The 16th International Symposium on Econometric Theory and Applications: SETA2022 (Online Conference)

July 20, 2022
Time	Location	Event
08:00 to 09:20	see below	Parallel Session 1-1
08:00 to 09:20	see below	Parallel Session 1-2
08:00 to 09:20	see below	Parallel Session 1-3
08:00 to 09:20	see below	Parallel Session 1-4
08:00 to 09:20	see below	Parallel Session 1-5
08:00 to 09:20	see below	Parallel Session 1-6
08:00 to 09:20	see below	Parallel Session 1-7
09:35 to 10:55	see below	Parallel Session 2-1
09:35 to 10:55	see below	Parallel Session 2-2
09:35 to 10:55	see below	Parallel Session 2-3
09:35 to 10:55	see below	Parallel Session 2-4
09:35 to 10:55	see below	Parallel Session 2-5
09:35 to 10:55	see below	Parallel Session 2-6
09:35 to 10:55	see below	Parallel Session 2-7
11:10 to 12:10	online [here]	Yonsei Lecture
13:20 to 14:30	online [here]	SETA Lecture
14:45 to 15:45	see below	Parallel Session 3-1
14:45 to 15:45	see below	Parallel Session 3-2
14:45 to 15:45	see below	Parallel Session 3-3
14:45 to 15:45	see below	Parallel Session 3-4
16:00 to 17:00	online [here]	Invited Lecture A
17:15 to 18:35	see below	Parallel Session 4-1
17:15 to 18:35	see below	Parallel Session 4-2
17:15 to 18:35	see below	Parallel Session 4-3
17:15 to 18:35	see below	Parallel Session 4-4
17:15 to 18:35	see below	Parallel Session 4-5
17:15 to 18:35	see below	Parallel Session 4-6
17:15 to 18:35	see below	Parallel Session 4-7
July 21, 2022
Time	Location	Event
08:00 to 09:20	see below	Parallel Session 5-1
08:00 to 09:20	see below	Parallel Session 5-2
08:00 to 09:20	see below	Parallel Session 5-3
08:00 to 09:20	see below	Parallel Session 5-4
08:00 to 09:20	see below	Parallel Session 5-5
08:00 to 09:20	see below	Parallel Session 5-6
08:00 to 09:20	see below	Parallel Session 5-7
09:35 to 10:55	see below	Parallel Session 6-1
09:35 to 10:55	see below	Parallel Session 6-2
09:35 to 10:55	see below	Parallel Session 6-3
09:35 to 10:55	see below	Parallel Session 6-4
09:35 to 10:55	see below	Parallel Session 6-5
09:35 to 10:55	see below	Parallel Session 6-6
09:35 to 10:55	see below	Parallel Session 6-7
11:10 to 12:10	online [here]	ET Lecture
13:20 to 14:30	online [here]	Invited Lecture B
14:45 to 15:45	see below	Parallel Session 7-1
14:45 to 15:45	see below	Parallel Session 7-2
14:45 to 15:45	see below	Parallel Session 7-3 (BOK Session)
14:45 to 15:45	see below	Parallel Session 7-4
14:45 to 15:45	see below	Parallel Session 7-5
16:00 to 17:00	online [here]	Invited Lecture C
17:15 to 18:35	see below	Parallel Session 8-1
17:15 to 18:35	see below	Parallel Session 8-2
17:15 to 18:35	see below	Parallel Session 8-3
17:15 to 18:35	see below	Parallel Session 8-4
17:15 to 18:35	see below	Parallel Session 8-5
17:15 to 18:35	see below	Parallel Session 8-6
17:15 to 18:35	see below	Parallel Session 8-7

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

#	Date/Time	Type	Title/Location	Papers
1	July 20, 2022 8:00-9:20	contributed	Econometrics of Networks     Location: online [here]	4
2	July 20, 2022 8:00-9:20	contributed	Identification and Estimation of Treatment Effects 1     Location: online [here]	4
3	July 20, 2022 8:00-9:20	contributed	Econometrics for Panel Data     Location: online [here]	3
4	July 20, 2022 8:00-9:20	contributed	Time-Series Econometrics     Location: online [here]	4
5	July 20, 2022 8:00-9:20	contributed	Empirical Trade 1     Location: online [here]	4
6	July 20, 2022 8:00-9:20	contributed	Applied Macroeconomics of Expectations and Text Mining     Location: online [here]	3
7	July 20, 2022 8:00-9:20	contributed	Time Series Modelling of Global Economy     Location: online [here]	3
8	July 20, 2022 9:35-10:55	contributed	Econometrics with Intensive Computation     Location: online [here]	4
9	July 20, 2022 9:35-10:55	contributed	Policy Evaluation     Location: online [here]	3
10	July 20, 2022 9:35-10:55	contributed	Inference under Cluster and Serial Dependence     Location: online [here]	4
11	July 20, 2022 9:35-10:55	contributed	Time Series Methods for Empirical Macroeconomics     Location: online [here]	4
12	July 20, 2022 9:35-10:55	contributed	Empirical Trade 2     Location: online [here]	4
13	July 20, 2022 9:35-10:55	contributed	Empirical Financial Economics     Location: online [here]	3
14	July 20, 2022 9:35-10:55	contributed	Applied Macroeconomics of Consumption and Income Mobility     Location: online [here]	4
15	July 20, 2022 11:10-12:10	invited	Yonsei Lecture     Location: Space 1 online [here]	1
16	July 20, 2022 13:20-14:30	invited	SETA Lecture     Location: online [here]	1
17	July 20, 2022 14:45-15:45	contributed	Identification and Estimation of Treatment Effects 2     Location: online [here]	3
18	July 20, 2022 14:45-15:45	contributed	Recent Progress on the Volatility in High Frequency     Location: online [here]	3
19	July 20, 2022 14:45-15:45	contributed	Modelling Covid and Its Effects     Location: online [here]	3
20	July 20, 2022 14:45-15:45	contributed	Applied Macroeconomics of Oil Price Shock and Covid-19 Shock     Location: online [here]	3
21	July 20, 2022 16:00-17:00	invited	Invited Lecture A     Location: online [here]	1
