Econometric Society Australasian Meeting |
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Summary of All Sessions |
| # | Date/Time | Location | Type | Title | Papers |
|---|---|---|---|---|---|
| 1 | 4 July 17:30-19:00 | N/A | invited | Registration and Reception | 0 |
| 2 | 5 July 8:45-9:10 | McDonnell A | invited | Introduction and Welcome Ceremony | 0 |
| 3 | 5 July 9:10-10:30 | McDonnell A | invited | Colin Clark Lecture | 1 |
| 4 | 5 July 10:50-12:50 | Crowne A | contributed | Experiments 1 | 4 |
| 5 | 5 July 10:50-12:50 | MacDonnell A | invited | Applied Econometrics in Small Populations: Issues for Measuring Indigenous Disadvantage | 4 |
| 6 | 5 July 10:50-12:50 | Ellery A | contributed | Monetary Policy - Central Bank Preferences | 4 |
| 7 | 5 July 10:50-12:50 | Ellery B | contributed | Applied Finance - Empirical Evidence on Market Structures | 3 |
| 8 | 5 July 10:50-12:50 | Ellery D | contributed | Econometrics -GARCH | 4 |
| 9 | 5 July 10:50-12:50 | Ellery C | contributed | Econometrics - Bayesian methods | 4 |
| 10 | 5 July 10:50-12:50 | Crowne C | contributed | Implementation and Exchange | 4 |
| 11 | 5 July 10:50-12:50 | Crowne B | contributed | IO1 | 3 |
| 12 | 5 July 14:00-15:30 | Ellery D | contributed | Econometrics - AR processes | 3 |
| 13 | 5 July 14:00-15:30 | Ellery B | contributed | Applied Finance -Asset pricing | 3 |
| 14 | 5 July 14:00-15:30 | Crowne B | contributed | Public Goods | 3 |
| 15 | 5 July 14:00-15:30 | Crowne A | contributed | Search, bargaining and contests | 3 |
| 16 | 5 July 14:00-15:30 | Ellery C | contributed | Applied Theory 1 | 2 |
| 17 | 5 July 14:00-15:30 | MacDonnell A | contributed | Applied Econometics - Labour | 3 |
| 18 | 5 July 14:00-15:30 | Ellery A | contributed | Applied Econometics -Trade | 3 |
| 19 | 5 July 14:00-15:30 | Crowne C | contributed | Auctions | 3 |
| 20 | 5 July 15:50-17:20 | Crowne B | contributed | Applied Finance - Modelling | 3 |
| 21 | 5 July 15:50-17:20 | Ellery C | contributed | Applied Finance -Exchange rates | 3 |
| 22 | 5 July 15:50-17:20 | Ellery D | contributed | Econometrics -Testing Procedures | 3 |
| 23 | 5 July 15:50-17:20 | Ellery B | contributed | Applied Finance 4 -Contagion | 3 |
| 24 | 5 July 15:50-17:20 | Ellery A | contributed | Applied Econometrics - International Economics | 3 |
| 25 | 5 July 15:50-17:20 | Crowne C | invited | Applied Econometrics - Labour | 3 |
| 26 | 5 July 15:50-17:20 | MacDonnell A | invited | Invited Theory Session 1 - Innovation | 2 |
| 27 | 5 July 15:50-17:20 | Crowne A | contributed | Applied Econometics - Growth | 3 |
| 28 | 6 July 8:45-10:00 | McDonnell A | invited | Presidential Address | 1 |
| 29 | 6 July 10:20-12:20 | Crowne A | contributed | Choice, beliefs, equilibrium | 4 |
| 30 | 6 July 10:20-12:20 | Ellery C | invited | Econometrics - Censored and Binary Data | 4 |
| 31 | 6 July 10:20-12:20 | Ellery D | contributed | Econometrics - Models | 4 |
| 32 | 6 July 10:20-12:20 | Crowne C | contributed | Voting | 4 |
| 33 | 6 July 10:20-12:20 | Crowne B | contributed | Firms and Organisations | 4 |
| 34 | 6 July 10:20-12:20 | Ellery B | contributed | Applied Finance - Portfolios, Bubbles and Switching | 4 |
| 35 | 6 July 10:20-12:20 | Ellery A | invited | Macroeconomic Modelling | 4 |
| 36 | 6 July 10:20-12:20 | MacDonnell A | contributed | Applied Econometics - Health | 4 |
| 37 | 6 July 13:30-15:00 | Ellery B | contributed | Applied Finance - Market spillovers and volatility | 3 |
| 38 | 6 July 13:30-15:00 | Crowne A | contributed | Applied Econometics -Poverty/Cross Section | 3 |
| 39 | 6 July 13:30-15:00 | MacDonnell A | invited | Invited Session - Experimental Economics | 2 |
| 40 | 6 July 13:30-15:00 | Crowne C | contributed | Applied Econometrics - Growth | 3 |
| 41 | 6 July 13:30-15:00 | Ellery D | contributed | Econometrics - Testing Procedures | 3 |
| 42 | 6 July 13:30-15:00 | Ellery A | contributed | Investment | 3 |
| 43 | 6 July 13:30-15:00 | Crowne B | contributed | Inflation and Monetary Policy | 3 |
| 44 | 6 July 13:30-15:00 | Ellery C | contributed | Applied Econometrics - Labour | 3 |
| 45 | 6 July 15:20-16:20 | Crowne C | contributed | trade and integration | 2 |
| 46 | 6 July 15:20-16:20 | Ellery B | contributed | Applied Finance - Exchange Rates | 2 |
| 47 | 6 July 15:20-16:20 | Ellery A | contributed | Applied Econometrics - Health | 2 |
| 48 | 6 July 15:20-16:20 | Ellery C | contributed | Econometrics -Panels | 2 |
| 49 | 6 July 15:20-16:20 | Ellery D | contributed | Econometrics -Model Selection | 2 |
| 50 | 6 July 15:20-16:20 | MacDonnell A | contributed | Applied Econometics - Labour | 2 |
| 51 | 6 July 15:20-16:20 | Crowne B | contributed | Media and Privacy | 2 |
| 52 | 6 July 15:20-16:20 | Crowne A | contributed | Finance and dynamics | 2 |
| 53 | 6 July 16:20-17:35 | McDonnell A | invited | AW Phillips Lecture | 1 |
| 54 | 7 July 8:45-10:00 | McDonnell A | invited | Invited Plenary Lecture | 1 |
| 55 | 7 July 10:20-12:20 | Crowne B | contributed | IO2 | 4 |
| 56 | 7 July 10:20-12:20 | Crowne C | contributed | Welfare and Rationality | 4 |
| 57 | 7 July 10:20-12:20 | Ellery D | contributed | Econometrics - Estimators and Properties | 4 |
| 58 | 7 July 10:20-12:20 | Crowne A | contributed | Experiments 2 | 4 |
| 59 | 7 July 10:20-12:20 | Ellery A | contributed | Monetary Policy and Inflation | 3 |
| 60 | 7 July 10:20-12:20 | Ellery B | contributed | Applied Finance -Realised Variance and Volatility | 3 |
| 61 | 7 July 10:20-12:20 | MacDonnell A | contributed | Applied Econometics - Addiction | 3 |
| 62 | 7 July 10:20-12:20 | Ellery C | contributed | Econometrics - Demand Systems | 4 |
| 63 | 7 July 13:30-15:00 | Ellery C | invited | Econometrics -Nonlinear Econometrics | 3 |
| 64 | 7 July 13:30-15:00 | Ellery D | contributed | Applied Econometrics - Health | 2 |
| 65 | 7 July 13:30-15:00 | Crowne C | contributed | Econometrics -Cointegration | 3 |
| 66 | 7 July 13:30-15:00 | Crowne B | contributed | Applied Finance -Continuous Finance | 3 |
| 67 | 7 July 13:30-15:00 | Ellery A | contributed | Applied Econometrics - Labour | 2 |
| 68 | 7 July 13:30-15:00 | Crowne A | contributed | Applied Econometics -Education | 3 |
| 69 | 7 July 13:30-15:00 | Ellery B | contributed | Applied Finance - Alternative Asset Markets | 3 |
| 70 | 7 July 13:30-15:00 | MacDonnell A | invited | Invited Theory Session 2 | 2 |
| 71 | 7 July 15:20-16:50 | McDonnell A | invited | EJ Hannan Lecture | 1 |
71 sessions, 202 papers |
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Econometric Society Australasian Meeting |
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Complete List of All Sessions |
Session 1: Registration and Reception |
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| Session type: invited |
| Date: July 4, 2006 |
| Time: 17:30 - 19:00 |
Session 2: Introduction and Welcome Ceremony |
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| Session type: invited |
| Date: July 5, 2006 |
| Time: 8:45 - 9:10 |
| Location: McDonnell A |
Session 3: Colin Clark Lecture |
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| Session Chair: Joshua Gans, University of Melbourne |
| Session type: invited |
| Date: July 5, 2006 |
| Time: 9:10 - 10:30 |
| Location: McDonnell A |
| Auctions for Multiple Heterogenous Items |
| By Paul Milgrom, Yale University |
| Presented by: Paul Milgrom, |
Session 4: Experiments 1 |
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| Session Chair: Lata Gangadharan, University of Melbourne |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 10:50 - 12:50 |
| Location: Crowne A |
| The art of manipulation, or the manipulation of art: a natural field experiment |
| By Richard Martin and John Randal |
| Presented by: Richard Martin, Victoria University of Wellington |
| Communication and Coordination in the Collective Resistance Game |
| By Timothy N. Cason Department of Economics, Krannert School of Management, Purdue University, 403 W. State St., West Lafayette, IN 47907-2056, U.S.A. Vai-Lam Mui Department of Economics, Monash University, P.O. Box 11E, Clayton, Victoria 3800, Australia |
| Presented by: Vai-Lam Mui, Monash University |
| Impact of Risk and Uncertainty in the Provision of Local and Global Environmental Goods: An Experimental Analysis |
| By Lata Gangadharan Department of Economics, University of Melbourne and Veronika Nemes Department of Economics, University of Melbourne |
| Presented by: Veronika Nemes, The University of Melbourne |
