June 7, 2024
Time	Location	Event
08:30 to 08:45	ECON BLDG, N402	Welcome Remarks
08:45 to 09:45	ECON BLDG, N402	IAAE Lecture Panel Measurement of Treatment Effects (A Nontechnical Review) Cheng Hsiao, University of Southern California
09:45 to 10:15		Coffee Break
10:15 to 11:45	see below	Parallel Session 1
11:45 to 13:15		Lunch
13:15 to 14:45	see below	Parallel Session 2
14:45 to 15:15		Coffee Break
15:15 to 16:45	see below	Parallel Session 3
17:00 to 18:00	ECON BLDG, N402	Plenary Lecture 1 Automatic Debiased Machine Learning via Riesz Regressions Whitney Newey, Massachusetts Institute of Technology
18:30 to 20:30		Welcome Reception
June 8, 2024
Time	Location	Event
08:45 to 09:45	ECON BLDG, N402	Plenary Lecture 2 Estimating Social Network Models with Link Misclassification Arthur Lewbel, Boston College
09:45 to 10:15		Coffee Break
10:15 to 11:45	see below	Parallel Session 4
11:45 to 13:15		Lunch
13:15 to 14:45	see below	Parallel Session 5
14:45 to 15:15		Coffee Break
15:15 to 16:15	ECON BLDG, N402	Plenary Lecture 3 Forecasting under Nonstationarity: An Application to Oil Prices Marcelle Chauvet, University of California, Riverside
16:30 to 17:30	ECON BLDG, N402	IAAE Members Meeting
18:00 to 20:00		Conference Dinner
June 9, 2024
Time	Location	Event
08:45 to 09:45	ECON BLDG, N402	Plenary Lecture 4 Machine Learning Methods: A New Horizon in Econometrics? Esfandiar Maasoumi, Emory University
09:45 to 10:15		Coffee Break
10:15 to 11:45	see below	Parallel Session 6
11:45 to 13:15		Lunch
13:15 to 14:45	see below	Parallel Session 7
14:45 to 15:15		Coffee Break
15:15 to 16:45	see below	Parallel Session 8
17:00 to 18:00	ECON BLDG, N402	Plenary Lecture 5 Maximum Likelihood Estimation of a Spatial Autoregressive Model for Origin-Destination Flow Variables Lung-Fei Lee, Shanghai University of Finance and Economics
18:30 to 20:30		Conference Dinner

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

Session ID code	Date/Time	Title/Location	Papers
93	June 7, 2024 8:45-9:45	IAAE Lecture, Panel Measurement of Treatment Effects (A Nontechnical Review)     Location: ECON BLDG, N402	0
3	June 7, 2024 10:15-11:45	Chinese Society I     Location: ECON BLDG, N406	4
9	June 7, 2024 10:15-11:45	Panel Data and Treatment Effects     Location: ECON BLDG, N302	4
19	June 7, 2024 10:15-11:45	Corporate Finance     Location: ECON BLDG, N118	4
33	June 7, 2024 10:15-11:45	Survey and Bias     Location: ECON BLDG, N501	4
50	June 7, 2024 10:15-11:45	Spatial Data and Methods     Location: ECON BLDG, N301	4
52	June 7, 2024 10:15-11:45	Empirical Macroeconomics I     Location: ECON BLDG, N401	4
75	June 7, 2024 10:15-11:45	Applied Time Series     Location: ECON BLDG, N303	4
35	June 7, 2024 10:15-11:45	Empirical IO Methodology     Location: ECON BLDG, N308	4
16	June 7, 2024 13:15-14:45	Education     Location: ECON BLDG, N406	4
21	June 7, 2024 13:15-14:45	Spillovers     Location: ECON BLDG, N301	4
28	June 7, 2024 13:15-14:45	Regression, Inference and Testing     Location: ECON BLDG, N308	4
30	June 7, 2024 13:15-14:45	Panel Data and Factor Models     Location: ECON BLDG, N302	4
64	June 7, 2024 13:15-14:45	Empirical Finance I     Location: ECON BLDG, C208	4
88	June 7, 2024 13:15-14:45	Model Selection and Combination     Location: ECON BLDG, N303	4
54	June 7, 2024 13:15-14:45	Empirical Macroeconomics II     Location: ECON BLDG, N401	4
6	June 7, 2024 13:15-14:45	Invited Session: Structural Analysis of Auctions     Location: ECON BLDG, N203	3
8	June 7, 2024 13:15-14:45	Income Inequality     Location: ECON BLDG, N501	4
23	June 7, 2024 15:15-16:45	Environmental Issues in China     Location: ECON BLDG, N406	4
29	June 7, 2024 15:15-16:45	Quantile Regression     Location: ECON BLDG, N308	4
47	June 7, 2024 15:15-16:45	Panel Data Methods I     Location: ECON BLDG, N302	4
49	June 7, 2024 15:15-16:45	Networks     Location: ECON BLDG, N301	4
65	June 7, 2024 15:15-16:45	Empirical Finance II     Location: ECON BLDG, C208	4
77	June 7, 2024 15:15-16:45	Time Series Econometrics I     Location: ECON BLDG, N303	4
55	June 7, 2024 15:15-16:45	Empirical Macroeconomics III     Location: ECON BLDG, N401	4
7	June 7, 2024 15:15-16:45	Invited Session: Applied Microeconometrics and Chinese Economy (In Chinese)     Location: ECON BLDG, N203	4
37	June 7, 2024 15:15-16:45	Productivity     Location: ECON BLDG, N501	4
5	June 8, 2024 10:15-11:45	Invited Session: Asset Pricing     Location: ECON BLDG, N203	4
14	June 8, 2024 10:15-11:45	Chinese Economy I     Location: ECON BLDG, N406	4
24	June 8, 2024 10:15-11:45	Environmental Economics     Location: ECON BLDG, N501	4
31	June 8, 2024 10:15-11:45	Nonlinear Models     Location: ECON BLDG, N308	3
48	June 8, 2024 10:15-11:45	Panel Data Methods II     Location: ECON BLDG, N302	4
51	June 8, 2024 10:15-11:45	High-Dimensional Models     Location: ECON BLDG, N301	4
61	June 8, 2024 10:15-11:45	Forecasting I     Location: ECON BLDG, N401	3
67	June 8, 2024 10:15-11:45	Volatility Modeling and Estimation     Location: ECON BLDG, N118	4
87	June 8, 2024 10:15-11:45	Factor Model     Location: ECON BLDG, N303	4
4	June 8, 2024 13:15-14:45	Invited Session: Applied Macroeconomics     Location: ECON BLDG, N203	4
13	June 8, 2024 13:15-14:45	Semiparametric and Nonparametric Methods     Location: ECON BLDG, N308	4
59	June 8, 2024 13:15-14:45	Forecasting II     Location: ECON BLDG, N401	4
69	June 8, 2024 13:15-14:45	Financial Econometrics I     Location: ECON BLDG, N301	4
73	June 8, 2024 13:15-14:45	Financial Governance     Location: ECON BLDG, N118	4
78	June 8, 2024 13:15-14:45	Macroeconometrics I     Location: ECON BLDG, N303	4
86	June 8, 2024 13:15-14:45	Economic Growth     Location: ECON BLDG, N501	4
92	June 8, 2024 13:15-14:45	Chinese Economy II     Location: ECON BLDG, N406	4
27	June 8, 2024 13:15-14:45	Optimal Transport and Testing     Location: ECON BLDG, N302	4
18	June 9, 2024 10:15-11:45	Causal Inference     Location: ECON BLDG, N302	3
25	June 9, 2024 10:15-11:45	Chinese Society II     Location: ECON BLDG, N406	4
36	June 9, 2024 10:15-11:45	Empirical IO Applications I     Location: ECON BLDG, N501	4
60	June 9, 2024 10:15-11:45	Forecasting III     Location: ECON BLDG, N401	4
66	June 9, 2024 10:15-11:45	Empirical Finance III     Location: ECON BLDG, N308	4
79	June 9, 2024 10:15-11:45	Macroeconometrics II     Location: ECON BLDG, N303	4
70	June 9, 2024 10:15-11:45	Financial Econometrics II     Location: ECON BLDG, N301	4
81	June 9, 2024 10:15-11:45	Monetary Policy I     Location: ECON BLDG, N203	4
32	June 9, 2024 13:15-14:45	Endogeneity and GMM     Location: ECON BLDG, N302	4
44	June 9, 2024 13:15-14:45	Human Development     Location: ECON BLDG, N406	4
74	June 9, 2024 13:15-14:45	Empirical Finance IV     Location: ECON BLDG, N308	4
82	June 9, 2024 13:15-14:45	Time Series Econometrics II     Location: ECON BLDG, N303	4
84	June 9, 2024 13:15-14:45	Monetary Policy II     Location: ECON BLDG, N203	4
90	June 9, 2024 13:15-14:45	Stochastic Volatility and High Frequency Data     Location: ECON BLDG, N301	4
40	June 9, 2024 13:15-14:45	Empirical IO Applications II     Location: ECON BLDG, N501	4
53	June 9, 2024 13:15-14:45	Empirical Macroeconomics IV     Location: ECON BLDG, N401	4
10	June 9, 2024 15:15-16:45	Asian Economy and Immigrants     Location: ECON BLDG, N501	3
45	June 9, 2024 15:15-16:45	Health     Location: ECON BLDG, N406	4
58	June 9, 2024 15:15-16:45	Inflation     Location: ECON BLDG, N203	4
62	June 9, 2024 15:15-16:45	Forecasting IV     Location: ECON BLDG, N401	4
71	June 9, 2024 15:15-16:45	Financial Econometrics III     Location: ECON BLDG, N301	4
83	June 9, 2024 15:15-16:45	Time Series Econometrics III     Location: ECON BLDG, N303	4
2	June 9, 2024 15:15-16:45	Applications of Machine Learning     Location: ECON BLDG, N308	4
11	June 9, 2024 15:15-16:45	Identification     Location: ECON BLDG, N302	4

 

69 sessions, 267 papers, and 0 presentations with no associated papers

IAAE 2024 China International Association for Applied Econometrics
Detailed List of Sessions

Session ID 93: IAAE Lecture, Panel Measurement of Treatment Effects (A Nontechnical Review) June 7, 2024 8:45 to 9:45 Location: ECON BLDG, N402
Session Chair: Cheng Hsiao, University of Southern California
Session ID 3: Chinese Society I June 7, 2024 10:15 to 11:45 Location: ECON BLDG, N406
Session Chair: Wenhao Cheng, University College London
