The 2024 RCEA International Conference in Economics, Econometrics, and Finance

Brunel University London UK

 

Program Notes and Index of Sessions

 

Summary of All Sessions

Click here for an index of all participants

#Date/TimeTitle/LocationPapers
1May 20, 2024
8:15-17:30
REGISTRATION

    Location: ESGW

0
2May 20, 2024
8:45-9:00
Opening: G.M. Caporale (Brunel University London) - M. Jensen (Atlanta Fed) - A. Luati (Imperial College London and University of Bologna) - C. Morana (University of Milano-Bicocca)

    Location: ESGW - Auditorium

0
3May 20, 2024
9:00-10:30
BAYESIAN ECONOMETRICS 1

    Location: LC 011/015

3
4May 20, 2024
9:00-10:30
TIME SERIES ECONOMETRICS 1: FORECASTING

    Location: LC 005/009

3
5May 20, 2024
9:00-10:30
MACHINE LEARNING 1 (Chair: Giovanni Cerulli, CNR)

    Location: LC 106

4
6May 20, 2024
9:00-10:30
RESHAPING GLOBAL VALUE CHAINS. Chair: Judith Dean (Brandeis University)

    Location: LC 108

4
7May 20, 2024
9:00-10:30
CLIMATE FINANCE

    Location: LC 109

4
8May 20, 2024
9:00-10:30
SURVEY EXPECTATIONS 1 (Chair: Matthias Hartmann, Bundesbank)

    Location: LC 110

4
9May 20, 2024
9:00-10:30
CRYPTO-ASSETS AND DARK TRADING

    Location: LC 111

4
10May 20, 2024
9:00-10:30
POPULATION

    Location: LC 112

4
11May 20, 2024
9:00-10:30
MACROECONOMIC FLUCTUATIONS

    Location: LC 113

3
12May 20, 2024
10:30-11:00
COFFEE BREAK

    Location: ESGW Atrium & ESGW 003

0
13May 20, 2024
11:00-12:00
KEYNOTE SESSION 1 (ONLINE): Sustainability in a Risky World. John Campbell (Harvard University) Chair: Gilles Chemla (Imperial College London), Guglielmo Maria Caporale (Brunel University London)

    Location: ESGW - Auditorium (Zoom Passcode: 3375742288) online [here]

0
14May 20, 2024
12:00-13:00
LUNCH BREAK

    Location: ESGW Atrium & ESGW 003

0
15May 20, 2024
13:00-14:00
KEYNOTE SESSION 2: Perceived Shocks and Impulse Responses. R. Giacomini (University College London) Chair: A. Luati (Imperial College London and University of Bologna)

    Location: ESGW - Auditorium (Zoom Passcode: 3375742288) online [here]

0
16May 20, 2024
14:00-15:00
KEYNOTE SESSION 3: Testing for Pointwise Predictive Ability G. Urga (Bayes Business School) Chair: R. Giacomini (University College London)

    Location: ESGW - Auditorium (Zoom Passcode: 3375742288) online [here]

0
17May 20, 2024
15:00-15:30
COFFEE BREAK

    Location: ESGW Atrium & ESGW 003

0
18May 20, 2024
15:30-17:00
BAYESIAN ECONOMETRICS 2

    Location: LC 011/015

3
19May 20, 2024
15:30-17:00
TIME SERIES ECONOMETRICS 2: THEORY

    Location: LC 005/009

3
20May 20, 2024
15:30-17:00
INTERNATIONAL TRADE 1

    Location: LC 106

3
21May 20, 2024
15:30-17:00
INTERNATIONAL FINANCE 1

    Location: LC 108

4
22May 20, 2024
15:30-17:00
HOUSING MARKET

    Location: LC 109

4
23May 20, 2024
15:30-17:00
MONETARY POLICY TRANSMISSION MECHANISM

    Location: LC 110

4
24May 20, 2024
15:30-17:00
INEQUALITY

    Location: LC 111

3
25May 20, 2024
15:30-17:00
ESG AND GREEN POLICY

    Location: LC 112

4
26May 20, 2024
15:30-17:00
ECONOMIC GROWTH

    Location: LC 113

4
27May 20, 2024
17:00-18:30
BAYESIAN ECONOMETRICS 3

    Location: LC 011/015

3
28May 20, 2024
17:00-18:30
TIME SERIES ECONOMETRICS: 3 VOLATILITY AND FORECASTING

    Location: LC 005/009

3
29May 20, 2024
17:00-18:30
INTERNATIONAL TRADE 2

    Location: LC 106

2
30May 20, 2024
17:00-18:30
INTERNATIONAL FINANCE 2

    Location: LC 108

3
31May 20, 2024
17:00-18:30
EMPIRICAL FINANCE

    Location: LC 109

4
32May 20, 2024
17:00-18:30
MONETARY POLICY AND REGIMES

    Location: LC 110

4
33May 20, 2024
17:00-18:30
MACRO THEORY

    Location: LC 111

4
34May 20, 2024
17:00-18:30
EURO AREA MACROECONOMIC FLUCTUATIONS

    Location: LC 112

4
35May 20, 2024
17:00-18:30
BUSINESS AND TOURISM ECONOMICS

    Location: LC 113

4
36May 20, 2024
20:00-22:00
Pub Event at Founder’s Arms London 0
37May 21, 2024
8:15-17:30
REGISTRATION

    Location: ESGW

0
38May 21, 2024
9:00-10:30
TIME SERIES ECONOMETRICS 4: MARKOV SWITCHING AND CHANGE POINT

    Location: LC 005/009

3
39May 21, 2024
9:00-10:30
CLIMATE AND ENERGY ECONOMICS AND FINANCE

    Location: LC 106

4
40May 21, 2024
9:00-10:30
POLITICAL ECONOMY 1

    Location: LC 011/015

3
41May 21, 2024
9:00-10:30
FISCAL POLICY AND PUBLIC DEBT

    Location: LC 110

4
42May 21, 2024
9:00-10:30
HEALTH

    Location: LC 111

4
43May 21, 2024
9:00-10:30
GREEN TRANSITION AND POLICIES

    Location: LC 108

4
44May 21, 2024
9:00-10:30
FORECASTING AND SIMULATION

    Location: LC 112

3
45May 21, 2024
9:00-10:30
R&D AND INNOVATION

    Location: LC 113

4
46May 21, 2024
9:00-10:30
BANKING

    Location: LC 109

4
47May 21, 2024
10:30-11:00
COFFEE BREAK

    Location: ESGW Atrium

0
48May 21, 2024
11:00-12:30
BAYESIAN ECONOMETRICS 4

    Location: LC 011/015

3
49May 21, 2024
11:00-12:30
TIME SERIES ECONOMETRICS 5: NON GAUSSIAN MODELS

    Location: LC 005/009

3
50May 21, 2024
11:00-12:30
POLITICAL ECONOMY 2

    Location: LC 106

3
51May 21, 2024
11:00-12:30
PRICES AND INFLATION

    Location: LC 108

4
52May 21, 2024
11:00-12:30
ECONOMETRICS

    Location: LC 110

4
53May 21, 2024
11:00-12:30
MACROFINANCE 1

    Location: LC 109

4
54May 21, 2024
11:00-12:30
TAXATION

    Location: LC 111

3
55May 21, 2024
11:00-12:30
LABOUR AND GENDER

    Location: LC 112

4
56May 21, 2024
11:00-12:30
MACROECONOMIC MODELS

    Location: LC 113

0
57May 21, 2024
12:30-13:30
LUNCH BREAK

    Location: ESGW Atrium

0
58May 21, 2024
13:30-14:30
KEYNOTE SESSION 4: Tradability, Productivity, and Regional Disparities: Theory and UK Evidence. Tony Venables (Oxford University) Chair: Mike Plummer (John Hopkins University)

    Location: ESWG - Auditorium (Zoom Passcode: 2800637933) online [here]

0
59May 21, 2024
14:30-15:30
KEYNOTE SESSION 5: Trust in Government and Economic Performance. Tim Besley (London School of Economics and political Science) Chair: Alessandro Riboni (Ecole Polytechnique)

    Location: ESWG Auditorium (Zoom Passcode: 2800637933) online [here]

0
60May 21, 2024
15:30-16:00
COFFEE BREAK

    Location: ESGW Atrium

0
61May 21, 2024
16:00-17:00
KEYNOTE SESSION 6: The Econometrics of Financial Duration Models. Giuseppe Cavaliere (University of Bologna and University of Exeter) Chair: Tassos Magdalinos (University of Southampton)

    Location: ESWG - Auditorium (Zoom Passcode: 2800637933) online [here]

0
62May 21, 2024
17:00-18:30
BAYESIAN ECONOMETRICS 5

    Location: LC 011/015

3
63May 21, 2024
17:00-18:30
TIME SERIES ECONOMETRICS 6: NETWORK AND MIXED FRQUENCY

    Location: LC 005/009

3
64May 21, 2024
17:00-18:30
INDIAN FINANCIAL SYSTEM

    Location: LC 106

4
65May 21, 2024
17:00-18:30
FIRMS ECONOMICS 1

    Location: LC 108

3
66May 21, 2024
17:00-18:30
POLITICAL ECONOMY 3

    Location: LC 109

3
67May 21, 2024
17:00-18:30
THE ECONOMICS OF RUSSIA'S WAR IN UKRAINE (Chair: Nataliia Bychkova - Odesa National University and Amherst College)

    Location: ESWG - Auditorium (Zoom Passcode: 2800637933 online [here]

4
68May 21, 2024
17:00-18:30
MACROECONOMETRICS

    Location: LC 110

4
69May 21, 2024
17:00-18:30
OIL PRICE SHOCKS

    Location: LC 111

4
70May 21, 2024
17:00-18:30
EDUCATION AND HEALTH

    Location: LC 112

3
71May 21, 2024
17:00-18:30
INTERNATIONAL TRADE AND INVESTMENT

    Location: LC 113

4
72May 21, 2024
20:00-22:00
Conference Dinner0
73May 22, 2024
8:15-12:30
REGISTRATION

    Location: ESGW

0
74May 22, 2024
9:00-10:30
BAYESIAN ECONOMETRICS 6

    Location: LC 011/015

3
75May 22, 2024
9:00-10:30
LABOUR ECONOMICS

    Location: LC 108

4
76May 22, 2024
9:00-10:30
MACHINE LEARNING 2

    Location: LC 109

4
77May 22, 2024
9:00-10:30
GREEN TRANSITION AND ECONOMIC POLICY Chair: Will Semmler (New School for Social Research)

    Location: LC 005/009

4
78May 22, 2024
9:00-10:30
OIL PRICE AND MARKET

    Location: LC 111

4
79May 22, 2024
9:00-10:30
SURVEY EXPECTATIONS 2

    Location: LC 112

4
80May 22, 2024
9:00-10:30
MACROECONOMIC FLUCTUATIONS AND SHOCKS

    Location: LC 113

4
81May 22, 2024
10:30-11:00
COFFEE BREAK

    Location: ESGW Atrium

0
82May 22, 2024
11:00-12:30
BAYESIAN ECONOMETRICS 7

    Location: LC 011/015

3
83May 22, 2024
11:00-12:30
PANEL DATA ECONOMETRICS

    Location: LC 106

3
84May 22, 2024
11:00-12:30
MONETARY POLICY AND FINANCIAL STABILITY

    Location: LC 108

4
85May 22, 2024
11:00-12:30
SVAR AND COINTEGRATION

    Location: LC 109

4
86May 22, 2024
11:00-12:30
MACROFINANCE 2

    Location: LC 111

3
87May 22, 2024
11:00-12:30
EDUCATION

    Location: LC 110

3
88May 22, 2024
11:00-12:30
BRICS FINANCE

    Location: LC 113

4
89May 22, 2024
12:30-13:30
LUNCH BREAK

    Location: ESGW Atrium

0
90May 22, 2024
13:30-14:30
KEYNOTE SESSION 7: Time-Varying Parameter VARs with Multivariate Stochastic Volatility for Reduced-Form and Structural Analysis Minchul Shin (Federal Reserve Bank of Philadelphia) Chair: Mark Jensen (Federal Reserve Bank of Atlanta)

    Location: ESWG - Auditorium (Zoom Passcode: 8141947519) online [here]

0
91May 22, 2024
14:30-16:00
FINANCIAL ECONOMETRICS

    Location: LC 106

3
92May 22, 2024
14:30-16:00
CLIMATE ECONOMETRICS

    Location: LC 108

4
93May 22, 2024
14:30-16:00
SOVEREIGN DEBT

    Location: LC 109

4
94May 22, 2024
14:30-16:00
MULTIVARIATE MODELS

    Location: LC 110

4
95May 22, 2024
14:30-16:00
MICRO THEORY

    Location: LC 111

3
96May 22, 2024
14:30-16:00
FIRMS ECONOMICS 2

    Location: LC 112

4
97May 22, 2024
14:30-16:00
DEVELOPMENT AND GROWTH

    Location: LC 113

4
98May 22, 2024
16:00-16:30
COFFEE BREAK

    Location: ESGW Atrium

0
99May 22, 2024
16:30-17:30
TONY LANCASTER MEMORIAL LECTURE: The incidental parameter problem in 2024. Andrew Chesher (University College London) Chair: Marcelle Chauvet (University of California Riverside)

    Location: ESWG - Auditorium (Zoom Passcode: 8141947519) online [here]

0
 

99 sessions, 269 papers, and 0 presentations with no associated papers


 

The 2024 RCEA International Conference in Economics, Econometrics, and Finance

Detailed List of Sessions

 
Session 1: REGISTRATION
May 20, 2024 8:15 to 17:30
Location: ESGW
 
 
Session 2: Opening: G.M. Caporale (Brunel University London) - M. Jensen (Atlanta Fed) - A. Luati (Imperial College London and University of Bologna) - C. Morana (University of Milano-Bicocca)
May 20, 2024 8:45 to 9:00
Location: ESGW - Auditorium
 
 
Session 3: BAYESIAN ECONOMETRICS 1
May 20, 2024 9:00 to 10:30
Location: LC 011/015
 
Session Chair: Michele Piffer, King's College London
 

Transformations and Shocks in the US Natural Gas Market: An Analysis Using Bayesian Structural VAR
By Markos Farag; University of Cologne
   presented by: Markos Farag, University of Cologne
 

Oil Supply Uncertainty in the Global Oil Market
By Gabriel Arce-Alfaro; Central Bank of Ireland
   presented by: Gabriel Arce-Alfaro, Central Bank of Ireland
 

A Non-Gaussian Business Cycle Anatomy
By Andrzej Kociecki; University of Warsaw
Christian Matthes; Indiana University
Michele Piffer; King's College London
   presented by: Michele Piffer, King's College London
 
Session 4: TIME SERIES ECONOMETRICS 1: FORECASTING
May 20, 2024 9:00 to 10:30
Location: LC 005/009
 
Session Chair: Catherine Doz, PSE and Université Paris 1
 

Density forecasts of inflation: a quantile regression forest approach
By Michele Lenza; European Central Bank
Ines Moutachaker; INSEE
Joan Paredes; European Central Bank
   presented by: Michele Lenza, European Central Bank
 

Estimation and Inference of the Forecast Error Variance Decomposition for Set-Identified SVARs
By Francesco Fusari; University of Surrey
Joseph Marlow; University of Surrey
Alessio Volpicella; University of Surrey
   presented by: Alessio Volpicella, University of Surrey
 

