You can also download the pdf of the conference guide with the updated program here: conference guide (3.7MB, last update 24 June 2016 9:30 am).
| June 22, 2016 | |
|---|---|
| 13:30 to 13:45 | Welcome, AULA MAGNA |
| 13:45 to 14:45 | Plenary Session I (IAAE Lecture) , AULA MAGNA |
| 15:00 to 16:20 | Parallel Sessions I |
| 16:20 to 16:50 | Coffee/Tea Break , LOBBY |
| 16:50 to 18:10 | Parallel Sessions II |
| 18:15 to 21:30 | Special Keynote Lecture I & Welcome Cocktail Reception , AULA MAGNA & LOBBY |
| June 23, 2016 | |
| 09:00 to 10:00 | Plenary Session II , AULA MAGNA |
| 10:00 to 10:30 | Coffee/Tea Break, LOBBY |
| 10:30 to 11:50 | Parallel Sessions III |
| 12:00 to 13:00 | Plenary Session III , AULA MAGNA |
| 13:00 to 14:15 | Lunch, LOBBY |
| 13:30 to 14:15 | Poster Sessions I, LOBBY |
| 14:15 to 15:35 | Parallel Sessions IV |
| 15:35 to 16:10 | Coffee/Tea Break, LOBBY |
| 16:10 to 17:30 | Parallel Sessions V |
| 17:30 to 18:15 | IAAE General Meeting, AULA MAGNA |
| 18:15 to 21:30 | Special Keynote Lecture II & Apericena (Cocktail Dinner), AULA MAGNA & LOBBY |
| June 24, 2016 | |
| 09:00 to 10:00 | Plenary Session IV , AULA ,AH AULA MAGNA |
| 10:00 to 10:30 | Coffee/Tea Break, LOBBY |
| 10:30 to 11:50 | Parallel Sessions VI |
| 12:00 to 13:00 | Plenary Session V, AULA MAGNA |
| 13:00 to 14:15 | Lunch, LOBBY |
| 13:30 to 14:15 | Poster Session II, LOBBY |
| 14:15 to 15:35 | Parallel Session VII |
| 15:35 to 16:10 | Coffee Break, LOBBY |
| 16:10 to 17:30 | Parallel Sessions VIII |
| 17:45 to 22:30 | Gala dinner at Museo della Scienza and Tecnologia, MUSEO DELLA SCIENZA E DELLA TECNOLOGIA |
| June 25, 2016 | |
| 08:45 to 09:00 | Concluding remarks, AULA MAGNA |
| 09:00 to 10:00 | Plenary Session VI, AULA MAGNA |
| 10:10 to 11:30 | Parallel Sessions IX |
| 11:30 to 12:30 | Brunch, LOBBY |
Program Notes and Index of Sessions
| Welcome AULA MAGNA June 22, 2016 13:30 to 13:45 |
|---|
| Plenary Session I (IAAE Lecture) AULA MAGNA June 22, 2016 13:45 to 14:45 |
|
|---|---|
| IAAE Invited Lecture: Peter CB Phillips (Yale University) |
| Parallel Sessions I June 22, 2016 15:00 to 16:20 |
|
|---|---|
| Long-term effects of early-life conditions, U6-32 | |
| Density Forecasts, U6-42 | |
| Topics in Empirical Macroeconomics (1), U6-39 | |
| Uncertainty and the Macroeconomy (1), U6-40 | |
| Topics in Bayesian Econometrics (1), U6-30 | |
| Jumps in Asset Prices, U6-34 | |
| Time Series Models (1), U6-41 | |
| Social Networks, U6-35 | |
| Consumption and Risk, U6-37 | |
| Production frontiers, U6-36 | |
| Money and the Macroeconomy (1), U6-33 |
| Parallel Sessions II June 22, 2016 16:50 to 18:10 |
|
|---|---|
| Housing, Consumption & Prices, U6-42 | |
| Big Data and Factor Models, U6-33 | |
| Topics in Empirical Macroeconomics (2), U6-32 | |
| Confidence, Optimism, and Sunspots, U6-34 | |
| Term Structure of Interest Rates (1), U6-30 | |
| Breaks and Structural Change, U6-39 | |
| Bayes and Shrinkage Methods for VARs, U6-41 | |
| Panel Data Estimation, U6-40 | |
| Cognition, U6-35 | |
| Health, U6-36 | |
| Policy evaluation, U6-37 | |
| Immigration, Cultural Persistence, and Assimilation, U6-38 |
| Special Keynote Lecture I & Welcome Cocktail Reception AULA MAGNA & LOBBY June 22, 2016 18:15 to 21:30 |
|
|---|---|
| Special Keynote Lecture on the Next Convergence – Michael Spence (New York Stern… |
| Plenary Session II AULA MAGNA June 23, 2016 09:00 to 10:00 |
|
|---|---|
| FBoF Keynote Lecture: Peter Arcidiacono (Duke University) |
| Parallel Sessions III June 23, 2016 10:30 to 11:50 |
|
|---|---|
| Measurement errors, U6-38 | |
| Topics in Monetary Policy (1), U6-41 | |
| Uncertainty and the Macroeconomy (2), U6-42 | |
| Structural VARs (1), U6-32 | |
| International Trade Dynamics, U6-34 | |
| Term Structure of Interest Rates 2, U6-30 | |
| Nowcasting, U6-33 | |
| Housing, U6-35 | |
| Earnings, U6-40 | |
| Empirical IO, U6-36 | |
| Treatment effects, U6-37 | |
| Macroeconomics and Finance, U6-39 |
| Plenary Session III AULA MAGNA June 23, 2016 12:00 to 13:00 |
|
|---|---|
| BoI – Carlo Giannini Memorial Lecture: Andrew Patton (Duke University) |
| Poster Sessions I LOBBY June 23, 2016 13:30 to 14:15 |
|
|---|---|
| Poster session: Micro |
| Parallel Sessions IV June 23, 2016 14:15 to 15:35 |
|
|---|---|
| Advances in Econometrics, U6-41 | |
| Monetary Policy: Regimes and Forward Guidance, U6-32 | |
| Topics in Forecasting (1), U6-34 | |
| Topics in Empirical Finance (1), U6-35 | |
| Macroeconomic Forecasting, U6-33 | |
| Price Inflation (1), U6-39 | |
| DSGE Models (1), U6-40 | |
| Labor market transitions, U6-36 | |
| Economics of the Household, U6-30 | |
| Demand for Health Care, U6-37 | |
| Education, U6-38 | |
| Time Series Models (2), U6-42 |
| Parallel Sessions V June 23, 2016 16:10 to 17:30 |
|
|---|---|
| Heterogeneity in Panel and Duration Data, U6-33 | |
| Exchange Rates, U6-42 | |
| Panel Data Topics and Applications, U6-39 | |
| Topics in Development and Macroeconomics, U6-34 | |
| Time Series Models (3), U6-32 | |
| Forecasting in Finance, U6-40 | |
| Volatility in Asset Prices, U6-38 | |
| Factor Models for Structural Analysis, U6-30 | |
| Organization of firms, U6-35 | |
| Evaluation studies, U6-36 | |
| Effects of Globalization, U6-37 | |
| Risk Networks, U6-32 |
| IAAE General Meeting AULA MAGNA June 23, 2016 17:30 to 18:15 |
|
|---|---|
| The IAAE Board is happy to invite conference participants to join the Annual General Meeting of the International Association for Applied Econometrics |
| Special Keynote Lecture II & Apericena (Cocktail Dinner) AULA MAGNA & LOBBY June 23, 2016 18:15 to 21:30 |
|
|---|---|
| Special Keynote Lecture on Oil Booms and Busts and the Global Economy – Hashem P… |
| Plenary Session IV AULA ,AH AULA MAGNA June 24, 2016 09:00 to 10:00 |
|
|---|---|
| CCA Keynote Lecture: Giorgio Primiceri (Northwestern University) |
| Parallel Sessions VI June 24, 2016 10:30 to 11:50 |
|
|---|---|
| Peer effects, U6-41 | |
| Sovereign Debt , U6-30 | |
| Business Cycle Dynamics and Volatility, U6-42 | |
| Employment and Unemployment in the Macroeconomy, U6-34 | |
| Topics in Forecasting (2), U6-35 | |
| Topics in Bayesian Econometrics (2), U6-40 | |
| Uncertainty and Policy, U6-39 | |
| Asset Prices: Tails and VaR, U6-33 | |
| Labor Supply, U6-36 | |
| Health: Policy evaluations, U6-38 | |
| Econometrics of Networks, U6-32 | |
| Long Memory, U6-37 |
| Plenary Session V AULA MAGNA June 24, 2016 12:00 to 13:00 |
|
|---|---|
| SIdE/IEA Keynote Lecture: Francesca Molinari (Cornell University) | |
| Preference Types and Welfare in Insurance Markets, joint work with Levon Barseghyan (Cornell), Maura Coughlin (Cornell), and Joshua C. Teitelbaum (Georgetown). |
| Poster Session II LOBBY June 24, 2016 13:30 to 14:15 |
|
|---|---|
| Poster — Macro/Finance/Time Series |
| Parallel Session VII June 24, 2016 14:15 to 15:35 |
|
|---|---|
| Credit and Microfinance, U6-35 | |
| DSGE Models (2), U6-32 | |
| Commodity Prices, U6-34 | |
| Topics in Empirical Trade, U6-36 | |
| Fiscal Policy, U6-42 | |
| Credit Risk and Liquidity, U6-30 | |
| Structural VARs (2), U6-33 | |
| Measuring the Effects of Monetary Policy, U6-39 | |
| Demographics of the Household , U6-37 | |
| Regression Discontinuity Designs, U6-41 | |
| Education II, U6-38 | |
| Forecast Evaluation, U6-40 |
| Parallel Sessions VIII June 24, 2016 16:10 to 17:30 |
|
|---|---|
| Advances in Econometrics II, U6-41 | |
| Monetary Policy Reaction Functions, U6-34 | |
| Time Series Models (4), U6-32 | |
| News and Uncertainty in the Macroeconomy, U6-30 | |
| Topics in Financial Econometrics (1), U6-35 | |
| Factor Models: Estimation and Inference, U6-39 | |
| Inflation Expectations and Ucertainty, U6-42 | |
| Vector Autoregressions (1), U6-33 | |
| Education: Policy Evaluations, U6-36 | |
| Bad behavior, U6-37 | |
| Dynamics of Labor Supply, U6-38 | |
| Topics in Monetary Policy (2), U6-40 |
| Gala dinner at Museo della Scienza and Tecnologia MUSEO DELLA SCIENZA E DELLA TECNOLOGIA June 24, 2016 17:45 to 22:30 |
|
|---|---|
| Buses leaving from Building U-6, exit Viale Piero and Alberto Pirelli 22 at 17:45 |
| Concluding remarks AULA MAGNA June 25, 2016 08:45 to 09:00 |
|---|
| Plenary Session VI AULA MAGNA June 25, 2016 09:00 to 10:00 |
|
|---|---|
| DEMS Keynote Lecture: Aureo de Paula (University College London) |
| Parallel Sessions IX June 25, 2016 10:10 to 11:30 |
|
|---|---|
| Difference-in-differences, U6-39 | |
| Price Inflation (2), U6-41 | |
| Topics in Empirical Finance (2), U6-40 | |
| Monetary Policy: Channels of Influence | |
| Topics in Financial Econometrics (2), U6-30 | |
| Structural VARs (3), U6-33 | |
| Inflation Dynamics, U6-42 | |
| Topics Empirical Macroeconomics (3), U6-34 | |
| Preferences and Expectations, U6-35 | |
| Heterogeneous coefficients, U6-32 | |
| Topics in Time Series and Topics in Bank Risk, U6-33 U6-37 |
Summary of All Sessions |
|---|
Click here for an index of all participants |
| # | Date/Time | Location | Type | Title | Papers |
|---|---|---|---|---|---|
| 1 | June 22, 2016 15:00-16:20 |
U6-32 | contributed | Long-term effects of early-life conditions | 4 |
| 2 | June 22, 2016 15:00-16:20 |
U6-37 | contributed | Consumption and Risk | 4 |
| 3 | June 22, 2016 15:00-16:20 |
U6-36 | contributed | Production frontiers | 4 |
| 4 | June 22, 2016 15:00-16:20 |
U6-35 | contributed | Social Networks | 4 |
| 5 | June 22, 2016 15:00-16:20 |
U6-33 | contributed | Money and the Macroeconomy (1) | 4 |
| 6 | June 22, 2016 15:00-16:20 |
U6-40 | contributed | Uncertainty and the Macroeconomy (1) | 3 |
| 7 | June 22, 2016 15:00-16:20 |
U6-30 | contributed | Topics in Bayesian Econometrics (1) | 4 |
| 8 | June 22, 2016 15:00-16:20 |
U6-41 | contributed | Time Series Models (1) | 4 |
| 9 | June 22, 2016 15:00-16:20 |
U6-39 | contributed | Topics in Empirical Macroeconomics (1) | 4 |
| 10 | June 22, 2016 15:00-16:20 |
U6-34 | contributed | Jumps in Asset Prices | 4 |
| 11 | June 22, 2016 15:00-16:20 |
U6-42 | contributed | Density Forecasts | 3 |
| 12 | June 22, 2016 16:50-18:10 |
U6-38 | contributed | Immigration, Cultural Persistence, and Assimilation | 4 |
| 13 | June 22, 2016 16:50-18:10 |
U6-36 | contributed | Health | 4 |
| 14 | June 22, 2016 16:50-18:10 |
U6-34 | contributed | Confidence, Optimism, and Sunspots | 4 |
| 15 | June 22, 2016 16:50-18:10 |
U6-30 | contributed | Term Structure of Interest Rates (1) | 4 |
| 16 | June 22, 2016 16:50-18:10 |
U6-33 | contributed | Big Data and Factor Models | 4 |
| 17 | June 22, 2016 16:50-18:10 |
U6-39 | contributed | Breaks and Structural Change | 4 |
| 18 | June 22, 2016 16:50-18:10 |
U6-41 | contributed | Bayes and Shrinkage Methods for VARs | 2 |
| 19 | June 22, 2016 16:50-18:10 |
U6-37 | contributed | Policy evaluation | 4 |
| 20 | June 22, 2016 16:50-18:10 |
U6-42 | contributed | Housing, Consumption & Prices | 4 |
| 21 | June 22, 2016 16:50-18:10 |
U6-35 | contributed | Cognition | 4 |
| 22 | June 22, 2016 16:50-18:10 |
U6-40 | contributed | Panel Data Estimation | 4 |
| 23 | June 22, 2016 16:50-18:10 |
U6-32 | contributed | Topics in Empirical Macroeconomics (2) | 4 |
| 24 | June 23, 2016 10:30-11:50 |
U6-37 | contributed | Treatment effects | 4 |
| 25 | June 23, 2016 10:30-11:50 |
U6-36 | contributed | Empirical IO | 4 |
| 26 | June 23, 2016 10:30-11:50 |
U6-33 | contributed | Nowcasting | 3 |
| 27 | June 23, 2016 10:30-11:50 |
U6-42 | contributed | Uncertainty and the Macroeconomy (2) | 4 |
| 28 | June 23, 2016 10:30-11:50 |
U6-32 | contributed | Structural VARs (1) | 4 |
| 29 | June 23, 2016 10:30-11:50 |
U6-40 | contributed | Earnings | 4 |
| 30 | June 23, 2016 10:30-11:50 |
U6-41 | contributed | Topics in Monetary Policy (1) | 4 |
| 31 | June 23, 2016 10:30-11:50 |
U6-35 | contributed | Housing | 4 |
| 32 | June 23, 2016 10:30-11:50 |
U6-38 | contributed | Measurement errors | 4 |
| 33 | June 23, 2016 10:30-11:50 |
U6-39 | contributed | Macroeconomics and Finance | 4 |
| 34 | June 23, 2016 10:30-11:50 |
U6-34 | contributed | International Trade Dynamics | 4 |
| 35 | June 23, 2016 10:30-11:50 |
U6-30 | contributed | Term Structure of Interest Rates 2 | 4 |
| 36 | June 23, 2016 14:15-15:35 |
U6-38 | contributed | Education | 4 |
| 37 | June 23, 2016 14:15-15:35 |
U6-41 | contributed | Advances in Econometrics | 4 |
| 38 | June 23, 2016 14:15-15:35 |
U6-33 | contributed | Macroeconomic Forecasting | 4 |
| 39 | June 23, 2016 14:15-15:35 |
U6-35 | contributed | Topics in Empirical Finance (1) | 4 |
| 40 | June 23, 2016 14:15-15:35 |
U6-39 | contributed | Price Inflation (1) | 4 |
| 41 | June 23, 2016 14:15-15:35 |
U6-34 | contributed | Topics in Forecasting (1) | 4 |
| 42 | June 23, 2016 14:15-15:35 |
U6-40 | contributed | DSGE Models (1) | 4 |
| 43 | June 23, 2016 14:15-15:35 |
U6-32 | contributed | Monetary Policy: Regimes and Forward Guidance | 4 |
| 44 | June 23, 2016 14:15-15:35 |
U6-37 | contributed | Demand for Health Care | 4 |
| 45 | June 23, 2016 14:15-15:35 |
U6-36 | contributed | Labor market transitions | 4 |
| 46 | June 23, 2016 14:15-15:35 |
U6-30 | contributed | Economics of the Household | 4 |
| 47 | June 23, 2016 14:15-15:35 |
U6-42 | contributed | Time Series Models (2) | 4 |
| 48 | June 23, 2016 16:10-17:30 |
U6-30 | contributed | Factor Models for Structural Analysis | 4 |
| 49 | June 23, 2016 16:10-17:30 |
U6-42 | contributed | Exchange Rates | 3 |
| 50 | June 23, 2016 16:10-17:30 |
U6-32 | contributed | Time Series Models (3) | 4 |
| 51 | June 23, 2016 16:10-17:30 |
U6-40 | contributed | Forecasting in Finance | 4 |
| 52 | June 23, 2016 16:10-17:30 |
U6-38 | contributed | Volatility in Asset Prices | 4 |
| 53 | June 23, 2016 16:10-17:30 |
U6-36 | contributed | Evaluation studies | 3 |
| 54 | June 23, 2016 16:10-17:30 |
U6-37 | contributed | Effects of Globalization | 4 |
| 55 | June 23, 2016 16:10-17:30 |
U6-35 | contributed | Organization of firms | 4 |
| 56 | June 23, 2016 16:10-17:30 |
U6-33 | contributed | Heterogeneity in Panel and Duration Data | 4 |
| 57 | June 23, 2016 16:10-17:30 |
U6-32 | contributed | Risk Networks | 4 |
| 58 | June 23, 2016 16:10-17:30 |
U6-39 | contributed | Panel Data Topics and Applications | 4 |
| 59 | June 23, 2016 16:10-17:30 |
U6-34 | contributed | Topics in Development and Macroeconomics | 4 |
| 60 | June 24, 2016 10:30-11:50 |
U6-37 | contributed | Long Memory | 3 |
| 61 | June 24, 2016 10:30-11:50 |
U6-39 | contributed | Uncertainty and Policy | 3 |
| 62 | June 24, 2016 10:30-11:50 |
U6-35 | contributed | Topics in Forecasting (2) | 4 |
| 63 | June 24, 2016 10:30-11:50 |
U6-40 | contributed | Topics in Bayesian Econometrics (2) | 3 |
| 64 | June 24, 2016 10:30-11:50 |
U6-42 | contributed | Business Cycle Dynamics and Volatility | 3 |
| 65 | June 24, 2016 10:30-11:50 |
U6-34 | contributed | Employment and Unemployment in the Macroeconomy | 4 |
| 66 | June 24, 2016 10:30-11:50 |
U6-41 | contributed | Peer effects | 4 |
| 67 | June 24, 2016 10:30-11:50 |
U6-33 | contributed | Asset Prices: Tails and VaR | 4 |
| 68 | June 24, 2016 10:30-11:50 |
U6-38 | contributed | Health: Policy evaluations | 4 |
| 69 | June 24, 2016 10:30-11:50 |
U6-36 | contributed | Labor Supply | 4 |
| 70 | June 24, 2016 10:30-11:50 |
U6-32 | contributed | Econometrics of Networks | 4 |
| 71 | June 24, 2016 10:30-11:50 |
U6-30 | contributed | Sovereign Debt | 4 |
| 72 | June 24, 2016 14:15-15:35 |
U6-36 | contributed | Topics in Empirical Trade | 4 |
| 73 | June 24, 2016 14:15-15:35 |
U6-42 | contributed | Fiscal Policy | 4 |
| 74 | June 24, 2016 14:15-15:35 |
U6-40 | contributed | Forecast Evaluation | 4 |
| 75 | June 24, 2016 14:15-15:35 |
U6-32 | contributed | DSGE Models (2) | 4 |
| 76 | June 24, 2016 14:15-15:35 |
U6-33 | contributed | Structural VARs (2) | 4 |
| 77 | June 24, 2016 14:15-15:35 |
U6-30 | contributed | Credit Risk and Liquidity | 4 |
| 78 | June 24, 2016 14:15-15:35 |
U6-35 | contributed | Credit and Microfinance | 4 |
| 79 | June 24, 2016 14:15-15:35 |
U6-41 | contributed | Regression Discontinuity Designs | 4 |
| 80 | June 24, 2016 14:15-15:35 |
U6-39 | contributed | Measuring the Effects of Monetary Policy | 4 |
| 81 | June 24, 2016 14:15-15:35 |
U6-37 | contributed | Demographics of the Household | 4 |
| 82 | June 24, 2016 14:15-15:35 |
U6-38 | contributed | Education II | 4 |
| 83 | June 24, 2016 14:15-15:35 |
U6-34 | contributed | Commodity Prices | 3 |
| 84 | June 24, 2016 16:10-17:30 |
U6-33 | contributed | Vector Autoregressions (1) | 4 |
| 85 | June 24, 2016 16:10-17:30 |
U6-41 | contributed | Advances in Econometrics II | 4 |
| 86 | June 24, 2016 16:10-17:30 |
U6-42 | contributed | Inflation Expectations and Ucertainty | 4 |
| 87 | June 24, 2016 16:10-17:30 |
U6-30 | contributed | News and Uncertainty in the Macroeconomy | 3 |
| 88 | June 24, 2016 16:10-17:30 |
U6-39 | contributed | Factor Models: Estimation and Inference | 3 |
| 89 | June 24, 2016 16:10-17:30 |
U6-35 | contributed | Topics in Financial Econometrics (1) | 4 |
| 90 | June 24, 2016 16:10-17:30 |
U6-34 | contributed | Monetary Policy Reaction Functions | 4 |
| 91 | June 24, 2016 16:10-17:30 |
U6-38 | contributed | Dynamics of Labor Supply | 4 |
| 92 | June 24, 2016 16:10-17:30 |
U6-37 | contributed | Bad behavior | 4 |
| 93 | June 24, 2016 16:10-17:30 |
U6-40 | contributed | Topics in Monetary Policy (2) | 4 |
| 94 | June 24, 2016 16:10-17:30 |
U6-36 | contributed | Education: Policy Evaluations | 4 |
| 95 | June 24, 2016 16:10-17:30 |
U6-32 | contributed | Time Series Models (4) | 4 |
| 96 | June 25, 2016 10:10-11:30 |
U6-40 | contributed | Topics in Empirical Finance (2) | 4 |
| 97 | June 25, 2016 10:10-11:30 |
U6-34 | contributed | Topics Empirical Macroeconomics (3) | 4 |
| 98 | June 25, 2016 10:10-11:30 |