22	July 20, 2022 17:15-18:35	contributed	Evaluation of Economic Effects     Location: online [here]	4
23	July 20, 2022 17:15-18:35	contributed	Econometrics of Structural Changes     Location: online [here]	4
24	July 20, 2022 17:15-18:35	contributed	Nonstationarity and Near Nonstationarity     Location: online [here]	4
25	July 20, 2022 17:15-18:35	contributed	Empirical Health Economics     Location: online [here]	4
26	July 20, 2022 17:15-18:35	contributed	Empirical Macroeconomics with Mixed Frequency Methods     Location: online [here]	3
27	July 20, 2022 17:15-18:35	contributed	Macro Labor Economics and Public Policies     Location: online [here]	4
28	July 20, 2022 17:15-18:35	contributed	Applied Macroeconomics of International Transmission     Location: online [here]	3
29	July 21, 2022 8:00-9:20	contributed	Frontier Topics of Econometrics     Location: online [here]	4
30	July 21, 2022 8:00-9:20	contributed	Heterogeneous Treatment Effects and Instrumental Variables     Location: online [here]	4
31	July 21, 2022 8:00-9:20	contributed	Forecasting     Location: online [here]	4
32	July 21, 2022 8:00-9:20	contributed	Measuring Production Technology     Location: online [here]	4
33	July 21, 2022 8:00-9:20	contributed	Geography, Trade, and Development     Location: online [here]	4
34	July 21, 2022 8:00-9:20	contributed	Inflation Expectation I     Location: online [here]	4
35	July 21, 2022 8:00-9:20	contributed	Asset Prices, Income Distribution, and Applied Econometrics     Location: online [here]	4
36	July 21, 2022 9:35-10:55	contributed	Econometrics for Structural Analysis     Location: online [here]	4
37	July 21, 2022 9:35-10:55	contributed	Econometrics in Data-Rich Environments     Location: online [here]	4
38	July 21, 2022 9:35-10:55	contributed	Empirical Education Economics     Location: online [here]	4
39	July 21, 2022 9:35-10:55	contributed	Inflation Expectation II     Location: online [here]	4
40	July 21, 2022 9:35-10:55	contributed	Applied Macroeconomics of Effective Monetary Policy     Location: online [here]	4
41	July 21, 2022 9:35-10:55	contributed	Applied Macroeconomics: Labor Issues and Corporate Tax Cut Effects     Location: online [here]	4
42	July 21, 2022 9:35-10:55	contributed	Financial Econometrics 1     Location: online [here]	4
43	July 21, 2022 11:10-12:10	invited	ET Lecture     Location: online [here]	1
44	July 21, 2022 13:20-14:30	invited	Invited Lecture B     Location: online [here]	1
45	July 21, 2022 14:45-15:45	contributed	Financial Econometrics 2     Location: online [here]	3
46	July 21, 2022 14:45-15:45	contributed	Model Averaging and Related Topics     Location: online [here]	3
47	July 21, 2022 14:45-15:45	invited	Bank of Korea (BOK) Session     Location: online [here]	3
48	July 21, 2022 14:45-15:45	contributed	Applied Macroeconomics of Regime Switching and Stability     Location: online [here]	3
49	July 21, 2022 14:45-15:45	contributed	Asset Pricing     Location: online [here]	3
50	July 21, 2022 16:00-17:00	invited	Invited Lecture C     Location: online [here]	1
51	July 21, 2022 17:15-18:35	contributed	Inferential Methodology for Functional Inequality     Location: online [here]	4
52	July 21, 2022 17:15-18:35	contributed	Econometrics using Panel data models     Location: online [here]	4
53	July 21, 2022 17:15-18:35	contributed	Analysis of High-Dimensional Econometrics Model     Location: online [here]	4
54	July 21, 2022 17:15-18:35	contributed	Empirical Public and Labor Economics     Location: online [here]	3
55	July 21, 2022 17:15-18:35	contributed	Treatment Choice and Policy Learning     Location: online [here]	4
56	July 21, 2022 17:15-18:35	contributed	Policies and Time Series Econometrics     Location: online [here]	3
57	July 21, 2022 17:15-18:35	contributed	Applied Macroeconomics of Fiscal Policy and Market Patterns     Location: online [here]	4

 

57 sessions, 192 papers, and 0 presentations with no associated papers

The 16th International Symposium on Econometric Theory and Applications: SETA2022 (Online Conference)
Detailed List of Sessions

Session 1: Econometrics of Networks July 20, 2022 8:00 to 9:20 Location: online [here]
Session Chair: Kenwin Maung, University of Rochester
Session type: contributed
Estimation of Social Network Models using Approximate Bayesian Computation
presented by: yangqi zhang, UNSW
Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables
presented by: Hanbat Jeong, The Ohio State University
Forecasting with PriorWisdom on Group Structure in Panel Data Models
presented by: Boyuan Zhang, University of Pennsylvania
Large Network Autoregressions with Unknown Adjacency Matrix
presented by: Kenwin Maung, University of Rochester
Session 2: Identification and Estimation of Treatment Effects 1 July 20, 2022 8:00 to 9:20 Location: online [here]
Session Chair: Haitian Xie, University of California San Diego
Session type: contributed
Nonparametric Identification and Estimation of Heterogeneous Treatment Effects with Endogeneity
presented by: Yahong Zhou, Shanghai University of Finance and Economics
Debiased Bayesian Inference on Average Treatment Effects
