SEM 2018 - 5th Annual Conference

Xiamen University / China

 

Program Notes and Index of Sessions

 

Summary of All Sessions

Click here for an index of all participants

Date/TimeLocationTitlePapers
June 8, 2018
9:00-10:00
N-402 Plenary I: "Monetary Policy in Advanced and Emerging Market Countries," Apostolos Serletis, SEM President-elect, University of Calgary0
June 8, 2018
10:30-12:30
N-203 A-1: Subnational Data4
June 8, 2018
10:30-12:30
N-302 A-2: Housing Market, Macroeconomic Policy4
June 8, 2018
10:30-12:30
N-301 A-3: Cost of Living and Price Index Measurement4
June 8, 2018
10:30-12:30
N-308 A-4: National Accounting and Price Statistics4
June 8, 2018
10:30-12:30
N/A A-5: 0
June 8, 2018
14:00-15:00
N-402 Plenary II: "Nowcasting Japan’s GDP Growth," with Fumio Hayashi, National Graduate Institute for Policy Studies (GRIPS), Tokyo0
June 8, 2018
15:30-17:30
N-118 B-1: Applications of Flexible Functional Forms4
June 8, 2018
15:30-17:30
N-203 B-2: Overlapping Generations4
June 8, 2018
15:30-17:30
N-302 B-3: Monetary Policy and Financial Market 4
June 8, 2018
15:30-17:30
N-301 B-4: Applied Economic Theory 4
June 8, 2018
15:30-17:30
N-308 B-5: Econometrics, Applied Econometrics, Finance, Economy of China4
June 8, 2018
15:30-17:30
N-406 B-6: Measuring Global Value Chains and Its Policy Implications4
June 8, 2018
15:30-17:30
N-401 B-7: Understanding Chinese Household Finances4
June 9, 2018
9:00-10:00
N-402 Plenary III: "Taking the Measure of Global Economic Transformation: Asia's Ascent," presented by Danny Quah, National University of Singapore0
June 9, 2018
10:30-12:30
N-118 C-1: Recent Developments in Quantitative Economics and Finance4
June 9, 2018
10:30-12:30
N-203 C-2: Measurement Issues in Aggregation, Exchange Rates, and Risky Assets4
June 9, 2018
10:30-12:30
N-301 C-3: Measurement and Economic Development4
June 9, 2018
10:30-12:30
N-302 C-4: Quantitative Methods in Macroeconomics and Finance4
June 9, 2018
10:30-12:30
N-303 C-5: Econometrics, Quantitative Finance, Risk Management, Business Analytics and Data Science, Nonlinear and Nonstationary Time Series and Time Series and Their Applications4
June 9, 2018
10:30-12:30
N-308 C-6: Household Income and Wealth, Inequality, Mobility, Vulnerability and Economic Security4
June 9, 2018
14:00-15:00
N-402 Plenary IV: "Incorporating Market Sentiment in Term Structure Models: An Application of Economics of Pessimism and Optimism with Text Data Analysis of Market News," presented by Kiyohiko Nishimura, National Graduate Institute for Policy Studies (GRIPS)0
June 9, 2018
15:30-17:30
N-118 D-1: Advanced Econometric Theory4
June 9, 2018
15:30-17:30
N-203 D-2: A Reality Check on Economic Measurement 4
June 9, 2018
15:30-17:30
N-301 D-3: Nowcasting and Near-term Forecasting of Macroeconomic Variables, Role of Indicators4
June 9, 2018
15:30-17:30
N-302 D-4: Measurement in the Real Estate Sector4
June 9, 2018
15:30-17:30
N-303 D-5: Banking, Monetary Economics, Financial Economics, Macroeconomics4
June 10, 2018
9:00-10:00
N-402 Plenary V: Autoregressive Conditional Models for Interval Time Series Data with Applications to Asset Pricing, presented by Yongmiao Hong, Cornell University0
June 10, 2018
10:30-12:30
N-118 E-1: Monetary Policy and Financial Market Outcomes4
June 10, 2018
10:30-12:30
N-301 E-2: Environmental Challenges and Economic Development in China4
June 10, 2018
10:30-12:30
N-302 E-3: Environmental Economics4
June 10, 2018
10:30-12:30
N-303 E-4: The Financial Soundness and Measuring Global Flow of Funds4
June 10, 2018
10:30-12:30
N-308 E-5: Measurement in Economics and Finance4
June 10, 2018
12:30-13:30
N-402 Plenary VI: Human Capital Metrics and Their Impacts on Economic Development, presented by Haizheng Li, Georgia Institute of Technology0
 

34 sessions, 108 papers, and 0 presentations with no associated papers


 

SEM 2018 - 5th Annual Conference

Detailed List of Sessions

 
Session: Plenary I: "Monetary Policy in Advanced and Emerging Market Countries," Apostolos Serletis, SEM President-elect, University of Calgary
June 8, 2018 9:00 to 10:00
N-402
 
Session Chair: William Barnett, University of Kansas/Lawrence and Center for Financial Stability/New York City
 
