June 26, 2018 | ||
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Time | Location | Event |
09:00 to 18:00 | Foyer, salle Marie-Gérin Lajoie, .J-M400 | Registration, Foyer, Salle Marie-Gérin-Lajoie, J-M400 |
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11:00 to 12:00 | Salle Marie-Gérin Lajoie, J-M400 | IAAE Lecture, Janet Currie: Small Area Variations and Physician Decision Making: The Case of Depression, Salle Marie-Gérin-Lajoie, J-M400 |
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12:00 to 13:30 | Salle Marie-Gérin Lajoie, J-M400 | Lunch, La Verrière |
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13:30 to 15:30 | see below | Parallel sessions 1 |
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15:30 to 15:45 | Foyer, salle Marie-Gérin Lajoie, .J-M400 | Break, Foyer, Salle Marie-Gérin-Lajoie, J-M400 |
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15:45 to 17:15 | see below | Parallel sessions 2 |
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17:30 to 18:30 | Salle Marie-Gérin Lajoie, J-M400 | Plenary lecture, Serena Ng: Modeling Economic Data with Insights from Machine Learning , Salle Marie-Gérin-Lajoie, J-M400 |
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18:30 to 21:00 | Salle Marie-Gérin Lajoie, J-M400 | Welcome reception, Agora |
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June 27, 2018 | ||
Time | Location | Event |
08:00 to 18:00 | Foyer, salle Marie-Gérin Lajoie, .J-M400 | Registration, Foyer, Salle Marie-Gérin-Lajoie, J-M400 |
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09:00 to 10:00 | Salle Marie-Gérin Lajoie, J-M400 | Plenary lecture, Frank Schorfheide: Forecasting with Dynamic Panel Data Models(Sponsored by the Bank of Canada), Salle Marie-Gérin-Lajoie, J-M400 |
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10:00 to 10:30 | Foyer, salle Marie-Gérin Lajoie, .J-M400 | Break, Foyer, Salle Marie-Gérin-Lajoie, J-M400 |
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10:30 to 12:30 | see below | Parallel sessions 3 |
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12:30 to 14:00 | Salle Marie-Gérin Lajoie, J-M400 | Lunch, La Verrière |
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14:00 to 16:00 | see below | Parallel sessions 4 |
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16:00 to 16:30 | Foyer, salle Marie-Gérin Lajoie, .J-M400 | Break, Foyer, Salle Marie-Gérin-Lajoie, J-M400 |
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16:30 to 17:30 | Salle Marie-Gérin Lajoie, J-M400 | Plenary lecture, Alfred Galichon: Taxation in matching markets: theory and econometrics , Salle Marie-Gérin-Lajoie, J-M400 |
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17:30 to 18:30 | Salle Marie-Gérin Lajoie, J-M400 | IAAE members meeting, Salle Marie-Gérin-Lajoie, J-M400 |
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18:45 to 22:00 | Salle Marie-Gérin Lajoie, J-M400 | Conference dinner, Agora Hydro-Quebec, Coeur des sciences, 175, avenue du Président-Kennedy |
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June 28, 2018 | ||
Time | Location | Event |
08:00 to 17:00 | Foyer, salle Marie-Gérin Lajoie, .J-M400 | Registration, Foyer, Salle Marie-Gérin-Lajoie, J-M400 |
| ||
09:00 to 10:00 | Salle Marie-Gérin Lajoie, J-M400 | Plenary lecture, Guido Imbens: Fixed Effects Methods and Some Alternatives: Or, Why I dont Like Fixed Effects, Salle Marie-Gérin-Lajoie, J-M400 |
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10:00 to 10:30 | Foyer, salle Marie-Gérin Lajoie, .J-M400 | Break, Foyer, Salle Marie-Gérin-Lajoie, J-M400 |
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10:30 to 12:30 | see below | Parallel sessions 5 |
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12:30 to 14:00 | Salle Marie-Gérin Lajoie, J-M400 | Lunch, La Verrière |
| ||
14:00 to 16:00 | see below | Parallel sessions 6 |
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16:00 to 16:30 | Foyer, salle Marie-Gérin Lajoie, .J-M400 | Break, Foyer, Salle Marie-Gérin-Lajoie, J-M400 |
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16:30 to 17:30 | Salle Marie-Gérin Lajoie, J-M400 | Plenary lecture, Alan Timmermann: Pockets of predictability, Salle Marie-Gérin-Lajoie, J-M400 |
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18:00 to 21:00 | Salle Marie-Gérin Lajoie, J-M400 | Cocktail, Galerie MX, 333 avenue Viger Ouest |
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June 29, 2018 | ||
Time | Location | Event |
09:00 to 10:00 | Salle Marie-Gérin Lajoie, J-M400 | Plenary lecture, Tim Conley: Studying heterogeneous peer effects, Salle Marie-Gérin-Lajoie, J-M400 |
| ||
10:00 to 10:30 | Foyer, salle Marie-Gérin Lajoie, .J-M400 | Break, Foyer, Salle Marie-Gérin-Lajoie, J-M400 |
| ||
10:30 to 12:30 | see below | Parallel sessions 7 |
|
IAAE Lecture, Janet Currie: Small Area Variations and Physician Decision Making: The Case of Depression Location: Salle Marie-Gérin-Lajoie, J-M400 June 26, 2018 11:00 to 12:00 | |
---|---|
IAAE Lecture: Janet Currie |
Parallel sessions 1 Locations: listed below June 26, 2018 13:30 to 15:30 | |
---|---|
News and Sentiments I, R-2155 | |
Macro-Finance I, Salle Marie-Gérin Lajoie, J-M400 | |
Financial econometrics I, R-3840 | |
Empirical Finance I, R-2670 | |
Forecasting financial markets, R-2630 | |
Macroeconometrics I, R-2205 | |
Regulation, R-R120 | |
Spatial Econometrics I, R-R160 | |
Time Series and Panel Data Applications, R-2120 | |
Measurement error and treatment effects, Salle Marie-Gérin Lajoie, J-M400 | |
Education I, R-M150 | |
Industrial Organizations I, R-M180 | |
Environment I, R-R150 | |
Online Markets, R-R160 |
Parallel sessions 2 Locations: listed below June 26, 2018 15:45 to 17:15 | |
---|---|
Spatial Panel Data, R-3870 | |
Housing and the macroeconomy, Salle Marie-Gérin Lajoie, J-M400 | |
Forecast combination and evaluation I, R-2205 | |
Energy and commodities, R-2670 | |
Forecasting inflation, R-M510 | |
Empirical Finance II, R-2630 | |
Time Series Models I, R-2155 | |
Distributions and Quantiles, R-R150 | |
Immigration, R-R120 | |
Games, R-M150 | |
Household Finances I, R-2120 |
Plenary lecture, Serena Ng: Modeling Economic Data with Insights from Machine Learning Location: Salle Marie-Gérin-Lajoie, J-M400 June 26, 2018 17:30 to 18:30 | |
---|---|
Plenary lecture by Serena Ng: Modeling Economic Data with Insights from Machine ..., Salle Marie-Gérin Lajoie, J-M400 |
Plenary lecture, Frank Schorfheide: Forecasting with Dynamic Panel Data Models(Sponsored by the Bank of Canada) Location: Salle Marie-Gérin-Lajoie, J-M400 June 27, 2018 09:00 to 10:00 | |
---|---|
Plenary lecture by Frank Schorfheide: Forecasting with Dynamic Panel Data Models, Salle Marie-Gérin Lajoie, J-M400 |
Parallel sessions 3 Locations: listed below June 27, 2018 10:30 to 12:30 | |
---|---|
Inflation dynamics I, Salle Marie-Gérin Lajoie, J-M400 | |
Volatility Modelling I, R-R150 | |
Unconventional monetary policy, R-M510 | |
Uncertainty in Macroeconomics I, R-2895 | |
Business Cycle Fluctuations I, R-2630 | |
Big data, R-M160 | |
Financial econometrics II, R-2120 | |
Macro-Finance II, R-3870 | |
DSGE models, R-2155 | |
Interest rate dynamics, R-R120 | |
Econometric Theory, Salle Marie-Gérin Lajoie, J-M400 | |
Clustered Inference, R-2670 | |
Minimum Wage, R-M140 | |
Health Economics I, R-2205 | |
Environment II, R-3840 | |
Household Finances II, R-M150 | |
Structural Models, R-M180 |
Parallel sessions 4 Locations: listed below June 27, 2018 14:00 to 16:00 | |
---|---|
Labor Markets I, Salle Marie-Gérin Lajoie, J-M400 | |
Nonlinearities in macroeconomic dynamics, R-3870 | |
Industrial Organizations II, Salle Marie-Gérin Lajoie, J-M400 | |
Central bank forecasting, R-R160 | |
Empirical Finance III, R-2120 | |
Factor models I, R-2205 | |
Monetary Policy Rules, R-2155 | |
Heterogeneity in macroeconomics, R-M150 | |
Time Series Models II, Salle Marie-Gérin Lajoie, J-M400 | |
Macroeconomics and asset prices, R-R150 | |
Volatility modeling II, R-2630 | |
Identification in SVARs I, R-2895 | |
Treatment Effects I, R-R120 | |
Network Models, R-M510 | |
Housing Markets, R-2670 | |
Model Uncertainty, R-M160 | |
Education II, R-3840 |
Plenary lecture, Alfred Galichon: Taxation in matching markets: theory and econometrics
Location: Salle Marie-Gérin-Lajoie, J-M400 June 27, 2018 16:30 to 17:30 | |
---|---|
Plenary lecture: Alfred Galichon |
Plenary lecture, Guido Imbens: Fixed Effects Methods and Some Alternatives: Or, Why I dont Like Fixed Effects Location: Salle Marie-Gérin-Lajoie, J-M400 June 28, 2018 09:00 to 10:00 | |
---|---|
Plenary lecture: Guido Imbens |
Parallel sessions 5 Locations: listed below June 28, 2018 10:30 to 12:30 | |
---|---|
Time variation in macroeconomic dynamics, R-M510 | |
Identification in SVARs II, R-R120 | |
Oil prices, R-2120 | |
Volatility modeling III, R-2630 | |
Macro-Finance III, R-2155 | |
Forecast combination and evaluation II, R-M160 | |
Fiscal policy, R-3870 | |
Survey Forecasts and Expectation Formation I, R-2205 | |
Financial econometrics III, R-R150 | |
Monetary Policy I, R-2240 | |
Regression discontinuity, Salle Marie-Gérin Lajoie, J-M400 | |
Discrete Choice, R-3840 | |
Treatment Effects II, R-R160 | |
Health Economics II, R-M140 | |
Sample Selection, R-2670 | |
Trade, R-3610 | |
Teachers and Schools, R-M180 | |
Development, R-M150 |
Parallel sessions 6 Locations: listed below June 28, 2018 14:00 to 16:00 | |
---|---|
(Structural) VARs, R-2205 | |
Labor markets and the macroeconomy, R-2240 | |
Nowcasting, R-2670 | |
Forecasting business cycles, R-M180 | |
News and Sentiments II, R-2155 | |
Uncertainty in Macroeconomics II, R-2120 | |
Monetary Policy II, R-3870 | |
The effect of fiscal shocks, R-3840 | |
Time Series Models III, R-2895 | |
Empirical Finance IV, R-M510 | |
Spatial Econometrics II, R-2630 | |
Weak Identification , R-R120 | |
Panel Data, R-M140 | |
Applications of Machine Learning, R-M160 | |
Education III, R-M150 | |
Labor Markets II, R-R150 | |
Inequality, R-R160 |
Plenary lecture, Alan Timmermann: Pockets of predictability Location: Salle Marie-Gérin-Lajoie, J-M400 June 28, 2018 16:30 to 17:30 | |
---|---|
Plenary lecture by Alan Timmermann: Pockets of Predictability, Salle Marie-Gérin Lajoie, J-M400 |
Plenary lecture, Tim Conley: Studying heterogeneous peer effects Location: Salle Marie-Gérin-Lajoie, J-M400 June 29, 2018 09:00 to 10:00 | |
---|---|
Plenary Lecture: Tim Conley |
Parallel sessions 7 Locations: listed below June 29, 2018 10:30 to 12:30 | |
---|---|
Macro-Finance IV, R-2895 | |
Factor Models II, R-R160 | |
Exchange rates, R-2120 | |
Inflation dynamics II, R-2155 | |
Uncertainty in Macroeconomics III, R-2205 | |
Survey Forecasts and Expectation Formation II, R-2240 | |
Volatility modeling IV, R-2630 | |
Time Series Models IV, R-2670 | |
Business Cycle Fluctuations II, R-R150 | |
Prediction with high dimensional data, R-R120 | |
Treatment Effects III, Salle Marie-Gérin Lajoie, J-M400 | |
Return predictability, R-M140 | |
Health Economics III, R-M150 | |
Dynamics of Prices and Returns, R-M180 | |
Economic and Financial Networks, R-M510 |
Summary of All Sessions |
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Click here for an index of all participants |
# | Date/Time | Location | Title | Papers | Organizer |
---|---|---|---|---|---|
1 | June 26, 2018 11:00-12:00 | N/A | IAAE Lecture: Janet Currie | 0 | |
2 | June 26, 2018 13:30-15:30 | R-2155 | News and Sentiments I | 4 | Francesco Bianchi |
3 | June 26, 2018 13:30-15:30 | Salle Marie-Gérin Lajoie, J-M400 | Macro-Finance I | 4 | |
4 | June 26, 2018 13:30-15:30 | R-3840 | Financial econometrics I | 3 | |
5 | June 26, 2018 13:30-15:30 | R-2670 | Empirical Finance I | 4 | |
6 | June 26, 2018 13:30-15:30 | R-2630 | Forecasting financial markets | 3 | |
7 | June 26, 2018 13:30-15:30 | R-2205 | Macroeconometrics I | 4 | |
8 | June 26, 2018 13:30-15:30 | R-R120 | Regulation | 4 | |
9 | June 26, 2018 13:30-15:30 | R-R160 | Spatial Econometrics I | 4 | |
10 | June 26, 2018 13:30-15:30 | R-2120 | Time Series and Panel Data Applications | 4 | |
11 | June 26, 2018 13:30-15:30 | Salle Marie-Gérin Lajoie, J-M400 | Measurement error and treatment effects | 4 | |
12 | June 26, 2018 13:30-15:30 | R-M150 | Education I | 3 | |
13 | June 26, 2018 13:30-15:30 | R-M180 | Industrial Organizations I | 4 | |
14 | June 26, 2018 13:30-15:30 | R-R150 | Environment I | 3 | |
15 | June 26, 2018 13:30-15:30 | R-R160 | Online Markets | 4 | |
16 | June 26, 2018 15:45-17:15 | Salle Marie-Gérin Lajoie, J-M400 | Housing and the macroeconomy | 3 | |
17 | June 26, 2018 15:45-17:15 | R-3870 | Spatial Panel Data | 3 | |
18 | June 26, 2018 15:45-17:15 | R-2205 | Forecast combination and evaluation I | 3 | |
19 | June 26, 2018 15:45-17:15 | R-2670 | Energy and commodities | 3 | |
20 | June 26, 2018 15:45-17:15 | R-M510 | Forecasting inflation | 3 | |
21 | June 26, 2018 15:45-17:15 | R-2630 | Empirical Finance II | 3 | |
22 | June 26, 2018 15:45-17:15 | R-2155 | Time Series Models I | 3 | Raffaella Giacomini |
23 | June 26, 2018 15:45-17:15 | R-R150 | Distributions and Quantiles | 3 | |
24 | June 26, 2018 15:45-17:15 | R-R120 | Immigration | 3 | |
25 | June 26, 2018 15:45-17:15 | R-M150 | Games | 3 | |
26 | June 26, 2018 15:45-17:15 | R-2120 | Household Finances I | 3 | |
27 | June 26, 2018 17:30-18:30 | Salle Marie-Gérin Lajoie, J-M400 | Plenary lecture by Serena Ng: Modeling Economic Data with Insights from Machine Learning | 0 | |
28 | June 27, 2018 9:00-10:00 | Salle Marie-Gérin Lajoie, J-M400 | Plenary lecture by Frank Schorfheide: Forecasting with Dynamic Panel Data Models | 0 | |
29 | June 27, 2018 10:30-12:30 | Salle Marie-Gérin Lajoie, J-M400 | Inflation dynamics I | 4 | Todd Clark |
30 | June 27, 2018 10:30-12:30 | R-R150 | Volatility Modelling I | 3 | Raffaella Giacomini |
31 | June 27, 2018 10:30-12:30 | R-2895 | Uncertainty in Macroeconomics I | 4 | |
32 | June 27, 2018 10:30-12:30 | R-M510 | Unconventional monetary policy | 4 | |
33 | June 27, 2018 10:30-12:30 | R-2630 | Business Cycle Fluctuations I | 3 | Francesco Bianchi |
34 | June 27, 2018 10:30-12:30 | R-M160 | Big data | 4 | |
35 | June 27, 2018 10:30-12:30 | R-2120 | Financial econometrics II | 4 | |
36 | June 27, 2018 10:30-12:30 | R-3870 | Macro-Finance II | 4 | Francesco Bianchi |
37 | June 27, 2018 10:30-12:30 | R-2155 | DSGE models | 4 | |
38 | June 27, 2018 10:30-12:30 | R-R120 | Interest rate dynamics | 4 | |
39 | June 27, 2018 10:30-12:30 | Salle Marie-Gérin Lajoie, J-M400 | Econometric Theory | 4 | |
40 | June 27, 2018 10:30-12:30 | R-2670 | Clustered Inference | 4 | |
41 | June 27, 2018 10:30-12:30 | R-M140 | Minimum Wage | 4 | |
42 | June 27, 2018 10:30-12:30 | R-2205 | Health Economics I | 4 | |
43 | June 27, 2018 10:30-12:30 | R-3840 | Environment II | 2 | |
44 | June 27, 2018 10:30-12:30 | R-M150 | Household Finances II | 3 | |
45 | June 27, 2018 10:30-12:30 | R-M180 | Structural Models | 4 | |
46 | June 27, 2018 14:00-16:00 | Salle Marie-Gérin Lajoie, J-M400 | Industrial Organizations II | 4 | |
47 | June 27, 2018 14:00-16:00 | Salle Marie-Gérin Lajoie, J-M400 | Labor Markets I | 4 | |
48 | June 27, 2018 14:00-16:00 | R-3870 | Nonlinearities in macroeconomic dynamics | 4 | |
49 | June 27, 2018 14:00-16:00 | R-R160 | Central bank forecasting | 4 | |
50 | June 27, 2018 14:00-16:00 | R-2120 | Empirical Finance III | 4 | |
51 | June 27, 2018 14:00-16:00 | R-2205 | Factor models I | 4 | |
52 | June 27, 2018 14:00-16:00 | R-2155 | Monetary Policy Rules | 4 | |
53 | June 27, 2018 14:00-16:00 | R-M150 | Heterogeneity in macroeconomics | 4 | |
54 | June 27, 2018 14:00-16:00 | Salle Marie-Gérin Lajoie, J-M400 | Time Series Models II | 4 | |
55 | June 27, 2018 14:00-16:00 | R-R150 | Macroeconomics and asset prices | 4 | |
56 | June 27, 2018 14:00-16:00 | R-2630 | Volatility modeling II | 4 | |
57 | June 27, 2018 14:00-16:00 | R-2895 | Identification in SVARs I | 4 | Todd Clark |
58 | June 27, 2018 14:00-16:00 | R-R120 | Treatment Effects I | 4 | |
59 | June 27, 2018 14:00-16:00 | R-M510 | Network Models | 4 | |
60 | June 27, 2018 14:00-16:00 | R-2670 | Housing Markets | 4 | |
61 | June 27, 2018 14:00-16:00 | R-M160 | Model Uncertainty | 4 | |
62 | June 27, 2018 14:00-16:00 | R-3840 | Education II | 3 | |
63 | June 27, 2018 16:30-17:30 | N/A | Plenary lecture: Alfred Galichon | 0 | |
64 | June 28, 2018 9:00-10:00 | N/A | Plenary lecture: Guido Imbens | 0 | |
65 | June 28, 2018 10:30-12:30 | R-M510 | Time variation in macroeconomic dynamics | 4 | Todd Clark |
66 | June 28, 2018 10:30-12:30 | R-R120 | Identification in SVARs II | 4 | |
67 | June 28, 2018 10:30-12:30 | R-2120 | Oil prices | 4 | |
68 | June 28, 2018 10:30-12:30 | R-2630 | Volatility modeling III | 4 | |
69 | June 28, 2018 10:30-12:30 | R-2155 | Macro-Finance III | 4 | |
70 | June 28, 2018 10:30-12:30 | R-M160 | Forecast combination and evaluation II | 3 | |
71 | June 28, 2018 10:30-12:30 | R-3870 | Fiscal policy | 4 | |