presented by: Zhengfei Yu, University of Tsukuba
Nonparametric Identification and Estimation of Panel Quantile Models with Sample Selection
presented by: Sungwon Lee, Sogang University
Nonlinear and Nonseparable Structural Functions in Fuzzy Regression Discontinuity Designs
presented by: Haitian Xie, University of California San Diego
Session 3: Econometrics for Panel Data July 20, 2022 8:00 to 9:20 Location: online [here]
Session Chair: Seolah Kim, Albion College
Session type: contributed
A Panel Clustering Approach to Analyzing Bubble Behavior
presented by: Yanbo Liu, Shandong University
Indirect Inference Estimation of Dynamic Panel Data Models
presented by: Yong Bao, Purdue University
Random Effects or Fixed Effects? A Consistent Nonparametric Test for Endogeneity in Panel Data
presented by: Seolah Kim, Albion College
Session 4: Time-Series Econometrics July 20, 2022 8:00 to 9:20 Location: online [here]
Session Chair: Heather Anderson, Monash University
Session type: contributed
Asymptotic Properties of Approximated Maximum Likelihood Estimator in Markov-Switching State-Space Models
presented by: Chaojun Li, East China Normal University
Asymptotics of Functional Principal Component Analysis with Weakly Dependent Data
presented by: Bo Hu, Peking University
The Spectral Approach to Linear Rational Expectations Models
[slides]
presented by: Majid Al Sadoon, Durham University Business School
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach
presented by: Heather Anderson, Monash University
Session 5: Empirical Trade 1 July 20, 2022 8:00 to 9:20 Location: online [here]
Session Chair: ByeongHwa Choi, Dongguk University
Session type: contributed
Characterizing migration-promoting deep trade agreements: A clustering-based approach
presented by: XIN CEN,
The proximity-concentration tradeoff in the presence of downside risk
presented by: Navruz Khotamov, Kyoto University
Fly to Trade: Effects of International Direct Flights on Chinese Cities’ Trade
presented by: Shihe Fu, Xiamen University
Taiwan's New Southbound Policy and Firm Exports
presented by: ByeongHwa Choi, Dongguk University
Session 6: Applied Macroeconomics of Expectations and Text Mining July 20, 2022 8:00 to 9:20 Location: online [here]
Session Chair: Myungkyu Shim, Yonsei University
Session type: contributed
Firm Inattention and the Efficacy of Monetary Policy: A Text-Based Approach
presented by: Wenting Song, Bank of Canada
Effects of Monetary Policy on Household Expectations: The Role of Homeownership
presented by: Choongryul Yang, Federal Reserve Board of Governors
United States of Mind
presented by: Myungkyu Shim, Yonsei University
Session 7: Time Series Modelling of Global Economy July 20, 2022 8:00 to 9:20 Location: online [here]
Session Chair: J. Isaac Miller, University of Missouri
Session type: contributed
Tail connectedness: Measuring the network connectedness of equity markets during crises
presented by: Wenying Yao, University of Melbourne
Forecasting Stock Returns: The Role of Global Market Integration Indices
presented by: Cindy S.H. Wang, Peking University
How Does Economic Activity Interact with Climate? What We Learn from Global Temperature Anomaly
presented by: J. Isaac Miller, University of Missouri
Session 8: Econometrics with Intensive Computation July 20, 2022 9:35 to 10:55 Location: online [here]
Session Chair: Youngki Shin, McMaster University
Session type: contributed
Bayesian Inversion of Demand Systems
presented by: Zhentong Lu, Bank of Canada
Indirect Inference of Stochastic Frontier Models
presented by: Hung-pin Lai, National Chung Cheng University
Test for Cross-Sectional Dependence in Large Panel Models with Serial Correlation
presented by: Min Seong Kim, University of Connecticut
Fast and Robust Online Inference with Stochastic Sub-gradient Descent via Random Scaling
presented by: Youngki Shin, McMaster University
Session 9: Policy Evaluation July 20, 2022 9:35 to 10:55 Location: online [here]
Session Chair: Kyungchul (Kevin) Song, University of British Columbia
Session type: contributed
Policy Learning under Endogeneity Using Instrumental Variables
presented by: Yan Liu, Boston University
Empirical Likelihood Covariate Adjustment for Regression Discontinuity Designs
presented by: Jun Ma, Renmin University of China
Synthetic Decomposition for Ex Ante Policy Evaluation
presented by: Kyungchul (Kevin) Song, University of British Columbia
Session 10: Inference under Cluster and Serial Dependence July 20, 2022 9:35 to 10:55 Location: online [here]
Session Chair: Jungmo Yoon, Hanyang University
Session type: contributed
Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters
presented by: Wenjie Wang, Nanyang Technological University
Self-Normalization Inference for Linear Trends in Cointegrating Regressions
presented by: Cheol-Keun Cho, University of Ulsan
Fixed-Cluster Inference with Unbalanced Cluster Sizes
presented by: Jungbin Hwang, University of Connecticut
HAC Covariance Matrix Estimation in Quantile Regression
presented by: Jungmo Yoon, Hanyang University