Session: A-1: Subnational Data
June 8, 2018 10:30 to 12:30
N-203
 
Session Chair: Makram El-Shagi, Henan University
 

Pick Your Poison: Do Politicians Regulate When They Can’t Spend?
By Steven Yamarik; California State University Long Beach
   presented by: Steven Yamarik, California State University Long Beach
 

Common Banking Across Heterogeneous Regions
By Lin Zhang; Henan University
   presented by: Lin Zhang, Henan University
 

Credit Risk Clustering in a Business Group: Which Matters More, Systematic or Idiosyncratic Risk?
By Zhuojing He
   presented by: Zhuojing He,
 

State-Level Capital and Investment: Refinements and Update
By Makram El-Shagi; Henan University
Steven Yamarik; California State University Long Beach
   presented by: Makram El-Shagi, Henan University
 
Session: A-2: Housing Market, Macroeconomic Policy
June 8, 2018 10:30 to 12:30
N-302
 
Session Chair: Jing Zhao, The Chinese University of Hong Kong
 

Random Variable Feature Sample Generation under Machine Sampling
By xuechen liu; Shanxi University of Finance and Economics
baoyu li; Shanxi University of Finance and Economics
   presented by: xuechen liu, Shanxi University of Finance and Economics
 

Measurement of Real Estate Investment Ripple-effect in Flow of Funds Perspective
By Yanping Gao; Shanxi University of Finance&Economics
   presented by: Yanping Gao, Shanxi University of Finance&Economics
 

Banking Structure, Policy Responses, and Financial Fragility
By Jiahong Gao; University of Alabama
Robert Reed; University of Alabama
   presented by: Jiahong Gao, University of Alabama
 

Trade and Spatial Propagation of Housing Market Fluctuations
By Liugang Sheng; Chinese University of Hong Kong
Jing Zhao; The Chinese University of Hong Kong
   presented by: Jing Zhao, The Chinese University of Hong Kong
 
Session: A-3: Cost of Living and Price Index Measurement
June 8, 2018 10:30 to 12:30
N-301
 
Session Chair: Philip Vermeulen, European Central Bank
 

Product Turnover and the Cost of Living Index
By Tsutomu Watanabe; The University of Tokyo
   presented by: Tsutomu Watanabe, The University of Tokyo
 

Econometric Perspectives on Economic Measurement
By Adam Gorajek; Reserve Bank of Australia / University of New South Wales
   presented by: Adam Gorajek, Reserve Bank of Australia / University of New South Wales
 

Exploring the Economic Effects of Higher Education from the Full-Scope Angle: A Satellite Account Approach
By Yan Zheng; Zhejiang University of Finance & Economics/Hangzhou
   presented by: Yan Zheng, Zhejiang University of Finance & Economics/Hangzhou
 

The Relative Importance of Taste Shocks and Price Movements in the Variation of Cost-of-Living: Evidence from Scanner Data
By Eniko Gábor-Tóth; Deutsche Bundesbank
Philip Vermeulen; European Central Bank
   presented by: Philip Vermeulen, European Central Bank
 
Session: A-4: National Accounting and Price Statistics
June 8, 2018 10:30 to 12:30
N-308
 
Session Chair: Lishuang Chen, Minnan Normal University
 

Bank Output Measurement: Disputes and Challenges(银行产出测度:争议与挑战)
By Qiang Xu; Dongbei University of Finance & Economic
Huachao Chen; DUFE
   presented by: Qiang Xu, Dongbei University of Finance & Economic
 

R&D投入与GDP计入的理论与核算实务研究 / R&D Capitalization Accounting and its Impact on GDP: A Case Study of Shenzhen City
By Lin Hong; GuangDong University of Finance&Economic
Yuan Chuyi; GuangDong University of Finance&Economic
   presented by: Lin Hong, GuangDong University of Finance&Economic
 

Theoretical Issues on Hypothetical Measurement Methods of Industrial Linkage
By zhengxi zheng
   presented by: zhengxi zheng,
 

Series of Opportunities and Challenges of China’s CPI Compiling Reform based on Big Data Background
By Lishuang Chen; Minnan Normal University
   presented by: Lishuang Chen, Minnan Normal University
 
Session: A-5:
June 8, 2018 10:30 to 12:30
 
Session Chair: Jing Zhao, The Chinese University of Hong Kong
 
Session: Plenary II: "Nowcasting Japan’s GDP Growth," with Fumio Hayashi, National Graduate Institute for Policy Studies (GRIPS), Tokyo
June 8, 2018 14:00 to 15:00
N-402
 
Session Chair: Xue Wang, Jinan University
 
Session: B-1: Applications of Flexible Functional Forms
June 8, 2018 15:30 to 17:30
N-118
 
Session Chair: Apostolos Serletis, University of Calgary
 

Why European Banks are Less Profitable than U.S. Banks: A Decomposition Approach
By Guohua Feng; University of North Texas
   presented by: Guohua Feng, University of North Texas
 

