

Power transformations of absolute returns and long memory estimation
   Presented by: Violetta Dalla,
 

Improving test power for neglected nonlinearities in time series models: radial basis function neural networks approximations
   Presented by: Jinu Lee,
 
Session 55: Estimation and Testing
June 27, 2014 14:40 to 16:00
Bancroft building, Room 1.08
 
Session Chair: Majid Al Sadoon, Universitat Pompeu Fabra
Session type: contributed
 

Maximum Likelihood Estimation for Generalized Autoregressive Score Models
   Presented by: Andre Lucas, VU University Amsterdam
 

Regime-Switching Lévy Jump Modelling for Financial and Commodity Markets
   Presented by: Julien Chevallier, IPAG Business School
 

A General Theory of Rank Testing
   Presented by: Majid Al Sadoon, Universitat Pompeu Fabra
 
Session 56: DSGE Models: Identification and Estimation
June 27, 2014 14:40 to 16:00
Bancroft building, Room 1.01.1
 
Session Chair: Alessia Paccagnini, Bicocca University
Session type: contributed
 

Macroeconomic persistence and identification of the New Keynesian Phillips curve
   Presented by: Tord Krogh, Statistics Norway
 

Global identification of linearized DSGE models
   Presented by: Marcin Kolasa, Narodowy Bank Polski and Warsaw School of Economics
 

Likelihood Based Estimation and Inference for Unsolved DSGE Models
   Presented by: Andreas Tryphonides, European University Institute
 

The Statistical Representation of the DSGE Model: A MonteCarlo Experiment
   Presented by: Alessia Paccagnini, Bicocca University
 
Session 57: Asset Price Jumps
June 27, 2014 14:40 to 16:00
Bancroft building, Room 1.02.6
 
Session Chair: Valentina Corradi, University of Surrey
Session type: contributed
 

Bootstrapping high frequency jump tests
   Presented by: Silvia Goncalves, Université de Montréal
 

Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures
   Presented by: Gael Martin, Monash University
 

Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 option market
   Presented by: Michael Neumann, Queen Mary, University of London
 

Testing for Jumps and for Path Dependent Intensity over Long Time Spans
   Presented by: Valentina Corradi, University of Surrey
 
Session 58: Advances in Semi- and Non-Parametric Econometrics III
June 27, 2014 14:40 to 16:00
Bancroft building, Room 3.40
 
Session Chair: Debopam Bhattacharya, University of Oxford
Session type: contributed
 

Nonparametric estimation of systems of simultaneous equations with sample selection
   Presented by: Evgeniy Ozhegov, National Research University Higher School of Economics
 

Identi…fication of Nonparametric Simultaneous Equations Models with a Residual Index Structure
   Presented by: Philip Haile, Yale University
 

A cautionary tale about control variables in IV estimation
   Presented by: Martin Huber, University of St. Gallen
 

Nonparametric Welfare Analysis for Discrete Choice
   Presented by: Debopam Bhattacharya, University of Oxford
 
Session 59: Life-cycle Models
June 27, 2014 14:40 to 16:00
Bancroft building, Room 3.24
 
Session Chair: Thomas Jørgensen, University of Copenhagen
Session type: contributed
 

Heterogeneous returns over the life-cycle? Or nothing at all? Re-examining the wage returns to education in the UK
   Presented by: Matt Dickson, University of Bath
 

Bequest motives in a life-cycle model with intergenerational interactions
   Presented by: Fedor Iskhakov, University of New South Wales
 

Welfare Dynamics Measurement: Two Definitions of a Vulnerability Line and Their Applications
   Presented by: Hai-Anh Dang, World Bank
 

Life-Cycle Consumption and Children
   Presented by: Thomas Jørgensen, University of Copenhagen
 
Session 60: Macro-Finance: Exchange Rate, Emerging Economies
June 27, 2014 14:40 to 16:00
Bancroft building, Room 3.23
 
Session Chair: Taya Dumrongrittikul, Australian National University
Session type: contributed
 

A Resolution of the Purchasing Power Parity Puzzle in Chile: An I(2) Cointegrated VAR Application
   Presented by: Leonardo Salazar, University of Copenhagen
 

A dynamic econometric system for the Yen-Dollar rate
   Presented by: Katsuhiko Takagaki, Waseda University / University of Oxford
 

Estimating macro-financial linkages in Asia
   Presented by: Feng Zhu, Bank for International Settlements
 

The Effects of Productivity Gains in Asian Emerging Economies: A Global Vector Autoregressive Framework
   Presented by: Taya Dumrongrittikul, Australian National University
 
Session 61: Monetary Policy II
June 27, 2014 14:40 to 16:00
Bancroft building, Room 1.09
 
Session Chair: John Keating, University of Kansas
Session type: contributed
 

Monetary Policy Shocks and the Taylor Rule
   Presented by: Pao-Lin Tien, Wesleyan University
 

Do Estimated Taylor Rules Suffer from Weak Identification?
   Presented by: Juan Urquiza, Pontificia Universidad Catolica de Chile
 

Parametric Estimates of the (Non-Linear) Effect of Policy: The Case of Monetary Shocks
   Presented by: Christian Matthes, Federal Reserve Bank of Richmond
 

A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions
   Presented by: John Keating, University of Kansas
 
Session 62: Fiscal Policy
June 27, 2014 14:40 to 16:00
Bancroft building, Room 1.01.2
 
Session Chair: Fabrizio Zampolli, Bank for International Settlements
Session type: contributed
 

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

Cost of Borrowing Shocks and Fiscal Adjustment
   Presented by: Oliver de Groot, Federal Reserve Board
 

How large (and state-dependent) are the effects of fiscal consolidation?
   Presented by: Fabrizio Zampolli, Bank for International Settlements
 