72 | June 28, 2018 10:30-12:30 | R-2205 | Survey Forecasts and Expectation Formation I | 4 | Raffaella Giacomini |
73 | June 28, 2018 10:30-12:30 | R-R150 | Financial econometrics III | 4 | |
74 | June 28, 2018 10:30-12:30 | R-3840 | Discrete Choice | 3 | |
75 | June 28, 2018 10:30-12:30 | R-2240 | Monetary Policy I | 4 | Francesco Bianchi |
76 | June 28, 2018 10:30-12:30 | Salle Marie-Gérin Lajoie, J-M400 | Regression discontinuity | 3 | |
77 | June 28, 2018 10:30-12:30 | R-R160 | Treatment Effects II | 3 | |
78 | June 28, 2018 10:30-12:30 | R-M140 | Health Economics II | 4 | |
79 | June 28, 2018 10:30-12:30 | R-2670 | Sample Selection | 4 | |
80 | June 28, 2018 10:30-12:30 | R-3610 | Trade | 4 | |
81 | June 28, 2018 10:30-12:30 | R-M180 | Teachers and Schools | 4 | |
82 | June 28, 2018 10:30-12:30 | R-M150 | Development | 4 | |
83 | June 28, 2018 14:00-16:00 | R-2205 | (Structural) VARs | 4 | Raffaella Giacomini |
84 | June 28, 2018 14:00-16:00 | R-2240 | Labor markets and the macroeconomy | 4 | |
85 | June 28, 2018 14:00-16:00 | R-2670 | Nowcasting | 4 | |
86 | June 28, 2018 14:00-16:00 | R-M180 | Forecasting business cycles | 3 | |
87 | June 28, 2018 14:00-16:00 | R-2155 | News and Sentiments II | 4 | |
88 | June 28, 2018 14:00-16:00 | R-2120 | Uncertainty in Macroeconomics II | 3 | |
89 | June 28, 2018 14:00-16:00 | R-3870 | Monetary Policy II | 3 | |
90 | June 28, 2018 14:00-16:00 | R-3840 | The effect of fiscal shocks | 3 | |
91 | June 28, 2018 14:00-16:00 | R-2895 | Time Series Models III | 4 | |
92 | June 28, 2018 14:00-16:00 | R-M510 | Empirical Finance IV | 4 | |
93 | June 28, 2018 14:00-16:00 | R-2630 | Spatial Econometrics II | 3 | |
94 | June 28, 2018 14:00-16:00 | R-R120 | Weak Identification | 4 | |
95 | June 28, 2018 14:00-16:00 | R-M140 | Panel Data | 4 | |
96 | June 28, 2018 14:00-16:00 | R-M160 | Applications of Machine Learning | 3 | |
97 | June 28, 2018 14:00-16:00 | R-M150 | Education III | 4 | |
98 | June 28, 2018 14:00-16:00 | R-R150 | Labor Markets II | 4 | |
99 | June 28, 2018 14:00-16:00 | R-R160 | Inequality | 4 | |
100 | June 28, 2018 16:30-17:30 | Salle Marie-Gérin Lajoie, J-M400 | Plenary lecture by Alan Timmermann: Pockets of Predictability | 0 | |
101 | June 29, 2018 9:00-10:00 | N/A | Plenary Lecture: Tim Conley | 0 | |
102 | June 29, 2018 10:30-12:30 | R-2895 | Macro-Finance IV | 4 | Todd Clark |
103 | June 29, 2018 10:30-12:30 | R-2120 | Exchange rates | 4 | |
104 | June 29, 2018 10:30-12:30 | R-R160 | Factor Models II | 3 | |
105 | June 29, 2018 10:30-12:30 | R-2155 | Inflation dynamics II | 3 | |
106 | June 29, 2018 10:30-12:30 | R-2205 | Uncertainty in Macroeconomics III | 4 | |
107 | June 29, 2018 10:30-12:30 | R-2240 | Survey Forecasts and Expectation Formation II | 4 | |
108 | June 29, 2018 10:30-12:30 | R-2630 | Volatility modeling IV | 3 | |
109 | June 29, 2018 10:30-12:30 | R-2670 | Time Series Models IV | 4 | |
110 | June 29, 2018 10:30-12:30 | R-R150 | Business Cycle Fluctuations II | 4 | |
111 | June 29, 2018 10:30-12:30 | R-R120 | Prediction with high dimensional data | 3 | |
112 | June 29, 2018 10:30-12:30 | R-M140 | Return predictability | 4 | |
113 | June 29, 2018 10:30-12:30 | Salle Marie-Gérin Lajoie, J-M400 | Treatment Effects III | 3 | |
114 | June 29, 2018 10:30-12:30 | R-M150 | Health Economics III | 2 | |
115 | June 29, 2018 10:30-12:30 | R-M180 | Dynamics of Prices and Returns | 2 | |
116 | June 29, 2018 10:30-12:30 | R-M510 | Economic and Financial Networks | 3 |
116 sessions, 395 papers, and 0 presentations with no associated papers |
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2018 IAAE International Association for Applied Econometrics Conference |
Detailed List of Sessions |
Session 1: IAAE Lecture: Janet Currie June 26, 2018 11:00 to 12:00 |
---|
Session Organizer: , |
Session 2: News and Sentiments I June 26, 2018 13:30 to 15:30 R-2155 |
Session Organizer: Francesco Bianchi, Duke University |
Session Chair: Laura Moretti, European Central Bank |
Measuring News Sentiment |
By Adam Shapiro; Federal Reserve Bank of San Francisco |
presented by: Adam Shapiro, Federal Reserve Bank of San Francisco |
How does government spending news affect interest rates? Evidence from the United States |
By Chen Yong; Southwestern University of Finance and Economics Dingming Liu; Xiamen University |
presented by: Chen Yong, Southwestern University of Finance and Economics |
vOILatility: Forecasting Oil Prices under Uncertainty |
By Marcelle Chauvet; University of California Riverside |
presented by: Marcelle Chauvet, University of California Riverside |
News, Noise and Oil Price Swings |
By Luca Gambetti; Collegio Carlo Alberto Laura Moretti; European Central Bank |
presented by: Laura Moretti, European Central Bank |
Session 3: Macro-Finance I June 26, 2018 13:30 to 15:30 Salle Marie-Gérin Lajoie, J-M400 |
Session Organizer: , |
Session Chair: Michael Siemer, Federal Reserve Board |
The Natural Rate of Interest and the Financial Cycle |
By Georgi Krustev; European Central Bank |
presented by: Georgi Krustev, European Central Bank |
Measuring Financial Cycle Time |
By Andrew Filardo; Bank for International Settlements Marco Lombardi; Bank for International Settlements Marek Raczko; Bank of England |
presented by: Marco Lombardi, Bank for International Settlements |
The Real Effects of Credit Booms and Busts |
By Simon Gilchrist; New York University Michael Siemer; Federal Reserve Board Egon Zakrajsek; Federal Reserve Board |
presented by: Michael Siemer, Federal Reserve Board |
Bank capital constraints, lending supply and economic activity |
By Andrea Nobili; Banca d'Italia |
presented by: Antonio Conti, Bank of Italy |
Session 4: Financial econometrics I June 26, 2018 13:30 to 15:30 R-3840 |
Session Organizer: , |
Session Chair: Davide Pettenuzzo, Brandeis Univeristy |
Modelling time-varying parameters using artificial neural networks : A GARCH illustration |
By Arnaud Dufays; Universite Laval Morvan Nongni Donfack; Universté Laval |
presented by: Morvan Nongni Donfack, Universté Laval |
High Frequency Tail Risk |
By Caio Almeida; Getulio Vargas Foundation Kym Ardison; Fundação Getulio Vargas Rene Garcia; Universite de Montreal |
presented by: Caio Almeida, Getulio Vargas Foundation |
High-frequency Cash Flow Dynamics |
By Davide Pettenuzzo; Brandeis Univeristy Riccardo Sabbatucci; Stockholm School of Economics Allan Timmermann; UCSD |
presented by: Davide Pettenuzzo, Brandeis Univeristy |
Session 5: Empirical Finance I June 26, 2018 13:30 to 15:30 R-2670 |
Session Organizer: , |
Session Chair: Mamiko Yamashita, Toulouse School of Economics |
Model Risk of Expected Shortfall |
By Emese Lazar; Henley Business School at Reading NING ZHANG; University of Reading |
presented by: NING ZHANG, University of Reading |
Robustly modelling the scale and shape dynamics of stock return distributions |
By Jim Griffin Gelly Mitrodima; London School of Economics Jaideep Oberoi; University of Kent |
presented by: Jaideep Oberoi, University of Kent |
Return predictability and risk management |
By Nour Meddahi; Toulouse School of Economics Mamiko Yamashita; Toulouse School of Economics |
presented by: Mamiko Yamashita, Toulouse School of Economics |
Carry Trades and Endogenous Regime Switches in Exchange Rate Volatility |
By Dooyeon Cho; Sungkyunkwan University Heejoon Han; Sungkyunkwan University Na Kyeong Lee; Sungkunkwan University |
presented by: Heejoon Han, Sungkyunkwan University |
Session 6: Forecasting financial markets June 26, 2018 13:30 to 15:30 R-2630 |
Session Organizer: , |
Session Chair: Jianjian Jin, Bank of Canada |
Beset With Cares At Nightfall: A Comprehensive Analysis of Incorporating Overnight Futures Data In Daytime Stock Volatility Forecasting |
By Asger Lunde; Aarhus University Giorgio Mirone; Aarhus University & CREATES Ye Zeng; CREATES, Aarhus University |
presented by: Giorgio Mirone, Aarhus University & CREATES |
Exchange rate predictability and dynamic Bayesian learning |
By Joscha Beckmann; University of Bochum / Kiel Institute / Gary Koop; University of Strathclyde Dimitris Korobilis; University of Essex Rainer Schüssler; University of Rostock |
presented by: Rainer Schüssler, University of Rostock |
Which Model to Forecast the Target Rate |
By Bruno Feunou; Bank of Canada Jianjian Jin; Bank of Canada |
presented by: Jianjian Jin, Bank of Canada |
Session 7: Macroeconometrics I June 26, 2018 13:30 to 15:30 R-2205 |
Session Organizer: , |
Session Chair: Andrzej Kociecki, Narodowy Bank Polski |
Measuring Productivity and Absorptive Capacity Evolution |
By Stef De Visscher; Ghent University Markus Eberhardt; University of Nottingham Gerdie Everaert; Ghent University |
presented by: Stef De Visscher, Ghent University |
Global Robust Bayesian Analysis in Large Models |
By Paul Ho; Princeton University |
presented by: Paul Ho, Princeton University |
Time Varying Structural Vector Autoregressions: Some New Perspective |
By Andrzej Kociecki; Narodowy Bank Polski |
presented by: Andrzej Kociecki, Narodowy Bank Polski |
Measuring the inflation-unemployment trade-off |
By Regis Barnichon; Federal Reserve Bank of San Francisco |
presented by: Regis Barnichon, Federal Reserve Bank of San Francisco |
Session 8: Regulation June 26, 2018 13:30 to 15:30 R-R120 |
Session Organizer: , |
Session Chair: Amine Ouazad, HEC Montreal |
Systemic Risk from Asset Concentration and Common Holdings among Banks |
By Celso Brunetti; Federal Reserve Board |
presented by: Celso Brunetti, Federal Reserve Board |
Structural Stress Tests |
By Dean Corbae; University of Wisconsin Pablo D'Erasmo; FRB Philadelphia Sigurd Mølster Galaasen; Norges Bank Alfonso Irarrazabal; BI Norwegian Business School Thomas Siemsen; Deutsche Bundesbank |
presented by: Sigurd Mølster Galaasen, Norges Bank |
Are Macroprudential Policies Effective Tools to Reduce Credit Growth in Emerging Markets? |
By Fatma Pinar Erdem; Central Bank of the Republic of Turkey IBRAHIM UNALMIS; Central Bank of Turkey |
presented by: IBRAHIM UNALMIS, Central Bank of Turkey |
BALANCE-SHEET DIVERSIFICATION IN GENERAL EQUILIBRIUM: IDENTIFICATION AND NETWORK EFFECTS |
By Jonas Heipertz; Paris School of Economics Amine Ouazad; HEC Montreal Romain Ranciere; USC Natacha Valla; Banque de France / ECB |
presented by: Amine Ouazad, HEC Montreal |
Session 9: Spatial Econometrics I June 26, 2018 13:30 to 15:30 R-R160 |
Session Organizer: , |
Session Chair: Andros Kourtellos, University of Cyprus |
Adaptive Inference on Pure Spatial Models |
By Jungyoon Lee; Royal Holloway, University of London |
presented by: Jungyoon Lee, Royal Holloway, University of London |
Continuously Updated Indirect Inference in Spatial Autoregressions with Unobserved Heterogeneity |
By FRANCESCA ROSSI; University of Verona |
presented by: FRANCESCA ROSSI, University of Verona |
Threshold Spatial Autoregression |
By Antri Konstantinidi; University of Cyprus Andros Kourtellos; University of Cyprus, University of Wisconsin-Madison Yiguo Sun; UNIVERSITY OF GUELPH |
presented by: Andros Kourtellos, University of Cyprus |
Network Competition and Team Chemistry in the NBA |
By Hyunseok Jung; Syracuse University William Horrace; Syracuse University Shane Sanders; Falk College, Syracuse University |
presented by: Hyunseok Jung, Syracuse University |
Session 10: Time Series and Panel Data Applications June 26, 2018 13:30 to 15:30 R-2120 |
Session Organizer: , |
Session Chair: Ruixuan Liu, Emory University |
You can't always get what you want? A Monte Carlo analysis of the bias and the efficiency of dynamic panel data estimators |
By Vadim Kufenko; University of Hohenheim Klaus Prettner; University of Hohenheim |
presented by: Vadim Kufenko, University of Hohenheim |
The Cost-Sharing, Shadow Price and Cluster in Medical Care Utilization: A Self-Exciting Perspective |
By Yuhao LI; Universidad Carlos III de Madrid |
presented by: Yuhao LI, Universidad Carlos III de Madrid |
Accelerated Failure Time Models with Logconcave Errors |
By Ruixuan Liu; Emory University Zhengfei Yu; University of Tsukuba |
presented by: Ruixuan Liu, Emory University |
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure |
By Milda Norkute Vasilis Sarafidis; Monash University Takashi Yamagata; University of York |
presented by: Takashi Yamagata, University of York |
Session 11: Measurement error and treatment effects June 26, 2018 13:30 to 15:30 Salle Marie-Gérin Lajoie, J-M400 |
Session Organizer: , |
Session Chair: Akanksha Negi, Michigan State University |
Stochastic Revealed Preferences with Measurement Error: Testing for Exponential Discounting in Survey Data |
By Victor Aguiar; University of Western Ontario Nail Kashaev; University of Western Ontario |
presented by: Nail Kashaev, University of Western Ontario |
On the Estimation of Treatment Effects with Endogenous Misreporting |
By Pierre Nguimkeu; Georgia State University Augustine Denteh; Georgia State University Rusty Tchernis; Georgia State University |
presented by: Rusty Tchernis, Georgia State University |
Women's Empowerment and Family Health: Estimating LATE with Mismeasured Treatment |
By Rossella Calvi; Rice University Arthur Lewbel; Boston College Denni Tommasi; Université Libre de Bruxelles |
presented by: Rossella Calvi, Rice University |
Revisiting Regression Adjustment in Experiments with a Heterogeneous Treatment Effects Model |
By Akanksha Negi; Michigan State University |
presented by: Akanksha Negi, Michigan State University |
Session 12: Education I June 26, 2018 13:30 to 15:30 R-M150 |
Session Organizer: , |
Session Chair: Christian Belzil, Ecole Polytechnique |
Dealing With Differential Item Functioning In Item Response Models: Inter-temporal Differences. |
By James McIntosh; Concordia University |
presented by: James McIntosh, Concordia University |
How Do Mothers Manage? Universal Daycare, Child Skill Formation, and the Parental Time-Education Puzzle |
By Timea Laura Molnar; Analysis Group / Groupe d'Analyse (Montréal) |
presented by: Timea Laura Molnar, Analysis Group / Groupe d'Analyse (Montréal) |
The Evolution of the U.S. Family Income-Schooling Relationship and Educational Selectivity |
By Christian Belzil; Ecole Polytechnique Jorgen Hansen; concordia university |
presented by: Christian Belzil, Ecole Polytechnique |
Session 13: Industrial Organizations I June 26, 2018 13:30 to 15:30 R-M180 |
Session Organizer: , |
Session Chair: Elliot Anenberg, Federal Reserve Board |
Spillover effects and city development |
By Roxana Fernandez; CREST-ENSAE |
presented by: Roxana Fernandez, CREST-ENSAE |
A structural model of hospital competition |
[slides] |
By Philippe Chone; CREST Lionel Wilner; INSEE-CREST |
presented by: Lionel Wilner, INSEE-CREST |
Information Technology and Consumption Agglomeration: Evidence from Yelp |
By Elliot Anenberg; Federal Reserve Board |
presented by: Elliot Anenberg, Federal Reserve Board |
Time variation in the competitiveness of product and labor markets of Chinese firms: An application of the distance test |
By Sabien Dobbelaere; Vrije Universiteit Amsterdam Quint Wiersma; Vrije Universiteit Amsterdam |
presented by: Quint Wiersma, Vrije Universiteit Amsterdam |
Session 14: Environment I June 26, 2018 13:30 to 15:30 R-R150 |
Session Organizer: , |
Session Chair: Averi Chakrabarti, University of North Carolina at Chapel Hill |
Understanding Disparities in Punishment: Regulator Preferences and Expertise |
By Karam Kang; Carnegie Mellon University Bernardo Silveira; Olin Business School |
presented by: Bernardo Silveira, Olin Business School |
Forests and Infant Mortality in Indonesia |
By Averi Chakrabarti; University of North Carolina at Chapel Hill |
presented by: Averi Chakrabarti, University of North Carolina at Chapel Hill |
On Model Selection Criteria for Climate Change Impact Studies |
By Dalia Ghanem; University of California, Davis |
presented by: Dalia Ghanem, University of California, Davis |
Session 15: Online Markets June 26, 2018 13:30 to 15:30 R-R160 |
Session Organizer: , |
Session Chair: Maude Hasbi, Chalmers University of Technology |
The Effect of ID Verification in Online Markets: Evidence from a Field Experiment |
By Patrick Scholten; Bentley University |
presented by: Patrick Scholten, Bentley University |
Ethnic Discrimination on an Online Marketplace of Vacation Rentals |
By Morgane Laouenan; CNRS Paris-Sorbonne |
presented by: Morgane Laouenan, CNRS Paris-Sorbonne |
More is Better, or Not? An Empirical Analysis of Buyer Preferences for Variety on the E-Market |
By Senay Sokullu; University of Bristol |
presented by: Senay Sokullu, University of Bristol |
Impact of Very High-Speed Broadband on Local Economic Growth: Empirical Evidence |
By Maude Hasbi; Chalmers University of Technology |
presented by: Maude Hasbi, Chalmers University of Technology |
Session 16: Housing and the macroeconomy June 26, 2018 15:45 to 17:15 Salle Marie-Gérin Lajoie, J-M400 |
Session Organizer: , |
Session Chair: Bruno Albuquerque, Ghent University |
Property Heterogeneity and Convergence Club Formation among Local House Prices |