Testing Forecast Accuracy With Penalised Regression Models
By Valentina Corradi; University of Surrey
Jack Fosten; King's College London
Daniel Gutknecht; Goethe University Frankfurt
   presented by: Daniel Gutknecht, Goethe University Frankfurt
 
Session 5: MACHINE LEARNING 1 (Chair: Giovanni Cerulli, CNR)
May 20, 2024 9:00 to 10:30
Location: LC 106
 
Session Chair: Giovanni Cerulli, CNR
 

Web Scraping and Machine Learning for Competitive Analysis in the Wine Industry
By Ana Debón; Universitat Politècnica de València
Josep Domenech; Universitat Politecnica de Valencia
   presented by: Josep Domenech, Universitat Politecnica de Valencia
 

The Determinants of Missed Funding: Predicting the Paradox of Increased Need and Reduced Allocation
By Roberta Di Stefano; Sapienza Università di Roma
Giuliano Resce; Università del Molise
   presented by: Giuliano Resce, Università del Molise
 

Ensemble Clustering of Financial Time Series
By Carlo Drago; University Niccolò Cusano
   presented by: Carlo Drago, University Niccolò Cusano
 

Optimal Policy Learning with Observational Data in Multi-Action Scenarios: Estimation, Risk Preference, and Potential Failures
By Giovanni Cerulli; CNR
   presented by: Giovanni Cerulli, CNR
 
Session 6: RESHAPING GLOBAL VALUE CHAINS. Chair: Judith Dean (Brandeis University)
May 20, 2024 9:00 to 10:30
Location: LC 108
 
 

Politically Motivated Trade Protection
By Paola Conconi; University of Oxford
Chad Bown; Peterson Institute for International Economics
Aksel Erbahar; Erasmus University
Lorenzo Trimarchi; Université de Namur
   presented by: Paola Conconi, University of Oxford
 

Hidden Exposure: Measuring US Supply Chain Reliance
By Rebecca Freeman; Bank of England
Richard Baldwin; Grad. Inst. of Int'l Studies
Angelos Theodorakopoulos; Aston University
   presented by: Rebecca Freeman, Bank of England
 

Economic costs of friendshoring
By Helena Schweiger; EBRD
Beata Javorcik; EBRD
Lucas Kitzmüller; EBRD
Muhammad A. Yıldırım; Koc University
   presented by: Helena Schweiger, EBRD
 

The Economic Costs of Supply Chain Decoupling
By Baptiste Meunier; European Central Bank
Maria Grazia Attinasi; European Central Bank
Lukas Boeckelmann; European Central Bank
   presented by: Baptiste Meunier, European Central Bank
 
Session 7: CLIMATE FINANCE
May 20, 2024 9:00 to 10:30
Location: LC 109
 
 

Funding the Fittest? Pricing of Climate Transition Risk in the Corporate Bond Market
By Martijn A. Boermans; De Nederlandsche Bank
Maurice Bun; De Nederlandsche Bank
Yasmine van der straten; University of Amsterdam
   presented by: Maurice Bun, De Nederlandsche Bank
 

Common shocks and climate risk in European equities
By Andrea Cipollini; University of Palermo
Fabio Parla; University of Palermo
   presented by: Andrea Cipollini, University of Palermo
 

Green Risk in Europe
By Nuno Cassola; University of Lisbon and CefES, University of Milano-Bicocca
Claudio Morana; University Milano Bicocca; CefES; RCEA-Europe ETS; CeRP - Collegio Carlo Alberto
Elisa Ossola; University Milan-Bicocca
   presented by: Claudio Morana, Università di Milano-Bicocca
 

The Impact of Natural Disasters on Green Investments
By Lea Tschan; University of St. Gallen
   presented by: Lea Tschan, University of St. Gallen
 
Session 8: SURVEY EXPECTATIONS 1 (Chair: Matthias Hartmann, Bundesbank)
May 20, 2024 9:00 to 10:30
Location: LC 110
 
Session Chair: Matthias Hartmann, Deutsche Bundesbank
 

The judgmental strategy of professional forecasters
By
   presented by: Emilio Zanetti Chini, University of Bergamo
 

The Experience Formation Mechanism
By Christian Conrad; Heidelberg University
Zeno Enders; Heidelberg University
Alexander Glas; ZEW - Leibnitz Centre for European Economic Research
   presented by: Alexander Glas, ZEW - Leibnitz Centre for European Economic Research
 

How income expectations adjusts to inflation – a consumers’ expectations-revealed pass-through
By Virginia Di Nino; ECB
   presented by: Virginia Di Nino, ECB
 

Information frictions and price expectations in the German housing market
By
   presented by: Matthias Hartmann, Deutsche Bundesbank
 
Session 9: CRYPTO-ASSETS AND DARK TRADING
May 20, 2024 9:00 to 10:30
Location: LC 111
 
 

How Much Do Sentiments Really Matter for Cryptocurrency Returns? A Machine Learning Application
By
   presented by: Robert Mullings, Nottingham Trent University
 

Trading in the Dark and Executive Compensation
By Khaladdin Rzayev; University of Edinburgh and Koc University
Tanseli Savaser; Bentley University
Elif Sisli Ciamarra; Stonehill College
   presented by: Khaladdin Rzayev, University of Edinburgh and Koc University
 

MARKET REACTIONS TO THE EUROPEAN UNION'S CRYPTO-ASSET REGULATION
By Konstantinos Baltas; Finance Group, Essex Business School, University of Essex (Essex)
   presented by: Konstantinos Baltas, Finance Group, Essex Business School, University of Essex (Essex)
 

When A Market Is Not Legally Defined As A Market: Evidence From Two Types of Dark Trading
By Yunus Topbas; Peking University HSBC Business School
Mao Ye; University of Illinois at Urbana-Champai
   presented by: Yunus Topbas, Peking University HSBC Business School
 
Session 10: POPULATION
May 20, 2024 9:00 to 10:30
Location: LC 112
 
 

Joint Custody Laws and Fertility Sorting on Education
By
   presented by: Geghetsik Afunts, CERGE-EI, Charles University, Deutsche Bundesbank
 

Internal Migration and Relocation Aversion
By
   presented by: Axel Watanabe, Concordia University
 

Back to Work or Back to the Maternity Ward? The Effects of Extending the School Day on Fertility
By Francisco Javier Cabrera Hernandez; Higher School of Economics
   presented by: Francisco Javier Cabrera Hernandez, Higher School of Economics
 

The role of mobile money on household food security during drought shocks – evaluation of pathways
By
   presented by: Olukorede Abiona, Macquarie University
 
Session 11: MACROECONOMIC FLUCTUATIONS
May 20, 2024 9:00 to 10:30
Location: LC 113
 
 

Solving open economy models with incomplete markets by perturbation
By Guillermo Hausmann Guil; Vilnius University
   presented by: Guillermo Hausmann Guil, Vilnius University
 

Endogenous Bargaining Power and Declining Labor Compensation Share
By Juan Cordoba; Iowa State University
Anni Isojaervi; Federal Reserve Board
Haoran Li; Renmin University of China
   presented by: Anni Isojaervi, Federal Reserve Board
 

Belief distortions and Disagreement about Inflation
By Giuseppe Pagano Giorgianni; Sapienza University of Rome
Valeria Patella; Sapienza University of Rome
   presented by: Valeria Patella, Sapienza University of Rome
 
Session 12: COFFEE BREAK
May 20, 2024 10:30 to 11:00
Location: ESGW Atrium & ESGW 003
 
 
Session 13: KEYNOTE SESSION 1 (ONLINE): Sustainability in a Risky World. John Campbell (Harvard University) Chair: Gilles Chemla (Imperial College London), Guglielmo Maria Caporale (Brunel University London)
May 20, 2024 11:00 to 12:00
Location: ESGW - Auditorium (Zoom Passcode: 3375742288) online [here]
 
 
Session 14: LUNCH BREAK
May 20, 2024 12:00 to 13:00
Location: ESGW Atrium & ESGW 003
 
 
Session 15: KEYNOTE SESSION 2: Perceived Shocks and Impulse Responses. R. Giacomini (University College London) Chair: A. Luati (Imperial College London and University of Bologna)
May 20, 2024 13:00 to 14:00
Location: ESGW - Auditorium (Zoom Passcode: 3375742288) online [here]
 
 
Session 16: KEYNOTE SESSION 3: Testing for Pointwise Predictive Ability G. Urga (Bayes Business School) Chair: R. Giacomini (University College London)
May 20, 2024 14:00 to 15:00
Location: ESGW - Auditorium (Zoom Passcode: 3375742288) online [here]
 
 
Session 17: COFFEE BREAK
May 20, 2024 15:00 to 15:30
Location: ESGW Atrium & ESGW 003
 
 
Session 18: BAYESIAN ECONOMETRICS 2
May 20, 2024 15:30 to 17:00
Location: LC 011/015
 
Session Chair: Nalan Basturk, Maastricht University
 

Parametric models of income distributions integrating misreporting and non-response mechanisms
By
   presented by: Mathias Silva, Aix-Marseille University
 

The risk management approach to macro-prudential policy
By Sulkhan Chavleishvili; European Central Bank
Robert Engle; NYU Stern
Stephan Fahr; European Central Bank
Manfred Kremer; European Central Bank
Frederik Lund-Thomsen; European Central Bank
Simone Manganelli; ECB
Bernd Schwaab; European Central Bank
   presented by: Bernd Schwaab, European Central Bank
 

Drivers of Success: A Bayesian state space approach to disentangling driver and car effects in Formula 1
By Rui Almeida; Maastricht University
Nalan Basturk; Maastricht University
Tim Lindner; Maastricht University
Stephan Smeekes; Maastricht University
   presented by: Nalan Basturk, Maastricht University
 
Session 19: TIME SERIES ECONOMETRICS 2: THEORY
May 20, 2024 15:30 to 17:00
Location: LC 005/009
 
Session Chair: Ioannis Kasparis, University of Cyprus
 

Similarity-based spatial autoregression with endogenous weights
By
   presented by: Offer Lieberman, Bar-Ilan University
 

Regression Modelling under General Heterogeneity
By Liudas Giraitis; Queen Mary University of London
George Kapetanios; King's College London
Yufei Li; Queen Mary University of London
   presented by: Liudas Giraitis, Queen Mary University of London
 

The Spectral Approach to Linear Rational Expectations Models
By Majid Al Sadoon; Durham University Business School
   presented by: Majid Al Sadoon, Durham University Business School
 
Session 20: INTERNATIONAL TRADE 1
May 20, 2024 15:30 to 17:00
Location: LC 106
 
 

(Learning to) Export Like China: From Processing Trade to Ordinary Trade
By
   presented by: Larry Qiu, Lingnan University
 

Persistent US Current Account Deficit: The Role of Foreign Direct Investment
By Kaan Celebi; University of Technology Chemnitz
Werner Roeger; DIW; VIVES, KU Leuven
Paul Welfens; EIIW/Bergische Universität Wuppertal
   presented by: Kaan Celebi, University of Technology Chemnitz
 

Income inequality and the German export surplus
By Ansgar Rannenberg; National Bank of Belgium
   presented by: Ansgar Rannenberg, National Bank of Belgium
 
Session 21: INTERNATIONAL FINANCE 1
May 20, 2024 15:30 to 17:00
Location: LC 108
 
 

U.S. Populism and Currency Risk Premia
By Ilias Filippou; Washington University
Arie Gozluklu; Warwick Business School
My Nguyen; Washington University
Mark Taylor; Washington University
   presented by: Mark Taylor, Washington University
 

Leading the Herd: Investment Giants and Their Impacts in Emerging Equity Markets
By Daisoon Kim; North Carolina State University
Jee Won Park; University of Washington
Inhwan So; Bank of Korea
   presented by: Inhwan So, Bank of Korea
 

Foreign Exchange Interventions and Intermediary Constraints
By Zijie Wang; University of Warwick
Ganesh Viswanath-Natraj; Warwick Business School
   presented by: Zijie Wang, University of Warwick
 

Cracking commodity cycles: uncovering the hidden clock and decoding the drivers
By
   presented by: Mirco Balatti, World Bank
 
Session 22: HOUSING MARKET
May 20, 2024 15:30 to 17:00
Location: LC 109
 
 

Spatial contagion and policy evaluation in housing market
By Jungyoon Lee; Royal Holloway, University of London
Elena Manzoni; University of Bergamo
Ren Ren; University of Reading
Francesca Rossi; University of Verona
   presented by: Jungyoon Lee, Royal Holloway, University of London
 

The effects of oil prices on the US housing market
By Ernil Sabaj; University of Warwick
   presented by: Ernil Sabaj, University of Warwick
 

The unequal impacts of monetary policies on regional housing markets
By Kevin Boge; Martin-Luther-Universität Halle-Wittenberg
Konstantin Kholodilin; DIW Berlin
Malte Rieth; Martin-Luther-Universität Halle-Wittenberg
   presented by: Kevin Boge, Martin-Luther-Universität Halle-Wittenberg
 

Reverse Mortgages, Housing and Consumption: An Equilibrium Approach
By Ariel Sun; Imperial College Business School, Imperial College
   presented by: Ariel Sun, Imperial College Business School, Imperial College
 
Session 23: MONETARY POLICY TRANSMISSION MECHANISM
May 20, 2024 15:30 to 17:00
Location: LC 110
 
 

Hawkish or Dovish? Using the Fed's Dot Plot to Gauge the Intended Policy Responses to Inflation and Economic Activity in Real Time
By Manuel González-Astudillo; Board of Governors of the Federal Reserv
Rakeen Tanvir; Federal Reserve Board
   presented by: Manuel González-Astudillo, Board of Governors of the Federal Reserv
 

Quantitative Easing and Quantitative Tightening: The Money Channel
By Michael Kumhof; Bank of England
Mauricio Salgado Moreno; Bank of England
   presented by: Mauricio Salgado Moreno, Bank of England
 

Euro area monetary policy and financial markets: heterogeneity across policy instruments, assets and sectors
By Marco Onofri; ESM
   presented by: Marco Onofri, ESM
 

State-Dependent Bank Betas and the Transmission of Monetary Policy
By Federico Puglisi; Bank of Italy, Northwestern University
Martin Eichenbaum; Northwestern University
Sergio Rebelo; Kellogg School of Management, Northwestern University
   presented by: Federico Puglisi, Bank of Italy, Northwestern University
 
Session 24: INEQUALITY
May 20, 2024 15:30 to 17:00
Location: LC 111
 
 

Income Equality in the Economic Ripple: “Unraveling the role of Financial Inclusion in the Monetary’s Framework”
By Fabio Anobile; Università LUM
Alberto Costantiello; Università LUM
Lucio Laureti; Università LUM
Cosimo Magazzino; Roma Tre University
Angelo Leogrande; Lum University Giuseppe Degennaro
Marco Matarrese; LUM University Giuseppe Degennaro
   presented by: Fabio Anobile, Università LUM
 

In praise of organization: a von Nuemann critique of the Kremer-Maskin model of globalization and inequality.
By Manfredi M. A. La Manna; University of St Andrews
   presented by: Manfredi M. A. La Manna, University of St Andrews
 

Effects of Tax Shocks on Inequality: Empirical Evidence from the United Kingdom
By Michalitsa Gkolfinopoulou; Brunel University London
Angeliki Theophilopoulou; Brunel University
   presented by: Michalitsa Gkolfinopoulou, Brunel University London
 