The Demand for Assets: Evidence from the Markov Switching Normalized Quadratic Model
By Libo Xu; University of San Francisco
Apostolos Serletis; University of Calgary
   presented by: Libo Xu, University of San Francisco
 

Bayesian Estimation of Dynamic Sochastic Frontier Models
By Chuan Wang; Zhongnan University of Economics and Law
Yanyun Zhao; Zhongnan University of Economics and Law
   presented by: Chuan Wang, Zhongnan University of Economics and Law
 

Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors
By Apostolos Serletis; University of Calgary
Libo Xu; University of San Francisco
   presented by: Apostolos Serletis, University of Calgary
 
Session: B-2: Overlapping Generations
June 8, 2018 15:30 to 17:30
N-203
 
Session Chair: Warren Young, Bar Ilan University
 

Towards a History of OLG and ILA Models and Modeling : The First Generations
By Warren Young; Bar Ilan University
Stephen Spear; Carnegie Mellon University
   presented by: Warren Young, Bar Ilan University
 

Quasi-Hyperbolic Discounting, Cycle, and Indeterminacy
By Jiayi Li; Carnegie Mellon University
Eungsik Kim; Carnegie Mellon University
   presented by: Jiayi Li, Carnegie Mellon University
 

Wealth Taxation and Life Expectancy
By Antonio Bellofatto; University of Queensland
   presented by: Antonio Bellofatto, University of Queensland
 

Income, Price Dispersion, and Risk Sharing
By Eungsik Kim; Carnegie Mellon University
Stephen Spear; Carnegie Mellon University
   presented by: Eungsik Kim, Carnegie Mellon University
 
Session: B-3: Monetary Policy and Financial Market
June 8, 2018 15:30 to 17:30
N-302
 
Session Chair: Biyan Tang, University of San Diego
 

Global Investigation on Aggregate Idiosyncratic Volatility and Its Determinants
By Wenjun Xue; Shanghai University
   presented by: Wenjun Xue, Shanghai University
 

Do Self-Organization and Network Embedding Influence Free Trade Network Formation?
By Wu Gang; SWUFE
   presented by: Wu Gang, SWUFE
 

Mutual Fund Style Volatility and Fund Flows
By Xuemei Guo; Shanghai Business School
   presented by: Xuemei Guo, Shanghai Business School
 

Analyzing Chinese Monetary Policy with Divisia Aggregates
By Biyan Tang; University of San Diego
   presented by: Biyan Tang, University of San Diego
 
Session: B-4: Applied Economic Theory
June 8, 2018 15:30 to 17:30
N-301
 
Session Chair: Jianbo Zhang, University of Kansas
 

Institutional Quality, Financial Constraints, and China’s Economic Growth
By Junqing Li; Nankai University
   presented by: Junqing Li, Nankai University
 

Should the Most Efficient Firm Invest in its Capacity? A Value Capture Approach
By Zheng Wang; Capital University of Business and Economics
   presented by: Zheng Wang, Capital University of Business and Economics
 

SNA-based Compilation of Macroeconomic Flow Matrix: A Summary of the Research Achievements of Shanxi University of Finance and Economics
By baoyu li; Shanxi University of Finance and Economics
xuechen liu; Shanxi University of Finance and Economics
   presented by: baoyu li, Shanxi University of Finance and Economics
 

Aggregation, A System Approach
By Qing Han; The University of Kansas
Jianbo Zhang; University of Kansas
   presented by: Jianbo Zhang, University of Kansas
 
Session: B-5: Econometrics, Applied Econometrics, Finance, Economy of China
June 8, 2018 15:30 to 17:30
N-308
 
Session Chair: Jiawen Xiao, Xiamen University
 

To be Direct or Indirect Exporter: A Spatial Probit Approach
By Qianqian Wang; Henan University
   presented by: Qianqian Wang, Henan University
 

一种利用地理信息构造创新集聚度的新方法
By Junpeng Di; ShangHai Academy of Social Science
Haoyu Wang; ShangHai Academy of Social Science
   presented by: Haoyu Wang, ShangHai Academy of Social Science
 

在线付费知识产品生产交易模式与宏观核算方法研究
By Siyao Wang; Renmin University of China
   presented by: Siyao Wang, Renmin University of China
 

波动率中的测量误差 / Measurement Error in Volatility
By Hua Zhao; Xiamen University
Jiawen Xiao; Xiamen University
   presented by: Jiawen Xiao, Xiamen University
 
Session: B-6: Measuring Global Value Chains and Its Policy Implications
June 8, 2018 15:30 to 17:30
N-406
 
Session Chair: Zhi Wang, George Mason University and UIBE
 

Measures of Participation in Global Value Chains and Global Business Cycles
By Zhi Wang; George Mason University and UIBE
Shang-Jin Wei; Columbia University and NBER
Xinding Yu; University of International Business and Economics
Kunfu Zhu; University of International Business and Economics
   presented by: Xinding Yu, University of International Business and Economics
 

Disentangling Global Value Chains
By Alonso de Gortari; Harvard University
   presented by: Alonso de Gortari, Harvard University
 

