June 25, 2019
Time	Location	Event
09:45 to 10:45	Ballroom B & C - Landmark	IAAE Lecture: Sir Richard Blundell, Nonlinear Persistence and Partial Insurance: Explorations in the Panel Data Dynamics of Income and Consumption
11:00 to 12:45	see below	Parallel sessions 1
12:45 to 14:00		Lunch, Landmark
14:00 to 15:45	see below	Parallel sessions 2
15:45 to 16:15		Coffee/Tea Break
16:15 to 17:15	Ballroom B & C - Landmark	Panel Discussion on the State and Future of Econometrics - Panelists: Peter C.B. Phillips, Richard Blundell, Esfandiar Maasoumi, and Robin Lumsdaine
17:15 to 18:15	Ballroom B & C - Landmark	Plenary lecture 1: Ivana Komunjer, A Perturbation Approach to Nonlinear Filtering
19:00 to 20:30		Welcome Reception, Landmark
June 26, 2019
Time	Location	Event
08:30 to 09:30	Ballroom B & C - Landmark	Plenary lecture 2: Fabio Canova, Mind the Gap? Stylized Facts and Structural Models
09:30 to 10:00		Coffee/Tea Break
10:00 to 11:45	see below	Parallel sessions 3
11:45 to 13:00		Lunch, Landmark
13:00 to 15:00	see below	Special Session in Honor of Aris Spanos
13:00 to 14:45	see below	Parallel sessions 4
14:45 to 15:15		Coffee/Tea Break
15:15 to 17:00	see below	Parallel sessions 5
17:15 to 18:15	Ballroom B & C - Landmark	Plenary lecture 3: Bryan Graham, Some Recent Developments in the Econometrics of Networks
18:15 to 19:00	Ballroom B & C - Landmark	IAAE member meeting
19:00 to 23:00		Conference dinner at Chateau Status including transportation, sightseeing tour, and private viewing at the Cyprus Museum.
June 27, 2019
Time	Location	Event
08:45 to 09:45	Ballroom B & C - Landmark	Plenary lecture 4: Petra Todd, Understanding How Personality Traits Contribute to Gender Differences in Labor Market Outcomes
09:45 to 10:15		Coffee/Tea Break
10:15 to 12:00	see below	Parallel sessions 6
12:00 to 13:15		Lunch, Landmark
13:15 to 15:00	see below	Parallel sessions 7
15:00 to 15:30		Coffee/Tea Break
15:30 to 17:15	see below	Parallel sessions 8
17:30 to 18:30	Ballroom B & C - Landmark	Plenary lecture 5: Chris Hansen, Inference for Heterogeneous Effects Using Low-Rank Estimation
19:30 to 21:00		Cocktail Reception at 1888 Wine & Cocktail Bar
June 28, 2019
Time	Location	Event
08:45 to 09:45	Ballroom B & C - Landmark	Plenary lecture 6: Raffaella Giacomini, Estimation under Ambiguity
09:45 to 10:15		Coffee/Tea Break
10:15 to 12:00	see below	Parallel sessions 9

Summary of All Sessions
Click here for an index of all participants

#	Date/Time	Location	Type	Title	Papers	Organizer
1	June 25, 2019 11:00-12:45	Kantara B - Landmark	contributed	Treatment Effects and Matching in Panel Data Models	4
2	June 25, 2019 11:00-12:45	Ahera A - Landmark	contributed	Advances in Econometrics: Methods and Applications I	4
3	June 25, 2019 11:00-12:45	Clio - Semeli	contributed	Assessing Interest Rates and Their Trends	4	James Hamilton
4	June 25, 2019 11:00-12:45	Danae - Semeli	contributed	Commodity Prices	4	Juan Rubio-Ramirez
5	June 25, 2019 11:00-12:45	Evropi - Semeli	contributed	Crime	3
6	June 25, 2019 11:00-12:45	Othello - Landmark	contributed	Forecast Evaluation	4	Domenico Giannone
7	June 25, 2019 11:00-12:45	Ballroom B & C - Landmark	contributed	Identification in Structural VARs via Heteroskedasticity or Higher-Order Moments	4	Juan Rubio-Ramirez
8	June 25, 2019 11:00-12:45	Akamas B - Landmark	contributed	Intergenerational Mobility I	3
9	June 25, 2019 11:00-12:45	Nefeli - Semeli	contributed	Market Microstructure	4	Jonathan Wright
10	June 25, 2019 11:00-12:45	Akamas A - Landmark	contributed	Observation-Driven Models and Methods	4	Barbara Rossi
11	June 25, 2019 11:00-12:45	Ballroom A - Landmark	contributed	Quantifying Tail Risks in Macroeconomics and Finance	4	Andrew Patton
12	June 25, 2019 11:00-12:45	Meeting Room 1 - Landmark	contributed	Regime and Parameter Change in Time Series Models I	3	Andres Aradillas-Lopez
13	June 25, 2019 11:00-12:45	Kantara A - Landmark	contributed	Topics in Panel Data Applications	3	Martin Weidner
14	June 25, 2019 14:00-15:45	Kantara B - Landmark	contributed	Advances in Big Data and Covariance Estimation	4	Andrew Patton
15	June 25, 2019 14:00-15:45	Meeting Room 2 - Landmark	contributed	Advances in Methods for DSGE and Heterogeneous Agent Models	4	Juan Rubio-Ramirez
16	June 25, 2019 14:00-15:45	Clio - Semeli	contributed	Advances in the Econometrics of Social Interactions	4
17	June 25, 2019 14:00-15:45	Ballroom A - Landmark	contributed	Aspects of Monetary Policy Behavior	4	Mark Watson
18	June 25, 2019 14:00-15:45	Kantara A - Landmark	contributed	Empirical Assessments of Inflation Expectations	4	Francesco Bianchi
19	June 25, 2019 14:00-15:45	Meeting Room 1 - Landmark	contributed	Employment I	3
20	June 25, 2019 14:00-15:45	Akamas A - Landmark	contributed	Forecasting Applications I	4	Domenico Giannone
21	June 25, 2019 14:00-15:45	Akamas B - Landmark	contributed	Identification in Structural VARs I	4	Juan Rubio-Ramirez
22	June 25, 2019 14:00-15:45	Danae - Semeli	contributed	Instrumental Variables	3
23	June 25, 2019 14:00-15:45	Ahera A - Landmark	contributed	Labor Markets and Education I	4
24	June 25, 2019 14:00-15:45	Othello - Landmark	contributed	Semiparametric Panel Data Models	3	Martin Weidner
25	June 25, 2019 14:00-15:45	Ballroom B & C - Landmark	contributed	Measuring Uncertainty and Its Effects	4	Domenico Giannone
26	June 25, 2019 14:00-15:45	Ahera B - Landmark	contributed	Topics in Empirical Microeconomics I	4
27	June 26, 2019 10:00-11:45	Meeting Room 1 - Landmark	contributed	Advances in Econometrics: Methods and Applications II	4
28	June 26, 2019 10:00-11:45	Evropi - Semeli	contributed	Advances in Forecasting Methods	4	Domenico Giannone
29	June 26, 2019 10:00-11:45	Akamas B - Landmark	contributed	Bayesian Methods in Time Series Models	4	Juan Rubio-Ramirez
30	June 26, 2019 10:00-11:45	Ahera B - Landmark	contributed	Discrete Choice Models I	4
31	June 26, 2019 10:00-11:45	Othello - Landmark	contributed	Estimating and Testing Dependence in Panel Data	4	Martin Weidner
32	June 26, 2019 10:00-11:45	Nefeli - Semeli	contributed	FAVAR Advances and Applications	4	Barbara Rossi
33	June 26, 2019 10:00-11:45	Ballroom B & C - Landmark	contributed	Inflation Comovement and Persistence	4	Barbara Rossi
34	June 26, 2019 10:00-11:45	Ahera A - Landmark	contributed	Intergenerational Mobility II	3
35	June 26, 2019 10:00-11:45	Kantara B - Landmark	contributed	Jumps in Asset Returns and Other Applications with Intraday Data	4	Andrew Patton
36	June 26, 2019 10:00-11:45	Danae - Semeli	contributed	Labor Markets	4
37	June 26, 2019 10:00-11:45	Meeting Room 2 - Landmark	contributed	Macroeconomic Perspectives on Financial Cycles and Stability	4	Boragan Aruoba
38	June 26, 2019 10:00-11:45	Kantara A - Landmark	contributed	Nonparametric and Semiparametric Methods	4
39	June 26, 2019 10:00-11:45	Akamas A - Landmark	contributed	Topics in Empirical Industrial Organization I	4	Andres Aradillas-Lopez
40	June 26, 2019 10:00-11:45	Ballroom A - Landmark	contributed	Treatment Effects	4
41	June 26, 2019 13:00-15:00	Ballroom B & C - Landmark	invited	Special Session in Honor of Aris Spanos	4
42	June 26, 2019 13:00-14:45	Akamas A - Landmark	contributed	Assessing Fiscal Policy Effects I	2	Boragan Aruoba
43	June 26, 2019 13:00-14:45	Ballroom A - Landmark	contributed	Assessing the Effects of Uncertainty	4	Francesco Bianchi
44	June 26, 2019 13:00-14:45	Ahera A - Landmark	contributed	Education II	3
45	June 26, 2019 13:00-14:45	Nefeli - Semeli	contributed	Event Studies in Macro-Finance	4	Jonathan Wright
46	June 26, 2019 13:00-14:45	Kantara B - Landmark	contributed	Financial Applications of Panel Data	3	Martin Weidner
47	June 26, 2019 13:00-14:45	Meeting Room 2 - Landmark	contributed	Financial Frictions in Macro Models	4	Francesco Bianchi
48	June 26, 2019 13:00-14:45	Ahera B - Landmark	contributed	Gender Gaps I	4
49	June 26, 2019 13:00-14:45	Kantara A - Landmark	contributed	Health I	4
50	June 26, 2019 13:00-14:45	Clio - Semeli	contributed	Household Consumption and Finance I	4
51	June 26, 2019 13:00-14:45	Evropi - Semeli	contributed	Macroeconomics and Macro-Prudential Regulation	3	Boragan Aruoba
52	June 26, 2019 13:00-14:45	Danae - Semeli	contributed	Measuring and Assessing Output Gaps	4	James Hamilton
53	June 26, 2019 13:00-14:45	Othello - Landmark	contributed	Minimum Wage	4
54	June 26, 2019 13:00-14:45	Akamas B - Landmark	contributed	Monetary Policy Transmission	3	Boragan Aruoba
55	June 26, 2019 13:00-14:45	Meeting Room 1 - Landmark	contributed	Term Structure Dynamics	4	Jonathan Wright
56	June 26, 2019 15:15-17:00	Ballroom B & C - Landmark	contributed	Advances in Big Data: Methods and Applications	3
57	June 26, 2019 15:15-17:00	Ahera A - Landmark	contributed	Banking and Financing	4	Jonathan Wright
58	June 26, 2019 15:15-17:00	Othello - Landmark	contributed	Forecasting Applications II	4	Domenico Giannone
59	June 26, 2019 15:15-17:00	Evropi - Semeli	contributed	Gender Norms	3
60	June 26, 2019 15:15-17:00	Danae - Semeli	contributed	Health II	3
61	June 26, 2019 15:15-17:00	Akamas B - Landmark	contributed	Identification in Proxy SVARs	4	Juan Rubio-Ramirez
62	June 26, 2019 15:15-17:00	Ahera B - Landmark	contributed	Macroeconomic Assessments of Shocks and Structural Changes	4	Mark Watson
63	June 26, 2019 15:15-17:00	Meeting Room 1 - Landmark	contributed	Monetary Policy Analysis with High Frequency Data	4	Jonathan Wright
64	June 26, 2019 15:15-17:00	Kantara B - Landmark	contributed	Panel Models with Discrete Structure	4	Martin Weidner
65	June 26, 2019 15:15-17:00	Meeting Room 2 - Landmark	contributed	Regime and Parameter Change in Time Series Models II	4	James Hamilton
66	June 26, 2019 15:15-17:00	Ballroom A - Landmark	contributed	Time-Series Structure of Panel Data	4	Martin Weidner
67	June 26, 2019 15:15-17:00	Akamas A - Landmark	contributed	Topics in Empirical Microeconomics II	4	Andres Aradillas-Lopez
68	June 26, 2019 15:15-17:00	Kantara A - Landmark	contributed	Topics in Labor Economics	4
69	June 27, 2019 10:15-12:00	Othello - Landmark	contributed	Child Development	3
70	June 27, 2019 10:15-12:00	Kantara A - Landmark	contributed	Detecting and Predicting Turning Points and Recessions	4	Domenico Giannone
71	June 27, 2019 10:15-12:00	Kantara B - Landmark	contributed	Developments in Factor Model and Related Methods	4	Graham Elliott
72	June 27, 2019 10:15-12:00	Ahera A - Landmark	contributed	Discrete Choice Models II	4