Session 25: ESG AND GREEN POLICY
May 20, 2024 15:30 to 17:00
Location: LC 112
 
 

Subsidy salience and the effectiveness of green policies
By Eleftherios Zacharias; Athens University of Economics and Busin
Ourania Karakosta; ISEG - Lisbon School of Economics & Management, University of Lisbon;
   presented by: Eleftherios Zacharias, Athens University of Economics and Busin
 

The Impact of Economic Uncertainty on Corporate ESG Performance
By Geyao Zhang; University of Leeds
   presented by: Geyao Zhang, University of Leeds
 

Asymmetric Impact of Active Management on the Performance of ESG Funds
By neveen ahmed; American University in Beirut and Institute of national planning
   presented by: neveen ahmed, American University in Beirut and Institute of national planning
 

Designing Effective Carbon Border Adjustment with Minimal Information Requirements. Theory and Empirics
By Alessia Campolmi; Università di Verona
Harald Fadinger; University of Mannheim and CEPR
Chiara Forlati; University of Southampton
Sabine Stillger; University of Mannheim
Ulrich Wagner; University of Mannheim
   presented by: Chiara Forlati, University of Southampton
 
Session 26: ECONOMIC GROWTH
May 20, 2024 15:30 to 17:00
Location: LC 113
 
 

Endogenous Information Carrier Technology
By Danxia XIE; Institute of Economics, Tsinghua University
Buyuan Yang; Central University of Finance and Economics
   presented by: Buyuan Yang, Central University of Finance and Economics
 

Financial Globalization, Institutional Quality and Growth
By Keshab Bhattarai; University of Hull
   presented by: Keshab Bhattarai, University of Hull
 

Endogenous cycles and distribution dynamics in a neoclassical growth model with heterogeneous agents
By Soumya Datta; South Asian University
   presented by: Soumya Datta, South Asian University
 

Human Capital, Financial Development and Economic Growth in Low, Middle and High Income Countries during 1994-2019: A Comparative Analysis using Panel Cointegration Approach
By Surbhi Badhwar; Department of Economics, Delhi School of Economics, University of Delhi
   presented by: Surbhi Badhwar, Department of Economics, Delhi School of Economics, University of Delhi
 
Session 27: BAYESIAN ECONOMETRICS 3
May 20, 2024 17:00 to 18:30
Location: LC 011/015
 
Session Chair: Gary Koop, University of Strathclyde
 

Theory coherent shrinkage of Time-Varying Parameters in VARs
By Andrea Renzetti; University of Bologna
   presented by: Andrea Renzetti, University of Bologna
 

Incorporating Micro Data into Macro Models using Pseudo VARs
By Gary Koop; University of Strathclyde
Stuart McIntyre; University of Strathlcyde
James Mitchell; Federal Reserve Bank of Cleveland
PING WU; University of Strathclyde
   presented by: James Mitchell, Federal Reserve Bank of Cleveland
 

The Effects of Fiscal Policy Shocks. Evidence from a Bayesian SVAR Model With Uncertain Identifying Assumptions.
By Anna Sznajderska; SGH Warsaw School of Economics
Karol Szafranek; SGH Warsaw School of Economics
Alfred Haug; University of Otago
   presented by: Anna Sznajderska, SGH Warsaw School of Economics
 
Session 28: TIME SERIES ECONOMETRICS: 3 VOLATILITY AND FORECASTING
May 20, 2024 17:00 to 18:30
Location: LC 005/009
 
Session Chair: Eduardo Rossi, University of Pavia
 

Long-Term Volatility Shapes the Stock Market's Sensitivity to News
By Christian Conrad; Heidelberg University
Julius Theodor Schoelkopf; Heidelberg University
Nikoleta Tushteva; ECB
   presented by: Julius Theodor Schoelkopf, Heidelberg University
 

Forecast Combination and Interpretability Using Random Subspace
By
   presented by: Boris Kozyrev, Halle Institute for Economic Research (IWH)
 

Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test
By Jean-Yves Pitarakis; University of Southampton
   presented by: Jean-Yves Pitarakis, University of Southampton
 
Session 29: INTERNATIONAL TRADE 2
May 20, 2024 17:00 to 18:30
Location: LC 106
 
 

Export Quality and Employment: Evidence Across Countries
By
   presented by: Manish Sharma, Indian Institute of Technology, Kharagpur, India
 

Exports Spillovers from Multinational Enterprises to Domestic firms in India: A Study of Selected Modern Services
By Pooja Thakur; Gokhale Institute of Politics and Economics
Shivani Bankar; Gokhale Institute of Politics and Economics, Pune
   presented by: Pooja Thakur, Gokhale Institute of Politics and Economics
 
Session 30: INTERNATIONAL FINANCE 2
May 20, 2024 17:00 to 18:30
Location: LC 108
 
 

Unravelling the Intention to Adopt Fintech Services : A Cross-Cultural Comparison by combined use of PLS-SEM and NCA
By Shahab Aziz; king fahad university
   presented by: Shahab Aziz, king fahad university
 

Analysing the Role of Central Bank's Communication and Asset Markets in Flow of Information
By Suruchi Shrimali; IIT Kanpur
Wasim Ahmad; Indian Institute of Technology Kanpur
   presented by: Suruchi Shrimali, IIT Kanpur
 

Double ‘F’: Faith & Foreign bias in equities portfolio
By Alexandru Todea; Babes-Bolyai University, Faculty of Economics and Business Administration
Anita Todea; Babes-Bolyai University, Faculty of Economics and Business Administration
   presented by: Anita Todea, Babes-Bolyai University, Faculty of Economics and Business Administration
 
Session 31: EMPIRICAL FINANCE
May 20, 2024 17:00 to 18:30
Location: LC 109
 
 

Heterogeneous Stock Market Impact of Russia - Ukraine War for the World’s Largest Oil and Gas Companies
By António Martins; University of Madeira
   presented by: António Martins, University of Madeira
 

Surviving the Storm: The Impact of Financial Diversity and Innovation on Firm Resilience During the COVID-19 Pandemic
By Xiyue Qian; Bishop Grossteste University
   presented by: Xiyue Qian, Bishop Grossteste University
 

Derivative Pricing with Strategic Competition for Liquidity
By Puru Gupta; University of Warwick
   presented by: Puru Gupta, University of Warwick
 

European option pricing with market frictions and elicitation of probability distortion functions
By Charles-Thierry Lacaussade; Dauphine University-PSL
   presented by: Charles-Thierry Lacaussade, Dauphine University-PSL
 
Session 32: MONETARY POLICY AND REGIMES
May 20, 2024 17:00 to 18:30
Location: LC 110
 
 

Macroeconomic announcements, confidence and economic activity through the business cycles
By Stefano Di Colli; Bayes Business School and Confindustria
   presented by: Stefano Di Colli, Bayes Business School and Confindustria
 

Federal Reserve Chairs and Monetary Regimes
By Yunus Aksoy; Birkbeck, University of London
Zacharias Psaradakis; Birkbeck, University of London
Rubens Morita; University of Exeter
   presented by: Rubens Morita, University of Exeter
 

The fintech lending channel of monetary policy
By Lavinia Franco; Bayes Business School (formerly Cass) - City, University of London
   presented by: Lavinia Franco, Bayes Business School (formerly Cass) - City, University of London
 

Monetary Policy across Inflation Regimes
By Valeria Gargiulo; Universitat Pompeu Fabra
   presented by: Valeria Gargiulo, Universitat Pompeu Fabra
 
Session 33: MACRO THEORY
May 20, 2024 17:00 to 18:30
Location: LC 111
 
 

Conquering FIRE via Boundedly Rational HANK
By
   presented by: Matteo Bondesan, Collegio Carlo Alberto
 

Determining the credibility of an inflation target zone
By Pompeo Della Posta; Beijing Normal University, Zhuhai Campus
   presented by: Pompeo Della Posta, Beijing Normal University, Zhuhai Campus
 

Optimal macroprudential policy with preemptive bailouts
By Aliaksandr Zaretski; University of Surrey
   presented by: Aliaksandr Zaretski, University of Surrey
 

Macroeconomic cycles and bond return predictability
By Stefano Soccorsi; Lancaster University Management School
Katerina Tsakou; Swansea University
   presented by: Katerina Tsakou, Swansea University
 
Session 34: EURO AREA MACROECONOMIC FLUCTUATIONS
May 20, 2024 17:00 to 18:30
Location: LC 112
 
 

Endogenous Oligopsony
By Luca Lorenzini; UCLA Anderson
   presented by: Luca Lorenzini, UCLA Anderson
 

Quarterly projection model for macroprudential policy analysis and financial stability in the Euro area
By Manlan Hervé-Joël N'GORAN; Grenoble Alpes University
   presented by: Manlan Hervé-Joël N'GORAN, Grenoble Alpes University
 

European Sovereign Bond and Stock Market Granger Causality Dynamics
By
   presented by: Zeynep Kurter, Warwick University
 

Identifying The Euro Area Business Cycle Drivers: A Frequency Domain Approach
By Davide Brignone; University of Rome Tor Vergata
Marco Mazzali; Università di Bologna
   presented by: Marco Mazzali, Università di Bologna
 
Session 35: BUSINESS AND TOURISM ECONOMICS
May 20, 2024 17:00 to 18:30
Location: LC 113
 
 

The Impact of Airbnb on the housing rental market: Empirical evidence from Florence and Bologna.
By Ilaria Rossi; University of Roma Tre
Stefano D'Addona; University of Roma Tre
   presented by: Ilaria Rossi, University of Roma Tre
 

Climate Change, Metaverse and Tourism -A Growing Need in the 21st Century
By SONIA MUKHERJEE; MIT World Peace University, India
   presented by: SONIA MUKHERJEE, MIT World Peace University, India
 

The Economic Footprint of Short-Term Rentals on local businesses: Evidence from Portugal
By Ronize Cruz; University of Coimbra
Francisco Nobre; University of Surrey
João Pereira dos Santos; ISEG
   presented by: Francisco Nobre, University of Surrey
 

Credibility of Bidder EPS Projections
By
   presented by: Ugbede Amedu, University of Portsmouth
 
Session 36: Pub Event at Founder’s Arms London
May 20, 2024 20:00 to 22:00
 
 
Session 37: REGISTRATION
May 21, 2024 8:15 to 17:30
Location: ESGW
 
 
Session 38: TIME SERIES ECONOMETRICS 4: MARKOV SWITCHING AND CHANGE POINT
May 21, 2024 9:00 to 10:30
Location: LC 005/009
 
Session Chair: Liudas Giraitis, Queen Mary University of London
 

FAST ONLINE CHANGEPOINT DETECTION
By Eduardo Rossi; University of Pavia
   presented by: Eduardo Rossi, University of Pavia
 

Business Cycle Dynamics after the Great Recession: an Extended Markov-Switching Dynamic Factor Model.
By Catherine Doz; PSE and Université Paris 1
   presented by: Catherine Doz, PSE and Université Paris 1
 

A new way to Regime Switching Autoregressions
By Leopoldo Catania; Aarhus BSS
Andrew Harvey; Cambridge University
   presented by: Leopoldo Catania, Aarhus BSS
 
Session 39: CLIMATE AND ENERGY ECONOMICS AND FINANCE
May 21, 2024 9:00 to 10:30
Location: LC 106
 
 

Economic impacts of renewable energy in Egypt by using a CGE model
By Tarek Kabel; University of Sadat City
   presented by: Tarek Kabel, University of Sadat City
 

Examining the Impact of Green Investment on Renewable Energy and Environmental Sustainability: An Economic Analysis of the Top 10 Energy Transition Nations
By
   presented by: Irfanullah Khan, KFUPM
 

Weather Effects in Energy Seasonal Adjustment: An Application to France Energy Consumption
By Marie Bruguet; Université Paris-Dauphine
   presented by: Marie Bruguet, Université Paris-Dauphine - PSL
 

Corporate Failure Prediction in the U.S. Energy Sector: A Survival Analysis Approach
By
   presented by: Maria Francisca Carvalho, Lancaster University
 
Session 40: POLITICAL ECONOMY 1
May 21, 2024 9:00 to 10:30
Location: LC 011/015
 
 

Productive Office and Political Elitism
By
   presented by: Jan Auerbach, Brunel University London
 

Have autocrats governed for the long term?
By Emanuele Millemaci; Università di Messina
Fabio Monteforte; Università di Messina
Jonathan Temple; Independent researcher
   presented by: Fabio Monteforte, Università di Messina
 

The Increase of Partisan Segregation in the US
By Emilie Sartre; University of Nottingham
   presented by: Emilie Sartre, University of Nottingham
 
Session 41: FISCAL POLICY AND PUBLIC DEBT
May 21, 2024 9:00 to 10:30
Location: LC 110
 
 

Fiscal policy and economic activity: New Causal Evidence
By David Brasington; University of Cincinnati
Marios Zachariadis; University of Cyprus
   presented by: Marios Zachariadis, University of Cyprus
 

Income taxation and regional growth: DID evidence from an income tax treatment in Italy
By Bruno Bosco; University of Milan-Bicocca
Carlo federico Bosco; University of Pavia
Paolo Maranzano; Università di Milano-Bicocca
   presented by: Paolo Maranzano, Università di Milano-Bicocca
 

The Macroeconomic Effects of Income Taxes on Labor Markets
By Claudia Udroiu; Free University of Bozen-Bolzano
francesco Ravazzolo; Free University of Bozen-Bolzano
Aicha Kharazi; University of Exeter
   presented by: Aicha Kharazi, University of Exeter
 

Is monetary-financing a valuable alternative to debt-financing in response to fiscal stimuli?
By Marco Lorusso; university of perugia
francesco Ravazzolo; Free University of Bozen-Bolzano
Claudia Udroiu; Free University of Bozen-Bolzano
   presented by: Claudia Udroiu, Free University of Bozen-Bolzano
 
Session 42: HEALTH
May 21, 2024 9:00 to 10:30
Location: LC 111
 
 

The Transitory Component of Health Care Employment
By Luiggi Donayre; University of Minnesota - Duluth
Lacey Loomer; University of Minnesota Duluth
   presented by: Luiggi Donayre, University of Minnesota - Duluth
 

Unmet health needs in a two-tier health system
By Clara Andresciani; Sapienza University of Rome
Debora Di Gioacchino; Sapienza Università di Roma
Laura Sabani; Università di Firenze
   presented by: Clara Andresciani, Sapienza University of Rome
 

Local Governments’ Health and Education Expenditure Efficiency in Indonesia: Evidence from Stochastic Frontier Analysis
By Arfan Winasis; University of Manchester
   presented by: Arfan Winasis, University of Manchester
 

The Health-Energy-Water Poverty Nexus: Evidence from Togo
By Maja Micevska; VUB Vrije Universiteit Brussel
   presented by: Maja Micevska, VUB Vrije Universiteit Brussel
 
Session 43: GREEN TRANSITION AND POLICIES
May 21, 2024 9:00 to 10:30
Location: LC 108
 
 

The Green Transition and Public Finances
By Caterina Seghini; Swiss Finance Institute, University of Geneva
Stéphane Dées; Banque de France
   presented by: Caterina Seghini, Swiss Finance Institute, University of Geneva
 