Session 11: Time Series Methods for Empirical Macroeconomics July 20, 2022 9:35 to 10:55 Location: online [here]
Session Chair: Bin Chen, University of Rochester
Session type: contributed
On Local Projection Based Inference
presented by: Ke-Li Xu, Indiana University
A Comparison of Long Memory and Regime Switching Models of Exchange Rates
presented by: Liang Hu, Wayne State University
Spectral Centroid Targeting with the HP Filter
presented by: Ye Lu, University of Sydney
Time-Varying Matrix Factor Model
presented by: Bin Chen, University of Rochester
Session 12: Empirical Trade 2 July 20, 2022 9:35 to 10:55 Location: online [here]
Session Chair: Kazunobu Hayakawa, Institute of Developing Economies
Session type: contributed
University-Industry technology transfer: empirical findings from Chinese firms
presented by: Jiaming Jiang, Okayama University
Import Competition and Firms' Internal Networks
presented by: Ziho Park, National Taiwan University
Iterative GMM Estimation for Gravity Models
presented by: Jangsu Yoon, University of Wisconsin-Milwaukee
Fixed Costs in Exporting and Investing
presented by: Kazunobu Hayakawa, Institute of Developing Economies
Session 13: Empirical Financial Economics July 20, 2022 9:35 to 10:55 Location: online [here]
Session Chair: Shuyuan Qi, Central University of Finance and Economics
Session type: contributed
Stock Returns and Monetary Policy Stance
presented by: Inhwan So, Bank of Korea
The Economics of ETF Redemptions: Liquidity and Fire Sale Risks
presented by: Han Xiao, Pennsylvania State University
Forward Equity Risk Premium and Its Economic Implications
presented by: Shuyuan Qi, Central University of Finance and Economics
Session 14: Applied Macroeconomics of Consumption and Income Mobility July 20, 2022 9:35 to 10:55 Location: online [here]
Session Chair: Yoosoon Chang, Indiana University
Session type: contributed
The Consumption Response to Anticipated Income Changes: Evidence from the Magnitude Effect
presented by: Melissa Song, Texas A&M University
Housing and Consumption Volatility: The Role of Rental Price Rigidity
presented by: Wonmun Shin, Sejong University
State dependent government spending multipliers: Downward nominal wage rigidity and sources of business cycle fluctuations
presented by: Yoon J. Jo, Texas A&M University
A Trajectories-Based Approach to Measuring Intergenerational Mobility
presented by: Yoosoon Chang, Indiana University
Session 15: Yonsei Lecture July 20, 2022 11:10 to 12:10 Location: Space 1 online [here]
Session Chair: Jinook Jeong, Yonsei University
Session type: invited
Multicointegration: Robust High Dimensional Estimation and Inference
presented by: Peter Phillips, Yale University
Session 16: SETA Lecture July 20, 2022 13:20 to 14:30 Location: online [here]
Session Chair: Yoosoon Chang, Indiana University
Session type: invited
Nowcasting Japan's GDP
[slides]
presented by: Fumio Hayashi, National Graduate Institute for Policy S
Session 17: Identification and Estimation of Treatment Effects 2 July 20, 2022 14:45 to 15:45 Location: online [here]
Session Chair: Ying Fang,
Session type: contributed
Distribution Regression with Censored Selection: An Application to the UK Wage Inequalities
presented by: Nianqing Liu, Shanghai University of Finance and Economics
Estimating Quantile Treatment Effects for Panel Data
presented by: Ming Lin, Xiamen University
Inferences for Partially Conditional Quantile Treatment Effect Model
presented by: Ying Fang,
Session 18: Recent Progress on the Volatility in High Frequency July 20, 2022 14:45 to 15:45 Location: online [here]
Session Chair: Zhi Liu, University of Macau
Session type: contributed
Estimating spot volatility under infinite variation jumps with market microstructure noise
presented by: qiang liu, Shanghai University of Finance and Economics
Balanced Predictive Quantile Regressions
presented by: chuanhai zhang, Zhongnan University of Economics and Law
On Bivariate Time-Varying Price Staleness
presented by: Haibin Zhu, University of Macau
Session 19: Modelling Covid and Its Effects July 20, 2022 14:45 to 15:45 Location: online [here]
Session Chair: Tomoo Inoue, Seikei University
Session type: contributed
Conditional Threshold Autoregression (CoTAR)
presented by: Kaiji Motegi, Kobe University
The Response of Gold to the Covid-19 Pandemic
presented by: Zhaoying Lu, Osaka University
Exploring the dynamic relationship between mobility and the spread of COVID-19, and the role of vaccines
presented by: Tomoo Inoue, Seikei University
Session 20: Applied Macroeconomics of Oil Price Shock and Covid-19 Shock July 20, 2022 14:45 to 15:45 Location: online [here]
Session Chair: Soojin Jo, Yonsei University
Session type: contributed
Policy Effectiveness on the Global Covid-19 Pandemic and Unemployment Outcomes: A Large Mixed Frequency Spatial Approach
presented by: Xiaoyi Han, Xiamen University
Oil Price Shocks and Macroeconomic Dynamics: How Important Is the Role of Nonlinearity?
presented by: Inwook Hwang, National Assembly Research Service
What oil price shocks pass through into core inflation?