73	June 27, 2019 10:15-12:00	Akamas A - Landmark	contributed	Employment II	4
74	June 27, 2019 10:15-12:00	Ballroom B & C - Landmark	contributed	Forecasting in the Presence of Instabilities	4	Domenico Giannone
75	June 27, 2019 10:15-12:00	Danae - Semeli	contributed	Household Consumption and Finance II	4
76	June 27, 2019 10:15-12:00	Nefeli - Semeli	contributed	Inference in Time Series Subject to Change	4	Graham Elliott
77	June 27, 2019 10:15-12:00	Ballroom A - Landmark	contributed	Modern Inference Methods for Panel Data Models	3	Martin Weidner
78	June 27, 2019 10:15-12:00	Meeting Room 1 - Landmark	contributed	Portfolio Choice	4	Francesco Bianchi
79	June 27, 2019 10:15-12:00	Akamas B - Landmark	contributed	Return Predictability	4	Jonathan Wright
80	June 27, 2019 10:15-12:00	Clio - Semeli	contributed	Topics in Empirical Industrial Organization II	3	Andres Aradillas-Lopez
81	June 27, 2019 10:15-12:00	Meeting Room 2 - Landmark	contributed	Topics in Empirical Microeconomics III	4
82	June 27, 2019 10:15-12:00	Ahera B - Landmark	contributed	Topics in Exchange Rates	4	Barbara Rossi
83	June 27, 2019 13:15-15:00	Othello - Landmark	contributed	Assessing Fiscal Policy Effects II	4	Boragan Aruoba
84	June 27, 2019 13:15-15:00	Ballroom B & C - Landmark	contributed	Challenges and Solutions with Big Data in Time Series	4	Mark Watson
85	June 27, 2019 13:15-15:00	Ahera B - Landmark	contributed	Econometric Theory	4
86	June 27, 2019 13:15-15:00	Evropi - Semeli	contributed	Education III	4
87	June 27, 2019 13:15-15:00	Meeting Room 2 - Landmark	contributed	Effects of Credit and Financial Conditions on the Macroeconomy	3	Boragan Aruoba
88	June 27, 2019 13:15-15:00	Kantara B - Landmark	contributed	Human Capital Investments and Skills	4
89	June 27, 2019 13:15-15:00	Akamas B - Landmark	contributed	Inequality	4
90	June 27, 2019 13:15-15:00	Kantara A - Landmark	contributed	Labour mobility	4
91	June 27, 2019 13:15-15:00	Meeting Room 1 - Landmark	contributed	Risk Assessment Methods and Applications	4	Andrew Patton
92	June 27, 2019 13:15-15:00	Akamas A - Landmark	contributed	Selecting or Combining Models or Forecasts	4	Barbara Rossi
93	June 27, 2019 13:15-15:00	Ahera A - Landmark	contributed	Topics in Empirical Microeconomics III	4
94	June 27, 2019 13:15-15:00	Ballroom A - Landmark	contributed	Volatility Models and Applications	4	Barbara Rossi
95	June 27, 2019 15:30-17:15	Meeting Room 2 - Landmark	contributed	Advances in Econometrics: Methods and Applications III	4
96	June 27, 2019 15:30-17:15	Akamas B - Landmark	contributed	Connectedness and Interdependence	4	Andrew Patton
97	June 27, 2019 15:30-17:15	Kantara B - Landmark	contributed	Effects of Unconventional Monetary Policy	4	Jonathan Wright
98	June 27, 2019 15:30-17:15	Akamas A - Landmark	contributed	Forecasting Applications III	4	Domenico Giannone
99	June 27, 2019 15:30-17:15	Meeting Room 1 - Landmark	contributed	Gender Gaps II	3
100	June 27, 2019 15:30-17:15	Ballroom B & C - Landmark	contributed	Machine Learning in Macro/Finance Applications	4	Jonathan Wright
101	June 27, 2019 15:30-17:15	Kantara A - Landmark	contributed	Macroeconomic Analysis of Labor's Share and Inequality	4	Boragan Aruoba
102	June 27, 2019 15:30-17:15	Nefeli - Semeli	contributed	New Developments in Time Series Testing	4	Barbara Rossi
103	June 27, 2019 15:30-17:15	Ahera B - Landmark	contributed	Oil Prices	3	James Hamilton
104	June 27, 2019 15:30-17:15	Danae - Semeli	contributed	Preference Heterogeneity	3
105	June 27, 2019 15:30-17:15	Othello - Landmark	contributed	Retirement	3
106	June 27, 2019 15:30-17:15	Ballroom A - Landmark	contributed	Social Interactions in Social Networks	4
107	June 27, 2019 15:30-17:15	Ahera A - Landmark	contributed	Topics in Empirical Industrial Organization IV	4
108	June 28, 2019 10:15-12:00	Ahera B - Landmark	contributed	Aggregate Productivity and Technological Change	4	Francesco Bianchi
109	June 28, 2019 10:15-12:00	Meeting Room 1 - Landmark	contributed	Assessing Bubbles and Other Topics in Time Series Theory	3	Barbara Rossi
110	June 28, 2019 10:15-12:00	Meeting Room 2 - Landmark	contributed	Economic Growth and Other Long-Run Trends	4	Boragan Aruoba
111	June 28, 2019 10:15-12:00	Kantara A - Landmark	contributed	Empirical Assessments of Banking	4	Jonathan Wright
112	June 28, 2019 10:15-12:00	Othello - Landmark	contributed	Forecasting Applications IV	3	Domenico Giannone
113	June 28, 2019 10:15-12:00	Akamas B - Landmark	contributed	International Capital Flows and Cycles	4	Jonathan Wright
114	June 28, 2019 10:15-12:00	Kantara B - Landmark	contributed	Labor Market Dynamics	4	Boragan Aruoba
115	June 28, 2019 10:15-12:00	Ahera A - Landmark	contributed	Labor Markets and Education II	3
116	June 28, 2019 10:15-12:00	Ballroom A - Landmark	contributed	Monetary Policy, Financial Crises, and Credit Flows	4	Francesco Bianchi
117	June 28, 2019 10:15-12:00	Akamas A - Landmark	contributed	Topics in Household Consumption and Investment	3

 

117 sessions, 439 papers, and 0 presentations with no associated papers

IAAE 2019 Annual Conference
Detailed List of Sessions

Session 1: Treatment Effects and Matching in Panel Data Models June 25, 2019 11:00 to 12:45 Kantara B - Landmark
Session Organizer: ,
Session Chair: Anthony Strittmatter, University of St. Gallen
Session type: contributed
Synthetic Difference In Differences
presented by: Dmitry Arkhangelsky, CEMFI
Semiparametric Efficiency in Linear Pseudo-Panel Data Models: With an Application to DID Regression
presented by: David Pacini, University of Bristol
Doubly Robust Difference-in-Differences Estimators
presented by: Pedro H. C. Sant'Anna, Vanderbilt University
What is the Value Added by using Causal Machine Learning Methods in a Welfare Experiment Evaluation?
presented by: Anthony Strittmatter, University of St. Gallen
Session 2: Advances in Econometrics: Methods and Applications I June 25, 2019 11:00 to 12:45 Ahera A - Landmark
Session Organizer: ,
Session Chair: Miguel Delgado, Universidad Carlos III de Madrid
Session type: contributed
Measures of piecewise dependence
presented by: Razvan Sufana, York University
Beyond the human development index: a stochastic spanning methodology
presented by: Thanasis Stengos, University of Guelph
THE HIDDEN BIAS: MISCLASSIFIED BINARY REGRESSORS IN THE GENERAL LINEAR MODEL
presented by: Vidhura Tennekoon, Department of Economics
Counterfactual Analysis Using Censored Duration Data
presented by: Miguel Delgado, Universidad Carlos III de Madrid
Session 3: Assessing Interest Rates and Their Trends June 25, 2019 11:00 to 12:45 Clio - Semeli
Session Organizer: James Hamilton, University of California, San Diego
Session Chair: Marco Del Negro, Federal Reserve Bank of New York
Session type: contributed
Predicting interest rates in real-time
presented by: Alberto Caruso, Confindustria
Global Trends in Interest Rates
presented by: Marco Del Negro, Federal Reserve Bank of New York
Why so low for so long? A long-term view of real interest rates
presented by: Mikael Juselius, Bank of FInland
Estimating the Natural Rate of Interest in Real Time
presented by: David Papell, University of Houston
Session 4: Commodity Prices June 25, 2019 11:00 to 12:45 Danae - Semeli
Session Organizer: Juan Rubio-Ramirez, Emory
Session Chair: Duc (Brian) Tran, University of Melbourne
Session type: contributed
The Interplay Between Oil and Food Commodity Prices: Has It Changed over Time?
presented by: Wouter Van der Veken, wouvdrve.vanderveken@ugent.be
The Impact of Weather on Commodity Prices: A Warning for the Future
presented by: Annalisa Marini, University of Exeter
Technology shocks and the Prebisch-Singer hypothesis
presented by: Vincenzo De Lipsis, University College London
Commodity Uncertainty in a Small Open Economy: Theory and Empirics
presented by: Duc (Brian) Tran, University of Melbourne
Session 5: Crime June 25, 2019 11:00 to 12:45 Evropi - Semeli
Session Organizer: ,
Session Chair: Giovanni Mastrobuon, Collegio Carlo Alberto
Session type: contributed
Shaking Criminal Incentives
presented by: Theodore Koutmeridis, University of Glasgow
Shooting down the price: evidence from mafia homicides and housing market volatility
presented by: Andrea Mario Lavezzi, Università di Palermo
Crime is Terribly Revealing: Information Technology and Police Productivity
presented by: Giovanni Mastrobuoni, Collegio Carlo Alberto
Session 6: Forecast Evaluation June 25, 2019 11:00 to 12:45 Othello - Landmark
Session Organizer: Domenico Giannone, Federal Reserve Bank of New York
Session Chair: Sander Barendse, Oxford University
Session type: contributed
Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter
presented by: Sander Barendse, Oxford University
Tests of conditional predictive ability: some simulation evidence
presented by: Michael McCracken, Federal Reserve Bank of St. Louis
Non-parametric Tests for Superior Predictive Ability
presented by: Valerio Poti, University College Dublin
Encompassing Tests for Higher-Order Elicitable Functionals
presented by: Julie Schnaitmann, University of Konstanz
Session 7: Identification in Structural VARs via Heteroskedasticity or Higher-Order Moments June 25, 2019 11:00 to 12:45 Ballroom B & C - Landmark
Session Organizer: Juan Rubio-Ramirez, Emory
Session Chair: Tomasz Wozniak, University of Melbourne
Session type: contributed
Monetary Policy, External Instruments and Heteroskedasticity
presented by: Thore Schlaak, DIW Berlin
A generalized method of moments estimator for structural vector autoregressions based on higher moments
presented by: Sascha Keweloh,
Robust Inference in Models Identified via Heteroskedasticity
presented by: Daniel Lewis, Federal Reserve Bank of New York
Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference
presented by: Tomasz Wozniak, University of Melbourne
Session 8: Intergenerational Mobility I June 25, 2019 11:00 to 12:45 Akamas B - Landmark
Session Organizer: ,
Session Chair: Dionissi Aliprantis, Federal Reserve Bank of Cleveland
Session type: contributed
A New Approach to Measuring Genetic and Environmental Effects in Twins Studies
presented by: Andros Kourtellos, University of Cyprus
Test Scores, Schools, and the Geography of Economic Opportunity
presented by: Sulagna Mookerjee, Georgetown University SFS-Q
What Explains Neighborhood Sorting by Income and Race?