Geography-Induced Cost Grades and Dirty and Clean Innovation
By Hagen Schwerin; University of Kent
   presented by: Hagen Schwerin, University of Kent
 

Policy Uncertainty and Policy Signaling in an Environmental Model with Induced Innovation
By Patrick Emerson; Oregon State University
Shawn Knabb; Western Washington University
Anca-Ioana Sirbu; Western Washington University
   presented by: Anca-Ioana Sirbu, Western Washington University
 

It only works if you believe in it: how climate change awareness affects the effectiveness of energy initiatives
By Donatella Baiardi; Università di Parma
   presented by: Donatella Baiardi, Università di Parma
 
Session 44: FORECASTING AND SIMULATION
May 21, 2024 9:00 to 10:30
Location: LC 112
 
 

Simulation Smoothing: an Extremum Monte Carlo Approach
By Karim Moussa; Vrije Universiteit Amsterdam
   presented by: Karim Moussa, Vrije Universiteit Amsterdam
 

Density forecast transformations
By Matteo Mogliani; Banque de France
Florens Odendahl; Banco de España
   presented by: Florens Odendahl, Banco de España
 

Economic Decision-Making Under Uncertainty: Towards Efficient Use of Market Data
By Bruno Vasconcelos; Banco Central do Brasil
   presented by: Bruno Vasconcelos, Banco Central do Brasil
 
Session 45: R&D AND INNOVATION
May 21, 2024 9:00 to 10:30
Location: LC 113
 
 

Freeing up (Burdened) Resources: Empirical Evidence from Firms’ Secondary Market Patent Transactions
By
   presented by: Jingxuan Zhang, University of Alberta
 

Defensive practices and TFP
By Iacopo Varotto; Bank of Spain
   presented by: Iacopo Varotto, Bank of Spain
 

The Role of R&D and Economic Growth
By Pakpicha Pathompituknukoon; University of Essex
   presented by: Pakpicha Pathompituknukoon, University of Essex
 

A Novel Nonparametric Panel Data Spatial Frontier Model: Unveiling Productivity and Efficiency in EU Regions
By Camilla Mastromarco; University of Calabria
   presented by: Camilla Mastromarco, University of Calabria
 
Session 46: BANKING
May 21, 2024 9:00 to 10:30
Location: LC 109
 
 

Bank desertification and individual's financial well-being
By Doriana Cucinelli; University of Parma
Donatella Baiardi; University of Parma
Paola Bongini; University of Milano-Bicocca
Emanuela Rinaldi; University of Milano-Bicocca
   presented by: Doriana Cucinelli, University of Parma
 

The Informational Role of the Media in the Deposit Market
By Eva Arnold; Hochschule Fresenius
   presented by: Eva Arnold, Hochschule Fresenius
 

Scope and Limits of Bank Liquidity Provision
By Diemo Dietrich; University of Greifswald
Thomas Gehrig; University of Wien
   presented by: Thomas Gehrig, University of Wien
 

The Zero Lower Bound on Household Deposit Rates: Not As Binding As We Thought
By
   presented by: Philipp Ulbing, University of Vienna
 
Session 47: COFFEE BREAK
May 21, 2024 10:30 to 11:00
Location: ESGW Atrium
 
 
Session 48: BAYESIAN ECONOMETRICS 4
May 21, 2024 11:00 to 12:30
Location: LC 011/015
 
Session Chair: John Maheu, McMaster
 

A Structural Dynamic Factor Model for the Euro Area
By Juan Figueres; European Central Bank
   presented by: Juan Figueres, European Central Bank
 

Hierarchical Bayesian Fuzzy Clustering Approach for High Dimensional Linear Time-Series
By Antonio Pacifico; University of Macerata
   presented by: Antonio Pacifico, University of Macerata
 

Likelihood Based Estimation of Nonlinear Dynamic Stochastic General Equilibrium Models
By Elnura Baiaman; Hitotsubashi University
Roberto Leon-Gonzalez; National Graduate Institute for Policy S
   presented by: Roberto Leon-Gonzalez, National Graduate Institute for Policy S
 
Session 49: TIME SERIES ECONOMETRICS 5: NON GAUSSIAN MODELS
May 21, 2024 11:00 to 12:30
Location: LC 005/009
 
Session Chair: Camilla Mastromarco, University of Calabria
 

Density Forecasting of electricity prices with the t-Riesz Distribution: introducing Tail Heterogeneity in Vector Distributions
By Andre Lucas; Vrije Universiteit Amsterdam
Anne Opschoor; Vrije Universiteit Amsterdam
Dewi Peerlings; Maastricht University & Statistics Netherlands
Luca Rossini; University of Milan
   presented by: Anne Opschoor, Vrije Universiteit Amsterdam
 

Estimation of DSGE models by non-Gaussian Vector Autoregressions
By Damiano Di Francesco; Sant'Anna School of Advanced Studies
Mario Martinoli; Sant'Anna School of Advanced Studies
Alessio Moneta; Sant'Anna School of Advanced Studies
Raffaello Seri; Università dell'Insubria
   presented by: Mario Martinoli, Sant'Anna School of Advanced Studies
 

Limit results for score-driven models
By Enzo D'Innocenzo; Università di Bologna
   presented by: Enzo D'Innocenzo, Università di Bologna
 
Session 50: POLITICAL ECONOMY 2
May 21, 2024 11:00 to 12:30
Location: LC 106
 
 

Tax me if you can: Philanthropy, Tax Incentives and Inefficiency
By Agustin Casas; CUNEF Universidad
Chara Papioti; Universitat Pompeu Fabra
   presented by: Chara Papioti, Universitat Pompeu Fabra
 

The Geoeconomics of International Political Relations and Sovereign Defaults
By Consuelo Silva Buston; Pontificia Universidad de Catolica de Chile
Marcela Valenzuela; Pontificia Universidad Católica de Chil
   presented by: Consuelo Silva Buston, Pontificia Universidad de Catolica de Chile
 

Sticky Spending, Sequestration, and Government Debt
By alessandro riboni; Ecole Polytechnique, France
   presented by: alessandro riboni, Ecole Polytechnique, France
 
Session 51: PRICES AND INFLATION
May 21, 2024 11:00 to 12:30
Location: LC 108
 
 

Sales Filters and Regular Price Rigidity
By Arthur Sandler; Bar-Ilan University
Avichai Snir; Bar-Ilan University
Daniel Levy; Bar-Ilan University and Emory University
   presented by: Avichai Snir, Bar-Ilan University
 

EU-MD, macroeconomic uncertainty and a state-dependent Phillips curve
By Pascal Goemans; University of Hagen
   presented by: Pascal Goemans, University of Hagen
 

Cast out the pure? Inflation and relative prices on both sides of the Atlantic
By Emanuele Franceschi; ECB
Chiara Osbat; European Central Bank
Miles Parker; European Central Bank
   presented by: Emanuele Franceschi, ECB
 

Global Food Prices and Inflation
By Christina Anderl; London South Bank University
Guglielmo Maria Caporale; Brunel University London
   presented by: Christina Anderl, London South Bank University
 
Session 52: ECONOMETRICS
May 21, 2024 11:00 to 12:30
Location: LC 110
 
 

Almost Unbiased Variance Estimation in IV regression with weak instruments
By Garry Phillips; Cardiff University
Yongdeng Xu; Cardiff University
   presented by: Yongdeng Xu, Cardiff University
 

Testing linearity of network interaction functions
By Abhimanyu Gupta; University of Essex
Jungyoon Lee; Royal Holloway, University of London
Francesca Rossi; University of Verona
   presented by: Francesca Rossi, University of Verona
 

Revisiting Randomization with the Cube Method
By Laurent Davezies; CREST and ENSAE Paris and Institut Polyt
Guillaume Hollard; Ecole polytechnique - CNRS
Pedro Vergara Merino; CREST - ENSAE - IP Paris
   presented by: Pedro Vergara Merino, CREST - ENSAE - IP Paris
 

On the band-spectral estimation of business cycle models
By Nikolay Iskrev; Bank of Portugal
   presented by: Nikolay Iskrev, Bank of Portugal
 
Session 53: MACROFINANCE 1
May 21, 2024 11:00 to 12:30
Location: LC 109
 
 

Capital Gains Taxation, Learning and Bubbles
By Pau Belda; Federal Reserve Board
   presented by: Pau Belda, Federal Reserve Board
 

What explains the stock market's response to QE policy? Evidence from a decomposition of the S&P500 inde
By
   presented by: Anshumaan Tuteja, University of Warwick
 

The Macroeconomics of Liquidity in Financial Intermediation
By Davide Porcellacchia; European Central Bank
Kevin Sheedy; London School of Economics
   presented by: Kevin Sheedy, London School of Economics
 

Do banks gain from inflation? Evidence from inflation surprises
By Anil Jain; Federal Reserve Board
   presented by: Anil Jain, Federal Reserve Board
 
Session 54: TAXATION
May 21, 2024 11:00 to 12:30
Location: LC 111
 
 

Corporate Tax, Entrepreneurship and Financial Frictions
By
   presented by: Rachel Cho, University of Birmingham
 

Tax law uncertainty and welfare-improving tax disputes
By
   presented by: Nigar Hashimzade, Brunel University London
 

Marginal Personal Income Tax Changes: Tax Revenue, Welfare, and Labour Supply Responses
By David Sonnewald; UCLouvain
   presented by: David Sonnewald, UCLouvain
 
Session 55: LABOUR AND GENDER
May 21, 2024 11:00 to 12:30
Location: LC 112
 
 

Post-Quota Workplace Dynamics: Gender Quotas and Team Performance
By Héloïse Cloléry; CREST - Ecole Polytechnique, IP Paris
   presented by: Héloïse Cloléry, CREST - Ecole Polytechnique, IP Paris
 

Labour market concentration and gender gaps
By Johanne Bacheron; University of Aix-Marseille
Sylvie Blasco; Le Mans University
Eva Moreno Galbis; Aix Marseille University
Jeremy Tanguy; University Savoie Mont Blanc
   presented by: Johanne Bacheron, University of Aix-Marseille
 

Gender disparity in unpaid domestic and care work and female labour force participation in India: A Spatial Analysis
By Monalisha Chakraborty; IIT Bombay, India
   presented by: Monalisha Chakraborty, IIT Bombay, India
 

The gender wage gap among PhDs in Italy. Are research jobs a shield against wage discrimination?
By Emanuele Grassi; University of Salento
Marco Savioli; University of Salento
   presented by: Marco Savioli, University of Salento
 
Session 56: MACROECONOMIC MODELS
May 21, 2024 11:00 to 12:30
Location: LC 113
 
 
Session 57: LUNCH BREAK
May 21, 2024 12:30 to 13:30
Location: ESGW Atrium
 
 
Session 58: KEYNOTE SESSION 4: Tradability, Productivity, and Regional Disparities: Theory and UK Evidence. Tony Venables (Oxford University) Chair: Mike Plummer (John Hopkins University)
May 21, 2024 13:30 to 14:30
Location: ESWG - Auditorium (Zoom Passcode: 2800637933) online [here]
 
 
Session 59: KEYNOTE SESSION 5: Trust in Government and Economic Performance. Tim Besley (London School of Economics and political Science) Chair: Alessandro Riboni (Ecole Polytechnique)
May 21, 2024 14:30 to 15:30
Location: ESWG Auditorium (Zoom Passcode: 2800637933) online [here]
 
 
Session 60: COFFEE BREAK
May 21, 2024 15:30 to 16:00
Location: ESGW Atrium
 
 
Session 61: KEYNOTE SESSION 6: The Econometrics of Financial Duration Models. Giuseppe Cavaliere (University of Bologna and University of Exeter) Chair: Tassos Magdalinos (University of Southampton)
May 21, 2024 16:00 to 17:00
Location: ESWG - Auditorium (Zoom Passcode: 2800637933) online [here]
 
 
Session 62: BAYESIAN ECONOMETRICS 5
May 21, 2024 17:00 to 18:30
Location: LC 011/015
 
Session Chair: Roberto Leon-Gonzalez, National Graduate Institute for Policy S
 

Type I Tobit Bayesian Additive Regression Trees for Censored Outcome Regression
By
   presented by: Eoghan O'Neill, Erasmus University Rotterdam
 

Double Robust Bayesian Inference on Average Treatment Effects
By Christoph Breunig; University of Bonn
Ruixuan Liu; Chinese University of Hong Kong
Zhengfei Yu; University of Tsukuba
   presented by: Ruixuan Liu, Chinese University of Hong Kong
 

Heterogenous Strength Corrected Dynamic Stochastic Block Models
By Ovielt Baltodano Lopez; Ca' Foscari University of Venice
Roberto Casarin; Università Ca' Foscari Venezia
Mauro Costantini; University of L'Aquila
   presented by: Ovielt Baltodano Lopez, Ca' Foscari University of Venice
 
Session 63: TIME SERIES ECONOMETRICS 6: NETWORK AND MIXED FRQUENCY
May 21, 2024 17:00 to 18:30
Location: LC 005/009
 
Session Chair: Majid Al Sadoon, Durham University Business School
 

The Effect of Aggregation on Seasonal Cointegration in Mixed Frequency data
By Dietmar Bauer; Bielefeld University
Tomás del Barrio Castro; University of the Balearic Islands
   presented by: Tomás del Barrio Castro, University of the Balearic Islands
 

Group Network Multivariate GARCH
By Jian Chen; University of Sussex
Ganggang Xu; University of Miami
   presented by: Jian Chen, University of Sussex
 

Spectral Networks for Times Series
By Petre Caraiani; Romanian Academy
Maria Grith; Erasmus University Rotterdam
   presented by: Petre Caraiani, Romanian Academy
 
Session 64: INDIAN FINANCIAL SYSTEM
May 21, 2024 17:00 to 18:30
Location: LC 106
 
 

Changing Distribution of Leverage and Formation of “Clubs” in the Indian Corporate Firms during 1991-2021: A Nonparametric Approach
By Indrani Chakraborty; Institute of Development Studies Kolkata
Sukhdeep Singh; Institute of Development Studies Kolkata (IDSK)
Subrata Mukherjee; Institute of Development Studies Kolkata
   presented by: Indrani Chakraborty, Institute of Development Studies Kolkata
 

Firm Investment, Financial Constraints and Its Determinants: Evidence from a Panel of Indian Firms
By Meera Vincent; IIT Ropar
   presented by: Meera Vincent, IIT Ropar
 

A comprehensive exploration of asset pricing anomalies in India
By Vedprakash Meshram; Goa Institute of Management
Vaibhav Lalwani; XLRI
   presented by: Vedprakash Meshram, Goa Institute of Management
 

Do legal systems, governance, and business regulations influence the credit structure orientation of an economy?
By Sonal Thukral; University of Delhi
Aviral Kumar Tiwari; Indian Institute of Management Bodh Gaya
   presented by: Sonal Thukral, University of Delhi
 
Session 65: FIRMS ECONOMICS 1
May 21, 2024 17:00 to 18:30
Location: LC 108
 
 

Patterns of regional firm mobility in Germany
By Tim Kovalenko; University of Erlangen-Nuremberg
Benedikt Schröpf; Friedrich-Alexander-Universität Erlangen-Nürnberg
   presented by: Tim Kovalenko, University of Erlangen-Nuremberg
 

Natural disasters, reshoring dynamics and automation
By Filippo Boeri; London School of Economics
Riccardo Crescenzi; London School of Economics and Political Science (LSE)
   presented by: Filippo Boeri, London School of Economics
 