U6-42 | contributed | Inflation Dynamics | 4 |
| 99 | June 25, 2016 10:10-11:30 |
U6-41 | contributed | Price Inflation (2) | 4 |
| 100 | June 25, 2016 10:10-11:30 |
U6-33 U6-37 | contributed | Topics in Time Series and Topics in Bank Risk | 4 |
| 101 | June 25, 2016 10:10-11:30 |
U6-33 | contributed | Structural VARs (3) | 4 |
| 102 | June 25, 2016 10:10-11:30 |
U6-39 | contributed | Difference-in-differences | 4 |
| 103 | June 25, 2016 10:10-11:30 |
U6-30 | contributed | Topics in Financial Econometrics (2) | 4 |
| 104 | June 25, 2016 10:10-11:30 |
N/A | contributed | Monetary Policy: Channels of Influence | 4 |
| 105 | June 25, 2016 10:10-11:30 |
U6-35 | contributed | Preferences and Expectations | 4 |
| 106 | June 25, 2016 10:10-11:30 |
U6-32 | contributed | Heterogeneous coefficients | 4 |
| 107 | June 22, 2016 13:45-14:45 |
N/A | invited | IAAE Invited Lecture: Peter CB Phillips (Yale University) | 0 |
| 108 | June 22, 2016 18:15-21:30 |
N/A | invited | Special Keynote Lecture on the Next Convergence – Michael Spence (New York Stern and Standford University) | 0 |
| 109 | June 23, 2016 9:00-10:00 |
N/A | invited | FBoF Keynote Lecture: Peter Arcidiacono (Duke University) | 0 |
| 110 | June 23, 2016 12:00-13:00 |
N/A | invited | BoI – Carlo Giannini Memorial Lecture: Andrew Patton (Duke University) | 0 |
| 111 | June 23, 2016 18:15-21:30 |
Aula Magna | invited | Special Keynote Lecture on Oil Booms and Busts and the Global Economy – Hashem Pesaran (Cambridge University & USC Dornsife) [slides] | 0 |
| 112 | June 24, 2016 9:00-10:00 |
N/A | invited | CCA Keynote Lecture: Giorgio Primiceri (Northwestern University) | 0 |
| 113 | June 24, 2016 12:00-13:00 |
Aula Magna | invited | SIdE/IEA Keynote Lecture: Francesca Molinari (Cornell University) | 0 |
| 114 | June 25, 2016 9:00-10:00 |
Aula Magna | invited | DEMS Keynote Lecture: Aureo de Paula (University College London) | 0 |
| 115 | June 23, 2016 13:30-14:15 |
N/A | poster | Poster session: Micro | 11 |
| 116 | June 24, 2016 13:30-14:15 |
N/A | poster | Poster — Macro/Finance/Time Series | 18 |
116 sessions, 439 papers, and 0 presentations with no associated papers |
|---|
|
|
|---|
IAAE 2016 Annual Conference |
Detailed List of Sessions |
| Session 1: Long-term effects of early-life conditions June 22, 2016 15:00 to 16:20 U6-32 |
|---|
| Session Chair: Joachim Winter, University of Munich |
| Session type: contributed |
| Selecting (in)valid instruments for instrumental variables estimation |
| By Frank Windmeijer; University of Bristol Helmut Farbmacher; Max Planck Society Neil Davies; University of Bristol George Davey Smith; Bristol University Ian White; MRC Biostatistic Unit, Cambridge |
| presented by: Frank Windmeijer, University of Bristol |
| The Early Life Origins of Chronic Disease and Economic Status: Evidence from welfare reform in early twentieth century Sweden |
| By Sonia Bhalotra; University of Essex UK Martin Karlsson; University of Essen Therese Nilsson; University of Lund Nina Schwarz; University of Duisburg-Essen |
| presented by: Sonia Bhalotra, University of Essex UK |
| Household choices in fragile families and their effects on children’s cognitive and non-cognitive skills |
| By Raul Sanchez; University of Illinois |
| presented by: Raul Sanchez, University of Illinois |
| The E ffects of Daycare on Health in Later Childhood – Evidence by Age |
| By Gerard van den Berg; University of Bristol Bettina Siflinger; University of Mannheim |
| presented by: Gerard van den Berg, University of Bristol |
| Session 2: Consumption and Risk June 22, 2016 15:00 to 16:20 U6-37 |
| Session type: contributed |
| Consumption response to positive and negative income changes |
| By Philip Bunn; Bank of England Jeanne Le Roux; Bank of England Kate Reinold; Bank of England Paolo Surico; London Business School |
| presented by: Jeanne Le Roux, Bank of England |
| How Do Consumers Respond To Transitory Income Shocks? Reconciling Longitudinal Studies and Natural Experiments |
| By Jeanne Commault; Ecole Polytechnique |
| presented by: Jeanne Commault, Ecole Polytechnique |
| Heterogeneity in household consumption responses: Evidence from administrative data on Norwegian lottery winners |
| By Andreas Fagereng; Statistics Norway Martin Holm; BI Norwegian Business School Gisle Natvik; BI Norwegian Business School |
| presented by: Martin Holm, BI Norwegian Business School |
| Labor Income Risk and Falling Fertility: Evidence from German Micro Data |
| By Davud Rostam-Afschar; Freie Universitaet Berlin Sebastian Schmitz; Freie Universitaet Berlin |
| presented by: Davud Rostam-Afschar, Universitaet Hohenheim |
| Session 3: Production frontiers June 22, 2016 15:00 to 16:20 U6-36 |
| Session type: contributed |
| Productivity Analysis in the Presence of Uncertainty: A State-Contingent Stochastic Frontier Approach |
| By Stein Holden; norwegian university of life sciences Christopher O’Donnell; The University of Queensland |
| presented by: Christopher O’Donnell, The University of Queensland |
| The Impact of Class Size on Academic Underachievement: An Advanced Stochastic Frontier Approach |
| By Deni Mazrekaj; KU Leuven Kristof De Witte; KU Leuven Thomas Triebs; ifo Institute |
| presented by: Deni Mazrekaj, KU Leuven |
| Technical efficiency for Colombian small crop and livestock farmers: A stochastic metafrontier approach for different production systems |
| By Ligia Melo; Banco de la Republica Antonio Gallo; Banco de la Republica |
| presented by: Ligia Melo, Banco de la Republica |
| Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance: a Robust Nonparametric Frontier Model |
| By Camilla Mastromarco; University of Salento Léopold Simar; Université Catholique de Louvain |
| presented by: Camilla Mastromarco, University of Salento |
| Session 4: Social Networks June 22, 2016 15:00 to 16:20 U6-35 |
| Session type: contributed |
| Don’t Talk to Strangers? Cognitive Proximity, Social Proximity and the Productivity of Mobile Inventors |
| By Rasmus Bode; University of Kassel Guido Buenstorf; University of Kassel Dominik Heinisch; University of Kassel |
| presented by: Dominik Heinisch, University of Kassel |
| The Social Network of Money |
| By Boyan Bejanov; Bank of Canada Geoffrey Dunbar; Bank of Canada |
| presented by: Geoffrey Dunbar, Bank of Canada |
| Job networks and independent board appointments: evidence from US publicly quoted companies |
| By marie lalanne; Goethe University of Frankfurt, Research Center SAFE |
| presented by: marie lalanne, Goethe University of Frankfurt, Research Center SAFE |
| Why do board interlocks arise? Identification and estimation of a static game of complete information between firms |
| By Cristina Gualdani; UCL |
| presented by: Cristina Gualdani, UCL |
| Session 5: Money and the Macroeconomy (1) June 22, 2016 15:00 to 16:20 U6-33 |
| Session type: contributed |
| Output Gap, Monetary Policy Trade-offs and Financial Frictions |
| By Francesco Furlanetto; Norges Bank Paolo Gelain; Norges Bank Marzie Taheri Sanjani; International Monetary Fund |
| presented by: Francesco Furlanetto, Norges Bank |
| Decomposing the Effects of Monetary Policy |
| By Aeimit Lakdawala; Michigan State University |
| presented by: Aeimit Lakdawala, Michigan State University |
| Time-varying volatility, financial intermediation and monetary policy |
| By Sandra Eickmeier; Deutsche Bundesbank Norbert Metiu; Deutsche Bundesbank Esteban Prieto; Deutsche Bundesbank |
| presented by: Esteban Prieto, Deutsche Bundesbank |
| Asking too much from one instrument: the zero persistence of the interest rate on bank lending |
| By Nektarios Michail; Central Bank of Cyprus Demetris Koursaros; Cyprus University of Technology Christos Savva; Cyprus University of Technology |
| presented by: Nektarios Michail, Central Bank of Cyprus |
| Session 6: Uncertainty and the Macroeconomy (1) June 22, 2016 15:00 to 16:20 U6-40 |
| Session type: contributed |
| Understanding the Sources of Macroeconomic Uncertainty |
| By Barbara Rossi; ICREA-Universitat Pompeu Fabra, Barcelona GSE and CREI Tatevik Sekhposyan; Texas A&M University |
| presented by: Tatevik Sekhposyan, Texas A&M University |
| A New Approach to Identifying the Real Effects of Uncertainty Shocks |
| By Minchul Shin; University of Illinois Molin Zhong; Federal Reserve Board of Governors |
| presented by: Molin Zhong, Federal Reserve Board of Governors |
| Measuring uncertainty and its impact on the economy |
| By Andrea Carriero; Queen Mary Univerity of London Todd Clark; Federal Reserve Bank of Cleveland Massimiliano Marcellino; Bocconi University |
| presented by: Massimiliano Marcellino, Bocconi University |
| Session 7: Topics in Bayesian Econometrics (1) June 22, 2016 15:00 to 16:20 U6-30 |
| Session type: contributed |
| Optimal Retrospective Sampling for a Class of Variable Dimension Models |
| By Andriy Norets; Brown University |
| presented by: Andriy Norets, Brown University |
| Averaging Point- and Set-Identified Models |
| By Raffaella Giacomini; University College London Toru Kitagawa; University College London Alessio Volpicella; Queen Mary University |
| presented by: Toru Kitagawa, University College London |
| Semiparametric Bayesian Estimation and Comparison of Moment Condition Models |
| By Siddhartha Chib; Washington University in St. Louis Minchul Shin; University of Illinois Anna Simoni; CNRS UMR9194 – CREST |
| presented by: Anna Simoni, CNRS UMR9194 – CREST |
| Large Time Varying Parameter VARs and Macroeconomic Forecasting |
| [slides] |
| By Gianni Amisano; Federal Reserve Board |
| presented by: Gianni Amisano, Federal Reserve Board |
| Session 8: Time Series Models (1) June 22, 2016 15:00 to 16:20 U6-41 |
| Session type: contributed |
| Monitoring Parameter Constancy with Endogenous Regressors |
| By Eiji Kurozumi; Hitotsubashi University |
| presented by: Eiji Kurozumi, Hitotsubashi University |
| On the Power of Tests for Regime Switching |
| By Douglas Steigerwald; University of California, Santa Barbara |
| presented by: Douglas Steigerwald, University of California, Santa Barbara |
| Is Robust Inference Sensible in Time Series Regressions? |
| By Richard Baillie; Michigan State University |
| presented by: Richard Baillie, Michigan State University |
| Semiparametric Estimation of Multivariate GARCH models |
| By Claudio Morana; Università di Milano Bicocca |
| presented by: Claudio Morana, University Milano Bicocca |
| Session 9: Topics in Empirical Macroeconomics (1) June 22, 2016 15:00 to 16:20 U6-39 |
| Session type: contributed |
| The Real Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States |
| By Jasmien De Winne; Ghent University Gert Peersman; Ghent University |
| presented by: Jasmien De Winne, Ghent University |
| Subjective Intertemporal Substitution |
| By Richard Crump; Federal Reserve Bank of New York Stefano Eusepi; Federal Reserve Bank of New York Andrea Tambalotti; Federal Reserve Bank of New York Giorgio Topa; Federal Reserve Bank of New York |
| presented by: Andrea Tambalotti, Federal Reserve Bank of New York |
| Growth, Slowdowns, and Recoveries |
| By Francesco Bianchi; Cornell University |
| presented by: Francesco Bianchi, Duke University/Cornell University |
| Macroeconomic implications of oil price fluctuations: A regime-switching framework for the euro area |
| By Federic Holm-Hadulla; European Central Bank Kirstin Hubrich; Federal Reserve System |
| presented by: Kirstin Hubrich, Federal Reserve System |
| Session 10: Jumps in Asset Prices June 22, 2016 15:00 to 16:20 U6-34 |
| Session type: contributed |
| Financial flights, stock market linkages and jump excitation |
| By Mardi Dungey; University of Tasmania Deniz Erdemlioglu; IESEG School of Management Marius Matei; University of Tasmania Xiye Yang; University of Amsterdam |
| presented by: Deniz Erdemlioglu, IESEG School of Management |
| Asymmetric Jump Beta Estimation with Implications for Portfolio Risk Management |
| By Vitali Alexeev; University of Tasmania Giovanni Urga; Cass Business School London Wenying Yao; Monash University |
| presented by: Vitali Alexeev, University of Tasmania |
| Asset Returns with Self-Exciting Jumps: Option Pricing and Estimation with a Continuum of Moments |
| By Andrei Lalu; University of Amsterdam Peter Boswijk; University of Amsterdam Roger Laeven; University of Amsterdam |
| presented by: Peter Boswijk, University of Amsterdam |
| Testing for cojumps in high-frequency asset prices |
| By Markus Kösler; University of Cologne Hans Manner; University of Cologne |
| presented by: Markus Kösler, University of Cologne |
| Session 11: Density Forecasts June 22, 2016 15:00 to 16:20 U6-42 |
| Session type: contributed |
| Density Forecasting in Nonlinear Models with Stochastic Volatility |
| By Peter Exterkate; University of Sydney |
| presented by: Peter Exterkate, University of Sydney |
| Forecast Elicitation with Weighted Scoring Rules |
| By Justinas Pelenis; Institute for Advanced Studies, Vienna |
| presented by: Justinas Pelenis, Institute for Advanced Studies, Vienna |
| Quantile aggregation of density forecasts |
| By Fabio Busetti; Bank of Italy |
| presented by: Fabio Busetti, Bank of Italy |
| Session 12: Immigration, Cultural Persistence, and Assimilation June 22, 2016 16:50 to 18:10 U6-38 |
| Session Chair: Michael Haliassos, Goethe University Frankfurt |
| Session type: contributed |
| Neighborhood Dynamics and the Distribution of Opportunity |
| By Dionissi Aliprantis; Federal Reserve Bank of Cleveland Daniel Carroll; Federal Reserve Bank of Cleveland |
| presented by: Dionissi Aliprantis, Federal Reserve Bank of Cleveland |
| Group assimilation of immigrants |
| By khansa Al-Sabah; city university london |
| presented by: khansa Al-Sabah, city university london |
| Do Immigrants Free Ride More Than Natives |
| By Una Osili; IUPUI Jia Xie; Bank of Canada |
| presented by: Una Osili, IUPUI |
| Incompatible European Partners? Cultural Predispositions and Household Financial Behavior |
| By Michael Haliassos; Goethe University Frankfurt Thomas Jansson; Sveriges riksbank Yigitcan Karabulut; Rotterdam School of Management, Erasmus University |
| presented by: Michael Haliassos, Goethe University Frankfurt |
| Session 13: Health June 22, 2016 16:50 to 18:10 U6-36 |
| Session type: contributed |
| Health status and labor market outcome: empirical evidence from Australia |
| By Kannika Damrongplasit; Chulalongkorn University Cheng Hsiao; University of Southern California Xueyan Zhao; Monash University |
| presented by: Xueyan Zhao, Monash University |
| Pappa Ante Portas: The Effect of the Husband’s Retirement on the Wife’s Mental Health |
| By Marco Bertoni; University of Padova Giorgio Brunello; University of Padova |
| presented by: Marco Bertoni, University of Padova |
| Retirement and Cognitive Decline: Evidence from Global Aging Data |
| By Masato Oikawa; University of Tokyo Yoshinori Nishimura; The University of Tokyo |
| presented by: Yoshinori Nishimura, The University of Tokyo |
| Health status over the life cycle |
| By Rob Alessie; University of Groningen |
| presented by: Rob Alessie, University of Groningen |
| Session 14: Confidence, Optimism, and Sunspots June 22, 2016 16:50 to 18:10 U6-34 |
| Session type: contributed |
| Rational Sunspots |
| By Guido Ascari; University of Oxford Paolo Bonomolo; Sveriges Riksbank Hedibert Lopes; University of Chicago |
| presented by: Paolo Bonomolo, Sveriges Riksbank |
| Growth expectations, undue optimism, and short-run fluctuations |
| By Zeno Enders; University of Heidelberg Michael Kleemann; Deutsche Bundesbank Gernot Mueller; University of Tuebingen |
| presented by: Zeno Enders, University of Heidelberg |
| Indeterminacy, misspecification and forecastability: Good luck in bad policy? |
| By Luca Fanelli; University of Bologna Marco Sorge; University of Goettingen and CSEF |
| presented by: Marco Sorge, University of Goettingen and CSEF |
| Does the Confidence Fairy Exist? Evidence from a New Narrative Dataset on Announcements of Fiscal Austerity Measures |
| By Oana Furtuna; University of Amsterdam |
| presented by: Oana Furtuna, University of Amsterdam |
| Session 15: Term Structure of Interest Rates (1) June 22, 2016 16:50 to 18:10 U6-30 |
| Session type: contributed |
| An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks |
| By Gregory Bauer; Bank of Canada Antonio Diez de los Rios; Bank of Canada |
| presented by: Gregory Bauer, Bank of Canada |
| Score-Driven Nelson Siegel: Hedging Long-Term Liabilities (CANCELLED) |
| By Rogier Quaedvlieg; Maastricht University Peter Schotman; Maastricht University |
| presented by: Rogier Quaedvlieg, Maastricht University |
| Global Factors in the Term Structure of Interest Rates |
| By Antonio Moreno; University of Navarra |
| presented by: Antonio Moreno, University of Navarra |
| Core and Crust: Consumer Prices and the Term Structure of Interest Rates |
| By Andrea Ajello; Federal Reserve Board Luca Benzoni; Federal Reserve Bank of Chicago Olena Chyruk; Federal Reserve Bank of Chicago |
| presented by: Olena Chyruk, Federal Reserve Bank of Chicago |
| Session 16: Big Data and Factor Models June 22, 2016 16:50 to 18:10 U6-33 |
| Session type: contributed |
| Quantile Factor Models |
| By Liang Chen; University of Oxford Juan Jose Dolado; European University Institute Jesus Gonzalo; Universidad Carlos III de Madrid |
| presented by: Jesus Gonzalo, Universidad Carlos III de Madrid |
| Big Data Analytics: A New Perspective |
| By Alexander Chudik; Federal Reserve Bank of Dallas George Kapetanios; Queen Mary, University of London M. Hashem Pesaran; University of Southern California, and T |
| presented by: M. Hashem Pesaran, University of Southern California, and T |