The Multilateral Nature of Balterial Trade in the Age of Global Value Chains
By Fei Wang; University of International Business and Economics
Zhi Wang; George Mason University and UIBE
Shang-Jin Wei; Columbia University and NBER
Kunfu Zhu; University of International Business and Economics
   presented by: Zhi Wang, George Mason University and UIBE
 

Non-Tariff Measures Trickling through Global Value Chains
By Robert Stehrer; WIIW
   presented by: Robert Stehrer, WIIW
 
Session: B-7: Understanding Chinese Household Finances
June 8, 2018 15:30 to 17:30
N-401
 
Session Chair: Philip Vermeulen, European Central Bank
 

Housing Finance, Homeownership and Household Wealth Inequality
By Daichun Yi; Southwestern University of Finance and Economics
Yu Wu; Southwestern University of Finance & Eco
   presented by: Daichun Yi, Southwestern University of Finance and Economics
 

The Risk of Chinese Household Financial Asset Portfolio—A Chinese Characteristic?
By Xin He; Southwestern University of Finance and Economics
   presented by: Xin He, Southwestern University of Finance and Economics
 

Financial Incentives and Student Achievement in the Poor Area
By Qing He; Southwestern University of Finance and Economics
Junhui Wang; Southwestern University of Finance and Economics
   presented by: Qing He, Southwestern University of Finance and Economics
 

Urbanization in China
By Lining Gan
   presented by: Lining Gan,
 
Session: Plenary III: "Taking the Measure of Global Economic Transformation: Asia's Ascent," presented by Danny Quah, National University of Singapore
June 9, 2018 9:00 to 10:00
N-402
 
Session Chair: Apostolos Serletis, University of Calgary
 
Session: C-1: Recent Developments in Quantitative Economics and Finance
June 9, 2018 10:30 to 12:30
N-118
 
Session Chair: Fredj Jawadi, University of Evry
 

The Quantification of Structural Reforms: Extending the Framework to Emerging Market Economies
By Balazs Egert; OECD
   presented by: Balazs Egert, OECD
 

Modeling the Aggressive Market Order Placement with the Hawkes Factor Model
By Hai-Chuan Xu; East China University of Science and Technology
Wei-Xing Zhou; East China University of Science and Tec
   presented by: Hai-Chuan Xu, East China University of Science and Technology
 

A Latent Factor-Based Endogenous Regime-Switching Model for Non-Gaussian Processes
By Jie Cheng; Keele University
Ruijun Bu; The University of Liverpool
Fredj Jawadi; University of Evry
   presented by: Jie Cheng, Keele University
 

Forecasting Energy Futures Volatility with Threshold Augmented Heterogeneous Autoregressive Jump Models
By Fredj Jawadi; University of Evry
   presented by: Fredj Jawadi, University of Evry
 
Session: C-2: Measurement Issues in Aggregation, Exchange Rates, and Risky Assets
June 9, 2018 10:30 to 12:30
N-203
 
Session Chair: James Swofford, University of South Alabama
 

Non-parametric Tests of Utility Maximization and Weakly Separable Utility Maximization with Durable Goods and Monetary Assets
By Per Hjertstrand; Research Institute of Industrial Economi
James Swofford; University of South Alabama
Gerald Whitney; University of New Orleans
   presented by: Per Hjertstrand, Research Institute of Industrial Economi
 

Gender Difference and the Evolution of Market Participation of Risky Assets in China
By Tsun-Feng Chiang; Henan University
   presented by: Tsun-Feng Chiang, Henan University
 

The Macroeconomic Effects of RMB Internationalization: the Perspective of Overseas Circulation
By Xue Wang; Jinan University
   presented by: Xue Wang, Jinan University
 

Discount Rates and National Football League Draft Pick Trades
By James Swofford; University of South Alabama
   presented by: James Swofford, University of South Alabama
 
Session: C-3: Measurement and Economic Development
June 9, 2018 10:30 to 12:30
N-301
 
Session Chair: jia liu,
 

Students' Dynamic Learning: A Structural Empirical Model
By Xintong Han; Concordia University and CIREQ
   presented by: Xintong Han, Concordia University and CIREQ
 

The Construction of Sharing Economy Indicator System and The Empirical Analysis of Sharing Economy Impact on Total Factor Productivity in China
By Meihui Zhang; Dongbei University of Finance and Economics
   presented by: Meihui Zhang, Dongbei University of Finance and Economics
 

投资者情绪对股市二分类收益率的影响研究(The Impact of Investor Sentiment on the Two-Category Yield of Stock Market)
By Jie Xue
   presented by: Jie Xue,
 

Research on the Statistical Measurement of Coordinated Development of Regional Economy and Ecological Environment --- Based on Innovation-driven Perspective
By jia liu
   presented by: jia liu,
 
Session: C-4: Quantitative Methods in Macroeconomics and Finance
June 9, 2018 10:30 to 12:30
N-302
 
Session Chair: Jiannan Xu, Xiamen University
 

Testing for Structural Changes in Linear Regressions with Time-varying Variance
By Jilin Wu; Shandong University
   presented by: Jilin Wu, Shandong University
 