presented by: Dionissi Aliprantis, Federal Reserve Bank of Cleveland
Session 9: Market Microstructure June 25, 2019 11:00 to 12:45 Nefeli - Semeli
Session Organizer: Jonathan Wright, Johns Hopkins University
Session Chair: Theodosis Kallenos, University of Cyprus
Session type: contributed
The effects of trade size and market depth on immediate price impact
presented by: Heather Anderson, Monash University
Participation After Sudden Access
presented by: Michael Haliassos, Goethe University Frankfurt
Local Mispricing and Microstructural Noise: A Parametric Perspective
presented by: Ilya Archakov, University of Vienna
Strategic Timing in Closed-End Fund Portfolio Holdings Disclosure
presented by: Theodosis Kallenos, University of Cyprus
Session 10: Observation-Driven Models and Methods June 25, 2019 11:00 to 12:45 Akamas A - Landmark
Session Organizer: Barbara Rossi, ICREA-Univ. Pompeu Fabra, Barcelona GSE
Session Chair: Marcin Zamojski, University of Gothenburg
Session type: contributed
Dynamic clustering of multivariate panel data
presented by: Julia Schaumburg, VU University Amsterdam
Dynamic Term Structure Models with Score-Driven Time-Varying Parameters: Estimation and Forecasting
presented by: Marcin Zamojski, University of Gothenburg
A General Class of Score-Driven Smoothers
presented by: Fulvio Corsi, University of Pisa
Missing Observations in Observation-Driven Time Series Models
presented by: Paolo Gorgi, VU University Amsterdam
Session 11: Quantifying Tail Risks in Macroeconomics and Finance June 25, 2019 11:00 to 12:45 Ballroom A - Landmark
Session Organizer: Andrew Patton,
Session Chair: Luca Trapin, Università Cattolica del Sacro Cuore Milano
Session type: contributed
Telling tales from the tails: high-dimensional tail interdependence
presented by: Evarist Stoja, University of Bristol
Assessing Macroeconomic Tail Risk
presented by: Francesca Loria, Board of Governors of the Federal Reserve Board
Flighty Liquidity
presented by: Domenico Giannone, Federal Reserve Bank of New York
Liquidity tail risk in the wake of the financial crisis: Evidence from the U.S. stock market
presented by: Luca Trapin, Università Cattolica del Sacro Cuore Milano
Session 12: Regime and Parameter Change in Time Series Models I June 25, 2019 11:00 to 12:45 Meeting Room 1 - Landmark
Session Organizer: Andres Aradillas-Lopez, Pennsylvania State University
Session Chair: Eiji Kurozumi, Hitotsubashi University
Session type: contributed
Monitoring Parameter Changes in Models with a Trend
presented by: Eiji Kurozumi, Hitotsubashi University
Non-Linearities in International Prices
presented by: Sangsoo Park, Korea University
Long memory conditional heteroscedasticity in count data
presented by: Mawuli Segnon, University of Muenster
Session 13: Topics in Panel Data Applications June 25, 2019 11:00 to 12:45 Kantara A - Landmark
Session Organizer: Martin Weidner, University College London
Session Chair: Chrysanthi Rapti, UCL
Session type: contributed
Bought, sold, and bought again : the impact of complex value chains on export elasticities
presented by: Vanessa Gunnella, European Central Bank
Reexamining the growth effects of ENSO: the role of local weather conditions
presented by: Olivier Damette, Université de Lorraine, Faculté de Droit et de Sciences Economiques
The impact of weather on the trade of agricultural commodities
presented by: Chrysanthi Rapti, UCL
Session 14: Advances in Big Data and Covariance Estimation June 25, 2019 14:00 to 15:45 Kantara B - Landmark
Session Organizer: Andrew Patton,
Session Chair: Pedro Valls Pereira, Sao Paulo School of Economics - FGV
Session type: contributed
A New Parametrization of Correlation Matrices
presented by: Peter Hansen, University of North Carolina at CH
Forecasting conditional covariance matrices in high-dimensional data using the general dynamic factor model
presented by: Pedro Valls Pereira, Sao Paulo School of Economics - FGV
A regularization approach for estimation and variable selection in high dimensional regression
presented by: Yiannis Dendramis, Athens University of Economics and Business
Tailored Lasso for Moderate Dimensional VECM and Exchange Rates
presented by: Melanie Schienle, Karlsruhe Institute of Technology
Session 15: Advances in Methods for DSGE and Heterogeneous Agent Models June 25, 2019 14:00 to 15:45 Meeting Room 2 - Landmark
Session Organizer: Juan Rubio-Ramirez, Emory
Session Chair: Andrzej Kociecki, Narodowy Bank Polski
Session type: contributed
Identification and estimation of heterogeneous agent models: A likelihood approach
presented by: Mu-Chun Wang, Universität Hamburg
Risk-Sensitive Linear Approximations∗
presented by: Alexander Meyer-Gohde, Goethe-Universität Frankfurt
QUALITATIVE SURVEYS AND MARGINS OF ADJUSTMENT IN HETEROGENEOUS AGENT ECONOMIES
presented by: Andreas Tryphonides, Humboldt U
A Framework to Analyze Identification in DSGE Models
presented by: Andrzej Kociecki, Narodowy Bank Polski
Session 16: Advances in the Econometrics of Social Interactions June 25, 2019 14:00 to 15:45 Clio - Semeli
Session Organizer: ,
Session Chair: Michele Aquaro, European Commission
Session type: contributed
Threshold Spatial Autoregression
presented by: Antri Konstantinidi, University of Cyprus
Heterogeneity in Network Peer Effects
presented by: Livia Shkoza, University of Konstanz
Estimation and Inference in Spatial Models with Dominant Units
presented by: Cynthia Yang, Florida State University
Estimation and Inference for Spatial Models with Heterogeneous Coefficients: An Application to U.S. House Prices
presented by: Michele Aquaro, European Commission
Session 17: Aspects of Monetary Policy Behavior June 25, 2019 14:00 to 15:45 Ballroom A - Landmark
Session Organizer: Mark Watson, Princeton University
Session Chair: Tatevik Sekhposyan, Texas A&M University
Session type: contributed
Monetary Policy Uncertainty: A Tale of Two Tails
presented by: Tatevik Sekhposyan, Texas A&M University
An Empirical Estimation of the Fed’s Targeting Rule and Preference∗
presented by: Donghai Zhang, University of Bonn
Forward guidance and expectation formation: cross-country evidence from survey data
presented by: Christopher Sutherland, Bank of Canada
What Say They About Their Mandate? A Textual Assessment of Federal Reserve Speeches
presented by: Robin Lumsdaine, Kogod School of Business, American Unive
Session 18: Empirical Assessments of Inflation Expectations June 25, 2019 14:00 to 15:45 Kantara A - Landmark
Session Organizer: Francesco Bianchi, Duke University
Session Chair: Johannes Schuffels, Maastricht University
Session type: contributed
How Do Consumers Adapt to a New Environment in their Economic Forecasting? Evidence from the German Reunification
presented by: Olga Goldfayn-Frank, Goethe University Frankfurt
Inflation expectations and consumer spending: the role of household balance sheets
presented by: Johannes Schuffels, Maastricht University
Perceptions and Expectations of Inflation by U.S. Households
presented by: Ekaterina Peneva, Federal Reserve Board
Trend Inflation and Inflation Compensation
presented by: Aubrey Poon, University of Strathclyde
Session 19: Employment I June 25, 2019 14:00 to 15:45 Meeting Room 1 - Landmark
Session Organizer: ,
Session Chair: Peter Shirley, Luxembourg Institute of Socio-Economic Research
Session type: contributed
Using occupations to evaluate the employment effects of the 2015 introduction of a statutory minimum wage in Germany
presented by: Martin Friedrich, Institute for Employment Research
Timed to Say Goodbye: Does Unemployment Benefit Eligibility Affect Worker Layoffs?
presented by: Andrea Albanese, Luxembourg Institute of Socio-Economic Research
First-Time Mothers and the Labor Market Effects of the Earned Income Tax Credit
presented by: Peter Shirley, Luxembourg Institute of Socio-Economic Research
Session 20: Forecasting Applications I June 25, 2019 14:00 to 15:45 Akamas A - Landmark
Session Organizer: Domenico Giannone, Federal Reserve Bank of New York
Session Chair: Stig Møller, Aarhus University
Session type: contributed
Nowcasting Gross Domestic Output
presented by: Kurt Lewis, Federal Reserve Board
In Search of Information: Use of Google Trends' Data to Narrow Information Gaps for Low-income Developing Countries
presented by: Futoshi Narita, International Monetary Fund
Forecasting exchange rates of major currencies with long maturity forward rates
presented by: Zsolt Darvas, Bruegel & Corvinus University of Budapest, and University of Pécs
Forecasting house prices using online search activity
presented by: Stig Møller, Aarhus University
Session 21: Identification in Structural VARs I June 25, 2019 14:00 to 15:45 Akamas B - Landmark
Session Organizer: Juan Rubio-Ramirez, Emory
Session Chair: Luca Fanelli, University of Bologna
Session type: contributed
Identifying and Estimating the E¤ects of Unconventional Monetary Policy in the Data: How to Do It And What Have We Learned?
presented by: Barbara Rossi, ICREA-Univ. Pompeu Fabra, Barcelona GSE
Dynamic effects of persistent shocks
presented by: Jesus Gonzalo, Universidad Carlos III de Madrid
Identifying Macro Equations Using Past Shocks as Instruments
presented by: Geert Mesters, Universitat Pompeu Fabra
Exogenous uncertainty and the identication of Structural Vector Autoregressions with external instruments
presented by: Luca Fanelli, University of Bologna
Session 22: Instrumental Variables June 25, 2019 14:00 to 15:45 Danae - Semeli
Session Organizer: ,
Session Chair: Patrick Burauel, DIW Berlin
Session type: contributed
Salvaging Falsified Instrumental Variable Models
presented by: Alexandre Poirier, Georgetown University
Inference in Instrumental Variables Models with Heteroskedasticity and Many Instruments
presented by: Federico Crudu, University of Siena
Vector-induced spectral measures and instrument exogeneity
presented by: Patrick Burauel, DIW Berlin
Session 23: Labor Markets and Education I June 25, 2019 14:00 to 15:45 Ahera A - Landmark
Session Organizer: ,
Session Chair: Cecilia Machado, Getulio Vargas Foundation FGV-EPGE
Session type: contributed
Are Labour market statuses, Markov time-homogeneous process?
presented by: Niki Stylianidou, ISTAT
Youth Responses to Cash Transfers: Evidence from Brazil
presented by: Cecilia Machado, Getulio Vargas Foundation FGV-EPGE
Taking PISA Seriously: How Accurate are Low-Stakes Exams?