| Bootstrapping factor models with cross sectional dependence |
| By Silvia Goncalves; University of Western Ontario Benoit Perron; Universite de Montreal |
| presented by: Silvia Goncalves, University of Western Ontario |
| Non-Stationary Dynamic Factor Models for Large Datasets |
| By Matteo Barigozzi; LSE Marco Lippi; Einaudi Institute for Economics and Fina Matteo Luciani; Federal Reserve Board |
| presented by: Matteo Luciani, Federal Reserve Board |
| Session 17: Breaks and Structural Change June 22, 2016 16:50 to 18:10 U6-39 |
| Session type: contributed |
| Empirical Likelihood Based Inference for Fixed Effects Varying Coefficient Panel Data Models |
| By Luis Antonio Arteaga-Molina; Universidad de Cantabria Juan Rodriguez-Poo; Universidad de Cantabria |
| presented by: Juan Rodriguez-Poo, Universidad de Cantabria |
| Break Point Estimation in Fixed Effects Panel Data |
| By Otilia Boldea; Tilburg University Zhuojiong Gan; SWUFE Bettina Drepper; Tilburg University |
| presented by: Bettina Drepper, Tilburg University |
| UNIFIED INFERENCE ON CHANGEPOINT IN SEGMENTED REGRESSION MODELS |
| By Jungyoon Lee; Royal Holloway, University of London Javier Hidalgo; London School of Economics Myung Hwan Seo; London School of Economics |
| presented by: Jungyoon Lee, Royal Holloway, University of London |
| Session 18: Bayes and Shrinkage Methods for VARs June 22, 2016 16:50 to 18:10 U6-41 |
| Session type: contributed |
| Stein Combination Shrinkage for Vector Autoregressions |
| By Bruce Hansen; University of Wisconsin |
| presented by: Bruce Hansen, University of Wisconsin |
| Large BVARs with Stochastic Volatility |
| By Marco Del Negro; Federal Reserve Bank of New York Domenico Giannone; Federal Reserve Bank of New York Daniel Greenwald; New York University |
| presented by: Domenico Giannone, Federal Reserve Bank of New York |
| Session 19: Policy evaluation June 22, 2016 16:50 to 18:10 U6-37 |
| Session type: contributed |
| How Effective Are Non-monetary Instruments for Safe Driving? Panel Data Evidence on the Effect of the Demerit Point System in Denmark |
| By Kibrom Abay; University of Copenhagen |
| presented by: Kibrom Abay, University of Copenhagen |
| Fueling Conflict? (De)Escalation and Bilateral Aid |
| By Richard Bluhm; University of Hannover Sarah Langlotz; University of Heidelberg Martin Gassebner; University of Hannover Paul Schaudt; Leibniz University of Hannover |
| presented by: Richard Bluhm, University of Hannover |
| Precommitments for Financial Self-Control? Micro Evidence from the 2003 Korean Credit Crisis |
| By Sung-Jin Cho; Seoul National University John Rust; Georgetown University |
| presented by: Sung-Jin Cho, Seoul National University |
| Using a Temporary Indirect Tax Cut as a Fiscal Stimulus: Evidence from the UK |
| By Thomas Crossley; essex university Hamish Low; University of Cambridge Cath Sleeman |
| presented by: Thomas Crossley, essex university |
| Session 20: Housing, Consumption & Prices June 22, 2016 16:50 to 18:10 U6-42 |
| Session type: contributed |
| Housing, debt, and the marginal propensity to consume |
| [slides] |
| By Gisle Natvik; BI Norwegian Business School |
| presented by: Gisle Natvik, BI Norwegian Business School |
| Cross-Country Differences in Homeownership Rates: A Cultural Phenomenon? |
| By Stefanie Huber; Universitat Pompeu Fabra / Barcelona GSE Tobias Schmidt; Deutsche Bundesbank |
| presented by: Stefanie Huber, Universitat Pompeu Fabra / Barcelona GSE / European Central Bank (DG-Research) |
| How large are leverage effects?: investigating the link between consumption and leverage using two samples |
| By Peter Levell; Institute for Fiscal Studies |
| presented by: Peter Levell, Institute for Fiscal Studies |
| Price Heterogeneity and Consumption Inequality |
| By Luigi Pisano; Northwestern University Andrea Stella; Federal Reserve Board |
| presented by: Andrea Stella, Federal Reserve Board |
| Session 21: Cognition June 22, 2016 16:50 to 18:10 U6-35 |
| Session type: contributed |
| Diverse Expertise, Peer Effects and Research Productivity: Does diversity in idea space matter? |
| By Wei Si; Stockholm University Qi Wang; KTH-Royal Institute of Technology |
| presented by: Wei Si, Stockholm University |
| Knowing who you are: The effect of feedback on short and long term outcomes |
| By Rigissa Megalokonomou; University of Warwick Sofoklis Goulas; University of North Carolina,Chapel Hill |
| presented by: Rigissa Megalokonomou, University of Warwick |
| Making it right? Social norms, hand writing and cognitive skills |
| By Raphael Guber; Munich Center for the Economics of Aging |
| presented by: Raphael Guber, Munich Center for the Economics of Aging |
| Linear Decompositions of Cognitive Achievement Gaps: A Cautionary Note and an Illustration Using Peruvian Data |
| By Juan F. Castro; Universidad del Pacifico |
| presented by: Juan F. Castro, Universidad del Pacifico |
| Session 22: Panel Data Estimation June 22, 2016 16:50 to 18:10 U6-40 |
| Session type: contributed |
| Nuclear Norm Penalized Estimation of Interactive Fixed Effect Models |
| By Hyungsik Roger Moon; University of Southern California Martin Weidner; University College London |
| presented by: Hyungsik Roger Moon, University of Southern California |
| A Simple Estimator for Short Panels with Common Factors |
| By Arturas Juodis Vasilis Sarafidis; Monash University |
| presented by: Vasilis Sarafidis, Monash University |
| Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure |
| By Shou-Yung Yin; Academia Sinica Chu-An Liu; Academia Sinica Chang-Ching Lin; National Cheng Kung University |
| presented by: Shou-Yung Yin, Academia Sinica |
| A Bias-Corrected Method of Moments Approach for Estimation of Dynamic Panels |
| By Alexander Chudik; Federal Reserve Bank of Dallas M. Hashem Pesaran; University of Southern California, and T |
| presented by: Alexander Chudik, Federal Reserve Bank of Dallas |
| Session 23: Topics in Empirical Macroeconomics (2) June 22, 2016 16:50 to 18:10 U6-32 |
| Session type: contributed |
| Fiscal targets. A guide to forecasters? |
| By Joan Paredes; European Central Bank Javier Pérez; Banco de España Gabriel Perez-Quiros; Banco de España |
| presented by: Joan Paredes, European Central Bank |
| Dynamic Asymmetries in House Price Cycles: A Generalized Smooth Transition Model |
| [slides] |
| By Alessandra Canepa; Brunel University |
| presented by: Alessandra Canepa, Brunel University |
| On Identification Issues in Business Cycle Accounting Models |
| By Pedro Brinca; NovaSBE Nikolay Iskrev; Bank of Portugal Francesca Loria; European University Institute |
| presented by: Francesca Loria, European University Institute |
| Finance and Synchronization |
| By Ambrogio Cesa-Bianchi; Bank of England Jean Imbs; Paris School of Economics Jumana Saleheen; Bank of England |
| presented by: Ambrogio Cesa-Bianchi, Bank of England |
| Session 24: Treatment effects June 23, 2016 10:30 to 11:50 U6-37 |
| Session type: contributed |
| Program Evaluation with Right-Censored Data |
| By Pedro Sant’Anna; Vanderbilt University |
| presented by: Pedro H. C. Sant’Anna, Vanderbilt University |
| Identification issues in the Public/Private wage gap with an application to Italy |
| By Domenico Depalo; Banca d’Italia |
| presented by: Domenico Depalo, Banca d’Italia |
| Identification of the Average Treatment Effect when SUTVA is violated |
| By Lukas Laffers; Matej Bel University Giovanni Mellace; University of Southern Denmark |
| presented by: Lukas Laffers, Matej Bel University |
| Equality-Minded Treatment Choice |
| By Toru Kitagawa; University College London Aleksey Tetenov; University of Bristol |
| presented by: Aleksey Tetenov, University of Bristol |
| Session 25: Empirical IO June 23, 2016 10:30 to 11:50 U6-36 |
| Session type: contributed |
| Identifying Structural Errors of Demand in a Large Market |
| By Zhentong Lu; SUFE |
| presented by: Zhentong Lu, SUFE |
| U.S. Savings Banks’ Demutualization and Depositor Welfare |
| By Mattia Girotti; Banque de France Richard Meade; AUT University |
| presented by: Mattia Girotti, Banque de France |
| Estimating Store Choices with Endogenous Shopping Bundles and Price Uncertainty |
| By Hyunchul Kim; Sungkyunkwan University Kyoo il Kim; Michigan State University |
| presented by: Kyoo il Kim, Michigan State University |
| Random Coefficient Demand Estimation by Optimal Instrument-Based Continuously Updated GMM |
| By Zsolt Sandor; Sapientia University Miercurea Ciuc |
| presented by: Zsolt Sandor, Sapientia University Miercurea Ciuc |
| Session 26: Nowcasting June 23, 2016 10:30 to 11:50 U6-33 |
| Session type: contributed |
| Now‐casting the Italian budget deficit: a mixed frequency BVAR approach |
| By Jacopo Cimadomo Domenico Giannone; New York FED Michele Lenza; European Central Bank |
| presented by: Jacopo Cimadomo, European Central Bank |
| Forecasting Euro Area Recession in Real-Time |
| By Inske Pirschel; Swiss National Bank |
| presented by: Inske Pirschel, Swiss National Bank |
| Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates |
| By William Barnett; University of Kansas and Center for Financial Stability Marcelle Chauvet; University of California Riverside Danilo Leiva-Leon; Central Bank of Chile Liting Su; University of Kansas |
| presented by: Marcelle Chauvet, University of California Riverside |
| Session 27: Uncertainty and the Macroeconomy (2) June 23, 2016 10:30 to 11:50 U6-42 |
| Session type: contributed |
| Identifying Uncertainty Shocks Using the Price of Gold |
| By Maximilian Podstawski; DIW Berlin Michele Piffer; DIW Berlin |
| presented by: Maximilian Podstawski, DIW Berlin |
| The State Level Impact of Uncertainty Shocks |
| By Haroon Mumtaz; Queen Mary Laura Sunder-Plassmann; University of Copenhagen Angeliki Theophilopoulou; University of Westminster |
| presented by: Angeliki Theophilopoulou; University of Westminster |
| MEASURING GLOBAL AND COUNTRY-SPECIFIC UNCERTAINTY |
| By Ezgi O. Ozturk; International Monetary Fund Xuguang Sheng; American University |
| presented by: Xuguang Sheng, American University |
| Estimating Macroeconomic Uncertainty Using Information Measures from SPF Density Forecasts |
| By Kajal Lahiri; State University New York Albany Wuwei Wang; University at Albany, SUNY |
| presented by: Wuwei Wang, University at Albany, SUNY |
| Session 28: Structural VARs (1) June 23, 2016 10:30 to 11:50 U6-32 |
| Session type: contributed |
| A Reliable and Testable Alternative to Long-run Restrictions in Structural VAR models |
| [slides] |
| By Florian Pelgrin; EDHEC Business School |
| presented by: Florian Pelgrin, EDHEC Business School |
| Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness |
| By Mehdi Hamidi Sahneh; Carlos III University Fabio Canova; BI Norwegian business school |
| presented by: Mehdi Hamidi Sahneh, Carlos III University |
| Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy |
| By Kurt Lunsford; Federal Reserve Bank of Cleveland |
| presented by: Kurt Lunsford, Federal Reserve Bank of Cleveland |
| VAR Information and the Empirical Validation of DSGE Models |
| By Mario Forni; Università di Modena e Reggio Emilia Luca Gambetti; Universitat Autonoma de Barcelona Luca Sala; Universita’ Bocconi |
| presented by: Luca Sala, Universita’ Bocconi |
| Session 29: Earnings June 23, 2016 10:30 to 11:50 U6-40 |
| Session type: contributed |
| A Qualitative Approach to the Estimation of Returns to Schooling in France |
| By Christian Belzil; Ecole Polytechnique François Poinas; Toulouse School of Economics |
| presented by: François Poinas, Toulouse School of Economics |
| Heterogeneous Exposure to Labor Earnings Risk |
| By Pierre Pora; Insee Lionel Wilner; INSEE-CREST |
| presented by: Pierre Pora, Insee |
| Was Sarbanes-Oxley Costly? Evidence from Optimal Contracting on CEO Compensation |
| By George-Levi Gayle; Washington Unversity in St. Louis Chen Li; Baruch College, The City University of New York Robert Miller; Carnegie Mellon University |
| presented by: George-Levi Gayle, Washington Unversity in St. Louis |
| Worker Quality, Wage and the Education Premium in the United States, 1980-2005 |
| By Zhiqi Zhao |
| presented by: Zhiqi Zhao, |
| Session 30: Topics in Monetary Policy (1) June 23, 2016 10:30 to 11:50 U6-41 |
| Session type: contributed |
| A Lesson from the Great Depression that the Fed Might have Learned: A Comparison of the 1932 Open Market Purchases with Quantitative Easing |
| By Michael Bordo; Rutgers University Arunima Sinha; Fordham University |
| presented by: Arunima Sinha, Fordham University |
| National natural rates of interest and the single monetary policy in the Euro Area |
| By Sebastien Fries; CREST Jean-Stéphane Mésonnier; Banque de France Sarah Mouabbi; Banque de France Jean-Paul RENNE; HEC Lausanne |
| presented by: Jean-Stéphane Mésonnier, Banque de France |
| Asset Purchase Programmes and Financial Markets: Lessons from the Euro Area |
| By Carlo Altavilla; European Central Bank Giacomo Carboni; European Central Bank Roberto Motto; European Central Bank |
| presented by: Carlo Altavilla, European Central Bank |
| Unconventional Monetary Policy, Fiscal Side Effects, and Euro Area (Im)balances |
| By Michael Hachula; DIW Berlin Michele Piffer; DIW Berlin Malte Rieth; DIW Berlin |
| presented by: Michael Hachula, DIW Berlin |
| Session 31: Housing June 23, 2016 10:30 to 11:50 U6-35 |
| Session type: contributed |
| The impact of industrial risk regulation on local housing markets: Evidence from a French policy change |
| By Marianne Bléhaut; Université Paris Sud Amélie Mauroux; PSL – Université-Paris Dauphine |
| presented by: Marianne Bléhaut, Université Paris Sud |
| Bank-specific Shocks, House Price Growth and Macroeconomic Performance in the U.S. |
| By Thomas Krause; Halle Institute for Economic Research Franziska Bremus; German Institute for Economic Research Felix Noth; Halle Institute for Economic Research |
| presented by: Thomas Krause, Halle Institute for Economic Research |
| The Consequences of Interest Only Loans for the Housing Boom and Bust |
| By Claes Backman; Copenhagen Business School |
| presented by: Claes Backman, Copenhagen Business School |
| Residential Land Supply in 27 EU Countries: Pigovian Controls or Nimbyism? |
| By Lasse Simonsen; Birkbeck College Stephen Wright; Birkbeck College, University of London |
| presented by: Lasse Simonsen, Birkbeck College |
| Session 32: Measurement errors June 23, 2016 10:30 to 11:50 U6-38 |
| Session type: contributed |
| What Leads to Errors in Surveys? Evidence from Multiple Government Programs |
| By Nikolas Mittag; CERGE-EI, Charles University |
| presented by: Nikolas Mittag, CERGE-EI, Charles University |
| Assessing Measurement Errors in the R&D Innovation Productivity Relationship |
| By Jacques Mairesse; ENSAE and Maastricht University |
| presented by: Jacques Mairesse, ENSAE and Maastricht University |
| The Competition Effect in a Public Procurement Model: An error-in-variables approach |
| By David Sundström; Umeå University |
| presented by: David Sundström, Umeå University |
| Identification of structural models in the presence of measurement error due to rounding in survey responses |
| By Stefan Hoderlein; Boston College Bettina Siflinger; University of Mannheim Joachim Winter; University of Munich |
| presented by: Joachim Winter, University of Munich |
| Session 33: Macroeconomics and Finance June 23, 2016 10:30 to 11:50 U6-39 |
| Session type: contributed |
| Business and Financial Cycles: An Unobserved Components Models Perspective |
| By Gerhard Rünstler; European Central Bank |
| presented by: Gerhard Rünstler, European Central Bank |
| Competition Effects of Financial Shocks on Business Cycles |
| By Boromeus Wanengkirtyo; University of Warwick |
| presented by: Boromeus Wanengkirtyo, University of Warwick |
| Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries |
| By Joao Issler; Getulio Vargas Foundation Andressa Castro; Banco Itaú Unibanco |
| presented by: Joao Issler, Getulio Vargas Foundation |
| Economic Volatility and Financial Markets: The Case of Mortgage-Backed Securities |
| By Gaetano Antinolfi; Washington University in Saint Louis Celso Brunetti; Federal Reserve Board |
| presented by: Celso Brunetti, Federal Reserve Board |
| Session 34: International Trade Dynamics June 23, 2016 10:30 to 11:50 U6-34 |
| Session type: contributed |
| External shocks, trade margins and macroeconomic dynamics |
| By Lilia Cavallari; University of Rome III Stefano d’Addona; University of Rome 3 |
| presented by: Stefano d’Addona, University of Rome 3 |
| Trade and Labor Market Dynamics |
| By Lorenzo Caliendo; Yale University Maximiliano Dvorkin; Federal Reserve Bank of St. Louis Fernando Parro; Federal Reserve Board |
| presented by: Maximiliano Dvorkin, Federal Reserve Bank of St. Louis |
| Barriers to price convergence |
| By Marina Glushenkova; University of Cyprus Andros Kourtellos; University of Cyprus Marios Zachariadis; University of Cyprus |
| presented by: Marios Zachariadis, University of Cyprus |
| Business Cycles in Commodity Economies |
| By Drago Bergholt; Norges Bank Vegard Larsen; BI Norwegian Business School |
| presented by: Drago Bergholt, Norges Bank |
| Session 35: Term Structure of Interest Rates 2 June 23, 2016 10:30 to 11:50 U6-30 |
| Session type: contributed |
| News Shocks and the Slope of the Term Structure of Interest Rates: Comment [slides] |
| By Danilo Cascaldi-Garcia; The University of Warwick |
| presented by: Danilo Cascaldi-Garcia, The University of Warwick |
| The yield curve in normal times and at the lower bound |