presented by: Soojin Jo, Yonsei University
Session 21: Invited Lecture A July 20, 2022 16:00 to 17:00 Location: online [here]
Session Chair: Youjin Hahn, Yonsei University
Session type: invited
An economic analysis of tiger parenting: Evidence from child development delay or learning disability
presented by: Junsen Zhang, Zhejiang University and Chinese Universi
Session 22: Evaluation of Economic Effects July 20, 2022 17:15 to 18:35 Location: online [here]
Session Chair: Yu-Chin Hsu, Academia Sinica
Session type: contributed
Throw the Baby Out with the Bathwater: The Missing R\&D-Patent Relation in Firm Fixed Effects Models
presented by: Jui-Chung Yang, National Taiwan University
Endogenous treatment effect estimation with a large and mixed set of instruments and control variables
presented by: Qingliang Fan, The Chinese University of Hong Kong
Nonparametric Estimation of the Continuous Treatment Effect with Measurement Error
presented by: Zheng Zhang, Renmin University of China
Inference for ROC Curves Based on Estimated Predictive Indices
presented by: Yu-Chin Hsu, Academia Sinica
Session 23: Econometrics of Structural Changes July 20, 2022 17:15 to 18:35 Location: online [here]
Session Chair: Yongmiao Hong, Chinese Academy of Sciences
Session type: contributed
Large Dimensional Regularized Time-Varying GMM Estimation with Application to Asset Pricing
presented by: Liyuan Cui, City University of Hong Kong
Estimating and Testing Multiple Structural Breaks in Nonparametric Regressions with Endogeneity
presented by: Zhonghao Fu, Fudan University
Kolmogorov-Smirnov type statistics for structural breaks and parameter constancy - a new adjusted-range based self-normalization approach
presented by: Jiajing Sun, University of Chinese Academy of Sciences
Penalized time-varying model averaging
presented by: Yuying Sun, Chinese Academy of Sciences
Session 24: Nonstationarity and Near Nonstationarity July 20, 2022 17:15 to 18:35 Location: online [here]
Session Chair: Jun Yu, Singapore Management University
Session type: contributed
Choosing between persistent and stationary volatility
presented by: Liudas Giraitis, Queen Mary University of London
Modeling and Forecasting Realized Volatility of Cryptocurrency
presented by: Tian Xie, Shanghai University of Finance and Econo
Double Asymptotics for Explosive Fractional Ornstein–Uhlenbeck Processes
presented by: Weilin Xiao, Zhejiang University
Latent Local-to-Unity Models
presented by: Jun Yu, Singapore Management University
Session 25: Empirical Health Economics July 20, 2022 17:15 to 18:35 Location: online [here]
Session Chair: Janjala Chirakijja, Monash University
Session type: contributed
Height and Income: Evidence from China
presented by: Wenting Zheng, university of arizona
Downsizing at old age due to health shocks
presented by: Cristina Vilaplana-Prieto, Universidad de Murcia
The Impact of Vaccine Misinformation: Evidence from the MMR Vaccine Misinformation in the US
presented by: Meradee Tangvatcharapong, Hitotsubashi University
Inexpensive Heating Reduces Winter Mortality
presented by: Janjala Chirakijja, Monash University
Session 26: Empirical Macroeconomics with Mixed Frequency Methods July 20, 2022 17:15 to 18:35 Location: online [here]
Session Chair: Hiroshi Morita, Hosei University
Session type: contributed
Macroeconomic Forecasting Evaluation of MIDAS Models
presented by: Nicolas Bonino-Gayoso, Banco de España
Mixing Mixed Frequency and Diffusion Indices in Good Times and in Bad: An Assessment Based on Historical Data Around the Great Recession of 2008
presented by: Hyun Hak Kim, Kookmin University
Forecasting GDP growth using stock returns in Japan: A factor-augmented MIDAS approach
presented by: Hiroshi Morita, Hosei University
Session 27: Macro Labor Economics and Public Policies July 20, 2022 17:15 to 18:35 Location: online [here]
Session Chair: Serena Rhee, Chung-Ang University
Session type: contributed
When in Doubt, Tax More Progressively: Uncertainty and Progressive Income Taxation
presented by: Chunzan Wu, Peking University
The Impact of Auxiliary Benefits on Sustainability of Social Security in Population Aging
presented by: Tomoaki Kotera,
Regular and Non-regular Workers Substitutability and Policy Implications in South Korea
presented by: ShinHyuck Kang, Korea Labor Institute
The Evaluation of Social Security Reforms with Heterogenous Human Capital
presented by: Serena Rhee, Chung-Ang University
Session 28: Applied Macroeconomics of International Transmission July 20, 2022 17:15 to 18:35 Location: online [here]
Session Chair: Elvira Sojli, University of New South Wales
Session type: contributed
Double Counting in Mystery: Journey of Intermediate Products in Multi-Country Trade
[slides]
presented by: Onur Biyik, Waseda University
Risk Factors in International Capital Flows
presented by: Simon Hong, University of Warwick
Measuring Advanced Manufacturing and Process Innovation: Applications to Productivity and Growth
presented by: Elvira Sojli, University of New South Wales
Session 29: Frontier Topics of Econometrics July 21, 2022 8:00 to 9:20 Location: online [here]
Session Chair: Firmin Doko Tchatoka, University of Adelaide
Session type: contributed
Finite Sample Inference in Incomplete Models
presented by: Lixiong Li, Johns Hopkins University
Functional instrumental variable regression with an application to estimating the impact of immigration on native wages
presented by: Dakyung Seong, University of Sydney
Lorenz Map, Inequality Ordering, and Curves based on Multidimensional Rearrangements
presented by: Jorge Rivero, University of Washington
Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data
presented by: Firmin Doko Tchatoka, University of Adelaide