presented by: Jinwen Wang, Penn State University
The Impact of Military Service on Labor Market Outcomes: Evidence from Rural China
presented by: Sophie Xuefei Wang, Central University of Economics and Finance
Session 24: Semiparametric Panel Data Models June 25, 2019 14:00 to 15:45 Othello - Landmark
Session Organizer: Martin Weidner, University College London
Session Chair: Chris Muris, University of Bristol
Session type: contributed
A Correlated Random Coefficient Panel Model with Time - Varying Endogeneity
presented by: Louise Laage, TSE postdoc/ Georgetown University
Identifying Distributions in a Panel Model with Heteroskedasticity: An Application to Earnings Volatility
presented by: Irene Botosaru, University of Bristol
Binarization for Panel Models with Fixed Effects
presented by: Chris Muris, University of Bristol
Session 25: Measuring Uncertainty and Its Effects June 25, 2019 14:00 to 15:45 Ballroom B & C - Landmark
Session Organizer: Domenico Giannone, Federal Reserve Bank of New York
Session Chair: Carlos Diaz, University of Leicester
Session type: contributed
Macroeconomic Uncertainty estimates and their effect on key economic indicators in Cyprus
presented by: Maria Demetriadou,
The Effect of the Bank of England Expected Inflation Uncertainty on Private Forecasters' Disagreement
presented by: Carlos Diaz, University of Leicester
Estimating Macroeconomic Uncertainty and Discord Using Info-Metrics
presented by: Kajal Lahiri, State University New York Albany
Measuring Data Uncertainty: An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth
presented by: Ana Beatriz Galvao, University of Warwick
Session 26: Topics in Empirical Microeconomics I June 25, 2019 14:00 to 15:45 Ahera B - Landmark
Session Organizer: ,
Session Chair: Ioannis Laliotis, London School of Economics
Session type: contributed
Summertime and the drivin’ is easy? Daylight Saving Time and vehicle accidents
presented by: Ioannis Laliotis, London School of Economics
Effect of Fasting on Traffic Accidents
presented by: Ahmet Gulek, Koc University
Analysing Subjective Well-Being Data with Misclassification
presented by: Ekaterina Oparina, University of Surrey
Relativity and Habit Formation in Life Satisfaction
presented by: Andreas Aristidou, University of Southern California
Session 27: Advances in Econometrics: Methods and Applications II June 26, 2019 10:00 to 11:45 Meeting Room 1 - Landmark
Session Organizer: ,
Session Chair: Richard Ashley, Virginia Tech
Session type: contributed
SENSITIVITY ANALYSIS OF OLS MULTIPLE REGRESSION INFERENCE WITH RESPECT TO POSSIBLE LINEAR ENDOGENEITY IN THE EXPLANATORY VARIABLES
presented by: Richard Ashley, Virginia Tech
Rate-Optimal Estimation of the Intercept in a Semiparametric Sample-Selection Model
presented by: Chuan Goh, University of Guelph
Optimal GMM-based Model Averaging for Finite Samples
presented by: Vasco Gabriel, University of Surrey
Constrained Poisson Pseudo Maximum Likelihood Estimation of Structural Gravity Models
presented by: Michael Pfaffermayr, University of Innsbruck
Session 28: Advances in Forecasting Methods June 26, 2019 10:00 to 11:45 Evropi - Semeli
Session Organizer: Domenico Giannone, Federal Reserve Bank of New York
Session Chair: Shaun Vahey, Warwick University
Session type: contributed
Improved Methods for Combining Point Forecasts for an Asymmetrically Distributed Variable
presented by: Shaun Vahey, Warwick University
Microfounded Forecasting
presented by: Joao Issler, Getulio Vargas Foundation
Using External Judgment in Euro Area Predictions
presented by: Gergely Ganics, Bank of Spain
Higher Moment Constraints for Predictive Density Combinations
presented by: Laurent Pauwels, University of Sydney
Session 29: Bayesian Methods in Time Series Models June 26, 2019 10:00 to 11:45 Akamas B - Landmark
Session Organizer: Juan Rubio-Ramirez, Emory
Session Chair: Gary Koop, University of Strathclyde
Session type: contributed
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage
presented by: Gary Koop, University of Strathclyde
Adaptive Bayesian Estimation of Conditional Discrete-Continuous Distributions with an Application to Stock Market Trading Activity
presented by: Andriy Norets, Brown University
Bayesian Cubic Local Projection
presented by: Luca Brugnolini, No Affiliation
Robust Bayesian inference in the presence of distributional misspecification in VAR models
presented by: Katerina Petrova, University of St Andrews
Session 30: Discrete Choice Models I June 26, 2019 10:00 to 11:45 Ahera B - Landmark
Session Organizer: ,
Session Chair: Lina Zhang, Monash University
Session type: contributed
Indirect Inference with a Non-Smooth Criterion Function
presented by: Tatsushi oka, Monash University
Simple Nonparametric Bounds on the Joint Distribution of Welfare and Endogenous Choice(s) in Discrete Random Utility Models
presented by: Sebastiaan Maes, KU Leuven
Identification of Structural Parameters in Dynamic Discrete Choice Games with Fixed Effects Unobserved Heterogeneity
presented by: Victor Aguirregabiria, University of Toronto
Weak Instruments Test in Discrete Choice Models
presented by: Lina Zhang, Monash University
Session 31: Estimating and Testing Dependence in Panel Data June 26, 2019 10:00 to 11:45 Othello - Landmark
Session Organizer: Martin Weidner, University College London
Session Chair: Natalia Bailey, Monash University
Session type: contributed
Measuring trends and persistence in capital and labor misallocation
presented by: Maurice Bun, De Nederlandsche Bank
Testing the number of components in finite mixture model with normal panel regression
presented by: Jasmine Hao, UBC
A Linear Dynamic Mixed Model for Spatial Panel Data
presented by: Brajendra C. Sutradhar, Carleton University, Memorial University
Exponent of Cross-sectional Dependence for Residuals
presented by: Natalia Bailey, Monash University
Session 32: FAVAR Advances and Applications June 26, 2019 10:00 to 11:45 Nefeli - Semeli
Session Organizer: Barbara Rossi, ICREA-Univ. Pompeu Fabra, Barcelona GSE
Session Chair: Maurizio Daniele, University of Konstanz
Session type: contributed
A regularized structural factor-augmented vector autoregressive model
presented by: Maurizio Daniele, University of Konstanz
Targeted Impulse Responses
presented by: Igor Masten, University of Ljubljana
The Quantitative Effects of Tax Foresight: Not All States Are Equal
presented by: Sandeep Kumar Rangaraju, Weber State University
Central Bank Policies and Financial Markets: Lessons from the Euro Crisis
presented by: Milan Nedeljkovic, FEFA; CESifo
Session 33: Inflation Comovement and Persistence June 26, 2019 10:00 to 11:45 Ballroom B & C - Landmark
Session Organizer: Barbara Rossi, ICREA-Univ. Pompeu Fabra, Barcelona GSE
Session Chair: Ana Gómez-Loscos, Banco de España
Session type: contributed
Incomplete Price Adjustment and Inflation Persistence
presented by: Marcelle Chauvet, University of California Riverside
Inflation interdependence in advanced economies
presented by: Ana Gómez-Loscos, Banco de España
Exchange Rate Shocks and Inflation Comovement in the Euro Area
presented by: Eva Ortega, Bank of Spain
Understanding Global Inflation Synchronization
presented by: Jongrim Ha, World Bank
Session 34: Intergenerational Mobility II June 26, 2019 10:00 to 11:45 Ahera A - Landmark
Session Organizer: ,
Session Chair: Sumaiya Rahman, University of Surrey
Session type: contributed
Gender heterogeneity and the role of ethnic capital in the intergenerational transmission of educational attainment
presented by: Agnieszka Postepska, University of Groningen
The Determinants of Children’s and Adolescents’ Time Use and the Trade-off Within
presented by: Sarah Grace See, University of Groningen
Falling Absolute Intergenerational Mobility
presented by: Sumaiya Rahman, University of Surrey
Session 35: Jumps in Asset Returns and Other Applications with Intraday Data June 26, 2019 10:00 to 11:45 Kantara B - Landmark
Session Organizer: Andrew Patton,
Session Chair: Rodrigo Hizmeri, Lancaster University
Session type: contributed
Exploiting the information of Signed Jumps and Jump Activity in forecasting Stocks Returns Volatility
presented by: Rodrigo Hizmeri, Lancaster University
Jump Factor Models in Large Cross-Sections
presented by: George Tauchen, Duke University
News and Intraday Jumps: a Big Data Approach
presented by: Francesco Poli, Imperial College London
The Effect of Intraday Periodicity on Realized Volatility Measures
presented by: Janosch Kellermann, Ruhr-Universität Bochum
Session 36: Labor Markets June 26, 2019 10:00 to 11:45 Danae - Semeli
Session Organizer: ,
Session Chair: Giulia Santangelo, European Commission, Joint Research Centre
Session type: contributed
Active Labour Market Policies in Flanders. Evaluation of the ESF “Work Experience for Young Persons” programme
presented by: Giulia Santangelo, European Commission, Joint Research Centre
Why are the older workers discriminated?
presented by: Emmanuel Duguet, Université Paris Est, ERUDITE
Earnings Volatility: The Role Of Non-Employment Spells
presented by: Alexander Plum, Auckland University of Technology
Getting out of the starting gate on the right foot: employment effects of investment in human capital
presented by: Agata Maida, U Milan
Session 37: Macroeconomic Perspectives on Financial Cycles and Stability June 26, 2019 10:00 to 11:45 Meeting Room 2 - Landmark
Session Organizer: Boragan Aruoba, University of Maryland
Session Chair: Francisco Palomino, Board of Governors of the Federal Reserv
Session type: contributed
The reaction function channel of monetary policy and financial boom-bust cycles
presented by: Phurichai Rungcharoenkitkul, BIS
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?
presented by: Michele Lenza, European Central Bank
Getting in all the Cracks: Monetary Policy and Indicators of Financial Stability
presented by: Andrea Ajello, Federal Reserve Board
Macroeconomic Overheating and Financial Vulnerability
presented by: Francisco Palomino, Board of Governors of the Federal Reserv
Session 38: Nonparametric and Semiparametric Methods June 26, 2019 10:00 to 11:45 Kantara A - Landmark
Session Organizer: ,
Session Chair: Juan Carlos Escanciano, Universidad Carlos III de Madrid
Session type: contributed
A specification test for semiparametric models with generated regressors
presented by: ELIA LAPENTA, Toulouse School of Economics
Semiparametric Model with an Unknown Threshold: The case of Capital Flows
presented by: Nelson Ramirez-Rondan, Universidad del Pacifico
Optimal weighting for linear inverse problems
presented by: Senay Sokullu, University of Bristol
Locally Robust Semiparametric Estimation
presented by: Juan Carlos Escanciano, Universidad Carlos III de Madrid
Session 39: Topics in Empirical Industrial Organization I June 26, 2019 10:00 to 11:45 Akamas A - Landmark
Session Organizer: Andres Aradillas-Lopez, Pennsylvania State University
Session Chair: Hayato Nakanishi, Kanagawa University
Session type: contributed
Multidimensional Auctions of Option Values
presented by: Yunmi Kong, Rice University
Estimation of exchangeable distribution when the highest or lowest and another order statistics are observable: Application to first-price auctions
presented by: Hayato Nakanishi, Kanagawa University
Intrafirm spillovers of export promotion agencies
presented by: Manuel Barron, Universidad del Pacifico
Production Function Estimation Robust to Flexible Timing of Labor Input
presented by: Kyoo il Kim, Michigan State University
Session 40: Treatment Effects June 26, 2019 10:00 to 11:45 Ballroom A - Landmark
Session Organizer: ,
Session Chair: Lukas Laffers, Matej Bel University, Faculty of Natural Sciences
Session type: contributed
Combining Quasi-Experimental Shocks with Exogenous Exposure: A General Framework
presented by: Peter Hull, University of Chicago
Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption
presented by: Claudia Noack,
Treatment Effect Models with Strategic Interaction in Treatment Decisions
presented by: Tadao Hoshino, Waseda University
Sensitivity of Bounds on ATEs under Survey Non-response
presented by: Lukas Laffers, Matej Bel University, Faculty of Natural Sciences
Session 41: Special Session in Honor of Aris Spanos June 26, 2019 13:00 to 15:00 Ballroom B & C - Landmark
Session Organizer: ,
Session Chair: M. Hashem Pesaran, University of Southern California, and Trinity College, Cambridge
Session type: invited
Boosting the Hodrick Prescott Filter
presented by: Peter Phillips, Yale University
Elongated Pseudo-Panels from Time Series of Cross Sections
presented by: Esfandiar Maasoumi, Emory University
Inference for Iterated GMM Under Misspecification
presented by: Bruce Hansen, University of Wisconsin
The Replication Crises and the Trustworthiness of Empirical Evidence in Economics
presented by: Aris Spanos, Virginia Tech
Session 42: Assessing Fiscal Policy Effects I June 26, 2019 13:00 to 14:45 Akamas A - Landmark
Session Organizer: Boragan Aruoba, University of Maryland
Session Chair: Javier Ferri, University of Valencia
Session type: contributed
Households's balance sheets and the effect of fiscal policy
presented by: Javier Ferri, University of Valencia
Assessing Expectations as a Monetary/Fiscal State-Dependent Phenomenon
presented by: Marios Zachariadis, University of Cyprus
Session 43: Assessing the Effects of Uncertainty June 26, 2019 13:00 to 14:45 Ballroom A - Landmark
Session Organizer: Francesco Bianchi, Duke University
Session Chair: Mirela Miescu, Queen Mary University of London
Session type: contributed
The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings in Korean Peninsula
presented by: Inhwan So, The Bank of Korea
Tracking Uncertainty through the Relative Sentiment Shift Series
presented by: Rickard Nyman, University College London
Uncertainty shocks in emerging economies: a global to local approach for identification
presented by: Mirela Miescu, Queen Mary University of London
Uncertainty and the Macroeconomy: A High-Frequency Identification Strategy
presented by: Piergiorgio Alessandri, Banca d'Italia
Session 44: Education II June 26, 2019 13:00 to 14:45 Ahera A - Landmark
Session Organizer: ,
Session Chair: David Kiss, Leibniz University Hannover
Session type: contributed
Parental Love Is Not Blind: Identifying Selection into Early School Start
presented by: Nadia Campaniello, University of Essex
High Stakes Testing and Student Achievement
presented by: David Kiss, Leibniz University Hannover
Cycling for Education? Heterogeneous Preferences for Academic Tracks at Secondary School
presented by: Sergio Parra-Cely, Universidad San Francisco de Quito
Session 45: Event Studies in Macro-Finance June 26, 2019 13:00 to 14:45 Nefeli - Semeli
Session Organizer: Jonathan Wright, Johns Hopkins University
Session Chair: Niels-Jakob Hansen, International Monetary Fund
Session type: contributed
Measuring Euro Area Monetary Policy
presented by: Carlo Altavilla, European Central Bank
Monetary Policy Transmission and Spillovers in an Open Economy During Normal and Negative Interest Rate Periods
presented by: PER STEFAN Laseen, Sveriges Riksbank
Information Effects of Euro Area Monetary Policy: New Evidence from High-Frequency Futures Data
presented by: Mark Kerssenfischer, Deutsche Bundesbank
High Frequency Identification of Political Outcome on Asset Prices
presented by: Niels-Jakob Hansen, International Monetary Fund
Session 46: Financial Applications of Panel Data June 26, 2019 13:00 to 14:45 Kantara B - Landmark
Session Organizer: Martin Weidner, University College London
Session Chair: Christoph Fischer, Deutsche Bundesbank
Session type: contributed
Cheap employment: Does real exchange rate depreciation increase industrial employment?