By Mark Holmes; University of Waikato Jesus Otero; Universidad del Rosario Theodore Panagiotidis; University of Macedonia |
presented by: Jesus Otero, Universidad del Rosario |
Land Use Regulations, Migration and Rising House Price Dispersion in the U.S. |
By WUKUANG CUN; University of Southern California M. Hashem Pesaran; University of Southern California, and Trinity College, Cambridge |
presented by: WUKUANG CUN, University of Southern California |
Time-varying housing supply elasticities and US housing cycles |
By Bruno Albuquerque; Ghent University Knut Are Aastveit; Norges Bank Andre Anundsen; Norges Bank |
presented by: Bruno Albuquerque, Ghent University |
Session 17: Spatial Panel Data June 26, 2018 15:45 to 17:15 R-3870 |
Session Organizer: , |
Session Chair: Arturas Juodis, University of Groningen |
Nonparametric panel data models with cross-sectional dependence |
By Peter Robinson Juan Rodriguez-Poo; Universidad de Cantabria Alexandra Soberon; Universidad de Cantabria |
presented by: Alexandra Soberon, Universidad de Cantabria |
Common Correlated Effect Cross-sectional Dependence Corrections for Non-linear Conditional Mean Panel Models |
By Sinem Hacioglu Hoke; Bank of England |
presented by: Sinem Hacioglu Hoke, Bank of England |
Incidental Parameters Problem in Testing: A Case of Cross-section Dependence Tests with Common Components |
By Arturas Juodis; University of Groningen Simon Reese; University of Southern California |
presented by: Arturas Juodis, University of Groningen |
Session 18: Forecast combination and evaluation I June 26, 2018 15:45 to 17:15 R-2205 |
Session Organizer: , |
Session Chair: George Athanasopoulos, Monash University |
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting |
By Knut Are Aastveit; Norges Bank Kenichiro McAlinn; University of Chicago Jouchi Nakajima; Bank of International Settlements Mike West; Duke University |
presented by: Knut Are Aastveit, Norges Bank |
Unrestricted and Controlled Identification of Loss Functions: Possibility and Impossibility Results |
By Robert Lieli; Central European University Max Stinchcombe; University of Texas, Austin |
presented by: Robert Lieli, Central European University |
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization |
By Shanika Wickramasuriya; Monash University George Athanasopoulos; Monash University Rob Hyndman; Monash University |
presented by: George Athanasopoulos, Monash University |
Session 19: Energy and commodities June 26, 2018 15:45 to 17:15 R-2670 |
Session Organizer: , |
Session Chair: Stephen Snudden, Queen's University |
Asymmetric Responses of Consumer Spending to Energy Prices: The Role of Information and News Coverage |
By Edward Knotek II; Federal Reserve Bank of Cleveland Saeed Zaman; Federal Reserve Bank of Cleveland |
presented by: Edward Knotek II, Federal Reserve Bank of Cleveland |
A fistful of oil barrels for a few more dollars: strategic interactions and price dynamics in the global oil market |
By virginia di nino; ECB |
presented by: virginia di nino, ECB |
International Remittances, Migration, and Primary Commodities |
By Stephen Snudden; Queen's University |
presented by: Stephen Snudden, Queen's University |
Session 20: Forecasting inflation June 26, 2018 15:45 to 17:15 R-M510 |
Session Organizer: , |
Session Chair: Marco Del Negro, Federal Reserve Bank of New York |
FORECASTING INFLATION IN A DATA-RICH ENVIRONMENT: THE BENEFITS OF MACHINE LEARNING METHODS |
By Marcelo Medeiros; PUC-Rio Gabriel Vasconcelos; PUC-Rio Alvaro Veiga; PUC - Rio Eduardo Zilberman; Pontifícia Universidade Católica do Ri |
presented by: Gabriel Vasconcelos, PUC-Rio |
Forecasting Deflation Probability in the EA: A Combinatoric Approach |
By Luca Brugnolini; University of Rome Tor Vergata and Central Bank of Malta |
presented by: Luca Brugnolini, University of Rome Tor Vergata and Central Bank of Malta |
The Conquest of Inflation Credibility in the U.S.-- A Bayesian Approach for Inference on Probabilistic Surveys |
By Marco Del Negro; Federal Reserve Bank of New York Roberto Casarin; University Ca' Foscari of Venice Francesco Ravazzolo; Free University of Bozen/Bolzano |
presented by: Marco Del Negro, Federal Reserve Bank of New York |
Session 21: Empirical Finance II June 26, 2018 15:45 to 17:15 R-2630 |
Session Organizer: , |
Session Chair: Kerem Tuzcuoglu, Bank of Canada |
The Informational Value of Consensus Prices: Evidence from the OTC Derivatives Market |
By Murat Ergun; Bank of Canada Andreas Uthemann; London School of Economics |
presented by: Andreas Uthemann, London School of Economics |
Short Selling and Excess Return Correlation |
By Marco Valerio Geraci; University of Cambridge Jean-Yves Gnabo; University of Namur David Veredas; Vlerick Business School |
presented by: Marco Valerio Geraci, University of Cambridge |
Composite Likelihood Estimation of AR-Probit Model: Application to Credit Ratings |
By Kerem Tuzcuoglu; Bank of Canada |
presented by: Kerem Tuzcuoglu, Bank of Canada |
Session 22: Time Series Models I June 26, 2018 15:45 to 17:15 R-2155 |
Session Organizer: Raffaella Giacomini, University College London |
Session Chair: Daniel Buncic, Sveriges Riksbank |
Detecting Time Irreversibility Using Quantile Autoregressive Models |
[slides] |
By Alain Hecq; Maastricht University Li Sun; Maastricht University, School of Business and Economics |
presented by: Alain Hecq, Maastricht University |
Vector Quantile Autoregression: A Random Coefficient Approach |
By Sulkhan Chavleishvili; European Central Bank |
presented by: Sulkhan Chavleishvili, European Central Bank |
Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models |
By Daniel Buncic; Sveriges Riksbank |
presented by: Daniel Buncic, Sveriges Riksbank |
Session 23: Distributions and Quantiles June 26, 2018 15:45 to 17:15 R-R150 |
Session Organizer: , |
Session Chair: Yuya Sasaki, Vanderbilt University |
Distributional Counterfactual Analysis with (common) Deterministic trend units |
By Ricardo Masini; Escola de Economia de São Paulo - FGV |
presented by: Ricardo Masini, Escola de Economia de São Paulo - FGV |
Distributional Regression in Survival Analysis |
By Miguel Delgado; Universidad Carlos III de Madrid Andrés García-Suaza; Universidad del Rosario Pedro H. C. Sant'Anna; Vanderbilt University |
presented by: Andrés García-Suaza, Universidad del Rosario |
Quantile Regression with Interval Data |
By Arie Beresteanu; University of Pittsburgh Yuya Sasaki; Vanderbilt University |
presented by: Yuya Sasaki, Vanderbilt University |
Session 24: Immigration June 26, 2018 15:45 to 17:15 R-R120 |
Session Organizer: , |
Session Chair: Christoph Wigger, University of Cologne |
Immigration and housing for the near-retirees |
By Wendy Kei; University of British Columbia |
presented by: Wendy Kei, University of British Columbia |
Deprivation, enclaves, and socioeconomic classes of UK immigrants. Does English proficiency matter? |
By Yu Aoki; University of Aberdeen and IZA Lualhati Santiago; Office for National Statistics |
presented by: Yu Aoki, University of Aberdeen and IZA |
Who with Whom? Untangling the Effect of High-Skilled Immigration on Innovation |
By Christoph Wigger; University of Cologne |
presented by: Christoph Wigger, University of Cologne |
Session 25: Games June 26, 2018 15:45 to 17:15 R-M150 |
Session Organizer: , |
Session Chair: Mengkai Yu, Georgetown University |
Inference in Games without Nash Equilibrium: An Application to Restaurants Competition in Opening Hours |
By Erhao Xie; University of Toronto |
presented by: Erhao Xie, University of Toronto |
Games with unobservable heterogeneity and multiple equilibria: An application to mobile telecommunications |
By Mathieu Marcoux; Université de Montréal |
presented by: Mathieu Marcoux, Université de Montréal |
Optimal Dynamic Hotel Pricing |
By Sungjin Cho; Seoul National University Gong Lee; Georgetown University John Rust; Georgetown University Mengkai Yu; Georgetown University |
presented by: Mengkai Yu, Georgetown University |
Session 26: Household Finances I June 26, 2018 15:45 to 17:15 R-2120 |
Session Organizer: , |
Session Chair: May Rostom, University College London & Bank of England |
Raising pension awareness through letters and social media: What works for whom? Evidence from a randomized and quasi-experiment |
By Marike Knoef; Leiden University, Netspar Jim Been; Leiden University & Netspar Marijke Van Putten; Leiden University and Netspar |
presented by: Marike Knoef, Leiden University, Netspar |
Unconventional monetary policy and households’ financial portfolio choices |
By Caterina Forti Grazzini; DIW Berlin |
presented by: Caterina Forti Grazzini, DIW Berlin |
Consumption Response to Aggregate Shocks and the Role of Leverage |
By Agnes Kovacs; University of Oxford May Rostom; University College London & Bank of Engl Philip Bunn; Bank of England |
presented by: May Rostom, University College London & Bank of England |
Session 27: Plenary lecture by Serena Ng: Modeling Economic Data with Insights from Machine Learning June 26, 2018 17:30 to 18:30 Salle Marie-Gérin Lajoie, J-M400 |
Session Organizer: , |
Session 28: Plenary lecture by Frank Schorfheide: Forecasting with Dynamic Panel Data Models June 27, 2018 9:00 to 10:00 Salle Marie-Gérin Lajoie, J-M400 |
Session Organizer: , |
Session 29: Inflation dynamics I June 27, 2018 10:30 to 12:30 Salle Marie-Gérin Lajoie, J-M400 |
Session Organizer: Todd Clark, Federal Reserve Bank of Cleveland |
Session Chair: Filippo Pellegrino, London School of Economics; Now-Casting Economics |
Inflation dynamics during the Financial Crisis in Europe: cross-sectional identification of long-run inflation expectations |
By Geraldine Dany-Knedlik; DIW Berlin Oliver Holtemöller; Martin-Luther-University Halle-Wittenberg and Halle Leibniz-Institute for Economic Research (IWH) |
presented by: Geraldine Dany-Knedlik, DIW Berlin |
The Role of Expectations in Changed Inflation Dynamics |
By Damjan Pfajfar; Federal Reserve Board John Roberts; Board of Governors of the Federal Reserve System |
presented by: John Roberts, Board of Governors of the Federal Reserve System |
Phillips curves in the euro area? |
By Laura Moretti; Central Bank of Ireland Luca Onorante; European Central Bank Shayan Zakipour-Saber; Queen Mary University of London |
presented by: Luca Onorante, European Central Bank |
A Model of the Fed’s View on Inflation |
By Thomas Hasenzagl; Now-Casting Economics Filippo Pellegrino; London School of Economics; Now-Casting Economics Lucrezia Reichlin; London Business School Giovanni Ricco; University of Warwick |
presented by: Filippo Pellegrino, London School of Economics; Now-Casting Economics |
Session 30: Volatility Modelling I June 27, 2018 10:30 to 12:30 R-R150 |
Session Organizer: Raffaella Giacomini, University College London |
Session Chair: Jean-Marie Dufour, McGill University |
Forecasting realized volatility: the role of implied volatility, leverage effects and the volatility of realized volatility |
By Dimos Kambouroudis; University of Stirling David McMillan; University of Stirling Katerina Tsakou; Swansea University |
presented by: Katerina Tsakou, Swansea University |
A Stochastic Price Duration Model for Estimating High-Frequency Volatility |
By Denis Pelletier; North Carolina State University Wei Wei |
presented by: Wei Wei, |
Simple Estimators and Inference for Higher-order Stochastic Volatility Models |
By Md. Nazmul Ahsan; McGill University Jean-Marie Dufour; McGill University |
presented by: Jean-Marie Dufour, McGill University |
Session 31: Uncertainty in Macroeconomics I June 27, 2018 10:30 to 12:30 R-2895 |
Session Organizer: , |
Session Chair: Christos Ioannidis, Aston University |
Uncertainty Across Volatility Regimes |
By Giovanni Angelini; University of Bologna Emanuele Bacchiocchi; University of Milan Giovanni Caggiano; Monash University Luca Fanelli; University of Bologna |
presented by: Luca Fanelli, University of Bologna |
Expectations Shocks with Uncertain Data |
By Michael Clements; University of Reading Ana Beatriz Galvao; University of Warwick |
presented by: Ana Beatriz Galvao, University of Warwick |
Uncertainty and Financial Stability: a VAR Analysis |
By Chiara Scotti; Federal Reserve Board |
presented by: Chiara Scotti, Federal Reserve Board |
Economic Policy Uncertainty and Bond Risk Premia |
By Christos Ioannidis; Aston University Kook Ka; Bank of Korea |
presented by: Kook Ka, Bank of Korea |
Session 32: Unconventional monetary policy June 27, 2018 10:30 to 12:30 R-M510 |
Session Organizer: , |
Session Chair: Filippo Ferroni, Chicago FED |
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates |
By Atsushi Inoue; Vanderbilt University Barbara Rossi; ICREA-Univ. Pompeu Fabra, Barcelona GSE |
presented by: Barbara Rossi, ICREA-Univ. Pompeu Fabra, Barcelona GSE |
Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases |
By Xu Zhang; University of California, San Diego |
presented by: Xu Zhang, University of California, San Diego |
IDENTIFYING UNCONVENTIONAL MONETARY POLICY SHOCKS |
By Masahiko Shibamoto; Kobe University Kiyotaka Nakashima; Konan University Koji Takahashi; Bank of Japan |
presented by: Masahiko Shibamoto, Kobe University |
Delphic and Odyssean monetary policy shocks: Evidence from the euro-area |
[slides] |
By Filippo Ferroni; Chicago FED |
presented by: Filippo Ferroni, Chicago FED |
Session 33: Business Cycle Fluctuations I June 27, 2018 10:30 to 12:30 R-2630 |
Session Organizer: Francesco Bianchi, Duke University |
Session Chair: Yunjong Eo, University of Sydney |
Are linear models really unuseful to describe business cycle data? |
By Artur Silva Lopes; ISEG, Universidade de Lisboa Gabriel Zsurkis; ISEG, Universidade de Lisboa |
presented by: Artur Silva Lopes, ISEG, Universidade de Lisboa |
Global Macroeconomic Volatility |
By Danilo Leiva-Leon; Banco de España |
presented by: Danilo Leiva-Leon, Banco de España |
Why has the U.S. economy stagnated since the Great Recession? |
By Yunjong Eo; University of Sydney James Morley; University of Sydney |
presented by: Yunjong Eo, University of Sydney |
Session 34: Big data June 27, 2018 10:30 to 12:30 R-M160 |
Session Organizer: , |
Session Chair: Giorgio Primiceri, Northwestern University |
Macroeconomic forecast accuracy in a data-rich environment |
By Dalibor Stevanovic; Université du Québec à Montréal Maxime Leroux Rachidi Kotchoni; CNRS-EconomiX, Université Paris Nanterr |
presented by: Maxime Leroux, |
On LASSO for Predictive Regression |
By Ji Hyung Lee; University of Illinois Zhentao Shi; The Chinese University of Hong Kong |
presented by: Ji Hyung Lee, University of Illinois |
A horse race in high dimensional space |
By paolo andreini; Tor vergata Univeristy |
presented by: paolo andreini, Tor vergata University |
Economic Predictions with Big Data: The Illusion of Sparsity |
By Giorgio Primiceri; Northwestern University |
presented by: Giorgio Primiceri, Northwestern University |
Session 35: Financial econometrics II June 27, 2018 10:30 to 12:30 R-2120 |
Session Organizer: , |
Session Chair: Jérémy Leymarie, University of Orléans |
Understanding the Economic Determinants of the Severity of Operational Losses: A regularized Generalized Pareto Regression Approach |
By Julien Hambuckers; University of Goettingen Andreas Groll; Ludwig-Maximilians-University Munich Thomas Kneib; University of Goettingen |
presented by: Julien Hambuckers, University of Goettingen |
Time-varying Learning Combinations of Bayesian Dynamic Models and Equity Momentum Strategies |
By Herman van Dijk; Erasmus University Rotterdam |
presented by: Herman van Dijk, Erasmus University Rotterdam |
Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions |
By Antonio Diez de los Rios; Bank of Canada |
presented by: Antonio Diez de los Rios, Bank of Canada |
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures |
By Georgiana Denisa Banulescu-Radu; University of Orléans Christophe Hurlin; Université d’Orléans Jérémy Leymarie; University of Orléans Olivier Scaillet; University of Geneva and Swiss Finance Institute |
presented by: Jérémy Leymarie, University of Orléans |
Session 36: Macro-Finance II June 27, 2018 10:30 to 12:30 R-3870 |
Session Organizer: Francesco Bianchi, Duke University |
Session Chair: Jelena Zivanovic, Bank of Canada |
Do loan demand shocks matter? A new look at credit supply and demand channels of the UK Economy. |
By Richard Kima; University of Southampton |
presented by: Richard Kima, University of Southampton |
Follow the money: Does the financial sector intermediate natural resource windfalls? |
By Thorsten Beck; Cass Business School and CEPR Steven Poelhekke; Vrije Universiteit Amsterdam |
presented by: Steven Poelhekke, Vrije Universiteit Amsterdam |
Financial Shocks, Credit Spreads, and the International Credit Channel |
[slides] |
By Ambrogio Cesa-Bianchi; Bank of England Andrej Sokol; Bank of England |
presented by: Andrej Sokol, Bank of England |
A structural empirical analysis of the external finance premium |