Session 30: Heterogeneous Treatment Effects and Instrumental Variables July 21, 2022 8:00 to 9:20 Location: online [here]
Session Chair: Toru Kitagawa, Brown University
Session type: contributed
Pairwise Valid Instruments
presented by: Zhenting Sun, Peking University
Personalized Subsidy Rules
presented by: Yu-Chang Chen, University of California
Incumbent Effect Using Instrument Variable: Beyond Effects on Compliers
[slides]
presented by: Jin-Young Choi, Xiamen University
Testing Instrument Validity with Covariates
presented by: Toru Kitagawa, Brown University
Session 31: Forecasting July 21, 2022 8:00 to 9:20 Location: online [here]
Session Chair: Zhentao Shi, The Chinese University of Hong Kong
Session type: contributed
Bootstrapping Factor-MIDAS regression models
presented by: Yookyung Julia Koh, McGill University
Forecasting Stock Returns with Conditional Quantile Level Dependence
presented by: Sung Yong Park, Chung-Ang University
No-Regret Forecasting with Egalitarian Committees
presented by: Jiun-Hua Su, Academia Sinica
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis
presented by: Zhentao Shi, The Chinese University of Hong Kong
Session 32: Measuring Production Technology July 21, 2022 8:00 to 9:20 Location: online [here]
Session Chair: Rajarshi Mitra, Tokyo International University
Session type: contributed
Estimation of Endogenous Firm Productivity Without Instruments: An Application to Foreign Investment
presented by: Fei Jia, Saint Louis University, Chaifetz School of Business
The Stochastic Frontier Model with Ordered Multiple Choices
presented by: Yi-Wun Chen, Binghamton University, State University of New York
Induced Innovation and Its Impact on Productivity Growth in China: A Latent Variable Approach
presented by: KAKEIGARY WONG, U of Macau
“Ageing Out” of Crime in the United States: A Counter-Argument
presented by: Rajarshi Mitra, Tokyo International University
Session 33: Geography, Trade, and Development July 21, 2022 8:00 to 9:20 Location: online [here]
Session Chair: Shihe Fu, Xiamen University
Session type: contributed
Food Delivery Platform, Cuisine Diversity, and the Geography of Restaurants
presented by: Shimeng Liu, Jinan University
Foreign Trade Policy as Education Policy? The Impact of Import Competition on K-12 Public Education Expenditures
presented by: Haiyang Kong, Beijing Normal University
Private Returns to Bureaucratic Appointments: Evidence from Financial Disclosures
presented by: Song Yuan, The University of Warwick
Can Digital Distribution Defy the Law of Gravity?
[slides]
presented by: Yuta Watabe, Xiamen University
Session 34: Inflation Expectation I July 21, 2022 8:00 to 9:20 Location: online [here]
Session Chair: Etsuro Shioji, Hitotsubashi University
Session type: contributed
Sticky Information Versus Sticky Prices Revisited: A Bayesian VAR-GMM Approach
presented by: Ryohei Oishi, Bank of Japan
The effects of economic shocks on heterogeneous inflation expectations
presented by: Gee Hee Hong, International Monetary Fund
Regime Dependent Effects of Monetary and Fiscal Policy on the Distribution of Inflation Expectations
presented by: Fabio Gomez-Rodriguez, Lehigh University
Responses of Break-Even Inflation Rate to Oil Prices and the Exchange Rate: Evidence from Daily Data
presented by: Etsuro Shioji, Hitotsubashi University
Session 35: Asset Prices, Income Distribution, and Applied Econometrics July 21, 2022 8:00 to 9:20 Location: online [here]
Session Chair: Yohei Yamamoto, Hitotsubashi University
Session type: contributed
When Aggregate Stock Returns are Negatively Skewed?: International Evidence
presented by: Kitak Kim, Korea University
Labor Market Concentration and Wage: Evidence from Korean Establishment-level Data
presented by: Jongho Kim, Sogang University
The Impact of Uncertainty Shocks on Inequality
presented by: Sangyup Choi, Yonsei University
Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices
presented by: Yohei Yamamoto, Hitotsubashi University
Session 36: Econometrics for Structural Analysis July 21, 2022 9:35 to 10:55 Location: online [here]
Session Chair: Suyong Song, Korea University
Session type: contributed
Identification of Dynamic Discrete Choice Models with Hyperbolic Discounting Using a Terminating Action
presented by: Chao Wang, Indiana University
Minimum Sliced Distance Estimation in Structural Models
presented by: Hyeonseok Park, University of Washington
Structural Regularization
presented by: Jiaming Mao, Xiamen University
Estimating Quantile Production Functions: A Control Function Approach
presented by: Suyong Song, Korea University
Session 37: Econometrics in Data-Rich Environments July 21, 2022 9:35 to 10:55 Location: online [here]
Session Chair: mehmet caner, north carolina state university
Session type: contributed
Estimation and Inference for Varying Coefficient Multidimensional Nonparametric Fixed-Effects Panel Data Models
presented by: Christopher Parmeter, University of Miami
Machine Collaboration
presented by: Qingfeng Liu, Otaru University of Commerce
Time-Varying Complete Subset Averaging in a Data-Rich Environment
presented by: Haiqi Li, Hunan University
Generalized Linear Models With Structured Sparsity Estimators
presented by: mehmet caner, north carolina state university
Session 38: Empirical Education Economics July 21, 2022 9:35 to 10:55 Location: online [here]
Session Chair: Chih-Sheng Hsieh, National Taiwan University
Session type: contributed
The effect of ability-tracking on student outcome: evidence from South Korea
[slides]
presented by: Sam Hwang, University of British Columbia
Single-Sex vs Coed Education: Can Schooling Type Affect Over- and Underweight Health Risks?