presented by: Fredy Gamboa-Estrada, Banco de la Republica
The bank lending channel in Switzerland: Capturing cross-section heterogeneity and asymmetry over time.
presented by: Sylvia Kaufmann, Study Center Gerzensee
Equilibrium real exchange rate estimates across time and space
presented by: Christoph Fischer, Deutsche Bundesbank
Session 47: Financial Frictions in Macro Models June 26, 2019 13:00 to 14:45 Meeting Room 2 - Landmark
Session Organizer: Francesco Bianchi, Duke University
Session Chair: Paolo Gelain, Federal Reserve Bank of Cleveland
Session type: contributed
The financial accelerator mechanism: does frequency matter?
presented by: Paolo Gelain, Federal Reserve Bank of Cleveland
Risk and State-dependent Financial Frictions
presented by: Martin Harding, DIW Berlin
Expectation Formation, Financial Frictions, and Forecasting Performance of Dynamic Stochastic General Equilibrium Models
presented by: Oliver Holtemöller, Martin-Luther-University Halle-Wittenberg and Halle Leibniz-Institute for Economic Research (IWH)
Jobless and Wageless Growth: The Composition Effects of Credit Easing
presented by: Khalid Elfayoumi, Free University of Berlin and DIW Berlin
Session 48: Gender Gaps I June 26, 2019 13:00 to 14:45 Ahera B - Landmark
Session Organizer: ,
Session Chair: Yuejun Zhao, Monash University
Session type: contributed
Counterfactual quantile decompositions with selection correction taking into account Huber/Melly (2015): An application to the German gender wage gap
presented by: Martin Biewen, University of Tübingen
Are Women Doing It For Themselves? Gender Segregation and the Gender Wage Gap
presented by: Nikolaos Theodoropoulos, University of Cyprus
The Effect of Single-sex Education on Educational Attainment of Men and Women: Evidence from Iran
presented by: Mohammad Vesal, Sharif University of Technology
Widowhood and Cognitive Decline among US Elders: Mind Out of Time, or Time Not Out of Mind?
presented by: Yuejun Zhao, Monash University
Session 49: Health I June 26, 2019 13:00 to 14:45 Kantara A - Landmark
Session Organizer: ,
Session Chair: Hermien Dijk, University of Groningen
Session type: contributed
SeaTE: Subjective ex ante Treatment Effect of Health on Retirement
presented by: Pamela Giustinelli, Bocconi University
Mental Health over the Life Course: Evidence for a U-Shape?
presented by: Hermien Dijk, University of Groningen
Opioids and the Labor Market
presented by: Mark Schweitzer, Federal Reserve Bank of Cleveland
Family Ties and Children Obesity in Italy
presented by: Silvia Tiezzi, University of Siena
Session 50: Household Consumption and Finance I June 26, 2019 13:00 to 14:45 Clio - Semeli
Session Organizer: ,
Session Chair: Thomas Wiemann, University of Oxford
Session type: contributed
Interest-Only Mortgages and Consumption Growth: Evidence from a Mortgage Market Reform
presented by: Natalia Khorunzhina, Copenhagen Business School
Hedging Labor Income Risk over the Life-Cycle
presented by: Raffaele Corvino, Cass Business School
The Effect of Health Care Policy Uncertainty on Households' Consumption and Portfolio Choice
presented by: Thomas Wiemann, University of Oxford
Household portfolio choices and nonlinear income risk
presented by: Julio Galvez, Bank of Spain
Session 51: Macroeconomics and Macro-Prudential Regulation June 26, 2019 13:00 to 14:45 Evropi - Semeli
Session Organizer: Boragan Aruoba, University of Maryland
Session Chair: Niki Papadopoulou, Central Bank of Cyprus
Session type: contributed
The MacroFin Copula: a Probabilistic Approach for Countercyclical Scenario Calibration
presented by: Elena Rancoita, Europen Central Bank
Macroprudential and Monetary Policies with an Imperfectly Competitive Banking Sector
presented by: Nimrod Segev, Bank of Israel
Empowering Central Bank Asset Purchases: The Role of Financial Policies
presented by: Niki Papadopoulou, Central Bank of Cyprus
Session 52: Measuring and Assessing Output Gaps June 26, 2019 13:00 to 14:45 Danae - Semeli
Session Organizer: James Hamilton, University of California, San Diego
Session Chair: Benjamin Wong, Monash University
Session type: contributed
Are all output gap estimates unstable in real time?
presented by: alessandro barbarino, Federal Reserve Board
Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions
presented by: Benjamin Wong, Monash University
Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter
presented by: Josefine Quast, Friedrich-Schiller University Jena
An Output Gap Measure for the Euro Area: Exploiting Country-Level and Cross-Sectional Data Heterogeneity
presented by: Manuel González-Astudillo, Board of Governors of the Federal Reserve System
Session 53: Minimum Wage June 26, 2019 13:00 to 14:45 Othello - Landmark
Session Organizer: ,
Session Chair: Bernardo Fanfani, University of Turin
Session type: contributed
The Employment Effects of the Minimum Wage: A Selection Ratio Approach to Measuring Treatment Effects
presented by: David Slichter, Binghamton University (SUNY)
Do Minimum Wages Make Wages More Rigid? Evidence from French Micro Data
presented by: Sebastien Roux, INSEE
Minimum Wage Effects in Colombia: employment, compliance and firm size
presented by: Christian Posso, Banco de la República
The Employment Effects of Collective Bargaining
presented by: Bernardo Fanfani, University of Turin
Session 54: Monetary Policy Transmission June 26, 2019 13:00 to 14:45 Akamas B - Landmark
Session Organizer: Boragan Aruoba, University of Maryland
Session Chair: Bruno Albuquerque, Ghent University
Session type: contributed
Changing supply elasticities and regional housing booms
presented by: Bruno Albuquerque, Ghent University
Firms' Expectations and Monetary Policy Shocks in the Eurozone
presented by: Snezana Eminidou, University of Cyprus
The Role of Borrowing Constraints in the Transmission of Monetary Policy
presented by: Fergus Cumming, Bank of England
Session 55: Term Structure Dynamics June 26, 2019 13:00 to 14:45 Meeting Room 1 - Landmark
Session Organizer: Jonathan Wright, Johns Hopkins University
Session Chair: Benjamin Johannsen, Federal Reserve Board
Session type: contributed
Evaluating the Impact of the Federal Reserve's Purchase Programs: A Shadow Rate Term Structure Model Approach
presented by: Lisha Li, University of York
What does the Eurodollar futures market tell us about the effects of credit shocks and monetary policy at the lower bound?
presented by: Peter Spencer, University of York
Immunization with term structure dynamics
presented by: Jorge Hansen, Aarhus University, CREATES
The Predictability of Bond Risk Premia: A Bayesian View
presented by: Benjamin Johannsen, Federal Reserve Board
Session 56: Advances in Big Data: Methods and Applications June 26, 2019 15:15 to 17:00 Ballroom B & C - Landmark
Session Organizer: ,
Session Chair: M. Hashem Pesaran, University of Southern California, and Trinity College, Cambridge
Session type: contributed
Modified Causal Forests for Estimating Heterogeneous Causal Effects
presented by: Michael Lechner, University of St. Gallen
Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence
presented by: Michael Knaus, University of St. Gallen
Detection of Units with Pervasive Effects in Large Panel Data Models
presented by: M. Hashem Pesaran, University of Southern California, and Trinity College, Cambridge
Session 57: Banking and Financing June 26, 2019 15:15 to 17:00 Ahera A - Landmark
Session Organizer: Jonathan Wright, Johns Hopkins University
Session Chair: Sotirios Kokas, University of Glasgow
Session type: contributed
Which Banks Smooth and at What Price?
presented by: Sotirios Kokas, University of Glasgow
Reciprocal Lending Relationships Between Financial Conglomerates: Evidence from the Mexican Repo Market
presented by: Karoll Gomez, Universidad Nacional de Colombia
State-aided Price Coordination in the Dutch Mortgage Market
presented by: Mark Dijkstra, Utrecht University
The Formation of Hidden Negative Capital in Banking: A Product Mismatch Hypothesis
presented by: Mikhail Mamonov, CERGE-EI
Session 58: Forecasting Applications II June 26, 2019 15:15 to 17:00 Othello - Landmark
Session Organizer: Domenico Giannone, Federal Reserve Bank of New York
Session Chair: Emilio Colombo, Catholic University of Milano
Session type: contributed
Commodity Return Predictability: Economic Value and Links to the Real Economy
presented by: Emmanuel Eyiah-Donkor, University College Dublin
The Information Content of Short-Term Options
presented by: Lazaros Symeonidis, Norwich Business School, University of East Anglia
Forecasting Commodity Prices in data-rich, unstable environments
presented by: Anastasia Allayioti, University of Warwick
Statistical learning and exchange rate forecasting
presented by: Emilio Colombo, Catholic University of Milano
Session 59: Gender Norms June 26, 2019 15:15 to 17:00 Evropi - Semeli
Session Organizer: ,
Session Chair: Edith Aguirre, University of York
Session type: contributed
Domestic Violence and Women’s Earnings: Does Frequency Matter?