Session 63: Time Series Methods III
June 27, 2014 14:40 to 16:00
Bancroft building, Room 1.02.6a
 
Session Chair: Annastiina Silvennoinen, Queensland University of Technology
Session type: contributed
 

The Dynamic Skellam Model with Applications
   Presented by: Rutger Lit, VU University Amsterdam
 

Generalized Autoregressive Method of Moments
   Presented by: Marcin Zamojski, VU University Amsterdam
 

A Smooth Transition Logit Model of the Duration of Irregular Price Events in Electricity Markets
   Presented by: Annastiina Silvennoinen, Queensland University of Technology
 
Session 64: Plenary Session IV
June 27, 2014 16:20 to 17:20
Bancroft building, Mason Lecture Theatre
 
Session Chair: Barbara Rossi, ICREA-Univ. Pompeu Fabra, Barcelona GSE
Session type: invited
 

Disentangle the Impact of Multiple Treatments-Measuring the Hashin-Awaiji Earthquake and Structural Change Effects in Kobe, Japan
   Presented by: Cheng Hsiao, University of Southern California
 
Session 65: Plenary Session V
June 28, 2014 9:00 to 10:00
Bancroft building, Mason Lecture Theatre
 
Session Chair: Marcelle Chauvet, University of California Riverside
Session type: invited
 

Multidimensional Unobservables in Nonseparable Models
   Presented by: Rosa Matzkin, UCLA
 
Session 66: Empirical Applications in Forecasting II
June 28, 2014 10:20 to 11:40
Bancroft building, Room 3.23
 
Session Chair: alessandro barbarino, Federal Reserve Board
Session type: contributed
 

(When) Do Long Autoregressions Account for Changes in Parameters?
   Presented by: Matei Demetrescu, University of Kiel
 

Estimation and Forecasting of Large Realized Covariance Matrices
   Presented by: Laurent Callot, VU Amsteram
 

Microfounded Forecasting
   Presented by: Wagner Gaglianone, Central Bank of Brazil
 

Sufficient Dimension Reduction for Dynamic Factor Models
   Presented by: alessandro barbarino, Federal Reserve Board
 
Session 67: RastaNews Special Session on Macro-Financial Risk
June 28, 2014 10:20 to 11:40
Bancroft building, Room 1.01.1
 
Session Chair: Claudio Morana, Department of Economics
Session type: contributed
 

Measuring Persistence in Volatility Spillovers
   Presented by: Christian Conrad, University of Heidelberg
 

Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach
   Presented by: Stavroula Yfanti, Brunel University
 

Out-of-sample equity premium prediction: A complete subset quantile regression approach
   Presented by: Ekaterini Panopoulou, University of Kent
 

Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns
   Presented by: Claudio Morana, Department of Economics
 
Session 68: Studies on the Indian Economy
June 28, 2014 10:20 to 11:40
Bancroft building, Room 1.09
 
Session Chair: Abdoul Sam, The Ohio State University
Session type: contributed
 

Explaining the Penetration of MFIs among Indian States using the State Level Macro Variables
   Presented by: Sushanta Mahapatra, Amrita School of Business
 

Finance-Growth Nexus in India: Some Estimations from Co-integration & VECM
   Presented by: Mahendra Pal, University of Delhi
 

Global food price dynamics and business cycles in an open-economy macroeconomic model for India
   Presented by: Sushanta Mallick, Queen Mary University of London
 

Heterogeneous Effects of Maternal Labor Market Participation on Nutritional Status of Children: Empirical Evidence From Rural India
   Presented by: Abdoul Sam, The Ohio State University
 
Session 69: Issues in Labor Markets
June 28, 2014 10:20 to 11:40
Bancroft building, Room 3.24
 
Session Chair: Nina Hestermann, Toulouse School of Economics
Session type: contributed
 

Entrepreneurship in an Equilibrium Model of the Labor Market
   Presented by: Jake Bradley, University of Bristol
 

Product and labor market imperfections and scale economies: Micro-evidence on France, Japan and the Netherlands
   Presented by: Kozo Kiyota, Keio University
 

Undeclared Work in a Flexible Labour Market
   Presented by: Leandro Elia, European Commission
 

Believe in a Just Wage? Personality and Human Capital Investment
   Presented by: Nina Hestermann, Toulouse School of Economics
 
Session 70: Time Series Methods IV (Dependence Networks)
June 28, 2014 10:20 to 11:40
Bancroft building, Room 1.02.6
 
Session Chair: Filip Zikes, Bank of England
Session type: contributed
 

Macroeconomic determinants of time-varying persistence in the S&P500 price-dividend ratio
   Presented by: Robinson Kruse, CREATES, Aarhus University
 

Asset Prices Interdependence and Portfolio Channels
   Presented by: cindy shin-huei wang, CORE and NTHU
 

Fractional Integration of Expected Returns in a Present-Value Model of Stock Prices
   Presented by: Dooruj Rambaccussing, University of Dundee
 

Estimating the dynamics and persistence of financial networks, with an application to the sterling money market
   Presented by: Filip Zikes, Bank of England
 
Session 71: Monetary Policy III
June 28, 2014 10:20 to 11:40
Bancroft building, Room 1.08
 
Session Chair: Robin Lumsdaine, Kogod School of Business, American University
Session type: contributed
 

Testing for Expectation Hypothesis in the US Repo Market: the Role of Cointegration and Structural Changes
   Presented by: Vanessa Gunnella, University of Bologna
 

macroeconomic news, monetary policy and the real interest rate at the zero lower bound
   Presented by: JI ZHANG, Tsinghua Unviersity
 

Market Set-Up in Advance of Federal Reserve Policy Rate Decisions
   Presented by: Robin Lumsdaine, Kogod School of Business, American University
 
Session 72: Advances in Finance
June 28, 2014 10:20 to 11:40
Bancroft building, Room 3.40
 