Industrial Crises and Local Development: Evidence from an Italian Manufacturing Plant
By Giulia Bettin; Università Politecnica delle Marche
Silvia Mattiozzi; Università Politecnica delle Marche
   presented by: Silvia Mattiozzi, Università Politecnica delle Marche
 
Session 66: POLITICAL ECONOMY 3
May 21, 2024 17:00 to 18:30
Location: LC 109
 
 

Politics of Transfers in Indonesia: Evidence from Regression Discontinuity Design
By
   presented by: Eko Sumando, Australian National University
 

Historical Sovereignty Change and Local Development
By Roberto Ganau; University of Padova
   presented by: Roberto Ganau, University of Padova
 

The Words that Keep People Apart. Official Language, Accountability and Fiscal Capacity
By Adelaide Baronchelli; University of Turin
   presented by: Adelaide Baronchelli, University of Turin
 
Session 67: THE ECONOMICS OF RUSSIA'S WAR IN UKRAINE (Chair: Nataliia Bychkova - Odesa National University and Amherst College)
May 21, 2024 17:00 to 18:30
Location: ESWG - Auditorium (Zoom Passcode: 2800637933 online [here]
 
 

Decentralization and trust in government: Quasi-experimental evidence from Ukraine
By Benedikt Herrmann; Joint Research Centre, European Commission
Felix Roesel; TU Braunschweig
   presented by: Benedikt Herrmann, Joint Research Centre, European Commission
 

Ukrainian Local Governance Under Martial Law: Preserving Outcomes of Decentralization and a Challenge of Building New Partnerships
By Maryna Rabinovych; University of Agder / Kyiv School of Economics
   presented by: Maryna Rabinovych, University of Agder / Kyiv School of Economics
 

Medium-term Macroeconomic Effects of Russia’s War in Ukraine and How it Affects Energy Security and Global Emission Targets
By Hugo Rojas-Romagosa; International Monetary Fund
   presented by: Hugo Rojas-Romagosa, International Monetary Fund
 

Financing of social development: challenges for Ukraine
By Nataliia Bychkova; Odesa I. I. Mechnikov National University
Ganna Kotsiurubenko; Odesa Economic University
   presented by: Nataliia Bychkova, Odesa I. I. Mechnikov National University
 
Session 68: MACROECONOMETRICS
May 21, 2024 17:00 to 18:30
Location: LC 110
 
 

The Time-Varying Multivariate Autoregressive Index Model
By Gianluca Cubadda; Tor Vergata University of Rome
Stefano Grassi; Universita di Roma 'Tor Vergata'
Barbara Guardabascio; University of Perugia
   presented by: Gianluca Cubadda, Tor Vergata University of Rome
 

Regime-Switching Factor Models and Nowcasting with Big Data
By
   presented by: Ömer Faruk Akbal, International Monetary Fund
 

A ubiquitous empirical representation for all minimal transition equations
By Alessandro Saccal; Thapar Institute of Engineering and Technology
   presented by: Alessandro Saccal, Thapar Institute of Engineering and Technology
 

Real-time Reliable Output Gap Estimates based on a Forecast Augmented Hodrick-Prescott Filter
By Giacomo Porcellotti; Università di Torino
   presented by: Giacomo Porcellotti, Università di Torino
 
Session 69: OIL PRICE SHOCKS
May 21, 2024 17:00 to 18:30
Location: LC 111
 
 

The Distributional Effects of Oil Supply News shocks
By Theodosios Drosidis; Brunel University
   presented by: Theodosios Drosidis, Brunel University
 

The Quantitative Effects of Oil Shocks: U.S. State-Level Analysis
By Zeina Alsalman; Oakland University
   presented by: Zeina Alsalman, Oakland University
 

Identifying Shocks in Oil Futures Returns Curves using MIDAS-AR Regression Models
By Meysam Sojoudi; University of Reading
   presented by: Meysam Sojoudi, University of Reading
 

Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence
By Marc Gronwald; International Business School Suzhou at Xi'an Jiaotong-Liverpool University
Sania Wadud; University of Leeds
Kingsley Dogah; University of Nottingham Ningbo China
   presented by: Sania Wadud, University of Leeds
 
Session 70: EDUCATION AND HEALTH
May 21, 2024 17:00 to 18:30
Location: LC 112
 
 

This is the way
By Rui Silva; University of East Anglia
   presented by: Rui Silva, University of East Anglia
 

Caring Connections: Immigrant Caregivers and Long-Term Elderly Care in Italy
By Furio Rosati; Università di Roma Tor Vergata
Lisa Capretti; Sapienza University of Rome
Joanna Kopinska; Sapienza University of Rome
Rama Mariani; Università Roma Tre
   presented by: Furio Rosati, Università di Roma Tor Vergata
 

Causal Impact of Noncognitive Abilities on Cognitive Abilities: Evidence from India
By Vanshika Chaudhary; Indian Institute of Management Indore
   presented by: Vanshika Chaudhary, Indian Institute of Management Indore
 
Session 71: INTERNATIONAL TRADE AND INVESTMENT
May 21, 2024 17:00 to 18:30
Location: LC 113
 
 

Sovereign-Bank Nexus in South Africa: An Application of Bayesian VAR model.
By Mathias Mandla Manguzvane; University of Johannesburg
Sibusiso Ngobese; University of Johannesburg
   presented by: Mathias Mandla Manguzvane, University of Johannesburg
 

Sustainable Trade Practices in E7 Countries:Revisiting Pollution Haven Hypothesis
By Kakali Majumdar; Shri Mata Vaishno Devi University
   presented by: Kakali Majumdar, Shri Mata Vaishno Devi University
 

The Impact of Critical Infrastructure Investment on Private Investment in South Africa
By Temitope Leshoro; University of South Africa
   presented by: Temitope Leshoro, University of South Africa
 

Protection Or Harm? Impact Of Technical Barriers To Trade(TBTs) On Importing Firms
By Lena Sheveleva; Cardiff Business School
   presented by: Lena Sheveleva, Cardiff Business School
 
Session 72: Conference Dinner
May 21, 2024 20:00 to 22:00
 
 
Session 73: REGISTRATION
May 22, 2024 8:15 to 12:30
Location: ESGW
 
 
Session 74: BAYESIAN ECONOMETRICS 6
May 22, 2024 9:00 to 10:30
Location: LC 011/015
 
Session Chair: Efthimios Nikolakopoulos, University of Essex
 

On Bayesian Filtering for Markov Regime Switching Models
By Nigar Hashimzade; Brunel University London
Oleg Kirsanov; University of Glasgow
Tatiana Kirsanova; University of Glasgow
Junior Maih; Norges Bank
   presented by: Junior Maih, Norges Bank
 

Identification and Forecasting of Bull and Bear Markets Using a Mixture of Markov switching Models and Rule-based Dating Algorithms
By John Maheu; McMaster
Hamidreza Masoumi; McMaster University
   presented by: John Maheu, McMaster
 

The role of non-Gaussian innovations in multivariate realized GARCH
By Efthimios Nikolakopoulos; University of Essex
   presented by: Efthimios Nikolakopoulos, University of Essex
 
Session 75: LABOUR ECONOMICS
May 22, 2024 9:00 to 10:30
Location: LC 108
 
 

A multivariate composite estimator for the Labour Force Survey
By Håvard Hungnes; Statistics Norway
   presented by: Håvard Hungnes, Statistics Norway
 

Working from Home and Performance Pay: Individual or Collective Payment Schemes?
By Cinzia Rienzo; University of Brighton
   presented by: Cinzia Rienzo, University of Brighton
 

How substitutable are high-skilled workers? The case of expansion of tertiary education in Chile
By Adolfo Fuentes Werlinger; University of Edinburgh
   presented by: Adolfo Fuentes Werlinger, University of Edinburgh
 

Can Minimum Wage Mitigate Demand Contraction?
By
   presented by: Sladana Krgovic, Bocconi University
 
Session 76: MACHINE LEARNING 2
May 22, 2024 9:00 to 10:30
Location: LC 109
 
 

Technical analysis with machine learning classification algorithms: Can it still ‘beat’ the buy-and-hold strategy?
By
   presented by: Ba Chu, Carleton University
 

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
 

Reverse Cross-Fitting and Macroeconomic impact of Basel Capital Requirements
By Milos Ciganovic; Sapienza University of Rome
Federico D'Amario; Sapienza University of Rome
Massimiliano Tancioni; Sapienza University Rome
   presented by: Federico D'Amario, Sapienza University of Rome
 

Forecasting cryptocurrencies volatility using statistical and machine learning methods: a comparative study
By Grzegorz Dudek; Czestochowa University of Technology
Piotr Fiszeder; Nicolaus Copernicus University in Torun
Pawel Kobus; Warsaw University of Life Sciences
Witold Orzeszko; Nicolaus Copernicus University in Torun
   presented by: Witold Orzeszko, Nicolaus Copernicus University in Torun
 
Session 77: GREEN TRANSITION AND ECONOMIC POLICY Chair: Will Semmler (New School for Social Research)
May 22, 2024 9:00 to 10:30
Location: LC 005/009
 
Session Chair: Willi Semmler, New School NY, University of Bielefeld
 

The distributional effects of climate change. An empirical analysis
By Haroon Mumtaz; Queen Mary, University of London
Angeliki Theophilopoulou; Brunel University
   presented by: Haroon Mumtaz, Queen Mary, University of London
 

Monetary Policy and Climate Change Risks
By Fredj Jawadi; University of Lille
   presented by: Fredj Jawadi, University of Lille
 

Why do central banks ‘go green’?
By Alina Azanbayev; EBS Universität
Jan-Christoph Ruelke; EBS Universität für Wirtschaft & Recht
   presented by: Alina Azanbayev, EBS Universität
 

Central Banks, Climate Risks, and Energy Transition – A Dynamic Macro Model and Econometric Evidence
By Joao Braga; OECD
Pu Chen; MIT Melbourne
Willi Semmler; New School NY, University of Bielefeld
   presented by: Willi Semmler, New School NY, University of Bielefeld
 
Session 78: OIL PRICE AND MARKET
May 22, 2024 9:00 to 10:30
Location: LC 111
 
 

Reason Behind Words: OPEC Narratives and the Oil Market
By Celso Brunetti; FRB Board of Governors
Marc Joëts; IESEG School of Management
Valérie Mignon; University of Paris Nanterre, EconomiX-CNRS
   presented by: Marc Joëts, IESEG School of Management
 

Refining Crude Oil Uncertainty Using Corridor Variance Risk Premia
By Dudley Gilder; Cardiff University
Leonidas Tsiaras; Aston Business School, Aston University
   presented by: Dudley Gilder, Cardiff University
 

Global oil price swings: has their effect on Malta changed over time?
By
   presented by: Germano Ruisi, Central Bank of Malta
 

On transmission channels of energy prices and monetary policy shocks to household consumption: Evidence from India
By Pragati Priya; Indian Institute of Management, Lucknow
Chandan Sharma; Indian Institute of Management Lucknow, Noida Campus
   presented by: Pragati Priya, Indian Institute of Management, Lucknow
 
Session 79: SURVEY EXPECTATIONS 2
May 22, 2024 9:00 to 10:30
Location: LC 112
 
 

Seeing and Hearing is Believing: The Role of Audiovisual Communication in Shaping Inflation Expectations
By Elliott Ash; ETH Zurich
Heiner Mikosch; ETH Zurich
Samad Sarferaz; ETH Zurich
   presented by: Heiner Mikosch, ETH Zurich
 

Subjective Expectations and Family Dynamics: How Parents Decide on Fertility and Careers over the life cycle.
By Mariia Kovaleva; Université Libre de Bruxelles
   presented by: Mariia Kovaleva, Université Libre de Bruxelles
 

Macroeconomic survey forecasting in times of crises
By Philip Letixerant; University of Hagen
Robinson Kruse-Becher; University of Hagen
   presented by: Philip Letixerant, University of Hagen
 

The term structure of judgement: interpreting survey disagreement
By Zymantas Budrys; Bank of Lithuania, Vilnius University
Federica Brenna; Bank of Lithuania
   presented by: Zymantas Budrys, Bank of Lithuania, Vilnius University
 
Session 80: MACROECONOMIC FLUCTUATIONS AND SHOCKS
May 22, 2024 9:00 to 10:30
Location: LC 113
 
 

Do Households Substitute Intertemporally? Ten structural shocks that suggest not.
By
   presented by: Edmund Crawley, Federal Reserve Board
 

Uncertainty Shocks in An Intangible Economy
By
   presented by: Shuonan Zhang, The University of Southampton
 

Macroeconomic Effects of the Gender Revolutions
By Drago Bergholt; Norges Bank Research
Luca Fosso; European Central Bank
Francesco Furlanetto; Norges Bank
   presented by: Luca Fosso, European Central Bank
 

An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain
By Mario Forni; Università di Modena e Reggio Emilia
Luca Gambetti; Universitat Autonoma de Barcelona
Luca Sala; Universita' Bocconi
Stefano Soccorsi; Lancaster University Management School
   presented by: Stefano Soccorsi, Lancaster University Management School
 
Session 81: COFFEE BREAK
May 22, 2024 10:30 to 11:00
Location: ESGW Atrium
 
 
Session 82: BAYESIAN ECONOMETRICS 7
May 22, 2024 11:00 to 12:30
Location: LC 011/015
 
Session Chair: Elias Wolf, Freie Universität Berlin
 

Predictive Density Combination Using a Tree-Based Synthesis Function
By Tony Chernis; Bank of Canada/University of Strathclyde
Niko Hauzenberger; University of Strathclyde
Florian Huber; University of Salzburg
Gary Koop; University of Strathclyde
James Mitchell; Federal Reserve Bank of Cleveland
   presented by: Gary Koop, University of Strathclyde
 

Conditional Density Forecasting: A Tempered Importance Sampling Approach
By Elias Wolf; Freie Universität Berlin
   presented by: Elias Wolf, Freie Universität Berlin
 

Identification-driven Monte Carlo
By Yizhou (Kyle) Kuang Kuang; University of Manchester
   presented by: Yizhou (Kyle) Kuang, University of Manchester
 
Session 83: PANEL DATA ECONOMETRICS
May 22, 2024 11:00 to 12:30
Location: LC 106
 
 

Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects
By Marco Barassi; University of Birmingham
Yiannis Karavias; Brunel University London
   presented by: Marco Barassi, University of Birmingham
 

Double Machine Learning for Static Panel Models with Fixed Effects
By Paul Clarke
Annalivia Polselli; University of Essex
   presented by: Annalivia Polselli, University of Essex
 

Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures
By
   presented by: Raphaël Langevin, McGill University
 
Session 84: MONETARY POLICY AND FINANCIAL STABILITY
May 22, 2024 11:00 to 12:30
Location: LC 108
 
 

A New Test of Fiscal Dominance & Central Bank Independence
By
   presented by: Jonathan Hoddenbagh, Johns Hopkins University
 

Financial Stability and Monetary Policy: What about Central Bank Independence?
By Bilge Karatas; Utrecht University
   presented by: Bilge Karatas, Utrecht University
 

Interest-Rate Smoothing and Financial Stability: Is Faster Monetary Tightening Really Rattle the Financial System?
By Yevhenii Skok; University of Liverpool Management School
   presented by: Yevhenii Skok, University of Liverpool Management School
 