By Jelena Zivanovic; Bank of Canada |
presented by: Jelena Zivanovic, Bank of Canada |
Session 37: DSGE models June 27, 2018 10:30 to 12:30 R-2155 |
Session Organizer: , |
Session Chair: Marc Giannoni, Federal Reserve Bank of Dallas |
Macroeconomic implications of shadow banks: A DSGE analysis |
By Bora Durdu; Federal Reserve Board Molin Zhong; Federal Reserve Board of Governors |
presented by: Molin Zhong, Federal Reserve Board of Governors |
Misspecification in DSGE Models and Policy Implications: Empirical Evidence from the Euro Area |
By Roberta Cardani; JRC European Commission Alessia Paccagnini; University College Dublin |
presented by: Alessia Paccagnini, University College Dublin |
DSGE models with financial frictions: frequency does matter |
[slides] |
By Claudia Foroni; Deutsche Bundesbank Paolo Gelain; Federal Reserve Bank of Cleveland Massimiliano Marcellino; Bocconi University |
presented by: Paolo Gelain, Federal Reserve Bank of Cleveland |
DSGE Forecasts of the Lost Recovery |
By Michael Cai; Federal Reserve Bank of New York Marco Del Negro; Federal Reserve Bank of New York Marc Giannoni; Federal Reserve Bank of Dallas Abhi Gupta; Federal Reserve Bank of New York Pearl Li Erica Moszkowski; Federal Reserve Bank of New York |
presented by: Marc Giannoni, Federal Reserve Bank of Dallas |
Session 38: Interest rate dynamics June 27, 2018 10:30 to 12:30 R-R120 |
Session Organizer: , |
Session Chair: Fan Dora Xia, Bank for International Settlements |
A shadow rate without a lower bound constraint |
By Rafael De Rezende; Sveriges Riksbank Annukka Ristiniemi; Sveriges Riksbank |
presented by: Rafael De Rezende, Sveriges Riksbank |
Interest Rate Conundrums in the Twenty-First Century |
By Samuel Hanson; Harvard Business School David Lucca; Federal Reserve Bank of New York Jonathan Wright; Johns Hopkins University |
presented by: Jonathan Wright, Johns Hopkins University |
Some Evidence on Secular Drivers of U.S. Safe Real Rates |
By Kurt Lunsford; Federal Reserve Bank of Cleveland Kenneth West; University of Wisconsin |
presented by: Kurt Lunsford, Federal Reserve Bank of Cleveland |
Negative Interest Rate Policy and Yield Curve |
By Jing Cynthia Wu; University of Chicago Fan Dora Xia; Bank for International Settlements |
presented by: Fan Dora Xia, Bank for International Settlements |
Session 39: Econometric Theory June 27, 2018 10:30 to 12:30 Salle Marie-Gérin Lajoie, J-M400 |
Session Organizer: , |
Session Chair: Timothy Armstrong, Yale University |
Inference for moments of ratios with robustness against large trimming bias and unknown convergence rate |
By Yuya Sasaki; Vanderbilt University Takuya Ura; University of California, Davis |
presented by: Takuya Ura, University of California, Davis |
Inference in Non-Parametric/Semi-Parametric Moment Equality Models with Shape Restrictions |
By Yu Zhu; Bank of Canada |
presented by: Yu Zhu, Bank of Canada |
Testing Generalized Regression Monotonicity |
By Yu-Chin Hsu; Academia Sinica Chu-An Liu; Academia Sinica Xiaoxia Shi; University of Wisconsin at Madison |
presented by: Xiaoxia Shi, University of Wisconsin at Madison |
Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness |
By Timothy Armstrong; Yale University Michal Kolesar; Princeton University |
presented by: Timothy Armstrong, Yale University |
Session 40: Clustered Inference June 27, 2018 10:30 to 12:30 R-2670 |
Session Organizer: , |
Session Chair: Seojeong Lee, University of New South Wales |
Validity of Wild Bootstrap Inference with Clustered Errors |
By Antoine Djogbenou; Queen's University James MacKinnon; Queen's University Morten Nielsen; Queen's University |
presented by: James MacKinnon, Queen's University |
Asymptotic Results under Multiway Clustering |
By Xavier D'Haultfoeuille; CREST Laurent Davezies; Centre de Recherche en Économie et Stat Yannick Guyonvarch; CREST-ENSAE |
presented by: Yannick Guyonvarch, CREST-ENSAE |
Bootstrap and Asymptotic Inference with Multiway Clustering |
By James MacKinnon; Queen's University Morten Nielsen; Queen's University Matthew Webb; Carleton University |
presented by: Matthew Webb, Carleton University |
Inference for Iterated GMM Under Misspecification and Clustering |
By Bruce Hansen; University of Wisconsin Seojeong Lee; University of New South Wales |
presented by: Seojeong Lee, University of New South Wales |
Session 41: Minimum Wage June 27, 2018 10:30 to 12:30 R-M140 |
Session Organizer: , |
Session Chair: Pedro H. C. Sant'Anna, Vanderbilt University |
On the effects of the minimum wage on employment, formality, and the wage distribution |
By Hugo Jales; Syracuse University |
presented by: Hugo Jales, Syracuse University |
Employment Effects of Introducing a Minimum Wage: The Case of Germany |
By Felix Pohle; Halle Institute for Economic Research Oliver Holtemöller; Martin-Luther-University Halle-Wittenberg and Halle Leibniz-Institute for Economic Research (IWH) |
presented by: Oliver Holtemöller, Martin-Luther-University Halle-Wittenberg and Halle Leibniz-Institute for Economic Research (IWH) |
Minimum wages and youth employment in Belgium |
By Maritza López Novella; Federal Planning Bureau |
presented by: Maritza López Novella, Federal Planning Bureau |
Difference in Differences with Multiple Time Periods with an Application on the Minimum Wage and Employment |
By Brantly Callaway; Temple University Pedro H. C. Sant'Anna; Vanderbilt University |
presented by: Pedro H. C. Sant'Anna, Vanderbilt University |
Session 42: Health Economics I June 27, 2018 10:30 to 12:30 R-2205 |
Session Organizer: , |
Session Chair: Vincenzo Atella, University of Rome Tor Vergata |
Market structure, patient choice and hospital quality for elective patients |
By Giuseppe Moscelli; University of Surrey Hugh Gravelle; University of York Luigi Siciliani; University of York |
presented by: Giuseppe Moscelli, University of Surrey |
Harnessing the Small Victories: Empirical Evidence from a Calorie and Weight Loss Tracking Application |
By Nathan Yang; McGill Desautels Faculty of Management Kosuke Uetake; Yale University School of Management |
presented by: Nathan Yang, McGill Desautels Faculty of Management |
Technological Advance in Cholesterol Medication Meets Physician Learning: A Non-Parametric Bounding Approach |
By Vincenzo Atella; University of Rome Tor Vergata Federico Belotti; University of Rome Tor Vergata Jay Bhattacharya; Stanford University Domenico Depalo; Banca d'Italia |
presented by: Vincenzo Atella, University of Rome Tor Vergata |
The impact of access to health facilities on maternal care use and health status: Evidence from longitudinal data from rural Uganda |
By Fredrick Manang; University of Dodoma (UDOM) |
presented by: Fredrick Manang, University of Dodoma (UDOM) |
Session 43: Environment II June 27, 2018 10:30 to 12:30 R-3840 |
Session Organizer: , |
Session Chair: Reinhard Weisser, Queen Mary University of London |
Dealing with corner solutions in multi-crop micro-econometric models: an endogenous regime approach with regime fixed costs |
By Alain Carpentier; UMR SMART-LERECO INRA Agrocampus Ouest |
presented by: Alain Carpentier, UMR SMART-LERECO INRA Agrocampus Ouest |
The impact of local shocks on well-being: Only a matter of perception? |
By Reinhard Weisser; Queen Mary University of London |
presented by: Reinhard Weisser, Queen Mary University of London |
Session 44: Household Finances II June 27, 2018 10:30 to 12:30 R-M150 |
Session Organizer: , |
Session Chair: Davud Rostam-Afschar, Universitaet Hohenheim |
The Impact of School-Based Financial Education on High School Students and their Teachers: Experimental Evidence from Peru |
By Veronica Frisancho; Inter-American Development Bank (IDB) |
presented by: Veronica Frisancho, Inter-American Development Bank (IDB) |
Student Loan Debt and Financial Health of U.S. Households |
By Gerald Daniels; Howard University Venoo Kakar; San Francisco State University |
presented by: Venoo Kakar, San Francisco State University |
How Do Entrepreneurial Portfolios Respond to Income Taxation? |
By Frank Fossen; University of Nevada, Reno Ray Rees; University of Munich Davud Rostam-Afschar; Universitaet Hohenheim Viktor Steiner; Free University of Berlin |
presented by: Davud Rostam-Afschar, Universitaet Hohenheim |
Session 45: Structural Models June 27, 2018 10:30 to 12:30 R-M180 |
Session Organizer: , |
Session Chair: Thierry Magnac, Toulouse School of Economics |
Identification and Estimation of Nonparametric Hedonic Equilibrium Model with Unobserved Quality |
By Ruoyao Shi; UC Riverside |
presented by: Ruoyao Shi, UC Riverside |
A Pigouvian Approach to Congestion in Matching Markets |
[slides] |
By Yinghua He; Rice University Thierry Magnac; Toulouse School of Economics |
presented by: Thierry Magnac, Toulouse School of Economics |
Students' dynamic learning: a structural empirical model |
By Xintong Han; Concordia University |
presented by: Xintong Han, Concordia University |
A Search Model of Early Employment Careers and Youth Crime. |
By Antonella Mancino; University of Western Ontario |
presented by: Antonella Mancino, University of Western Ontario |
Session 46: Industrial Organizations II June 27, 2018 14:00 to 16:00 Salle Marie-Gérin Lajoie, J-M400 |
Session Organizer: , |
Session Chair: Wilko Letterie, Maastricht University |
An Experimental Approach to Merger Analysis |
By Christopher Conlon; NYU Stern Julie Mortimer; Boston College |
presented by: Christopher Conlon, NYU Stern |
Effort and Selection Effects of Performance Pay in Knowledge Creation |
By Erina Ytsma; MIT |
presented by: Erina Ytsma, MIT |
Mergers and Acquisitions, and the Propagations in Production Networks |
By Lan Lan; Toulouse School of Economics |
presented by: Lan Lan, Toulouse School of Economics |
Price Changes - Stickiness and Internal Coordination in Multiproduct Firms |
By Wilko Letterie; Maastricht University Oivind Nilsen; Norwegian School of Economics |
presented by: Wilko Letterie, Maastricht University |
Session 47: Labor Markets I June 27, 2018 14:00 to 16:00 Salle Marie-Gérin Lajoie, J-M400 |
Session Organizer: , |
Session Chair: Cristina Barcelo, Banco de España |
Conditional Choice Probability Estimation of Continuous-Time Job Search Models |
By Peter Arcidiacono; Duke University Attila Gyetvai; Duke University Ekaterina Jardim; University of Washington Arnaud Maurel; Duke University |
presented by: Attila Gyetvai, Duke University |
Identifying Distributions in a Panel Model with Heteroskedasticity: An Application to Earnings Volatility |
By Irene Botosaru; Simon Fraser University |
presented by: Irene Botosaru, University of Bristol |
The Risk of Job Loss, Household Formation and Housing Demand: Evidence from Differences in Severance Payments |
By Cristina Barcelo; Banco de España Ernesto Villanueva; Banco de España |
presented by: Cristina Barcelo, Banco de España |
Employment Protection Legislation Impacts on Capital and Skill Composition |
By Gilbert CETTE; Banque de France Jimmy Lopez; Université de Bourgogne Franche-Comté (LEDi); Banque de France Jacques Mairesse; ENSAE |
presented by: Gilbert CETTE, Banque de France |
Session 48: Nonlinearities in macroeconomic dynamics June 27, 2018 14:00 to 16:00 R-3870 |
Session Organizer: , |
Session Chair: Laura Jackson Young, Bentley University |
Is Business Cycle Asymmetry Intrinsic in Industrialized Economies? |
By James Morley; University of Sydney Irina Panovska; Lehigh University |
presented by: Irina Panovska, Lehigh University |
Assessing Aggregate Investment Nonlinearities |
By Christopher Gust; Federal Reserve Board Edward Herbst; Federal Reserve Board David Lopez-Salido; Federal Reserve Board |
presented by: Edward Herbst, Federal Reserve Board |
On Nonlinearities in Unemployment |
By Francois Langot; GAINS |
presented by: Francois Langot, GAINS |
Nonlinearities, Smoothing, and Countercyclical Monetary Policy |
By Laura Jackson Young; Bentley University Michael Owyang; Federal Reserve Bank of St Louis Daniel Soques; University of North Carolina at Wilmington |
presented by: Laura Jackson Young, Bentley University |
Session 49: Central bank forecasting June 27, 2018 14:00 to 16:00 R-R160 |
Session Organizer: , |
Session Chair: Dean Croushore, University of Richmond |
Changes in Predictability of the Canadian Economy: Evidence from the Bank of Canada Staff's Forecasts |
By Julien Champagne; Bank of Canada Guillaume Poulin-Bellisle; HEC Montreal Rodrigo Sekkel; Bank of Canada |
presented by: Rodrigo Sekkel, Bank of Canada |
Asymmetry, Complementarities, and Federal Reserve Forecasts |
By julieta caunedo; Cornell University Riccardo DiCecio; Federal Reserve Bank of St. Louis Ivana Komunjer; Georgetown University Michael Owyang; Federal Reserve Bank of St Louis |
presented by: Michael Owyang, Federal Reserve Bank of St Louis |
Detecting Time-dependent Bias in the Fed’s Greenbook Forecasts of Foreign GDP Growth |
By Neil Ericsson; Federal Reserve Board |
presented by: Neil Ericsson, Federal Reserve Board |
Fiscal Surprises at the FOMC |
By Dean Croushore; University of Richmond Simon van Norden; HEC Montréal |
presented by: Dean Croushore, University of Richmond |
Session 50: Empirical Finance III June 27, 2018 14:00 to 16:00 R-2120 |
Session Organizer: , |
Session Chair: Lynda Khalaf, Carleton University |
Integration and Disintegration of EMU Government Bond Markets |
By Christian Leschinski; Leibniz Universität Hannover Michelle Voges; Leibniz University Hannover Philipp Sibbertsen; Leibniz Universitaet Hannover |
presented by: Philipp Sibbertsen, Leibniz Universitaet Hannover |
Some financial implications of global warming |
By Claudio Morana; University Milano Bicocca |
presented by: Claudio Morana, University Milano Bicocca |
Stock Market Access and Cash Flow Allocation during the Financial Crisis |
By David Florysiak; University of Southern Denmark Vidhan Goyal; The Hong Kong University of Science and |
presented by: David Florysiak, University of Southern Denmark |
Weak beta, strong beta: multi-factor pricing and rank restrictions |
By Lynda Khalaf; Carleton University |
presented by: Lynda Khalaf, Carleton University |
Session 51: Factor models I June 27, 2018 14:00 to 16:00 R-2205 |
Session Organizer: , |
Session Chair: Matteo Luciani, Federal Reserve Board, Washington DC |
Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage |
By Diego Brito; PUC-Rio Marcelo Medeiros; Pontifical Catholic University of Rio de Janeiro Ruy Ribeiro; PUC-Rio |
presented by: Diego Brito, PUC-Rio |
Comovements in the Real Activity of Developed and Emerging Economies: A Test of Global versus Specific International Factors |
By Antoine Djogbenou; Queen's University |
presented by: Antoine Djogbenou, Queen's University |
Quantifying the Monetary Transmission Mechanism: A Mixed-Frequency Factor-Augmented Vector Autoregressive Regression Approach |
By Zhi Zhao; University of California Riverside Marcelle Chauvet; University of California Riverside |
presented by: Zhi Zhao, University of California Riverside |
Common Factors, Trends, and Cycles in Large Datasets |
By Matteo Barigozzi; LSE Matteo Luciani; Federal Reserve Board, Washington DC |
presented by: Matteo Luciani, Federal Reserve Board, Washington DC |
Session 52: Monetary Policy Rules June 27, 2018 14:00 to 16:00 R-2155 |
Session Organizer: , |
Session Chair: Andreas Tryphonides, Humboldt U |
Asymmetries in the Interest Rate Rule: Data versus DSGE |
By Anna Almosova; Humboldt University of Berlin |
presented by: Anna Almosova, Humboldt University of Berlin |
Interest Rate Rules Across The Business Cycle |
By Daniel Soques; University of North Carolina at Wilmington |
presented by: Daniel Soques, University of North Carolina at Wilmington |
FOMC Fed Funds Rate Responses Treat Persistent Fluctuations Differently from Other Fluctuations |
By Randal Verbrugge; Federal Reserve Bank of Cleveland Richard Ashley; Virginia Tech Kwok Ping Tsang; Virginia Tech |
presented by: Randal Verbrugge, Federal Reserve Bank of Cleveland |
Learning from Errors: The case of Monetary and Fiscal Policy Regimes |
By Andreas Tryphonides; Humboldt U |
presented by: Andreas Tryphonides, Humboldt U |
Session 53: Heterogeneity in macroeconomics June 27, 2018 14:00 to 16:00 R-M150 |
Session Organizer: , |
Session Chair: Michele Lenza, European Central Bank |
On the U.S. Firm and Establishment Size Distributions |
By Illenin Kondo; Notre Dame Logan Lewis; Federal Reserve Board of Governors Andrea Stella; Federal Reserve Board |
presented by: Andrea Stella, Federal Reserve Board |
Downward Nominal Wage Rigidity in the U.S.: New Evidence from Worker-Firm Linked Data |
By Andre Kurmann; Drexel University Erika McEntarfer; US Census Bureau |
presented by: Andre Kurmann, Drexel University |
What is the extent of misallocation? |
By Bruno Pellegrino; UCLA Geoffery Zheng; UCLA Anderson School of Management |
presented by: Bruno Pellegrino, UCLA |
How Does Monetary Policy Affect Income and Wealth Inequality? Evidence from the Euro Area |