Session Chair: Guilherme Moura, UFSC
Session type: contributed
 

How fat is the tail of the wealth distribution?
   Presented by: Philip Vermeulen, ECB
 

Anticipatory effects in the FTSE 100 index revisions
   Presented by: João Mergulhão, FGV
 

Infinite-State Markov-switching for Dynamic Volatility and Correlation Models
   Presented by: Arnaud Dufays, Centre de Recherche en Economie et Statistique
 

Bond Portfolio Management Using the Dynamic Nelson-Siegel Model
   Presented by: Guilherme Moura, UFSC
 
Session 73: Education
June 28, 2014 10:20 to 11:40
Bancroft building, Room 1.01.2
 
Session Chair: Cristina Lopez-Mayan, Universitat Autonoma de Barcelona
Session type: contributed
 

Decentralization of public education in Colombia: Evidence from an RD design.
   Presented by: Zelda Brutti, European University Institute
 

A closer look at the effects of within-school ability grouping in secondary schools: how are different performers affected?
   Presented by: Anna-Elisabeth Thum, European Commission
 

The Effect of Advising Students at College Entrance
   Presented by: Nicolas Pistolesi, Toulouse School of Economics
 

Teaching practices and student achievement
   Presented by: Cristina Lopez-Mayan, Universitat Autonoma de Barcelona
 
Session 74: Production Function, Public Goods
June 28, 2014 10:20 to 11:40
Bancroft building, Room 1.02.6a
 
Session Chair: Larissa Weidert, University of Heidelberg
Session type: contributed
 

Endogenous Network Production Functions with Selectivity
   Presented by: William Horrace, Syracuse University
 

How do firms adjust production factors to the cycle? The role of rigidities
   Presented by: Rémy Lecat, Banque de France
 

Estimating Economic Efficiencies of Public Sector Organisations with Stochastic Frontier Analysis: Evidence from Turkish Higher Education
   Presented by: Taptuk Erkoc, Queen Mary, University of London
 

Do government subsidies for impure public goods crowd out private donations? The case of zoos in Germany
   Presented by: Larissa Weidert, University of Heidelberg
 
Session 75: Advances in Macroeconomic Models' Design, Identification, Time Variation and Estimation
June 28, 2014 12:00 to 13:20
Bancroft building, Room 1.08
 
Session Chair: Hans-Martin Krolzig, The University of Kent
Session type: contributed
 

Effective Monetary Policy Strategies in New-Keynesian Models: A Reconsideration
   Presented by: Hess Chung, Federal Reserve Board of Governors
 

Identification in Structural VAR models with different volatility regimes
   Presented by: Emanuele Bacchiocchi, University of Milan
 

Asymmetries and Markov-Switching Structural VAR
   Presented by: Frederic Karamé, Université du Maine
 

Symmetry and Separability in Two–Country Cointegrated VAR Models: Representation and Testing
   Presented by: Hans-Martin Krolzig, The University of Kent
 
Session 76: Wages and the Labor Market
June 28, 2014 12:00 to 13:20
Bancroft building, Room 3.24
 
Session Chair: Marco Taboga, Banca d'italia
Session type: contributed
 

Job Dispersion and Compensating Wage Differentials
   Presented by: Ted To, Bureau of Labor Statistics
 

Wage and Competition Effects of FDI on Entrepreneurship, Evidence from the Netherlands
   Presented by: Marzieh Abolhassani, Radboud university Nijmegen
 

Bounds on Treatment Effects in the Presence of Sample Selection and Noncompliance: The Wage Effects of Job Corps
   Presented by: Xuan Chen, Renmin University of China
 

Sectoral differences in managers’' compensation: insights from a matching model
   Presented by: Marco Taboga, Banca d'italia
 
Session 77: Time Series Methods V (Regime Switching)
June 28, 2014 12:00 to 13:20
Bancroft building, Room 1.01.1
 
Session Chair: Marco Bazzi, University of Padua
Session type: contributed
 

Selection criteria in regime switching conditional volatility models
   Presented by: Thomas Chuffart, Aix-Marseille University (Aix-Marseille School of Economics), CNRS & EHESS
 

Multivariate Regime Switching Model with Flexible Threshold Variable: With an Application to Returns from a Portfolio of U.S. Stocks
   Presented by: Daniele Massacci, Einaudi Institute for Economics and Finance
 

A Dynamic Nelson-Siegel Yield Curve Model with Markov Switching
   Presented by: Jared Levant, University of Alabama
 

Time-Varying Transiiton Probabilities Based on Predictive Likelihood Scores in Markov Switching Models
   Presented by: Marco Bazzi, University of Padua
 
Session 78: Financial Crises, Contagion, Risk
June 28, 2014 12:00 to 13:20
Bancroft building, Room 3.40
 
Session Chair: Julia Schaumburg, VU University Amsterdam
Session type: contributed
 

No Contagion, Only Interdependence: New Insights from Stock Market Comovements by Wavelet Analysis
   Presented by: Wenlong Lai, University of Leicester
 

Detecting financial contagion in a multivariate system
   Presented by: Dominik Blatt, Maastricht University
 

Common Correlated Effects and International Risk Sharing
   Presented by: Peter Fuleky, University of Hawaii
 

Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models
   Presented by: Julia Schaumburg, VU University Amsterdam
 
Session 79: Finance: Equity Prices, Volatility
June 28, 2014 12:00 to 13:20
Bancroft building, Room 1.09
 
Session Chair: Paula Tofoli, Catholic University of Brasilia
Session type: contributed
 

Chasing volatility: a persistent multiplicative error model with jumps
   Presented by: Paolo Santucci de Magistri, CREATES - University of Aarhus
 