Gendering on the Clan: Unraveling the Persistence of Traditional Gender Roles in China
By Huali Wu; Shanxi University of Finance and Economics
presented by: Huali Wu, Shanxi University of Finance and Economics
Cash Transfers and Mental Health: Evidence from Rural China
By Castor Comploj; University of Groningen Stefan Pichler; University of Groningen Gerard van den Berg; University of Bristol
presented by: Castor Comploj, University of Groningen
Long-Run Impact of Early-Life Adversity on Prosocial Behavior: Evidence from China
By Shaoda Wang; National University of Singapore
presented by: Shaoda Wang, National University of Singapore
Forced Opening and Reinforced Patrilineal Power: Theory and Evidence from Pre-modern China
By Wenhao Cheng; University College London
presented by: Wenhao Cheng, University College London
Session ID 9: Panel Data and Treatment Effects June 7, 2024 10:15 to 11:45 Location: ECON BLDG, N302
Session Chair: Shiming (Kevin) Hao, Yunnan University
Characterizing Treatment Effects Heterogeneity from Transitions
By Young Ahn; University of Pennsylvania
presented by: Young Ahn, University of Pennsylvania
Synthetic Difference-in-Differences for Log-Linear Models
By Nicolas Apfel; University of Southampton Holger Breinlich; University of Surrey Valentina Corradi; University of Surrey Joao Santos Silva; University of Surrey Thomas Zylkin; University of Richmond
presented by: Nicolas Apfel, University of Southampton
Inference for Conditional Average Treatment Effects with Multiway Clustered Data
By Nan Liu; Xiamen University Yanbo Liu; Shandong University Yuya Sasaki; Vanderbilt University
presented by: Yanbo Liu, Shandong University
Estimating Heterogeneous Treatments Effects with Endogeneity and Long Range Dependency in Untreated Units Absent Time Series Natural Experiments
By Shiming (Kevin) Hao; Yunnan University
presented by: Shiming (Kevin) Hao, Yunnan University
Session ID 19: Corporate Finance June 7, 2024 10:15 to 11:45 Location: ECON BLDG, N118
Session Chair: Yuyan Liang, China University of Political Science and Law
Green Investing, Information Asymmetry, and Capital Structure
By Shasha Li; Halle Institute for Economic Research (IWH) and OVGU Biao Yang; Shanghai Jiao Tong University
presented by: Biao Yang, Shanghai Jiao Tong University
Corporate Taxes and Labor Market Informality
By Guoying Deng; Sichuan University Pengcheng Du; Capital University of Economics and Business Manuel Hernandez; IFPRI Shu Xu; Southwestern University of Finance and Economics (SWUFE)
presented by: Manuel Hernandez, IFPRI
Corporate Taxes and Retail Prices
By Stephen Teng Sun; City University of Hong Kong
presented by: Stephen Teng Sun, City University of Hong Kong
Does the Imbalance of ESG Activities Affect Company Performance? -- Evidence from Chinese A-share Listed Companies from 2018-2022
By Yuyan Liang; China University of Political Science and Law YUJIE WANG; None
presented by: Yuyan Liang, China University of Political Science and Law
Session ID 33: Survey and Bias June 7, 2024 10:15 to 11:45 Location: ECON BLDG, N501
Session Chair: Eyo Herstad, Erasmus University
A Test of Reporting Bias in Self-Assessed Health Using High-Frequency Data
By Jiayi Wen; Xiamen University
presented by: Jiayi Wen, Xiamen University
Combining a Survey Experiment with a Lifecycle Model to Evaluate Pronatalist Policies
By Christos Koulovatianos; University of Luxembourg Jian Li; Dongbei University of Finance and Economics carsten schroeder; DIW Berlin
presented by: Jian Li, Dongbei University of Finance and Economics
Adjusting for Scale-Use Heterogeneity in Self-Reported Well-Being
By Daniel Benjamin; University of California Los Angeles Kristen Cooper; Gordon College Ori Heffetz; Cornell University Miles Kimball; University of Colorado at Boulder Jiannan Zhou; Shandong University
presented by: Jiannan Zhou, Shandong University
Examining the Fallout: Who Is Hurt by Educational Gender Biases?
By Ragnar Alne; University of Bergen Eyo Herstad; Erasmus University
presented by: Eyo Herstad, Erasmus University
Session ID 50: Spatial Data and Methods June 7, 2024 10:15 to 11:45 Location: ECON BLDG, N301
Session Chair: Xiaoyi Han, Xiamen University
Addressing Endogeneity Issues in a Spatial Autoregressive Model Using Copulas
By Yanli Lin; The Ohio State University Yichun Song; Dongbei University of Finance and Economics
presented by: Yichun Song, Dongbei University of Finance and Economics
Business Cycle Synchronisation in Heterogeneous Spatial Panels with a Multifactor Error Structure
By Ting Xie; University of York
presented by: Ting Xie, University of York
A Spatial Modeling Approach for Mixed Frequency Outcome Interactions
By Xiaoyi Han; Xiamen University Yanli Zhu; Hohai University Yijiong Zhang; National University of Singapore Ying Chen; National University of Singapore
presented by: Yijiong Zhang, National University of Singapore
Efficient and Sequential Estimation of High Order Dynamic Spatial Panels with Time-varying Strongly Dominant Units
By Yahui Chen; Xiamen University Xiaoyi Han; Xiamen University Fei Jin; Fudan University Jiajun Zhang; Antai College of Economics and Management,Shanghai Jiao Tong University
presented by: Xiaoyi Han, Xiamen University
Session ID 52: Empirical Macroeconomics I June 7, 2024 10:15 to 11:45 Location: ECON BLDG, N401
Session Chair: Lingyun Zhou, Tsinghua University
Brexit and Pound's International Trade Competitiveness: A Counterfactual Analysis
By Yichen Gao; Capital University of Economics and Business Fenfang Cui; Capital University of Economics and Business
presented by: Fenfang Cui, Capital University of Economics and Business
Asset Bubbles and Investment Networks
By Bin Wang; Jinan University
presented by: Bin Wang, Jinan University
How Much Consumption Insurance from Income Taxes and Transfers?
By Yunho Cho; Jinan University James Morley; University of Sydney Aarti Singh; University of Sydney
presented by: Yunho Cho, Jinan University
Phillips Curve across Space and Time
By Wenxin Huang; Shanghai Jiao Tong University Yiru Wang; University of Pittsburgh Lingyun Zhou; Tsinghua University
presented by: Lingyun Zhou, Tsinghua University
Session ID 75: Applied Time Series June 7, 2024 10:15 to 11:45 Location: ECON BLDG, N303
Session Chair: Maximo Camacho, Universidad de Murcia
Climate Change and Wildfire Risks in China: A Nonparametric Trending Quantile Approach
By Haiqiang Chen; Xiamen University Li Chen; Xiamen University Yingxing Li; Xiamen University lyu zhuoyang; Xiamen University
presented by: Li Chen, Xiamen University
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data
By Ruijun Bu; The University of Liverpool Degui Li; University of York Oliver Linton; University of Cambridge Hanchao Wang; Shandong University
presented by: Ruijun Bu, The University of Liverpool
Cross-Sectional Analysis of Conditional Stock Returns: Quantile Regression with Machine Learning
By Haitao Li; Cheung Kong Graduate School of Business Guoliang Ma; Xiamen University Cindy Yu; Iowa State University
presented by: Guoliang Ma, Xiamen University
Unsupervised Time-Event Classification Using Large Panels of Time Series
By Maximo Camacho; Universidad de Murcia Javier Palarea-Albaladejo; University of Girona Manuel Ruiz Marin; Universidad Politécnica de Cartagena
presented by: Maximo Camacho, Universidad de Murcia
Session ID 35: Empirical IO Methodology June 7, 2024 10:15 to 11:45 Location: ECON BLDG, N308
Session Chair: Shunan Zhao, Oakland University
Sequential Search Models: A Pairwise Maximum Rank Approach
By Jiarui Liu; New York University Leonard N. Stern School of Business
presented by: Jiarui Liu, New York University Leonard N. Stern School of Business
A Discrete Choice Model for Financial Product Demand Estimation and an Application on Quantifying the Willingness to Pay for Fintech
By Chao Ma; Xiamen University
presented by: Chao Ma, Xiamen University
Bundle Demand Model for Panel Data with Endogenous Regressors
By Tao Sun; University of Melbourne
presented by: Tao Sun, University of Melbourne
On the Estimation of Nonneutral Production Technologies without Separability
By Shunan Zhao; Oakland University
presented by: Shunan Zhao, Oakland University
Session ID 16: Education June 7, 2024 13:15 to 14:45 Location: ECON BLDG, N406
Session Chair: Nagham Sayour, Zayed University
Why Don't Chinese Girls Choose More Prestigious Universities?