| By Peter Hoerdahl; Bank for International Settlements Oreste Tristani; ECB |
| presented by: Oreste Tristani, ECB |
| Learning about Term Structure Predictability under Uncertainty (CANCELLED) |
| By Shuo Cao; University of Glasgow |
| presented by: Shuo Cao, University of Glasgow |
| Risk Aversion, Macro Factors and non-fundamental Components in Euro Area Yield Spreads: A Macro-Financial Analysis |
| By Fabian Herrmann; TU Dortmund University |
| presented by: Fabian Herrmann, TU Dortmund University |
| Session 36: Education June 23, 2016 14:15 to 15:35 U6-38 |
| Session type: contributed |
| Selective Admission Tests and Freshmen’s Academic Outcomes |
| By Koray Aktas; Universita Cattolica del Sacro Cuore |
| presented by: Koray Aktas, Universita Cattolica del Sacro Cuore |
| Retaking in High Stakes Exams: Is Less More? |
| By Veronica Frisancho; Inter-American Development Bank (IDB) Kala Krishna; Penn State University Sergey Lychagin; Central European University |
| presented by: Sergey Lychagin, Central European University |
| The Effect of the Increasing Demand for Elite Schools on Stratification |
| By Ricardo Estrada; European University Institute |
| presented by: Ricardo Estrada, European University Institute |
| Counting Rotten Apples: Student Achievement and Score Manipulation in Italian Elementary Schools |
| By Erich Battistin; Queen Mary University of London Michele De Nadai; University of New South Wales daniela vuri; University of Rome Tor Vergata |
| presented by: Michele De Nadai, University of New South Wales |
| Session 37: Advances in Econometrics June 23, 2016 14:15 to 15:35 U6-41 |
| Session type: contributed |
| Non-Geometric Discrete Kernel Functions for Applied Density and Regression Estimation |
| By Chi-Yang Chu; University of Alabama Daniel Henderson; University of Alabama Christopher Parmeter; University of Miami |
| presented by: Chi-Yang Chu, University of Alabama |
| Testing Based Forward Model Selection |
| By Damian Kozbur; ETH Zurich |
| presented by: Damian Kozbur, ETH Zurich |
| Consistent Estimation of Linear Regression Models Using Matched Data |
| By Masayuki Hirukawa; Setsunan University Artem Prokhorov; University of Sydney |
| presented by: Artem Prokhorov, University of Sydney |
| Bootstrap Quasi-Likelihood Ratio Tests for Nested Models |
| By Patrice Bertail; Université Paris 10 and CREST Pascal Lavergne; Toulouse School of Economics |
| presented by: Pascal Lavergne, Toulouse School of Economics |
| Session 38: Macroeconomic Forecasting June 23, 2016 14:15 to 15:35 U6-33 |
| Session type: contributed |
| A comprehensive evaluation of macroeconomic forecasting methods |
| By Andrea Carriero; Queen Mary Univerity of London Ana Beatriz Galvao; University of Warwick George Kapetanios; Queen Mary, University of London |
| presented by: Ana Beatriz Galvao, University of Warwick |
| Asymmetry and Federal Reserve Forecasts |
| By julieta caunedo; Cornell University Riccardo DiCecio; Federal Reserve Bank of St. Louis Ivana Komunjer; University of California San Diego Michael Owyang; Federal Reserve Bank of St Louis |
| presented by: Riccardo DiCecio, Federal Reserve Bank of St. Louis |
| Rationality, asymmetry and predictability of GDP revisions. The case of France |
| By Matteo Mogliani; Banque de France |
| presented by: Matteo Mogliani, Banque de France |
| Bayesian Compressed Vector Autoregressions |
| By Gary Koop; University of Strathclyde Dimitris Korobilis; University of Glasgow Davide Pettenuzzo; Brandeis Univeristy |
| presented by: Davide Pettenuzzo, Brandeis Univeristy |
| Session 39: Topics in Empirical Finance (1) June 23, 2016 14:15 to 15:35 U6-35 |
| Session type: contributed |
| The Cross-Section of Expected Stock Returns in Brazil |
| By Ricardo Brito; INSPER Gyorgy Varga; FCE Consulting |
| presented by: Gyorgy Varga, FCE Consulting |
| The Brazilian Foreign Exchange Market through the Microstructure Perspective |
| By Pedro Valls Pereira; Sao Paulo School of Economics – FGV |
| presented by: Pedro Valls Pereira, Sao Paulo School of Economics – FGV |
| Do Catastrophe bond mutual funds constitute zero-beta investments?: identification-robust evidence |
| By Marie-Claude Beaulieu; Université Laval Lynda Khalaf; Carleton University Olena Melin; University of Ottawa |
| presented by: Olena Melin, University of Ottawa |
| An Anatomy of Industry Merger Waves |
| By Daniele Bianchi; University of Warwick Carlo Chiarella; Colegio Universitario de Estudios Financieros |
| presented by: Daniele Bianchi, University of Warwick |
| Session 40: Price Inflation (1) June 23, 2016 14:15 to 15:35 U6-39 |
| Session type: contributed |
| The calm policymaker: an information-based theory of the price level |
| By John Barrdear; Bank of England |
| presented by: John Barrdear, Bank of England |
| Can financial shocks explain the “missing disinflation” during the Great Recession? |
| By Angela Abbate; Deutsche Bundesbank Sandra Eickmeier; Deutsche Bundesbank Esteban Prieto; Deutsche Bundesbank |
| presented by: Angela Abbate, Deutsche Bundesbank |
| Drivers of Low Inflation in US |
| By Marzie Taheri Sanjani; International Monetary Fund Stefan Laséen; IMF |
| presented by: Marzie Taheri Sanjani, International Monetary Fund |
| `Missing deflation’ and `missing inflation’ since the Great Recession: a VAR perspective |
| By Elena Bobeica; European Central Bank Marek Jarocinski; European Central Bank |
| presented by: Marek Jarocinski, European Central Bank |
| Session 41: Topics in Forecasting (1) June 23, 2016 14:15 to 15:35 U6-34 |
| Session type: contributed |
| Targeted Filtration with a Difference for Inference and Long-Horizon Forecasts: Application to the Real Price of Crude Oil |
| By Stephen Snudden; Queen’s University |
| presented by: Stephen Snudden, Queen’s University |
| Robust Evaluation of Multivariate Density Forecasts |
| By Jonas Dovern; Heidelberg University Hans Manner; University of Cologne |
| presented by: Hans Manner, University of Cologne |
| Comparing Predictive Accuracy under Long Memory – With an Application to Volatility Forecasting – |
| By Robinson Kruse; CREATES, Aarhus University Christian Leschinski; Leibniz Universität Hannover Michael Will; Leibniz Universität Hannover |
| presented by: Robinson Kruse, CREATES, Aarhus University |
| Testing for State-Dependent Predictive Ability |
| By Sebastian Fossati; University of Alberta |
| presented by: Sebastian Fossati, University of Alberta |
| Session 42: DSGE Models (1) June 23, 2016 14:15 to 15:35 U6-40 |
| Session type: contributed |
| Estimating a DSGE model with Limited Asset Market Participation for the Euro Area |
| By Alice Albonico; Università degli Studi di Milano-Bicocca Alessia Paccagnini; University College Dublin Patrizio Tirelli; University of Milano-Bicocca |
| presented by: Alessia Paccagnini, University College Dublin |
| Endogenous Monetary-Fiscal Regime Change in the United States |
| By Yoosoon Chang; Indiana University Boreum Kwak; Indiana University Eric Leeper; Indiana University |
| presented by: Yoosoon Chang, Indiana University |
| Hours and Employment Over the Business Cycle |
| By Matteo Cacciatore; HEC Montreal Giuseppe Fiori; North Carolina State University Nora Traum; North Carolina State University |
| presented by: Nora Traum, North Carolina State University |
| PIIGS in the Euro Area. An Empirical DSGE Model. |
| [slides] |
| By Alice Albonico; Università degli Studi di Milano-Bicocca Patrizio Tirelli; University of Milano-Bicocca |
| presented by: Patrizio Tirelli, University of Milano-Bicocca |
| Session 43: Monetary Policy: Regimes and Forward Guidance June 23, 2016 14:15 to 15:35 U6-32 |
| Session type: contributed |
| Optimal Monetary Policy Regime Switches |
| By Andrew Foerster; Federal Reserve Bank of Kansas City |
| presented by: Andrew Foerster, Federal Reserve Bank of Kansas City |
| Signaling Effects of Monetary Policy |
| By Leonardo Melosi; Federal Reserve Bank of Chicago |
| presented by: Leonardo Melosi, Federal Reserve Bank of Chicago |
| The Forward Guidance Puzzle |
| By Marco Del Negro; Federal Reserve Bank of New York Marc Giannoni; Federal Reserve Bank of New York Christina Patterson; Federal Reserve Bank of New York |
| presented by: Marco Del Negro, Federal Reserve Bank of New York |
| Forward Guidance and Macroeconomic Outcomes Since the Financial Crisis |
| By Jonas Fisher; Federal Reserve Bank of Chicago Alejandro Justiniano; Federal Reerve Chicago Leonardo Melosi; Federal Reserve Bank of Chicago |
| presented by: Alejandro Justiniano, Federal Reerve Chicago |
| Session 44: Demand for Health Care June 23, 2016 14:15 to 15:35 U6-37 |
| Session type: contributed |
| Bounding the Effect of Private Health Insurance on Dental Care Utilisation |
| By Chuhui Li; Monash University Donald Poskitt; Monash University Xueyan Zhao; Monash University |
| presented by: Chuhui Li, Monash University |
| Disentangling adverse selection, moral hazard and supply induced demand: An empirical analysis for the demand for health care services |
| By Vincenzo Atella; University of Rome Tor Vergata Alberto Holly; University of Lausanne Alessandro Mistretta; Bank of Italy |
| presented by: Alessandro Mistretta; Bank of Italy |
| Demand of Long-Term Care and benefit eligibility across European countries |
| By Ludovico Carrino; University of Venice Ca’ Foscari |
| presented by: Ludovico Carrino, University of Venice Ca’ Foscari |
| Health Care Regionalization and Birth Outcomes: Evidence from Maternity Clinic Closures |
| By Daniel Avdic; CINCH and University of Duisburg-Essen Petter Lundborg; Lund University Johan Vikström; IFAU-Uppsala |
| presented by: Daniel Avdic, CINCH and University of Duisburg-Essen |
| Session 45: Labor market transitions June 23, 2016 14:15 to 15:35 U6-36 |
| Session type: contributed |
| Activating the Unemployed – Efficient Policy Tool or Pathway into Low-Wage Trap? |
| By Lukas Fervers; IAW |
| presented by: Lukas Fervers, Institute for Applied Economic Research (IAW), Tübingen |
| Randomizing information on a targeted wage support program for older workers: A field experiment |
| By Pia Homrighausen; Institute for Employment Research (IAB), University of Mannheim Gerard van den Berg; University of Mannheim Gesine Stephan; Institute for Employment Research |
| presented by: Pia Homrighausen, Institute for Employment Research (IAB), University of Mannheim |
| Employment Transitions and Human Capital Loss: The Effect of Occupational Mobility on Qualification Mismatch |
| By Inna Petrunyk; Leuphana University |
| presented by: Inna Petrunyk, Leuphana University |
| Mining closure, gender and employment reallocations: the case of UK coal mines |
| By Gerhard Toews; University of Oxford |
| presented by: Gerhard Toews, University of Oxford |
| Session 46: Economics of the Household June 23, 2016 14:15 to 15:35 U6-30 |
| Session type: contributed |
| Household Risksharing Channels |
| By Pierfederico Asdrubali; European Commission Simone Tedeschi; University of Roma Tre Luigi Ventura; Universita’ di Roma |
| presented by: Simone Tedeschi, University of Roma Tre |
| Testing Efficiency of Family Decisions; the Case of Adult Children’s Caring Decisions |
| By marike knoef; Leiden University, Netspar Peter Kooreman; Tilburg University |
| presented by: Marike Knoef, Leiden University, Netspar |
| An empirical Bayes method to estimate resource shares of household members |
| By Denni Tommasi; Université Libre de Bruxelles Alexander Wolf; Université Libre de Bruxelles |
| presented by: Alexander Wolf, Université Libre de Bruxelles |
| Home production as a substitute to market consumption? Estimating the elasticity using houseprice shocks from the Great Recession |
| By Jim Been; Leiden University & Netspar MIchael D. Hurd; RAND Susann Rohwedder; RAND |
| presented by: Jim Been, Leiden University & Netspar |
| Session 47: Time Series Models (2) June 23, 2016 14:15 to 15:35 U6-42 |
| Session type: contributed |
| Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis |
| By Martin Wagner; Technical University Dortmund |
| presented by: Martin Wagner, Technical University Dortmund |
| Adaptive state space models with applications to the business cycle and financial stress |
| By Davide Delle Monache; Bank of Italy Ivan Petrella; Birkbeck Fabrizio Venditti; Banca d’Italia |
| presented by: Davide Delle Monache, Bank of Italy |
| Unstable Diffusion Indexes |
| By Daniele Massacci; Einaudi Institute for Economics and Fina |
| presented by: Daniele Massacci, Einaudi Institute for Economics and Fina |
| Forecasting with Sufficient Dimension Reductions |
| By alessandro barbarino; Federal Reserve Board |
| presented by: alessandro barbarino, Federal Reserve Board |
| Session 48: Factor Models for Structural Analysis June 23, 2016 16:10 to 17:30 U6-30 |
| Session type: contributed |
| Dominant Sectors in the US: A Factor Model Analysis of Sectoral Industrial Production |
| [slides] |
| By Soroosh Soofi Siavash; Goethe University Frankfurt |
| presented by: Soroosh Soofi Siavash, Goethe University Frankfurt |
| Dynamic Effects of Credit Shocks in a Data-Rich Environment |
| By Jean Boivin; Bank of Canada Marc Giannoni; Federal Reserve Bank of New York Dalibor Stevanovic; Université du Québec à Montréal |
| presented by: Dalibor Stevanovic, Université du Québec à Montréal |
| Is Industrial Production Still the Dominant Factor for the US Economy? |
| By Elena Andreou; University of Cyprus Patrick Gagliardini; Università della Svizzera italiana Eric Ghysels; UNC Mirco Rubin; Università della Svizzera Italiana |
| presented by: Mirco Rubin, Università della Svizzera Italiana |
| Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies |
| By Anindya Banerjee; University of Birmingham Victor Bystrov; University of Lodz Paul Mizen; University of Nottingham |
| presented by: Anindya Banerjee, University of Birmingham |
| Session 49: Exchange Rates June 23, 2016 16:10 to 17:30 U6-42 |
| Session type: contributed |
| Exchange Rates, Interest Rates and the Global Carry Trade |
| By Martin Evans; Georgetown U Dagfinn Rime; BI Norwegian Business School |
| presented by: Dagfinn Rime, BI Norwegian Business School |
| Assessing the predictive ability of sovereign default risk on exchange rate returns |
| By Claudia Foroni; Norges Bank Francesco Ravazzolo; Free University of Bozen/Bolzano Barbara Sadaba; Erasmus University – Tinbergen Institute |
| presented by: Francesco Ravazzolo, Free University of Bozen/Bolzano |
| Forecasting Commodity Currencies: The Role of Fundamentals with Short-Lived Predictive Content |
| By Claudia Foroni; Norges Bank Francesco Ravazzolo; Free University of Bozen/Bolzano Pinho Ribeiro; University of Glasgow |
| presented by: Claudia Foroni, Norges Bank |
| Session 50: Time Series Models (3) June 23, 2016 16:10 to 17:30 U6-32 |
| Session type: contributed |
| Inference in Proxy SVARs |
| By Carsten Jentsch; University of Mannheim Carsten Jentsch; TU Braunschweig |
| presented by: Carsten Jentsch, TU Braunschweig |
| A Specification Test of Dynamic Conditional Distributions |
| By Victor Troster; Universitat de les Illes Balears (UIB) |
| presented by: Victor Troster, Universitat de les Illes Balears (UIB) |
| Dynamic Adaptive Mixture Models |
| By Leopoldo Catania; University of Rome ‘Tor Vergata’ |
| presented by: Leopoldo Catania, University of Rome ‘Tor Vergata’ |
| Do Seasonal Adjustments Induce Noncausal Forecastability? An Application to Inflation Rates |
| [slides] |
| By Alain Hecq; Maastricht University Lenard Lieb; Maastricht University sean telg; maastricht university |
| presented by: Alain Hecq, Maastricht University |
| Session 51: Forecasting in Finance June 23, 2016 16:10 to 17:30 U6-40 |
| Session type: contributed |
| Exponential Smoothing, Long Memory and Volatility Prediction |
| By Tommaso Proietti; Università degli Studi di Roma |
| presented by: Tommaso Proietti, Università degli Studi di Roma |
| Forecasting Value-at-Risk under Temporal and Portfolio Aggregation |
| By Erik Kole; Erasmus University Rotterdam Thijs Markwat Anne Opschoor; Vrije Universiteit Amsterdam Dick van Dijk; Erasmus University Rotterdam |
| presented by: Erik Kole, Erasmus University Rotterdam |
| Predicting Realized Bond Betas using Macro-Finance Variables |
| By Nektarios Aslanidis; Universitat Rovira i Virgili Charlotte Christiansen; CREATES, Aarhus University Andrea Cipollini; University of Palermo |
| presented by: Andrea Cipollini, University of Palermo |
| Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects |
| By Sermin Gungor; Bank of Canada Richard Luger; Laval University |
| presented by: Sermin Gungor, Bank of Canada |
| Session 52: Volatility in Asset Prices June 23, 2016 16:10 to 17:30 U6-38 |
| Session type: contributed |
| More accurate volatility estimation and forecasts using price durations |
| By Ingmar Nolte; Lancaster University Stephen Taylor; Lancaster University Xiaolu Zhao; Lancaster University |
| presented by: Xiaolu Zhao, Lancaster University |
| High Dimensional Multivariate Realized Volatility |
| By Tim Bollerslev; Department of Economics and Fuqua School Nour Meddahi; Toulouse School of Economics Serge Luther NYAWA WOMO; Toulouse School of Economics |
| presented by: Serge Luther NYAWA WOMO, Toulouse School of Economics |
| A Semiparametric Intraday GARCH Model |
| By Peter Malec; University of Cambridge |
| presented by: Peter Malec, University of Cambridge |
| A dynamic component model for forecasting high dimensional realized covariance matrices |
| By Luc Bauwens; Université catholique de Louvain manuela braione; Université catholique de Louvain Giuseppe Storti; University of Salerno |