By Michele Lenza; European Central Bank |
presented by: Michele Lenza, European Central Bank |
Session 54: Time Series Models II June 27, 2018 14:00 to 16:00 Salle Marie-Gérin Lajoie, J-M400 |
Session Organizer: , |
Session Chair: Damba Lkhagvasuren, Concordia University, Montreal, Canada |
A uni ed theory for the family of time varying models with ARMA representations: One solution ts all |
By Alessandra Canepa; Brunel University Menelaos Karanasos; Brunel University alexandros paraskevopoulos; University of Pireaus |
presented by: Menelaos Karanasos, Brunel University |
Nonfractional Memory: Filtering, Antipersistence, and Forecasting |
By J. Eduardo Vera Valdés; Aalborg University |
presented by: J. Eduardo Vera Valdés, Aalborg University |
A Sieve-SMM Estimator for Dynamic Models |
By Jean-Jacques Forneron; Columbia University |
presented by: Jean-Jacques Forneron, Columbia University |
Highly Persistent Finite-State Markov Chains with Non-Zero Skewness and Excess Kurtosis |
By Damba Lkhagvasuren; Concordia University, Montreal, Canada |
presented by: Damba Lkhagvasuren, Concordia University, Montreal, Canada |
Session 55: Macroeconomics and asset prices June 27, 2018 14:00 to 16:00 R-R150 |
Session Organizer: , |
Session Chair: Marek Raczko, Bank of England |
Asset Pricing with Recursive Preferences and Stochastic Volatility: A Bayesian DSGE Analysis |
By David Rapach; Saint Louis University Fei Tan; Saint Louis University |
presented by: David Rapach, Saint Louis University |
Federal Reserve Private Information and the Stock Market |
By Aeimit Lakdawala; Michigan State University Matthew Schaffer; Michigan State University |
presented by: Aeimit Lakdawala, Michigan State University |
(Un)expected Monetary Policy Shocks and Term Premia |
By Martin Kliem; Deutsche Bundesbank Alexander Meyer-Gohde; Goethe-Universität Frankfurt |
presented by: Alexander Meyer-Gohde, Goethe-Universität Frankfurt |
The Information in the Term Structures of Bond Yields |
By Andrew Meldrum; Board of Governors of the Federal Reserv Marek Raczko; Bank of England PETER SPENCER; UNIVERSITY OF YORK |
presented by: Marek Raczko, Bank of England |
Session 56: Volatility modeling II June 27, 2018 14:00 to 16:00 R-2630 |
Session Organizer: , |
Session Chair: Giuseppe Buccheri, Scuola Normale Superiore |
Mixing Mixed Frequency Macroeconomic Forecasting Models with High Frequency Volatility and Risk Factors: An Empirical Assessment |
By Chun Yao; Rutgers University |
presented by: Chun Yao, Rutgers University |
Choosing Between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis |
[slides] |
By Helmut Luetkepohl; DIW Berlin and FU Berlin Thore Schlaak; DIW Berlin |
presented by: Thore Schlaak, DIW Berlin |
Conditional heteroscedasticity models with time-varying parameters: Estimation and forecasting |
By armin pourkhanali; Monash University Jonathan Keith; School of Mathematical Sciences Xibin Zhang; Monash University |
presented by: armin pourkhanali, Monash University |
A General Class of Score-Driven Smoothers |
By Giuseppe Buccheri; Scuola Normale Superiore Giacomo Bormetti; University of Bologna Fulvio Corsi; Ca' Foscari University of Venice and Cit Fabrizio Lillo; University of Bologna |
presented by: Giuseppe Buccheri, Scuola Normale Superiore |
Session 57: Identification in SVARs I June 27, 2018 14:00 to 16:00 R-2895 |
Session Organizer: Todd Clark, Federal Reserve Bank of Cleveland |
Session Chair: Robin Braun, University of Konstanz |
Identifying Shocks via Time-Varying Volatility |
By Daniel Lewis; Harvard University |
presented by: Daniel Lewis, Harvard University |
Identifying Factor-Augmented Vector Autoregression Models by a Change in Shock Variances |
By Yohei Yamamoto; Hitotsubashi University |
presented by: Yohei Yamamoto, Hitotsubashi University |
Identification of Structural Vector Autoregressions Through Higher Unconditional Moments |
By Michel Normandin; HEC Montreal |
presented by: Michel Normandin, HEC Montreal |
Identification of Structural Vector Autoregressions by Stochastic Volatility |
By Dominik Bertsche; University of Konstanz Robin Braun; University of Konstanz |
presented by: Robin Braun, University of Konstanz |
Session 58: Treatment Effects I June 27, 2018 14:00 to 16:00 R-R120 |
Session Organizer: , |
Session Chair: Christopher Adams, Federal Trade Commission |
Multivalued Treatments and Decomposition Analysis: An application to the WIA Program |
By Sebastian Calonico; University of Miami |
presented by: Sebastian Calonico, University of Miami |
Identifying Treatment Effects in the Presence of Confounded Types |
By Desire Kedagni; Penn State University |
presented by: Desire Kedagni, Penn State University |
Sharp Bounds on Functionals of the Joint Distribution in the Analysis of Treatment Effects |
By Thomas Russell; University of Toronto |
presented by: Thomas Russell, University of Toronto |
Empirical Bayesian Estimation of Treatment Effects |
By Christopher Adams; Federal Trade Commission |
presented by: Christopher Adams, Federal Trade Commission |
Session 59: Network Models June 27, 2018 14:00 to 16:00 R-M510 |
Session Organizer: , |
Session Chair: Michaela Kesina, ETH Zurich |
A structural model of homophily and clustering in social networks |
By Angelo Mele; Johns Hopkins University |
presented by: Angelo Mele, Johns Hopkins University |
Spatial Dependence and Common Factors in the English Housing Market: A STARF Model |
By Beulah Chelva; University of Leeds Yongcheol Shin; York |
presented by: Beulah Chelva, University of Leeds |
Normal Approximation in Strategic Network Formation |
By Michael Leung; USC Hyungsik Roger Moon; University of Southern California |
presented by: Hyungsik Roger Moon, University of Southern California |
Estimation of models with an endogenous spatial or network matrix - a transformation approach |
By Michaela Kesina; ETH Zurich |
presented by: Michaela Kesina, ETH Zurich |
Session 60: Housing Markets June 27, 2018 14:00 to 16:00 R-2670 |
Session Organizer: , |
Session Chair: Albert Zevelev, Baruch CUNY |
Imperfect Information, Learning and Housing Market Dynamics |
By Christophe BRUNEEL; Toulouse School of Economics |
presented by: Christophe BRUNEEL, Toulouse School of Economics |
Housing Price Network Effects from Public Transit Investment: Evidence from Vancouver |
By Alex Chernoff; Bank of Canada Andrea Craig; Queen's Unviersity |
presented by: Alex Chernoff, Bank of Canada |
Is my rental price overestimated? A small area index for Germany |
By Lea Eilers; RWI – Leibniz Institute for Economic Research |
presented by: Lea Eilers, RWI – Leibniz Institute for Economic Research |
Does Collateral Value Affect Asset Prices? Evidence from a Natural Experiment in Texas |
By Albert Zevelev; Baruch CUNY |
presented by: Albert Zevelev, Baruch CUNY |
Session 61: Model Uncertainty June 27, 2018 14:00 to 16:00 R-M160 |
Session Organizer: , |
Session Chair: Christophe Gaillac, CREST and TSE |
How to use economic theory to improve estimators |
By Pirmin Fessler; Oesterreichische Nationalbank Maximilian Kasy; Harvard University |
presented by: Maximilian Kasy, Harvard University |
Inference for Impulse Responses under Model Uncertainty |
By Lenard Lieb; Maastricht University Stephan Smeekes; Maastricht University |
presented by: Lenard Lieb, Maastricht University |
Minimizing Sensitivity to Model Misspecification |
By Stephane Bonhomme; University of Chicago Martin Weidner; University College London |
presented by: Stephane Bonhomme, University of Chicago |
Testing Rational Expectations using Data Combination |
By Xavier D'Haultfoeuille; CREST Christophe Gaillac; CREST and TSE Arnaud Maurel; Duke University |
presented by: Christophe Gaillac, CREST and TSE |
Session 62: Education II June 27, 2018 14:00 to 16:00 R-3840 |
Session Organizer: , |
Session Chair: Laura Hospido, Banco de España and IZA |
The Effects of Schoolwide Tracking on Low and High Skill Students: Evidence from South Korea |
By Seungwoo Chin; University of Southern California Eunjee Kwon; University of Southern California, USC |
presented by: Eunjee Kwon, University of Southern California, USC |
The Dynamics and Determinants of Adolescent Bullying Victimisation |
[slides] |
By Georgios Chrysanthou; University of Alicante Chrysovalantis Vasilakis; Bangor University |
presented by: Georgios Chrysanthou, University of Alicante |
The Impact of High School Financial Education on Financial Knowledge and Choices: Evidence from a Randomized Trial in Spain |
By Olympia Bover; Bank of Spain Laura Hospido; Banco de España Ernesto Villanueva; Banco de España |
presented by: Laura Hospido, Banco de España and IZA |
Session 63: Plenary lecture: Alfred Galichon June 27, 2018 16:30 to 17:30 |
Session Organizer: , |
Session 64: Plenary lecture: Guido Imbens June 28, 2018 9:00 to 10:00 |
Session Organizer: , |
Session 65: Time variation in macroeconomic dynamics June 28, 2018 10:30 to 12:30 R-M510 |
Session Organizer: Todd Clark, Federal Reserve Bank of Cleveland |
Session Chair: Luis Uzeda, Bank of Canada |
Non-linear effects of government spending shocks in the US. Evidence from state-level data. |
By Haroon Mumtaz; Queen Mary Laura Sunder-Plassmann; University of Copenhagen |
presented by: Haroon Mumtaz, Queen Mary |
A Panel Smooth Transition Model for the Exchange Rate Pass-Through: New Evidence from the New EU Member States |
By Nidhaleddine BEN CHEIKH; ESSCA School of Management (France) |
presented by: Nidhaleddine BEN CHEIKH, ESSCA School of Management (France) |
Common Sources of Instabilities in Macroeconomic Dynamics: A Factor-TVP Approach |
By Pooyan Amir Ahmadi; University of Illinois at Urbana-Champaign Dalibor Stevanovic; Université du Québec à Montréal |
presented by: Dalibor Stevanovic, Université du Québec à Montréal |
The Effects of Monetary Policy on Trend Inflation: Evidence from Models with Drifting and Cross-Correlated Parameters |
By Luis Uzeda; Bank of Canada |
presented by: Luis Uzeda, Bank of Canada |
Session 66: Identification in SVARs II June 28, 2018 10:30 to 12:30 R-R120 |
Session Organizer: , |
Session Chair: Srecko Zimic, European Central Bank |
Identification through Heterogeneity |
By Pooyan Amir Ahmadi; University of Illinois at Urbana-Champaign Thorsten Drautzburg; Federal Reserve Bank of Philadelphia |
presented by: Pooyan Amir Ahmadi, University of Illinois at Urbana-Champai |
Proxy-SVAR as a Bridge for Identification with Mixed Frequency Data |
By Andrea Giovanni Gazzani; Bank of Italy Alejandro Vicondoa; Catholic University of Chile |
presented by: Alejandro Vicondoa, Pontificia Universidad Catolica de Chile |
Stargazing with Structural VARs: Shock Identification via Independent Component Analysis |
By Dmitry Kulikov; Eesti Pank Aleksei Netsunajev; Bank of Estonia |
presented by: Dmitry Kulikov, Eesti Pank |
The Importance of Foreign Shocks on Money Market Rates: Event-Study Magnitude Restriction |
By Srecko Zimic; European Central Bank |
presented by: Srecko Zimic, European Central Bank |
Session 67: Oil prices June 28, 2018 10:30 to 12:30 R-2120 |
Session Organizer: , |
Session Chair: Lanouar Charfeddine, Qatar University |
Nonlinear Intermediary Pricing\\ in the Oil Futures Market |
[slides] |
By Daniel Bierbaumer; DIW Berlin Malte Rieth; DIW Berlin Anton Velinov; DIW Berlin |
presented by: Anton Velinov, DIW Berlin |
The Transmission of Exogenous Commodity and Oil Prices shocks to Latin America - A Panel VAR approach |
By Rocio Gondo; Banco Central de Reserva del Peru Fernando Perez Forero; Banco Central de Reserva del Peru |
presented by: Rocio Gondo, Banco Central de Reserva del Peru |
The Simple Economics of Global Fuel Consumption |
By Reinhard Ellwanger; Bank of Canada |
presented by: Reinhard Ellwanger, Bank of Canada |
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? |
By Lanouar Charfeddine; Qatar University Tony Klein; Faculty of Business and Economics, Technische Universitat Dresden, Germany Thomas Walther; Institute for Operations Research and Computational Finance, University of St.Gallen, Switzerland |
presented by: Lanouar Charfeddine, Qatar University |
Session 68: Volatility modeling III June 28, 2018 10:30 to 12:30 R-2630 |
Session Organizer: , |
Session Chair: Yongdeng Xu, Cardiff University |
Stylized Facts for Extended HEAVY/GARCH models and MEM: the importance of asymmetries, power transformations, long memory, structural breaks and spillovers |
By Menelaos Karanasos; Brunel University YONGDENG XU; Cardiff Business School,Cardiff University Yfanti Stavroula; Lancaster University |
presented by: Yfanti Stavroula, Lancaster University |
Modelling Intraday Correlations using Multivariate GARCH |
By Adam Clements; Queensland University of Technology Ayesha Scott; Auckland University of Technology Annastiina Silvennoinen; Queensland University of Technology |
presented by: Ayesha Scott, Auckland University of Technology |
Filtering With Confidence: In-sample Confidence Bands For GARCH Filters |
By Marcin Zamojski; University of Gothenburg |
presented by: Marcin Zamojski, University of Gothenburg |
Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations |
By Menelaos Karanasos; Brunel University Yongdeng Xu; Cardiff University |
presented by: Yongdeng Xu, Cardiff University |
Session 69: Macro-Finance III June 28, 2018 10:30 to 12:30 R-2155 |
Session Organizer: , |
Session Chair: Ana Iregui, Banco de la Republica |
Risk Sharing, Efficiency of Capital Allocation, and the Connection between Banks and the Real Economy |
By Alessandro Barattieri; Collegio Carlo Alberto and ESG UQAM Maya Eden; World Bank Dalibor Stevanovic; Université du Québec à Montréal |
presented by: Alessandro Barattieri, ESG UQAM |
Do US and global shocks matter for EMEs financial conditions? |
By Ana Simona Manu; ECB |
presented by: Ana Simona Manu, ECB |
Financial Globalization and Bank Lending: The Limits of Domestic Monetary Policy? |
By Jin Cao; Norges Bank |
presented by: Jin Cao, Norges Bank |
Interest rate convergence across maturities: Evidence from bank data in an emerging market economy |
By Mark Holmes; University of Waikato Ana Iregui; Banco de la Republica Jesus Otero; Universidad del Rosario |
presented by: Ana Iregui, Banco de la Republica |
Session 70: Forecast combination and evaluation II June 28, 2018 10:30 to 12:30 R-M160 |
Session Organizer: , |
Session Chair: Michael McCracken, Federal Reserve Bank of St. Louis |
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions |
By Yu-Min Yen; National Chengchi University |
presented by: Yu-Min Yen, National Chengchi University |
Dynamic multivariate posterior predictive checks for macroeconomic density forecasts |
By Andrei Sarychev; Bank of England; European Central Bank |
presented by: Andrei Sarychev, European Central Bank |
An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts |
By Michael McCracken; Federal Reserve Bank of St. Louis |
presented by: Michael McCracken, Federal Reserve Bank of St. Louis |
Session 71: Fiscal policy June 28, 2018 10:30 to 12:30 R-3870 |
Session Organizer: , |
Session Chair: Tatiana Kirsanova, University of Glasgow |
Sources of Borrowing and Fiscal Multipliers |
By Romanos Priftis; Bank of Canada Srecko Zimic; European Central Bank |
presented by: Romanos Priftis, Bank of Canada |
Measuring the Strength of the Theories of Government Size |
By Andros Kourtellos; University of Cyprus, University of Wisconsin-Madison Alex Lenkoski; Norwegian Computing Center Kyriakos Petrou; University of Cyprus |
presented by: Alex Lenkoski, Norwegian Computing Center |
On the relevance of double tax treaties in the presence of treaty shopping |
By Kunka Petkova; Vienna University of Economics and Busin Andrzej Stasio; Vienna University of Econ. and Bus. Martin Zagler; WU Vienna University of Economics and UPO University of Eastern Piedmont |
presented by: Andrzej Stasio, Vienna University of Econ. and Bus. |
Sustainable Policy Equilibria in a Monetary Union |
By Tatiana Kirsanova; University of Glasgow Celsa Machado; ISCAP Ana Paula Ribeiro; CEF.UP, Faculdade de Economia do Porto |
presented by: Tatiana Kirsanova, University of Glasgow |
Session 72: Survey Forecasts and Expectation Formation I June 28, 2018 10:30 to 12:30 R-2205 |
Session Organizer: Raffaella Giacomini, University College London |
Session Chair: Zhao Han, College of William and Mary |
Expectation Formation Following Large Unexpected Shocks |
By Scott Baker; Northwestern University Tucker McElroy; U.S. Census Bureau Xuguang Sheng; American University |
presented by: Xuguang Sheng, American University |
Robust Inference under Time-Varying Volatility - A Real-Time Evaluation of Professional Forecasters |
By Matei Demetrescu; University of Kiel Christoph Hanck; Universität Duisburg-Essen Robinson Kruse; CREATES, Aarhus University |
presented by: Christoph Hanck, Universität Duisburg-Essen |
Central Bank Credibility and Inflation Expectations: A Microfounded Forecasting Approach |
By Joao Issler; Getulio Vargas Foundation Ana Flavia Santos; FGV |