Robust monetary policy under shock uncertainty
By
   presented by: Mario Carceller del Arco, University of Lausanne
 
Session 85: SVAR AND COINTEGRATION
May 22, 2024 11:00 to 12:30
Location: LC 109
 
 

Identification and Inference of Long-Run Causal Exogeneity. A Graphical Approach
By
   presented by: Emanuele Lopetuso, University of Reading
 

Consistent statistical identification of SVARs under (co-)heteroskedasticity of unknown form
By Helmut Herwartz; University Göttingen
Shu Wang; University of Göttingen
   presented by: Shu Wang, University of Göttingen
 

Testing for Nonlinear Cointegration under Heteroskedasticity
By Christoph Hanck; Universität Duisburg-Essen
Till Massing; Universität Duisburg-Essen
   presented by: Till Massing, Universität Duisburg-Essen
 

A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry
By Sara Boni; Free University of Bolzano
francesco Ravazzolo; Free University of Bozen-Bolzano
   presented by: Sara Boni, Free University of Bolzano
 
Session 86: MACROFINANCE 2
May 22, 2024 11:00 to 12:30
Location: LC 111
 
 

Sentimental Discount Rate Shocks
By
   presented by: Adrian Ifrim, UAB & Barcelona GSE
 

The term structure of interest rates in a noisy information model
By James McNeil; Dalhousie University
   presented by: James McNeil, Dalhousie University
 

Co-explosiveness of corporate credit spreads
By Marco Kerkemeier; University of Hagen
   presented by: Marco Kerkemeier, University of Hagen
 
Session 87: EDUCATION
May 22, 2024 11:00 to 12:30
Location: LC 110
 
 

Does Performance-based Public Funding Pay off? UK’s Research Excellence Framework (REF) and Research Productivity
By Ajab Khan; University of Portsmouth, UK
   presented by: Ajab Khan, University of Portsmouth, UK
 

Life Satisfaction and Educational Hypogamy:The Role of Traditional Attitudes
By Björn Becker; University of Trier
   presented by: Björn Becker, University of Trier
 

To Teach or Not To Teach? Working Conditions, Information and the Supply of Teachers
By Willem De Cort; KU Leuven
   presented by: Willem De Cort, KU Leuven
 
Session 88: BRICS FINANCE
May 22, 2024 11:00 to 12:30
Location: LC 113
 
 

How Do Comparable Firms Affect IPO Valuation in China?
By
   presented by: Guanying Wang, Tianjin University
 

Digitalisation and material well-being at household level∗
By
   presented by: Apra Sinha Sinha, University of Delhi
 

Global Stock Market Interconnectedness: Assessing Return and Volatility Spillovers across Major Economies
By Arundhathi KB; Indian Institute of Technology Bombay
Pushpa Trivedi; SNU, Chennai, India
   presented by: Arundhathi KB, Indian Institute of Technology Bombay
 

Hedging Properties of Gold in an Emerging Market Economy: An Application of Intertemporal Capital Asset Pricing Model (ICAPM)
By Bisma Raina; Indian Institute of Technology Ropar
Paramita Mukherjee; IMI-Kolkata
Samaresh Bardhan; Indian Institute of Technology Ropar
   presented by: Bisma Raina, Indian Institute of Technology Ropar
 
Session 89: LUNCH BREAK
May 22, 2024 12:30 to 13:30
Location: ESGW Atrium
 
 
Session 90: KEYNOTE SESSION 7: Time-Varying Parameter VARs with Multivariate Stochastic Volatility for Reduced-Form and Structural Analysis Minchul Shin (Federal Reserve Bank of Philadelphia) Chair: Mark Jensen (Federal Reserve Bank of Atlanta)
May 22, 2024 13:30 to 14:30
Location: ESWG - Auditorium (Zoom Passcode: 8141947519) online [here]
 
 
Session 91: FINANCIAL ECONOMETRICS
May 22, 2024 14:30 to 16:00
Location: LC 106
 
 

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
 

The Short- and Long-run Cyclical Variation of the Cross-asset Nexus: MIDAS Evidence on Financial and 'Fiancialised' Assets
By Menelaos Karanasos; brunel university london
Stavroula Yfanti; Queen Mary University of London
Jiaying Wu; Queen Mary University of London
   presented by: Jiaying Wu, Queen Mary University of London
 

Return and Volatility Forecasting in Mixed Panels
By Cindy S.H. Wang; Peking University, HSBC Business School
Cheng Hsiao; University of Southern California
Yimeng Xie; Xiamen University
   presented by: Cindy S.H. Wang, Peking University, HSBC Business School
 
Session 92: CLIMATE ECONOMETRICS
May 22, 2024 14:30 to 16:00
Location: LC 108
 
 

A Hodrick-Prescott filter with automatically selected jumps
By Paolo Maranzano; Università di Milano-Bicocca
Matteo Pelagatti; University of Milano - Bicocca
   presented by: Matteo Pelagatti, University of Milano - Bicocca
 

The Time-Evolving Impact of Climate and Macroeconomic Uncertainty
By
   presented by: Tara Hamadi, Queen Mary University of London
 

Has the EU ETS market been efficient in reducing CO2 emissions?
By Alex Sanz Fernández; Universitat Autònoma de Barcelona
   presented by: Alex Sanz Fernández, Universitat Autònoma de Barcelona
 

Temperature and Growth: seasonal and non-linear effects using NUTS2 data
By Andrea Cipollini; University of Palermo
Fabio Parla; University of Palermo
   presented by: Fabio Parla, University of Palermo
 
Session 93: SOVEREIGN DEBT
May 22, 2024 14:30 to 16:00
Location: LC 109
 
 

Panel VAR approach to Debt Sustainability under Risk and Uncertainty: Application to High Debt Profile Countries
By Sehrish Ghayas; University of East Anglia
   presented by: Sehrish Ghayas, University of East Anglia
 

"Public Debts Stability and Policy Mix in the Euro Area"
By François Langot; Le Mans University, CEPREMAP(ENS-PSE)
Hugo Minnella; Le Mans University and CEPREMAP (PSE-ENS)
   presented by: Hugo Minnella, Le Mans University and CEPREMAP (PSE-ENS)
 

Sovereign Debt Dynamics in the Euro-Zone: The Differential Impact of a Common Currency
By Johannes Brumm; Karlsruhe Institute of Technology
Luca Pegorari; Karlsruher Institut für Technologie (KIT)
   presented by: Luca Pegorari, Karlsruher Institut für Technologie (KIT)
 

High Public Debts: Are Shocks or Discretionary Fiscal Policy to Blame?
By Adrian Peralta-Alva; International Monetary Fund
Nikhil Patel; International Monetary Fund
   presented by: Nikhil Patel, International Monetary Fund
 
Session 94: MULTIVARIATE MODELS
May 22, 2024 14:30 to 16:00
Location: LC 110
 
 

Quantile Local Projections: Identification, Smooth Estimation, and Inference
By Josef Ruzicka; Nazarbayev University
   presented by: Josef Ruzicka, Nazarbayev University
 

(Fiscal) Impulse responses in a high-dimensional setting
By Davide Bucci; Univeristy of Surrey
   presented by: Davide Bucci, Univeristy of Surrey
 

The autoregressive inverse-Wishart multivariate stochastic volatility model and its factor extension
By Xin Jin; Shanghai University of Finance and Economics
   presented by: Xin Jin, Shanghai University of Finance and Economics
 

Hessenbergians Over a Matrix Ring and a Unified Theory for Multivariate ARMA Models with Variable Coefficient Matrices
By Menelaos Karanasos; Brunel University London
   presented by: Menelaos Karanasos, Brunel University London
 
Session 95: MICRO THEORY
May 22, 2024 14:30 to 16:00
Location: LC 111
 
 

Reputational Cheap Talk vs. Reputational Delegation
By
   presented by: Xin Gao, University of Birmingham
 

Start-up Financing, Entry and Innovation
By Charles Parry; University of Cambridge
   presented by: Charles Parry, University of Cambridge
 

A Simple Model of Trading Artworks
By Min Zhang; University of St Andrews
   presented by: Min Zhang, University of St Andrews
 
Session 96: FIRMS ECONOMICS 2
May 22, 2024 14:30 to 16:00
Location: LC 112
 
 

Spillovers in ICT Adoption from Formal to Informal Firms: Evidence from Zambia
By Filip Jolevski; World Bank
Gaurav Nayyar; World Bank
Regina Pleninger; World Bank
Shu Yu; The World Bank
   presented by: Regina Pleninger, World Bank
 

Are the Winners Actually Winning? Evidence from China’s Strategic Emerging Industries
By Hannah (Yi) Wei; University of Oxford
   presented by: Hannah (Yi) Wei, University of Oxford
 

Illusionary Cost Shifting: Examining the Effects of Expressway Privatization in 2005 on Municipal Manufacturing in Japan
By Youjin Oh; Tokyo Institute of Technology
   presented by: Youjin Oh, Tokyo Institute of Technology
 

Modelling Risk in Small Farming
By Mário Ceu; ISEG - Lisbon School of Economics & Management-Advance/CSG Research Center
   presented by: Mário Ceu, ISEG - Lisbon School of Economics & Management-Advance/CSG Research Center
 
Session 97: DEVELOPMENT AND GROWTH
May 22, 2024 14:30 to 16:00
Location: LC 113
 
 

Effects of Financial Inclusion on Welfare in West Africa
By Yusuf Sanoh; Osaka University
   presented by: Yusuf Sanoh, Osaka University
 

Price Dispersion in Informal Transport Markets: A Study with Bangladeshi Rickshaw-Pullers
By Imran Aziz; Yorkville University
   presented by: Imran Aziz, Yorkville University
 

Gendered laws, women’s labor force participation, and its impact on economic complexity
By Garima Maurya; Indian Institute of Technology - Kanpur
   presented by: Garima Maurya, Indian Institute of Technology - Kanpur
 

Reasons behind developing countries’ tax revenue losses: Paying attention to the provisions of their tax treaties with OECD members
By
   presented by: Pranvera Shehaj, Freie Universität Berlin
 
Session 98: COFFEE BREAK
May 22, 2024 16:00 to 16:30
Location: ESGW Atrium
 
 
Session 99: TONY LANCASTER MEMORIAL LECTURE: The incidental parameter problem in 2024. Andrew Chesher (University College London) Chair: Marcelle Chauvet (University of California Riverside)
May 22, 2024 16:30 to 17:30
Location: ESWG - Auditorium (Zoom Passcode: 8141947519) online [here]
 
 