presented by: Edith Aguirre, University of York
Gender Identity and Relative Income within Households: A critical re-examination of Bertrand, Kamenica Pan (QJE, 2015) using U.S. and German data
presented by: Michael Oberfichtner, Institute for Employment Research (IAB)
Marital Norms and Women’s Education
presented by: Mayuri Chaturvedi, Columbia University
Session 60: Health II June 26, 2019 15:15 to 17:00 Danae - Semeli
Session Organizer: ,
Session Chair: Xueyan Zhao, Monash University
Session type: contributed
Partial Identification of Average Treatment Effects: A Comparison of Non-Parametric and Quasi Maximum Likelihood Inference
presented by: Xueyan Zhao, Monash University
Additional Funding for Special Needs Students: Quasi-experimental Results From the Netherlands
presented by: Roel Freriks, University of Groningen
Trade Liberalization and Newborn Health: Evidence from US Exposure to Chinese Import Competition
presented by: Hao Li, Nanjing Audit University
Session 61: Identification in Proxy SVARs June 26, 2019 15:15 to 17:00 Akamas B - Landmark
Session Organizer: Juan Rubio-Ramirez, Emory
Session Chair: Haroon Mumtaz, Queen Mary
Session type: contributed
Forecast revisions as instruments for news shocks
presented by: Danilo Cascaldi-Garcia, Federal Reserve Board
Identification with External Instruments in Structural VARs under Partial Invertibility
presented by: Giovanni Ricco, University of Warwick
Proxy-SVAR as a Bridge for Identification with Higher Frequency Data
presented by: Andrea Giovanni Gazzani, Bank of Italy
Changing impact of shocks: a time-varying proxy SVAR approach
presented by: Haroon Mumtaz, Queen Mary
Session 62: Macroeconomic Assessments of Shocks and Structural Changes June 26, 2019 15:15 to 17:00 Ahera B - Landmark
Session Organizer: Mark Watson, Princeton University
Session Chair: Kostas Mouratidis, The University of Sheffield
Session type: contributed
Monetary Policy in a Fixed Exchange Rate Regime: Structural Vector Autoregressions with Jumps
presented by: Hang Zhou, University of International Business and Economics
Steady as She Goes—Estimating Potential Output During Financial “Booms and Busts”
presented by: Marzie Sanjani, International Monetary Fund
Technology News Shocks and the Slope of the Yield Curve: An International Perspective
presented by: Gregor von Schweinitz, Halle Institute for Economic Research
The North-South Divide, the Euro and the World
presented by: Kostas Mouratidis, The University of Sheffield
Session 63: Monetary Policy Analysis with High Frequency Data June 26, 2019 15:15 to 17:00 Meeting Room 1 - Landmark
Session Organizer: Jonathan Wright, Johns Hopkins University
Session Chair: Marek Jarocinski, European Central Bank
Session type: contributed
Market betas and FOMC announcements
presented by: Simon Bodilsen, Aarhus University
Stock returns, monetary policy and shifts in central bank communication
presented by: Leandro M. Magnusson, University Western Australia
Model evaluation of the Fed monetary rules
presented by: Igor Kheifets, ITAM
International spillovers of the Fed and ECB monetary policy surprises
presented by: Marek Jarocinski, European Central Bank
Session 64: Panel Models with Discrete Structure June 26, 2019 15:15 to 17:00 Kantara B - Landmark
Session Organizer: Martin Weidner, University College London
Session Chair: Shakeeb Khan, Boston College
Session type: contributed
Modelling with Discretized Ordered Choice Covariates
presented by: Ágoston Reguly, Central European University
Simple methods for consistent estimation of dynamic panel data sample selection models
presented by: Jose M. Labeaga, UNED
Binary Response Dynamic Panel Data Models with Switching Dependence
presented by: Eleni Aristodemou, University of Amsterdam
dentification of Dynamic Panel Binary Response Models∗
presented by: Shakeeb Khan, Boston College
Session 65: Regime and Parameter Change in Time Series Models II June 26, 2019 15:15 to 17:00 Meeting Room 2 - Landmark
Session Organizer: James Hamilton, University of California, San Diego
Session Chair: Danilo Leiva-Leon, Banco de España
Session type: contributed
Endogenous Time-Variation in Vector Autoregressions
presented by: Danilo Leiva-Leon, Banco de España
Contagious Switching
presented by: Michael Owyang, Federal Reserve Bank of St Louis
A discrete-choice regime-switching model for the federal funds rate target
presented by: Andrei Sirchenko, University of Amsterdam
Recession probabilities falling from the STARs
presented by: Sercan Eraslan, Deutsche Bundesbank
Session 66: Time-Series Structure of Panel Data June 26, 2019 15:15 to 17:00 Ballroom A - Landmark
Session Organizer: Martin Weidner, University College London
Session Chair: Ryo Okui, Seoul National University
Session type: contributed
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR
presented by: Alexander Chudik, Federal Reserve Bank of Dallas
Panel data cointegration analysis with structural instabilities
presented by: Anindya Banerjee, University of Birmingham
Noncommon Breaks
presented by: Simon Smith, University of Southern California
Estimation of a break point in group membership structure
presented by: Ryo Okui, Seoul National University
Session 67: Topics in Empirical Microeconomics II June 26, 2019 15:15 to 17:00 Akamas A - Landmark
Session Organizer: Andres Aradillas-Lopez, Pennsylvania State University
Session Chair: Thanh Nam Le, Erasmus University Rotterdam
Session type: contributed
Why doesn’t everyone vote? Evidence from compulsory elections in Australia
presented by: Eamon McGinn, UTS
Social Norms as a Cost-Effective Measure of Managing Transport Demand
presented by: Firat Yaman, City University London
Partial Identification in nonparametric one-to-one matching models
presented by: Shruti Sinha, Toulouse School of Economics
Corruption, Economic Shock and Firm Performance
presented by: Thanh Nam Le, Erasmus University Rotterdam
Session 68: Topics in Labor Economics June 26, 2019 15:15 to 17:00 Kantara A - Landmark
Session Organizer: ,
Session Chair: Valentin Schiele, Paderborn University
Session type: contributed
Spring Forward, Don't Fall Back - The Effect of Daylight Saving Time on Road Safety
presented by: Valentin Schiele, Paderborn University
Distributional Effects of Local Minimum Wage Hikes: A Spatial Job Search Approach
presented by: Weilong Zhang, University of Cambridge
Regional Convergence at the County Level: The Role of Commuters
presented by: Sebastian Kripfganz, University of Exeter
LONG-TERM UNEMPLOYMENT AND SUBSIDIES FOR PERMANENT EMPLOYMENT
presented by: Adele Grompone, Banca d'Italia
Session 69: Child Development June 27, 2019 10:15 to 12:00 Othello - Landmark
Session Organizer: ,
Session Chair: Santosh Kumar, Sam Houston State University
Session type: contributed
The distributional effects of marital status and children: Evidence from large administrative panel data
presented by: Jonas Meier, University of Bern
The Role of Enrichment Activities on Child Development: A Corner Solution Approach
presented by: Gregorio Caetano, University of Georgia
Improving Child Health and Cognition: Evidence from a School-Based Nutrition Intervention in India
presented by: Santosh Kumar, Sam Houston State University
Session 70: Detecting and Predicting Turning Points and Recessions June 27, 2019 10:15 to 12:00 Kantara A - Landmark
Session Organizer: Domenico Giannone, Federal Reserve Bank of New York
Session Chair: Víctor López-Pérez, Universidad Politécnica de Cartagena (UPCT)
Session type: contributed
Why can't professional macroeconomic forecasters predict recessions?
presented by: Víctor López-Pérez, Universidad Politécnica de Cartagena (UPCT)
Short-Term Macroeconomic Forecasting and Turning Point Detection after the Great Recession
presented by: Catherine Doz, PSE and Université Paris 1
Media and business cycle predictability
presented by: Salim Baz, Imperial College Business School
A new approach to dating the reference cycle
presented by: Maria Dolores Gadea, University of Zaragoza
Session 71: Developments in Factor Model and Related Methods June 27, 2019 10:15 to 12:00 Kantara B - Landmark
Session Organizer: Graham Elliott, University of California, San Diego
Session Chair: Hande Karabiyik, Vrije Universiteit Amsterdam
Session type: contributed
A multilevel factor approach for the analysis of CDS commonality and risk contribution
presented by: Carlos Vladimir Rodríguez-Caballero, ITAM & CREATES
Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals
presented by: Matteo Barigozzi, LSE
A Generalized Factor Model with Local Factors
presented by: Simon Freyaldenhoven, Federal Reserve Bank of Philadelphia
Forecasting Using Cross-Section Average-Augmented Time Series Regressions
presented by: Hande Karabiyik, Vrije Universiteit Amsterdam
Session 72: Discrete Choice Models II June 27, 2019 10:15 to 12:00 Ahera A - Landmark
Session Organizer: ,
Session Chair: Vassilis Hajivassiliou, London School of Economics
Session type: contributed
Estimation, specification and testing in middle- and zero-inflated ordered probit models
presented by: Mark Harris, Curtin University
Identifying and Estimating Beliefs from Choice Data - An Application to Female Labor Supply
presented by: Ulrich Schneider, University of Groningen
Identification and Estimation of Continuous Time Dynamic Discrete Choice Games
presented by: Jason Blevins, Ohio State University
Financing Constraints and a Firm’s Decision and Ability to Innovate: Novel Approaches to Coherency Conditions in Dynamic LDV Models
presented by: Vassilis Hajivassiliou, London School of Economics
Session 73: Employment II June 27, 2019 10:15 to 12:00 Akamas A - Landmark
Session Organizer: ,
Session Chair: Yuhao LI, Universidad Carlos III de Madrid
Session type: contributed
End-of-Year Spending and the Long-Run Employment Effects of Training Programs for the Unemployed
presented by: Bernd Fitzenberger, Humboldt-Universität zu Berlin
Consumption patterns of different employment contract regimes: evidence from Italy
presented by: Marco Mello, University of Surrey
Slaking-off or just tired? Work-shift and workers productivity in the emergency department
presented by: Elena Lucchese, University of Bologna
The Strategic Behaviour in Work Absence: A Dynamic view
presented by: Yuhao LI, Universidad Carlos III de Madrid
Session 74: Forecasting in the Presence of Instabilities June 27, 2019 10:15 to 12:00 Ballroom B & C - Landmark
Session Organizer: Domenico Giannone, Federal Reserve Bank of New York
Session Chair: Jonathan Wright, Johns Hopkins University
Session type: contributed
Forecasting using mixed-frequency VARs with time-varying parameters
presented by: Magnus Reif, ifo Institute
A Time Series Model of Interest Rates With the Effective Lower Bound
presented by: Elmar Mertens, Deutsche Bundesbank
Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean
presented by: Marta Banbura, European Central Bank
Analyzing Cross-Validation for Forecasting with Structural Instability
presented by: Jonathan Wright, Johns Hopkins University
Session 75: Household Consumption and Finance II June 27, 2019 10:15 to 12:00 Danae - Semeli
Session Organizer: ,
Session Chair: Johannes Wohlfart, Goethe University Frankfurt
Session type: contributed
Heterogeneity in Household Risksharing Channels
presented by: Simone Tedeschi, University of Roma Tre
Selective Bargain Hunting. A Concise Test of Rational Consumer Search
presented by: Bent Sorensen, University of Houston
Consumption Responses to Financial Liberalization: Evidence from Survey Data
presented by: Cristina Barcelo, Banco de España
Subjective Models of the Macroeconomy: Evidence from Experts and a Representative Sample
presented by: Johannes Wohlfart, Goethe University Frankfurt
Session 76: Inference in Time Series Subject to Change June 27, 2019 10:15 to 12:00 Nefeli - Semeli
Session Organizer: Graham Elliott, University of California, San Diego
Session Chair: Liudas Giraitis, Queen Mary University
Session type: contributed
Inference in linear models with structural changes and mixed identification strength
presented by: Otilia Boldea, Tilburg University
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
presented by: Peter Boswijk, University of Amsterdam
Observation-driven long-run equilibria
presented by: Katarzyna Lasak, University of Amsterdam and Tinbergen Institute
Asymptotic Theory for Time Series with Changing Mean and Variance
presented by: Liudas Giraitis, Queen Mary University
Session 77: Modern Inference Methods for Panel Data Models June 27, 2019 10:15 to 12:00 Ballroom A - Landmark
Session Organizer: Martin Weidner, University College London
Session Chair: Hyunseok Jung, University of Arkansas
Session type: contributed
Empirical likelihood based inference for categorical varying coefficient panel data model with fixed effects
presented by: Luis Antonio Arteaga-Molina, Universidad de Cantabria
Latent Group Structures with Heterogeneous Distributions: Identification and Estimation
presented by: Wendun Wang, Erasmus University Rotterdam
LASSO for Stochastic Frontier Models with Many Efficient Firms
presented by: Hyunseok Jung, University of Arkansas
Session 78: Portfolio Choice June 27, 2019 10:15 to 12:00 Meeting Room 1 - Landmark
Session Organizer: Francesco Bianchi, Duke University
Session Chair: Alessia Paccagnini, University College Dublin
Session type: contributed
Tactical Target Date Funds
presented by: Alex Michaelides, Imperial College
Portfolio Choice under Uncertainty
presented by: Alessia Paccagnini, University College Dublin
Estimating Policy Functions Implicit in Asset Prices
presented by: Jeroen Dalderop, University of Notre Dame
Individual Investors' Beliefs, Trading Intentions and Endowment Effects
presented by: Sarantis Tsiaplias, The University of Melbourne
Session 79: Return Predictability June 27, 2019 10:15 to 12:00 Akamas B - Landmark
Session Organizer: Jonathan Wright, Johns Hopkins University
Session Chair: Michalis Stamatogiannis, University of Liveprool
Session type: contributed
Labor Income Risk and Stock Returns: The Role of Horizon Effects
presented by: Rob Sperna Weiland, University of Amsterdam
Information flow dependence in return and trading volume across different stocks
presented by: Markus Michaelsen, Universität Hamburg
Short selling and excess return correlation
presented by: Marco Valerio Geraci, University of Cambridge
Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable?