presented by: Joao Issler, Getulio Vargas Foundation |
Roles of Higher-Order Expectations on Inflation and Expected Inflation: An Analytical Approach and Evidence from Survey Data |
By Zhao Han; College of William and Mary Ruoyun Mao; Indiana University |
presented by: Zhao Han, College of William and Mary |
Session 73: Financial econometrics III June 28, 2018 10:30 to 12:30 R-R150 |
Session Organizer: , |
Session Chair: Markus Michaelsen, Universität Hamburg |
Dynamic portfolio overlap networks, contagion, and the credit spread puzzle |
By Dieter Wang; Vrije Universiteit Amsterdam Iman Van Lelyveld; De Nederlandsche Bank Julia Schaumburg; VU University Amsterdam |
presented by: Julia Schaumburg, VU University Amsterdam |
Long-term investing under uncertain parameter instability |
By Bart Keijsers; Erasmus University Rotterdam |
presented by: Bart Keijsers, Erasmus University Rotterdam |
Realized Peaks over Threshold: a Time-Varying Extreme Value Approach with High-Frequency based Measures |
By Marco Bee; University of Trento Debbie Dupuis; HEC Montréal Luca Trapin; Scuola Normale Superiore |
presented by: Debbie Dupuis, HEC Montréal |
Information Flow Dependence in Financial Markets |
By Markus Michaelsen; Universität Hamburg |
presented by: Markus Michaelsen, Universität Hamburg |
Session 74: Discrete Choice June 28, 2018 10:30 to 12:30 R-3840 |
Session Organizer: , |
Session Chair: Zhentong Lu, Shanghai University of Finance and Economics |
Estimating Heterogeneous Effects in Binary Response Models |
By Anastasia Semykina; Florida State University |
presented by: Anastasia Semykina, Florida State University |
Relaxing Conditional Independence in an Endogenous Binary Response Model |
By Alyssa Carlson; Michigan State University |
presented by: Alyssa Carlson, Michigan State University |
Identification and Estimation of Triangular Models with a Binary Treatment |
By Santiago Pereda-Fernández; Banca d'Italia |
presented by: Santiago Pereda-Fernández, Banca d'Italia |
Session 75: Monetary Policy I June 28, 2018 10:30 to 12:30 R-2240 |
Session Organizer: Francesco Bianchi, Duke University |
Session Chair: Yoosoon Chang, Indiana University |
Monetary Policy and Household (De-)leveraging |
By Martin Harding; DIW Berlin Mathias Klein; DIW Berlin |
presented by: Martin Harding, DIW Berlin |
In Fed Watchers' Eyes: Hawks, Doves and Monetary Policy |
By Klodiana Istrefi; Banque de France |
presented by: Klodiana Istrefi, Banque de France |
Monetary Policy and its Effect on Regional Employment |
By Fergus Cumming |
presented by: Fergus Cumming, |
A structural investigation of monetary policy shifts |
By Yoosoon Chang; Indiana University Fei Tan; Saint Louis University Xin Wei; Indiana University |
presented by: Yoosoon Chang, Indiana University |
Session 76: Regression discontinuity June 28, 2018 10:30 to 12:30 Salle Marie-Gérin Lajoie, J-M400 |
Session Organizer: , |
Session Chair: Ying-Ying Lee, University of California, Irvine |
Impossible Inference in Econometrics: Theory and Applications |
By Marinho Bertanha; University of Notre Dame Marcelo Moreira; FGV |
presented by: Marinho Bertanha, University of Notre Dame |
Coverage Optimal Confidence Intervals, with Application to Regression Discontinuity Designs |
By Max Farrell; University of Chicago Booth |
presented by: Max Farrell, University of Chicago Booth |
Regression Discontinuity Designs with a Continuous Treatment |
By Yingying Dong; University of California Irvine Ying-Ying Lee; University of California, Irvine |
presented by: Ying-Ying Lee, University of California, Irvine |
Session 77: Treatment Effects II June 28, 2018 10:30 to 12:30 R-R160 |
Session Organizer: , |
Session Chair: Giovanni Mellace, University of Southern Denmark |
Program Evaluation in the Presence of Strategic Interactions |
By Daron Acemoglu; Massachusetts Institute of Technology Francis DiTraglia; University of Pennsylvania Camilo Garcia-Jimeno; University of Pennsylvania Rossa O'Keeffe-O'Donovan; University of Oxford |
presented by: Francis DiTraglia, University of Pennsylvania |
Two-Sample Estimation as an Alternative to Instrumental Variable Estimation in the Presence of Omitted Variables |
By Masayuki Hirukawa; Setsunan University Irina Murtazashvili; Drexel University Artem Prokhorov; University of Sydney |
presented by: Irina Murtazashvili, Drexel University |
Mediation Analysis Synthetic Control |
[slides] |
By Giovanni Mellace; University of Southern Denmark |
presented by: Giovanni Mellace, University of Southern Denmark |
Session 78: Health Economics II June 28, 2018 10:30 to 12:30 R-M140 |
Session Organizer: , |
Session Chair: Daniel Avdic, CINCH and University of Duisburg-Essen |
Impact of DRG refinement on the choice between scheduled C-section and normal delivery: recent evidence from France |
By Aleksandr Proshin; Paris School of Economics Alexandre Cazenave-Lacroutz; INSEE-CREST Zeynep Or; Institute for research and information i |
presented by: Aleksandr Proshin, Paris School of Economics |
Decomposing the Decline in Drinking and Driving during "The Other Great Moderation" |
By Darren Grant; Sam Houston State University |
presented by: Darren Grant, Sam Houston State University |
Information shocks and provider adaptation: Evidence from interventional cardiology |
By Daniel Avdic; CINCH and University of Duisburg-Essen Stephanie von Hinke; University of Bristol Carol Propper Johan Vikström; IFAU-Uppsala |
presented by: Daniel Avdic, CINCH and University of Duisburg-Essen |
Patients are different! Explaining the relation between pills and cholesterol |
By Domenico Depalo; Banca d'Italia |
presented by: Domenico Depalo, Banca d'Italia |
Session 79: Sample Selection June 28, 2018 10:30 to 12:30 R-2670 |
Session Organizer: , |
Session Chair: Yulong Wang, Syracuse University |
Additive Nonparametric Sample Selection Models with Endogeneity |
By Deniz Ozabaci; University of New Hampshire |
presented by: Deniz Ozabaci, University of New Hampshire |
Wage Decompositions and Sample Selection: Evidence for the United States |
By Aico van Vuuren; University of Gothenburg |
presented by: Aico van Vuuren, University of Gothenburg |
FISCAL AUSTERITY AND INCOME INEQUALITY: WHO BEARS THE COSTS? |
By Vivian Norambuena; Universidad de Chile |
presented by: Vivian Norambuena, Universidad de Chile |
Unbiased Estimation of Tail Properties in Small Samples with Complete, Censored, or Truncated Data |
By Yulong Wang; Syracuse University |
presented by: Yulong Wang, Syracuse University |
Session 80: Trade June 28, 2018 10:30 to 12:30 R-3610 |
Session Organizer: , |
Session Chair: Romina Safojan, Tilburg University |
Dollar funding and firm-level exports |
By Antoine Berthou; Bank of France Guillaume Horny; Banque de France Jean-Stéphane Mésonnier; Banque de France |
presented by: Guillaume Horny, Banque de France |
Do Investment Agreements Necessarily Cause Offshoring? The Canada-Peru Case |
By Stephanie Houle; McMaster University |
presented by: Stephanie Houle, McMaster University |
Export Manufacturing Competition Effects on Labour Markets and the Family: Evidence from Mexico |
By Manuel Alejandro Estefan Davila; University College London |
presented by: Manuel Alejandro Estefan Davila, University College London |
The Effect of Exports on Labor Informality: Evidence from Argentina |
By Romina Safojan; Tilburg University |
presented by: Romina Safojan, Tilburg University |
Session 81: Teachers and Schools June 28, 2018 10:30 to 12:30 R-M180 |
Session Organizer: , |
Session Chair: Yun Pu, The Ohio State University |
Knowledge is Power: School Construction & Intergenerational Human Capital |
By Naveen Sunder; Cornell University |
presented by: Naveen Sunder, Cornell University |
The Effect of Teacher Bonuses on Learning Outcomes and the Distribution of Teacher Skill: Evidence from Rural Schools in Peru |
By Juan F. Castro; Universidad del Pacifico |
presented by: Juan F. Castro, Universidad del Pacifico |
Tuition subsidies and overeducation |
By Ciprian Domnisoru; Carnegie Mellon University |
presented by: Ciprian Domnisoru, Carnegie Mellon University |
College Admission in Three Chinese Provinces: Boston Mechanism vs. Deferred Acceptance Mechanism |
By Yun Pu; The Ohio State University |
presented by: Yun Pu, The Ohio State University |
Session 82: Development June 28, 2018 10:30 to 12:30 R-M150 |
Session Organizer: , |
Session Chair: Kholekile Malindi, Stellenbosch University |
An Empirical Equilibrium Model of Formal and Informal Credit Markets in Developing Countries |
By Fan Wang; University of Houston |
presented by: Fan Wang, University of Houston |
Local Violence, Market Transactions and Living Standard: Disruptive Impact of the Mexican Drug War, 2001–2012 |
By Alberto Iniguez-Montiel; University of Tokyo Daiji Kawaguchi; University of Tokyo |
presented by: Alberto Iniguez-Montiel, University of Tokyo |
Incentive, Self-selection, and Social Norm in Labor Contract: A Two-stage Field Experiment in the Philippines |
By Jun Goto; Hitotsubashi University Yuki Higuchi; Nagoya City University |
presented by: Yuki Higuchi, Nagoya City University |
An employer learning model of the South African racial wage gap |
By Kholekile Malindi; Stellenbosch University |
presented by: Kholekile Malindi, Stellenbosch University |
Session 83: (Structural) VARs June 28, 2018 14:00 to 16:00 R-2205 |
Session Organizer: Raffaella Giacomini, University College London |
Session Chair: Michal Franta, Czech National Bank |
Bayesian Structural VAR models: an extended approach |
By Martin Bruns; DIW Berlin Michele Piffer; Queen Mary, University of London |
presented by: Martin Bruns, DIW Berlin |
A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification |
[slides] |
By Mark Bognanni; Federal Reserve Bank of Cleveland |
presented by: Mark Bognanni, Federal Reserve Bank of Cleveland |
Shrinkage for Set-Identified SVAR |
[slides] |
By Alessio Volpicella; Queen Mary University |
presented by: Alessio Volpicella, Queen Mary University |
The Likelihood of Effective Lower Bound Events |
By Michal Franta; Czech National Bank |
presented by: Michal Franta, Czech National Bank |
Session 84: Labor markets and the macroeconomy June 28, 2018 14:00 to 16:00 R-2240 |
Session Organizer: , |
Session Chair: Svetlana Rujin, RWI – Leibniz-Institut für Wirtschaftsforschung |
Slow Recoveries and Labor Market Polarization |
By Wen Zhang; Renmin University of China |
presented by: Wen Zhang, Renmin University of China |
Gender Differences in the Volatility of Work Hours and Labor Demand |
By Amy Guisinger; Lafayette College |
presented by: Amy Guisinger, Lafayette College |
Immigration and the macroeconomy: some new empirical evidence |
By Francesco Furlanetto; Norges Bank Ørjan Robstad; Norges Bank |
presented by: Francesco Furlanetto, Norges Bank |
Labor Market Outcomes of Technology Shocks: International Perspective |
By Svetlana Rujin; RWI – Leibniz-Institut für Wirtschaftsforschung |
presented by: Svetlana Rujin, RWI – Leibniz-Institut für Wirtschaftsforschung |
Session 85: Nowcasting June 28, 2018 14:00 to 16:00 R-2670 |
Session Organizer: , |
Session Chair: Kajal Lahiri, State University New York Albany |
Bayesian Adaptive Penalized MIDAS Regressions: Estimation, Selection, and Prediction |
By Matteo Mogliani; Banque de France Clément Marsilli; Banque de France |
presented by: Matteo Mogliani, Banque de France |
Macroeconomic news and market reaction: Surprise indexes meet nowcasting |
By Alberto Caruso; Confindustria |
presented by: Alberto Caruso, Confindustria |
Uncertain Kingdom: A Framework for Nowcasting GDP and its Revisions |
By Nikoleta Anesti; Bank of England Ana Beatriz Galvao; University of Warwick Silvia Miranda-Agrippino; Bank of England |
presented by: Nikoleta Anesti, Bank of England |
Forecasting New York State Tax Revenue: A Factor MIDAS Approach |
By Kajal Lahiri; State University New York Albany Cheng Yang; University at Albany-State University of New York Onur Bugdayci; University at Albany-State University of New York John Delaney; University at Albany-State University of New York |
presented by: Kajal Lahiri, State University New York Albany |
Session 86: Forecasting business cycles June 28, 2018 14:00 to 16:00 R-M180 |
Session Organizer: , |
Session Chair: Haixi Li, Freddie Mac |
Vulnerable Growth |
By Tobias Adrian; International Monetary Fund Nina Boyarchenko; Federal Reserve Bank of New York Domenico Giannone; Federal Reserve Bank of New York |
presented by: Domenico Giannone, Federal Reserve Bank of New York |
Predicting Ordinary and Severe Recessions with a Three-state Markov-Switching Dynamic Factor Model |
By Kai Carstensen; University of Kiel Markus Heinrich; University of Kiel Magnus Reif; ifo Institute Maik Wolters; University of Jena |
presented by: Magnus Reif, ifo Institute |
Dating Regime Switching in real time: A Bayesian decision theoretic approach |
[slides] |
By Haixi Li; Freddie Mac |
presented by: Haixi Li, Freddie Mac |
Session 87: News and Sentiments II June 28, 2018 14:00 to 16:00 R-2155 |
Session Organizer: , |
Session Chair: Leonardo Melosi, Federal Reserve Bank of Chicago |
Revisions in Utilization-Adjusted TFP and Robust Identification of News Shocks |
By Andre Kurmann; Drexel University Eric Sims; University of Notre Dame |
presented by: Eric Sims, University of Notre Dame |
Time Varying Sentiments and the Business Cycle |
By Matteo Barigozzi; LSE Fabrizio Venditti; Banca d'Italia |
presented by: Fabrizio Venditti, Banca d'Italia |
Amplification effects of news shocks through uncertainty |
By Danilo Cascaldi-Garcia; University of Warwick |
presented by: Danilo Cascaldi-Garcia, University of Warwick |
News and Noise in the Post-Great Recession Recovery |
By Renato Faccini; Queen Mary University Leonardo Melosi; Federal Reserve Bank of Chicago |
presented by: Leonardo Melosi, Federal Reserve Bank of Chicago |
Session 88: Uncertainty in Macroeconomics II June 28, 2018 14:00 to 16:00 R-2120 |
Session Organizer: , |
Session Chair: Francesco Bianchi, Duke University |
Non-linear Effects of Uncertainty |
By Andreas Dibiasi; ETH Zurich |
presented by: Andreas Dibiasi, ETH Zurich |
A New Way to Quantify the Effect of Uncertainty |
By Alexander Richter; Federal Reserve Bank of Dallas Nathaniel Throckmorton; College of William & Mary |
presented by: Alexander Richter, Federal Reserve Bank of Dallas |
Pricing Macroeconomic Uncertainty |
By Francesco Bianchi; Duke University Howard Kung; London Business School Mikhail Tirskikh; London Business School |
presented by: Francesco Bianchi, Duke University |
Session 89: Monetary Policy II June 28, 2018 14:00 to 16:00 R-3870 |
Session Organizer: , |
Session Chair: Erwan Gautier, Banque de France |
Monetary policy surprises and exchange rate predictability |
[slides] |
By Johannes Graeb; European Central Bank Thomas Kostka; European Central Bank |
presented by: Johannes Graeb, European Central Bank |
Who listens when the ECB talks? Spillovers from ECB's monetary policy and communication |
By Saskia ter Ellen; Norges Bank Edvard Jansen; Formuesforvaltning Nina Midthjell |
presented by: Saskia ter Ellen, Norges Bank |
Shocks vs Menu Costs: Patterns of Price Rigidity in an Estimated Multi-Sector Menu-Cost Model |
By Erwan Gautier; Banque de France |
presented by: Erwan Gautier, Banque de France |
Session 90: The effect of fiscal shocks June 28, 2018 14:00 to 16:00 R-3840 |
Session Organizer: , |
Session Chair: Joan Paredes, European Central Bank |
Adaptive Learning and the Transmission of Government Spending Shocks in the Euro Area |
By Ewoud Quaghebeur; Ghent University |
presented by: Ewoud Quaghebeur, Ghent University |
The Network Effects of Fiscal Adjustments |
By Edoardo Briganti; Bocconi University Carlo Ambrogio Favero; Bocconi University Madina Karamysheva; National Research University Higher School of Economics |
presented by: Madina Karamysheva, National Research University Higher School of Economics |
Subsidising car purchases in the euro area: Any spill-over on production? |
By Joan Paredes; European Central Bank |
presented by: Joan Paredes, European Central Bank |
Session 91: Time Series Models III June 28, 2018 14:00 to 16:00 R-2895 |
Session Organizer: , |
Session Chair: Arnaud Dufays, Universite Laval |
New robust inference for predictive regressions |
[slides] |
By Rustam Ibragimov; Imperial College London and Innopolis University Anton Skrobotov; Russian Presidential Academy of National Economy and Public Administration and Innopolis University |
presented by: Anton Skrobotov, Russian Presidential Academy of National Economy and Public Administration and Innopolis University |
Testing for Parameter Instability in Predictive Regression Models |
[slides] |
By Iliyan Georgiev; University of Bologna David Harvey; University of Nottingham Steve Leybourne; Nottingham University Robert Taylor; University of Essex |
presented by: Robert Taylor, University of Essex |
Bootstrapping Structural Change Tests |