Modeling Asymmetric Volatility Clusters with Copulas and High Frequency Data
   Presented by: Cathy Ning, Ryerson University
 

Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR)
   Presented by: Paula Tofoli, Catholic University of Brasilia
 
Session 80: Uncertainty, Inflation, Interest Rates
June 28, 2014 12:00 to 13:20
Bancroft building, Room 3.23
 
Session Chair: Andrei Sirchenko, National Research University - Higher School of Economics
Session type: contributed
 

Macroeconomic Uncertainty Through the Lens of Professional Forecasters
   Presented by: Rodrigo Sekkel, Bank of Canada
 

The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR approach
   Presented by: Angeliki Theophilopoulou, University of Westminster
 

Conditional term structure of the Canadian inflation forecast uncertainties: the copula approach
   Presented by: Carlos Diaz, University of Leicester
 

A cross-nested ordered probit model with an application to policy interest rate
   Presented by: Andrei Sirchenko, National Research University - Higher School of Economics
 
Session 81: Advances in Panel/Cross Section Theory
June 28, 2014 12:00 to 13:20
Bancroft building, Room 1.02.6
 
Session Chair: Cavit Pakel, Bilkent University
Session type: contributed
 

Dynamic Panels with MIDAS Covariates: Estimation and Fit
   Presented by: Marcel Voia, Carleton University
 

Measuring Poverty Dynamics with Synthetic Panels Based on Cross-Sections
   Presented by: Hai-Anh Dang, World Bank
 

Bias Reduction in Nonlinear and Dynamic Panels in the Presence of Cross-Section Dependence, with a GARCH Panel Application
   Presented by: Cavit Pakel, Bilkent University
 
Session 82: Poverty, Inequality
June 28, 2014 12:00 to 13:20
Bancroft building, Room 1.01.2
 
Session Chair: Richard Bluhm, Maastricht University
Session type: contributed
 

Inequality and household debt: a panel cointegration analysis
   Presented by: Mathias Klein, Ruhr Graduate School in Economics
 

Interrelationship between Poverty, growth and inequality in India : A spatial approach
   Presented by: Sandip Sarkar, Indian Statistical Institute
 

The Role of CPS Nonresponse on the Level and Trend in Poverty
   Presented by: James Ziliak, University of Kentucky
 

The pace of poverty reduction: A fractional response approach
   Presented by: Richard Bluhm, Maastricht University
 
Session 83: Poster: Finance and Econometrics
June 28, 2014 13:20 to 14:40
Bancroft building, Rooms 113/113a/115
 
Session type: poster
 

Testing for Leverage Effect in Financial Returns
   Presented by: Florian Ielpo, Lombard Odier Darier Hentsch & Cie,
 

Stock return predictability and persistence in the price-to-dividend ratio
   Presented by: fang Xu, Department of Economics
 

A Smooth SEM Approach to Measure Contagion in International Markets
   Presented by: Anjeza Kadilli, University of Geneva
 

A Mixture Model for Stock Prices
   Presented by: Bo Zhou, University of Southern California
 

The economic drivers of commodity market volatility
   Presented by: Lazaros Symeonidis, University of Stirling
 

Downside Volatility Timing
   Presented by: Qi Xu, University of Warwick
 

Recursive estimation and the downdating of the simultaneous equations model
   Presented by: Stella Hadjiantoni, Queen Mary University of London
 
Session 84: Poster Session: Applied Micro
June 28, 2014 13:20 to 14:40
Bancroft building, Rooms 113/113a/115
 
Session type: poster
 

The effect of stolen goods markets on crime: evidence from a quasi - natural experiment
   Presented by: Rocco D'Este, Warwick University
 

Private schools, autonomy and efficiency - Evidence from France
   Presented by: Alexis Le Chapelain, Sciences Po Paris
 

Measuring the Effects of Search Costs on Equilibrium Prices and Profits
   Presented by: Tiago Pires, University of North Carolina
 

Employment Effects of Mergers and Acquisitions: A Continuous Treatment Approach
   Presented by: Benjamin Furlan, University of Salzburg
 

Labor supply of disabled people with endogenous choice of type of job.
   Presented by: Patricia Moreno-Mencía, Universidad de Cantabria
 

A Quasi-Experimental Evaluation of the Public Employment Service in Peru
   Presented by: Celia Vera, Zirve University
 

Does attending an elite school improve students achievement ? Evidence from Tunisia
   Presented by: Meryam Zaiem, CREST-EHESS
 

The Lost Generation in Europe? - the Economic Crisis and Starting a Family
   Presented by: Sandra Schaffner, RWI
 

The Freedom of Others: On Behavioral Responses to Mass-Releases from Prisons in the German Democratic Republic (East Germany)
   Presented by: Alexandra Avdeenko, German Institute for Economic Research
 

Sending the Pork Home: Birth Town Bias in Transfers to Italian Municipalities
   Presented by: Luca Repetto, CEMFI
 
Session 85: Forecasting in Economics I
June 28, 2014 14:40 to 16:00
Bancroft building, Room 1.01.1
 
Session Chair: Justinas Pelenis, Institute for Advanced Studies, Vienna
Session type: contributed
 

Dimension Reduction in Large Time-Varying VARs: The DFM-VAR Model
   Presented by: Stefano Grassi, University of Kent
 

Hedge fund return predictability; To combine forecasts or combine information?
   Presented by: Spyridon Vrontos, University of Westminster
 

Model Uncertainty and Exchange Rate Forecasting
   Presented by: Remco Zwinkels, Erasmus School of Economics
 

Weighted Scoring Rules for Density Forecast Comparison in Subsets of Interest
   Presented by: Justinas Pelenis, Institute for Advanced Studies, Vienna
 
Session 86: Empirical Analysis in Applied Micro
June 28, 2014 14:40 to 16:00
Bancroft building, Room 3.23
 