presented by: Seulki Kim, Sogang University
Do School Attendance Boundary Changes Worsen Racial Segregation in Public Schools? Evidence from Minnesota
[slides]
presented by: Sejin Ahn, University of British Columbia
Gender and Racial Disparities in Altruism in Social Networks
presented by: Chih-Sheng Hsieh, National Taiwan University
Session 39: Inflation Expectation II July 21, 2022 9:35 to 10:55 Location: online [here]
Session Chair: Etsuro Shioji, Hitotsubashi University
Session type: contributed
Inflation Expectations and the Supply Chain
presented by: Francesco Grigoli, International Monetary Fund
Estimating firm's inflation expectations based on survey's diffusion index
presented by: Jouchi Nakajima, Hitotsubashi University
The Term Structure of Inflation at Risk: A Panel Quantile Regression Approach
presented by: Yoshibumi Makabe, Bank of Japan
Individual Trend Inflation
presented by: Toshitaka Sekine, Hitotsubashi University
Session 40: Applied Macroeconomics of Effective Monetary Policy July 21, 2022 9:35 to 10:55 Location: online [here]
Session Chair: Mototsugu Shintani, University of Tokyo
Session type: contributed
Successful QE or Stagflation in Japan?
presented by: Yuta Takahashi, Hitotsubashi University
Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises
presented by: Hiroyuki Kubota, University of Tokyo
Estimating a Behavioral New Keynesian Model with the Zero Lower Bound
presented by: Kozo Ueda, Waseda University
A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate
presented by: Mototsugu Shintani, University of Tokyo
Session 41: Applied Macroeconomics: Labor Issues and Corporate Tax Cut Effects July 21, 2022 9:35 to 10:55 Location: online [here]
Session Chair: Shu-Chun Yang, Academia Sinica
Session type: contributed
Education Attainment and Structural Transformation
presented by: T. Terry Cheung, Academia Sinica
Rural-urban Migration and Informality: An African Story
presented by: Yin-Chi Wang, National Taipei University
The Importance of Matching Frictions in Unemployment: A Bayesian-Estimated Model with Job Rationing
presented by: Jhih-Chian Wu,
Share Buybacks and the Effects of Corporate Tax Cuts
presented by: Shu-Chun Yang, Academia Sinica
Session 42: Financial Econometrics 1 July 21, 2022 9:35 to 10:55 Location: online [here]
Session Chair: Toshiaki Watanabe, Hitotsubashi University
Session type: contributed
Climate Change News Indices: Are They Reflected in Japanese Stock Prices?
presented by: Kazuhiro Hiraki, Bank of Japan
State-space method for the quadratic estimator of integrated variance in the presence of market microstructure noise
presented by: Daisuke Nagakura, Keio University
Dynamic Bayesian Networks for Assessing Systemic Risk in Financial Markets
presented by: Mike So, The Hong Kong University of Science and Technology
High-frequency realized stochastic volatility model
presented by: Toshiaki Watanabe, Hitotsubashi University
Session 43: ET Lecture July 21, 2022 11:10 to 12:10 Location: online [here]
Session Chair: Peter Phillips, Yale University
Session type: invited
Specification Tests for Volatility in Presence of Event Risk
presented by: Viktor Todorov, Northwestern University
Session 44: Invited Lecture B July 21, 2022 13:20 to 14:30 Location: online [here]
Session Chair: Sangyup Choi, Yonsei University
Session type: invited
The World Uncertainty Index
presented by: Davide Furceri, International Monetary Fund
Session 45: Financial Econometrics 2 July 21, 2022 14:45 to 15:45 Location: online [here]
Session Chair: Zhi Liu, University of Macau
Session type: contributed
The Market-Based Asset Price Probability
[slides]
presented by: Victor Olkhov, Independent
Periodicity in cryptocurrency volatility and liquidity
presented by: Chan Kim, UNC at chapel hill
Explaining Epps effect when bivariate price staleness is present
presented by: Zhi Liu, University of Macau
Session 46: Model Averaging and Related Topics July 21, 2022 14:45 to 15:45 Location: online [here]
Session Chair: Xinyu Zhang,
Session type: contributed
Estimating Conditional Average Treatment Effects with Heteroscedasticity by Model Averaging and Matching
presented by: Pengfei Shi, Xiamen University
Factor-adjusted Model Averaging
presented by: Wenhui LI, University of Science and Technology of China
Asymptotic Properties of Synthetic Control Method
presented by: Xiaomeng Zhang, Chinese Academy of Sciences
Session 47: Bank of Korea (BOK) Session July 21, 2022 14:45 to 15:45 Location: online [here]
Session Chair: Kyeongtae Lee, Bank of Korea
Session type: invited
Fixed Effects Quantile Estimation with Extended Within Transformation and its Application
presented by: KI-HO KIM, BANK OF KOREA
Dominant Currency Pricing in Korea's exports
presented by: Minkyu Son, University of Cambridge
Markup, Productivity, and Macroeconomy
presented by: Jin Ho Park, Bank of Korea
Session 48: Applied Macroeconomics of Regime Switching and Stability July 21, 2022 14:45 to 15:45 Location: online [here]
Session Chair: Shi Qiu, Fudan University
Session type: contributed
Estimating the Effects of Political Instability on Institutional Quality: Bayesian Approach and Subnational Evidence from Slovenia
presented by: Rok Spruk, University of Ljubljana
Term Premiums and Regime-Switching Prices of Macro Risks
presented by: Sun Ho LEE, Korea University
The Regime-Switching Policy for the RMB
presented by: Shi Qiu, Fudan University
Session 49: Asset Pricing July 21, 2022 14:45 to 15:45 Location: online [here]