| Resistance, Compliance, and Legitimacy: Experimental Evidence |
| By Vanessa Mertins, Saarland University |
| Presented by: Vanessa Mertins, Saarland University |
Session 5: Applied Econometrics in Small Populations: Issues for Measuring Indigenous Disadvantage |
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| Session Chair: Boyd Hunter, The Australian National University |
| Session type: invited |
| Date: July 5, 2006 |
| Time: 10:50 - 12:50 |
| Location: MacDonnell A |
| If I finish school will it help me get a job? Variation in predicted benefits of education by geography and Indigenous status |
| By Nicholas Biddle, Centre for Aboriginal Economic Policy Research, Australian National University |
| Presented by: Nicholas Biddle, Australian National University |
| Further explorations of the interactions between crime and Indigenous employment |
| By Boyd Hunter, CAEPR, Australian National University |
| Presented by: Boyd Hunter, The Australian National University |
| Selection Bias in the South Pacific: Experimental and Non-experimental Measures of Income Gains from Tongan Migration |
| By John Gibson, University of Waikato David McKenzie, The World Bank Steven Stillman, Motu Economic and Public Policy Research |
| Presented by: John Gibson, Univ of Waikato |
| Employment in remote Aboriginal communities: a regional development perspective |
| By John Quiggin, University of Queensland |
| Presented by: John Quiggin, University of Queensland |
Session 6: Monetary Policy - Central Bank Preferences |
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| Session Chair: Edda Claus, Australian National University |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 10:50 - 12:50 |
| Location: Ellery A |
| Term Structure Rules for Monetary Policy |
| By Mariano Kulish, Reserve Bank of Australia |
| Presented by: Mariano Kulish, Reserve Bank of Australia |
| Yield Curve Responses to Monetary Policy in the Presence of Asymmetric Information |
| By Edda Claus Centre for Applied Macroeconomic Analysis, The Australian National University Mardi Dungey Cambridge Endowment for Research in Finance, Judge Business School, University of Cambridge and Centre for Applied Macroeconomic Analysis, The Australian National University |
| Presented by: Edda Claus, Australian National University |
| What do Central Banks Reveal They Care About? A Tale of Three Small Open Economies |
| By Timothy Kam, Kirdan Lees, Philip Liu (ANU, RBNZ, ANU) |
| Presented by: Timothy Kam, private |
| The Costs of Inflation in Australia and New Zealand |
| By Richard Dutu, University of Waikato |
| Presented by: Richard Dutu, University of Waikato |
Session 7: Applied Finance - Empirical Evidence on Market Structures |
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| Session Chair: George Milunovich, Macquarie University |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 10:50 - 12:50 |
| Location: Ellery B |
| Non-Synchronous Trading Bias Seems to Vary Across Countries and Over Time |
| By Stephen Miller Monash University & World Bank |
| Presented by: Stephen Miller, Monash University |
| Price, Trade Size, and Information Revelation in Multi-Period Securities Markets |
| By Shino Takayama Faculty of Economics and Business The University of Sydney Han N. Ozsoylev Saıd Business School and Linacre College University of Oxford |
| Presented by: Shino Takayama, The University of Sydney |
| Information processing and measures of integration: New York, London and Tokyo |
| By George Milunovich Department of Economics, EFS, Macquarie University Susan Thorp School of Finance and Economics, UTS |
| Presented by: George Milunovich, Macquarie University |
Session 8: Econometrics -GARCH |
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| Session Chair: Annastiina Silvennoinen, Stockholm School of Economics |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 10:50 - 12:50 |
| Location: Ellery D |
| Nonparametric and Semiparametric Multivariate GARCH Model |
| By Xiangdong Long, Cambridge Endowment for Research in Finance, Judge Business School, University of Cambridge Aman Ullah, Economics Department, University of California, Riverside |
| Presented by: Xiangdong Long, CERF |
| An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model |
| By Gregorio A. Vargas III School of Statistics University of the Philippines Diliman |
| Presented by: Gregorio Vargas III, University of the Philippines Diliman |
| Influence Diagnostics in a Bivariate GARCH Process |
| By Nan Qu, Monash University Jonathan Dark, Monash University Xibin Zhang, Monash University |
| Presented by: Nan Qu, Monash University |
| Multivariate Autoregressive Conditional Heteroskedasticity with Time-Varying Conditional Correlations: The Double Smooth Transition Conditional Correlation GARCH model |
| By Annastiina Silvennoinen, Stockholm School of Economics Timo Teräsvirta, Stockholm School of Economics |
| Presented by: Annastiina Silvennoinen, Stockholm School of Economics |
Session 9: Econometrics - Bayesian methods |
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| Session Chair: Rachida Ouysse, University of New South Wales |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 10:50 - 12:50 |
| Location: Ellery C |
| Parameterisation and efficient MCMC estimation of non-Gaussian state space models. |
| By Chris M. Strickland, Monash University Catherine S. Forbes, Monash University Gael M. Martin, Monash University |
| Presented by: Chris Strickland, Monash University |
| A Bayesian Approach to Bandwidth Selection for Multivariate Kernel Regression with an Application to State-Price Density Estimation |
| By Xibin Zhang, Monash University Robert D. Brooks, Monash University Maxwell L. King, Monash University |
| Presented by: Maxwell King, Monash University |
| Forecasting with Exponential Smoothing: Exact Prediction Distributions in the Presence of Model Uncertainty |
| By Catherine Forbes, Monash University Ralph Snyder, Monash University Roland Shami, Monash University |
| Presented by: Catherine Forbes, Monash University |
| Bayesian Variable Selection of Risk Factors in the APT model: Estimation and Inference |
| By Robert Kohn, University of New South Wales, Australia Rachida Ouysse, University of New South Wales, Australia |
| Presented by: Rachida Ouysse, University of New South Wales |
Session 10: Implementation and Exchange |
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| Session Chair: Ludovic Renou, |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 10:50 - 12:50 |
| Location: Crowne C |
| Efficiency in repeated trade with hidden valuations |
| By Susan Athey, Stanford University David A. Miller, University of California, San Diego |
| Presented by: David Miller, University of California, San Diego |
| bilateral commitments |
| By Sophie Bade, Penn State University Guillaume Haeringer, Universitat Autonoma di Barcelona Ludovic Renou, University of Adelaide |
| Presented by: Ludovic Renou, |
| Fair Allocation: An Implementation Theoretical Approach |
| By Jun Zhou, Tilburg Law and Economic Center, Tilburg University |
| Presented by: Jun Zhou, TILEC and CentER of Tilburg University |
| Cryptographic Commitment and Simultaneous Exchange |
| By Peter Bardsley,University of Melbourne Andrew Clausen, UPenn Vanessa Teague, University of Melbourne |
| Presented by: Peter Bardsley, University of Melbourne |
Session 11: IO1 |
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| Session Chair: Flavio Menezes, Australian National University |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 10:50 - 12:50 |
| Location: Crowne B |
| Stochastic Market Sharing, Partial Communication, and Collusion |
| By Heiko Gerlach University of Auckland |
| Presented by: Heiko Gerlach, University of Auckland |
| Product Customisation in a Spokes Model |
| By Reiko Aoki, University of Auckland John Hillas, University of Auckland Tina Kao, Australian National University |
| Presented by: Tina Kao, public |
| Bundling and Foreclosure |
| By Flavio Menezes (CRA International) Tina Kao (ANU) |
| Presented by: Flavio Menezes, Australian National University |
Session 12: Econometrics - AR processes |
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| Session Chair: George Athanasopoulos, Monash University |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 14:00 - 15:30 |
| Location: Ellery D |
| The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes |
| By Simone Grose, Dept. of Econometrics & Business Statistics, Monash University Don Poskitt, Dept. of Econometrics & Business Statistics, Monash University |
| Presented by: Simone Grose, Monash University |
| The Autoregressive Conditional Intensity Model and its Diagnostic Checking |
| By Simon Sai Man Kwok, Wai Keung Li |
| Presented by: Sai Man Simon Kwok, HKU |
| Two canonical VARMA forms: Scalar component models versus Echelon form |
| By George Athanasopoulos, Monash University D. S. Poskitt, Monash University Farshid Vahid, Australian National University |
| Presented by: George Athanasopoulos, Monash University |
Session 13: Applied Finance -Asset pricing |
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| Session Chair: Stefan Trück, Queensland University of Technology |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 14:00 - 15:30 |
| Location: Ellery B |
| Empirical Likelihood Estimation of Dynamic Panel Data Models with Fixed Effects |
| By Umut Oguzoglu, Melbourne Institute, University of Melbourne |
| Presented by: Umut Oguzoglu, University of Melbourne |
| Multivariate tests of asset pricing in emerging markets |
| By Monash University Monash University |
| Presented by: Javed Iqbal, Monash University |
| Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models |
| By Adam Misiorek, Stefan Trück, Rafal Weron |
| Presented by: Stefan Trück, Queensland University of Technology |
Session 14: Public Goods |
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| Session Chair: Christian Roessler, University of Melbourne |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 14:00 - 15:30 |
| Location: Crowne B |
| Status Equilibrium in Local Public Good Economies |
| By Anne van den Nouweland (University of Oregon) Myrna Wooders (Vanderbilt University and University of Warwick) |
| Presented by: Anne van den Nouweland, University of Oregon |
| The Geometry of Aggregative Games |
| By Richard Cornes, University of Nottingham Roger Hartley, University of Manchester |
| Presented by: richard cornes, university of nottingham |
| Public Good Menus and Feature Complementarity |
| By Christian Roessler, U Melbourne |
| Presented by: Christian Roessler, University of Melbourne |
Session 15: Search, bargaining and contests |
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| Session Chair: Chia-Ying Chang, Victoria University of Wellington |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 14:00 - 15:30 |
| Location: Crowne A |
| The Optimal Multi-Stage Contest |
| By Qiang Fu, National University of Singapore Jingfeng Lu, National University of Singapore |
| Presented by: Jingfeng Lu, National University of Singapore |
| Vertical Differentiation in Search-Theoretic Model: Revisited |
| By Chia-Ying Chang |
| Presented by: Chia-Ying Chang, Victoria University of Wellington |
| A fictitious-play model of bargaining to implement the Nash solution |
| By Younghwan In, National University of Singapore |
| Presented by: Younghwan In, National University of Singapore |
Session 16: Applied Theory 1 |
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| Session Chair: Suren Basov, The Melbourne University |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 14:00 - 15:30 |
| Location: Ellery C |
| Deductibles and the optimal tax schedule |
| By Suren Basov, Melbourne University Svetlana Danilkina, LaTrobe University and Melbourne University |
| Presented by: Suren Basov, The Melbourne University |
| Paternal Uncertainty and the Economics of Mating, Marriage, and Parental Investment in Children |
| By Dirk Bethmann, Korea University, Seoul, Korea Michael Kvasnicka, Humboldt University, Germany |
| Presented by: Dirk Bethmann, Humboldt University Berlin |
Session 17: Applied Econometics - Labour |
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| Session Chair: Denise Doiron, UNSW |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 14:00 - 15:30 |
| Location: MacDonnell A |
| The Dynamics of Transitions between Specific Occupations |
| By Thorsten Heimann, University of Muenster |
| Presented by: Thorsten Heimann, University of Muenster |
| A distributional analysis of gender wage differences in Australia |
| By Juan D. Baron, The Australian National University Deborah A. Cobb-Clark, The Australian National University |
| Presented by: Deborah Cobb-Clark, The Australian National University |
| Polarization in the Distributions of Earnings and Income in Australia |
| By Denise Doiron, University of New South Wales William Schworm, University of New South Wales |
| Presented by: Denise Doiron, UNSW |
Session 18: Applied Econometics -Trade |
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| Session Chair: Andrew Feltenstein, IMF |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 14:00 - 15:30 |
| Location: Ellery A |
| THE WELFARE ANALYSIS OF A FREE TRADE ZONE: INTERMEDIATE GOODS AND THE ASIAN TIGERS |
| By ANDREW FELTENSTEIN (International Monetary Fund FLORENZ PLASSMANN (SUNY Binghamton) |
| Presented by: Andrew Feltenstein, IMF |
| Trade, Neoclassical Growth and Heterogeneous Firms |
| By Julian Emami Namini, University of Duisburg Essen, Germany |
| Presented by: Julian Emami Namini, University of Duisburg-Essen |
| Business Cycle Regimes in CEECs Production: A Threshold SUR Approach |
| By Nektarios Aslanidis |
| Presented by: Nektarios Aslanidis, University of Monash |
Session 19: Auctions |
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| Session Chair: Murali Agastya, University of Sydney |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 14:00 - 15:30 |
| Location: Crowne C |
| All-pay Auctions with Budget Constraints and Fair Insurance |
| By School of Economics and Finance, Queensland University of Technology Research School of Social Science, Australian National University |
| Presented by: Paul Frijters, QUT |
| To Auction or To Negotiate |
| By Murali Agastya (University of Sydney) Arupratan Daripa (Birbeck College) |
| Presented by: Murali Agastya, University of Sydney |
| Generalized Single Crossing and the English Auction |
| By Oleksii Birulin University of Sydney Sergei Izmalkov MIT |
| Presented by: Oleksii Birulin, University of Sydney |
Session 20: Applied Finance - Modelling |
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| Session Chair: Ralf Becker, University of Manchester |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 15:50 - 17:20 |
| Location: Crowne B |
| Modelling stock market volatility conditional on macroeconomic conditions |
| By Ralf Becker, University of Manchester Adam Clements, Queensland University of Technology |
| Presented by: Ralf Becker, University of Manchester |
| Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points |
| By Gary Koop University of Strathcylde UK Simon Potter Federal Reserve Bank of New York USA |
| Presented by: Simon Potter, Federal Reserve Bank of New York |
| Evidence of Higher-Order Distributions in the Highs and Lows of Asset Prices |
| By Nagaratnam Jeyasreedharan |
| Presented by: Nagaratnam Jeyasreedharan, University of Tasmania |
Session 21: Applied Finance -Exchange rates |
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| Session Chair: Pierre Siklos, Wilfrid Laurier University |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 15:50 - 17:20 |
| Location: Ellery C |
| Measuring the Impact of Intervention on Exchange Market Pressure |
| By Pierre L. Siklos Diana N. Weymark |
| Presented by: Pierre Siklos, Wilfrid Laurier University |
| Do Arbitrage Opportunities Exist in the Foreign Exchange Market? |
| By La Trobe University |
| Presented by: H. Ryoo, La Trobe University |
| Characterizing Exchange Rate Policy in East Asia: A Reconsideration |
| By Hwee Kwan Chow, Singapore Management University Yoonbai Kim, University of Kentucky Wei Sun, Grand Valley State University |
| Presented by: Hwee Kwan Chow, Singapore Management University |
Session 22: Econometrics -Testing Procedures |
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| Session Chair: Don Poskitt, Monash University |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 15:50 - 17:20 |
| Location: Ellery D |
| Evidence about Identification and Byron’s Test of Overidentifying Restrictions |
| By Giovanni Forchini Monash University |
| Presented by: Giovanni Forchini, Monash University |
| Propensity Score Matching and Variations on the Balancing Test |
| By Wang-Sheng Lee University of Melbourne |
| Presented by: Wang-Sheng Lee, University of Melbourne |
| Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes |
| By D. S. Poskitt |
| Presented by: Don Poskitt, Monash University |
Session 23: Applied Finance 4 -Contagion |
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| Session Chair: Paul Kofman, The University of Melbourne |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 15:50 - 17:20 |
| Location: Ellery B |
| Flight to Quality or Contagion? An empirical Analysis of Stock-bond correlations |
| By Dirk Baur, IIIS, Trinity College, Dublin Brian Lucey, School of Business Studies, Trinity College, Dublin |
| Presented by: Dirk Baur, University of Dublin - Trinity College |
| Diversification Meltdown, or Just Fat Tails |
| By R. Campbell - The University of Maastricht C. Forbes - Monash University K. Koedijk - The University of Maastricht |
| Presented by: Paul Kofman, The University of Melbourne |
| Correlation Based Testing of Contagion |
| By Vance L. Martin University of Melbourne Chrismin Tang University of Melbourne |
| Presented by: Vance Martin, University of Melbourne |
Session 24: Applied Econometrics - International Economics |
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| Session Chair: Jonathan Ostry, International Monetary Fund |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 15:50 - 17:20 |
| Location: Ellery A |
| The Time-Consistency of Government Debt and Institutional Restricions on the Level of Debt |
| By Begoña DomÃnguez The University of Auckland |
| Presented by: Begoña DomÃnguez, The University of Auckland |
| Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A "Fan Chart" Approach |
| By Oya Celasun, IMF Xavier Debrun, IMF Jonathan D. Ostry, IMF |
| Presented by: Jonathan Ostry, International Monetary Fund |
| Risk, Nonconvergence, and Cycles: A Two Country Model |
| By Tomoo Kikuchi Bielefeld University |
| Presented by: Tomoo Kikuchi, Bielefeld University |
Session 25: Applied Econometrics - Labour |
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| Session Chair: Guyonne Kalb, University of Melbourne |
| Session type: invited |
| Date: July 5, 2006 |
| Time: 15:50 - 17:20 |
| Location: Crowne C |
| Reciprocity at the Workplace: Do Fair Wages Lead to Higher Effort, Productivity, and Profitability? |
| By Paul Chen, Australian National University |
| Presented by: Paul Chen, Australian National University |
| LABOUR SUPPLY AND WELFARE PARTICIPATION IN THE AUSTRALIAN POPULATION: USING OBSERVED JOB SEARCH TO ACCOUNT FOR INVOLUNTARY UNEMPLOYMENT |
| By Guyonne Kalb, University of Melbourne Hielke Buddelmeyer, University of Melbourne |
| Presented by: Guyonne Kalb, University of Melbourne |
| Does the Impact of Welfare to Work Depend on the State of the Labour Market? The Case of the UK New Deal for Young People |
| By Duncan McVicar, Queen’s University Belfast, UK Jan M. Podivinsky, University of Southampton, UK |
| Presented by: Jan Podivinsky, University of Southampton |
Session 26: Invited Theory Session 1 - Innovation |
|---|
| Session Chair: Nisvan Erkal, University of Melbourne |
| Session type: invited |
| Date: July 5, 2006 |
| Time: 15:50 - 17:20 |
| Location: MacDonnell A |
| Digital Rights Management and the Pricing of Digital Products |
| By Yooki Park and Suzanne Scotchmer |
| Presented by: Suzanne Scotchmer, University of California, Berkeley |
| The Dynamics of Idea Markets |
| By Joshua Gans |
| Presented by: Joshua Gans, University of Melbourne |
Session 27: Applied Econometics - Growth |
|---|
| Session Chair: Alicia Rambaldi, Univeristy of Queensland |
| Session type: contributed |
| Date: July 5, 2006 |
| Time: 15:50 - 17:20 |
| Location: Crowne A |
| Macroeconomic Effects of International Outsourcing |
| By Yuliya Meshcheryakova |
| Presented by: Yuliya Meshcheryakova, Victoria University of Wellington |
| Endogenous acceleration of technological change |
| By Philipp Koellinger, DIW Berlin Christian Schade, Humboldt-Universitaet zu Berlin |
| Presented by: Philipp Koellinger, DIW Berlin |
| Technology Gap, Catching-up and Outward Orientation |
| By Krishna G. Iyer, Massey University Alicia N. Rambaldi, University of Queensland Kam Ki Tang, University of Queensland |
| Presented by: Alicia Rambaldi, Univeristy of Queensland |
Session 28: Presidential Address |
|---|
| Session Chair: Mardi Dungey, Australian National University |
| Session type: invited |
| Date: July 6, 2006 |
| Time: 8:45 - 10:00 |
| Location: McDonnell A |
| From Income to Consumption: Modeling the Transmission of Inequality |
| By Richard Blundell, UCL |
| Presented by: Richard Blundell, UCL |
Session 29: Choice, beliefs, equilibrium |
|---|
| Session Chair: Andy McLennan, University of Sydney |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 10:20 - 12:20 |
| Location: Crowne A |
| Expected Utility Inequalities |
| By Eduardo Zambrano University of Notre Dame |
| Presented by: Eduardo Zambrano, University of Notre Dame |
| Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities |
| By Alain Chateauneuf, U. Paris I Jurgen Eichberger, U. Heidelberg Simon Grant, Rice U. |
| Presented by: Simon Grant, Rice University |
| Belief Types and Equilibria for Cautious Players |
| By Ronald Stauber, Australian National University |
| Presented by: Ronald Stauber, Australian National University |
| From Imitation Games to Kakutani |
| By Andrew McLennan, University of Sydney Rabee Tourky, Purdue University |
| Presented by: Andy McLennan, University of Sydney |
Session 30: Econometrics - Censored and Binary Data |
|---|
| Session Chair: Tim Fry, RMIT University |
| Session type: invited |
| Date: July 6, 2006 |
| Time: 10:20 - 12:20 |
| Location: Ellery C |
| A tale of two logits, compositional data analysis and zero |
| By Tim Fry, RMIT Derek Cheong, RMIT |
| Presented by: Tim Fry, RMIT University |
| Covariates Selection in a Mixture Model with the Censored Response Variable |
| By University of South Australia |
| Presented by: Zen Lu, University of South Australia |
| Censored Regression Models for Zero Expenditure and Positive Expenditure with Measurement Error: |
| By Atsushi Maki Faculty of Business and Commerce, Keio University 2-15-45 Mita, Minato-ku Tokyo 108-8345 Japan |
| Presented by: Atsushi Maki, Keio University |
| The Econometric Analysis of Constructed Binary Time Series |
| By Don Harding, The University of Melbourne Adrian Pagan, Australian National University and Queensland University of Technology |
| Presented by: Don Harding, The University of Melbourne |
Session 31: Econometrics - Models |
|---|
| Session Chair: Robert Breunig, The Australian National University |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 10:20 - 12:20 |
| Location: Ellery D |
| Time varying skewness and kurtosis and a new model |
| By Jonathan Dark, Monash University |
| Presented by: Jonathan Dark, Monash University |
| Small Concentration Asymptotics and Instrumental Variables Inference |
| By D. S. Poskitt, Monash University C. L. Skeels, The University of Melbourne |
| Presented by: Christopher Skeels, The University of Melbourne |
| Uncovering Preference Parameters with Higher-Order Consumption Moments |
| By Biing-Shen Kuo (presenter), Department of Internationsl Business, National Chengchi University, Taipei 116, Taiwan. Ching-Yu Lan, Department of Economics, Ming Chuan University, Taoyuan 333, Taiwan |
| Presented by: Biing-Shen Kuo, |
| Congestion effects and municipality size: A non-parametric analysis using French data |
| By Robert Breunig (Australian National University) Yvon Rocaboy (Universite de Rennes I) |
| Presented by: Robert Breunig, The Australian National University |
Session 32: Voting |
|---|
| Session Chair: Abhijit Sengupta, University of Sydney |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 10:20 - 12:20 |
| Location: Crowne C |
| Hotelling-Downs Model of Electoral Competition and the Option to Quit |
| By Abhijit Sengupta, University of Sydney Kunal Sengupta, University of Sydney |
| Presented by: Abhijit Sengupta, University of Sydney |
| Measures of Polarization |
| By William Schworm, University of New South Wales Walter Bossert, University of Montreal |
| Presented by: Bill Schworm, University of New South Wales |
| Group decision-making with a continuum of alternatives and costly participation |
| By Jannet Chang, California State University, Fullerton Ronald Stauber, The Australian National University |
| Presented by: Jannet Chang, California State University, Fullerton |
| A model of endogenous party membership and platforms with opportunistic politicians |