Session Chair: Fabian GOURET, Université de Cergy-Pontoise
Session type: contributed
 

Winning the Oil Lottery: The Impact of Natural Resource Extraction on Growth
   Presented by: Frederik Toscani, University of Cambridge
 

The Unintended Consequences of Uncoordinated Regulation: Evidence from the Transportation Sector
   Presented by: Kevin Roth, University of California, Irvine
 

Pro-social behavior, Heterogeneity and Incentives: Experimental evidence from the local commons in Colombia
   Presented by: David Echeverry, University of California Berkeley
 

What can we learn from the fifties?
   Presented by: Fabian GOURET, Université de Cergy-Pontoise
 
Session 87: Macro-Finance: DSGE
June 28, 2014 14:40 to 16:00
Bancroft building, Room 1.08
 
Session Chair: Venoo Kakar, San Francisco State University
Session type: contributed
 

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

Estimating Dynamic Equilibrium Models using Macro and Financial Data
   Presented by: Michel van der Wel, Erasmus University Rotterdam
 

The regime-dependent evolution of credibility: A fresh look at Hong Kong’s linked exchange rate system
   Presented by: Boris Blagov, University of Hamburg
 

Financial Instability and Monetary Policy
   Presented by: Venoo Kakar, San Francisco State University
 
Session 88: Output, Output Gap, Revisions
June 28, 2014 14:40 to 16:00
Bancroft building, Room 1.02.6
 
Session Chair: Anthony Garratt, University of Warwick
Session type: contributed
 

Modeling Multivariate Data Revisions
   Presented by: Samad Sarferaz, ETH Zurich
 

The Reliability of Output-Gap Estimates in Realtime
   Presented by: Elmar Mertens, Federal Reserve Board
 

A latent variable approach to derive consensus GDPs
   Presented by: Paul Hofmarcher, JKU Linz
 

Measuring the Natural Output Gap using Actual and Expected Output Data
   Presented by: Anthony Garratt, University of Warwick
 
Session 89: Female Labor Market
June 28, 2014 14:40 to 16:00
Bancroft building, Room 3.40
 
Session Chair: Agnieszka Gehringer, University of Goettingen
Session type: contributed
 

Dynamic labor market behavior of married women with endogenous participation, unemployment, working time and wage
   Presented by: Thierry Kamionka, CNRS
 

Neighborhood Effects and Female Labor Supply
   Presented by: Lea Eilers, RWI Essen
 

Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave
   Presented by: Helga Wagner, Johannes Kepler University Austria
 

Labour force participation of women in the EU – What role do family policies play?
   Presented by: Agnieszka Gehringer, University of Goettingen
 
Session 90: Wages, Earnings and Productivity
June 28, 2014 14:40 to 16:00
Bancroft building, Room 1.09
 
Session Chair: Hugo Jales, University of British Columbia
Session type: contributed
 

Life-cycle wage profiles and pension accumulation; estimating a panel data sample selection model with part-time employment for the Netherlands
   Presented by: Jim Been, Leiden University & Netspar
 

The British Low-Wage Sector and the Employment Prospects of the Unemployed
   Presented by: Alexander Plum, Otto-von-Guericke University Magdeburg
 

Allocation of human capital and innovation at the frontier: Firm-level evidence on Germany and the Netherlands
   Presented by: Sabien Dobbelaere, VU University Amsterdam
 

Estimating the Effects of Minimum Wage in a Developing Country: A Density Discontinuity Design Approach
   Presented by: Hugo Jales, University of British Columbia
 
Session 91: Macro-Finance
June 28, 2014 14:40 to 16:00
Bancroft building, Room 3.24
 
Session Chair: Rachel Pownall, Maastricht University
Session type: contributed
 

The Risk-Return relation in Up and Down Market Conditions in the Framework of Bivariate GARCH-in-Mean Model
   Presented by: Srikanta Kundu, Indian Statistical Institute
 

Volatility Spillovers between Spot and Futures Markets: Investigating China's Entry
   Presented by: Pierre Siklos, Wilfrid Laurier University
 

A Random Walk through Mayfair: Dynamic Models of UK Art Market Prices and their Dependence on UK Equity Prices
   Presented by: Rachel Pownall, Maastricht University
 
Session 92: Macro Labor
June 28, 2014 16:20 to 17:40
Bancroft building, Room 1.08
 
Session Chair: Anastasia Zhutova, Paris School of Economics
Session type: contributed
 

Moving to a Job: The Role of Home Equity, Debt, and Acces to Credit
   Presented by: Dmytro Hryshko, University of Alberta
 

The dynamics of employment: a variance components approach
   Presented by: Lorenzo Cappellari, Università Cattolica
 

The cyclicality of labor market flows: A multiple-shock approach
   Presented by: Anastasia Zhutova, Paris School of Economics
 
Session 93: Money and Inflation
June 28, 2014 16:20 to 17:40
Bancroft building, Room 1.01.1
 
Session Chair: Roberta Colavecchio, Hamburg University
Session type: contributed
 

Making the Most of High Inflation
   Presented by: Wojciech Charemza, University of Leicester
 

The determinants of inflation differentials in the euro area
   Presented by: Laura Moretti, Center for Financial Studies at Goethe University Frankfurt
 

Whenever and Wherever: The Role of Card Acceptance in the Transaction Demand for Money
   Presented by: Kim Huynh, Bank of Canada
 

A money-based indicator for defl‡ation risk
   Presented by: Roberta Colavecchio, Hamburg University
 
Session 94: Forecasting in Economics II
June 28, 2014 16:20 to 17:40
Bancroft building, Room 1.02.6
 
Session Chair: Christian Proano, The New School for Social Research
Session type: contributed
 

Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors
   Presented by: Jesus Crespo Cuaresma, WU Vienna
 