Elimination of Consumer’s Confidence Index Bias
By YONGHONG XU; XIAMEN UNIVERSITY
   presented by: YONGHONG XU, XIAMEN UNIVERSITY
 

Is Realized Volatility Effective for Cross-Country Data?
By YUANYUAN ZHANG; Southwestern University of Finance and E
   presented by: YUANYUAN ZHANG, Southwestern University of Finance and E
 

Spend More Time or More Money? ——The effects of Rent-seeking and Financing Constraints on Corporate R&D Expenditure
By Jiannan Xu
   presented by: Jiannan Xu, Xiamen University
 
Session: C-5: Econometrics, Quantitative Finance, Risk Management, Business Analytics and Data Science, Nonlinear and Nonstationary Time Series and Time Series and Their Applications
June 9, 2018 10:30 to 12:30
N-303
 
Session Chair: Peter Zadrozny, Bureau of Labor Statistics
 

Nonparametric Censored Regression with Endogeneity
By Qing Han; The University of Kansas
Zongwu Cai; University of Kansas
   presented by: Qing Han, The University of Kansas
 

Conditional Granger Causality Tests Based on Quantile Regression for the Complexity of Relations in Financial Markets
By HONG CHENG; Shanghai Lixin University of Accounting and Finance
Tinggan Yang; Shanghai Lixin University of Accounting and Finance
Liwen Zhang; Shanghai University of Finance and Economics
   presented by: Hong Cheng, Shanghai Lixin University of Accounting and Finance
 

Study on a prediction of P2P network loan default based on the machine learning LightGBM and XGboost algorithms according to different high dimensional data cleaning
By Xiaojun Ma; Dongbei University of Finance and Economics
Xueqi Niu; Dongbei University of Finance and Economics
Jinglan Sha; Dongbei University of Finance and Economics
Meng Zhang; Dongbei University of Finance and Economics
Ying Zhang; Dongbei University of Finance and Economics
   presented by: Xueqi Niu, Dongbei University of Finance and Economics
 

Modelling Survey-Error Autocorrelations Subject to Time-in-Sample Effects for Model-Based Seasonal Adjustment
By Peter Zadrozny; Bureau of Labor Statistics
   presented by: Peter Zadrozny, Bureau of Labor Statistics
 
Session: C-6: Household Income and Wealth, Inequality, Mobility, Vulnerability and Economic Security
June 9, 2018 10:30 to 12:30
N-308
 
Session Chair: Marek Kosny, Wroclaw University of Economics
 

How do TFP and human capital affect income inequality?
By Liang Shao; Henan University
   presented by: Liang Shao, Henan University
 

The Weighted Maximal Bilateral Characteristic(WMBC) Method in Spatial Price Comparison
By Xie Chang; Dongbei University of Finance and Economics
   presented by: Xie Chang, Dongbei University of Finance and Economics
 

Financial integration and consumption smoothing in China
By Jennifer T. Lai; Guangdong University of Foreign Studies
   presented by: Jennifer T. Lai, Guangdong University of Foreign Studies
 

Economic resourcefulness – key condition of economic security
By Marek Kosny; Wroclaw University of Economics
   presented by: Marek Kosny, Wroclaw University of Economics
 
Session: Plenary IV: "Incorporating Market Sentiment in Term Structure Models: An Application of Economics of Pessimism and Optimism with Text Data Analysis of Market News," presented by Kiyohiko Nishimura, National Graduate Institute for Policy Studies (GRIPS)
June 9, 2018 14:00 to 15:00
N-402
 
Session Chair: Warren Young, Bar Ilan University
 
Session: D-1: Advanced Econometric Theory
June 9, 2018 15:30 to 17:30
N-118
 
Session Chair: Jun Ma, Northeastern University
 

Semiparametric Inference on Fixed Effects Panel Data Models
By Zongwu Cai; University of Kansas
Ying Fang; Xiamen University
QIUHUA XU; Southwestern University of Finance and Economics
   presented by: QIUHUA XU, Southwestern University of Finance and Economics
 

Granger-causality testing in the presence of many covariates: with an application to US money—output relation
By Bingduo Yang; School of Finance, Jiangxi University of Finance and Economics, China
   presented by: Bingduo Yang, School of Finance, Jiangxi University of Finance and Economics, China
 

Monetary Aggregation under Choquet Expectation
By William Barnett; University of Kansas/Lawrence and Center for Financial Stability/New York City
Jianbo Zhang; University of Kansas
Qing Han; The University of Kansas
   presented by: Qing Han, The University of Kansas
 

Global Housing Market and Monetary Policy Spillovers: Evidence from OECD Countries
By Shikong (Scott) Luo; University of Alabama
Jun Ma; Northeastern University
   presented by: Jun Ma, Northeastern University
 
Session: D-2: A Reality Check on Economic Measurement
June 9, 2018 15:30 to 17:30
N-203
 