| By Kwang-ho Kim University of Adelaide |
| Presented by: Kwang-ho Kim, University of Adelaide |
Session 33: Firms and Organisations |
|---|
| Session Chair: Catherine de Fontenay, University of Melbourne |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 10:20 - 12:20 |
| Location: Crowne B |
| The Hierarchical Structure of the Firm: A Geometric Perspective |
| By Leopoldo Yanes and Kam Ki Tang School of Economics, University of Queensland |
| Presented by: Leopoldo Yanes, University of Queensland |
| The shinking of middle management and the rise in CEO compensation |
| By Catherine de Fontenay, University of Melbourne |
| Presented by: Catherine de Fontenay, University of Melbourne |
| "Honesty and Intermediation : Corporate Cheating, Auditor Involvement and the Implications for Development" |
| By Brishti Guha, Dept of Economics,Singapore Management University. |
| Presented by: Brishti Guha, Singapore Management University |
| Delegating Infrastructure Projects with Open Access |
| By Keizo Mizuno, School of Business Administration, Kwansei Gakuin University Tetsuya Shinkai, School of Economics, Kwansei Gakuin University |
| Presented by: Keizo Mizuno, Kwansei Gakuin University |
Session 34: Applied Finance - Portfolios, Bubbles and Switching |
|---|
| Session Chair: Susan Thorp, University of Technology, Sydney |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 10:20 - 12:20 |
| Location: Ellery B |
| Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate |
| By Seungmoon Choi, University of Adelaide School of Economics |
| Presented by: Seungmoon Choi, University of Adelaide |
| Asymmetric Risk and International Portfolio Choice |
| By Susan Thorp School of Finance and Economics University of Technology Sydney George Milunovich Division of Economic and Financial Studies Macquarie University |
| Presented by: Susan Thorp, University of Technology, Sydney |
| Can Systematic Variations in Average Risk-Aversion Explain Financial Market Anomalies? |
| By Haim Kedar-Levy, Ben-Gurion University of the Negev |
| Presented by: Haim Levy, Ben Gurion University of the Negev |
| Irrational Borrowers and the Pricing of residential Mortgages |
| By Yongheng Deng University of Southern California John M. Quigley University of California, Berkeley (contact author) |
| Presented by: John Quigley, University of California, Berkeley |
Session 35: Macroeconomic Modelling |
|---|
| Session Chair: Mardi Dungey, Australian National University |
| Session type: invited |
| Date: July 6, 2006 |
| Time: 10:20 - 12:20 |
| Location: Ellery A |
| Some Issues in Using VARs for Macroeconometric Research |
| By Renee Fry, CAMA, ANU Adrian Pagan, CAMA, ANU and QUT |
| Presented by: Renee Fry, Australian National University |
| Priors from Frequency-Domain Dummy Observations |
| By Marco Del Negro, Federal Reserve Bank of Atlanta, Research Deparment Francis X. Diebold, University of Pennsylvania and NBER Frank Schorfheide, University of Pennsylvania and CEPR |
| Presented by: Frank Schorfheide, University of Pennsylvania |
| Housing Booms, Non-Financial Wealth and Consumption: Lessons from |
| By Lance A. Fisher, University of New South Wales Glenn Otto, University of New South Wales Graham M. Voss, University of Victoria |
| Presented by: Lance Fisher, UNIV NSW |
| Revisiting an SVAR Model of the Australian Economy |
| By Mardi Dungey, CERF, University of Cambridge and CAMA, Australian National University Adrian Pagan, CAMA, Australian National University and Queensland University of Technology |
| Presented by: Mardi Dungey, Australian National University |
Session 36: Applied Econometics - Health |
|---|
| Session Chair: Glenn Jones, Macquarie University |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 10:20 - 12:20 |
| Location: MacDonnell A |
| Taxes, Health Insurance and Women's Self-Employment |
| By Malathi Velamuri, Victoria University of Wellington |
| Presented by: Malathi Velamuri, public |
| An empirical investigation of the influence of employment status on the relationship between obesity and healthy eating for UK females |
| By Alison Goode University of Melbourne Kostas Mavromaras University of Melbourne Alexandros Zangelidis University of Aberdeen |
| Presented by: Kostas Mavromaras, University of Melbourne |
| Medicare prescription drug choices in the U.S.: A challenge to rational behavior |
| By Laurel Hixon, Yale University |
| Presented by: Laurel Hixon, University of Technology Sydney |
| Healthy, Wealthy and Insured? |
| By Denise Doiron, University of NSW Glenn Jones, Macquarie University Elizabeth Savage, University of Technology, Sydney |
| Presented by: Glenn Jones, Macquarie University |
Session 37: Applied Finance - Market spillovers and volatility |
|---|
| Session Chair: Prasad Bhattacharya, Deakin University |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 13:30 - 15:00 |
| Location: Ellery B |
| ASYMMETRIC ADJUSTMENT IN REAL INTEREST RATES |
| By University of Tasmania |
| Presented by: Arusha Cooray, University of Tasmania |
| Return and Volatility Spillovers between the Foreign Exchange Market and the Australian All Ordinaries Index |
| By Jonathan Dark,Monash Mala Raghavan, Monash Aswanth Kamepalli, Monash |
| Presented by: Mala Raghavan, Monash University |
| Time-Varying Hedge Ratios: An Application to the Indian Stock Futures Market |
| By Prasad S. Bhattacharya, School of Accounting, Economics and Finance, Faculty of Business and law Deakin University,221, Burwood Highway, Victoria 3125,Australia. E-mail: prasbhat@deakin.edu.au Phone #: (61 3)92446645. Fax #: (61 3)92446283 Harminder Singh, School of Accounting, Economics and Finance, Faculty of Business and Law Deakin University,221, Burwood Highway, Victoria 3125,Australia. E-mail: singh@deakin.edu.au Phone #: (61 3)92446233. Fax #: (61 3)92446283 Gerard L. Gannon, School of Accounting, Economics and Finance, Faculty of Business and Law Deakin University,221, Burwood Highway, Victoria 3125,Australia. E-mail: gerard@deakin.edu.au Phone #: (61 3)92446243. Fax #: (61 3)92446283 |
| Presented by: Prasad Bhattacharya, Deakin University |
Session 38: Applied Econometics -Poverty/Cross Section |
|---|
| Session Chair: Ranjan Ray, Univ. of Tasmania |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 13:30 - 15:00 |
| Location: Crowne A |
| Derivation of Nutrient Prices from Household level Consumption Data: Methodology and Application |
| By D.Coondoo, Indian Statistical Institute, Kolkata,India. A.Majumder,Indian Statistical Institute,Kolkata,India. G.Lancaster,University of Tasmania,Australia R.Ray,University of Tasmania,Australia |
| Presented by: Ranjan Ray, Univ. of Tasmania |
| Changing Neighbourhood and Infant Mortality in Rural India |
| By Wiji Arulampalam, University of Warwick and Sonia Bhalotra, University of Bristol |
| Presented by: Wiji Arulampalam, University of Warwick |
| Intra-Household Bargaining, Child Schooling and Work Decisions in India |
| By Uma S.Kambhampati |
| Presented by: Uma Kambhampati, University of Reading |
Session 39: Invited Session - Experimental Economics |
|---|
| Session Chair: Lata Gangadharan, University of Melbourne |
| Session type: invited |
| Date: July 6, 2006 |
| Time: 13:30 - 15:00 |
| Location: MacDonnell A |
| Field Experiments |
| By John A. List University of Chicago Department of Economics |
| Presented by: John List, University of Chicago |
| Recommended Play and Correlated Equilibria: An Experimental Study |
| By Timothy N. Cason Purdue University Tridib Sharma Instituto Tecnologico Autonomo de Mexico |
| Presented by: Timothy N. Cason, Purdue University |
Session 40: Applied Econometrics - Growth |
|---|
| Session Chair: John Randal, Victoria University of Wellington |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 13:30 - 15:00 |
| Location: Crowne C |
| On Skill Heterogeneity, Human Capital and Inflation |
| By Radhika Lahiri, Queensland University of Technology Elisabetta Magnani, University of New South Wales |
| Presented by: Radhika Lahiri, Queensland University of Technology |
| Deep Determinants and Growth Policy |
| By Sambit Bhattacharyya,School of Economics, ANU Steve Dowrick, School of Economics, ANU Jane Golley, School of Economics, ANU |
| Presented by: Sambit Bhattacharyya, Australian National University |
| Give me a break? New Zealand visitor arrivals and the effects of 9/11 |
| By John Haywood, School of Mathematics, Statistics and Computer Science, Victoria University of Wellington John Randal, School of Economics and Finance, Victoria University of Wellington |