By Yi Chen; ShaghaiTech University Sikun Dou; ShanghaiTech University Roujing WU; University of Bologna Hongbin Li; Stanford University
presented by: Sikun Dou, ShanghaiTech University
Should I stay or Should I go? -- An Equilibrium Search Model of Education, Labor Supply, Marriage, and Living Arrangement of Young Adults
By Vipul Bhatt; James Madison University Min Qiang Zhao; Xiamen University
presented by: Min Qiang Zhao, Xiamen University
School Starting Age and the Social Gradient
By Yuejun Zhao; University of Edinburgh Simen Markussen; Ragnar Frisch Centre for Economic Resear Knut Røed; Ragnar Frisch Centre for Economic Research
presented by: Yuejun Zhao, University of Edinburgh
The Impact of After-School Care on Maternal Income: Evidence from Canadian Administrative Data
By Ailin He; McGill University Laetitia Renée; Université de Montréal Nagham Sayour; Zayed University
presented by: Nagham Sayour, Zayed University
Session ID 21: Spillovers June 7, 2024 13:15 to 14:45 Location: ECON BLDG, N301
Session Chair: Jingman Cao, National University of Singapore
Food's Triple Nexus: Global Connectedness of Agriculture, Crude Oil and Fertilizer Amidst Crises and Uncertainty
By Josephine Frempong; University of Nottingham Ningbo Chew Chua; University of Nottingham Ningbo China Nana Kwabena Kufuor; University of Dundee Eric Evans Osei Opoku; University of Nottingham
presented by: Josephine Frempong, University of Nottingham Ningbo
Interactive Effects of Temperature and Precipitation on Global Economic Growth
By Menghan Yuan; Nord University
presented by: Menghan Yuan, Nord University
Digital Centre, Operational Efficiency and Innovation: Evidence from Chinese Banks
By Qian Li; University of Electronic Science and Technology of China qiang li; UESTC Yong Zeng; UESTC
presented by: Qian Li, University of Electronic Science and Technology of China
Real-Time Externality and Two-Sided Subsidy in Ride-Hailing Industry
By Jingman Cao; National University of Singapore Shih-Fen Cheng; Singapore Management University Jussi Keppo; National University of Singapore Hsin-Tien Tiffany Tsai; National University of Singapore
presented by: Jingman Cao, National University of Singapore
Session ID 28: Regression, Inference and Testing June 7, 2024 13:15 to 14:45 Location: ECON BLDG, N308
Session Chair: Jie Wei, Huazhong University of Science and Techn
Confidence Interval Construction Based on the Adjusted-Range Self-Normalization Approach
By Yongmiao Hong; Chinese Academy of Sciences Zhuo Lin; University of Chinese Academy of Sciences Oliver Linton; University of Cambridge Jiajing Sun; University of Birmingham Xiaolu Zhao; Dongbei University of Finance and Econom
presented by: Zhuo Lin, University of Chinese Academy of Sciences
Rolling Window Selection for Three-Pass Regression Filter Forecasting with Time-varying Coefficients
By Wei Liu; LSU Qiankun Zhou; Louisiana State University
presented by: Qiankun Zhou, Louisiana State University
Regression Modelling under General Heterogeneity
By Yufei Li; Queen Mary University of London Liudas Giraitis; Queen Mary University of London George Kapetanios; King's College London
presented by: Yufei Li, Queen Mary University of London
Factor-adjusted Knockoff for FDR Control
By Jie Wei; Huazhong University of Science and Techn Jinchen Yan; Renmin University of China Yonghui Zhang; Renmin University of China
presented by: Jie Wei, Huazhong University of Science and Techn
Session ID 30: Panel Data and Factor Models June 7, 2024 13:15 to 14:45 Location: ECON BLDG, N302
Session Chair: Yong Bao, Purdue University
Mixture Conditional Regression with Ultrahigh Dimensional Text Data for Estimating Extralegal Factor Effects
By Jiaxin Shi; Peking University Fang Wang; Data Science Institute, Shandong University Yuan Gao; Guanghua School of Management, Peking University, Beijing, China Xiaojun Song; Peking University Hansheng Wang; Peking University
presented by: Jiaxin Shi, Peking University
Estimation and Testing in a Fixed Effects Panel Data Model with Serially Correlated Error Component Disturbances
By Badi Baltagi; Syracuse University Long Liu; Florida Atlantic University
presented by: Long Liu, Florida Atlantic University
Fixed-T Estimation of Matrix-Valued Factor Model
By Ying Lun Cheung; Capital University of Economics and Business
presented by: Ying Lun Cheung, Capital University of Economics and Business
A Recentered Method of Moments Estimator for Spatial Dynamic Panels
By Yong Bao; Purdue University Jihai Yu; Peking University
presented by: Yong Bao, Purdue University
Session ID 64: Empirical Finance I June 7, 2024 13:15 to 14:45 Location: ECON BLDG, C208
Session Chair: Yu Liu, University of Texas Rio Grande Valley
Momentum Spillovers in Corporate Bonds
By Junbo Wang; City University of Hong Kong Di Wu; City University of Hong Kong Lihai Yang; City University of Hong Kong
presented by: Lihai Yang, City University of Hong Kong
Macro Risk, Its Role, and Stability
By Yaoli Wang; George Washington University
presented by: Yaoli Wang, George Washington University
Economic Policy Uncertainty and Price Discovery in Foreign Exchange Markets
By Zhen-Xing Wu; Zhongnan University of Economics and Law Yin-Feng Gau; Central University, Taoyuan City Yun Zhu; The Peter J. Tobin College of Business, St. John's University
presented by: Yin-Feng Gau, Central University, Taoyuan City
“Involution” or “Evolution”? The Corporate Strategy Imitation Effect of Capital Market Liberalization
By Lu Zhou; Capital University of Economics and Business Nan Deng; School of Finance, Capital University of Economics and Business, Beijing, China Yu Liu; University of Texas Rio Grande Valley
presented by: Yu Liu, University of Texas Rio Grande Valley
Session ID 88: Model Selection and Combination June 7, 2024 13:15 to 14:45 Location: ECON BLDG, N303
Session Chair: Farshid Vahid, Monash University
Forecast Linear Augmented Projection (FLAP): A Free Lunch to Reduce Forecast Error Variance
By Yangzhuoran Fin Yang; Monash University George Athanasopoulos; Monash University Rob Hyndman; Monash University Anastasios Panagiotelis; University of Sydney
presented by: Yangzhuoran Fin Yang, Monash University
Selection of Mixture Quantile Regression Models
By Zongwu Cai; University of Kansas Zeyan Shen; University of Kansas Zixuan Wu; Department of Statistics and Data Science, Xiamen University
presented by: Zeyan Shen, University of Kansas
Hierarchical Forecasting and Forecast Combinations
By Xuan Nhat Minh Nguyen; Monash University Farshid Vahid; Monash University
presented by: Xuan Nhat Minh Nguyen, Monash University
Group Selection and Shrinkage: Structured Sparsity for Semiparametric Additive Models
By Ryan Thompson; University of New South Wales Farshid Vahid; Monash University
presented by: Farshid Vahid, Monash University
Session ID 54: Empirical Macroeconomics II June 7, 2024 13:15 to 14:45 Location: ECON BLDG, N401
Session Chair: Yeow Hwee Chua, Nanyang Technological University
Global and Local Uncertainty, Local Disaster, LP-IV, Small Open Economies
By Sihao Chen; Fudan University Haiqin Liu; Fudan University Shi Qiu; Fudan University
presented by: Haiqin Liu, Fudan University
The Chinese Silver Standard: Parity, Predictability, and (In)Stability, 1912–1934
By Huachen Li; Kenyon College Jim Nason; Australian National University
presented by: Huachen Li, Kenyon College
Corporate Yields at the Zero Lower Bound
By Lisha Li;
presented by: Lisha Li, Southwestern University of Finance and Economics
Carbon Tax Aversion and Macroeconomic Effects
By Yeow Hwee Chua; Nanyang Technological University Liuyang She; Nanyang Technological University
presented by: Yeow Hwee Chua, Nanyang Technological University
Session ID 6: Invited Session: Structural Analysis of Auctions June 7, 2024 13:15 to 14:45 Location: ECON BLDG, N203
Session Chair: Yonghong An, Texas A&M University
Nonparametric estimation of an incomplete model of English auctions: An application to online judicial auctions of used cars
By Nianqing Liu; Xiamen University Kexin Xu; China Jiliang University
presented by: Nianqing Liu, Xiamen University
Informed Entry in First-Price Auctions
By Jun Ma; Renmin University of China Vadim Marmer; University of British Columbia Pai Xu; University of Hong Kong
presented by: Vadim Marmer, University of British Columbia
Procurement in Welfare Programs: Evidence and Implications from WIC Infant Formula Contracts
By Yonghong An; Texas A&M University David Davis; South Dakota State University Yizao Liu; Penn State Mo Xiao; University of Arizona Ruli Xiao; Indiana University
presented by: Yonghong An, Texas A&M University
Session ID 8: Income Inequality June 7, 2024 13:15 to 14:45 Location: ECON BLDG, N501
Session Chair: Eugene Or, Nanyang Technological University
The Impact of Natural Disasters on Light-based Geospatial Income Inequality
By Jaqueson Galimberti; Asian Development Bank Stefan Pichler; University of Groningen Regina Pleninger; World Bank
presented by: Stefan Pichler, University of Groningen
A Note on Inequality and Poverty Comparison with Dependent Samples
By Jean-Marie Dufour; McGill University Tianyu He; Tianjin University
presented by: Tianyu He, Tianjin University
Education and the Evolution of China's Urban-Rural Earning Difference Since 2010
By Qichao Wang; The Hong Kong University of Science and Technology
presented by: Qichao Wang, The Hong Kong University of Science and Technology
DCEITC Welfare Program Expansion: Work Motivator or Demotivator?