99 sessions, 269 papers, and 0 presentations with no associated papers
 
Index of Participants

Legend: C=chair, P=Presenter, D=Discussant
#ParticipantRoles in Conference
1Abiona, OlukoredeP10 May 20, 2024 09:00 to 10:30 POPULATION
2Afunts, GeghetsikP10 May 20, 2024 09:00 to 10:30 POPULATION
3ahmed, neveenP25 May 20, 2024 15:30 to 17:00 ESG AND GREEN POLICY
4Akbal, Ömer FarukP68 May 21, 2024 17:00 to 18:30 MACROECONOMETRICS
5Al Sadoon, MajidP19 May 20, 2024 15:30 to 17:00 TIME SERIES ECONOMETRICS 2: THEORY
C63 May 21, 2024 17:00 to 18:30 TIME SERIES ECONOMETRICS 6: NETWORK AND MIXED FRQUENCY
6Alsalman, ZeinaP69 May 21, 2024 17:00 to 18:30 OIL PRICE SHOCKS
7Amedu, UgbedeP35 May 20, 2024 17:00 to 18:30 BUSINESS AND TOURISM ECONOMICS
8Anderl, ChristinaP51 May 21, 2024 11:00 to 12:30 PRICES AND INFLATION
9Andresciani, ClaraP42 May 21, 2024 09:00 to 10:30 HEALTH
10Anobile, FabioP24 May 20, 2024 15:30 to 17:00 INEQUALITY
11Arce-Alfaro, GabrielP3 May 20, 2024 09:00 to 10:30 BAYESIAN ECONOMETRICS 1
12Arnold, EvaP46 May 21, 2024 09:00 to 10:30 BANKING
13Auerbach, JanP40 May 21, 2024 09:00 to 10:30 POLITICAL ECONOMY 1
14Azanbayev, AlinaP77 May 22, 2024 09:00 to 10:30 GREEN TRANSITION AND ECONOMIC POLICY Chair: Will Semmler (New School for Social Research)
15Aziz, ImranP97 May 22, 2024 14:30 to 16:00 DEVELOPMENT AND GROWTH
16Aziz, ShahabP30 May 20, 2024 17:00 to 18:30 INTERNATIONAL FINANCE 2
17Bacheron, JohanneP55 May 21, 2024 11:00 to 12:30 LABOUR AND GENDER
18Badhwar, SurbhiP26 May 20, 2024 15:30 to 17:00 ECONOMIC GROWTH
19Baiardi, DonatellaP43 May 21, 2024 09:00 to 10:30 GREEN TRANSITION AND POLICIES
20Balatti, MircoP21 May 20, 2024 15:30 to 17:00 INTERNATIONAL FINANCE 1
21Baltas, KonstantinosP9 May 20, 2024 09:00 to 10:30 CRYPTO-ASSETS AND DARK TRADING
22Baltodano Lopez, OvieltP62 May 21, 2024 17:00 to 18:30 BAYESIAN ECONOMETRICS 5
23Barassi, MarcoP83 May 22, 2024 11:00 to 12:30 PANEL DATA ECONOMETRICS
24Baronchelli, AdelaideP66 May 21, 2024 17:00 to 18:30 POLITICAL ECONOMY 3
25Basturk, NalanP18 May 20, 2024 15:30 to 17:00 BAYESIAN ECONOMETRICS 2
C18 May 20, 2024 15:30 to 17:00 BAYESIAN ECONOMETRICS 2
26Becker, BjörnP87 May 22, 2024 11:00 to 12:30 EDUCATION
27Belda, PauP53 May 21, 2024 11:00 to 12:30 MACROFINANCE 1
28Bevilacqua, MattiaP91 May 22, 2024 14:30 to 16:00 FINANCIAL ECONOMETRICS
29Bhattarai, KeshabP26 May 20, 2024 15:30 to 17:00 ECONOMIC GROWTH
30Boeri, FilippoP65 May 21, 2024 17:00 to 18:30 FIRMS ECONOMICS 1
31Boge, KevinP22 May 20, 2024 15:30 to 17:00 HOUSING MARKET
32Bondesan, MatteoP33 May 20, 2024 17:00 to 18:30 MACRO THEORY
33Boni, SaraP85 May 22, 2024 11:00 to 12:30 SVAR AND COINTEGRATION
34Bruguet, MarieP39 May 21, 2024 09:00 to 10:30 CLIMATE AND ENERGY ECONOMICS AND FINANCE
35Bucci, DavideP94 May 22, 2024 14:30 to 16:00 MULTIVARIATE MODELS
36Budrys, ZymantasP79 May 22, 2024 09:00 to 10:30 SURVEY EXPECTATIONS 2
37Bun, MauriceP7 May 20, 2024 09:00 to 10:30 CLIMATE FINANCE
38Bychkova, NataliiaP67 May 21, 2024 17:00 to 18:30 THE ECONOMICS OF RUSSIA'S WAR IN UKRAINE (Chair: Nataliia Bychkova - Odesa National University and Amherst College)
39Cabrera Hernandez, Francisco JavierP10 May 20, 2024 09:00 to 10:30 POPULATION
40Caraiani, PetreP63 May 21, 2024 17:00 to 18:30 TIME SERIES ECONOMETRICS 6: NETWORK AND MIXED FRQUENCY
41Carceller del Arco, MarioP84 May 22, 2024 11:00 to 12:30 MONETARY POLICY AND FINANCIAL STABILITY
42Carvalho, Maria FranciscaP39 May 21, 2024 09:00 to 10:30 CLIMATE AND ENERGY ECONOMICS AND FINANCE
43Catania, LeopoldoP38 May 21, 2024 09:00 to 10:30 TIME SERIES ECONOMETRICS 4: MARKOV SWITCHING AND CHANGE POINT
44Celebi, KaanP20 May 20, 2024 15:30 to 17:00 INTERNATIONAL TRADE 1
45Cerulli, GiovanniP5 May 20, 2024 09:00 to 10:30 MACHINE LEARNING 1 (Chair: Giovanni Cerulli, CNR)
C5 May 20, 2024 09:00 to 10:30 MACHINE LEARNING 1 (Chair: Giovanni Cerulli, CNR)
46Ceu, MárioP96 May 22, 2024 14:30 to 16:00 FIRMS ECONOMICS 2
47Chakraborty, MonalishaP55 May 21, 2024 11:00 to 12:30 LABOUR AND GENDER
48Chakraborty, IndraniP64 May 21, 2024 17:00 to 18:30 INDIAN FINANCIAL SYSTEM
49Chaudhary, VanshikaP70 May 21, 2024 17:00 to 18:30 EDUCATION AND HEALTH
50Chen, JianP63 May 21, 2024 17:00 to 18:30 TIME SERIES ECONOMETRICS 6: NETWORK AND MIXED FRQUENCY
51Cho, RachelP54 May 21, 2024 11:00 to 12:30 TAXATION
52Chu, BaP76 May 22, 2024 09:00 to 10:30 MACHINE LEARNING 2
53Cipollini, AndreaP7 May 20, 2024 09:00 to 10:30 CLIMATE FINANCE
54Cloléry, HéloïseP55 May 21, 2024 11:00 to 12:30 LABOUR AND GENDER
55Conconi, PaolaP6 May 20, 2024 09:00 to 10:30 RESHAPING GLOBAL VALUE CHAINS. Chair: Judith Dean (Brandeis University)
56Crawley, EdmundP80 May 22, 2024 09:00 to 10:30 MACROECONOMIC FLUCTUATIONS AND SHOCKS
57Cubadda, GianlucaP68 May 21, 2024 17:00 to 18:30 MACROECONOMETRICS
58Cucinelli, DorianaP46 May 21, 2024 09:00 to 10:30 BANKING
59D'Amario, FedericoP76 May 22, 2024 09:00 to 10:30 MACHINE LEARNING 2
60D'Innocenzo, EnzoP49 May 21, 2024 11:00 to 12:30 TIME SERIES ECONOMETRICS 5: NON GAUSSIAN MODELS
61Datta, SoumyaP26 May 20, 2024 15:30 to 17:00 ECONOMIC GROWTH
62De Cort, WillemP87 May 22, 2024 11:00 to 12:30 EDUCATION
63del Barrio Castro, TomásP63 May 21, 2024 17:00 to 18:30 TIME SERIES ECONOMETRICS 6: NETWORK AND MIXED FRQUENCY
64Della Posta, PompeoP33 May 20, 2024 17:00 to 18:30 MACRO THEORY
65Di Colli, StefanoP32 May 20, 2024 17:00 to 18:30 MONETARY POLICY AND REGIMES
66Di Nino, VirginiaP8 May 20, 2024 09:00 to 10:30 SURVEY EXPECTATIONS 1 (Chair: Matthias Hartmann, Bundesbank)
67Domenech, JosepP5 May 20, 2024 09:00 to 10:30 MACHINE LEARNING 1 (Chair: Giovanni Cerulli, CNR)
68Donayre, LuiggiP42 May 21, 2024 09:00 to 10:30 HEALTH
69Doz, CatherineC4 May 20, 2024 09:00 to 10:30 TIME SERIES ECONOMETRICS 1: FORECASTING
P38 May 21, 2024 09:00 to 10:30 TIME SERIES ECONOMETRICS 4: MARKOV SWITCHING AND CHANGE POINT
70Drago, CarloP5 May 20, 2024 09:00 to 10:30 MACHINE LEARNING 1 (Chair: Giovanni Cerulli, CNR)
71Drosidis, TheodosiosP69 May 21, 2024 17:00 to 18:30 OIL PRICE SHOCKS
72Farag, MarkosP3 May 20, 2024 09:00 to 10:30 BAYESIAN ECONOMETRICS 1
73Figueres, JuanP48 May 21, 2024 11:00 to 12:30 BAYESIAN ECONOMETRICS 4
74Forlati, ChiaraP25 May 20, 2024 15:30 to 17:00 ESG AND GREEN POLICY
75Fosso, LucaP80 May 22, 2024 09:00 to 10:30 MACROECONOMIC FLUCTUATIONS AND SHOCKS
76Franceschi, EmanueleP51 May 21, 2024 11:00 to 12:30 PRICES AND INFLATION
77Franco, LaviniaP32 May 20, 2024 17:00 to 18:30 MONETARY POLICY AND REGIMES
78Freeman, RebeccaP6 May 20, 2024 09:00 to 10:30 RESHAPING GLOBAL VALUE CHAINS. Chair: Judith Dean (Brandeis University)
79Fuentes Werlinger, AdolfoP75 May 22, 2024 09:00 to 10:30 LABOUR ECONOMICS
80Ganau, RobertoP66 May 21, 2024 17:00 to 18:30 POLITICAL ECONOMY 3
81Gao, XinP95 May 22, 2024 14:30 to 16:00 MICRO THEORY
82Gargiulo, ValeriaP32 May 20, 2024 17:00 to 18:30 MONETARY POLICY AND REGIMES
83Gehrig, ThomasP46 May 21, 2024 09:00 to 10:30 BANKING
84Ghayas, SehrishP93 May 22, 2024 14:30 to 16:00 SOVEREIGN DEBT
85Gilder, DudleyP78 May 22, 2024 09:00 to 10:30 OIL PRICE AND MARKET
86Giraitis, LiudasP19 May 20, 2024 15:30 to 17:00 TIME SERIES ECONOMETRICS 2: THEORY
C38 May 21, 2024 09:00 to 10:30 TIME SERIES ECONOMETRICS 4: MARKOV SWITCHING AND CHANGE POINT
87Gkolfinopoulou, MichalitsaP24 May 20, 2024 15:30 to 17:00 INEQUALITY
88Glas, AlexanderP8 May 20, 2024 09:00 to 10:30 SURVEY EXPECTATIONS 1 (Chair: Matthias Hartmann, Bundesbank)
89Goemans, PascalP51 May 21, 2024 11:00 to 12:30 PRICES AND INFLATION
90González-Astudillo, ManuelP23 May 20, 2024 15:30 to 17:00 MONETARY POLICY TRANSMISSION MECHANISM
91Gupta, PuruP31 May 20, 2024 17:00 to 18:30 EMPIRICAL FINANCE
92Gutknecht, DanielP4 May 20, 2024 09:00 to 10:30 TIME SERIES ECONOMETRICS 1: FORECASTING
93Hamadi, TaraP92 May 22, 2024 14:30 to 16:00 CLIMATE ECONOMETRICS
94Hartmann, MatthiasP8 May 20, 2024 09:00 to 10:30 SURVEY EXPECTATIONS 1 (Chair: Matthias Hartmann, Bundesbank)
C8 May 20, 2024 09:00 to 10:30 SURVEY EXPECTATIONS 1 (Chair: Matthias Hartmann, Bundesbank)
95Hashimzade, NigarP54 May 21, 2024 11:00 to 12:30 TAXATION
96Hausmann Guil, GuillermoP11 May 20, 2024 09:00 to 10:30 MACROECONOMIC FLUCTUATIONS
97Herrmann, BenediktP67 May 21, 2024 17:00 to 18:30 THE ECONOMICS OF RUSSIA'S WAR IN UKRAINE (Chair: Nataliia Bychkova - Odesa National University and Amherst College)
98Hoddenbagh, JonathanP84 May 22, 2024 11:00 to 12:30 MONETARY POLICY AND FINANCIAL STABILITY
99Hungnes, HåvardP75 May 22, 2024 09:00 to 10:30 LABOUR ECONOMICS
100Ifrim, AdrianP86 May 22, 2024 11:00 to 12:30 MACROFINANCE 2
101Iskrev, NikolayP52 May 21, 2024 11:00 to 12:30 ECONOMETRICS
102Isojaervi, AnniP11 May 20, 2024 09:00 to 10:30 MACROECONOMIC FLUCTUATIONS
103Jain, AnilP53 May 21, 2024 11:00 to 12:30 MACROFINANCE 1
104Jawadi, FredjP77 May 22, 2024 09:00 to 10:30 GREEN TRANSITION AND ECONOMIC POLICY Chair: Will Semmler (New School for Social Research)
105Jin, XinP94 May 22, 2024 14:30 to 16:00 MULTIVARIATE MODELS
106Joëts, MarcP78 May 22, 2024 09:00 to 10:30 OIL PRICE AND MARKET
107Kabel, TarekP39 May 21, 2024 09:00 to 10:30 CLIMATE AND ENERGY ECONOMICS AND FINANCE
108Karanasos, MenelaosP94 May 22, 2024 14:30 to 16:00 MULTIVARIATE MODELS
109Karatas, BilgeP84 May 22, 2024 11:00 to 12:30 MONETARY POLICY AND FINANCIAL STABILITY
110Kasparis, IoannisC19 May 20, 2024 15:30 to 17:00 TIME SERIES ECONOMETRICS 2: THEORY
111KB, ArundhathiP88 May 22, 2024 11:00 to 12:30 BRICS FINANCE
112Kerkemeier, MarcoP86 May 22, 2024 11:00 to 12:30 MACROFINANCE 2
113Khan, AjabP87 May 22, 2024 11:00 to 12:30 EDUCATION
114Khan, IrfanullahP39 May 21, 2024 09:00 to 10:30 CLIMATE AND ENERGY ECONOMICS AND FINANCE
115Kharazi, AichaP41 May 21, 2024 09:00 to 10:30 FISCAL POLICY AND PUBLIC DEBT
116Koop, GaryC27 May 20, 2024 17:00 to 18:30 BAYESIAN ECONOMETRICS 3
P82 May 22, 2024 11:00 to 12:30 BAYESIAN ECONOMETRICS 7
117Kovalenko, TimP65 May 21, 2024 17:00 to 18:30 FIRMS ECONOMICS 1
118Kovaleva, MariiaP79 May 22, 2024 09:00 to 10:30 SURVEY EXPECTATIONS 2
119Kozyrev, BorisP28 May 20, 2024 17:00 to 18:30 TIME SERIES ECONOMETRICS: 3 VOLATILITY AND FORECASTING
120Krgovic, SladanaP75 May 22, 2024 09:00 to 10:30 LABOUR ECONOMICS
121Kuang, Yizhou (Kyle)P82 May 22, 2024 11:00 to 12:30 BAYESIAN ECONOMETRICS 7
122Kurter, ZeynepP34 May 20, 2024 17:00 to 18:30 EURO AREA MACROECONOMIC FLUCTUATIONS
123La Manna, Manfredi M. A.P24 May 20, 2024 15:30 to 17:00 INEQUALITY
124Lacaussade, Charles-ThierryP31 May 20, 2024 17:00 to 18:30 EMPIRICAL FINANCE
125Langevin, RaphaëlP83 May 22, 2024 11:00 to 12:30 PANEL DATA ECONOMETRICS
126Lee, JungyoonP22 May 20, 2024 15:30 to 17:00 HOUSING MARKET
127Lenza, MicheleP4 May 20, 2024 09:00 to 10:30 TIME SERIES ECONOMETRICS 1: FORECASTING
128Leon-Gonzalez, RobertoP48 May 21, 2024 11:00 to 12:30 BAYESIAN ECONOMETRICS 4
C62 May 21, 2024 17:00 to 18:30 BAYESIAN ECONOMETRICS 5
129Leshoro, TemitopeP71 May 21, 2024 17:00 to 18:30 INTERNATIONAL TRADE AND INVESTMENT
130Letixerant, PhilipP79 May 22, 2024 09:00 to 10:30 SURVEY EXPECTATIONS 2
131Lieberman, OfferP19 May 20, 2024 15:30 to 17:00 TIME SERIES ECONOMETRICS 2: THEORY
132Liu, RuixuanP62 May 21, 2024 17:00 to 18:30 BAYESIAN ECONOMETRICS 5
133Lopetuso, EmanueleP85 May 22, 2024 11:00 to 12:30 SVAR AND COINTEGRATION