| Presented by: John Randal, Victoria University of Wellington |
Session 41: Econometrics - Testing Procedures |
|---|
| Session Chair: Param Silvapulle, Monash University |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 13:30 - 15:00 |
| Location: Ellery D |
| Testing for non-stationary hypotheses against local and global non-linear stationary alternatives |
| By Param Silvapulle and Roland Shami Department of Econometrics and Business Statistics Monash University |
| Presented by: Param Silvapulle, Monash University |
| Testing For Serial Correlation: Generalized Andrews-Ploberger Tests |
| By John C. Nankervis, Dept. of Accounting, Finance and Management, University of Essex, Colchester CO4 3SQ, U.K N. E. Savin Department of Economics, University of Iowa, Iowa City, IA 52242, USA |
| Presented by: John Nankervis, University of Essex |
| Moment-based tests for discrete distributions |
| By Christian BONTEMPS, University of Toulouse, GREMAQ & IDEI |
| Presented by: Christian Bontemps, University of Toulouse |
Session 42: Investment |
|---|
| Session Chair: Colin McKenzie, Keio University |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 13:30 - 15:00 |
| Location: Ellery A |
| Foreign Direct Investment in Southeastern Europe: How (and How Much) Can Policies Help? |
| By Dimitri Demekas (International Monetary Fund); Balázs Horváth (International Monetary Fund); Elina Ribakova (International Monetary Fund); Yi Wu (International Monetary Fund); |
| Presented by: Elina Ribakova, International Monetary Fund |
| Improved measurement of national income using a Ricardian trade model |
| By Eran Binenbaum University of Adelaide Zhang Wei University of Adelaide |
| Presented by: Eran Binenbaum, University of Adelaide |
| Main Bank-Firm Relationships and Volatility in the Japanese Corporate Bond Market |
| By Sumiko Takaoka Faculty of Economics, Seikei University C.R. McKenzie Faculty of Economics, Keio University |
| Presented by: Colin McKenzie, Keio University |
Session 43: Inflation and Monetary Policy |
|---|
| Session Chair: Lei Lei Song, The University of Melbourne |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 13:30 - 15:00 |
| Location: Crowne B |
| Taylor Principle and Indeterminacy under Financial Market Imperfection |
| By Ryuichi Nakagawa Faculty of Economics Kansai University |
| Presented by: Ryuichi Nakagawa, Kansai University |
| The euor and inflation uncertainty in the European Monetary Union |
| By Guglielmo Maria Caporale, Brunel University, London Alexandros Kontonikas, University of Glasgow |
| Presented by: Guglielmo Maria Caporale, Brunel University, London |
| Comovement between fuel prices and the general price level in Australia |
| By Lei Lei Song, the University of Melbourne |
| Presented by: Lei Lei Song, The University of Melbourne |
Session 44: Applied Econometrics - Labour |
|---|
| Session Chair: Mau-Ting Lin, National University of Singapore |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 13:30 - 15:00 |
| Location: Ellery C |
| Wage Inequality in a Burdett-Mortensen World |
| By Lawrence Uren, University of Melbourne Gabor Virag, University of Rochester |
| Presented by: Lawrence Uren, University of Melbourne |
| A Model of Shirking and Patterns of Dismissal |
| By Benoit FREYENS University of New South Wales at ADFA |
| Presented by: Benoit FREYENS, UNSW@ADFA |
| Match Quality and the Cyclical Behavior of Equilibrium Unemployment and Vacancies |
| By Mau-Ting Lin, National University of Singapore Wankyo Chung, National University of Singapore |
| Presented by: Mau-Ting Lin, National University of Singapore |
Session 45: trade and integration |
|---|
| Session Chair: Alan Woodland, University of Sydney |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 15:20 - 16:20 |
| Location: Crowne C |
| Steepest Ascent Tariff Reforms |
| By Pascalis Raimondos-Møller: Copenhagen Business School, EPRU, CEPR and CESifö. Alan Woodland: University of Sydney. |
| Presented by: Alan Woodland, University of Sydney |
| To integrate or Not to Integrate? The Role of Country Size |
| By Arghya Ghosh, School of Economics, UNSW Kieron Meagher, School of Economics, UNSW Ernie Teo, School of Economics, UNSW |
| Presented by: Ernie Teo, University of New South Wales |
Session 46: Applied Finance - Exchange Rates |
|---|
| Session Chair: Martin Berka, Massey University |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 15:20 - 16:20 |
| Location: Ellery B |
| A New Class of Index Numbers for International Price comparisons |
| By Gholamreza Hajargasht Prasada Rao |
| Presented by: Gholamreza Hajargasht, University of Queensland |
| Non-linear adjustment in law of one price deviations and physical characteristics of goods |
| By Martin Berka Massey University, Auckland, New Zealand |
| Presented by: Martin Berka, Massey University |
Session 47: Applied Econometrics - Health |
|---|
| Session Chair: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 15:20 - 16:20 |
| Location: Ellery A |
| Do financial incentives for supplementary private health insurance reduce pressure on the public system? Evidence from Australia |
| By Mingshan Lu, University of Calgary Elizabeth Savage, University of Technology, Sydney |
| Presented by: Elizabeth Savage, University of Technology, Sydney |
| Does the reason for buying health insurance influence behaviour? |
| By Rosalie Viney, University of Technology, Sydney Elizabeth Savage, University of Technology, Sydney Denzil Fiebig, University of NSW |
| Presented by: Denzil Fiebig, UNIVERSITY OF NEW SOUTH WALES |
Session 48: Econometrics -Panels |
|---|
| Session Chair: Domenico Giannone, Université Libre de Bruxelles |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 15:20 - 16:20 |
| Location: Ellery C |
| A Quasi Maximum Likelihood Approach for Large Approximate Factor Models |
| By Catherine Doz, Universite Cergy-Pontoise Domenico Giannone, ECARES, Universite' Libre de Bruxelles Lucrezia Reichlin, ECB, ECARES, CEPR |
| Presented by: Domenico Giannone, Université Libre de Bruxelles |
| GMM Estimation with Dynamic Panels with Fixed Effects and Strong Instruments at Unity |
| By Chirok Han (Victoria University of Wellington), Peter C B Phillips (Yale University) |
| Presented by: Chirok Han, Victoria University of Wellington |
Session 49: Econometrics -Model Selection |
|---|
| Session Chair: Stan Hurn, Queensland University of Technology |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 15:20 - 16:20 |
| Location: Ellery D |
| Automatic Tests of Super Exogeneity |
| By David F. Hendry, Economics Department, Oxford University Carlos Santos, Economics Department, Oxford University |
| Presented by: David Hendry, Oxford University |
| Extending the Boundaries of PcGets: Non-linear Models |
| By Jennifer L. Castle Department of Economics, Oxford University David F. Hendry Department of Economics, Oxford University |
| Presented by: Jennifer Castle, Oxford University |
Session 50: Applied Econometics - Labour |
|---|
| Session Chair: Alvaro Novo, Banco de Portugal |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 15:20 - 16:20 |
| Location: MacDonnell A |
| On Artificial Structural Unemployment under Monopolistic Competition with a Coordinated Market Restriction |
| By Maciej K. Dudek Szkola Główna Handlowa Narodowy Bank Polski |
| Presented by: Maciej Dudek, National Bank of Poland and Main School of Commerce |
| Heterogeneity of the unemployment insurance sytem: lazyness or simply income effects? |
| By Mário Centeno, Banco de Portugal & ISEG - U. Tecnica �lvaro A. Novo, Banco de Portugal & ISEGI - U. Nova |
| Presented by: Alvaro Novo, Banco de Portugal |
Session 51: Media and Privacy |
|---|
| Session Chair: Jan Bouckaert, University of Antwerp |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 15:20 - 16:20 |
| Location: Crowne B |
| Media concentration with free entry |
| By The University of Southern California |
| Presented by: Guillaume Roger, The University of Southern California |
| opt-in vs. opt-out: a free-entry analysis of privacy policies |
| By Jan Bouckaert, University of Antwerp Hans degryse, Tilburg University |
| Presented by: Jan Bouckaert, University of Antwerp |
Session 52: Finance and dynamics |
|---|
| Session Chair: Robert Cairns, McGill University |
| Session type: contributed |
| Date: July 6, 2006 |
| Time: 15:20 - 16:20 |
| Location: Crowne A |
| Endogenous Market Turbulence |