The KOF Economic Barometer, version 2014: A composite leading indicator for the Swiss business cycle
   Presented by: Boriss Siliverstovs, ETH Zurich
 

Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies
   Presented by: Andres Ramirez, School of Economics and Finance
 

Detecting and Predicting Economic Accelerations, Recessions and Normal Growth Periods in Real-Time
   Presented by: Christian Proano, The New School for Social Research
 
Session 95: Advances in Applied Micro
June 28, 2014 16:20 to 17:40
Bancroft building, Room 3.40
 
Session Chair: Celine Bonnet, Toulouse School of Economics
Session type: contributed
 

Average and Heterogeneous Effects of School Inputs on Educational Achievement
   Presented by: Ramaele Moshoeshoe, University of Cape Town
 

Winners and Losers in the Labour Market: Heterogeneous Effects of Brazil-China Trade
   Presented by: Francisco Costa, Getulio Vargas Foundation (FGV/EPGE)
 

Natural Disaster, Policy Action, and Mental Well-Being: The Case of Fukushima
   Presented by: Christian Krekel, German Institute for Economic Research
 

Organic label and profits sharing in the French fluid milk market
   Presented by: Celine Bonnet, Toulouse School of Economics
 
Session 96: Macro-Finance: Risk, Credibility, Contagion
June 28, 2014 16:20 to 17:40
Bancroft building, Room 3.24
 
Session Chair: Emre Yoldas, Federal Reserve Board
Session type: contributed
 

Analysis of Contagion from the Constant Conditional Correlation Model with Markov Regime Switching
   Presented by: Pedro Valls Pereira, Sao Paulo School of Economics
 

Simple Estimators for the GARCH(1,1) Model
   Presented by: Todd Prono, American University
 

A dynamic stochastic network model of the unsecured interbank lending market
   Presented by: Falk Brauning, Vrije Universiteit Amsterdam
 

Banking Industry Risk and Macroeconomic Implications
   Presented by: Emre Yoldas, Federal Reserve Board
 
Session 97: Welfare: Crime, Education, Family Economics
June 28, 2014 16:20 to 17:40
Bancroft building, Room 3.23
 
Session Chair: MIRIAM MARCEN, UNIVERSIDAD DE ZARAGOZA
Session type: contributed
 

How far do criminals understand the criminal law? Evidence from French mandatory sentencing.
   Presented by: arnaud philippe, CREST
 

Violent crime victimization and wellbeing: Evidence from dynamic panel data models
   Presented by: Agne Suziedelyte, Monash University
 

Estimating Preferences in School Choice Mechanisms: Theoretical Foundation and Empirical Approaches
   Presented by: Julien Grenet, Paris School of Economics
 

Divorce and the birth control pill
   Presented by: MIRIAM MARCEN, UNIVERSIDAD DE ZARAGOZA
 
Session 98: International Migration, Trade, Wages
June 28, 2014 16:20 to 17:40
Bancroft building, Room 1.09
 
Session Chair: Nadine Behncke, University of Göttingen
Session type: contributed
 

The European Crisis and Migration to Germany: Expectations and the Diversion of Migration Flows
   Presented by: Jesús Fernández-Huertas Moraga, FEDEA
 

The influence of size on firms’ internationalization: An assessment of export implications for Uruguayan manufacturing SMEs
   Presented by: Dayna Zaclicever, University of the Republic
 

Outsourcing and the Gender Wage Gap in the EU
   Presented by: Nadine Behncke, University of Göttingen
 

 