134Lorenzini, LucaP34 May 20, 2024 17:00 to 18:30 EURO AREA MACROECONOMIC FLUCTUATIONS
135Maheu, JohnC48 May 21, 2024 11:00 to 12:30 BAYESIAN ECONOMETRICS 4
P74 May 22, 2024 09:00 to 10:30 BAYESIAN ECONOMETRICS 6
136Maih, JuniorP74 May 22, 2024 09:00 to 10:30 BAYESIAN ECONOMETRICS 6
137Majumdar, KakaliP71 May 21, 2024 17:00 to 18:30 INTERNATIONAL TRADE AND INVESTMENT
138Manguzvane, Mathias MandlaP71 May 21, 2024 17:00 to 18:30 INTERNATIONAL TRADE AND INVESTMENT
139Maranzano, PaoloP41 May 21, 2024 09:00 to 10:30 FISCAL POLICY AND PUBLIC DEBT
140Martinoli, MarioP49 May 21, 2024 11:00 to 12:30 TIME SERIES ECONOMETRICS 5: NON GAUSSIAN MODELS
141Martins, AntónioP31 May 20, 2024 17:00 to 18:30 EMPIRICAL FINANCE
142Massing, TillP85 May 22, 2024 11:00 to 12:30 SVAR AND COINTEGRATION
143Mastromarco, CamillaP45 May 21, 2024 09:00 to 10:30 R&D AND INNOVATION
C49 May 21, 2024 11:00 to 12:30 TIME SERIES ECONOMETRICS 5: NON GAUSSIAN MODELS
144Mattiozzi, SilviaP65 May 21, 2024 17:00 to 18:30 FIRMS ECONOMICS 1
145Maurya, GarimaP97 May 22, 2024 14:30 to 16:00 DEVELOPMENT AND GROWTH
146Mazzali, MarcoP34 May 20, 2024 17:00 to 18:30 EURO AREA MACROECONOMIC FLUCTUATIONS
147McNeil, JamesP86 May 22, 2024 11:00 to 12:30 MACROFINANCE 2
148Meshram, VedprakashP64 May 21, 2024 17:00 to 18:30 INDIAN FINANCIAL SYSTEM
149Meunier, BaptisteP6 May 20, 2024 09:00 to 10:30 RESHAPING GLOBAL VALUE CHAINS. Chair: Judith Dean (Brandeis University)
150Micevska, MajaP42 May 21, 2024 09:00 to 10:30 HEALTH
151Mikosch, HeinerP79 May 22, 2024 09:00 to 10:30 SURVEY EXPECTATIONS 2
152Minnella, HugoP93 May 22, 2024 14:30 to 16:00 SOVEREIGN DEBT
153Mitchell, JamesP27 May 20, 2024 17:00 to 18:30 BAYESIAN ECONOMETRICS 3
154Monteforte, FabioP40 May 21, 2024 09:00 to 10:30 POLITICAL ECONOMY 1
155Morana, ClaudioP7 May 20, 2024 09:00 to 10:30 CLIMATE FINANCE
156Morita, RubensP32 May 20, 2024 17:00 to 18:30 MONETARY POLICY AND REGIMES
157Moussa, KarimP44 May 21, 2024 09:00 to 10:30 FORECASTING AND SIMULATION
158MUKHERJEE, SONIAP35 May 20, 2024 17:00 to 18:30 BUSINESS AND TOURISM ECONOMICS
159Mullings, RobertP9 May 20, 2024 09:00 to 10:30 CRYPTO-ASSETS AND DARK TRADING
160Mumtaz, HaroonP77 May 22, 2024 09:00 to 10:30 GREEN TRANSITION AND ECONOMIC POLICY Chair: Will Semmler (New School for Social Research)
161N'GORAN, Manlan Hervé-JoëlP34 May 20, 2024 17:00 to 18:30 EURO AREA MACROECONOMIC FLUCTUATIONS
162Nikolakopoulos, EfthimiosP74 May 22, 2024 09:00 to 10:30 BAYESIAN ECONOMETRICS 6
C74 May 22, 2024 09:00 to 10:30 BAYESIAN ECONOMETRICS 6
163Nobre, FranciscoP35 May 20, 2024 17:00 to 18:30 BUSINESS AND TOURISM ECONOMICS
164O'Neill, EoghanP62 May 21, 2024 17:00 to 18:30 BAYESIAN ECONOMETRICS 5
165Odendahl, FlorensP44 May 21, 2024 09:00 to 10:30 FORECASTING AND SIMULATION
166Oh, YoujinP96 May 22, 2024 14:30 to 16:00 FIRMS ECONOMICS 2
167Onofri, MarcoP23 May 20, 2024 15:30 to 17:00 MONETARY POLICY TRANSMISSION MECHANISM
168Opschoor, AnneP49 May 21, 2024 11:00 to 12:30 TIME SERIES ECONOMETRICS 5: NON GAUSSIAN MODELS
169Orzeszko, WitoldP76 May 22, 2024 09:00 to 10:30 MACHINE LEARNING 2
170Pacifico, AntonioP48 May 21, 2024 11:00 to 12:30 BAYESIAN ECONOMETRICS 4
171Papioti, CharaP50 May 21, 2024 11:00 to 12:30 POLITICAL ECONOMY 2
172Parla, FabioP92 May 22, 2024 14:30 to 16:00 CLIMATE ECONOMETRICS
173Parry, CharlesP95 May 22, 2024 14:30 to 16:00 MICRO THEORY
174Patel, NikhilP93 May 22, 2024 14:30 to 16:00 SOVEREIGN DEBT
175Patella, ValeriaP11 May 20, 2024 09:00 to 10:30 MACROECONOMIC FLUCTUATIONS
176Pathompituknukoon, PakpichaP45 May 21, 2024 09:00 to 10:30 R&D AND INNOVATION
177Pegorari, LucaP93 May 22, 2024 14:30 to 16:00 SOVEREIGN DEBT
178Pelagatti, MatteoP92 May 22, 2024 14:30 to 16:00 CLIMATE ECONOMETRICS
179Piffer, MicheleP3 May 20, 2024 09:00 to 10:30 BAYESIAN ECONOMETRICS 1
C3 May 20, 2024 09:00 to 10:30 BAYESIAN ECONOMETRICS 1
180Pitarakis, Jean-YvesP28 May 20, 2024 17:00 to 18:30 TIME SERIES ECONOMETRICS: 3 VOLATILITY AND FORECASTING
181Pleninger, ReginaP96 May 22, 2024 14:30 to 16:00 FIRMS ECONOMICS 2
182Polselli, AnnaliviaP83 May 22, 2024 11:00 to 12:30 PANEL DATA ECONOMETRICS
183Porcellotti, GiacomoP68 May 21, 2024 17:00 to 18:30 MACROECONOMETRICS
184Priya, PragatiP78 May 22, 2024 09:00 to 10:30 OIL PRICE AND MARKET
185Puglisi, FedericoP23 May 20, 2024 15:30 to 17:00 MONETARY POLICY TRANSMISSION MECHANISM
186Qian, XiyueP31 May 20, 2024 17:00 to 18:30 EMPIRICAL FINANCE
187Qiu, LarryP20 May 20, 2024 15:30 to 17:00 INTERNATIONAL TRADE 1
188Rabinovych, MarynaP67 May 21, 2024 17:00 to 18:30 THE ECONOMICS OF RUSSIA'S WAR IN UKRAINE (Chair: Nataliia Bychkova - Odesa National University and Amherst College)
189Raina, BismaP88 May 22, 2024 11:00 to 12:30 BRICS FINANCE
190Rannenberg, AnsgarP20 May 20, 2024 15:30 to 17:00 INTERNATIONAL TRADE 1
191Renzetti, AndreaP27 May 20, 2024 17:00 to 18:30 BAYESIAN ECONOMETRICS 3
192Resce, GiulianoP5 May 20, 2024 09:00 to 10:30 MACHINE LEARNING 1 (Chair: Giovanni Cerulli, CNR)
193riboni, alessandroP50 May 21, 2024 11:00 to 12:30 POLITICAL ECONOMY 2
194Rienzo, CinziaP75 May 22, 2024 09:00 to 10:30 LABOUR ECONOMICS
195Rojas-Romagosa, HugoP67 May 21, 2024 17:00 to 18:30 THE ECONOMICS OF RUSSIA'S WAR IN UKRAINE (Chair: Nataliia Bychkova - Odesa National University and Amherst College)
196Rosati, FurioP70 May 21, 2024 17:00 to 18:30 EDUCATION AND HEALTH
197Rossi, FrancescaP52 May 21, 2024 11:00 to 12:30 ECONOMETRICS
198Rossi, EduardoC28 May 20, 2024 17:00 to 18:30 TIME SERIES ECONOMETRICS: 3 VOLATILITY AND FORECASTING
P38 May 21, 2024 09:00 to 10:30 TIME SERIES ECONOMETRICS 4: MARKOV SWITCHING AND CHANGE POINT
199Rossi, IlariaP35 May 20, 2024 17:00 to 18:30 BUSINESS AND TOURISM ECONOMICS
200Ruisi, GermanoP78 May 22, 2024 09:00 to 10:30 OIL PRICE AND MARKET
201Ruzicka, JosefP94 May 22, 2024 14:30 to 16:00 MULTIVARIATE MODELS
202Rzayev, KhaladdinP9 May 20, 2024 09:00 to 10:30 CRYPTO-ASSETS AND DARK TRADING
203Sabaj, ErnilP22 May 20, 2024 15:30 to 17:00 HOUSING MARKET
204Saccal, AlessandroP68 May 21, 2024 17:00 to 18:30 MACROECONOMETRICS
205Salgado Moreno, MauricioP23 May 20, 2024 15:30 to 17:00 MONETARY POLICY TRANSMISSION MECHANISM
206Sanoh, YusufP97 May 22, 2024 14:30 to 16:00 DEVELOPMENT AND GROWTH
207Sanz Fernández, AlexP92 May 22, 2024 14:30 to 16:00 CLIMATE ECONOMETRICS
208Sartre, EmilieP40 May 21, 2024 09:00 to 10:30 POLITICAL ECONOMY 1
209Savioli, MarcoP55 May 21, 2024 11:00 to 12:30 LABOUR AND GENDER
210Schoelkopf, Julius TheodorP28 May 20, 2024 17:00 to 18:30 TIME SERIES ECONOMETRICS: 3 VOLATILITY AND FORECASTING
211Schwaab, BerndP18 May 20, 2024 15:30 to 17:00 BAYESIAN ECONOMETRICS 2
212Schweiger, HelenaP6 May 20, 2024 09:00 to 10:30 RESHAPING GLOBAL VALUE CHAINS. Chair: Judith Dean (Brandeis University)
213Schwerin, HagenP43 May 21, 2024 09:00 to 10:30 GREEN TRANSITION AND POLICIES
214Seghini, CaterinaP43 May 21, 2024 09:00 to 10:30 GREEN TRANSITION AND POLICIES
215Semmler, WilliP77 May 22, 2024 09:00 to 10:30 GREEN TRANSITION AND ECONOMIC POLICY Chair: Will Semmler (New School for Social Research)
C77 May 22, 2024 09:00 to 10:30 GREEN TRANSITION AND ECONOMIC POLICY Chair: Will Semmler (New School for Social Research)
216Sharma, ManishP29 May 20, 2024 17:00 to 18:30 INTERNATIONAL TRADE 2
217Sheedy, KevinP53 May 21, 2024 11:00 to 12:30 MACROFINANCE 1
218Shehaj, PranveraP97 May 22, 2024 14:30 to 16:00 DEVELOPMENT AND GROWTH
219Sheveleva, LenaP71 May 21, 2024 17:00 to 18:30 INTERNATIONAL TRADE AND INVESTMENT
220Shrimali, SuruchiP30 May 20, 2024 17:00 to 18:30 INTERNATIONAL FINANCE 2
221Silva, MathiasP18 May 20, 2024 15:30 to 17:00 BAYESIAN ECONOMETRICS 2
222Silva, RuiP70 May 21, 2024 17:00 to 18:30 EDUCATION AND HEALTH
223Silva Buston, ConsueloP50 May 21, 2024 11:00 to 12:30 POLITICAL ECONOMY 2
224Sinha, Apra SinhaP88 May 22, 2024 11:00 to 12:30 BRICS FINANCE
225Sirbu, Anca-IoanaP43 May 21, 2024 09:00 to 10:30 GREEN TRANSITION AND POLICIES
226Skok, YevheniiP84 May 22, 2024 11:00 to 12:30 MONETARY POLICY AND FINANCIAL STABILITY
227Snir, AvichaiP51 May 21, 2024 11:00 to 12:30 PRICES AND INFLATION
228So, InhwanP21 May 20, 2024 15:30 to 17:00 INTERNATIONAL FINANCE 1
229Soccorsi, StefanoP80 May 22, 2024 09:00 to 10:30 MACROECONOMIC FLUCTUATIONS AND SHOCKS
230Sojoudi, MeysamP69 May 21, 2024 17:00 to 18:30 OIL PRICE SHOCKS
231Sonnewald, DavidP54 May 21, 2024 11:00 to 12:30 TAXATION
232Sumando, EkoP66 May 21, 2024 17:00 to 18:30 POLITICAL ECONOMY 3
233Sun, ArielP22 May 20, 2024 15:30 to 17:00 HOUSING MARKET
234Sznajderska, AnnaP27 May 20, 2024 17:00 to 18:30 BAYESIAN ECONOMETRICS 3
235Taylor, MarkP21 May 20, 2024 15:30 to 17:00 INTERNATIONAL FINANCE 1
236Thakur, PoojaP29 May 20, 2024 17:00 to 18:30 INTERNATIONAL TRADE 2
237Thukral, SonalP64 May 21, 2024 17:00 to 18:30 INDIAN FINANCIAL SYSTEM
238Todea, AnitaP30 May 20, 2024 17:00 to 18:30 INTERNATIONAL FINANCE 2
239Topbas, YunusP9 May 20, 2024 09:00 to 10:30 CRYPTO-ASSETS AND DARK TRADING
240Tsakou, KaterinaP33 May 20, 2024 17:00 to 18:30 MACRO THEORY
241Tschan, LeaP7 May 20, 2024 09:00 to 10:30 CLIMATE FINANCE
242Tuteja, AnshumaanP53 May 21, 2024 11:00 to 12:30 MACROFINANCE 1
243Udroiu, ClaudiaP41 May 21, 2024 09:00 to 10:30 FISCAL POLICY AND PUBLIC DEBT
244Ulbing, PhilippP46 May 21, 2024 09:00 to 10:30 BANKING
245Varotto, IacopoP45 May 21, 2024 09:00 to 10:30 R&D AND INNOVATION
246Vasconcelos, BrunoP44 May 21, 2024 09:00 to 10:30 FORECASTING AND SIMULATION
247Vergara Merino, PedroP52 May 21, 2024 11:00 to 12:30 ECONOMETRICS
248Vincent, MeeraP64 May 21, 2024 17:00 to 18:30 INDIAN FINANCIAL SYSTEM
249Volpicella, AlessioP4 May 20, 2024 09:00 to 10:30 TIME SERIES ECONOMETRICS 1: FORECASTING
250Wadud, SaniaP69 May 21, 2024 17:00 to 18:30 OIL PRICE SHOCKS
251Wang, ShuP85 May 22, 2024 11:00 to 12:30 SVAR AND COINTEGRATION
252Wang, Cindy S.H.P91 May 22, 2024 14:30 to 16:00 FINANCIAL ECONOMETRICS
253Wang, ZijieP21 May 20, 2024 15:30 to 17:00 INTERNATIONAL FINANCE 1
254Wang, GuanyingP88 May 22, 2024 11:00 to 12:30 BRICS FINANCE
255Watanabe, AxelP10 May 20, 2024 09:00 to 10:30 POPULATION
256Wei, Hannah (Yi)P96 May 22, 2024 14:30 to 16:00 FIRMS ECONOMICS 2
257Winasis, ArfanP42 May 21, 2024 09:00 to 10:30 HEALTH
258Wolf, EliasP82 May 22, 2024 11:00 to 12:30 BAYESIAN ECONOMETRICS 7
C82 May 22, 2024 11:00 to 12:30 BAYESIAN ECONOMETRICS 7
259Wu, JiayingP91 May 22, 2024 14:30 to 16:00 FINANCIAL ECONOMETRICS
260Xu, YongdengP52 May 21, 2024 11:00 to 12:30 ECONOMETRICS
261Yang, BuyuanP26 May 20, 2024 15:30 to 17:00 ECONOMIC GROWTH
262Zachariadis, MariosP41 May 21, 2024 09:00 to 10:30 FISCAL POLICY AND PUBLIC DEBT
263Zacharias, EleftheriosP25 May 20, 2024 15:30 to 17:00 ESG AND GREEN POLICY
264Zanetti Chini, EmilioP8 May 20, 2024 09:00 to 10:30 SURVEY EXPECTATIONS 1 (Chair: Matthias Hartmann, Bundesbank)
265Zaretski, AliaksandrP33 May 20, 2024 17:00 to 18:30 MACRO THEORY
266Zhang, ShuonanP80 May 22, 2024 09:00 to 10:30 MACROECONOMIC FLUCTUATIONS AND SHOCKS
267Zhang, MinP95 May 22, 2024 14:30 to 16:00 MICRO THEORY
268Zhang, JingxuanP45 May 21, 2024 09:00 to 10:30 R&D AND INNOVATION
269Zhang, GeyaoP25 May 20, 2024 15:30 to 17:00 ESG AND GREEN POLICY
270Zhou, QichenP76 May 22, 2024 09:00 to 10:30 MACHINE LEARNING 2

 

This program was last updated on 2024-05-22 04:21:03 EDT