| presented by: manuela braione, Université catholique de Louvain |
| Session 53: Evaluation studies June 23, 2016 16:10 to 17:30 U6-36 |
| Session type: contributed |
| Using Entropic Distance Metric to Rank Control Distributions in Evaluation Studies |
| By Adeola Oyenubi; University of Cape Town |
| presented by: Adeola Oyenubi, University of Cape Town |
| Illuminating the World Cup Effect: Night Lights Evidence from South Africa |
| By Gregor Pfeifer; U Hohenheim Fabian Wahl; University of Hohenheim Martyna Marczak; University of Hohenheim |
| presented by: Fabian Wahl, University of Hohenheim |
| When Can Experimental Evidence Mislead? A Re-Assessment of Canada’s Self Sufficiency Project |
| By Chris Riddell; Cornell University |
| presented by: Chris Riddell, Cornell University |
| Session 54: Effects of Globalization June 23, 2016 16:10 to 17:30 U6-37 |
| Session type: contributed |
| The cost of immigrants’ occupational mismatch in Canada |
| By Yigit Aydede; Saint Mary’s University Atul Dar; Sobey School of Business |
| presented by: Yigit Aydede, Saint Mary’s University |
| Education, Health and Fertility of UK Immigrants: The Role of English Language Skills |
| By Yu Aoki; University of Aberdeen and IZA |
| presented by: Yu Aoki, University of Aberdeen and IZA |
| Selection bias, unobserved heterogeneity and state dependence in empirical remittance modelling: evidence from immigrants to Germany |
| By Giulia Bettin; Università Politecnica delle Marche Riccardo Lucchetti; Università Politecnica delle Marche Claudia Pigini; Università Politecnica delle Marche |
| presented by: Claudia Pigini, Università Politecnica delle Marche |
| Transplanting Corporate Culture across International Borders: FDI and Female Employment in Japan |
| By Naomi Kodama; Hitotsubashi University Beata Javorcik; University of Oxford Yukiko Abe; Hokkaido University |
| presented by: Yukiko Abe, Hokkaido University |
| Session 55: Organization of firms June 23, 2016 16:10 to 17:30 U6-35 |
| Session type: contributed |
| Where Women Make the Difference. The Effects of Corporate Board Gender-Quota on Firms’ Performance Across Europe |
| By Simona Comi; University of Milano Bicocca mara grasseni; Università di Bergamo Federica Origo; Università di Bergamo Laura Pagani; Università Bicocca |
| presented by: Laura Pagani, Università Bicocca |
| Insurance Between Firms: The Role of Internal Labor Markets |
| By Giacinta Cestone; Cass Business School, City University Lo Chiara Fumagalli; Bocconi University Francis Kramarz; CREST Giovanni Pica; University of Milan |
| presented by: Giovanni Pica, University of Milan |
| Employer Learning, Statistical Discrimination and University Prestige |
| By Paola Bordon |
| presented by: Paola Bordon, University of Chile |
| Temporary Workers, Educational Mismatch and Firm Productivity |
| By Agata Maida; U Milan Cristina Tealdi; IMT Lucca |
| presented by: Cristina Tealdi, IMT Lucca |
| Session 56: Heterogeneity in Panel and Duration Data June 23, 2016 16:10 to 17:30 U6-33 |
| Session type: contributed |
| Copula-Based Random Effects Models |
| By Santiago Pereda-Fernández; Banca d’Italia |
| presented by: Santiago Pereda-Fernández, Banca d’Italia |
| Shedding Light on Inventors’ Returns to Patents |
| By Sabrina Di Addario; Bank of Italy |
| presented by: Sabrina Di Addario, Bank of Italy |
| EM-REML Dynamic Heterogeneous Panel Data Models. |
| By Andrea Nocera; Birkbeck, University of London |
| presented by: Andrea Nocera, Birkbeck, University of London |
| A Duration Model with Dynamic Unobserved Heterogeneity |
| By Irene Botosaru; Simon Fraser University |
| presented by: Irene Botosaru, Simon Fraser University |
| Session 57: Risk Networks June 23, 2016 16:10 to 17:30 U6-32 |
| Session type: contributed |
| Measuring Connectedness of Euro Area Sovereign Risk |
| By Rebekka Gätjen; Karlsruhe Institute of Technology Melanie Schienle; Karlsruhe Institute of Technology |
| presented by: Rebekka Gätjen, Karlsruhe Institute of Technology |
| Spillovers during Eurozone debt crisis: network analyisis with absolute magnitude restrictions |
| By Srecko Zimic; European Central Bank |
| presented by: Srecko Zimic, European Central Bank |
| How Connected is the Global Sovereign Credit Risk Network? |
| By Gorkem Bostanci; University of Pennsylvania Kamil Yilmaz; Koc University |
| presented by: Kamil Yilmaz, Koc University |
| Measuring the frequency dynamics of financial connectedness and systemic risk |
| By Tomas Krehlik; Academy of Sciences of the Czech Republic Jozef Barunik; Institute of Economic Studies, Charles U |
| presented by: Tomas Krehlik, Academy of Sciences of the Czech Republic |
| Session 58: Panel Data Topics and Applications June 23, 2016 16:10 to 17:30 U6-39 |
| Session type: contributed |
| Estimating country heterogeneity in aggregate capital-labor substitution using panel data: A bayesian fixed effects approach |
| By Lucciano Villacorta; Centro De Estudios Monetarios Y Financieros |
| presented by: Lucciano Villacorta, Central Bank of Chile |
| Bias corrected CCEP estimation in homogeneous dynamic panels |
| By Ignace De Vos; Ghent University Gerdie Everaert; Ghent University |
| presented by: Ignace De Vos, Ghent University |
| A Semiparametric Quantile Panel Data Model with An Application to Estimating the Growth Effect of FDI |
| [slides] |
| By Ying Fang; Xiamen University |
| presented by: Ying Fang, Xiamen University |
| On the role of the rank condition in CCE estimation of factor-augmented panel regressions |
| By Hande Karabiyik; Lund University Simon Reese; Lund University Joakim Westerlund; Lund University |
| presented by: Simon Reese, Lund University |
| Session 59: Topics in Development and Macroeconomics June 23, 2016 16:10 to 17:30 U6-34 |
| Session type: contributed |
| Financial deepening and income distribution inequality in the euro area |
| By Donatella Baiardi; Università Milano Bicocca Claudio Morana; Università di Milano Bicocca |
| presented by: Donatella Baiardi, Università Milano Bicocca |
| Political shocks, share prices and business investment: regression discontinuity evidence from OECD elections |
| [slides] |
| By Daniele Girardi; University of Siena |
| presented by: Daniele Girardi, University of Siena |
| Unemployment Flows, Participation and the Natural Rate of Unemployment: Evidence from Turkey |
| By Gonul Sengul; Central Bank of Turkey Murat Tasci; Federal Reserve Bank of Cleveland |
| presented by: Gonul Sengul, Central Bank of Turkey |
| An inflation-predicting measure of the output gap in the euro area |
| By Marek Jarocinski; European Central Bank Michele Lenza; European Central Bank |
| presented by: Michele Lenza, European Central Bank |
| Session 60: Long Memory June 24, 2016 10:30 to 11:50 U6-37 |
| Session type: contributed |
| Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence |
| By Guillaume Chevillon; ESSEC Business School Alain Hecq; Maastricht University Sebastien Laurent; Aix-Marseille University |
| presented by: Guillaume Chevillon, ESSEC Business School |
| Long Memory, Fractional Integration, and Cross-Sectional Aggregation |
| By Niels Haldrup; Aarhus University CREATES JOSE VERA VALDES; AARHUS UNIVERSITY |
| presented by: JOSE VERA VALDES, AARHUS UNIVERSITY |
| Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach |
| By Davide Delle Monache; Bank of Italy Stefano Grassi; University of Kent Paolo Santucci de Magistris; Aarhus University and CREATES |
| presented by: Stefano Grassi, University of Kent |
| Session 61: Uncertainty and Policy June 24, 2016 10:30 to 11:50 U6-39 |
| Session type: contributed |
| Economic Policy Uncertainty Spillovers in Booms and Busts |
| By Juan Figueres; University of Padua Efrem Castelnuovo; University of Melbourne Giovanni Caggiano; University of Padua |
| presented by: Juan Figueres, University of Padua |
| Unsurprising Shocks: Information, Premia, and the Monetary Transmission |
| By Silvia Miranda-Agrippino; Bank of England |
| presented by: Silvia Miranda-Agrippino, Bank of England |
| Subjective Interest Rate Uncertainty and the Macroeconomy: A cross-country analysis |
| By Klodiana Istrefi; Banque de France Sarah Mouabbi; Banque de France |
| presented by: Klodiana Istrefi, Banque de France |
| Session 62: Topics in Forecasting (2) June 24, 2016 10:30 to 11:50 U6-35 |
| Session type: contributed |
| A near optimal test for structural breaks when forecasting under squared error loss |
| By Tom Boot; Erasmus University Rotterdam Andreas Pick; Ersamus School of Economics |
| presented by: Andreas Pick, Ersamus School of Economics |
| Using the Area Under an Estimated ROC Curve to Test the Adequacy of Binary Predictors |
| By Robert Lieli; Central European University Yu-Chin Hsu; Academia Sinica |
| presented by: Robert Lieli, Central European University |
| Approximating Fixed-Horizon Forecasts Using Fixed-Event Forecasts |
| By Malte Knüppel; Deutsche Bundesbank Andreea Liliana Vladu; Bundesbank |
| presented by: Malte Knüppel, Deutsche Bundesbank |
| Forecaster Inattention: Measurement, Determinants, and Policy Implications |
| By Zidong An; American University Xuguang Sheng; American University Jonathan Wallen; Stanford University |
| presented by: Jonathan Wallen, Stanford University |
| Session 63: Topics in Bayesian Econometrics (2) June 24, 2016 10:30 to 11:50 U6-40 |
| Session type: contributed |
| On Consistency of Approximate Bayesian Computation |
| [slides] |
| By Gael Martin; Monash University |
| presented by: Gael Martin, Monash University |
| The ABC of Simulation Estimation with Auxiliary Statistics |
| By Jean-Jacques Forneron; Columbia University Serena Ng; Columbia University |
| presented by: Jean-Jacques Forneron, Columbia University |
| Ambiguous identification |
| By Raffaella Giacomini; University College London |
| presented by: Raffaella Giacomini, University College London |
| Session 64: Business Cycle Dynamics and Volatility June 24, 2016 10:30 to 11:50 U6-42 |
| Session type: contributed |
| The Great Moderation in the long run. Is it that Great? |
| By Lola Gadea; University of Zaragoza Ana Gómez-Loscos; Banco de España Gabriel Perez-Quiros; Banco de España |
| presented by: Ana Gómez-Loscos, Banco de España |
| Dynamics of sectoral business cycle comovement |
| By Anna Pauliina Sandqvist; KOF Swiss Economic Institute ETH Zürich |
| presented by: Anna Pauliina Sandqvist, KOF Swiss Economic Institute ETH Zürich |
| Revisiting the transitional dynamics of business-cycle phases with mixed frequency data |
| By Marie Bessec; PSL*, Université Paris Dauphine |
| presented by: Marie Bessec, Université Paris Dauphine, PSL Research University, LEDa |
| Session 65: Employment and Unemployment in the Macroeconomy June 24, 2016 10:30 to 11:50 U6-34 |
| Session type: contributed |
| The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US |
| By Paul Gaggl; UNC Charlotte Sylvia Kaufmann; Study Center Gerzensee |
| presented by: Sylvia Kaufmann, Study Center Gerzensee |
| On the Demographic Adjustment of Unemployment |
| By Geert Mesters; Universitat Pompeu Fabra Regis Barnichon; CREI |
| presented by: Geert Mesters, Universitat Pompeu Fabra |
| The Ins and Outs of Unemployment in the Long Run: Unemployment Flows and the Natural Rate |
| By Murat Tasci; Federal Reserve Bank of Cleveland |
| presented by: Murat Tasci, Federal Reserve Bank of Cleveland |
| Global Perspective on Structural Labour Market Reforms in Europe |
| By Povilas Lastauskas; University of Cambridge |
| presented by: Povilas Lastauskas, University of Cambridge |
| Session 66: Peer effects June 24, 2016 10:30 to 11:50 U6-41 |
| Session type: contributed |
| Young Adults Living with their Parents and the Influence of Peers |
| By Effrosyni Adamopoulou; Bank of Italy Ezgi Kaya; Cardiff University |
| presented by: Effrosyni Adamopoulou, Bank of Italy |
| Estimation of Peer Effects in Linear Models of Panel Data with Individual and Group Effects |
| By Valentin Verdier; University of North Carolina, Chapel Hil |
| presented by: Valentin Verdier, University of North Carolina, Chapel Hil |
| The Impact of Peer Effects on Student Outcomes: Evidence from Colombia. |
| By Jorge Tamayo; University of Southern California and Banco de la Republica de Colombia |
| presented by: Jorge Tamayo, University of Southern California and Banco de la Republica de Colombia |
| Endogenous Shocks in Social Networks: Effects of Students’ Exam Retakes on their Friends’ Future Performance |
| By Maria Marchenko; University of Mannheim |
| presented by: Maria Marchenko, University of Mannheim |
| Session 67: Asset Prices: Tails and VaR June 24, 2016 10:30 to 11:50 U6-33 |
| Session type: contributed |
| Fat tails and copulas: Limits of diversi cation revisited |
| By Rustam Ibragimov; Imperial College London Jingyuan Mo; NYU Stern School of Business Artem Prokhorov; University of Sydney |
| presented by: Artem Prokhorov, University of Sydney |
| Forecasting Value-at-Risk by Estimating the Quantiles of the Intra-Day Low and High Series |
| By Xiaochun Meng; Oxford University James Taylor |
| presented by: Xiaochun Meng, Oxford University |
| Median Response to Shocks: A Model for VaR Spillovers in East Asia |
| By Fabrizio Cipollini; University of Firenze giampiero gallo; Università di Firenze Andrea Ugolini; University of Firenze |
| presented by: giampiero gallo, Università di Firenze |
| Fractionally Integrated Multivariate Models for Fat-Tailed Realized Covariance Kernels and Returns |
| By Andre Lucas; VU University Amsterdam Anne Opschoor; Vrije Universiteit Amsterdam |
| presented by: Anne Opschoor, Vrije Universiteit Amsterdam |
| Session 68: Health: Policy evaluations June 24, 2016 10:30 to 11:50 U6-38 |
| Session type: contributed |
| Promoting Normal Birth and Reducing Caesarean Section Rates: An Evaluation of the Rapid Improvement Programme |
| By Graham Cookson; University of Surrey Ioannis Laliotis; University of Surrey |
| presented by: Ioannis Laliotis, University of Surrey |
| Prenatal Care and Birthweight in Mexico (CANCELLED) |
| By Santosh Kumar; Sam Houston State University Fidel Gonzalez; Sam Houston State University |
| presented by: Fidel Gonzalez, Sam Houston State University |
| Endogeneity in parametric duration models with applications to clinical risk indices |
| By Anand Acharya; Carleton University Lynda Khalaf; Carleton University Marcel Voia; Carleton University David Wensley; UBC |
| presented by: Marcel Voia, Carleton University |
| Smoking Cessation: A Panel Data Analysis Using HRS |
| By Kajal Lahiri; State University New York Albany |
| presented by: Kajal Lahiri, State University New York Albany |
| Session 69: Labor Supply June 24, 2016 10:30 to 11:50 U6-36 |
| Session type: contributed |
| How Important is Precautionary Labor Supply? |
| By Robin Jessen; Freie Universität Berlin Davud Rostam-Afschar; Freie Universitaet Berlin Sebastian Schmitz; Freie Universitaet Berlin |
| presented by: Sebastian Schmitz, Freie Universitaet Berlin |
| Estimating Labor-Supply Elasticities with Joint Borrowing Constraints of Couples |
| By Christian Bredemeier; University of Cologne Jan Hendrik Gravert; University of Wuppertal Falko Juessen; University of Wuppertal |
| presented by: Jan Hendrik Gravert, University of Wuppertal |
| Early retirement eligibility and employment behavior: evidence from a cohort based pension reform |
| By Johannes Geyer; DIW Berlin Peter Haan; DIW Berlin, FU Berlin Clara Welteke; DIW |
| presented by: Clara Welteke, DIW |
| Labor Supply Inertia and Lagged Tax Responses: Effects of State Dependence and Adjustment Costs |
| By Zhiyang Jia; Statistics Norway Trine Vattø; Statistics Norway |
| presented by: Zhiyang Jia, Statistics Norway |
| Session 70: Econometrics of Networks June 24, 2016 10:30 to 11:50 U6-32 |
| Session type: contributed |
| Realized Networks (CANCELLED) |
| By Christian Brownlees; UPF Eulalia Nualart; UPF Yucheng Sun; UPF |
| presented by: Christian Brownlees, UPF |
| Estimation of Endogenous Network Externalities |
| By Santiago Pereda-Fernández; Banca d’Italia Paolo Zacchia; IMT Lucca |
| presented by: Paolo Zacchia, IMT Lucca |
| Parametric and Semiparametric IV Estimation of Network Models with Selectivity |
| By Tiziano Arduini; University of Bologna Eleonora Patacchini; Cornell University Edoardo Rainone; Bank of Italy |
| presented by: Tiziano Arduini, University of Bologna |
| INFERENCE ON SOCIAL EFFECTS WHEN THE NETWORK IS UNKNOWN USING CONVEX OR LINEAR PROGRAMMING |
| By Eric Gautier; Toulouse School of Economics |
| presented by: Eric Gautier, Toulouse School of Economics |
| Session 71: Sovereign Debt June 24, 2016 10:30 to 11:50 U6-30 |
| Session type: contributed |
| Composition of sovereign debt and financial development: a dynamic heterogeneous panel approach |
| By Paola Di Casola; Sveriges Riksbank Spyridon Sichlimiris; Stockholm School of Economics |
| presented by: Spyridon Sichlimiris, Örebro university |
| Sovereign credit rating determinants: the impact of the European debt crisis |
| By Peter Reusens; KU Leuven Christophe Croux; KU Leuven |
| presented by: Peter Reusens, KU Leuven |
| Exit expectations and debt crises in currency unions (CANCELLED) |
| By Alexander Kriwoluzky; Martin-Luther-Universität Halle-Wittenb Gernot Mueller; University of Tuebingen Martin Wolf; University of Bonn |
| presented by: Martin Wolf, University of Bonn |
| Tail risk in government bond markets and ECB asset purchases |
| By Xin Zhang; Sveriges Riksbank Bernd Schwaab; European Central Bank |
| presented by: Bernd Schwaab, European Central Bank |
| Session 72: Topics in Empirical Trade June 24, 2016 14:15 to 15:35 U6-36 |
| Session type: contributed |