Index of Participants

Legend: C=chair, P=Presenter, D=Discussant
#ParticipantRoles in Conference
1Aastveit, Knut AreP2
2Abolhassani, MarziehP76
3Agbola, FrankC49, P49
4Al Sadoon, MajidP44, C55, P55
5Amengual, DanteP5
6Amir Ahmadi, PooyanP47
7Anderson, GordonP22
8Anundsen, AndreP6
9Arnold, EvaC35, P35
10Avdeenko, AlexandraP84
11Avdic, DanielP37
12Bacchiocchi, EmanueleP75
13Bailey, NataliaC42, P42
14Baltagi, BadiC33, C44, P44
15Baltas, KonstantinosP35
16barbarino, alessandroC66, P66
17Barnichon, RegisC11, P11
18Barra, IstvánC23, P23
19Baumeister, ChristianeP11
20Bazzi, MarcoC77, P77
21Beckers, BenjaminP36
22Been, JimP90
23Behncke, NadineC98, P98
24Benati, LucaP17
25Bergamelli, MicheleP26
26Bhattacharya, DebopamC58, P58
27Bjørnland, HildeC39, P39
28Blagov, BorisP87
29Blasques, FranciscoP3
30Blatt, DominikP78
31Bluhm, RichardC82, P82
32Bognanni, MarkP40
33Boldea, OtiliaC3, P3
34Bonnet, CelineC95, P95
35Bontemps, ChristianC45, P45
36Boring, AnneP53
37Boswijk, PeterC12, P12
38Bradley, JakeP69
39Bragoli, DanielaP20
40Brauning, FalkP96
41Breitung, JoergP29
42Brunetti, CelsoP13
43Brutti, ZeldaP73
44Bryzgalova, SvetlanaP14
45Callot, LaurentP66
46Cappellari, LorenzoP92
47Carriero, AndreaP34
48Castelnuovo, EfremC10, P10
49Ceci-Renaud, NilaP48
50Cesa-Bianchi, AmbrogioP17
51Chadi, AdrianP31
52Chang, YoosoonP12
53Charemza, WojciechP93
54Chatziantoniou, IoannisP19
55Chauvet, MarcelleC6, P6, C65
56Chen, XuanP18, P76
57Chevallier, JulienP55
58Christensen, JensP13, C30, P30
59Chuffart, ThomasP77
60Chung, HessP75
61Claeys, PeterP41
62Colavecchio, RobertaC93, P93
63Conrad, ChristianP67
64Contessi, SilvioP30
65Corradi, ValentinaC57, P57
66Costa, FranciscoP95
67Costantini, MauroP21
68Crespo Cuaresma, JesusP94
69d'Addona, StefanoP4
70D'Este, RoccoP84
71D'Haultfoeuille, XavierC15, P15
72Dahlhaus, TatjanaC47, P47
73Dalla, ViolettaP54
74Dang, Hai-AnhP59, P81
75de Groot, OliverP62
76de Mouzon, OlivierP45
77Dees, StephaneP10
78DELLEMONACHE, DAVIDEP19
79Demetrescu, MateiP66
80Diaz, CarlosP80
81Dickson, MattP59
82Diez de los Rios, AntonioP24
83Dobbelaere, SabienP90
84Dube, JeanP42
85Dufays, ArnaudP72
86Dumrongrittikul, TayaC60, P60
87Eberhardt, MarkusP49
88Echeverry, DavidP86
89Edge, RochelleP13
90Eilers, LeaP89
91Elia, LeandroP69
92Enzi, BernhardP53
93Ergemen, Yunus EmreP4
94Erkoc, TaptukP74
95Escribano, AlvaroP31
96ESQUERRE, StéphaneP22
97Farkas, PeterP22
98Feldkircher, MartinP29
99Felt, Marie-HeleneP53
100Fernández-Huertas Moraga, JesúsP98
101Ferrari, IreneP53
102Fleche, SarahP21
103Foroni, ClaudiaC38, P38
104Freitag, LennartP38
105Fricke, HansP16
106Fuleky, PeterP78
107Furlan, BenjaminP84
108Gadea, LolaP46
109Gaglianone, WagnerP66
110Garratt, AnthonyC88, P88
111Gehringer, AgnieszkaC89, P89
112Giannetti, CaterinaP48
113Goncalves, SilviaP57
114Gonzalez-Astudillo, ManuelP27
115Gonzalo, JesusC26, P26
116González-Val, RafaelP51
117GOURET, FabianC86, P86
118Grassi, StefanoP85
119Grenet, JulienP97
120Grigoryeva, LyudmilaP20
121Gu, JingpingP19
122Gulan, AdamP46
123Gunnella, VanessaP71
124Hadjiantoni, StellaP83
125Haile, PhilipP58
126Hamilton, JamesP32
127Hartmann, MatthiasP47
128Hauzenberger, KlemensP27
129Heebøll, ChristianP54
130Heinlein, ReinholdP54
131Henderson, DanielP15
132Hendry, DavidP33
133Hestermann, NinaC69, P69
134Hirose, YasuoP87
135Hofmarcher, PaulP88
136Horrace, WilliamP74
137Hryshko, DmytroC48, P48, P92
138Hsiao, Cody Yu-LingP35
139Hsiao, ChengP64
140Huber, FlorianP20
141Huber, MartinP58
142Hubert, PaulP10
143Hubrich, KirstinC17, P17
144Huebener, MathiasP7
145Huynh, KimP93
146Ielpo, FlorianP83
147Inoue, AtsushiC40, P40
148Iskhakov, FedorP59
149Jacobi, LianaP45
150Jales, HugoP18, C90, P90
151Jancokova, MartinaC41, P41
152Jørgensen, ThomasC59, P59
153Jimenez-Martin, SergiP42
154Johar, MeliyanniC28, P28
155Juodis, ArturasP21
156Kadilli, AnjezaP83
157Kakar, VenooC87, P87
158Kamionka, ThierryP89
159Kant, ChanderP49
160Karamé, FredericP75
161Karanasos, MenelaosP3
162Kassim, LanreP53
163Keating, JohnC61, P61
164Kiyota, KozoP69
165Klein, MathiasP82
166Kociecki, AndrzejP40
167Koerber, LenaP14
168Kolasa, MarcinP56
169Koopman, Siem JanC32
170Koopman, Siem JanP38
171Korobilis, DimitrisP26
172Kourtellos, AndrosP42
173Krause, MelanieP8
174Krüger, FabianP2
175Krekel, ChristianP95
176Kripfganz, SebastianP25
177Krogh, TordP56
178Krolzig, Hans-MartinC75, P75
179Kruse, RobinsonP70
180Kundu, SrikantaP91
181Kurozumi, EijiP3
182Kyui, NataliaP7
183la Cour, LisbethP53
184Lacava, ChiaraP20
185Lahiri, KajalP2
186Lai, WenlongP78
187Lavergne, PascalP5
188Le Chapelain, AlexisP84