By Eugene Or; Nanyang Technological University
presented by: Eugene Or, Nanyang Technological University
Session ID 23: Environmental Issues in China June 7, 2024 15:15 to 16:45 Location: ECON BLDG, N406
Session Chair: Qilin Huang, Xiamen University
Impacts of Ecological Compensation Scheme on Transboundary Water Pollution: Evidence from China
By Xiaoxi Wang; Zhejiang University Meng Xu; Zhejiang University Kevin Chen; Zhejiang University
presented by: Meng Xu, Zhejiang University
Can Technical and Environmental Efficiency Gaps Be Closed? Evidence from Rice Production in China
By Xiaoxi Wang; Zhejiang University Bin Lin; Zhejiang University Bernhard Brümmer; University of Göttingen
presented by: Bin Lin, Zhejiang University
Does Intelligent Manufacturing Promote a Breakthrough in Green Innovation? Evidence from China's Intelligent Manufacturing Pilot Policy
By Yongjiao Du; Capital University of Economics and Business
presented by: Yongjiao Du, Capital University of Economics and Business
Domestic Pollution Havens: Linking Interregional Capital Flight and Water Pollution Regulation in China
By Qilin Huang; Xiamen University
presented by: Qilin Huang, Xiamen University
Session ID 29: Quantile Regression June 7, 2024 15:15 to 16:45 Location: ECON BLDG, N308
Session Chair: Jian Zhang, Nankai University
Asymptotics of CoVaR Inference in Two-Quantile-Regression
By Xuan Leng; Xiamen University Yi He; University of Amsterdam Yanxi Hou; Fudan University Liang Peng; Department of Risk Management and Insura
presented by: Xuan Leng, Xiamen University
Regime-specific Return Predictability in Quantiles
By Yundong Tu; Guanghua School of Management , Peking U Xinling Xie; Peking University
presented by: Xinling Xie, Peking University
Quantile Forward Regression in Distributional Counterfactual Analysis
By Hongqi Chen; Hunan University
presented by: Hongqi Chen, Hunan University
Estimation and Inference of Counterfactual Cumulative Distribution Function in a High-dimension Framework: A Distributional Oaxaca–Blinder Decomposition Application
By Jun Cai; Huazhong University of Science and Technology Jian Zhang; NanKai University Yahong Zhou; Shanghai University of Finance and Economics
presented by: Jian Zhang, Nankai University
Session ID 47: Panel Data Methods I June 7, 2024 15:15 to 16:45 Location: ECON BLDG, N302
Session Chair: Yu Hao, the University of Hong Kong
Common Threshold Estimation in Large Heterogeneous Panels with a Multifactor Error Structure
By Yanbo Liu; Shandong University Yimeng Xie; Xiamen University
presented by: Yimeng Xie, Xiamen University
Reliable Wild Bootstrap Inference with Multiway Clustering
By Ulrich Hounyo; University at Albany, SUNY Jiahao Lin; State University of New York, at Albany
presented by: Jiahao Lin, State University of New York, at Albany
Estimating Panel Data Models with Common Factors: A Mundlak Projection Approach
By Qu Feng; Nanyang Technological University, Singapore Wei Wang; Shandong University of Finance and Economics Wenjie Wang; Nanyang Technological University Mengying Yuan; Nanyang Technological University
presented by: Wei Wang, Shandong University of Finance and Economics
Conditional Choice Probability Estimation of Dynamic Discrete Choice Models with 2-Period Finite Dependence
By Yu Hao; the University of Hong Kong Hiroyuki Kasahara; University of British Columbia
presented by: Yu Hao, the University of Hong Kong
Session ID 49: Networks June 7, 2024 15:15 to 16:45 Location: ECON BLDG, N301
Session Chair: Marcus Roesch, Erasmus University Rotterdam
Semiparametric Estimation of Individual Coefficients in a Dyadic Link Formation Model
By L. Sanna Stephan; Groningen University
presented by: L. Sanna Stephan, Groningen University
Do International Sanctions Inhibit the Mobility of International Students？ Evidence from International Networks and Counterfactual Simulations
By Chufan Lai; Nankai University
presented by: Chufan Lai, Nankai University
Unveiling the Truth: How Well Market-Based Networks Mirror Bank Exposures
By Madina Karamysheva; NRU Higher School of Economics
presented by: Madina Karamysheva, NRU Higher School of Economics
Careers in Multinational Enterprises
By Marcus Roesch; Erasmus University Rotterdam Michiel Gerritse; Erasmus University Rotterdam Bas Karreman; Erasmus School of Economics
presented by: Marcus Roesch, Erasmus University Rotterdam
Session ID 65: Empirical Finance II June 7, 2024 15:15 to 16:45 Location: ECON BLDG, C208
Session Chair: Yinggang Zhou, Xiamen University
Green Bonds and Bank Competition: Evidence from China
By Xiaohong Chen; Shandong University of Finance and Economics
presented by: Xiaohong Chen, Shandong University of Finance and Economics
Empirical Determinants of Firm-Specific CDS-Bond Basis Term Structure Dynamics: a Case Study
By Yonas Khanna; VU Amsterdam/ING Bank Andre Lucas; Vrije Universiteit Amsterdam Norman Seeger; VU Amsterdam
presented by: Yonas Khanna, VU Amsterdam/ING Bank
CEO Rugged Individualism and Workplace Safety
By Lee Biggerstaff; Miami University Xiaoran Ni; Xiamen University Jin Xu; Xiamen University David Yin; Miami University
presented by: Jin Xu, Xiamen University
Take a Leaf out of Their Book: Peer Influence and Corporate Risk-taking
By Yongshi JIE; City University of Hong Kong Yue Ma; City University of Hong Kong Yinggang Zhou; Xiamen University
presented by: Yinggang Zhou, Xiamen University
Session ID 77: Time Series Econometrics I June 7, 2024 15:15 to 16:45 Location: ECON BLDG, N303
Session Chair: Shiqi Ye, Xiamen University
Large Bayesian SVARs with Linear Restrictions
By Chenghan Hou; Hunan University
presented by: Chenghan Hou, Hunan University
Matrix GARCH Model: Inference and Application
By Feiyu Jiang; Fudan University Dong Li; Tsinghua University Ke Zhu; The University of Hong Kong
presented by: Feiyu Jiang, Fudan University
High Frequency, High Fidelity: Constructing Daily Housing Price Indexes
By Shuya Yang; University of Melbourne Daniel Melser; Monash University Farshid Vahid; Monash University Silvio Contessi; Monash Business School
presented by: Shuya Yang, University of Melbourne
Score-Driven Time-Varying Parameter VAR Models
By Shiqi Ye; Xiamen University
presented by: Shiqi Ye, Xiamen University
Session ID 55: Empirical Macroeconomics III June 7, 2024 15:15 to 16:45 Location: ECON BLDG, N401
Session Chair: Richard Kima, UNU-WIDER
A DSGE Model of Energy Efficiency with Vintage Capital in Chinese Industry
By Le Tang; Suffolk University
presented by: Le Tang, Suffolk University
Policy Rule Regressions with Survey Data
By Leifei Lyu; Washington University in St Louis Fei Tan; Saint Louis University
presented by: Fei Tan, Saint Louis University
Dynamic Price Setting in Online Platform Markets: Evidence from High-Frequency Data
By Justin Leung; Chinese University of Hong Kong Siu Fai Leung; Hong Kong University of Science and Technology Ying Zhou; City University of Hong Kong
presented by: Ying Zhou, City University of Hong Kong
Estimating the Macroeconomic Costs of Power Outages in South Africa
By Richard Kima; UNU-WIDER
presented by: Richard Kima, UNU-WIDER
Session ID 7: Invited Session: Applied Microeconometrics and Chinese Economy (In Chinese) June 7, 2024 15:15 to 16:45 Location: ECON BLDG, N203
Session Chair: Pingfang Zhu, Shanghai Academy of Social Sciences
Export VAT Rebate, Competitive Strategy, and Export Stability
By Lan Yang; Southwestern University of Finance and Economics
presented by: Lan Yang, Southwestern University of Finance and Economics
Road Connectivity and Spatial Price Co-movement: Evidence from China's Vegetable Wholesale Markets
By Meilin Ma; Purdue University Mingzhi (Jimmy) Xu; Peking University Kai Yang; Shanghai University of Finance and Economics Huayi Yu; Renmin University of China
presented by: Kai Yang, Shanghai University of Finance and Economics
Who Suffers from the Educational Rat Race? Evidence from Social Threshold Regression Model
By Xianbo Zhou; Lingnan College, Sun Yat-sen University Hujie Bai; Lingnan College, Sun Yat-sen University
presented by: Xianbo Zhou, Lingnan College, Sun Yat-sen University
Inequality in Income Opportunities of Rural Residents in China: A Measurement Analysis Based on Structural Causal Models
By Shunchao Fang; Shanghai Academy of Social Sciences Pingfang Zhu; Shanghai Academy of Social Sciences
presented by: Pingfang Zhu, Shanghai Academy of Social Sciences
Session ID 37: Productivity June 7, 2024 15:15 to 16:45 Location: ECON BLDG, N501
Session Chair: Man Jin, Oakland University
Productivity and Quality of Multi-product Firms
By Mauro Caselli; Università di Trento Arpita Chatterjee; University of New South Wales Shengyu Li; The University of New South Wales
presented by: Shengyu Li, The University of New South Wales
Returns to Scale, Productivity, and Markup: Revisit the Export Premium
By Xing Hu; University of Hong Kong Yating JIANG; The University of Hong Kong Hongsong Zhang; University of Hong Kong
presented by: Hongsong Zhang, University of Hong Kong
How Heterogeneous Are Productivity Gains from Exporting? A Semi-structural Approach
By Zhiyuan Chen; Renmin University of China Moyu Liao; The University of Sydney Hao Sun; Renming University of China
presented by: Moyu Liao, The University of Sydney
Estimation of University Research Spillover Effects on Firm Production
By Man Jin; Oakland University
presented by: Man Jin, Oakland University
Session ID 5: Invited Session: Asset Pricing June 8, 2024 10:15 to 11:45 Location: ECON BLDG, N203
Session Chair: Yufeng Han, University of North Carolina at Charlotte
Option Mispricing and Alpha Portfolios
By Junye Li; Fudan University
presented by: Junye Li, Fudan University
Estimating the Intertemporal Risk Return Relation Using Option Implied Expected Returns
By Guanglian Hu; University of Sydney
presented by: Guanglian Hu, University of Sydney
Option Implied Crash Index
By Junxiong Gao; Shanghai JiaoTong University Jun Pan; Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University
presented by: Junxiong Gao, Shanghai JiaoTong University
Is There a Positive Risk Premium for Idiosyncratic Volatility?