| Supply Function Competetition and Exporters: Nonparametric Identification and Estimation of Productivity Distributions and Marginal Costs (CANCELLED) |
| By Ayse Pehlivan; Bilkent University Quang Vuong; New York University |
| presented by: Ayse Pehlivan, Bilkent University |
| Financial Constraints, Firms’ Supply Chains and Internationalization |
| By Raoul Minetti; Michigan State University Pierluigi Murro; LUMSA University Zeno Rotondi; UniCredit Susan Chun Zhu; Michigan State University |
| presented by: Pierluigi Murro, LUMSA University |
| Multiproduct Exporters: Learning vs. Knowing |
| By Kala Krishna; Penn State University Lena Sheveleva; Penn State University, Cardiff Business School |
| presented by: Lena Sheveleva, Penn State University, Cardiff Business School |
| Can Productivity Follow a Pareto distribution if Exports “Look” Log-normal? |
| By Marnix Amand; Universite de Lausanne – HEC Lausanne Florian Pelgrin; EDHEC Business School |
| presented by: Marnix Amand, Universite de Lausanne – HEC Lausanne |
| Session 73: Fiscal Policy June 24, 2016 14:15 to 15:35 U6-42 |
| Session type: contributed |
| Do Fiscal Multipliers Depend on Fiscal Positions? |
| By Raju Huidrom; World Bank Ayhan Kose; World Bank Jamus Lim; The World Bank Franziska Ohnsorge; World Bank |
| presented by: Raju Huidrom, World Bank |
| Government Spending Multipliers under the Zero Lower Bound: Evidence from Japan |
| By Wataru Miyamoto; Bank of Canada Thuy Lan Nguyen; Santa Clara University Dmitriy Sergeyev; Bocconi University |
| presented by: Dmitriy Sergeyev, Bocconi University |
| Delayed Mimicking: The Timing of Fiscal Interactions in Europe (CANCELLED) |
| By Marie-Pierre Hory; Université d’Orléans |
| presented by: Marie-Pierre Hory, Université d’Orléans |
| A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes |
| [slides] |
| By Alfred Haug; University of Otago |
| presented by: Alfred Haug, University of Otago |
| Session 74: Forecast Evaluation June 24, 2016 14:15 to 15:35 U6-40 |
| Session type: contributed |
| Dissecting Models’ Forecasting Performance |
| By Boriss Siliverstovs; ETH Zurich |
| presented by: Boriss Siliverstovs, ETH Zurich |
| Alternative Tests for Correct Specification of Conditional Forecast Densities |
| By Barbara Rossi; ICREA-Universitat Pompeu Fabra, Barcelona GSE and CREI Tatevik Sekhposyan; Texas A&M University |
| presented by: Barbara Rossi, ICREA-Universitat Pompeu Fabra, Barcelona GSE and CREI |
| Robust Forecast Comparison |
| By Valentina Corradi; University of Surrey sainan Jin; Singapore Management University |
| presented by: Valentina Corradi, University of Surrey |
| Tests of Equal Accuracy for Nested Models with Estimated Factors |
| By Silvia Goncalves; University of Western Ontario Michael McCracken; Federal Reserve Bank of St. Louis Benoit Perron; Universite de Montreal |
| presented by: Michael McCracken, Federal Reserve Bank of St. Louis |
| Session 75: DSGE Models (2) June 24, 2016 14:15 to 15:35 U6-32 |
| Session type: contributed |
| Parameter Bias in an Estimated DSGE Model: Does Nonlinearity Matter? |
| By Yasuo Hirose; Keio University Takeki Sunakawa; University of Tokyo Graduate School of Public Policy |
| presented by: Yasuo Hirose, Keio University |
| Bootstrapping DSGE models |
| By Giovanni Angelini; University of Bologna Giuseppe Cavaliere; University of Bologna Luca Fanelli; University of Bologna |
| presented by: Luca Fanelli, University of Bologna |
| A time-varying COMPASS Model |
| [slides] |
| By George Kapetanios; Queen Mary, University of London Riccardo Maria Masolo; Bank of England Katerina Petrova; Queen Mary University London Matthew Waldron; Bank of England |
| presented by: Riccardo Maria Masolo, Bank of England |
| Regime Changes in the Terms of Trade |
| By Han Chen; Board of Governors of the Federal Reserv Mariano Kulish; University of New South Wales Federico Mandelman; Federal Reserve Bank of Atlanta |
| presented by: Han Chen, Board of Governors of the Federal Reserv |
| Session 76: Structural VARs (2) June 24, 2016 14:15 to 15:35 U6-33 |
| Session type: contributed |
| Assessing Monetary Policy Models: Bayesian Inference for Heteroskedastic Structural VARs |
| By Tomasz Wozniak; University of Melbourne Matthieu Droumaguet; European University Institute |
| presented by: Tomasz Wozniak, University of Melbourne |
| Assessing identifying restrictions in SVAR models |
| By Michele Piffer; DIW Berlin |
| presented by: Michele Piffer, DIW Berlin |
| Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions |
| By Helmut Lutkepohl; DIW Berlin Anna Staszewska-Bystrova; University of Lodz Peter Winker; University of Giessen |
| presented by: Helmut Lutkepohl, DIW Berlin |
| Testing for Identification in SVAR-GARCH Models |
| By Helmut Lutkepohl; DIW Berlin George Milunovich; Macquarie University |
| presented by: George Milunovich, Macquarie University |
| Session 77: Credit Risk and Liquidity June 24, 2016 14:15 to 15:35 U6-30 |
| Session type: contributed |
| Cyclicality in Losses on Bank Loans |
| By Bart Diris; Erasmus University Rotterdam Bart Keijsers; Erasmus University Rotterdam Erik Kole; Erasmus University Rotterdam |
| presented by: Bart Keijsers, Erasmus University Rotterdam |
| Estimating the Tax and Credit-Event Risk Components of Credit Spreads |
| By Luca Benzoni; Federal Reserve Bank of Chicago |
| presented by: Luca Benzoni, Federal Reserve Bank of Chicago |
| Financial Trading Over The Years: A Multifractal Intensity Perspective |
| By Lorenzo Braccini; Banca d’Italia |
| presented by: Lorenzo Braccini, Banca d’Italia |
| Networks in risk spillovers: a multivariate GARCH perspective |
| By Monica Billio; Università di Venezia Massimiliano Caporin; University of Padova Lorenzo Frattarolo; University Ca’ Foscari Venezia Loriana Pelizzon; SAFE – Goethe University |
| presented by: Massimiliano Caporin, University of Padova |
| Session 78: Credit and Microfinance June 24, 2016 14:15 to 15:35 U6-35 |
| Session type: contributed |
| Financial Frictions and the Delay to Entry |
| By Pierre Nguimkeu; Georgia State University |
| presented by: Pierre Nguimkeu, Georgia State University |
| Debt Financing in Private and Public Firms |
| By Kim Huynh; Bank of Canada Teodora Paligorova; Bank of Canada Robert Petrunia; Lakehead Universtiy |
| presented by: Robert Petrunia, Lakehead Universtiy |
| Do your Rivals Enhance your Access to Credit? Theory and Evidence |
| By Vittoria Cerasi; Milano-Bicocca University Alessandro Fedele; Free University of Bolzano/Bozen Raffaele Miniaci; University of Brescia |
| presented by: Raffaele Miniaci, University of Brescia |
| Hui: A Case Study of a Sequential Double Auction of Capital |
| By Timothy Hubbard; Colby College Harry Paarsch; University of Central Florida Will Wright; University of Melbourne |
| presented by: Harry Paarsch, University of Central Florida |
| Session 79: Regression Discontinuity Designs June 24, 2016 14:15 to 15:35 U6-41 |
| Session type: contributed |
| Assessing the Monotonicity Assumption in IV and fuzzy RD designs |
| By Mario Fiorini; University of Technology Sydney Katrien Stevens; University of Sydney |
| presented by: Mario Fiorini, University of Technology Sydney |
| Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs with the Uniform Kernel |
| By Otavio Bartalotti; Iowa State University Gray Calhoun; Iowa State University Yang He; Iowa State University |
| presented by: Otavio Bartalotti, Iowa State University |
| Regression Discontinuity Design with Continuous Measurement Error in the Running Variable |
| By Laurent Davezies; Centre de Recherche en Économie et Statistique |
| presented by: Laurent Davezies, Centre de Recherche en Économie et Statistique |
| Identification and Inference in Regression Discontinuity Designs with Manipulated Running Variables |
| By Francois Gerard; Columbia University Miikka Rokkanen; Columbia University Christoph Rothe; Columbia University |
| presented by: Christoph Rothe, Columbia University |
| Session 80: Measuring the Effects of Monetary Policy June 24, 2016 14:15 to 15:35 U6-39 |
| Session type: contributed |
| The Effects of Monetary Policy on Industry-level Stock Returns in a Changing World |
| By Pierre Guerin; Bank of Canada Danilo Leiva-Leon; Central Bank of Chile |
| presented by: Danilo Leiva-Leon, Central Bank of Chile |
| If the Fed sneezes, who catches a cold? |
| By Luca Dedola; European Central Bank Giulia Rivolta; University of Brescia Livio Stracca; European Central Bank |
| presented by: Giulia Rivolta, University of Brescia |
| International Capital Flows and Unconventional Monetary Policy |
| By Stephanie Curcuru; Federal Reserve Board Chiara Scotti; Federal Reserve Board |
| presented by: Chiara Scotti, Federal Reserve Board |
| Foreign Banks and Monetary Policy in Central and Eastern Europe |
| By Piotr Denderski; VU University Amsterdam Wojciech Paczos; Cardiff University |
| presented by: Piotr Denderski, VU University Amsterdam |
| Session 81: Demographics of the Household June 24, 2016 14:15 to 15:35 U6-37 |
| Session type: contributed |
| Potential Parenthood and Career Progression of Men and Women – A Simultaneous Hazards Approach |
| By Martin Biewen; University of Tübingen Stefanie Seifert; University of Tuebingen |
| presented by: Stefanie Seifert, University of Tuebingen |
| Employment Risk and Household Formation: Evidence from Differences in Firing Costs |
| By Cristina Barcelo; Banco de España Mario Garcia-Ferreira; NERA Ernesto Villanueva; Banco de España |
| presented by: Ernesto Villanueva, Banco de España |
| Marriage Age, Social Status and Intergenerational Effects in Uganda |
| By Naveen Sunder; Cornell University |
| presented by: Naveen Sunder, Cornell University |
| Estimating Binary Response Panel Data Models with Selection and Endogeneity: Fertility and Women’s Self-Employment |
| By Anastasia Semykina; Florida State University |
| presented by: Anastasia Semykina, Florida State University |
| Session 82: Education II June 24, 2016 14:15 to 15:35 U6-38 |
| Session type: contributed |
| Fertility Effects of College Education – Evidence from the German Educational Expansion |
| By Matthias Westphal; University of Duisburg-Essen |
| presented by: Matthias Westphal, University of Duisburg-Essen |
| The Role of Time Preferences in Educational Decision Making |
| By Daniel Kemptner; DIW Berlin Songül Tolan |
| presented by: Songül Tolan, DIW Berlin |
| Cities Drifting Apart: Heterogeneous Outcomes of Decentralizing Public Education |
| By Zelda Brutti; European University Institute |
| presented by: Zelda Brutti, European University Institute |
| What Makes Brain Drain More Likely? |
| By Romuald Meango; Max Planck Institute for Social Law and Social Policy |
| presented by: Romuald Meango, Max Planck Institute for Social Law and Social Policy |
| Session 83: Commodity Prices June 24, 2016 14:15 to 15:35 U6-34 |
| Session type: contributed |
| Does the volatility of commodity prices reflect macroeconomic uncertainty? |
| By Marc Joëts; Banque de France |
| presented by: Marc Joëts, Banque de France and University of Paris |
| Commodity Dynamics: a Sparse Multi-class Approach |
| By Luca Barbaglia; KU Leuven Ines Wilms; KU Leuven Christophe Croux; KU Leuven |
| presented by: Luca Barbaglia, KU Leuven |
| The eff ect of oil price shocks on stock market returns and exchange rates: Evidence from oil inventory announcements |
| By Reinhard Ellwanger; Bank of Canada |
| presented by: Reinhard Ellwanger, Bank of Canada |
| Session 84: Vector Autoregressions (1) June 24, 2016 16:10 to 17:30 U6-33 |
| Session type: contributed |
| Large Vector Autoregressions with asymmetric priors and time varying volatilities |
| By Andrea Carriero; Queen Mary Univerity of London Todd Clark; Federal Reserve Bank of Cleveland Massimiliano Marcellino; Bocconi University |
| presented by: Andrea Carriero, Queen Mary Univerity of London |
| On the identification of non-normal shocks in structural VAR |
| By Lorenzo Ricci; Université libre de Bruxelles |
| presented by: Lorenzo Ricci, Université libre de Bruxelles |
| Restrictions Search for Panel VARs |
| By Annika Schnücker; DIW Berlin |
| presented by: Annika Schnücker, DIW Berlin |
| Demand and Supply Elasticities and Oil Price Fluctuations: A VAR Approach |
| By Dario Caldara; Federal Reserve Board Michele Cavallo; Federal Reserve Board Matteo Iacoviello; Federal Reserve Board |
| presented by: Michele Cavallo, Federal Reserve Board |
| Session 85: Advances in Econometrics II June 24, 2016 16:10 to 17:30 U6-41 |
| Session type: contributed |
| Regression Discontinuity Designs with Sample Selection |
| By Yingying Dong; University of California Irvine |
| presented by: Yingying Dong, University of California Irvine |
| Welfare Analysis for Discrete Choice with Interval-data on Income |
| By Ying-Ying Lee; University of Oxford Debopam Bhattacharya; University of Cambridge |
| presented by: Ying-Ying Lee, University of Oxford |
| Two-Sample Least Squares Projection |
| By David Pacini; University of Bristol |
| presented by: David Pacini, University of Bristol |
| A Partially Parametric Model |
| By Daniel Henderson; University of Alabama Christopher Parmeter; University of Miami |
| presented by: Daniel Henderson, University of Alabama |
| Session 86: Inflation Expectations and Ucertainty June 24, 2016 16:10 to 17:30 U6-42 |
| Session type: contributed |
| Inflation expectations and monetary policy shocks in Europe |
| By Elena Andreou; University of Cyprus Snezana Eminidou; University of Cyprus Marios Zachariadis; University of Cyprus |
| presented by: Elena Andreou, University of Cyprus |
| The Evolution of Inflation Expectations in Euro Area Markets |
| By Eva Ortega; Bank of Spain |
| presented by: Eva Ortega, Bank of Spain |
| The Anchoring of Inflation Expectations: A Bayesian Approach. |
| By Alaa Abi Morshed; Tilburg University |
| presented by: Alaa Abi Morshed, Tilburg University |
| Extracting the structure of the shocks of information perceived by the Bank of England |
| By Carlos Diaz; University of Leicester |
| presented by: Carlos Diaz, University of Leicester |
| Session 87: News and Uncertainty in the Macroeconomy June 24, 2016 16:10 to 17:30 U6-30 |
| Session type: contributed |
| The Value of News |
| By Vegard Larsen; BI Norwegian Business School Leif Anders Thorsrud; BI Norwegian Business School |
| presented by: Vegard Larsen, BI Norwegian Business School |
| Understanding Fluctuations in Uncertainty: A New Keynesian Interpretation |
| By Giovanni Pellegrino; University of Verona |
| presented by: Giovanni Pellegrino, University of Verona |
| Risk and Uncertainty in Sovereign Debt Markets |
| By Christoph Grosse Steffen; DIW Berlin Maximilian Podstawski; DIW Berlin |
| presented by: Christoph Grosse Steffen, DIW Berlin |
| Session 88: Factor Models: Estimation and Inference June 24, 2016 16:10 to 17:30 U6-39 |
| Session type: contributed |
| Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models |
| By Jakob Mikkelsen; Aarhus University Eric Hillebrand; Aarhus University Giovanni Urga; Cass Business School |
| presented by: Eric Hillebrand, Aarhus University |
| Generalized Efficient Inference on Factor Models with Long-Range Dependence |
| By Yunus Emre Ergemen; CREATES, Aarhus University |
| presented by: Yunus Emre Ergemen, CREATES, Aarhus University |
| Evaluating Restricted Common Factor models for non-stationary data |
| By Francesca Di Iorio; Università di Napoli Federico II Stefano Fachin; University of Rome |
| presented by: Stefano Fachin, University of Rome |
| Session 89: Topics in Financial Econometrics (1) June 24, 2016 16:10 to 17:30 U6-35 |
| Session type: contributed |
| A TEST OF GENERAL ASYMMETRIC DEPENDENCE |
| By Lei Jiang; Tsinghua University Esfandiar Maasoumi; Emory Jiening Pan; Nankai University Ke Wu; Renmin University of China |
| presented by: Jiening Pan, Nankai University |
| Ex-post Risk Premia Tests using Individual Stocks: The IV-GMM solution to the EIV problem |
| By Soohun Kim; Georgia Institute of Technology Georgios Skoulakis; University of British Columbia |
| presented by: Georgios Skoulakis, University of British Columbia |
| Nonparametric State-Price Density Estimation using High Frequency Data (CANCELLED) |
| By Jeroen Dalderop; University of Cambridge |
| presented by: Jeroen Dalderop, University of Cambridge |
| Multivariate return decomposition: theory and implications |
| By Stanislav Anatolyev; New Economic School Nikolay Gospodinov; Federal Reserve Bank of Atlanta |
| presented by: Stanislav Anatolyev, CERGE-EI and New Economic School |
| Session 90: Monetary Policy Reaction Functions June 24, 2016 16:10 to 17:30 U6-34 |
| Session type: contributed |
| Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis |
| By Knut Are Aastveit; Norges Bank Francesco Furlanetto; Norges Bank Francesca Loria; European University Institute |
| presented by: Knut Are Aastveit, Norges Bank |
| Do central banks respond timely to developments in the global economy? |
| By Hilde Bjornland; BI Norwegian Business School Leif Anders Thorsrud; BI Norwegian Business School Sepideh Zahiri; BI Norwegian Business School |
| presented by: Hilde Bjornland, BI Norwegian Business School |
| A shadow policy rate to calibrate US monetary policy at the zero lower bound |
| By Marco Lombardi; Bank for International Settlements Feng Zhu; Bank for International Settlements |
| presented by: Marco Lombardi, Bank for International Settlements |
| Do Estimated Taylor Rules Suffer from Weak Identification? |
| By Juan Urquiza; Pontificia Universidad Catolica de Chile Christian Murray; University of Houston |