presented by: Michalis Stamatogiannis, University of Liveprool
Session 80: Topics in Empirical Industrial Organization II June 27, 2019 10:15 to 12:00 Clio - Semeli
Session Organizer: Andres Aradillas-Lopez, Pennsylvania State University
Session Chair: Alon Eizenberg, Hebrew University Jerusalem
Session type: contributed
The Structure of Multinational Sales under Demand Risk
presented by: Francesco Conteduca, Bank of Italy
On the effects of ignoring parameter uncertainty in antitrust benchmark comparison
presented by: Erik Lindén, Aarhus University
Prices, markups and product portfolio
presented by: Remi Monin, Insee
Session 81: Topics in Empirical Microeconomics III June 27, 2019 10:15 to 12:00 Meeting Room 2 - Landmark
Session Organizer: ,
Session Chair: Marinho Bertanha, University of Notre Dame
Session type: contributed
The impact of policy awareness: Evidence from vehicle registration taxes in Switzerland
presented by: Claudio Daminato, ETH Zurich
Optimal Property Taxation in Developing Countries: Evidence from Mexico
presented by: Manuel Alejandro Estefan Davila, University College London
Better Bunching, Nicer Notching
presented by: Marinho Bertanha, University of Notre Dame
Extension of R&D Tax Credit to innovation expenditures : Evidence from France
presented by: Simon Bunel, Insee
Session 82: Topics in Exchange Rates June 27, 2019 10:15 to 12:00 Ahera B - Landmark
Session Organizer: Barbara Rossi, ICREA-Univ. Pompeu Fabra, Barcelona GSE
Session Chair: Dooyeon Cho, Sungkyunkwan University
Session type: contributed
The Impact of the Renminbi on the International Monetary System: an International Bond Market Approach
presented by: Luis Filipe Martins, Instituto Universitario de Lisboa, ISCTE - IUL
Global Financial Conditions and Exchange Rate Tail Risks
presented by: Andrej Sokol, European Central Bank
Global Value Chain Participation and Exchange Rate Pass-through
presented by: Makram Khalil, Deutsche Bundesbank
The Tail Behavior of Safe Haven Currencies: A Cross-Quantilogram Analysis
presented by: Dooyeon Cho, Sungkyunkwan University
Session 83: Assessing Fiscal Policy Effects II June 27, 2019 13:15 to 15:00 Othello - Landmark
Session Organizer: Boragan Aruoba, University of Maryland
Session Chair: Thomas van Gemert, Maastricht University
Session type: contributed
Estimating the Impact of the Financial Cycle on Fiscal Policy
presented by: Beau Soederhuizen, Netherlands bureau for economic policy analysis
Identifying the Effects of Government Spending Shocks Using Real-Time Budget Plans
presented by: Kian Ong, University of Nottingham Malaysia
An Agnostic Estimation of Government Spending Multipliers
presented by: Jan Philipp Fritsche, Humbolt University & German Institute for Economic Research
Fiscal Multipliers of Different Government Spending Categories
presented by: Thomas van Gemert, Maastricht University
Session 84: Challenges and Solutions with Big Data in Time Series June 27, 2019 13:15 to 15:00 Ballroom B & C - Landmark
Session Organizer: Mark Watson, Princeton University
Session Chair: Luca Margaritella, Maastricht University
Session type: contributed
Measuring US aggregate output and output gap using large datasets
presented by: Matteo Luciani, Federal Reserve Board, Washington DC
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure
presented by: Luca Margaritella, Maastricht University
Another look into the factor model black box: factors interpretation and structural (in)stability
presented by: Thomas Despois, Paris School of Economics and Université Paris 1 Panthéon-Sorbonne
Seasonal Adjustment in High Dimensional Data
presented by: Elena Andreou, University of Cyprus
Session 85: Econometric Theory June 27, 2019 13:15 to 15:00 Ahera B - Landmark
Session Organizer: ,
Session Chair: Dante Amengual, CEMFI
Session type: contributed
Functional Sequential Treatment Allocation
presented by: Bezirgen Veliyev, Aarhus University
Aggregating Distributional Treatment Effects: A Bayesian Hierarchical Analysis of the Microcredit Literature
presented by: Rachael Meager,
Over-Identified Regression Discontinuity Design
presented by: Carolina Caetano, University of Georgia
Gaussian rank correlation and regression
presented by: Dante Amengual, CEMFI
Session 86: Education III June 27, 2019 13:15 to 15:00 Evropi - Semeli
Session Organizer: ,
Session Chair: Konstantin Görgen, Karlsruhe Institute of Technology
Session type: contributed
Effect of Performance Related Pay on turnover-intention of teachers in England
presented by: Olubunmi Ajala, University of Leicester
On the Design of Grant Assignment Rules
presented by: Santiago Pereda-Fernández, Banca d'Italia
Selection Bias Among Participants in High School Financial Literacy Programs: Evidence from PISA
presented by: Ernesto Villanueva, Banco de España
Evaluating Effects of Tuition Fees: Lasso for the Case of Germany
presented by: Konstantin Görgen, Karlsruhe Institute of Technology
Session 87: Effects of Credit and Financial Conditions on the Macroeconomy June 27, 2019 13:15 to 15:00 Meeting Room 2 - Landmark
Session Organizer: Boragan Aruoba, University of Maryland
Session Chair: Leonard Salzmann, University of Kiel
Session type: contributed
Nonlinear credit dynamics, regime switches in the output gap and credit shocks – using the local projection method
presented by: Francesco Lucidi, Sapienza University
Sovereign Spread Shocks
presented by: Susanne Wellmann, University of Tuebingen
Credit Supply, Uncertainty and the Macroeconomy Revisited
presented by: Leonard Salzmann, University of Kiel
Session 88: Human Capital Investments and Skills June 27, 2019 13:15 to 15:00 Kantara B - Landmark
Session Organizer: ,
Session Chair: Helmut Farbmacher, Max Planck Society
Session type: contributed
The returns to schooling unveiled
presented by: Hugo Reis, Banco de Portugal
Increasing inequality in lifetime earnings: a tale of educational upgrading and changing employment patterns
presented by: Matthias Seckler, University of Tübingen
Lifecycle Wages and Human Capital Investments: Selection and Missing Data
presented by: Thierry Magnac, Toulouse School of Economics
Heterogeneous Effects of Poverty on Cognition
presented by: Helmut Farbmacher, Max Planck Society
Session 89: Inequality June 27, 2019 13:15 to 15:00 Akamas B - Landmark
Session Organizer: ,
Session Chair: Charalambos Tsangarides, International Monetary Fund
Session type: contributed
Robust Correlates of Growth Spells: Do Inequality and Redistribution Matter?
presented by: Charalambos Tsangarides, International Monetary Fund
Do Robots Increase Wealth Dispersion?
presented by: Yigitcan Karabulut, Frankfurt School of Finance and Management, and CEPR
Unemployment, Inequality, and Institutions, Revisited
presented by: Robert Duval-Hernandez, Open University of Cyprus
The Winners and Losers From Hyperinflation
presented by: Frode Martin Nordvik, BI Norwegian Business School
Session 90: Labour mobility June 27, 2019 13:15 to 15:00 Kantara A - Landmark
Session Organizer: ,
Session Chair: Davud Rostam-Afschar, Universitaet Hohenheim
Session type: contributed
Taxation and Job Mobility in Europe
presented by: Davud Rostam-Afschar, Universitaet Hohenheim
On the effects of return migration on self-employment
presented by: Clotilde Mahe, Maastricht University
A New Approach to the Estimation of Selective Migration with an Application to Italy
presented by: Davide Fiaschi, University of Pisa (VAT code 00286820501)
Does the implementation of the Schengen agreement boost cross-border commuting? Evidence from Switzerland
presented by: Angela Parenti, University of Pisa
Session 91: Risk Assessment Methods and Applications June 27, 2019 13:15 to 15:00 Meeting Room 1 - Landmark
Session Organizer: Andrew Patton,
Session Chair: Ophélie Couperier, CREST - ENSAE
Session type: contributed
Operational risk, uncertainty, and the economy: a smooth transition extreme value approach
presented by: Julien Hambuckers, HEC Liege -University of Liege
FREIGHT RATES IN DOWNSIDE AND UPSIDE MARKETS: PRICING OF OWN AND SPILLOVER RISKS FROM OTHER SHIPPING SEGMENTS
presented by: Christos Savva, Cyprus University of Technology
Backtesting Expected Shortfall via Multi-Quantile Regression
presented by: Ophélie Couperier, CREST - ENSAE
Regression Based Expected Shortfall Backtesting
presented by: Timo Dimitriadis, University of Konstanz
Session 92: Selecting or Combining Models or Forecasts June 27, 2019 13:15 to 15:00 Akamas A - Landmark
Session Organizer: Barbara Rossi, ICREA-Univ. Pompeu Fabra, Barcelona GSE
Session Chair: Tom Boot, University of Groningen
Session type: contributed
Selecting models with judgment
presented by: Simone Manganelli, European Central Bank
Optimal Pooling and Finite Mixture Distribution: a Comparison between Approaches to Density Forecast Combination
presented by: Giulia Mantoan, University of Warwick
Detecting Crises, Jumps, and Changes in Regime with Saturation Techniques
presented by: Neil Ericsson, Federal Reserve Board
Confidence regions for averaging estimators
presented by: Tom Boot, University of Groningen
Session 93: Topics in Empirical Microeconomics III June 27, 2019 13:15 to 15:00 Ahera A - Landmark
Session Organizer: ,
Session Chair: Bjoern Brey, University of Nottingham
Session type: contributed
The Effect of Recent Technological Change on U.S. Immigration Policy: Evidence from Congressional Roll Call Votes
presented by: Bjoern Brey, University of Nottingham
Dying Light: War and Trade of the Separatist-Controlled Areas of Ukraine
presented by: Artem Kochnev, Johannes Kepler Univerisity Linz
The Effects of a Stepwise Minimum Legal Drinking Age Legislation on Mortality - Evidence from Germany
presented by: Raffael Kamalow,
Loan Default Analysis in Europe: Tracking Regional Variations using Big Data
presented by: Luca Barbaglia, European Commission Joint Research Centre
Session 94: Volatility Models and Applications June 27, 2019 13:15 to 15:00 Ballroom A - Landmark
Session Organizer: Barbara Rossi, ICREA-Univ. Pompeu Fabra, Barcelona GSE
Session Chair: Peter Exterkate, University of Sydney
Session type: contributed
Long Memory, Realized Volatility and HAR Models
presented by: Richard Baillie, Michigan State University
A regime-switching stochastic volatility model for forecasting electricity prices
presented by: Peter Exterkate, University of Sydney
Simple estimators and inference for higher-order stochastic volatility models
presented by: Md. Nazmul Ahsan, McGill University
The Time-Varying Asymmetry of Exchange Rate Returns: A Stochastic Volatility - Stochastic Skewness Model
presented by: Martin Iseringhausen, Ghent University
Session 95: Advances in Econometrics: Methods and Applications III June 27, 2019 15:30 to 17:15 Meeting Room 2 - Landmark
Session Organizer: ,
Session Chair: Jasmin Fliegner, Toulouse School of Economics and TU Berlin
Session type: contributed
Large Sample Inference for a Class of Estimators Based on Unconfoundedness - a Practical Approach
presented by: Jasmin Fliegner, Toulouse School of Economics and TU Berlin
Counterfactual Sensitivity and Robustness
presented by: Timothy Christensen, New York University
Prediction and Congestion in Two-Sided Markets: Economist Versus Machine Matchmakers
presented by: Kuan-Ming Chen, University of Chicago
Direct and Indirect Effects based on Changes-in-Changes
presented by: Martin Huber, University of Fribourg
Session 96: Connectedness and Interdependence June 27, 2019 15:30 to 17:15 Akamas B - Landmark
Session Organizer: Andrew Patton,
Session Chair: Renee Fry-McKibbin, Australian National University
Session type: contributed
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness
presented by: Stefano Soccorsi, Lancaster University Management School
Connectedness between G10 Currencies: Searching for the Causal Structure
presented by: Reinhold Heinlein, Keele University
The coincidence of sectoral slowdowns in the UK: Comparing transmission probabilities and economic linkages
presented by: Eva Janssens, University of Amsterdam
Measuring Financial Interdependence in Asset Returns With an Application to Euro Zone Equities
presented by: Renee Fry-McKibbin, Australian National University
Session 97: Effects of Unconventional Monetary Policy June 27, 2019 15:30 to 17:15 Kantara B - Landmark
Session Organizer: Jonathan Wright, Johns Hopkins University
Session Chair: Vlad Skovorodov, Queen Mary University of London
Session type: contributed
The Impact of QE on Liquidity: Evidence from the UK Corporate Bond Purchase Scheme
presented by: David Elliott, Bank of England and Imperial College London
The Effect of Unconventional Monetary Policy on Credit Flows
presented by: Ana Maria Herrera, University of Kentucky
How Effective is Monetary Policy at the Zero Lower Bound? Identification through Industry Heterogeneity
presented by: Arsenios Skaperdas, Federal Reserve Board
Effects of unconventional monetary policy on disaggregate Euro Area consumer inflation expectations
presented by: Vlad Skovorodov, Queen Mary University of London
Session 98: Forecasting Applications III June 27, 2019 15:30 to 17:15 Akamas A - Landmark
Session Organizer: Domenico Giannone, Federal Reserve Bank of New York
Session Chair: Alex Tagliabracci, Bank of Italy
Session type: contributed
Forecasting realized correlations: a MIDAS approach
presented by: Alexander Kostrov, University of St. Gallen
Uncertainty and the macroeconomy: A real-time out-of-sample evaluation
presented by: Bart Keijsers, University of Amsterdam
Forecasting US PCE inflation in real-time
presented by: Chad Fulton, Federal Reserve Board
The Vulnerability of Euro Area Inflation Forecasts
presented by: Alex Tagliabracci, Bank of Italy
Session 99: Gender Gaps II June 27, 2019 15:30 to 17:15 Meeting Room 1 - Landmark
Session Organizer: ,
Session Chair: Alexander Straub, Leibniz Universität Hannover
Session type: contributed
Mind the absent gap: Gender-specific competitiveness in non-professional sports
presented by: Alexander Straub, Leibniz Universität Hannover
Estimating the Conditional Gender Pay Gap: The Role of Omitted Controls
presented by: Stephanie Briel, University of Hohenheim
Gender Disparities in Debate Speeches and Evaluations - A Text Mining Approach
presented by: Huyen Nguyen, Erasmus University Rotterdam
Session 100: Machine Learning in Macro/Finance Applications June 27, 2019 15:30 to 17:15 Ballroom B & C - Landmark
Session Organizer: Jonathan Wright, Johns Hopkins University
Session Chair: Mirco Rubin, University of Bristol
Session type: contributed
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models
presented by: Ekaterini Panopoulou, University of Kent
Identifying the Predictive Power of FED Minutes
presented by: Luiz Lima, The University of Tennessee
On the Directional Predictability of Equity Premium Using Machine Learning Techniques
presented by: Spyridon Vrontos, University of Essex
Comovement changes between Stocks and Bonds: Evidence from a New Class of Large Dimensional Threshold Group-Factor Models
presented by: Mirco Rubin, University of Bristol
Session 101: Macroeconomic Analysis of Labor's Share and Inequality June 27, 2019 15:30 to 17:15 Kantara A - Landmark
Session Organizer: Boragan Aruoba, University of Maryland
Session Chair: Lukas Freund, University of Cambridge
Session type: contributed
Inequality and Relative Saving Rates at the Top
presented by: Philip Vermeulen, European Central Bank
Monetary Policy and Wealth Inequality over the Great Recession in the UK. An Empirical Analysis
presented by: Angeliki Theophilopoulou, Brunel University
The Missing Link: Monetary Policy and The Labor Share
presented by: Filippo Ferroni, Chicago FED
Workers, Capitalists, and the Government: The Labor Share Response to Fiscal Spending Shocks
presented by: Lukas Freund, University of Cambridge
Session 102: New Developments in Time Series Testing June 27, 2019 15:30 to 17:15 Nefeli - Semeli
Session Organizer: Barbara Rossi, ICREA-Univ. Pompeu Fabra, Barcelona GSE
Session Chair: Violetta Dalla, National and Kapodistrian University of Athens
Session type: contributed
Standard Testing Procedures for White Noise and Heteroskedasticity
presented by: Violetta Dalla, National and Kapodistrian University of Athens
Granger causality testing in mixed-frequency VARs with possibly (co)integrated processes
presented by: Alain Hecq, Maastricht University
The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions
presented by: Martin Wagner, Technical University Dortmund
Sign Tests for Dependent Observations
presented by: Rustam Ibragimov, Imperial College London
Session 103: Oil Prices June 27, 2019 15:30 to 17:15 Ahera B - Landmark
Session Organizer: James Hamilton, University of California, San Diego
Session Chair: Diego Känzig, London Business School
Session type: contributed
The macroeconomic effects of oil supply shocks: new evidence from OPEC announcements
presented by: Diego Känzig, London Business School
Do oil price shocks and monetary policy matter in the euro area?