By Yufeng Han; University of North Carolina at Charlotte Weike Xu; Clemson University
presented by: Yufeng Han, University of North Carolina at Charlotte
Session ID 14: Chinese Economy I June 8, 2024 10:15 to 11:45 Location: ECON BLDG, N406
Session Chair: Pengzhan Qian, Queen Mary University of London
China's Trade Liberalization and Firm Overseas Income: Based on Innovation and Digital Transformation
By Aolin Leng; Northwestern Polytechnical University Gezhi Liu; Northwestern Polytechnical University Ting Yan; Northwestern Polytechnical University
presented by: Gezhi Liu, Northwestern Polytechnical University
The Impact Mechanism and Breakthrough Path of COVID-19 on Enterprise Financial Distress: Evidence from China
By Aolin Leng; Northwestern Polytechnical University Yanbing Sun; Northwestern Polytechnical University
presented by: Yanbing Sun, Northwestern Polytechnical University
Protection or Harm? Impact of Technical Barriers to Trade (TBTs) on Importing Firms
By Jianyang Wang; Cardiff Business School
presented by: Jianyang Wang, Cardiff Business School
What Drives the Decline in Female Labor Supply in Urban China
By Pengzhan Qian; Queen Mary University of London
presented by: Pengzhan Qian, Queen Mary University of London
Session ID 24: Environmental Economics June 8, 2024 10:15 to 11:45 Location: ECON BLDG, N501
Session Chair: Yi Huang, Nanjing Audit University
Does the Establishment of Ecological Function Zones Reduce Carbon-Dioxide Emission? Evidence from County-Level Data
By Chao Yang; Shanghai University of Finance&Economics
presented by: Chao Yang, Shanghai University of Finance&Economics
Innovation and Environmental Protection: An EU Perspective
By Cong Wang; Macquarie University
presented by: Cong Wang, Macquarie University
"What's Your Shape?" a Data-Driven Approach to Estimating the Environmental Kuznets Curve
By Antonio Francesco Gravina; University of Palermo Matteo Lanzafame; Asian Development Bank
presented by: Matteo Lanzafame, Asian Development Bank
Riding the Waves of Frequent Floods with Regularly Updated Beliefs: Evidence from Flood Insurance
By Yi Huang; Nanjing Audit University
presented by: Yi Huang, Nanjing Audit University
Session ID 31: Nonlinear Models June 8, 2024 10:15 to 11:45 Location: ECON BLDG, N308
Session Chair: Haiqi Li, Hunan University
Threshold Investment Regression with Errors-in-Variables: Estimation and Empirical
By Yiguo Sun; UNIVERSITY OF GUELPH
presented by: Yiguo Sun, UNIVERSITY OF GUELPH
Asymptotic Properties of Approximate Maximum Likelihood Estimator in Markov-Switching State-Space Models
By Chaojun Li; East China Normal University
presented by: Chaojun Li, East China Normal University
Adaptive Shrinkage Estimation of High-Dimensional Moment Condition Models with Smooth Structural Changes
By Haiqi Li; Hunan University
presented by: Haiqi Li, Hunan University
Session ID 48: Panel Data Methods II June 8, 2024 10:15 to 11:45 Location: ECON BLDG, N302
Session Chair: Xieer Dai, Shenzhen University
GMM Estimation of Dynamic Panel Data Models with Invalid Moment Conditions—the Sparse Group Lasso Approach
By Mingmei Xiao; University of Cambridge
presented by: Mingmei Xiao, University of Cambridge
Debiased Inference for Dynamic Nonlinear Models with Two-way Fixed Effects
By Xuan Leng; Xiamen University Jiaming Mao; Xiamen University Yutao Sun; Dongbei University of Finance and Economics
presented by: Yutao Sun, Dongbei University of Finance and Economics
Nickell Meets Stambaugh: A Tale of Two Biases
By Chengwang Liao; The Chinese University of Hong Kong Ziwei Mei; The Chinese University of Hong Kong Zhentao Shi; The Chinese University of Hong Kong
presented by: Zhentao Shi, The Chinese University of Hong Kong
Testing Non-Stationarity of Heterogeneous Spatial Panels
By Xieer Dai; Shenzhen University
presented by: Xieer Dai, Shenzhen University
Session ID 51: High-Dimensional Models June 8, 2024 10:15 to 11:45 Location: ECON BLDG, N301
Session Chair: Xiaoyan Zhou, Purdue University
On Structurally Grouped Approximate Factor Models
By Yundong Tu; Guanghua School of Management , Peking U Baiqing Wang; Peking University
presented by: Baiqing Wang, Peking University
Robust Testing in High Dimensional Linear Models
By Qu Feng; Nanyang Technological University, Singapore Sombut Jaidee; Nanyang Technological University Guangming Pan; Nanyang Technological University Wenjun Zhu; Nanyang Technological University
presented by: Sombut Jaidee, Nanyang Technological University
Identification-Robust Inference for the LATE with High-Dimensional Covariates
By Yukun Ma; Vanderbilt University
presented by: Yukun Ma, Vanderbilt University
Heterogeneous Selection of Spillover Channels among U.S. Metropolitan Housing Markets Based on Group LASSO Shrinkage
By Xiaoyan Zhou; Purdue University
presented by: Xiaoyan Zhou, Purdue University
Session ID 61: Forecasting I June 8, 2024 10:15 to 11:45 Location: ECON BLDG, N401
Session Chair: Matias Pacce, Banco de España
Forecasting Interest Rates with Shifting Endpoints: The Role of the Functional Demographic Age Distribution
By Jiazi Chen; National University of Singapore Chongqing Research Institute Zhiwu Hong; China University of Political Science and Law Linlin Niu; Xiamen University
presented by: Jiazi Chen, National University of Singapore Chongqing Research Institute
Taking Advantage of Biased Proxies for Forecast Evaluation
By Giuseppe Buccheri; University of Verona Roberto Renò; ESSEC Business School Giorgio Vocalelli; University of Verona
presented by: Roberto Renò, ESSEC Business School
Short-Term Real-Time Forecasting during Turbulent Times. A Model for the Spanish GDP after the Pandemic
By Ana Gomez-Loscos; Bank of Spain Miguel Gonzalez Simon; Bank of Spain Matias Pacce; Banco de España
presented by: Matias Pacce, Banco de España
Session ID 67: Volatility Modeling and Estimation June 8, 2024 10:15 to 11:45 Location: ECON BLDG, N118
Session Chair: Xia Zou, Vrije University Amsterdam
Volatility Prediction under Misspecification
By Guangyuan Ji; BI Norwegian business school Genaro Sucarrat; BI Norwegian Business School
presented by: Guangyuan Ji, BI Norwegian business school
Market Making of Options via Reinforcement Learning
By Zhou Fang; University of Texas Haiqing Xu; University of Texas
presented by: Haiqing Xu, University of Texas
Enhanced Spot Volatility Forecasting with a Novel Cubic Spline-based Model
By Jia Li; Singapore Management University Yue Qiu; Finance School, Shanghai University of International Business and Economics Tian Xie; Shanghai University of Finance and Economics
presented by: Yue Qiu, Finance School, Shanghai University of International Business and Economics
Implied Volatility Surface Dynamics: From Parameter-Driven to Observation-Driven Models and Beyond
By André Lucas; Vrije Universiteit Amsterdam Yicong Lin; Vrije Universiteit Amsterdam Xia Zou; Vrije University Amsterdam
presented by: Xia Zou, Vrije University Amsterdam
Session ID 87: Factor Model June 8, 2024 10:15 to 11:45 Location: ECON BLDG, N303
Session Chair: Sinian Zheng, University College Dublin
Time-Varying Factor Selection: A Sparse Fused GMM Approach
By Liyuan Cui; City University of Hong Kong Guanhao Feng; City University of Hong Kong Yongmiao Hong; Chinese Academy of Sciences Jiangshan Yang; City University of Hong Kong
presented by: Jiangshan Yang, City University of Hong Kong
Consistent Factor Estimation and Forecasting in Factor-Augmented VAR Models
By John Chao; University of Maryland Kaiwen Qiu; Rutgers University Norman Swanson; Rutgers University
presented by: Kaiwen Qiu, Rutgers University
Factor Augmented Forecasting Subject to Structural Breaks in the Factor Structure
By Xu Han; City University of Hong Kong Zeyu Zhong; Monash University
presented by: Zeyu Zhong, Monash University
Empirical Research on ESG Factor-Optimized Asset Pricing and Multifactor Models
By Sinian Zheng; University College Dublin Alessia Paccagnini; University College Dublin Valerio Poti; University College Dublin
presented by: Sinian Zheng, University College Dublin
Session ID 4: Invited Session: Applied Macroeconomics June 8, 2024 13:15 to 14:45 Location: ECON BLDG, N203
Session Chair: Ping Wang, Washington University in St. Louis
Marketization as an Automatic Stabilizer under Balanced-Budget Income Taxation
By Leo C.H. Lam; Washington University in St. Louis Jianpo Xue; Xiamen University Chong Yip; Taiwan Tsing Hua University
presented by: Chong Yip, Taiwan Tsing Hua University
Large Multiproduct Firms in a Dynamic Aggregate Model
By Diyue Guo; Xiamen University Shen Hui; The Chinese University of Hong Kong, Shenzhen
presented by: Diyue Guo, Xiamen University
Habit Formation and News-driven Business Cycles
By Fengqi Liu; Nankai University Keqing Liu; Xiamen University Jianpo Xue; Xiamen University
presented by: Jianpo Xue, Xiamen University
When to Bear? Ben-Porath Meets Heckman and Walker
By Helu Jiang; Shanghai University of Finance and Economics Hsien-Ming Lien; Cheng-Chi University Ping Wang; Washington University in St. Louis Yin-Chi Wang; Taipei University
presented by: Ping Wang, Washington University in St. Louis
Session ID 13: Semiparametric and Nonparametric Methods June 8, 2024 13:15 to 14:45 Location: ECON BLDG, N308
Session Chair: Cash Hao Looi, Monash University
Counterfactual Analysis for Semiparametric Panel Multinomial Choice Models
By Yan Liu; Boston University
presented by: Yan Liu, Boston University
Who Is Most Affected by Soda Taxes? Evidence from Purchases At-Home and Away-from-Home
By Xirong Lin; Emmanuel College
presented by: Xirong Lin, Emmanuel College
Estimation of a Jump Discontinuity in Additive Regression
By Carlos Martins-Filho; University of Colorado-Boulder Sihong Xie; Seattle University, USA
presented by: Sihong Xie, Seattle University, USA
Measuring Subjective Housing Affordability: A Bayesian Nonparametric Approach
By Cash Hao Looi; Monash University Catherine Forbes; Monash University
presented by: Cash Hao Looi, Monash University
Session ID 59: Forecasting II June 8, 2024 13:15 to 14:45 Location: ECON BLDG, N401
Session Chair: Jihyun Kim, Sungkyunkwan University
Forecasting EU ETS Prices with Mixed Frequency Data: An Approach Using Generative Adversarial Networks and Interpretable Deep Learning
By Dinggao Liu; Fujian Agriculture and Forestry University kaijie Chen; Fuzhou University
presented by: Dinggao Liu, Fujian Agriculture and Forestry University
Weathering the Storm: Predicting Coal Portfolio Returns with Extreme Weather Variables
By Sam Pybis; Manchester Metropolitan University Lotanna Emediegwu; Manchester Metropolitan University
presented by: Lotanna Emediegwu, Manchester Metropolitan University
Forecasting Realized Volatility: A Hybrid Model Integrating BiLSTM with HAR-type Models
By Sherry Luo; Xi'an Jiaotong-Liverpool University Marwan Izzeldin; Lancaster University
presented by: Sherry Luo, Xi'an Jiaotong-Liverpool University
Stationary Ultra Long Run Component
By christian Gourieroux; University of Toronto and CREST Jihyun Kim; Sungkyunkwan University Nour Meddahi; Toulouse School of Economics
presented by: Jihyun Kim, Sungkyunkwan University
Session ID 69: Financial Econometrics I June 8, 2024 13:15 to 14:45 Location: ECON BLDG, N301
Session Chair: Yixiao Jiang, Western New England University
Central Bank Communication Lead CDS Spreads
By Jian Li; Dongbei University of Finance and Economics Mingyu Liu; Dongbei University of Finance & Economics
presented by: Mingyu Liu, Dongbei University of Finance & Economics
Financial Contagion among the GSIBs and Regulatory Interventions
By Jennifer Lai; Guangdong University of Foreign Studies Paul McNelis; Fordham University
presented by: Paul McNelis, Fordham University
Measuring Systemic Risk in Asian Foreign Exchange Markets
By Juan Lin; Xiamen University
presented by: Juan Lin, Xiamen University
A Closer Look at Credit Rating Bias: A Synthetic Control Analysis on Moody's IPO
By Yixiao Jiang; Western New England University
presented by: Yixiao Jiang, Western New England University
Session ID 73: Financial Governance June 8, 2024 13:15 to 14:45 Location: ECON BLDG, N118
Session Chair: Shaokai Ding, Jinan University
Mining Shocks, Blockchain Security, and the Value of Bitcoin
By Soeren Karau; Deutsche Bundesbank Emanuel Moench; Frankfurt School of Finance and Management gGmbH
presented by: Emanuel Moench, Frankfurt School of Finance and Manageme
Robust Financial Governance and Within-Firm Income Inequality
By Jiangmin Xu; Guanghua School of Management, Peking University Cai Heng; Peking University
presented by: Cai Heng, Peking University
The Short- and Long-Run Cyclical Variation of the Cross-Asset Nexus: MIDAS Evidence on Financial and 'Financialised' Assets
By Menelaos Karanasos; brunel university london Jiaying Wu; Queen Mary University of London Stavroula Yfanti; Queen Mary University of London
presented by: Jiaying Wu, Queen Mary University of London
Salience Theory in Cryptocurrency Returns and Trading Volume: Empirical Evidence
By Shaokai Ding; Jinan University Bin Mo; Guangzhou University He Nie; Wuhan University
presented by: Shaokai Ding, Jinan University
Session ID 78: Macroeconometrics I June 8, 2024 13:15 to 14:45 Location: ECON BLDG, N303
Session Chair: Xu Han, City University of Hong Kong
Do Entrepreneurial Risk Shocks Affect Financial Acceleration Asymmetry between SOEs and PEs?