| presented by: Juan Urquiza, Pontificia Universidad Catolica de Chile |
| Session 91: Dynamics of Labor Supply June 24, 2016 16:10 to 17:30 U6-38 |
| Session type: contributed |
| An Analysis of the Australian Social Security System using a Life-Cycle Model of Labor Supply with Asset Accumulation and Human Capital |
| By Fedor Iskhakov; University of New South Wales Michael Keane; University of Oxford |
| presented by: Fedor Iskhakov, University of New South Wales |
| Labor Supply of Mothers: The Role of Time Discounting |
| By Ulrich Schneider; DIW Berlin Luke Haywood; DIW Berlin Peter Haan; DIW Berlin, FU Berlin |
| presented by: Ulrich Schneider, DIW Berlin |
| The Life Cycle Effects of Pension Reforms: A Structural Approach |
| By Claudio Daminato; University of Verona Mario Padula |
| presented by: Claudio Daminato, University of Verona |
| Home Production and Retirement in Couples: A Panel Data Analysis |
| By Eric Bonsang Arthur van Soest; Tilburg University |
| presented by: Arthur van Soest, Tilburg University |
| Session 92: Bad behavior June 24, 2016 16:10 to 17:30 U6-37 |
| Session type: contributed |
| The Effect of Indoor Prostitution on Sex Crime |
| [slides] |
| By Riccardo Ciacci; EUI |
| presented by: Riccardo Ciacci, EUI |
| Bullying among Adolescents: The Role of Cognitive and Non-Cognitive Skills |
| By Miguel Sarzosa; Purdue University Sergio Urzua; University of Maryland, College Park |
| presented by: Miguel Sarzosa, Purdue University |
| Bad Behavior: Delinquency, Arrest and Early School Leaving |
| By Jenny Williams; University of Melbourne Shannon Ward; University of Melbourne Jan Van Ours; Tilburg University |
| presented by: Jenny Williams, University of Melbourne |
| Criminal Discount Factors and Deterrence |
| By Giovanni Mastrobuoni; University of Essex David Rivers; University of Western Ontario |
| presented by: Giovanni Mastrobuoni, University of Essex |
| Session 93: Topics in Monetary Policy (2) June 24, 2016 16:10 to 17:30 U6-40 |
| Session type: contributed |
| The Financial Stability Dark Side of Monetary Policy |
| By Piergiorgio Alessandri; Banca d’Italia Antonio Conti; Bank of Italy Fabrizio Venditti; Banca d’Italia |
| presented by: Antonio Conti, Bank of Italy |
| Financial Imbalances, Macroeconomic Vulnerabilities, and Monetary Policy |
| By David Aikman; Bank of England Andreas Lehnert; Federal Reserve Board Nellie Liang; Federal Reserve Board Michele Modugno; Federal Reserve Board of Governors |
| presented by: Michele Modugno, Federal Reserve Board of Governors |
| Were the ECB announcements Odyessean or Delphic? |
| By Philippe Andrade; Banque de France Filippo Ferroni; Banque de France |
| presented by: Filippo Ferroni, European Commission |
| Monetary policy, uncertainty and gross capital flows: A mixed frequency approach |
| By Emanuele Bacchiocchi; University of Milan Andrea Bastianin; University of Milan-Bicocca Alessandro Missale; University of Milan Eduardo Rossi; University of Pavia |
| presented by: Emanuele Bacchiocchi, University of Milan |
| Session 94: Education: Policy Evaluations June 24, 2016 16:10 to 17:30 U6-36 |
| Session type: contributed |
| Whom did Sekolah Desar INPRES benefit? |
| By Tushar Bharati; University of Southern California Seungwoo Chin; University of Southern California Dawoon Jung; University of Southern California |
| presented by: Tushar Bharati, University of Southern California |
| Can Technology Overcome Social Disadvantage of School Children’s Learning Outcomes? Evidence from a Large Scale Experiment in India |
| By Gopal Naik; Indian Institute of Management Chetan Chitre; IIM Bangalore Manaswini Bhalla; Indian Institute of Management, Bangalore Jothsna Rajan; IIM Bangalore |
| presented by: Chetan Chitre, IIM Bangalore |
| Student Matching and Tracking under Accountability: Evidence from No Child Left Behind |
| By Michael Gilraine; University of Toronto |
| presented by: Michael Gilraine, University of Toronto |
| Short-Term Effects of Secondary School Tracking in Germany: A Dis-Aggregated Synthetic Control Approach |
| By Aderonke Osikominu; University of Hohenheim Gregor Pfeifer; U Hohenheim Kristina Strohmaier; Ruhr University Bochum |
| presented by: Gregor Pfeifer, U Hohenheim |
| Session 95: Time Series Models (4) June 24, 2016 16:10 to 17:30 U6-32 |
| Session type: contributed |
| Assessing Causality and Delay within a Frequency Band |
| By Joerg Breitung; University of Cologne Sven Schreiber; Hans Böckler Foundation, and Free U Ber |
| presented by: Sven Schreiber, Hans Böckler Foundation, and Free U Ber |
| Testing for independence and representing auto-dependence |
| By Matteo Pelagatti; Università degli Studi di Milano-Bicocc |
| presented by: Matteo Pelagatti, Università degli Studi di Milano-Bicocc |
| Discovering common trends in a large set of disaggregates: statistical procedures and their properties |
| By Guillermo Carlomagno; Carlos III Antoni Espasa; University Carlos III |
| presented by: Guillermo Carlomagno, Carlos III |
| Matrix Inequality Constraints for Vector Asymmetric Power HEAVY/MEM/GARCH Models and some New Mixture Formulations |
| By Menelaos Karanasos; Brunel University Y. Xu; Cardiff University |
| presented by: Menelaos Karanasos, Brunel University |
| Session 96: Topics in Empirical Finance (2) June 25, 2016 10:10 to 11:30 U6-40 |
| Session type: contributed |
| Pricing Short-Term Market Risk: Evidence from Weekly Options |
| By Torben Andersen; Northwestern University Kellogg School of Management Nicola Fusari; Johns Hopkins Carey Business School Viktor Todorov; Kellogg School of Management, Northwestern |
| presented by: Nicola Fusari, Johns Hopkins Carey Business School |
| Financial Crises and the Dynamic Linkages Between Stock and Bond Returns |
| By Faek Menla Ali; Brunel University London Sercan Eraslan; Hamburg University |
| presented by: Sercan Eraslan, Hamburg University |
| CoRisk: measuring systemic risk through default probability contagion |
| By Laura Parisi; University of Pavia |
| presented by: Laura Parisi, University of Pavia |
| Macroeconomic expectations and the time-varying stock-bond correlation: international evidence (CANCELLED) |
| By Christian Conrad; University of Heidelberg |
| presented by: Christian Conrad, University of Heidelberg |
| Session 97: Topics Empirical Macroeconomics (3) June 25, 2016 10:10 to 11:30 U6-34 |
| Session type: contributed |
| Aging of the Baby Boomers: Demographics and Propagation of Tax Shocks |
| By Domenico Ferraro; Arizona State University Giuseppe Fiori; North Carolina State University |
| presented by: Giuseppe Fiori, North Carolina State University |
| The Q theory of investment: new evidence from a time-frequency analysis |
| By Fabio Verona; Bank of Finland |
| presented by: Fabio Verona, Bank of Finland |
| Ambiguous Information, Permanent Income, and Consumption Fluctuations |
| By Donghoon Yoo; University of Lausanne |
| presented by: Donghoon Yoo, University of Lausanne |
| Empirical evidence on the Euler equation for consumption and output in the US |
| By Guido Ascari; University of Oxford Leandro Magnusson; University of Western Australia Sophocles Mavroeidis; Oxford University |
| presented by: Leandro Magnusson, University of Western Australia |
| Session 98: Inflation Dynamics June 25, 2016 10:10 to 11:30 U6-42 |
| Session type: contributed |
| Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility |
| By Elmar Mertens; Federal Reserve Board James Nason; North Carolina State University |
| presented by: Elmar Mertens, Federal Reserve Board |
| International dynamics of inflation expectations |
| By Aleksei Netsunajev; Freie Universitat Berlin Lars Winkelmann; Freie Universität Berlin |
| presented by: Lars Winkelmann, Freie Universität Berlin |
| The Joint Dynamics of the U.S. and Euro-area Inflation: Expectations and Time-varying Uncertainty |
| By Olesya Grishchenko; Board of Governors of the Federal Reserve System Sarah Mouabbi; Banque de France Jean-Paul RENNE; HEC Lausanne |
| presented by: Sarah Mouabbi, Banque de France |
| Inflation convergence in the EMU and the link between inflation differentials and their uncertainty |
| By Panagiotis Koutroumpis; Brunel University |
| presented by: Panagiotis Koutroumpis, Brunel University |
| Session 99: Price Inflation (2) June 25, 2016 10:10 to 11:30 U6-41 |
| Session type: contributed |
| Ambiguity, Monetary Policy and Trend Inflation |
| By Riccardo Maria Masolo; Bank of England Francesca Monti; Bank of England |
| presented by: Francesca Monti, Bank of England |
| Price Level Dispersion versus Inflation Rate Dispersion: Evidence from Three Countries |
| By Christopher Hajzler; Bank of Canada David Fielding; University of Otago James MacGee; University of Western Ontario |
| presented by: Christopher Hajzler, Bank of Canada |
| Do long term interest rates drive GDP and inflation in small open economies? Evidence from Poland |
| By Grzegorz Wesołowski; Warsaw School of Economics |
| presented by: Grzegorz Wesołowski, Warsaw School of Economics |
| Forecasting Inflation: Phillips Curve Effects on Services Price Measures |
| By Saeed Zaman; Federal Reserve Bank of Cleveland Ellis Tallman; Oberlin College |
| presented by: Saeed Zaman, Federal Reserve Bank of Cleveland |
| Session 100: Topics in Time Series and Topics in Bank Risk June 25, 2016 10:10 to 11:30 U6-33 U6-37 |
| Session type: contributed |
| Inversion Copulas from Nonlinear State Space Models |
| By Michael Smith; University of Melbourne |
| presented by: Michael Smith, University of Melbourne |
| The adaptive Lasso for Specifying Autoregressive Moving-Average Models |
| By Christian Kascha; University of Zurich |
| presented by: Christian Kascha, University of Zurich |
| Specification testing in Hawkes models |
| By Francine Gresnigt; Erasmus University Rotterdam |
| presented by: Francine Gresnigt, Erasmus University Rotterdam |
| Big data models of bank risk contagion |
| [slides] |
| By Paola Cerchiello Paolo Giudici; University of Pavia |
| presented by: Paolo Giudici, University of Pavia |
| Session 101: Structural VARs (3) June 25, 2016 10:10 to 11:30 U6-33 |
| Session type: contributed |
| A quasi-Bayesian nonparametric approach to time varying parameter VAR models |
| By Katerina Petrova; Queen Mary University London |
| presented by: Katerina Petrova, Queen Mary University London |
| Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression |
| By Markku Lanne; University of Helsinki Jani Luoto; University of Helsinki |
| presented by: Jani Luoto, University of Helsinki |
| A Bayesian Infi nite Hidden Markov Structural Vector Autoregressive Model |
| By Didier Nibbering; Erasmus University Rotterdam Richard Paap; Erasmus University Rotterdam Michel van der Wel; Erasmus University Rotterdam |
| presented by: Didier Nibbering, Erasmus University Rotterdam |
| On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models. |
| By Anton Velinov; DIW Berlin |
| presented by: Anton Velinov, DIW Berlin |
| Session 102: Difference-in-differences June 25, 2016 10:10 to 11:30 U6-39 |
| Session type: contributed |
| The effect of innovation on quality and prices: Evidence from the French fish market |
| By Laurent Gobillon; Paris School of Economics François-Charles Wolff; University of Nantes |
| presented by: François-Charles Wolff, University of Nantes |
| Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity |
| By Bruno Ferman; Sao Paulo School of Economics – FGV Cristine Pinto; São Paulo School of Economics – EESP/FGV |
| presented by: Bruno Ferman, Sao Paulo School of Economics – FGV |
| The changes-in-changes model with covariates |
| By Blaise Melly; University of Bern Giulia Santangelo; European Commission – Joint Research Centre |
| presented by: Giulia Santangelo, European Commission – Joint Research Centre |
| Difference-in-Differences Inference with Few Treated Clusters |
| By James MacKinnon; Queen’s University Matthew Webb; Carleton University |
| presented by: Matthew Webb, Carleton University |
| Session 103: Topics in Financial Econometrics (2) June 25, 2016 10:10 to 11:30 U6-30 |
| Session type: contributed |
| Vector Error Correction Model in Diverging Dimensions with Application in High Frequency Trading Data |
| By Chong Liang; Karlsruhe Institute of Technology Melanie Schienle; Karlsuhe Institute of Technology |
| presented by: Chong Liang, Karlsruhe Institute of Technology |
| Measuring transaction costs in the absence of time stamps |
| By Filip Zikes; Federal Reserve Board |
| presented by: Filip Zikes, Federal Reserve Board |
| Posterior Inference for Portfolio Weights |
| By Christoph Frey; University of Konstanz Winfried Pohlmeier; UNIVERSITY OF KONSTANZ Stefan Voigt; WU Vienna |
| presented by: Christoph Frey, University of Konstanz |
| Modelling financial contagion using high frequency data |
| By Wenying Yao; Monash University Mardi Dungey; University of Tasmania |
| presented by: Wenying Yao, Monash University |
| Session 104: Monetary Policy: Channels of Influence June 25, 2016 10:10 to 11:30 |
| Session type: contributed |
| The Mortgage Credit Channel of Macroeconomic Transmission |
| By Daniel Greenwald; New York University |
| presented by: Daniel Greenwald, New York University |
| The credit channel during times of financial stress: A time varying VAR analysis |
| By Geraldine Dany; Halle Institute for Economic Research |
| presented by: Geraldine Dany, Halle Institute for Economic Research |
| Heterogeneity in euro area monetary policy transmission: results from a large multi-country BVAR model |
| By Martin Mandler; Deutsche Bundesbank Michael Scharnagl; Deutsche Bundesbank |
| presented by: Michael Scharnagl, Deutsche Bundesbank |
| Cross-Border Bank Funding Shocks and the Bank Lending Channel in a Monetary Union: Evidence from Slovenia |
| By Uroš Herman; Goethe University Frankfurt Matija Lozej; Central Bank of Ireland |
| presented by: Matija Lozej, Central Bank of Ireland |
| Session 105: Preferences and Expectations June 25, 2016 10:10 to 11:30 U6-35 |
| Session type: contributed |
| Individual risk and time preferences: a joint task approach |
| By Mitzi Perez; Tilburg University |
| presented by: Mitzi Perez, Tilburg University |
| Does education affect time preference? |
| By Dawoon Jung; University of Southern California Tushar Bharati; University of Southern California Seungwoo Chin; University of Southern California |
| presented by: Dawoon Jung, University of Southern California |
| Test-retest reliability of subjective survival expectations |
| By Jochem de Bresser; University of Groningen |
| presented by: Jochem de Bresser, University of Groningen |
| Women, confidence, and financial literacy |
| By Tabea Bucher-Koenen; Max-Planck-Institute for Social Law and Rob Alessie; University of Groningen Annamaria Lusardi; George Washington University Maarten van Rooij |
| presented by: Tabea Bucher-Koenen, Max-Planck-Institute for Social Law and |
| Session 106: Heterogeneous coefficients June 25, 2016 10:10 to 11:30 U6-32 |
| Session type: contributed |
| Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach |
| By Xiaohui Zhang; Murdoch University |
| presented by: Xiaohui Zhang, Murdoch University |
| Modeling Heterogeneity by Structural Varying Coecients Models |
| By Giacomo Benini; Université de Genève |
| presented by: Giacomo Benini, Université de Genève |
| Estimating individual effects and their spatial spillovers in linear panel data models |
| By Karen Alejandra Miranda Gualdrón; Universitat Rovira i Virgili Oscar Martinez; Roviria i Virgili University Miguel Manjón; URV |
| presented by: Karen Alejandra Miranda Gualdrón, Universitat Rovira i Virgili |
| Efficient and rate optimal estimation and inference in nonparametric varying coefficient panel data models |
| By Juan Rodriguez-Poo; Universidad de Cantabria Alexandra Soberon; Universidad de Cantabria Winfried Stute; JLU Gießen |
| presented by: Alexandra Soberon, Universidad de Cantabria |
| Session 107: IAAE Invited Lecture: Peter CB Phillips (Yale University) June 22, 2016 13:45 to 14:45 |
| Session type: invited |
| Session 108: Special Keynote Lecture on the Next Convergence – Michael Spence (New York Stern and Standford University) June 22, 2016 18:15 to 21:30 |
| Session type: invited |
| Session 109: FBoF Keynote Lecture: Peter Arcidiacono (Duke University) June 23, 2016 9:00 to 10:00 |
| Session type: invited |
| Session 110: BoI – Carlo Giannini Memorial Lecture: Andrew Patton (Duke University) June 23, 2016 12:00 to 13:00 |
| Session type: invited |
| Session 111: Special Keynote Lecture on Oil Booms and Busts and the Global Economy – Hashem Pesaran (Cambridge University & USC Dornsife) June 23, 2016 18:15 to 21:30 Aula Magna |
| [slides] |
| Session type: invited |
| Session 112: CCA Keynote Lecture: Giorgio Primiceri (Northwestern University) June 24, 2016 9:00 to 10:00 |
| Session type: invited |
| Session 113: SIdE/IEA Keynote Lecture: Francesca Molinari (Cornell University) June 24, 2016 12:00 to 13:00 Aula Magna |
| Session type: invited |
| Session 114: DEMS Keynote Lecture: Aureo de Paula (University College London) June 25, 2016 9:00 to 10:00 Aula Magna |
| Session type: invited |
| Session 115: Poster session: Micro June 23, 2016 13:30 to 14:15 |
| Session type: poster |
| Lifetime Income Inequality: quantile treatment effect of retirement on the distribution of lifetime income. |
| [slides] |
| By Malgorzata Karolina Kozlowska; Tor Vergata University of Rome |
| presented by: Malgorzata Karolina Kozlowska, Tor Vergata University of Rome |
| Catching-up, leapfrogging, and falling-back in economic growth – A nonparametric approach |