By Otilia Boldea; Tilburg University Adriana Cornea; York University Alastair Hall; University of Manchester |
presented by: Otilia Boldea, Tilburg University |
Relevant parameter change in structural break models |
By Arnaud Dufays; Universite Laval Jeroen Rombouts; ESSEC Business School |
presented by: Arnaud Dufays, Universite Laval |
Session 92: Empirical Finance IV June 28, 2018 14:00 to 16:00 R-M510 |
Session Organizer: , |
Session Chair: christian Gourieroux, University of Toronto and CREST |
Aggregate and Firm level volatility: the role of acquisitions and disposals. |
By Sean Holly; Cambridge University |
presented by: Sean Holly, Cambridge University |
Net trade credit and firm performance |
By Stylianos Asimakopoulos; University of Bath Filipa Da Silva Fernandes; Coventry University Yiannis Karavias; University of Birmingham |
presented by: Yiannis Karavias, University of Birmingham |
Inefficiency and Bank Failures: A Joint Bayesian Estimation of a Stochastic Frontier Model and a Hazards Model |
By Jim Sanchez; Universidad EAFIT |
presented by: Jim Sanchez, Universidad EAFIT |
Disastrous Defaults |
By christian Gourieroux; University of Toronto and CREST Alain Monfort; CREST and Banque de France Sarah Mouabbi; Banque de France Jean-Paul RENNE; University of Lausanne |
presented by: christian Gourieroux, University of Toronto and CREST |
Session 93: Spatial Econometrics II June 28, 2018 14:00 to 16:00 R-2630 |
Session Organizer: , |
Session Chair: Guillaume Pouliot, University of Chicago |
The LLN and CLT for Kernel-Weighted U-Processes of Spatially Dependent Data with Applications to Nonparametric Model Specification Testing |
By Yiguo Sun; UNIVERSITY OF GUELPH |
presented by: Yiguo Sun, UNIVERSITY OF GUELPH |
Fast and Scalable Variational Bayes Estimation of Spatial Econometric Models for Gaussian Data |
By Guohui Wu; SAS Institute Inc. |
presented by: Guohui Wu, SAS Institute Inc. |
Spatial Econometrics for Misaligned Data |
By Guillaume Pouliot; University of Chicago |
presented by: Guillaume Pouliot, University of Chicago |
Session 94: Weak Identification June 28, 2018 14:00 to 16:00 R-R120 |
Session Organizer: , |
Session Chair: Gregory Cox, Columbia University |
A more powerful subvector Anderson Rubin test in linear instrumental variable regression |
By Frank Kleibergen; University of Amsterdam |
presented by: Frank Kleibergen, University of Amsterdam |
Inference in Second-Order Identified Models |
By Prosper Dovonon; Concordia University Alastair Hall; University of Manchester Frank Kleibergen; University of Amsterdam |
presented by: Prosper Dovonon, Concordia University |
Identification-Robust Nonparametric Inference in a Linear IV Model |
By Bertille Antoine; Simon Fraser University Pascal Lavergne; Toulouse School of Economics |
presented by: Bertille Antoine, Simon Fraser University |
Weak Identification in a Class of Generically Identified Models with an Application to Factor Models |
By Gregory Cox; Columbia University |
presented by: Gregory Cox, Columbia University |
Session 95: Panel Data June 28, 2018 14:00 to 16:00 R-M140 |
Session Organizer: , |
Session Chair: Takahide Yanagi, Hitotsubashi University |
Second-order corrected likelihood for nonlinear panel models with fixed effects |
[slides] |
By Geert Dhaene; KU Leuven Yutao Sun; Erasmus University Rotterdam |
presented by: Geert Dhaene, KU Leuven |
A regularization approach to the dynamic panel data model estimation |
By Marine Carrasco; University of Montreal Ada Nayihouba; University of Montreal |
presented by: Marine Carrasco, University of Montreal |
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective |
By Laura Liu; Federal Reserve Board |
presented by: Laura Liu, Federal Reserve Board |
Kernel Estimation for Panel Data with Heterogeneous Dynamics |
By Ryo Okui; NYU Shanghai Takahide Yanagi; Hitotsubashi University |
presented by: Takahide Yanagi, Hitotsubashi University |
Session 96: Applications of Machine Learning June 28, 2018 14:00 to 16:00 R-M160 |
Session Organizer: , |
Session Chair: Matthew Harding, University of California, Irvine |
Heterogeneous Employment Effects of Job Search Programmes: A Machine Learning Approach |
By Michael Knaus; University of St. Gallen Michael Lechner; University of St. Gallen Anthony Strittmatter; University of St. Gallen |
presented by: Anthony Strittmatter, University of St. Gallen |
Instrument Validity Tests with Causal Trees: With an Application to the Same-sex Instrument |
By Raphael Guber; Munich Center for the Economics of Aging |
presented by: Raphael Guber, Munich Center for the Economics of Aging |
Informative Dimensionality Reduction Using a Deep Autoencoder |
By Matthew Harding; University of California, Irvine |
presented by: Matthew Harding, University of California, Irvine |
Session 97: Education III June 28, 2018 14:00 to 16:00 R-M150 |
Session Organizer: , |
Session Chair: Julie Pernaudet, University of Chicago |
Part-time Vocational Education and Training and Labour Market Outcomes; a Dynamic Approach |
By Brecht Neyt; Ghent University Dieter Verhaest; KU Leuven Stijn Baert; Ghent University; Research Foundation -- Flanders; University of Antwerp |
presented by: Brecht Neyt, Ghent University |
The Puzzle of Educated Unemployment in West Africa |
By Esther Mirjam Girsberger; University of Lausanne Meango Romuald; Max Planck Institute for Social Law and Social Policy |
presented by: Meango Romuald, Max Planck Institute for Social Law and Social Policy |
Raising the Take-up of Higher Education Grants among Disadvantaged Students: Evidence from a Field Experiment |
By Julie Pernaudet; University of Chicago |
presented by: Julie Pernaudet, University of Chicago |
Vocational high school graduates wage gap: the role of cognitive skills and firms |
By Hugo Reis; Banco de Portugal |
presented by: Hugo Reis, Banco de Portugal |
Session 98: Labor Markets II June 28, 2018 14:00 to 16:00 R-R150 |
Session Organizer: , |
Session Chair: Matthias Wieschemeyer, Halle Institute for Economic Research (IWH) |
Kids and (or) Career? Family Policies' Effects on Women's Life Cycle Fertility and Labor Supply |
By Hanna Wang; University of Pennsylvania |
presented by: Hanna Wang, University of Pennsylvania |
What are the main obstacles to hiring after recessions in Europe? |
By Simon Savsek; European Investment Bank |
presented by: Simon Savsek, European Investment Bank |
Informing employees about training subsidies: Results from a randomized field experiment |
By Gerard van den Berg; University of Bristol Christine Dauth; IAB Pia Homrighausen; Institute for Employment Research (IAB) Gesine Stephan; Institute for Employment Research |
presented by: Pia Homrighausen, Institute for Employment Research (IAB) |
Progressive tax-like effects of inflation: fact or myth? The U.S. post-war experience |
By Matthias Wieschemeyer; Halle Institute for Economic Research (IWH) |
presented by: Matthias Wieschemeyer, Halle Institute for Economic Research (IWH) |
Session 99: Inequality June 28, 2018 14:00 to 16:00 R-R160 |
Session Organizer: , |
Session Chair: Mustapha Douch, Aston University |
Trends in the distribution of household income and changes in the interdependence between income sources |
By Iryna Kyzyma; LISER Alessio Fusco; LISER Philippe Van Kerm; LISER and University of Luxembourg |
presented by: Philippe Van Kerm, LISER and University of Luxembourg |
Average Gaps and Oaxaca–Blinder Decompositions: A Cautionary Tale about Regression Estimates of Racial Differences in Labor Market Outcomes |
By Tymon Słoczyński; Brandeis University |
presented by: Tymon Słoczyński, Brandeis University |
The Convergence of the Gender Pay Gap - An Alternative Estimation Approach - |
By Carolina Castagnetti; University of Pavia Marina Topfer; University of Erlangen-Nuremberg |
presented by: Marina Topfer, University of Erlangen-Nuremberg |
Aid Effectiveness: Human Rights as a Conditionality Measure? |
By Mustapha Douch; Loughborough University |
presented by: Mustapha Douch, Aston University |
Session 100: Plenary lecture by Alan Timmermann: Pockets of Predictability June 28, 2018 16:30 to 17:30 Salle Marie-Gérin Lajoie, J-M400 |
Session Organizer: , |
Session 101: Plenary Lecture: Tim Conley June 29, 2018 9:00 to 10:00 |
Session Organizer: , |
Session 102: Macro-Finance IV June 29, 2018 10:30 to 12:30 R-2895 |
Session Organizer: Todd Clark, Federal Reserve Bank of Cleveland |
Session Chair: Lorenzo Pozzi, Erasmus University Rotterdam |
Risk endogeneity at the lender-/investor-of-last-resort |
By Andre Lucas; Vrije Universiteit Amsterdam Bernd Schwaab; European Central Bank Xin Zhang; Sveriges Riksbank |
presented by: Bernd Schwaab, European Central Bank |
The (un)demand for cash in Canada |
By Geoffrey Dunbar; Bank of Canada Casey Jones; Government of Canada |
presented by: Geoffrey Dunbar, Bank of Canada |
The Macroeconomic Effects of Bank Capital Requirement Tightenings: Evidence from a Narrative Approach |
By Sandra Eickmeier; Deutsche Bundesbank Benedikt Kolb; European University Institute Esteban Prieto; Deutsche Bundesbank |
presented by: Esteban Prieto, Deutsche Bundesbank |
Consumption and wealth in the long run: an integrated unobserved component approach |
By Lorenzo Pozzi; Erasmus University Rotterdam |
presented by: Lorenzo Pozzi, Erasmus University Rotterdam |
Session 103: Exchange rates June 29, 2018 10:30 to 12:30 R-2120 |
Session Organizer: , |
Session Chair: David Papell, University of Houston |
The Macroeconomic Effects of Exchange Rate Movements in Emerging Market Economies |
By Pablo Anaya; Freie Universität Berlin, DIW Berlin Michael Hachula; DIW Berlin |
presented by: Pablo Anaya, Freie Universität Berlin, DIW Berlin |
Exchange Rate Determination under Inflation Targeting: A Microstructural Approach for Emerging Economies |
By Fredy Gamboa-Estrada; Banco de la Republica |
presented by: Fredy Gamboa-Estrada, Banco de la Republica |
Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates |
By Luca Dedola; European Central Bank Georgios Georgiadis; European Central Bank Johannes Graeb; European Central Bank Arnaud Mehl; European Central Bank |
presented by: Georgios Georgiadis, European Central Bank |
Long-Run Purchasing Parity Redux |
By David Papell; University of Houston Ruxandra Prodan; University of Houston |
presented by: David Papell, University of Houston |
Session 104: Factor Models II June 29, 2018 10:30 to 12:30 R-R160 |
Session Organizer: , |
Session Chair: L. Vanessa Smith, University of York |
Sieve estimation of time-varying factor loadings |
By Ying Lun Cheung; Goethe University Frankfurt |
presented by: Ying Lun Cheung, Goethe University Frankfurt |
Quantile Factor Models |
By JUAN J. DOLADO; European University Institute |
presented by: JUAN J. DOLADO, European University Institute |
Short T Dynamic Panel Data Models with Individual and Interactive Time Effects |
[slides] |
By Kazuhiko Hayakawa; Hiroshima University M. Hashem Pesaran; University of Southern California, and Trinity College, Cambridge L. Vanessa Smith; University of York |
presented by: L. Vanessa Smith, University of York |
Session 105: Inflation dynamics II June 29, 2018 10:30 to 12:30 R-2155 |
Session Organizer: , |
Session Chair: Viacheslav Sheremirov, Federal Reserve Bank of Boston |
Global Factors and Trend Inflation |
By Gunes Kamber; Bank for International Settlements Benjamin Wong; Reserve Bank of New Zealand |
presented by: Benjamin Wong, Monash University |
Estimating unobservable inflation expectations in the New Keynesian Phillips Curve |
By Francesca Rondina; University of Ottawa |
presented by: Francesca Rondina, University of Ottawa |
Inflation targeting under inflation uncertainty - Multi-economy evidence from a stochastic volatility model |
By Matthias Hartmann; Deutsche Bundesbank Helmut Herwartz; University Göttingen Maren Ulm; University of Goettingen |
presented by: Maren Ulm, University of Goettingen |
Session 106: Uncertainty in Macroeconomics III June 29, 2018 10:30 to 12:30 R-2205 |
Session Organizer: , |
Session Chair: Norbert Metiu, Deutsche Bundesbank |
MACROECONOMIC UNCERTAINTY, PERCEPTION AND INTERNET |
By Maria Elena Bontempi; University of Bologna Roberto Golinelli; University of Bologna Matteo Squadrani; University of Bologna |
presented by: Maria Elena Bontempi, University of Bologna |
The impact of macroeconomic uncertainty on inequality: An empirical study for the UK. |
By Angeliki Theophilopoulou; University of Westminister |
presented by: Angeliki Theophilopoulou, University of Westminister |
Optimal Monetary Policy in a Regime-Switching DSGE Model with Time-Varying Concern for Model Uncertainty |
By Gulserim Ozcan; Bilkent University |
presented by: Gulserim Ozcan, Bilkent University |
The impact of correlation shocks |
By Norbert Metiu; Deutsche Bundesbank Esteban Prieto; Deutsche Bundesbank |
presented by: Norbert Metiu, Deutsche Bundesbank |
Session 107: Survey Forecasts and Expectation Formation II June 29, 2018 10:30 to 12:30 R-2240 |
Session Organizer: , |
Session Chair: Sarantis Tsiaplias, The University of Melbourne |
Business Cycle Asymmetry and Unemployment Rate Forecasts |
By John Galbraith; McGill University Simon van Norden; HEC Montréal |
presented by: Simon van Norden, HEC Montréal |
Conformism and Inflation Expectations Surveys |
By Rolande KPEKOU TOSSOU; Université Laval |
presented by: Rolande KPEKOU TOSSOU, Université Laval |
From fixed-event to fixed-horizon density forecasts: professional forecasters' view on multi-horizon uncertainty |
By Gergely Ganics; Bank of Spain Barbara Rossi; ICREA-Univ. Pompeu Fabra, Barcelona GSE Tatevik Sekhposyan; Texas A&M University |
presented by: Gergely Ganics, Bank of Spain |
What do consumers know about aggregate prices? |
By Sarantis Tsiaplias; The University of Melbourne |
presented by: Sarantis Tsiaplias, The University of Melbourne |
Session 108: Volatility modeling IV June 29, 2018 10:30 to 12:30 R-2630 |
Session Organizer: , |
Session Chair: Ulrich Hounyo, University at Albany, SUNY |
Forecasting the Implied Volatility Surface using Put-Call parity Deviations |
By Xun Gong; Erasmus University Rotterdam |
presented by: Xun Gong, Erasmus University Rotterdam |
On the robustness of the principal volatility components |
By Carlos Trucíos; São Paulo School of Economics - FGV. Brazil Luiz K. Hotta; University of Campinas Pedro Valls Pereira; Sao Paulo School of Economics - FGV |
presented by: Pedro Valls Pereira, Sao Paulo School of Economics - FGV |
Is the diurnal pattern sufficient to explain the intraday variation in volatility? A nonparametric assessment approach |
By Kim Christensen; Aarhus University Ulrich Hounyo; University at Albany, SUNY Mark Podolskij; Aarhus University |
presented by: Ulrich Hounyo, University at Albany, SUNY |
Session 109: Time Series Models IV June 29, 2018 10:30 to 12:30 R-2670 |
Session Organizer: , |
Session Chair: Alexander Mayer, WHU -- Otto von Beisheim School of Management |
Regime Switching Models with Multiple Dynamic Factors |
By Yoosoon Chang; Indiana University Joon Park; Indiana University Shi Qiu; Indiana University Bloomington |
presented by: Shi Qiu, Indiana University Bloomington |
Confidence Sets for the Date of a Structural Change at the End of a Sample |
By Eiji Kurozumi; Hitotsubashi University |
presented by: Eiji Kurozumi, Hitotsubashi University |
Conditional Inference in Nearly Cointegrated Vector Error-Correction Models with Small Signal-To-Noise Ratio |
By Nikolay Gospodinov; Federal Reserve Bank of Atlanta Alex Maynard; University of Guelph Elena Pesavento; Emory University |
presented by: Alex Maynard, University of Guelph |
A Three-Step Estimator for Macroeconomic Learning Models |
By Alexander Mayer; WHU -- Otto von Beisheim School of Management |
presented by: Alexander Mayer, WHU -- Otto von Beisheim School of Management |
Session 110: Business Cycle Fluctuations II June 29, 2018 10:30 to 12:30 R-R150 |
Session Organizer: , |
Session Chair: Pål Boug, Statistics Norway |
Business cycle narratives |
By Vegard Larsen; Norges Bank Leif Anders Thorsrud; Norges Bank |
presented by: Vegard Larsen, Norges Bank |
Noise-Ridden Lending Cycles |
[slides] |
By Elena Afanasyeva; Federal Reserve Board Jochen Guentner; Johannes Kepler University Linz |
presented by: Elena Afanasyeva, Federal Reserve Board |
Global Macro-Financial Cycles and Spillovers |
By Jongrim Ha; World Bank M. Ayhan Kose; World Bank Christopher Otrok; University of Missouri Eswar Prasad; Cornell University |
presented by: Jongrim Ha, World Bank |
The consumption Euler equation or the Keynesian consumption function? |
By Pål Boug; Statistics Norway Aadne Cappelen; Statistics Norway Eilev Jansen; Statistics Norway Anders Rygh Swensen; University of Oslo |
presented by: Pål Boug, Statistics Norway |
Session 111: Prediction with high dimensional data June 29, 2018 10:30 to 12:30 R-R120 |
Session Organizer: , |
Session Chair: Sullivan Hué, Laboratoire d'Economie d'Orléans |