presented by: Elena Díaz Aguiluz, Universidad de Navarra
The state-dependent relation between crude oil prices and S&P500 expectations and risk preferences
presented by: Jonathan Dark, University of Melbourne
Session 104: Preference Heterogeneity June 27, 2019 15:30 to 17:15 Danae - Semeli
Session Organizer: ,
Session Chair: Tomas Jagelka, Ecole Polytechnique-CREST
Session type: contributed
Are Economists' Preferences Psychologists' Personality Traits
presented by: Tomas Jagelka, Ecole Polytechnique-CREST
How well targeted are soda taxes?
presented by: Pierre Dubois, University of Toulouse
Saving Behavior Across the Wealth Distribution
presented by: Gisle Natvik, BI Norwegian Business School
Session 105: Retirement June 27, 2019 15:30 to 17:15 Othello - Landmark
Session Organizer: ,
Session Chair: Kadija Charni, CNAM-CEET & Aix-Marseille University
Session type: contributed
Information on welfare and elderly labour participation decision
presented by: Kadija Charni, CNAM-CEET & Aix-Marseille University
RISING PENSION AGE IN ITALY: EMPLOYMENT RESPONSE AND PROGRAM SUBSTITUTION
presented by: Chiara Ardito, University of Torino
Couples' and Singles' Savings After Retirement
presented by: Rory McGee, University College London/IFS
Session 106: Social Interactions in Social Networks June 27, 2019 15:30 to 17:15 Ballroom A - Landmark
Session Organizer: ,
Session Chair: Christopher Parsons, University of Western Australia
Session type: contributed
Identification of Social Effects with Endogenous Network and Covariates: Theory and Simulations
presented by: Paolo Zacchia, IMT Lucca
The Role of Social Interactions on Preferences for Redistribution
presented by: Kyriakos Petrou, University of Cyprus
Social Networks and the Stepping Stone Effect: The Case of Tobacco and Marijuana
presented by: Anton Badev, Federal Reserve Board
Network Quality and Refugees’ Occupations: Quasi-Experimental Evidence from the Viet Kieu
presented by: Christopher Parsons, University of Western Australia
Session 107: Topics in Empirical Industrial Organization IV June 27, 2019 15:30 to 17:15 Ahera A - Landmark
Session Organizer: ,
Session Chair: Matteo Gatti, European University Institute
Session type: contributed
Markups and Firm Entry: Evidence From the 2012 Emilia Earthquake
presented by: Matteo Gatti, European University Institute
Globalization and the fall of markups
presented by: Michal Gradzewicz, National Bank of Poland
Are Pro-Worker Judges Detrimental to Firm Survival and Employment?
presented by: Bérengère Patault, CREST
Do Inventors Patent More in Urban Areas? Evidence From Employer-employee Data
presented by: Sabrina Di Addario, Bank of Italy
Session 108: Aggregate Productivity and Technological Change June 28, 2019 10:15 to 12:00 Ahera B - Landmark
Session Organizer: Francesco Bianchi, Duke University
Session Chair: Antonio Conti, Bank of Italy
Session type: contributed
Labour productivity and the wageless recovery
presented by: Antonio Conti, Bank of Italy
Investment, Vintage Capital and Productivity: Theory and Evidence
presented by: Giuseppe Fiori, North Carolina State University
The Impact of Technological Change
presented by: Maria Bolboaca, University of St. Gallen
RENT CREATION AND RENT SHARING: NEW MEASURES AND IMPACTS ON PRODUCITVITY
presented by: Gilbert CETTE, Banque de France
Session 109: Assessing Bubbles and Other Topics in Time Series Theory June 28, 2019 10:15 to 12:00 Meeting Room 1 - Landmark
Session Organizer: Barbara Rossi, ICREA-Univ. Pompeu Fabra, Barcelona GSE
Session Chair: Emily Whitehouse, Newcastle University
Session type: contributed
Consistent Specification Test of the Quantile Autoregression
presented by: Anthoulla Phella, University of Surrey
Date-stamping multiple bubble regimes
presented by: Emily Whitehouse, Newcastle University
Bias Assessment and Reduction for the 2SLS Estimator in General Dynamic Simultaneous Equations Models
presented by: Dandan Wang, Carlos III University of Madrid
Session 110: Economic Growth and Other Long-Run Trends June 28, 2019 10:15 to 12:00 Meeting Room 2 - Landmark
Session Organizer: Boragan Aruoba, University of Maryland
Session Chair: GP Doppelhofer, NHH
Session type: contributed
The Consequences of U.S. Technology Changes for Productivity in Advanced Economies
presented by: Svetlana Rujin, RWI - Leibniz Institute for Economic Research
Global temperatures and green house gases - A common features approach
presented by: FARSHID Vahid, Monash University
Talent misallocation in Europe
presented by: Almarina Gramozi, University of Cyprus
Determinants of long-term economic growth redux: A Measurement Error Model Averaging (MEMA) approach
presented by: GP Doppelhofer, NHH
Session 111: Empirical Assessments of Banking June 28, 2019 10:15 to 12:00 Kantara A - Landmark
Session Organizer: Jonathan Wright, Johns Hopkins University
Session Chair: Mathias Le, Autorite de controle Prudential et de resolution
Session type: contributed
Bank Lobbying as a Financial Safety Net: Evidence from the Post-crisis U.S. Banking Sector
presented by: Kentaro Asai, The Australian National University
Identifying Silent Bank Runs in Real-Time
presented by: Edoardo Rainone, Bank of Italy
Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers
presented by: Miguel Boucinha, European Central Bank
Lower bank capital requirement as a policy tool to support credit to SMEs: evidence from a policy experiment
presented by: Mathias Le, Autorite de controle Prudential et de resolution
Session 112: Forecasting Applications IV June 28, 2019 10:15 to 12:00 Othello - Landmark
Session Organizer: Domenico Giannone, Federal Reserve Bank of New York
Session Chair: Uwe Hassler, Goethe University Frankfurt
Session type: contributed
Forecasting the Spanish Economy Combining Structural and Reduced-Form Models
presented by: Fabio Massimo Piersanti, European Central Bank
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices
presented by: Claudio Morana, University Milano Bicocca
Forecasting under Long Memory and Nonstationarity
presented by: Uwe Hassler, Goethe University Frankfurt
Session 113: International Capital Flows and Cycles June 28, 2019 10:15 to 12:00 Akamas B - Landmark
Session Organizer: Jonathan Wright, Johns Hopkins University
Session Chair: Enrico Mallucci, Federal Reserve Board
Session type: contributed
Global Financial Cycles since 1880
presented by: Galina Potjagailo, Kiel Institute for the World Economy
The Global Capital Flows Cycle: Structural Drivers and Transmission Channels
presented by: Fabrizio Venditti, European Central Bank
Fiscal Limits and Sovereign Credit Spreads
presented by: Kevin Pallara, University of Lausanne
Sovereign Risk and Mutual Fund Portfolios
presented by: Enrico Mallucci, Federal Reserve Board
Session 114: Labor Market Dynamics June 28, 2019 10:15 to 12:00 Kantara B - Landmark
Session Organizer: Boragan Aruoba, University of Maryland
Session Chair: Johannes Koenig, Freie Universitaet Berlin
Session type: contributed
Is your Broadband really broad? Internet Speed, Labour Demand and Productivity Outcomes: Evidence from Italian Firms
presented by: Emanuela Ciapanna, Bank of Italy
Job-to-job flows and wage cyclicality in France and Italy
presented by: Clémence Berson, Banque de France
Which Factors are behind Germany´s Labour Market Upswing?
presented by: Christian Hutter, Institute for Employment Research (IAB)
Hours risk, wage risk, and life-cycle labor supply
presented by: Johannes Koenig, Freie Universitaet Berlin
Session 115: Labor Markets and Education II June 28, 2019 10:15 to 12:00 Ahera A - Landmark
Session Organizer: ,
Session Chair: Deepabali Bhattacharjee, Indian Institute of Technology, Roorkee
Session type: contributed
Non-parametric identification of the extent of downward wage rigidities
presented by: Paris Nearchou, University of Cyprus
Do Information Differentials and Confidence in Medical Institutions Influence Out-of-Pocket Expenditure on Healthcare in India?
presented by: Deepabali Bhattacharjee, Indian Institute of Technology, Roorkee
Education, Labour Market Experience and Cognitive Skills: Evidence from PIAAC
presented by: Marta Martínez-Matute, Universidad Autónoma de Madrid
Session 116: Monetary Policy, Financial Crises, and Credit Flows June 28, 2019 10:15 to 12:00 Ballroom A - Landmark
Session Organizer: Francesco Bianchi, Duke University
Session Chair: Koray Alper, European Investment Bank
Session type: contributed
The Effect of Unconventional Monetary Policy on Cross‐Border Bank Loans: Evidence from an Emerging Market
presented by: Koray Alper, European Investment Bank
Real effects of central bank collateral policy
presented by: Louis-Marie Harpedanne de Belleville, Paris School of Economics
Does Debt Market Integration Amplify the International Transmission of Business Cycles During Financial Crises?
presented by: Jiyoun An, Kyung Hee University
Bank-loan supply shocks and alternative financing of non-financial corporations in the euro area
presented by: Michael Scharnagl, Deutsche Bundesbank
Session 117: Topics in Household Consumption and Investment June 28, 2019 10:15 to 12:00 Akamas A - Landmark
Session Organizer: ,
Session Chair: Frederique Savignac, Banque de France
Session type: contributed
Investment Losses and Inequality
presented by: Maximilian Wenzel, Freie Universität Berlin
Monetary policy and investment decision of households: Evidence from the stock market
presented by: Chi Hyun Kim, German Institute for Economic Research (DIW Berlin)
Wealth effect on consumption during the sovereign debt crisis: Households heterogeneity in the Euro area
presented by: Frederique Savignac, Banque de France