| By Demosthenes Tambakis, Pembroke College, Cambridge |
| Presented by: Demosthenes Tambakis, Pembroke College |
| Optimal Stopping Under Certainty and Uncertainty |
| By Graham A. Davis, Division of Economics and Business, Colorado School of Mines, Golden CO, USA Robert D. Cairns, Department of Economics, McGill University, Montreal, Canada |
| Presented by: Robert Cairns, McGill University |
Session 53: AW Phillips Lecture |
|---|
| Session Chair: Heather Anderson, Australian National University |
| Session type: invited |
| Date: July 6, 2006 |
| Time: 16:20 - 17:35 |
| Location: McDonnell A |
| Advances in Econometrics of High Dimensional Time Series |
| By Lucrezia Reichlin, ECB |
| Presented by: Lucrezia Reichlin, |
Session 54: Invited Plenary Lecture |
|---|
| Session Chair: Anthony Hall, University of Technology Sydney |
| Session type: invited |
| Date: July 7, 2006 |
| Time: 8:45 - 10:00 |
| Location: McDonnell A |
| The Life Cycle Decisions of Young Women |
| By Mike Keane, Yale and University of Technology Sydney |
| Presented by: Michael Keane, Yale University |
Session 55: IO2 |
|---|
| Session Chair: Souresh Saha, National University of Singapore |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 10:20 - 12:20 |
| Location: Crowne B |
| Optimal Sharing Strategies in Dynamic Games of R&D |
| By Nisvan Erkal (University of Melbourne) Deborah Minehart (US Department of Justice) |
| Presented by: Nisvan Erkal, University of Melbourne |
| E-commerce, Productivity Linkages between Sectors, and Fluctuations in Economic Structure |
| By Mei Wen University of Sydney |
| Presented by: Mei Wen, University of Sydney |
| Differences in R&D Composition across US and Japanese Firms: An Explanation |
| By Souresh Saha Department of Economics, National University of Singapore |
| Presented by: Souresh Saha, National University of Singapore |
| Implications of Better Information for Technological Development and Welfare |
| By Burkhard Drees, Bernhard Eckwert |
| Presented by: Bernhard Eckwert, University of Bielefeld |
Session 56: Welfare and Rationality |
|---|
| Session Chair: Harry Clarke, La Trobe University |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 10:20 - 12:20 |
| Location: Crowne C |
| Thinking Rationally About Rational Addiction |
| By Harry Clarke, La Trobe University Svetlana Danilkina, La Trobe University |
| Presented by: Harry Clarke, La Trobe University |
| Existence of Approximate Social Welfare |
| By Jack Stecher, Norwegian School of Economics and Business Administration |
| Presented by: Jack Stecher, Norwegian School of Economics |
| Endogenous communication networks with boundedly rational agents |
| By S. Angus, School of Economics, UNSW |
| Presented by: Simon Angus, UNSW |
| Social Welfare and Individual Preferences under Uncertainty |
| By Yoram Amiel, Ruppin Academic Center Frank Cowell, London School of Economics |
| Presented by: Yoram Amiel, ruppin academic center |
Session 57: Econometrics - Estimators and Properties |
|---|
| Session Chair: Adam Clements, Queensland University of Technology |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 10:20 - 12:20 |
| Location: Ellery D |
| Inference and Thick Tails: Some Surprising Results |
| By Carlo V. Fiorio (University of Milan) Vassilis A. Hajivassiliou (London School of Economics) |
| Presented by: carlo fiorio, University of Milan |
| THEORETICAL AND EMPIRICAL PROPERTIES OF GENERALISED RESTRICTED LEAST SQUARES |
| By Howard E. Doran, University of New England Christopher J. O'Donnell, University of Queensland Alicia N. Rambaldi, University of Queensland |
| Presented by: Chris O'Donnell, University of Queensland |
| On Parameter-Mixing of Dependence Parameters |
| By Murray D Smith, The University of Sydney Xiangyuan Tommy Chen, The University of Sydney |
| Presented by: Tommy Chen, University of Sydney |
| Improving Reliability of Nonparametric Regression Estimates with Mapping Schemes |
| By A E Clements QUT A S HURN QUT K A Lindsey Glasgow |
| Presented by: Adam Clements, Queensland University of Technology |
Session 58: Experiments 2 |
|---|
| Session Chair: Steven Tucker, University of Canterbury |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 10:20 - 12:20 |
| Location: Crowne A |
| Experimental Investigation of Overdissipation in the All Pay Auction |
| By Volodymyr Lugovskyy Department of Economics, University of Memphis, USA Daniela Puzzello Department of Economics, University of Kentucky, USA Steven Tucker Department of Economics, University of Canterbury, New Zealand |
| Presented by: Steven Tucker, University of Canterbury |
| An Experimental Investigation of Product Positioning and Price Competition in Spatial Models with Price Restraints |
| By Dr. Sudeep Ghosh, City University of Hong Kong |
| Presented by: Sudeep Ghosh, City University of Hong Kong |
| An Experimental Analysis of Group Size and risk Sharing |
| By Ananish Chaudhuri, Lata Gangadharan, Pushkar Maitra |
| Presented by: Lata Gangadharan, University of Melbourne |
| Split-Awards and Disputes: An Experimental Study of a Strategic Model of Litigation |
| By Claudia M. Landeo, Department of Economics, University of Alberta Maxim Nikitin, Department of Economics, University of Alberta and International College of Economics and Finance, SU-HSE (Moscow, Russia) Linda Babcock, H. John Heinz III School of Public Policy and Management, Carnegie Mellon University |
| Presented by: Claudia Landeo, University of Alberta and Carnegie Mellon University |
Session 59: Monetary Policy and Inflation |
|---|
| Session Chair: Guay Lim, |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 10:20 - 12:20 |
| Location: Ellery A |
| Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters |
| By Gianna Boero, University of Warwick Jeremy Smith, University of Warwick Kenneth F. Wallis, University of Warwick |
| Presented by: Kenneth Wallis, University of Warwick |
| Inflation Targeting, Learning and Q Volatility in Small Open Economies |
| By G.C.Lim, University of Melbourne P.D.McNelis, Fordham University |
| Presented by: Guay Lim, |
| Expectations, Bond Yields and Monetary Policy |
| By ALBERT LEE CHUN (HEC Montreal) |
| Presented by: Albert Lee Chun, HEC Montreal |
Session 60: Applied Finance -Realised Variance and Volatility |
|---|
| Session Chair: George Milunovich, Macquarie University |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 10:20 - 12:20 |
| Location: Ellery B |
| Stochastic Volatility, Intraday Seasonality, and Market Microstructure Noise |
| By Duy Tien Tran, Economics Department, Duke University. |
| Presented by: Duy Tran, Duke University |
| Realized Covariance and Scrambling |
| By Kevin K. Sheppard, Department of Economics, University of Oxford |
| Presented by: Kevin Sheppard, University of Oxford |
| Boc-Cox Transforms for Realized Volatility |
| By Nour Meddahi (Montreal University) |
| Presented by: Nour Meddahi, |
Session 61: Applied Econometics - Addiction |
|---|
| Session Chair: Laurence Lester, Flinders University |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 10:20 - 12:20 |
| Location: MacDonnell A |
| Demand for Marijuana, Cocaine and Heroin: A Multivariate Probit Approach |
| By Preety Ramful and Xueyan Zhao, Monash University |
| Presented by: Xueyan Zhao, Monash University |
| Corruption, Decentralization and Yardstick Competition |
| By Oguzhan C Dincer, Massey University Christopher J Ellis, University of Oregon Glen R Waddell, University of Oregon |
| Presented by: Oguzhan Dincer, Massey University |
| A Panel Data Analysis of Addictive Expenditure: A Fixed Effects with Time Analysis |
| By Laurence Lester, National Institute of Labour Studies (NILS), Flinders University, S.A. |
| Presented by: Laurence Lester, Flinders University |
Session 62: Econometrics - Demand Systems |
|---|
| Session Chair: Tim Coelli, University of Queensland |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 10:20 - 12:20 |
| Location: Ellery C |
| A Regular Demand System with Commodity-Specific Demographic Effects |
| By Paul Blacklow, University of Tasmania Russel Cooper, Macquarie University Roger Ham, University of Western Sydney Keith McLaren, Monash University |
| Presented by: Paul Blacklow, University of Tasmania |
| Demand Systems Based on Regular Ratio Indirect Utility Functions |
| By Russel J. Cooper, Macquarie University Keith R. McLaren, Monash University |
| Presented by: Keith McLaren, Monash University |
| Demand Systems Incorporating Intertemporal Consumption Dynamics |