Lasso variable selection in predictive mixed-frequency model |
By Clément Marsilli; Banque de France |
presented by: Clément Marsilli, Banque de France |
Forecasting Near-equivalence of Linear Dimension Reduction Methods in Large Panels of Macro-variables |
By alessandro barbarino; Federal Reserve Board |
presented by: alessandro barbarino, Federal Reserve Board |
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects |
By Sullivan Hué; Laboratoire d'Economie d'Orléans Elena Dumitrescu; Université Paris Ouest Nanterre La Défense Christophe Hurlin; Université d’Orléans Sessi Tokpavi; LEO, Laboratory of Economics, University of Orléans |
presented by: Sullivan Hué, Laboratoire d'Economie d'Orléans |
Session 112: Return predictability June 29, 2018 10:30 to 12:30 R-M140 |
Session Organizer: , |
Session Chair: Stefano Soccorsi, Lancaster University Management School |
Long-Horizon Stock Valuation and Return Forecasts Conditional on Demographic Projections |
By Chaoyi Chen; University of Guelph Nikolay Gospodinov; Federal Reserve Bank of Atlanta Alex Maynard; University of Guelph Elena Pesavento; Emory University |
presented by: Chaoyi Chen, University of Guelph |
Uncovered Return Parity: Equity Returns and Currency Returns |
By Edouard Djeutem; Bank of Canada Geoffrey Dunbar; Bank of Canada |
presented by: Edouard Djeutem, Bank of Canada |
Cyclical Earnings as a Predictor of Stock Index Crash Risk |
By Tom Roberts; Bank of Canada |
presented by: Tom Roberts, Bank of Canada |
Forecasting Stock Returns with Large Dimensional Factor Models |
By Alessandro Giovannelli; Università di Roma Tor Vergata Daniele Massacci; Bank of England Stefano Soccorsi; Lancaster University Management School |
presented by: Stefano Soccorsi, Lancaster University Management School |
Session 113: Treatment Effects III June 29, 2018 10:30 to 12:30 Salle Marie-Gérin Lajoie, J-M400 |
Session Organizer: , |
Session Chair: Jasmin Fliegner, Toulouse School of Economics and TU Berlin |
Identification with Additively Separable Heterogeneity |
By Roy Allen; University of Western Ontario |
presented by: Roy Allen, University of Western Ontario |
The Problem of Causal Inference without Balance Checking in Natural Experiment Design: An Entropy Balancing Matching Analysis |
By CHEN WANG; ANU |
presented by: CHEN WANG, ANU |
How Bad is Unconfoundedness in Practice? Evidence from Randomised Controlled Trials with Imperfect Compliance |
By Sylvain Chabe-Ferret; Toulouse School of Economics Jasmin Fliegner; TSE Roland Rathelot; University of Warwick |
presented by: Jasmin Fliegner, Toulouse School of Economics and TU Berlin |
Session 114: Health Economics III June 29, 2018 10:30 to 12:30 R-M150 |
Session Organizer: , |
Session Chair: Siddhartha Sanghi, Washington University in St. Louis |
Health effects of extending State Pension Age for UK women |
By Ludovico Carrino; King's College London |
presented by: Ludovico Carrino, King's College London |
Measuring Physicians’ Response to Incentives: Evidence on Hours Worked and Multitasking |
By Bernard Fortin; Laval University |
presented by: Bernard Fortin, Laval University |
Session 115: Dynamics of Prices and Returns June 29, 2018 10:30 to 12:30 R-M180 |
Session Organizer: , |
Session Chair: Veronika Selezneva, CERGE-EI |
Oil Prices in the Determination of Sovereign CDS Spreads: The Case of Russia |
By Sanvi Avouyi-Dovi; Banque de France |
presented by: Sanvi Avouyi-Dovi, Banque de France |
Formation of Market Beliefs in the Oil Market |
By Stanislav Anatolyev; CERGE-EI and New Economic School Sergei Seleznev; - Veronika Selezneva; CERGE-EI |
presented by: Veronika Selezneva, CERGE-EI |
Session 116: Economic and Financial Networks June 29, 2018 10:30 to 12:30 R-M510 |
Session Organizer: , |
Session Chair: Elfried Faton, Laval University |
The Double-Edged Sword of Global Integration: Robustness, Fragility & Contagion in the International Firm Network |
[slides] |
By Everett Grant; Federal Reserve Bank of Dallas Julieta Yung; Bates College |
presented by: Julieta Yung, Bates College |
Search Frictions in International Good Markets |
By Julien Martin; Université du Québec à Montréal |
presented by: Julien Martin, Université du Québec à Montréal |
Strategic Substitutability in the Workplace: An Empirical Evidence |
By Elfried Faton; Laval University |
presented by: Elfried Faton, Laval University |
# | Participant | Roles in Conference |
---|---|---|
2 | Aastveit, Knut Are | P18 |
3 | Adams, Christopher | P58, C58 |
4 | Afanasyeva, Elena | P110 |
5 | Albuquerque, Bruno | P16, C16 |
6 | Allen, Roy | P113 |
7 | Almeida, Caio | P4 |
8 | Almosova, Anna | P52 |
9 | Amir Ahmadi, Pooyan | P66 |
10 | Anaya, Pablo | P103 |
11 | andreini, paolo | P34 |
12 | Anenberg, Elliot | P13, C13 |
13 | Anesti, Nikoleta | P85 |
14 | Antoine, Bertille | P94 |
15 | Aoki, Yu | P24 |
16 | Armstrong, Timothy | P39, C39 |
17 | Atella, Vincenzo | P42, C42 |
18 | Athanasopoulos, George | P18, C18 |
19 | Avdic, Daniel | P78, C78 |
20 | Avouyi-Dovi, Sanvi | P115 |
21 | Barattieri, Alessandro | P69 |
22 | barbarino, alessandro | P111 |
23 | Barcelo, Cristina | P47, C47 |
24 | Barnichon, Regis | P7 |
25 | Belzil, Christian | P12, C12 |
26 | BEN CHEIKH, Nidhaleddine | P65 |
27 | Bertanha, Marinho | P76 |
28 | Bianchi, Francesco | P88, C88 |
29 | Bognanni, Mark | P83 |
30 | Boldea, Otilia | P91 |
31 | Bonhomme, Stephane | P61 |
32 | Bontempi, Maria Elena | P106 |
33 | Botosaru, Irene | P47 |
34 | Boug, Pål | P110, C110 |
35 | Braun, Robin | P57, C57 |
36 | Brito, Diego | P51 |
37 | Brugnolini, Luca | P20 |
38 | BRUNEEL, Christophe | P60 |
39 | Brunetti, Celso | P8 |
40 | Bruns, Martin | P83 |
41 | Buccheri, Giuseppe | P56, C56 |
42 | Buncic, Daniel | P22, C22 |
43 | Calonico, Sebastian | P58 |
44 | Calvi, Rossella | P11 |
45 | Cao, Jin | P69 |
46 | Carlson, Alyssa | P74 |
47 | Carpentier, Alain | P43 |
48 | Carrasco, Marine | P95 |
49 | Carrino, Ludovico | P114 |
50 | Caruso, Alberto | P85 |
51 | Cascaldi-Garcia, Danilo | P87 |
52 | Castro, Juan F. | P81 |
53 | CETTE, Gilbert | P47 |
54 | Chakrabarti, Averi | P14, C14 |
55 | Chang, Yoosoon | P75, C75 |
56 | Charfeddine, Lanouar | P67, C67 |
57 | Chauvet, Marcelle | P2 |
58 | Chavleishvili, Sulkhan | P22 |
59 | Chelva, Beulah | P59 |
60 | Chen, Chaoyi | P112 |
61 | Chernoff, Alex | P60 |
62 | Cheung, Ying Lun | P104 |
63 | Chrysanthou, Georgios | P62 |
64 | Conlon, Christopher | P46 |
65 | Conti, Antonio | P3 |
66 | Cox, Gregory | P94, C94 |
67 | Croushore, Dean | P49, C49 |
68 | Cumming, Fergus | P75 |
69 | CUN, WUKUANG | P16 |
70 | Dany-Knedlik, Geraldine | P29 |
71 | De Rezende, Rafael | P38 |
72 | De Visscher, Stef | P7 |
73 | Del Negro, Marco | P20, C20 |
74 | Depalo, Domenico | P78 |
75 | Dhaene, Geert | P95 |
76 | di nino, virginia | P19 |
77 | Dibiasi, Andreas | P88 |
78 | Diez de los Rios, Antonio | P35 |
79 | DiTraglia, Francis | P77 |
80 | Djeutem, Edouard | P112 |
81 | Djogbenou, Antoine | P51 |
82 | DOLADO, JUAN J. | P104 |
83 | Domnisoru, Ciprian | P81 |
84 | Douch, Mustapha | P99, C99 |
85 | Dovonon, Prosper | P94 |
86 | Dufays, Arnaud | P91, C91 |
87 | Dufour, Jean-Marie | P30, C30 |
88 | Dunbar, Geoffrey | P102 |
89 | Dupuis, Debbie | P73 |
90 | Eilers, Lea | P60 |
91 | Ellwanger, Reinhard | P67 |
92 | Eo, Yunjong | P33, C33 |
93 | Ericsson, Neil | P49 |
94 | Estefan Davila, Manuel Alejandro | P80 |
95 | Fanelli, Luca | P31 |
96 | Farrell, Max | P76 |
97 | Faton, Elfried | P116, C116 |
98 | Fernandez, Roxana | P13 |
99 | Ferroni, Filippo | P32, C32 |
100 | Fliegner, Jasmin | P113, C113 |
101 | Florysiak, David | P50 |
102 | Forneron, Jean-Jacques | P54 |
103 | Forti Grazzini, Caterina | P26 |
104 | Fortin, Bernard | P114 |
105 | Franta, Michal | P83, C83 |
106 | Frisancho, Veronica | P44 |
107 | Furlanetto, Francesco | P84 |
108 | Gaillac, Christophe | P61, C61 |
109 | Galaasen, Sigurd Mølster | P8 |
110 | Galvao, Ana Beatriz | P31 |
111 | Gamboa-Estrada, Fredy | P103 |
112 | Ganics, Gergely | P107 |
113 | García-Suaza, Andrés | P23 |
114 | Gautier, Erwan | P89, C89 |
115 | Gelain, Paolo | P37 |
116 | Georgiadis, Georgios | P103 |
117 | Geraci, Marco Valerio | P21 |
118 | Ghanem, Dalia | P14 |
119 | Giannone, Domenico | P86 |
120 | Giannoni, Marc | P37, C37 |
121 | Gondo, Rocio | P67 |
122 | Gong, Xun | P108 |
123 | Gourieroux, christian | P92, C92 |
124 | Graeb, Johannes | P89 |
125 | Grant, Darren | P78 |
126 | Guber, Raphael | P96 |
127 | Guisinger, Amy | P84 |
128 | Guyonvarch, Yannick | P40 |
129 | Gyetvai, Attila | P47 |
130 | Ha, Jongrim | P110 |
131 | Hacioglu Hoke, Sinem | P17 |
132 | Hambuckers, Julien | P35 |
133 | Han, Zhao | P72, C72 |
134 | Han, Xintong | P45 |
135 | Han, Heejoon | P5 |
136 | Hanck, Christoph | P72 |
137 | Harding, Matthew | P96, C96 |
138 | Harding, Martin | P75 |
139 | Hasbi, Maude | P15, C15 |
140 | Hecq, Alain | P22 |
141 | Herbst, Edward | P48 |
142 | Higuchi, Yuki | P82 |
143 | Ho, Paul | P7 |
144 | Holly, Sean | P92 |
145 | Holtemöller, Oliver | P41 |
146 | Homrighausen, Pia | P98 |
147 | Horny, Guillaume | P80 |
148 | Hospido, Laura | P62, C62 |
149 | Houle, Stephanie | P80 |
150 | Hounyo, Ulrich | P108, C108 |
151 | Hué, Sullivan | P111, C111 |
152 | Iniguez-Montiel, Alberto | P82 |
153 | Ioannidis, Christos | C31 |
154 | Iregui, Ana | P69, C69 |
155 | Issler, Joao | P72 |
156 | Istrefi, Klodiana | P75 |
157 | Jackson Young, Laura | P48, C48 |
158 | Jales, Hugo | P41 |
159 | Jin, Jianjian | P6, C6 |
160 | Jung, Hyunseok | P9 |
161 | Juodis, Arturas | P17, C17 |
162 | Ka, Kook | P31 |
163 | Kakar, Venoo | P44 |
164 | Karamysheva, Madina | P90 |
165 | Karanasos, Menelaos | P54 |
166 | Karavias, Yiannis | P92 |
167 | Kashaev, Nail | P11 |
168 | Kasy, Maximilian | P61 |
169 | Kedagni, Desire | P58 |
170 | Kei, Wendy | P24 |
171 | Keijsers, Bart | P73 |
172 | Kesina, Michaela | P59, C59 |
173 | Khalaf, Lynda | P50, C50 |
174 | Kima, Richard | P36 |
175 | Kirsanova, Tatiana | P71, C71 |
176 | Kleibergen, Frank | P94 |
177 | Knoef, Marike | P26 |
178 | Knotek II, Edward | P19 |
179 | Kociecki, Andrzej | P7, C7 |
180 | Kourtellos, Andros | P9, C9 |
181 | KPEKOU TOSSOU, Rolande | P107 |
182 | Krustev, Georgi | P3 |
183 | Kufenko, Vadim | P10 |
184 | Kulikov, Dmitry | P66 |
185 | Kurmann, Andre | P53 |
186 | Kurozumi, Eiji | P109 |
187 | Kwon, Eunjee | P62 |
188 | Lahiri, Kajal | P85, C85 |
189 | Lakdawala, Aeimit | P55 |
190 | Lan, Lan | P46 |
191 | Langot, Francois | P48 |
192 | Laouenan, Morgane | P15 |
193 | Larsen, Vegard | P110 |
194 | López Novella, Maritza | P41 |
195 | Lee, Ying-Ying | P76, C76 |
196 | Lee, Ji Hyung | P34 |
197 | Lee, Jungyoon | P9 |
198 | Lee, Seojeong | P40, C40 |
199 | Leiva-Leon, Danilo | P33 |
200 | Lenkoski, Alex | P71 |
201 | Lenza, Michele | P53, C53 |
202 | Leroux, Maxime | P34 |
203 | Letterie, Wilko | P46, C46 |
204 | Lewis, Daniel | P57 |
205 | Leymarie, Jérémy | P35, C35 |
206 | LI, Yuhao | P10 |
207 | Li, Haixi | P86, C86 |
208 | Lieb, Lenard | P61 |
209 | Lieli, Robert | P18 |
210 | Liu, Laura | P95 |
211 | Liu, Ruixuan | P10, C10 |
212 | Lkhagvasuren, Damba | P54, C54 |
213 | Lombardi, Marco | P3 |
214 | Lu, Zhentong | C74 |
215 | Luciani, Matteo | P51, C51 |
216 | Lunsford, Kurt | P38 |
217 | MacKinnon, James | P40 |
218 | Magnac, Thierry | P45, C45 |
219 | Malindi, Kholekile | P82, C82 |
220 | Manang, Fredrick | P42 |
221 | Mancino, Antonella | P45 |
222 | Manu, Ana Simona | P69 |
223 | Marcoux, Mathieu | P25 |
224 | Marsilli, Clément | P111 |
225 | Martin, Julien | P116 |
226 | Masini, Ricardo | P23 |
227 | Mayer, Alexander | P109, C109 |
228 | Maynard, Alex | P109 |
229 | McCracken, Michael | P70, C70 |
230 | McIntosh, James | P12 |
231 | Mele, Angelo | P59 |
232 | Mellace, Giovanni | P77, C77 |
233 | Melosi, Leonardo | P87, C87 |
234 | Metiu, Norbert | P106, C106 |
235 | Meyer-Gohde, Alexander | P55 |
236 | Michaelsen, Markus | P73, C73 |
237 | Mirone, Giorgio | P6 |
238 | Mogliani, Matteo | P85 |
239 | Molnar, Timea Laura | P12 |
240 | Moon, Hyungsik Roger | P59 |
241 | Morana, Claudio | P50 |
242 | Moretti, Laura | P2, C2 |
243 | Moscelli, Giuseppe | P42 |
244 | Mumtaz, Haroon | P65 |
245 | Murtazashvili, Irina | P77 |
246 | Negi, Akanksha | P11, C11 |
247 | Neyt, Brecht | P97 |
248 | Nongni Donfack, Morvan | P4 |
249 | Norambuena, Vivian | P79 |
250 | Normandin, Michel | P57 |
251 | Oberoi, Jaideep | P5 |
252 | Onorante, Luca | P29 |
253 | Otero, Jesus | P16 |
254 | Ouazad, Amine | P8, C8 |
255 | Owyang, Michael | P49 |
256 | Ozabaci, Deniz | P79 |
257 | Ozcan, Gulserim | P106 |
258 | Paccagnini, Alessia | P37 |
259 | Panovska, Irina | P48 |
260 | Papell, David | P103, C103 |
261 | Paredes, Joan | P90, C90 |
262 | Pellegrino, Filippo | P29, C29 |
263 | Pereda-Fernández, Santiago | P74 |
264 | Pernaudet, Julie | P97, C97 |
265 | Pettenuzzo, Davide | P4, C4 |
266 | Poelhekke, Steven | P36 |
267 | Pouliot, Guillaume | P93, C93 |
268 | pourkhanali, armin | P56 |
269 | Pozzi, Lorenzo | P102, C102 |
270 | Prieto, Esteban | P102 |
271 | Priftis, Romanos | P71 |
272 | Primiceri, Giorgio | P34, C34 |
273 | Proshin, Aleksandr | P78 |
274 | Pu, Yun | P81, C81 |
275 | Qiu, Shi | P109 |
276 | Quaghebeur, Ewoud | P90 |
277 | Raczko, Marek | P55, C55 |
278 | Rapach, David | P55 |
279 | Reif, Magnus | P86 |
280 | Reis, Hugo | P97 |
281 | Richter, Alexander | P88 |
282 | Roberts, John | P29 |
283 | Roberts, Tom | P112 |
284 | Romuald, Meango | P97 |
285 | Rondina, Francesca | P105 |
286 | ROSSI, FRANCESCA | P9 |
287 | Rossi, Barbara | P32 |
288 | Rostam-Afschar, Davud | P44, C44 |
289 | Rostom, May | P26, C26 |
290 | Rujin, Svetlana | P84, C84 |
291 | Russell, Thomas | P58 |
292 | Safojan, Romina | P80, C80 |
293 | Sanchez, Jim | P92 |
294 | Sanghi, Siddhartha | C114 |
295 | Sant'Anna, Pedro H. C. | P41, C41 |
296 | Sarychev, Andrei | P70 |
297 | Sasaki, Yuya | P23, C23 |
298 | Savsek, Simon | P98 |
299 | Słoczyński, Tymon | P99 |
300 | Schaumburg, Julia | P73 |
301 | Schüssler, Rainer | P6 |
302 | Schlaak, Thore | P56 |
303 | Scholten, Patrick | P15 |
304 | Schwaab, Bernd | P102 |
305 | Scott, Ayesha | P68 |
306 | Scotti, Chiara | P31 |
307 | Sekkel, Rodrigo | P49 |
308 | Selezneva, Veronika | P115, C115 |
309 | Semykina, Anastasia | P74 |
310 | Shapiro, Adam | P2 |
311 | Sheng, Xuguang | P72 |
312 | Sheremirov, Viacheslav | C105 |
313 | Shi, Ruoyao | P45 |
314 | Shi, Xiaoxia | P39 |
315 | Shibamoto, Masahiko | P32 |
316 | Sibbertsen, Philipp | P50 |
317 | Siemer, Michael | P3, C3 |
318 | Silva Lopes, Artur | P33 |
319 | Silveira, Bernardo | P14 |
320 | Sims, Eric | P87 |
321 | Skrobotov, Anton | P91 |
322 | Smith, L. Vanessa | P104, C104 |
323 | Snudden, Stephen | P19, C19 |
324 | Soberon, Alexandra | P17 |
325 | Soccorsi, Stefano | P112, C112 |
326 | Sokol, Andrej | P36 |
327 | Sokullu, Senay | P15 |
328 | Soques, Daniel | P52 |
329 | Stasio, Andrzej | P71 |
330 | Stavroula, Yfanti | P68 |
331 | Stella, Andrea | P53 |
332 | Stevanovic, Dalibor | P65 |
333 | Strittmatter, Anthony | P96 |
334 | Sun, Yiguo | P93 |
335 | Sunder, Naveen | P81 |
336 | Taylor, Robert | P91 |
337 | Tchernis, Rusty | P11 |
338 | ter Ellen, Saskia | P89 |
339 | Theophilopoulou, Angeliki | P106 |
340 | Topfer, Marina | P99 |
341 | Tryphonides, Andreas | P52, C52 |
342 | Tsakou, Katerina | P30 |
343 | Tsiaplias, Sarantis | P107, C107 |
344 | Tuzcuoglu, Kerem | P21, C21 |
345 | Ulm, Maren | P105 |
346 | UNALMIS, IBRAHIM | P8 |
347 | Ura, Takuya | P39 |
348 | Uthemann, Andreas | P21 |
349 | Uzeda, Luis | P65, C65 |
350 | Valls Pereira, Pedro | P108 |
351 | van Dijk, Herman | P35 |
352 | Van Kerm, Philippe | P99 |
353 | van Norden, Simon | P107 |
354 | van Vuuren, Aico | P79 |
355 | Vasconcelos, Gabriel | P20 |
356 | Velinov, Anton | P67 |
357 | Venditti, Fabrizio | P87 |
358 | Vera Valdés, J. Eduardo | P54 |
359 | Verbrugge, Randal | P52 |
360 | Vicondoa, Alejandro | P66 |
361 | Volpicella, Alessio | P83 |
362 | Wang, Fan | P82 |
363 | Wang, Hanna | P98 |
364 | WANG, CHEN | P113 |
365 | Wang, Yulong | P79, C79 |
366 | Webb, Matthew | P40 |
367 | Wei, Wei | P30 |
368 | Weisser, Reinhard | P43, C43 |
369 | Wiersma, Quint | P13 |
370 | Wieschemeyer, Matthias | P98, C98 |
371 | Wigger, Christoph | P24, C24 |
372 | Wilner, Lionel | P13 |
373 | Wong, Benjamin | P105 |
374 | Wright, Jonathan | P38 |
375 | Wu, Guohui | P93 |
376 | Xia, Fan Dora | P38, C38 |
377 | Xie, Erhao | P25 |
378 | Xu, Yongdeng | P68, C68 |
379 | Yamagata, Takashi | P10 |
380 | Yamamoto, Yohei | P57 |
381 | Yamashita, Mamiko | P5, C5 |
382 | Yanagi, Takahide | P95, C95 |
383 | Yang, Nathan | P42 |
384 | Yao, Chun | P56 |
385 | Yen, Yu-Min | P70 |
386 | Yong, Chen | P2 |
387 | Ytsma, Erina | P46 |
388 | Yu, Mengkai | P25, C25 |
389 | Yung, Julieta | P116 |
390 | Zamojski, Marcin | P68 |
391 | Zevelev, Albert | P60, C60 |
392 | Zhang, Wen | P84 |
393 | ZHANG, NING | P5 |
394 | Zhang, Xu | P32 |
395 | Zhao, Zhi | P51 |
396 | Zhong, Molin | P37 |
397 | Zhu, Yu | P39 |
398 | Zimic, Srecko | P66, C66 |
399 | Zivanovic, Jelena | P36, C36 |
This program was last updated on 2019-12-08 22:38:20 EDT