Session Chair: Lina Barokas, Marmara University
 

How Reliable are the Divisia Monetary Aggregates of the Center for Financial Stability?
By Hursit Gunes; Marmara University
Sermin Yucel; Integra, Advisor to Finansal Cozumler
Sadullah Celik; Marmara University
   presented by: Hursit Gunes, Marmara University
 

The Dynamics of the Link between Commodity Prices and the Freight Rates
By Erhan Aslanoglu; Piri Reis University
   presented by: Erhan Aslanoglu, Piri Reis University
 

A New Normal is Taking Shape:
By Guven Sak; TOBB University
Aysegıl Dusundere; TEPAV (The Economic Policy Research Foundation of Turkey)
   presented by: Guven Sak, TOBB University
 

Co-movements of Turkey’s Interest Rates, Stock Prices and Exchange Rates: A Wavelet Analysis
By Lina Barokas; Marmara University
Pinar Deniz; Marmara University
   presented by: Lina Barokas, Marmara University
 
Session: D-3: Nowcasting and Near-term Forecasting of Macroeconomic Variables, Role of Indicators
June 9, 2018 15:30 to 17:30
N-301
 
Session Chair: Baoline Chen, Bureau of Economic Analysis
 

Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting
By Edward Knotek II; Federal Reserve Bank of Cleveland
Saeed Zaman; Federal Reserve Bank of Cleveland
   presented by: Saeed Zaman, Federal Reserve Bank of Cleveland
 

Nowcasting Private Consumption: Traditional Indicators, Uncertainty Measures, Credit Sards and Some Internet Data
By Javier J. Perez; Bank of Spain
   presented by: Javier J. Perez, Bank of Spain
 

A Dynamic Factor Model for Nowcasting Canadian GDP Growth
By Tony Chernis; Bank of Canada
Rodrigo Sekkel; Bank of Canada
   presented by: Tony Chernis, Bank of Canada
 

Nowcasting Private Consumption of Services in the U.S. National Accounts with a Bridging with Factor Framework
By Baoline Chen; Bureau of Economic Analysis
Kyle Hood; Bureau of Economic Analysis
   presented by: Baoline Chen, Bureau of Economic Analysis
 
Session: D-4: Measurement in the Real Estate Sector
June 9, 2018 15:30 to 17:30
N-302
 
Session Chair: Alicia Rambaldi, The University of Queensland
 

Measuring Economic Depreciation of Commercial Real Estate using Cash Flow Data
By Iqbal Syed; Massey University
Chihiro Shimizu; Nihon University
   presented by: Iqbal Syed, Massey University
 

Alternative Land Price Indexes for Commercial Properties in Tokyo
By Chihiro Shimizu; Nihon University
Erwin Diewert; University of British Columbia and UNSW Australia
   presented by: Chihiro Shimizu, Nihon University
 

Change in the Distribution of Sale/Rental Prices: Comparison of Beijing and Tokyo
By Yongheng Deng; National University of Singapore
Xiangyu Guo; NUS
Daniel McMillen; UIUC
Chihiro Shimizu; Nihon University
   presented by: Xiangyu Guo, NUS
 

Higher Frequency Hedonic Property Price Indices: A State Space Approach
By Alicia Rambaldi; The University of Queensland
Robert Hill; University of Graz
Michael Scholz; University of Graz
   presented by: Alicia Rambaldi, The University of Queensland
 
Session: D-5: Banking, Monetary Economics, Financial Economics, Macroeconomics
June 9, 2018 15:30 to 17:30
N-303
 
Session Chair: Jae Ho Yoon, Hanyang University
 

When are Credit Gap Estimates Reliable?
By Elena Deryugina; Bank of Russia
Alexey Ponomarenko; Bank of Russia
Anna Rozhkova; Bank of Russia
   presented by: Alexey Ponomarenko, Bank of Russia
 

Twin Momentum: Fundamental Trends Matter
By Dashan Huang; Singapore Management University
Huacheng Zhang; Southwestern University of Finance and Economics
Guofu Zhou; Washington University-St. Louis
   presented by: Huacheng Zhang, Southwestern University of Finance and Economics
 

How Intrinsic, Extrinsic Satisfaction and Other Job and Personal Characteristics Affect Hours Mismatch - An Empirical Study in China
By Wanzhen Chen; Otto-von-Guericke University Magdeburg
   presented by: Wanzhen Chen, Otto-von-Guericke University Magdeburg
 

The Wealth Effect in the G7 House Business Cycle: FIML Markov Switching Approach
By Jae Ho Yoon; Hanyang University
   presented by: Jae Ho Yoon, Hanyang University
 
Session: Plenary V: Autoregressive Conditional Models for Interval Time Series Data with Applications to Asset Pricing, presented by Yongmiao Hong, Cornell University
June 10, 2018 9:00 to 10:00
N-402
 
Session Chair: Gaetano Antinolfi, Washington University in Saint Louis
 
Session: E-1: Monetary Policy and Financial Market Outcomes
June 10, 2018 10:30 to 12:30
N-118
 