189Lecat, RémyP74
190Lee, JungyoonP25
191Lee, JinuP54
192Leiva-Leon, DaniloP29
193Levant, JaredP77
194Lit, RutgerP63
195Lopez-Mayan, CristinaC73, P73
196Lopez-Villavicencio, AntoniaP52
197Lubik, ThomasP10
198Lucas, AndreP55
199Luciani, MatteoP12
200Luecke, ChristineP16
201Lumsdaine, RobinC71, P71
202Mahapatra, SushantaP68
203Mallick, SushantaP68
204Manescu, CristianaP24
205Manzan, SebastianoP43
206Marçal, EmersonP39
207MARCEN, MIRIAMP97, C97
208Marembo, MiriamP53
209Marmer, VadimC5, P5, P45
210Martin, GaelP57
211Massacci, DanieleP77
212Matthes, ChristianP61
213Matzkin, RosaP65
214McCracken, MichaelP43
215Mellace, GiovanniP18
216Menla Ali, FaekP23
217Mergulhão, JoãoP72
218Mertens, ElmarP88
219Milunovich, GeorgeP6
220Mitchell, JamesC2, P2
221Mittag, NikolasP31
222Moneta, AlessioP19
223Monfardini, ChiaraC9, P9
224montanes, antonioP19
225Mora, RicardoC18, P18
226Morana, ClaudioC67, P67
227Moreno-Mencía, PatriciaP84
228Moretti, LauraP93
229Moshoeshoe, RamaeleP95
230Moura, GuilhermeC72, P72
231MOURIFIÉ, IsmaelP36
232Mumtaz, HaroonP40
233Munk-Nielsen, AndersP37
234Neumann, MichaelP57
235Ning, CathyP79
236Nolte, SandraP11
237Nordvik, Frode MartinC50, P50
238Novotny, JanP38
239Oberhofer, HaraldP48
240Osikominu, AderonkeP7
241Otrok, ChristopherC29, P29
242Owyang, MichaelP43
243Ozhegov, EvgeniyP58
244Paccagnini, AlessiaC56, P56
245Pakel, CavitC81, P81
246Pakos, MichalP23
247Pal, MahendraP68
248Panopoulou, EkateriniP67
249Pegoraro, FulvioC4, P4
250Pelenis, JustinasC85, P85
251Perez Quiros, GabrielC46, P46
252Pesaran, M.C1
253Petrova, KaterinaC8, P8
254philippe, arnaudP97
255Pick, AndreasP34
256Pinkovskiy, MaximP44
257Pires, TiagoP84
258Pistolesi, NicolasP73
259Pitarakis, Jean-YvesP12
260Plum, AlexanderP90
261Podstawski, MaximilianP39
262Pownall, RachelC91, P91
263Proano, ChristianC94, P94
264Prono, ToddP96
265Raissi, MehdiP8
266Rambaccussing, DoorujP70
267Ramirez, AndresP94
268Rapach, DavidP35
269Repetto, LucaP84
270Ribeiro, PinhoP23
271Ricco, GiovanniP62
272Rieth, MalteP30
273Robin, Jean-MarcP1
274Rodriguez-Poo, JuanC36, P36
275Rondina, FrancescaP24
276Rose, ChristiernP25
277Rossi, BarbaraP34, C64
278Rostam-Afschar, DavudP52
279Roth, KevinP86
280Roussellet, GuillaumeP26
281Salazar, LeonardoP60
282Sam, AbdoulC68, P68
283Sanches, NathalieP36
284Sanroman, GracielaP15
285Santucci de Magistri, PaoloP79
286Sarafidis, VasilisP5
287Sarferaz, SamadP88
288Sarkar, SandipP82
289Słoczyński, TymonP9
290Schaffner, SandraP84
291Schaumburg, JuliaC78, P78
292Schluter, ChristianP53
293Schmidpeter, BernhardP37
294Schoder, ChristianP41
295Schreiber, SvenP20
296Scotti, ChiaraC13, P13
297Sekhposyan, TatevikC43, P43
298Sekkel, RodrigoP80
299Siklos, PierreP91
300Siliverstovs, BorissP94
301Silvennoinen, AnnastiinaC63, P63
302Sirchenko, AndreiC80, P80
303Sivec, VasjaC27, P27
304Smith, L. VanessaC14, P14
305Soegner, LeopoldP14
306Soofi Siavash, SorooshP41
307Spiru, AlinaP6
308Srisuma, SorawootP15
309Sserwanja, IsaacP47
310Stanga, IrinaP30
311Stevanovic, DaliborP17
312Stinespring, JohnP51
313Stowasser, TillP50
314Strittmatter, AnthonyP22
315Sulemana, MahawiyaP52
316Suziedelyte, AgneP97
317Symeonidis, LazarosP83
318Taboga, MarcoP76, C76
319Takagaki, KatsuhikoP60
320Taskin, Ahmet AliC16, P16
321Tennekoon, VidhuraP28
322Theophilopoulou, AngelikiP80
323Thum, Anna-ElisabethP73
324Tien, Pao-LinP61
325To, TedP76
326TO, MaximeP16
327Toffolutti, VeronicaP28
328Tofoli, PaulaC79, P79
329Toscani, FrederikP86
330Toulemon, LeaC37, P37
331Trezzi, RiccardoP51, C51
332Trivedi, PravinC31, P31
333Tryphonides, AndreasP56
334Trypsteen, StevenP46
335Tsangarides, CharalambosP8
336Urquiza, JuanP61
337Valls Pereira, PedroP96
338Van de Sijpe, NicolasP49
339van der Wel, MichelP87
340van Dijk, HermanC34, P34
341van Santen, PeterP9
342Venditti, FabrizioC24, P24
343Vera, CeliaP84
344Vermeulen, PhilipP72
345Villacorta, LuccianoC25, P25
346Voia, MarcelP81
347Vrontos, SpyridonP85
348Wagner, HelgaP89
349wang, cindy shin-hueiP70
350Weidert, LarissaC74, P74
351Wilner, LionelP50
352Witajewski Baltvilks, JanC7, P7
353Wohar, MarkP11
354Wysokińska, AgnieszkaP50
355Xu, QiP83
356Xu, fangP83
357Yang, MuzheP9
358Yfanti, StavroulaP67
359Yoldas, EmreC96, P96
360Yoon, Jae HoP54
361You, JingP51
362Zaclicever, DaynaP98
363Zaiem, MeryamP84
364Zamojski, MarcinP63
365Zampolli, FabrizioC62, P62
366ZHANG, JIP71
367Zhang, XiaohuiP53
368Zhou, BoP83
369Zhu, FengP60
370Zhutova, AnastasiaC92, P92
371Zikes, FilipC70, P70
372Ziliak, JamesP82
373Zubairy, SarahP27
374Zwinkels, RemcoP85

 

This program was last updated on 2015-02-14 13:1:46 EDT