By Xin Zheng; Beijing Institute of Technology
presented by: Xin Zheng, Beijing Institute of Technology
Sovereign Default and Labor Market Dynamics
By Siming Liu; Binghamton University Hewei Shen; University of Oklahoma
presented by: Hewei Shen, University of Oklahoma
Inflation Target at Risk: A Time-Varying Parameter Distributional Regression
By Yunyun Wang; Monash University Tatsushi Oka; Keio University Dan Zhu; Monash University
presented by: Yunyun Wang, Monash University
Global Identification, Estimation and Inference of Structural Impulse Response Functions in Factor Models: A Unified Framework
By Xu Han; City University of Hong Kong
presented by: Xu Han, City University of Hong Kong
Session ID 86: Economic Growth June 8, 2024 13:15 to 14:45 Location: ECON BLDG, N501
Session Chair: Olga Goldfayn-Frank, German Bundesbank
Moving Away for Growth or from Uncertainty?
By Mircea Epure; Universitat Pompeu Fabra Feng Zhou; Toulouse Business School
presented by: Feng Zhou, Toulouse Business School
Frontier Academic Research in the North and the Effect on Technological Progress in the South: The Role of International Student Flows
By Thanh Le; University Of Wollongong
presented by: Thanh Le, University Of Wollongong
Guanxi and Innovation: How Banking Relationships Shape Non-Technological Change in China's SMEs
By Marina Glushenkova; Nottingham University Business School China
presented by: Marina Glushenkova, Nottingham University Business School China
Do Recessions Slow Technology Growth? Evidence from the Firm Level
By Michaela Elfsbacka Schmöller; Bank of Finland Olga Goldfayn-Frank; German Bundesbank Tobias Schmidt; Deutsche Bundesbank
presented by: Olga Goldfayn-Frank, German Bundesbank
Session ID 92: Chinese Economy II June 8, 2024 13:15 to 14:45 Location: ECON BLDG, N406
Session Chair: Shuyang Wen, Southwestern Univ. of Finance & Economics
China's Intellectual-property Supply Chain and Evidence of Under-reported U.S. to Tax Haven Transactions
By Xuerui Kou; University of Nebraska - Lincoln
presented by: Xuerui Kou, University of Nebraska - Lincoln
Objective and Subjective Health on the Marginal Income Based on State Dependence Utility
By Chen Wang; Beijing Normal University
presented by: Chen Wang, Beijing Normal University
Private Shareholder-Appointed Directors and Investment Chances and Efficiency in Mixed Ownership Enterprises
By Yan Wang; Guangdong University of Foreign Studies Yunlang Xie; Guangdong University of Foreign Studies Jie Nian; Guangdong University of Foreign Studies
presented by: Yunlang Xie, Guangdong University of Foreign Studies
Building Hope for the Poor
By Sen Xue; Jinan University
presented by: Shuyang Wen, Southwestern Univ. of Finance & Economics
Session ID 27: Optimal Transport and Testing June 8, 2024 13:15 to 14:45 Location: ECON BLDG, N302
Session Chair: Young Jun Lee, Korea Institute for International Economic Policy
A Consistent Specification Test for Expectile Models
By Xiaojun Song; Peking University Zixin Yang; Peking University
presented by: Zixin Yang, Peking University
Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport
By Gaoqian Xu; University of Washington
presented by: Gaoqian Xu, University of Washington
Nonparametric Tests for Equality of Conditional Distributions
By Xingyu Li; Peking University Xiaojun Song; Peking University Zhenting Sun; Peking University
presented by: Xingyu Li, Peking University
Semi-nonparametric Models of Multidimensional Matching: An Optimal Transport Approach
By Dongwoo Kim; Simon Fraser University Young Jun Lee; Korea Institute for International Economic Policy
presented by: Young Jun Lee, Korea Institute for International Economic Policy
Session ID 18: Causal Inference June 9, 2024 10:15 to 11:45 Location: ECON BLDG, N302
Session Chair: Shuo Jiang, Xiamen University
Causal Inference for High-Dimensional Generalized Linear Model with Binary Outcomes
By Jing Kong; University of Southern California
presented by: Jing Kong, University of Southern California
Kinks Know More: Policy Evaluation beyond Bunching with an Application to Solar Subsidies
By Stefan Pollinger; Sciences Po
presented by: Stefan Pollinger, Sciences Po
Identification and Estimation of Treatment Effects Using Instrumental Variable without Exclusion Restriction
By Jin-Young Choi; Hankuk University of Foreign Studies Shuo Jiang; Xiamen University Arthur Lewbel; Boston College
presented by: Shuo Jiang, Xiamen University
Session ID 25: Chinese Society II June 9, 2024 10:15 to 11:45 Location: ECON BLDG, N406
Session Chair: Meiping (Aggie) Sun, Fordham University
Leader Biases and Growth: Evidence from China
By Justin Jihao Hong; Boston University Yuheng Zhao; Renmin University of China
presented by: Justin Jihao Hong, Boston University
Unexpected Enlightenment: The Daughter Effect through the One-Child Policy in China
By Lei Meng; Xiamen University
presented by: Lei Meng, Xiamen University
The Supply Side Effects of Long-Term Care Insurance in China
By Yu Chen; Shanghai University of Fianance and Economics Feng Huang; Shanghai University of Finance and Economics Shilong Sun; University of Wisconsin
presented by: Yu Chen, Shanghai University of Fianance and Economics
Long-Term Impacts of Growth and Development Monitoring: Evidence from China
By Meiping (Aggie) Sun; Fordham University Yinhe Liang; Central University of Finance and Economics Xiaobo Peng; Central University of Finance and Economics
presented by: Meiping (Aggie) Sun, Fordham University
Session ID 36: Empirical IO Applications I June 9, 2024 10:15 to 11:45 Location: ECON BLDG, N501
Session Chair: Ning Jia, Vrije University Amsterdam
Does It Pay to Be a Reputable Company? Insights from the Instant Noodles Market
By Youngjin Hong; Sogang University In Kyung Kim; Sogang University Kyoo il Kim; Michigan State University
presented by: Youngjin Hong, Sogang University
Competitive Effects of Vertical Integration with Foreclosure: Evidence from the Chinese Electric Vehicle and Power Battery Industries
By Yunyi Hu; Shanghai Jiao Tong University Junji Xiao; Lingnan University
presented by: Junji Xiao, Lingnan University
Product Offering and Capacity Constraint in Healthcare: Evidence from Dialysis Industry
By Dan Jia; Beijing Normal University Pai Xu; University of Hong Kong
presented by: Dan Jia, Beijing Normal University
Borrowing Constraints and Buy-to-Let Investment: An Assignment Model and Empirical Evidence
By Jan Rouwendal; Vrije Universiteit Amsterdam Florian Sniekers; Tilburg University Ning Jia; Vrije University Amsterdam
presented by: Ning Jia, Vrije University Amsterdam
Session ID 60: Forecasting III June 9, 2024 10:15 to 11:45 Location: ECON BLDG, N401
Session Chair: Naijing Huang, Central University of Finance and Economics
G20 Inflation Forecasting: Sparsity through DTW Clustering and the Dual Lens of Local and Global Data
By Utkarsh Kumar; IIT Kanpur Wasim Ahmad; Indian Institute of Technology Kanpur
presented by: Utkarsh Kumar, IIT Kanpur
Inflation Targeting and Exchange Rate Predictability in Emerging and Low-Income Economies
By Wenjiao Hu; Hitotsubashi University
presented by: Wenjiao Hu, Hitotsubashi University
Smooth Forecast Reconciliation
By Sakai Ando; IMF
presented by: Sakai Ando, IMF
Forecasting Inflation Rates: A Large Panel Micro-Level Data Approach
By Yongmiao Hong; University of Chinese Academy of Sciences Naijing Huang; Central University of Finance and Economics Yicheng Wang; Peking University
presented by: Naijing Huang, Central University of Finance and Economics
Session ID 66: Empirical Finance III June 9, 2024 10:15 to 11:45 Location: ECON BLDG, N308
Session Chair: Rongrong Sun, University of Dundee
Interactive Investor Platform and Corporate Violations: Evidence from China's Hudongyi Platform
By Peter Chen; Hong Kong University of Science and Technology
presented by: Peter Chen, Hong Kong University of Science and Technology
Who Value ESG More: Retail or Institutional Investors?