Session Chair: Youngmin Choi, Baruch College, CUNY
Session type: contributed
The Nature of Ownership and Stock Returns
presented by: Soohun Kim, KAIST
Trading volume as a predictor of risk and return of the Swiss SMI: A quantile regression approach
presented by: Erhan Uluceviz, Gebze Technical University
Stock Market Return Predictability Dormant in Options Panels
presented by: Youngmin Choi, Baruch College, CUNY
Session 50: Invited Lecture C July 21, 2022 16:00 to 17:00 Location: online [here]
Session Chair: Hyungsik Roger Moon, University of Southern California
Session type: invited
Identification of Bayesian Games
presented by: Tong Li, Vanderbilt University
Session 51: Inferential Methodology for Functional Inequality July 21, 2022 17:15 to 18:35 Location: online [here]
Session Chair: O-Chia Chuang, Wuhan University
Session type: contributed
Testing for Collusion in Procurement Auctions
presented by: Jun Nakabayashi, Kyoto University
Testing for Almost Stochastic Dominance
presented by: Wonwoo Bae, Seoul National University
Measuring inequality for winners and losers: extended Lorenz curves and Gini indices for possibly negative variables
presented by: Tianyu He, Tianjin University
Testing for Weighted Functional Inequalities with Estimated Weights
presented by: O-Chia Chuang, Wuhan University
Session 52: Econometrics using Panel data models July 21, 2022 17:15 to 18:35 Location: online [here]
Session Chair: Yongcheol Shin, Univ of York
Session type: contributed
Factor-Augmented Nonstationary Panels with Multiple Structural Changes
presented by: Qu Feng, Nanyang Technological University, Singapore
Unified Inference for Panel Autoregressive Models with Grouped Heterogeneity
presented by: Wenxin Huang, Shanghai Jiao Tong University
Estimating Fixed Effects Stochastic Frontier Panel Models Under "Wrong" Skewness with an Application to Health Care Efficiency in Germany
presented by: Rouven Haschka, Georg-August University of Göttigen
Dynamic Quantile Panel Data Models with Interactive Effects
presented by: Yongcheol Shin, Univ of York
Session 53: Analysis of High-Dimensional Econometrics Model July 21, 2022 17:15 to 18:35 Location: online [here]
Session Chair: Francesco Bravo, University of York
Session type: contributed
Nonparametric High-dimensional Estimation of Archimedean copulas through finite mixtures
presented by: Mohamad Khaled, The University of Queensland
Sparse M-estimators in semi-parametric copula models
presented by: Benjamin Poignard, Osaka University
Modeling Peak Electricity Demand: A Semiparametric Approach Using Weather-Driven Cross Temperature Response Functions
presented by: Kyungsik Nam, Korea Energy Economics Institute
Quantile semivarying coefficients models with missing observations
presented by: Francesco Bravo, University of York
Session 54: Empirical Public and Labor Economics July 21, 2022 17:15 to 18:35 Location: online [here]
Session Chair: Youngsoo Jang, University of Queensland
Session type: contributed
Modelling the Non-Take-Up of Means-Tested Benefits: The Case of Unemployment Benefits II in Germany
presented by: Hend Sallam, Humboldt-Universität zu Berlin
Age Misreporting and Bias in US Census Linked Samples
presented by: Sam Hwang, University of British Columbia
Taxation without Commitment in a Heterogeneous-Agent Economy
presented by: Youngsoo Jang, University of Queensland
Session 55: Treatment Choice and Policy Learning July 21, 2022 17:15 to 18:35 Location: online [here]
Session Chair: Shosei Sakaguchi, The University of Tokyo
Session type: contributed
Policy Learning Under Ambiguity
presented by: Riccardo D'Adamo, University College London
Distributionally Robust Policy Learning with Wasserstein Distance
presented by: Daido Kido, Kyoto University
Policy Choice in Time Series by Empirical Welfare Maximization
presented by: Mengshan Xu, University of Mannheim
Policy learning for optimal dynamic treatment regimes with observational data
presented by: Shosei Sakaguchi, The University of Tokyo
Session 56: Policies and Time Series Econometrics July 21, 2022 17:15 to 18:35 Location: online [here]
Session Chair: Yunjong Eo, Korea University
Session type: contributed
Disentangle the Global Economic Impact of Epidemic and the Effectiveness of the Specific Disease Control Policy
presented by: Xiao Ke, Center of Hubei Cooperative Innovation for Emissions Trading System & School of Low Carbon Economics, Hubei University of Economics
Central bank independence and the exchange rate connection: the UK Pound/US Dollar Exchange Rate
presented by: Wenjiao Hu, University of Nottingham
Understanding Trend Inflation Through the Lens of the Goods and Services Sectors
presented by: Yunjong Eo, Korea University
Session 57: Applied Macroeconomics of Fiscal Policy and Market Patterns July 21, 2022 17:15 to 18:35 Location: online [here]
Session Chair: Binzhi Chen, University of Birmingham
Session type: contributed
Optimal Progressive Pension Systems in a Life-Cycle Model with Heterogeneity in Job Stability
presented by: Leanne Nam, University of Bonn
Governments’ decisions and macroeconomic stability: fiscal policies and financial markets’ fluctuations
presented by: Andrea Venegoni, Liuc - Carlo Cattaneo University
Household Indebtedness and the Macroeconomic Effects of Tax Changes
presented by: Junhyeok Shin, Johns Hopkins University
Group Patterns in Income Inequality and Economic Growth
[slides]
presented by: Binzhi Chen, University of Birmingham

 

This program was last updated on 2022-07-19 05:02:37 EDT