Session Chair: Gaetano Antinolfi, Washington University in Saint Louis
 

Policy Analysis in a Model of Money, Banking and OTC Markets
By Pedro Gomis-Porqueras; Deakin University
Han Han; Peking University
   presented by: Pedro Gomis-Porqueras, Deakin University
 

Corporate Finance, Monetary Policy, and Aggregate Demand
By Mario Silva; Tongji University
   presented by: Mario Silva, Tongji University
 

Financial Frictions, Liquidity Traps, and the Implementation of Monetary Policy
By Tiantian Dai; Central University of Finance and Economics
Chao He; Shanghai University of Finance and Economics
   presented by: Chao He, Shanghai University of Finance and Economics
 

Real Effects and Real Indeterminacies of Open Market Operations: The Role of Limited Commitment
By Francesco Carli; Deakin University
Pedro Gomis-Porqueras; Deakin University
   presented by: Francesco Carli, Deakin University
 
Session: E-2: Environmental Challenges and Economic Development in China
June 10, 2018 10:30 to 12:30
N-301
 
Session Chair: Dongfeng Chang, Shandong University
 

Foreign Investment and the Allocative Efficiency of Financial Policies: Evidence from China
By TONG FU; Jiangxi University of Finance and Economics
   presented by: TONG FU, Jiangxi University of Finance and Economics
 

How Did Trade Liberalization Reshape the Transitional China? Evidence from Heterogeneous Exporters and Firm-Level Pollution Emissions
By Ling-Yun HE; JiNan University
   presented by: Ling-Yun HE, JiNan University
 

Climate Change and Firm’s Capital Structure: Evidence from Climate-related Industries in China
By Dongfeng Chang; Shandong University
Jun Du; Peking University
   presented by: Jun Du, Peking University
 

Interfuel Substitution in China
By Dongfeng Chang; Shandong University
Apostolos Serletis; University of Calgary
   presented by: Dongfeng Chang, Shandong University
 
Session: E-3: Environmental Economics
June 10, 2018 10:30 to 12:30
N-302
 
Session Chair: Zhou Qianling, Zhongnan universtiy of Economics and Low
 

Ecological Efficiency in China and Its Influencing Factors - A Super-efficient SBM-Metafrontier-Malmquist-Tobit Model Study
By Changxin Wang; Dongbei University of Finance and Economics
Xiaojun Ma; Dongbei University of Finance and Economics
Yudong Li; Dongbei University of Finance and Economics
Ruimin Chen; Dongbei University of Finance and Economics
Huan Liu; Dongbei University of Finance and Economics
   presented by: Changxin Wang, Dongbei University of Finance and Economics
 

Impact of Climate on State Fragility
By biying dong; Dongbei university of finance and economic
qian yang
xiaojun ma; Dongbei university of finance and economic
yidan xu; Dongbei university of finance and economic
mingyi yuan; Dongbei university of finance and economic
   presented by: biying dong, Dongbei university of finance and economic
 

硬约束条件下中国循环经济发展中的生态效率研究——基于优化的超效率SBM-Malmquist-Tobit模型 / Studies on Ecological Efficiency in the Development of Circular Economy about China under Hard Constraints Based on Optimal Super Efficiency SBM-Malmquist-Tobit Model
By Yudong Li
Ma Yuheng; Dongbei University of Finance and Economics
   presented by: Yudong Li,
 

中国城市雾霾污染区域异质性成因分析 / Analysis of Regional Heterogeneity of Haze Pollution in China
By Zhou Qianling; Zhongnan universtiy of Economics and Low
   presented by: Zhou Qianling, Zhongnan universtiy of Economics and Low
 
Session: E-4: The Financial Soundness and Measuring Global Flow of Funds
June 10, 2018 10:30 to 12:30
N-303
 
Session Chair: Nan Zhang, Hiroshima Shudo University
 

Financial Input-Output Table for Asia-Pacific Region
By Satoru Hagino; Fukuyama University, Japan
Jiyoung KIM; Institute of Developing Economies, JETRO, JAPAN
   presented by: Satoru Hagino, Fukuyama University, Japan
 

The Effect of Unobserved Cross-board Capital Flow on Regional Economic Growth: Evidence from China
By Licheng Chen; Renmin University of China
Jingping Li; Renmin University of China
   presented by: Licheng Chen, Renmin University of China
 

Measuring Global Financial Risks: A Global Flow-of-Fund Matrix Tool
By Yafei Wang; Beijing Normal University
   presented by: Yafei Wang, Beijing Normal University
 

Measuring Global Flow of Funds: A Case Study on China, Japan and the U.S.
By Nan Zhang; Hiroshima Shudo UNiversity
   presented by: Nan Zhang, Hiroshima Shudo University
 
Session: E-5: Measurement in Economics and Finance
June 10, 2018 10:30 to 12:30
N-308
 
Session Chair: Kyle Hood, Bureau of Economic Analysis
 

Exchange-Traded Funds, Correlation Structure and Market Efficiency: Evidence from the U.S. and China Stock Markets
By Hongyi Liu; Washington University in St. Louis
   presented by: Hongyi Liu, Washington University in St. Louis
 