By Chaojie Liu; University of Bristol Siwen Hao; Central South University of Forestry and Technology Manuela Pedio; University of Bristol and Bocconi University
presented by: Chaojie Liu, University of Bristol
On the Time-varying Stock-Bond Correlation: Deciphering Heterogeneous Expectations
By Jintao Du; City University of Hong Kong
presented by: Jintao Du, City University of Hong Kong
Self-Employment, Credit Demand and Credit Constraints: Evidence from China
By Jan Klingelhöfer; Henan University Rongrong Sun; University of Dundee
presented by: Rongrong Sun, University of Dundee
Session ID 79: Macroeconometrics II June 9, 2024 10:15 to 11:45 Location: ECON BLDG, N303
Session Chair: Yifei Lyu, Renmin University of China
Misspecification and Weak Identification in Forward-Looking Macroeconomic Models
By Haobai Guo; University of Amsterdam Frank Kleibergen; University of Amsterdam Sophocles Mavroeidis; Oxford University
presented by: Haobai Guo, University of Amsterdam
A New Particle Filter for Nonlinear Dynamic Stochastic General Equilibrium Models
By Taosong Deng; Hunan University Zhongjun Qu; Boston University
presented by: Taosong Deng, Hunan University
Mortality and Macro-economic Conditions: A Mixed-frequency FAVAR Approach
By Jianjie Shi; Monash University Dan Zhu; Monash University Catherine Forbes; Monash University
presented by: Jianjie Shi, Monash University
Disentangling the Effects of Oil Market Shocks
By Yifei Lyu; Renmin University of China
presented by: Yifei Lyu, Renmin University of China
Session ID 70: Financial Econometrics II June 9, 2024 10:15 to 11:45 Location: ECON BLDG, N301
Session Chair: Jinghao Kang, Southwestern University of Finance and Economics
Bubbles Talk: Narrative Augmented Bubble Prediction
By Yuting Chen; University College Dublin Don Bredin; University College of Dublin Valerio Poti; University College Dublin
presented by: Yuting Chen, University College Dublin
Diffusive and Jump Risk Premium in China: The Role of Trading Mechanisms
By Shuyuan Qi; Central University of Finance and Economics Xiaoman Su; HengFeng Bank
presented by: Shuyuan Qi, Central University of Finance and Economics
Modeling VIX Series Regimes and Pricing VIX Futures under Markov-Switching Framework
By Fangsheng Yin; Shandong University of Finance and Economics Yiling You; UIBE Tianyi Wang; UIBE Mei Yu; UIBE
presented by: Fangsheng Yin, Shandong University of Finance and Economics
Realized GAS-ARCD Models: A Class of Multivariate Score-Driven Time Series Models with Dynamic Shape
By Jinghao Kang; Southwestern University of Finance and Economics Wanbo Lu; Southwestern University of Finance and Economics Kris Boudt; Vrije Universiteit Brussel
presented by: Jinghao Kang, Southwestern University of Finance and Economics
Session ID 81: Monetary Policy I June 9, 2024 10:15 to 11:45 Location: ECON BLDG, N203
Session Chair: Fan Dora Xia, Bank for International Settlements
Relationship Lending and Monetary Policy Pass-Through
By Jin Cao; Norges Bank Pierre Dubuis; University of Zurich Karolis Liaudinskas; Norges Bank
presented by: Jin Cao, Norges Bank
Monetary Policy, Real Cost Channel, and Expectations-Driven Liquidity Traps
By He Nie; Wuhan University
presented by: He Nie, Wuhan University
Systemic Risk Implications of Monetary Policies: A Functional Local Projection Analysis
By Yuan Meng; University of Nottingham Ningbo China Yifei Cao; University of Nottingham Ningbo China Chew Chua; Uni. Nottingham Jenyu Chou; University of Nottingham Ningbo China
presented by: Yuan Meng, University of Nottingham Ningbo China
The Term Structure of Inflation Forecasts Disagreement and Monetary Policy Transmission
By Fan Dora Xia; Bank for International Settlements Xingyu Sonya Zhu; Bank for International Settlements
presented by: Fan Dora Xia, Bank for International Settlements
Session ID 32: Endogeneity and GMM June 9, 2024 13:15 to 14:45 Location: ECON BLDG, N302
Session Chair: Zhan Gao, University of Southern California
Fast and Stable Estimation for Structural Breaks Models with Endogenous Regressors
By Chuang Wan; Nankai University Changwei Zhao; Xiamen University Wei Zhong; Xiamen University Wenyang Zhang; University of Macau
presented by: Changwei Zhao, Xiamen University
Plausible GMM via Avenue Bayes
By Victor Chernozhukov; Massachusetts Institute of Technology Christian B Hansen; University of Chicago Lingwei Kong; University of Groningen Weining Wang; University of Groningen
presented by: Lingwei Kong, University of Groningen
Testing Endogeneity with Many Endogenous Variables
By Zhenhong Huang; The University of Hong Kong Chen Wang; University of Hong Kong Jeff Yao; The Chinese University of Hong Kong (Shenzhen),
presented by: Zhenhong Huang, The University of Hong Kong
Generalized Method of Moments with Grouped Heterogeneous Validity of Moment Conditions in Panel Data Models
By Zhan Gao; University of Southern California
presented by: Zhan Gao, University of Southern California
Session ID 44: Human Development June 9, 2024 13:15 to 14:45 Location: ECON BLDG, N406
Session Chair: Keyu Guo, Monash University
Causal Impact of Noncognitive Abilities on Cognitive Abilities: Evidence From India
By Vanshika Chaudhary; IIM Indore
presented by: Vanshika Chaudhary, Indian Institute of Management Indore
Nonlinear Relationship between the Number of Children and Late-Life Cognition
By Yuting Bai; Hunan University Shiko Maruyama; Jinan University Si Wang; Hunan University
presented by: Yuting Bai, Hunan University
Who Benefits from Single-Sex Schooling? Evidence on Mental Health, Peer Relationships, and Academic Achievements
By Dain Jung; Liaoning University Jun Hyung Kim; Korea Advanced Institute of Science and Technology Do Won Kwak; Korea University
presented by: Jun Hyung Kim, Korea Advanced Institute of Science and Technology
Early Childhood Education, Parent Social Networks, and Child Development
By Keyu Guo; Monash University Asad Islam; Monash University John List; University of Chicago Michael Vlassopoulos; University of Southampton Yves Zenou; Monash University
presented by: Keyu Guo, Monash University
Session ID 74: Empirical Finance IV June 9, 2024 13:15 to 14:45 Location: ECON BLDG, N308
Session Chair: Lanxin Lu, Michael Smurfit Business School, University College Dublin
Macro Risk Premiums and Stock Returns: An Open Economy DSGE Approach
By Zongxin Qian; Renmin University of China Penglu Fu; Renmin University of China You Wu; HeHe Asset management, Shanghai, China
presented by: Penglu Fu, Renmin University of China
Idiosyncratic Cash Flow Volatility and Expected Stock Returns
By Yulong Sun; University of Science and Technology of China
presented by: Yulong Sun, University of Science and Technology of China
Approaching the Mean-Variance Efficiency in a High Dimension: Which Firm Characteristics Matter?
By Bin Luo; Southern University of Science and Technology Ti Zhou; Southern University of Science and Technology
presented by: Bin Luo, Southern University of Science and Technology
A Direct Optimal Portfolio Construction Method Relying on Image Processing Technique
By Lanxin Lu; Michael Smurfit Business School, University College Dublin Yingjie Niu; University College Dublin Ruihai Dong; University College Dublin Valerio Poti; University College Dublin
presented by: Lanxin Lu, Michael Smurfit Business School, University College Dublin
Session ID 82: Time Series Econometrics II June 9, 2024 13:15 to 14:45 Location: ECON BLDG, N303
Session Chair: Jooyoung Cha, Vanderbilt University
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network
By Xiyuan Liu; Tsinghua University
presented by: Xiyuan Liu, Tsinghua University
Construction and Application of Quantile Factor Augmented Quantile Regression Neural Network Model
By Yuting Huang; Lanzhou University of Finance and Economics Hengjun Huang; Lanzhou University of Finance and Economics Deyin Fu; China University of Labor Relations
presented by: Yuting Huang, Lanzhou University of Finance and Economics
Testing for Serial Correlation of Unknown Form in High-Dimensional Functional Time Series
By Yongmiao Hong; Chinese Academy of Sciences Weichao Xu; Xiamen University
presented by: Weichao Xu, Xiamen University
Beyond Sparsity: Local Projections Inference with High-Dimensional Covariates
By Jooyoung Cha; Vanderbilt University
presented by: Jooyoung Cha, Vanderbilt University
Session ID 84: Monetary Policy II June 9, 2024 13:15 to 14:45 Location: ECON BLDG, N203
Session Chair: Makram El-Shagi, Henan University
State-Dependent Pricing of Monetary Policy Nonlinearities and Inflation Risk for China
By Qiang Xiao; Lanzhou University of Finance and Economics Honghong Cao; Lanzhou University of Finance and Economics
presented by: Honghong Cao, Lanzhou University of Finance and Economics
Accuracy Matters: News Perception and Monetary Policy Effects on Inflation Expectations
By Jaemin Jeong; Yonsei University Eunseong Ma; Yonsei University Choongryul Yang; Federal Reserve Board
presented by: Jaemin Jeong, Yonsei University
Unconventional Monetary Policy and the U.S. Firm Stock Prices: The Information Effect Revisited
By John Rogers; Fudan University Wenbin Wu; Fudan University Juanyi Xu; Hong Kong Univ. of Science and Technology Jingbo Yao; Hong Kong university of science and technology
presented by: Jingbo Yao, Hong Kong university of science and technology
Does the Fed Adhere to its Mandate - Estimating the Federal Reserve's Objective Function
By Makram El-Shagi; Henan University
presented by: Makram El-Shagi, Henan University
Session ID 90: Stochastic Volatility and High Frequency Data June 9, 2024 13:15 to 14:45 Location: ECON BLDG, N301
Session Chair: Wenhao Cui, Beihang University
Method of Moments Estimation for Affine Stochastic Volatility Models
By Yanfeng Wu; Fudan University Xiangyu Yang; Shandong University Jianqiang Hu; Fudan University
presented by: Yanfeng Wu, Fudan University
Nonlinear Realized Regression
By JIandong Wang; Beihang University
presented by: JIandong Wang, Beihang University
Uncovering the Asymmetric Information Content of High-Frequency Options
By Lykourgos Alexiou; University of Liverpool Management School Mattia Bevilacqua; University of Liverpool Rodrigo Hizmeri; University of Liverpool Management School
presented by: Mattia Bevilacqua, University of Liverpool
Nonparametric Estimation for High-Frequency Data Incorporating Trading Information