| By Russel J Cooper, University of Western Sydney H Youn Kim, Western Kentucky University Keirh R McLaren, Monash University |
| Presented by: Russel Cooper, University of Western Sydney |
| A Dual Measure of Economies of Scope |
| By Gholamreza Hajargasht, Centre for Efficiency and Productivity Analysis, School of Economics, University of Queensland Tim Coelli, Centre for Efficiency and Productivity Analysis, School of Economics, University of Queensland D. S. Prasada Rao, Centre for Efficiency and Productivity Analysis, School of Economics, University of Queensland |
| Presented by: Tim Coelli, University of Queensland |
Session 63: Econometrics -Nonlinear Econometrics |
|---|
| Session Chair: Peter Robinson, London School of Economics |
| Session type: invited |
| Date: July 7, 2006 |
| Time: 13:30 - 15:00 |
| Location: Ellery C |
| Nonlinear Time Series Volatility Models with Long-Range Dependence |
| By Isabel Casas The University of Western Australia Jiti Gao The University of Western Australia |
| Presented by: Jiti Gao, The University of Western Australia |
| Testing for a Change in Persistence in the Presence of a Volatility Shift |
| By Robert Taylor, University of Nottingham Giuseppe Cavaliere, University of Bologna |
| Presented by: Robert Taylor, University of Nottingham |
| Pseudo-Maximum Likelihood Estimation of ARCH(infty) Models |
| By Peter Robinson London School of Economics |
| Presented by: Peter Robinson, London School of Economics |
Session 64: Applied Econometrics - Health |
|---|
| Session Chair: ynon gablinger, CHERE, UTS |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 13:30 - 15:00 |
| Location: Ellery D |
| Patient preferences for managing asthma: Results from a discrete choice experiment |
| By Madeleine King; Centre for Health Economics Research and Evaluation (CHERE), University of Technology Sydney (UTS), Australia Jane Hall; Centre for Health Economics Research and Evaluation (CHERE), University of Technology Sydney (UTS), Australia Emily Lancsar; Business School (Economics) and Centre for Health Service Research, University of Newcastle upon Tyne (formerly at CHERE, UTS, Australia) Denzil Fiebig; Centre for Health Economics Research and Evaluation (CHERE), University of Technology Sydney (UTS), Australia, School of Economics, University of New South Wales, Sydney, Australia Ishrat Hossain; Centre for Health Economics Research and Evaluation (CHERE), University of Technology Sydney (UTS), Australia Jordan Louviere; Centre for Health Economics Research and Evaluation (CHERE), University of Technology Sydney (UTS), Australia, Centre for the Study of Choice, UTS, Australia Helen Reddel; Cooperative Research Centre for Asthma, University of Sydney, Australia, Woolcock Institute of Medical Research and University of Sydney, Australia Christine Jenkins; Cooperative Research Centre for Asthma, University of Sydney, Australia, Woolcock Institute of Medical Research and University of Sydney, Australia |
| Presented by: Ishrat Hossain, UTS |
| An Assessment of the Effect of the Private Health Insurance Incentives Scheme on Dental Visits |
| By Ynon Gablinger, CHERE, University of Technology Sydney Elizabeth Savage, CHERE, University of Technology Sydney Jane Hall, CHERE, University of Technology Sydney |
| Presented by: ynon gablinger, CHERE, UTS |
Session 65: Econometrics -Cointegration |
|---|
| Session Chair: Gunnar Bardsen, Norw. University of Science & Technology |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 13:30 - 15:00 |
| Location: Crowne C |
| Cointegration for periodically integrated processes |
| By Tomas del Barrio Castro, University of Barcelona Denise R Osborn, University of Manchester |
| Presented by: Denise Osborn, University of Manchester |
| Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix |
| By Eiji Kurozumi, Hitotsubashi University Yoichi Arai, University of Tokyo |
| Presented by: Eiji Kurozumi, Hitotsubashi University |
| A Gaussian IV estimator of cointegrating relations |
| By Gunnar BÃ¥rdsen, Norwegian University of Science and Technology Niels Haldrup, University of Aarhus |
| Presented by: Gunnar Bardsen, Norw. University of Science & Technology |
Session 66: Applied Finance -Continuous Finance |
|---|
| Session Chair: Stan Hurn, Queensland University of Technology |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 13:30 - 15:00 |
| Location: Crowne B |
| Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation |
| By J. Jeisman, School of Economics and Finance, QUT. A.S. Hurn, School of Economics and Finance, QUT. K.A. Lindsay, Department of Mathematics, University of Glasgow. |
| Presented by: Joseph Jeisman, QUT |
| Some remarks on the approximation of transitional density in stochastic differential equations |
| By Stan Hurn, QUT Joseph Jeisman, QUT Kenneth Lindsay, University of Glasgow |
| Presented by: Stan Hurn, Queensland University of Technology |
| Estimating Quadratic Variation Consistently in the presence of correlated measurement error |
| By Ilze Kalnina, LSE Oliver Linton, LSE |
| Presented by: Ilze Kalnina, public |
Session 67: Applied Econometrics - Labour |
|---|
| Session Chair: ZOE MCHUGH, TACTICAL GLOBAL MANAGEMENT LTD |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 13:30 - 15:00 |
| Location: Ellery A |
| Estimating rates of labour-saving technical change in the G6. |
| By Zoe McHugh, TGSM |
| Presented by: ZOE MCHUGH, TACTICAL GLOBAL MANAGEMENT LTD |
| Gender Diversity in the Boardroom |
| By Renée Adams, Stockholm School of Economics Daniel Ferreira, Universidade Nova de Lisboa |
| Presented by: Renee Adams, Stockholm School of Economics |
Session 68: Applied Econometics -Education |
|---|
| Session Chair: Christopher Ryan, Australian National University |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 13:30 - 15:00 |
| Location: Crowne A |
| School Principals and Graduation Rates |
| By Michael Coelli, The University of Melbourne David Green, University of British Columbia William Warburton, Child and Youth Development Trajectories Research Unit, University of British Columbia |
| Presented by: Michael Coelli, The University of Melbourne |
| School achievement effects on subsequent educational attainment: results from a policy-induced natural experiment |
| By Chris Ryan, Social Policy Evaluation, Analysis, and Research Centre, Research School of Social Sciences, Australian National University, Canberra ACT 0200, Australia |
| Presented by: Christopher Ryan, Australian National University |
| Estimating the social return on schooling |
| By Marcelo Soto Instituto de Analisis Economico, Barcelona |
| Presented by: Marcelo Soto, Instituto de Analisis Economico |
Session 69: Applied Finance - Alternative Asset Markets |
|---|
| Session Chair: Marco Da Rin, Tilburg and Turin Universities |
| Session type: contributed |
| Date: July 7, 2006 |
| Time: 13:30 - 15:00 |
| Location: Ellery B |
| Signal Extraction with Kalman Filter: A study of the Hong Kong property price bubbles |
| By XIAO Qin, and TAN Gee Kwang, Randolph |
| Presented by: Xiao Qin, Nanyang Technological University |
| The Relationship Between Dividend Yield and Equity Market Value |
| By Richard Heaney RMIT Vlad Pavlov QUT |
| Presented by: Vlad Pavlov, QUT |
| The Importance of Trust for Investment: Evidence from Venture Capital |
| By Laura Bottazzi, Bocconi University (Italy) Marco Da Rin, Torino University (Italy) Thomas Hellmann, University of British Columbia (CA) |
| Presented by: Marco Da Rin, Tilburg and Turin Universities |
Session 70: Invited Theory Session 2 |
|---|
| Session Chair: Roberto Raimondo, University of Melbourne |
| Session type: invited |
| Date: July 7, 2006 |
| Time: 13:30 - 15:00 |
| Location: MacDonnell A |
| Co-Location and Incentives |
| By Eyal Winter, The Hebrew University of Jerusalem |
| Presented by: Eyal Winter, Hebrew University of Jerusalem |
| Equilibrium in Continuous-Time Financial Markets: Endogenously Comp |
| By Robert M. Anderson, University of California, Berkeley Roberto C. Raimondo, University of Melbourne |
| Presented by: Robert Anderson, |
Session 71: EJ Hannan Lecture |
|---|
| Session Chair: Stan Hurn, Queensland University of Technology |
| Session type: invited |
| Date: July 7, 2006 |
| Time: 15:20 - 16:50 |
| Location: McDonnell A |
| Portfolio Choice with a Large Number of Assets: Jumps and Diversification |
| By Yacine Ait-Sahalia, Princeton University |
| Presented by: Yacine Ait-Sahalia, |