The Measurement of State Governance and its Theory ----In the Perspective of Civilization Comparison
By Meiwei Pan; Henan University
Bingtao Song; Henan University
   presented by: Bingtao Song, Henan University
 

Understanding the Changing Economic Landscape of China Illuminated by Lights Data
By Yan Wang; DUFE
Menggen Chen; Beijing Normal University
D.S. Prasada Rao; The University of Queensland
   presented by: Yan Wang, DUFE
 

Combining Machine Learning and Near-Real-Time Data to Improve Advance National Economic Accounting Estimates
By Jeffrey Chen; Bureau of Economic Analysis
Abe Dunn; Bureau of Economic Analysis
Kyle Hood; Bureau of Economic Analysis
Andrea Batch; Bureau of Economic Analysis
   presented by: Kyle Hood, Bureau of Economic Analysis
 
Session: Plenary VI: Human Capital Metrics and Their Impacts on Economic Development, presented by Haizheng Li, Georgia Institute of Technology
June 10, 2018 12:30 to 13:30
N-402
 
Session Chair: Fredj Jawadi, University of Evry
 

34 sessions, 108 papers, and 0 presentations with no associated papers
 
Index of Participants

Legend: C=chair, P=Presenter, D=Discussant
#ParticipantRoles in Conference
2Antinolfi, GaetanoC28, C29
3Aslanoglu, ErhanP24
4Barnett, WilliamC1
5Barokas, LinaP24, C24
6Bellofatto, AntonioP9
7Carli, FrancescoP29
8Chang, XieP21
9Chang, DongfengP30, C30
10Chen, LishuangP5, C5
11Chen, WanzhenP27
12Chen, BaolineP25, C25
13Chen, LichengP32
14Cheng, HongP20
15Cheng, JieP16
16Chernis, TonyP25
17Chiang, Tsun-FengP17
18de Gortari, AlonsoP13
19dong, biyingP31
20Du, JunP30
21Egert, BalazsP16
22El-Shagi, MakramP2, C2
23Feng, GuohuaP8
24FU, TONGP30
25Gan, LiningP14
26Gang, WuP10
27Gao, YanpingP3
28Gao, JiahongP3
29Gomis-Porqueras, PedroP29
30Gorajek, AdamP4
31Gunes, HursitP24
32Guo, XiangyuP26
33Guo, XuemeiP10
34Hagino, SatoruP32
35Han, XintongP18
36Han, QingP20, P23
37He, ZhuojingP2
38He, ChaoP29
39He, QingP14
40He, XinP14
41HE, Ling-YunP30
42Hjertstrand, PerP17
43Hong, LinP5
44Hood, KyleP33, C33
45Jawadi, FredjP16, C16, C34
46Kim, EungsikP9
47Kosny, MarekP21, C21
48Lai, Jennifer T.P21
49Li, YudongP31
50Li, JiayiP9
51Li, JunqingP11
52li, baoyuP11
53liu, jiaP18, C18
54Liu, HongyiP33
55liu, xuechenP3
56Ma, JunP23, C23
57Niu, XueqiP20
58Perez, Javier J.P25
59Ponomarenko, AlexeyP27
60Qianling, ZhouP31, C31
61Rambaldi, AliciaP26, C26
62Sak, GuvenP24
63Serletis, ApostolosP8, C8, C15
64Shao, LiangP21
65Shimizu, ChihiroP26
66Silva, MarioP29
67Song, BingtaoP33
68Stehrer, RobertP13
69Swofford, JamesP17, C17
70Syed, IqbalP26
71Tang, BiyanP10, C10
72Vermeulen, PhilipP4, C4, C14
73Wang, ChangxinP31
74Wang, HaoyuP12
75Wang, QianqianP12
76Wang, ChuanP8
77Wang, YanP33
78Wang, YafeiP32
79Wang, SiyaoP12
80Wang, XueC7, P17
81Wang, ZhengP11
82Wang, ZhiP13, C13
83Watanabe, TsutomuP4
84Wu, JilinP19
85Xiao, JiawenP12, C12
86Xu, JiannanP19, C19
87Xu, QiangP5
88Xu, Hai-ChuanP16
89Xu, LiboP8
90XU, QIUHUAP23
91XU, YONGHONGP19
92Xue, WenjunP10
93Xue, JieP18
94Yamarik, StevenP2
95Yang, BingduoP23
96Yi, DaichunP14
97Yoon, Jae HoP27, C27
98Young, WarrenP9, C9, C22
99Yu, XindingP13
100Zadrozny, PeterP20, C20
101Zaman, SaeedP25
102Zhang, LinP2
103Zhang, NanP32, C32
104Zhang, HuachengP27
105Zhang, JianboP11, C11
106ZHANG, YUANYUANP19
107Zhang, MeihuiP18
108Zhao, JingP3, C3, C6
109Zheng, YanP4
110zheng, zhengxiP5

 

This program was last updated on 2018-06-20 07:07:20 EDT