By Wenhao Cui; Beihang University Jie Hu; School of Economics and Management, Beihang University Jiandong Wang; Beihang University
presented by: Wenhao Cui, Beihang University
Session ID 40: Empirical IO Applications II June 9, 2024 13:15 to 14:45 Location: ECON BLDG, N501
Session Chair: Pai Xu, University of Hong Kong
Market Power and Political Connections
By Yameng Fan; Universitat Pompeu Fabra Feng Zhou; Toulouse Business School
presented by: Yameng Fan, Universitat Pompeu Fabra
Price Discrimination and the Backhaul Problem in E-commerce Delivery: Theory and Evidence from China
By Chunmian Ge; South China University of Technology Hanwei Huang; City University of Hong Kong, CEP Chang Liu; City University of Hong Kong Wenji Xu; City University of Hong Kong
presented by: Chang Liu, City University of Hong Kong
Price Discrimination and Adverse Selection in the U.S. Mortgage Market
By Hannah Huihan Zhang; Boston University
presented by: Hannah Huihan Zhang, Boston University
Navigating Hospital Revenue Shocks: The Role of Technology Adoption
By Dan Jia; Beijing Normal University Pai Xu; University of Hong Kong
presented by: Pai Xu, University of Hong Kong
Session ID 53: Empirical Macroeconomics IV June 9, 2024 13:15 to 14:45 Location: ECON BLDG, N401
Session Chair: Liang Hu, Wayne State University
The Nature of Civic Mobilization on Economic Growth
By Di Sima; Nanjing Audit University Fali Huang; Singapore Management University
presented by: Di Sima, Nanjing Audit University
Nonlinear Dependence and Portfolio Decisions
By Wei Jiang; The Hong Kong University of Science and Technology Shize Li; Hong Kong University of Science and Technology Jialu Shen; University of Missouri
presented by: Shize Li, Hong Kong University of Science and Technology
Influence of the Post-1994 Fiscal Structure on China's Urban-Rural Income Gap
By Yidan Liu; Shanghai Business School
presented by: Yidan Liu, Shanghai Business School
A Comparison of Long Memory and Regime Switching Models of Exchange Rates
By John Breen; Wayne State University Liang Hu; Wayne State University
presented by: Liang Hu, Wayne State University
Session ID 10: Asian Economy and Immigrants June 9, 2024 15:15 to 16:45 Location: ECON BLDG, N501
Session Chair: Kevin Pineda-Hernández, Université libre de Bruxelles
The Mediating Role of Corporate Borrowings in the Nexus between Financial Inclusion and Performance of ICT Firms: New Insights from Vietnam
By Mai Vu; Foreign Trade University
presented by: Mai Vu, Foreign Trade University
Gauging Growth Risk in an International Financial Centre: Some Evidence from Singapore
By Hwee Kwan Chow; Singapore Management University
presented by: Hwee Kwan Chow, Singapore Management University
Moving up the Social Ladder? Wages of First- and Second-Generation Immigrants from Developing Countries
By Kevin Pineda-Hernández; Université libre de Bruxelles
presented by: Kevin Pineda-Hernández, Université libre de Bruxelles
Session ID 45: Health June 9, 2024 15:15 to 16:45 Location: ECON BLDG, N406
Session Chair: Wei Fu, University of Louisville
Endogenous Mobility in Pandemics: Theory and Evidence from the United States
By Xiao Chen; University of International Business and Economics Hanwei Huang; City University of Hong Kong, CEP Jiandong Ju; Tsinghua University Ruoyan Sun; the University of Alabama at Birmingham Jialiang Zhang; Central University of Finance and Economics
presented by: Hanwei Huang, City University of Hong Kong, CEP
Effects of Residential Relocation and Built Environment Change on Subjective Well-being
By Jerry Chen; University of Cambridge Li Wan; University of Cambridge
presented by: Jerry Chen, University of Cambridge
Rational Ignorance? Behavioral Responses to the Guidelines on Weight Gain during Pregnancy
By Vidhura Tennekoon; Indiana University Indianapolis
presented by: Vidhura Tennekoon, Indiana University Indianapolis
From Syringes to Dishes: Improving Food Security through Vaccination
By Wei Fu; University of Louisville
presented by: Wei Fu, University of Louisville
Session ID 58: Inflation June 9, 2024 15:15 to 16:45 Location: ECON BLDG, N203
Session Chair: Suppaleuk Sarpphaitoon, Akita International University
Inflation Disagreements and the Transmission of Monetary Policy
By Ding Dong; The Hong Kong University of Science and Technology Zheng Liu; Federal Reserve Bank of San Francisco Pengfei Wang; Peking University Min Wei; Board of Governors of the Federal Reserve
presented by: Ding Dong, The Hong Kong University of Science and Technology
Global Monetary Policy Shocks, Financial Frictions, and Export Prices
By Yao Amber Li; Hong Kong University of Science and Tech Lingfei Lu; Hong Kong University of Science and Technology Shangjin Wei; Columbia University Jingbo Yao; Hong Kong university of science and technology
presented by: Lingfei Lu, Hong Kong University of Science and Technology
Bank Loan Reliance and Inflation Inattention
By Zhenghua Qi; Hong Kong University of Science and Techonology Tiziano Ropele; Bank of Italy
presented by: Zhenghua Qi, Hong Kong University of Science and Techonology
The Role of Public Opinion Surveys on the Effectiveness of the Central Bank Monetary Policy: A Lesson from the Japanese Quantitative and Qualitative Easing
By Suppaleuk Sarpphaitoon; Akita International University
presented by: Suppaleuk Sarpphaitoon, Akita International University
Session ID 62: Forecasting IV June 9, 2024 15:15 to 16:45 Location: ECON BLDG, N401
Session Chair: Cheng Yang, Liaoning University
Locally Stationary Diffusion Index Forecasting Model
By Wei Liu; Louisiana State University
presented by: Wei Liu, Louisiana State University
A Novel Way for Inflation Forecasting? The Case for the Close End Formulas
By Yedidya Rabinovitz; University of Warsaw
presented by: Yedidya Rabinovitz, University of Warsaw
Forecasting Loan Risk of Banks with Machine Learning in Main Street Lending Program
By qichen zhou; University of California, Riverside
presented by: Qichen Zhou, University of California, Riverside
Receiver Operating Curve Overstates the Predictive Power for Rare Events
By Kajal Lahiri; University at Albany: SUNY Cheng Yang; Liaoning University
presented by: Cheng Yang, Liaoning University
Session ID 71: Financial Econometrics III June 9, 2024 15:15 to 16:45 Location: ECON BLDG, N301
Session Chair: Chardin Wese Simen, University of Liverpool
Nexus between Financial Inclusion and Economic Activity: A Study about Traditional and Non-Traditional Financial Service Indicators Determining Financial Outreach
By Florian Gerth; Asian Institute of Management
presented by: Florian Gerth, Asian Institute of Management
How Does China's Household Portfolio Selection Vary with Financial Inclusion?
By Yong Bian; Zhejiang Gongshang University Qin Zhang; Zhejiang Gongshang University
presented by: Yong Bian, Zhejiang Gongshang University
Price Limits, Trading Suspensions, and Market Contagion: A Sample Selection Spatial Autoregressive Tobit Model
By Chengwei Tang; Xiamen University Xingbai Xu; Xiamen University Yinggang Zhou; Xiamen University
presented by: Chengwei Tang, Xiamen University
A Market-Level Tug of War: Asset Pricing on ... Days
By Ran Tao; Bristol University Chardin Wese Simen; University of Liverpool Lei Zhao; ESCP Europe
presented by: Chardin Wese Simen, University of Liverpool
Session ID 83: Time Series Econometrics III June 9, 2024 15:15 to 16:45 Location: ECON BLDG, N303
Session Chair: Mehdi Hosseinkouchack, EBS University
Robust Inference for Time-varying Predictability: A Sieve-IVX Approach
By Nan Liu; Xiamen University Yanbo Liu; Shandong University Peter Phillips; Yale University
presented by: Nan Liu, Xiamen University
A New Approach to Forecasting the Probability of Recessions after the COVID-19 Pandemic
By Salvador Ramallo; Universidad de Murcia Maximo Camacho; Universidad de Murcia Manuel Ruiz Marin; Universidad Politécnica de Cartagena
presented by: Salvador Ramallo, Universidad de Murcia
Horizon-based estimation of volatility models: Application to Hausman-type Specification Testing and Forecasting
By Ekaterina Ugulava; University of Amsterdam
presented by: Ekaterina Ugulava, University of Amsterdam
Partial Sums of Almost Overdifferenced, Near-Stationary Processes with Time-Varying Persistence and Volatility
By Matei Demetrescu; TU Dortmund University Mehdi Hosseinkouchack; EBS University
presented by: Mehdi Hosseinkouchack, EBS University
Session ID 2: Applications of Machine Learning June 9, 2024 15:15 to 16:45 Location: ECON BLDG, N308
Session Chair: Xinhao Qu, Xiamen University
A Comprehensive Machine and Deep Learning Approach for Aerosol Optical Depth Forecasting: New Evidence from the Arabian Peninsula
By Lanouar Charfeddine; Qatar University
presented by: Lanouar Charfeddine, Qatar University
Double Machine Learning for Group Based Counterfactual Analysis: Application to Poverty and Material Deprivation
By Minghai Mao; Liaoning University Antonio Raiola; University Carlos III of Madrid
presented by: Minghai Mao, Liaoning University
Ordered Correlation Forest
By Riccardo Di Francesco; University of Rome Tor Vergata
presented by: Riccardo Di Francesco, University of Rome Tor Vergata
Partial Transfer Learning for Causal Estimation Under High-Dimensional Confounding
By Xinhao Qu; Xiamen University
presented by: Xinhao Qu, Xiamen University
Session ID 11: Identification June 9, 2024 15:15 to 16:45 Location: ECON BLDG, N302
Session Chair: Dingyi Li, Cornell University
Identification and Estimation of Nonstationary Dynamic Binary Choice Models
By Cheng Chou; University of Leicester Geert Ridder; University of Southern California Ruoyao Shi; University of California Riverside
presented by: Ruoyao Shi, University of California Riverside
Signal-Based Learning Models without the Rational Expectations Assumption: Identification and Counterfactuals
By Yifan Gong; University of Nebraska-Lincoln
presented by: Yifan Gong, University of Nebraska-Lincoln
Difference-in-discontinuities Design
By Masashi Takahashi; Pennsylvania State University
presented by: Masashi Takahashi, Pennsylvania State University
Identification and Estimation of Multinomial Logit Models with Finite Mixtures
By Dingyi Li; Cornell University
presented by: Dingyi Li, Cornell University

 

This program was last updated on 2024-06-03 06:05:28 EDT