| By Harry Haupt; University of Passau Joachim Schnurbus; University of Passau Willi Semmler; New School NY, University of Bielefeld |
| presented by: Harry Haupt, University of Passau |
| Backward Imputation of Financial Household Wealth |
| [slides] |
| By Raun Ooijen; University of Groningen, Netspar Rob Alessie; University of Groningen |
| presented by: Raun Van Ooijen, University of Groningen |
| Identification and Estimation of Spatial Autoregressive Models with Common Factors |
| By Cynthia Yang; University of Southern California |
| presented by: Cynthia Yang, University of Southern California |
| A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade |
| By Rodolfo Metulini; Scuola Superiore Sant’Anna Roberto Patuelli; University of Bologna Daniel Griffith; University of Texas at Dallas |
| presented by: Roberto Patuelli, University of Bologna |
| Auctioning Charitable Giving: An Investigation of the Revenue Effect of Donation in Online Auctions |
| By Michele Fioretti; University of Southern California |
| presented by: Michele Fioretti, University of Southern California and USC Dornsife INET |
| Why do Ugandan NGO diversify? Pecuniary and Private Benefits |
| By Canh Thien Dang; University of Nottingham |
| presented by: Canh Thien Dang, University of Nottingham |
| Would you vote for me if I lower your taxes? |
| By Matteo Alpino; University of Oslo |
| presented by: Matteo Alpino, University of Oslo |
| Bias in Estimating the Tax-Price Elasticity of Charity Donations on Survey Data |
| By Peter Backus; University of Manchester Nicky Grant; University of Manchester |
| presented by: Peter Backus, University of Manchester |
| Household Mortgage Choice with Dual-rate VRMs and Short-term FRMs |
| By Katya Kartashova; Bank of Canada |
| presented by: Katya Kartashova, Bank of Canada |
| Congestion in the maternity ward: Keep calm and call the surgeon |
| By Gabriel Facchini; European University Institute |
| presented by: Gabriel Facchini, European University Institute |
| Session 116: Poster — Macro/Finance/Time Series June 24, 2016 13:30 to 14:15 |
| Session type: poster |
| The Macroeconomic Implications of Credit Rating Shocks in Southern Europe: Identification through Narrative Approach |
| By Germano Ruisi; Queen Mary, University of London |
| presented by: Germano Ruisi, Queen Mary, University of London |
| IMF programs and sensitivity to external shocks: a Bayesian VAR approach |
| By Mirela Miescu; PhD student at Queen Mary University of London YES POSTER |
| presented by: Mirela Miescu, PhD student at Queen Mary University of London YES POSTER |
| Nowcasting with Big Data: is Google useful in Presence of other Information? |
| By Xinyuan Li; London Business School |
| presented by: Xinyuan Li, London Business School |
| Testing and Selecting Local Proper Scoring Rules |
| [slides] |
| By Emilio Zanetti Chini; University of Pavia |
| presented by: Emilio Zanetti Chini, University of Pavia |
| Nowcasting Mexican GDP |
| By Alberto Caruso; Universitè Libre de Bruxelles |
| presented by: Alberto Caruso, Universitè Libre de Bruxelles |
| Macroeconomic stress{testing with nonlinear BVARs |
| By Sinem Hacioglu Hoke; Bank of England Ching Wai Chiu; Bank of England |
| presented by: Sinem Hacioglu Hoke, Bank of England |
| Estimating the effects of global uncertainty in open economies |
| By Silvia Delrio; Ca’ Foscari University of Venice |
| presented by: Silvia Delrio, Ca’ Foscari University of Venice |
| News Shocks: Different Effects in Boom and Recession? |
| By Maria Bolboaca Sarah Fischer; University of Bern |
| presented by: Sarah Fischer, University of Bern |
| Nowcasting the Japanese economy |
| By Daniela Bragoli; Università Cattolica Milano |
| presented by: Daniela Bragoli, Università Cattolica Milano |
| A Dynamic Multi-Level Factor Model with Long-Range Dependence |
| By Carlos Rodríguez Caballero; CREATES. Aarhus University Yunus Emre Ergemen; CREATES, Aarhus University |
| presented by: Carlos Rodríguez Caballero, CREATES. Aarhus University |
| Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters |
| By Matthias Hartmann; Heidelberg University Alexander Glas; Heidelberg University |
| presented by: Alexander Glas, Heidelberg University |
| The Time Varying Transmission of Monetary Policy Surprises |
| By Pascal Paul; University of Oxford |
| presented by: Pascal Paul, University of Oxford |
| An entropy-based early warning indicator for systemic risk |
| By Monica Billio; Università di Venezia Roberto Casarin; University Ca’ Foscari of Venice Michele Costola; Ca’ Foscari University of Venice |
| presented by: Michele Costola, Ca’ Foscari University of Venice |
| Global Currency Hedging with Dynamic Copulas |
| By Sander Barendse; Erasmus University Rotterdam |
| presented by: Sander Barendse, Erasmus University Rotterdam |
| Optimal linear prediction of stochastic trends (and cycles) |
| By Alessandro Giovannelli; Università di Roma Tor Vergata Tommaso Proietti; Università degli Studi di Roma |
| presented by: Alessandro Giovannelli, Università di Roma Tor Vergata |
| U.S. Wage Growth in the Aftermath of Deep Recessions: The Roles of Inflation and Unemployment |
| By Luiggi Donayre; University of Minnesota – Duluth Irina Panovska; Lehigh University |
| presented by: Luiggi Donayre, University of Minnesota – Duluth |
| Evaluating market’s contribution to price discovery for High-Frequeny Co-listed assets |
| By Christian Nguenang; Toulouse School of Economics |
| presented by: Christian Nguenang, Toulouse School of Economics |
| Mixed-frequency models for tracking short-term economic developments in Switzerland |
| By Alain Galli; Swiss National Bank and University of Bern Christian Hepenstrick; Swiss National Bank Rolf Scheufele; Swiss National Bank |
| presented by: Christian Hepenstrick, Swiss National Bank |
| # | Participant | Roles in Conference |
|---|---|---|
| 1 | Aastveit, Knut Are | P90 |
| 2 | Abay, Kibrom | P19 |
| 3 | Abbate, Angela | P40 |
| 4 | Abe, Yukiko | P54 |
| 5 | Abi Morshed, Alaa | P86 |
| 6 | Adamopoulou, Effrosyni | P66 |
| 7 | Aktas, Koray | P36 |
| 8 | Al-Sabah, khansa | P12 |
| 9 | Alessie, Rob | P13 |
| 10 | Alexeev, Vitali | P10 |
| 11 | Aliprantis, Dionissi | P12 |
| 12 | Alpino, Matteo | P115 |
| 13 | Altavilla, Carlo | P30 |
| 14 | Amand, Marnix | P72 |
| 15 | Amisano, Gianni | P7 |
| 16 | Anatolyev, Stanislav | P89 |
| 17 | Andreou, Elena | P86 |
| 18 | Aoki, Yu | P54 |
| 19 | Arduini, Tiziano | P70 |
| 20 | Atella, Vincenzo | P44 |
| 21 | Avdic, Daniel | P44 |
| 22 | Aydede, Yigit | P54 |
| 23 | Bacchiocchi, Emanuele | P93 |
| 24 | Backman, Claes | P31 |
| 25 | Backus, Peter | P115 |
| 26 | Baiardi, Donatella | P59 |
| 27 | Baillie, Richard | P8 |
| 28 | Banerjee, Anindya | P48 |
| 29 | Barbaglia, Luca | P83 |
| 30 | barbarino, alessandro | P47 |
| 31 | Barendse, Sander | P116 |
| 32 | Barrdear, John | P40 |
| 33 | Bartalotti, Otavio | P79 |
| 34 | Bauer, Gregory | P15 |
| 35 | Been, Jim | P46 |
| 36 | Benini, Giacomo | P106 |
| 37 | Benzoni, Luca | P77 |
| 38 | Bergholt, Drago | P34 |
| 39 | Bertoni, Marco | P13 |
| 40 | Bessec, Marie | P64 |
| 41 | Bhalotra, Sonia | P1 |
| 42 | Bharati, Tushar | P94 |
| 43 | Bianchi, Daniele | P39 |
| 44 | Bianchi, Francesco | P9 |
| 45 | Bjornland, Hilde | P90 |
| 46 | Bléhaut, Marianne | P31 |
| 47 | Bluhm, Richard | P19 |
| 48 | Bonomolo, Paolo | P14 |
| 49 | Bordon, Paola | P55 |
| 50 | Boswijk, Peter | P10 |
| 51 | Botosaru, Irene | P56 |
| 52 | Braccini, Lorenzo | P77 |
| 53 | Bragoli, Daniela | P116 |
| 54 | braione, manuela | P52 |
| 55 | Brownlees, Christian | P70 |
| 56 | Brunetti, Celso | P33 |
| 57 | Brutti, Zelda | P82 |
| 58 | Bucher-Koenen, Tabea | P105 |
| 59 | Busetti, Fabio | P11 |
| 60 | Canepa, Alessandra | P23 |
| 61 | Cao, Shuo | P35 |
| 62 | Caporin, Massimiliano | P77 |
| 63 | Carlomagno, Guillermo | P95 |
| 64 | Carriero, Andrea | P84 |
| 65 | Carrino, Ludovico | P44 |
| 66 | Caruso, Alberto | P116 |
| 67 | Cascaldi-Garcia, Danilo | P35 |
| 68 | Castro, Juan F. | P21 |
| 69 | Catania, Leopoldo | P50 |
| 70 | Cavallo, Michele | P84 |
| 71 | Cesa-Bianchi, Ambrogio | P23 |
| 72 | Chang, Yoosoon | P42 |
| 73 | Chauvet, Marcelle | P26 |
| 74 | Chen, Han | P75 |
| 75 | Chevillon, Guillaume | P60 |
| 76 | Chitre, Chetan | P94 |
| 77 | Cho, Sung-Jin | P19 |
| 78 | Chu, Chi-Yang | P37 |
| 79 | Chudik, Alexander | P22 |
| 80 | Chyruk, Olena | P15 |
| 81 | Ciacci, Riccardo | P92 |
| 82 | Cimadomo, Jacopo | P26 |
| 83 | Cipollini, Andrea | P51 |
| 84 | Commault, Jeanne | P2 |
| 85 | Conrad, Christian | P96 |
| 86 | Conti, Antonio | P93 |
| 87 | Cornea-Madeira, Adriana | P17 |
| 88 | Corradi, Valentina | P74 |
| 89 | Costola, Michele | P116 |
| 90 | Crossley, Thomas | P19 |
| 91 | d’Addona, Stefano | P34 |
| 92 | Dalderop, Jeroen | P89 |
| 93 | Daminato, Claudio | P91 |
| 94 | Dang, Canh Thien | P115 |
| 95 | Dany, Geraldine | P104 |
| 96 | Davezies, Laurent | P79 |
| 97 | de Bresser, Jochem | P105 |
| 98 | De Nadai, Michele | P36 |
| 99 | De Vos, Ignace | P58 |
| 100 | De Winne, Jasmien | P9 |
| 101 | Del Negro, Marco | P43 |
| 102 | Delle Monache, Davide | P47 |
| 103 | Delrio, Silvia | P116 |
| 104 | Denderski, Piotr | P80 |
| 105 | Depalo, Domenico | P24 |
| 106 | Di Addario, Sabrina | P56 |
| 107 | Diaz, Carlos | P86 |
| 108 | DiCecio, Riccardo | P38 |
| 109 | Donayre, Luiggi | P116 |
| 110 | Dong, Yingying | P85 |
| 111 | Drepper, Bettina | P17 |
| 112 | Dunbar, Geoffrey | P4 |
| 113 | Dvorkin, Maximiliano | P34 |
| 114 | Ellwanger, Reinhard | P83 |
| 115 | Enders, Zeno | P14 |
| 116 | Eraslan, Sercan | P96 |
| 117 | Erdemlioglu, Deniz | P10 |
| 118 | Ergemen, Yunus Emre | P88 |
| 119 | Estrada, Ricardo | P36 |
| 120 | Exterkate, Peter | P11 |
| 121 | Facchini, Gabriel | P115 |
| 122 | Fachin, Stefano | P88 |
| 123 | Fanelli, Luca | P75 |
| 124 | Fang, Ying | P58 |
| 125 | Ferman, Bruno | P102 |
| 126 | Ferroni, Filippo | P93 |
| 127 | Fervers, Lukas | P45 |
| 128 | Figueres, Juan | P61 |
| 129 | Fioretti, Michele | P115 |
| 130 | Fiori, Giuseppe | P97 |
| 131 | Fiorini, Mario | P79 |
| 132 | Fischer, Sarah | P116 |
| 133 | Foerster, Andrew | P43 |
| 134 | Forneron, Jean-Jacques | P63 |
| 135 | Foroni, Claudia | P49 |
| 136 | Fossati, Sebastian | P41 |
| 137 | Frey, Christoph | P103 |
| 138 | Furlanetto, Francesco | P5 |
| 139 | Furtuna, Oana | P14 |
| 140 | Fusari, Nicola | P96 |
| 141 | gallo, giampiero | P67 |
| 142 | Galvao, Ana Beatriz | P38 |
| 143 | Gautier, Eric | P70 |
| 144 | Gayle, George-Levi | P29 |
| 145 | Gätjen, Rebekka | P57 |
| 146 | Gómez-Loscos, Ana | P64 |
| 147 | Giacomini, Raffaella | P63 |
| 148 | Giannone, Domenico | P18 |
| 149 | Gilraine, Michael | P94 |
| 150 | Giovannelli, Alessandro | P116 |
| 151 | Girardi, Daniele | P59 |
| 152 | Girotti, Mattia | P25 |
| 153 | Giudici, Paolo | P100 |
| 154 | Glas, Alexander | P116 |
| 155 | Goncalves, Silvia | P16 |
| 156 | Gonzalez, Fidel | P68 |
| 157 | Gonzalo, Jesus | P16 |
| 158 | Grassi, Stefano | P60 |
| 159 | Gravert, Jan Hendrik | P69 |
| 160 | Greenwald, Daniel | P104 |
| 161 | Gresnigt, Francine | P100 |
| 162 | Grosse Steffen, Christoph | P87 |
| 163 | Gualdani, Cristina | P4 |
| 164 | Guber, Raphael | P21 |
| 165 | Gungor, Sermin | P51 |
| 166 | Hachula, Michael | P30 |
| 167 | Hacioglu Hoke, Sinem | P116 |
| 168 | Hajzler, Christopher | P99 |
| 169 | Haliassos, Michael | C12, P12 |
| 170 | Hamidi Sahneh, Mehdi | P28 |
| 171 | Hansen, Bruce | P18 |
| 172 | Haug, Alfred | P73 |
| 173 | Haupt, Harry | P115 |
| 174 | Hecq, Alain | P50 |
| 175 | Heinisch, Dominik | P4 |
| 176 | Henderson, Daniel | P85 |
| 177 | Herrmann, Fabian | P35 |
| 178 | Hillebrand, Eric | P88 |
| 179 | Hirose, Yasuo | P75 |
| 180 | Holm, Martin | P2 |
| 181 | Homrighausen, Pia | P45 |
| 182 | Hory, Marie-Pierre | P73 |
| 183 | Huber, Stefanie | P20 |
| 184 | Hubrich, Kirstin | P9 |
| 185 | Huidrom, Raju | P73 |
| 186 | Ibragimov, Rustam | P67 |
| 187 | Iskhakov, Fedor | P91 |
| 188 | Issler, Joao | P33 |
| 189 | Istrefi, Klodiana | P61 |
| 190 | Jarocinski, Marek | P40 |
| 191 | Jentsch, Carsten | P50 |
| 192 | Jia, Zhiyang | P69 |
| 193 | Joëts, Marc | P83 |
| 194 | Jung, Dawoon | P105 |
| 195 | Justiniano, Alejandro | P43 |
| 196 | Karanasos, Menelaos | P95 |
| 197 | Kartashova, Katya | P115 |
| 198 | Kascha, Christian | P100 |
| 199 | Kaufmann, Sylvia | P65 |
| 200 | Kösler, Markus | P10 |
| 201 | Keijsers, Bart | P77 |
| 202 | Kim, Kyoo il | P25 |
| 203 | Kitagawa, Toru | P7 |
| 204 | Knüppel, Malte | P62 |
| 205 | Knoef, Marike | P46 |
| 206 | Kole, Erik | P51 |
| 207 | Koutroumpis, Panagiotis | P98 |
| 208 | Kozbur, Damian | P37 |
| 209 | Kozlowska, Malgorzata Karolina | P115 |
| 210 | Krause, Thomas | P31 |
| 211 | Krehlik, Tomas | P57 |
| 212 | Kruse, Robinson | P41 |
| 213 | Kurozumi, Eiji | P8 |
| 214 | Laffers, Lukas | P24 |
| 215 | Lahiri, Kajal | P68 |
| 216 | Lakdawala, Aeimit | P5 |
| 217 | lalanne, marie | P4 |
| 218 | Laliotis, Ioannis | P68 |
| 219 | Larsen, Vegard | P87 |
| 220 | Lastauskas, Povilas | P65 |
| 221 | Lavergne, Pascal | P37 |
| 222 | Le Roux, Jeanne | P2 |
| 223 | Lee, Jungyoon | P17 |
| 224 | Lee, Ying-Ying | P85 |
| 225 | Leiva-Leon, Danilo | P80 |
| 226 | Lenza, Michele | P59 |
| 227 | Levell, Peter | P20 |
| 228 | Li, Xinyuan | P116 |
| 229 | Li, Chuhui | P44 |
| 230 | Liang, Chong | P103 |
| 231 | Lieli, Robert | P62 |
| 232 | Lombardi, Marco | P90 |
| 233 | Loria, Francesca | P23 |
| 234 | Lozej, Matija | P104 |
| 235 | Lu, Zhentong | P25 |
| 236 | Luciani, Matteo | P16 |
| 237 | Lunsford, Kurt | P28 |
| 238 | Luoto, Jani | P101 |
| 239 | Lutkepohl, Helmut | P76 |
| 240 | Lychagin, Sergey | P36 |
| 241 | Magnusson, Leandro | P97 |
| 242 | Mairesse, Jacques | P32 |
| 243 | Malec, Peter | P52 |
| 244 | Manner, Hans | P41 |
| 245 | Marcellino, Massimiliano | P6 |
| 246 | Marchenko, Maria | P66 |
| 247 | Martin, Gael | P63 |
| 248 | Masolo, Riccardo Maria | P75 |
| 249 | Massacci, Daniele | P47 |
| 250 | Mastrobuoni, Giovanni | P92 |
| 251 | Mastromarco, Camilla | P3 |
| 252 | Mazrekaj, Deni | P3 |
| 253 | Mésonnier, Jean-Stéphane | P30 |
| 254 | McCracken, Michael | P74 |
| 255 | Meango, Romuald | P82 |
| 256 | Megalokonomou, Rigissa | P21 |
| 257 | Melin, Olena | P39 |
| 258 | Melo, Ligia | P3 |
| 259 | Melosi, Leonardo | P43 |
| 260 | Meng, Xiaochun | P67 |
| 261 | Mertens, Elmar | P98 |
| 262 | Mesters, Geert | P65 |
| 263 | Michail, Nektarios | P5 |
| 264 | Miescu, Mirela | P116 |
| 265 | Milunovich, George | P76 |
| 266 | Miniaci, Raffaele | P78 |
| 267 | Miranda Gualdrón, Karen Alejandra | P106 |
| 268 | Miranda-Agrippino, Silvia | P61 |
| 269 | Mittag, Nikolas | P32 |
| 270 | Modugno, Michele | P93 |
| 271 | Mogliani, Matteo | P38 |
| 272 | Monti, Francesca | P99 |
| 273 | Moon, Hyungsik Roger | P22 |
| 274 | Morana, Claudio | P8 |
| 275 | Moreno, Antonio | P15 |
| 276 | Mouabbi, Sarah | P98 |
| 277 | Mumtaz, Haroon | P27 |
| 278 | Murro, Pierluigi | P72 |
| 279 | Natvik, Gisle | P20 |
| 280 | nguenang, christian | P116 |
| 281 | Nguimkeu, Pierre | P78 |
| 282 | Nibbering, Didier | P101 |
| 283 | Nishimura, Yoshinori | P13 |
| 284 | Nocera, Andrea | P56 |
| 285 | Norets, Andriy | P7 |
| 286 | NYAWA WOMO, Serge Luther | P52 |
| 287 | O’Donnell, Christopher | P3 |
| 288 | Opschoor, Anne | P67 |
| 289 | Ortega, Eva | P86 |
| 290 | Osili, Una | P12 |
| 291 | Oyenubi, Adeola | P53 |
| 292 | Paarsch, Harry | P78 |
| 293 | Paccagnini, Alessia | P42 |
| 294 | Pacini, David | P85 |
| 295 | Pagani, Laura | P55 |
| 296 | Pan, Jiening | P89 |
| 297 | Paredes, Joan | P23 |
| 298 | Parisi, Laura | P96 |
| 299 | Patuelli, Roberto | P115 |
| 300 | Paul, Pascal | P116 |
| 301 | Pehlivan, Ayse | P72 |
| 302 | Pelagatti, Matteo | P95 |
| 303 | Pelenis, Justinas | P11 |
| 304 | Pelgrin, Florian | P28 |
| 305 | Pellegrino, Giovanni | P87 |
| 306 | Pereda-Fernández, Santiago | P56 |
| 307 | Perez, Mitzi | P105 |
| 308 | Pesaran, M. Hashem | P16 |
| 309 | Petrova, Katerina | P101 |
| 310 | Petrunia, Robert | P78 |
| 311 | Petrunyk, Inna | P45 |
| 312 | Pettenuzzo, Davide | P38 |
| 313 | Pfeifer, Gregor | P94 |
| 314 | Pica, Giovanni | P55 |
| 315 | Pick, Andreas | P62 |
| 316 | Piffer, Michele | P76 |
| 317 | Pigini, Claudia | P54 |
| 318 | Pirschel, Inske | P26 |
| 319 | Podstawski, Maximilian | P27 |
| 320 | Poinas, François | P29 |
| 321 | Pora, Pierre | P29 |
| 322 | Prieto, Esteban | P5 |
| 323 | Proietti, Tommaso | P51 |
| 324 | Prokhorov, Artem | P37 |
| 325 | Quaedvlieg, Rogier | P15 |
| 326 | Ravazzolo, Francesco | P49 |
| 327 | Rünstler, Gerhard | P33 |
| 328 | Reese, Simon | P58 |
| 329 | Reusens, Peter | P71 |
| 330 | Ricci, Lorenzo | P84 |
| 331 | Riddell, Chris | P53 |
| 332 | Rime, Dagfinn | P49 |
| 333 | Rivolta, Giulia | P80 |
| 334 | Rodríguez Caballero, Carlos | P116 |
| 335 | Rodriguez-Poo, Juan | P17 |
| 336 | Rossi, Barbara | P74 |
| 337 | Rostam-Afschar, Davud | P2 |
| 338 | Rothe, Christoph | P79 |
| 339 | Rubin, Mirco | P48 |
| 340 | Ruisi, Germano | P116 |
| 341 | Sala, Luca | P28 |
| 342 | Sanchez, Raul | P1 |
| 343 | Sandor, Zsolt | P25 |
| 344 | Sandqvist, Anna Pauliina | P64 |
| 345 | Sant’Anna, Pedro H. C. | P24 |
| 346 | Santangelo, Giulia | P102 |
| 347 | Sarafidis, Vasilis | P22 |
| 348 | Sarzosa, Miguel | P92 |
| 349 | Scharnagl, Michael | P104 |
| 350 | Scheufele, Rolf | P116 |
| 351 | Schmitz, Sebastian | P69 |
| 352 | Schnücker, Annika | P84 |
| 353 | Schneider, Ulrich | P91 |
| 354 | Schreiber, Sven | P95 |
| 355 | Schwaab, Bernd | P71 |
| 356 | Scotti, Chiara | P80 |
| 357 | Seifert, Stefanie | P81 |
| 358 | Sekhposyan, Tatevik | P6 |
| 359 | Semykina, Anastasia | P81 |
| 360 | Sengul, Gonul | P59 |
| 361 | Sergeyev, Dmitriy | P73 |
| 362 | Sheng, Xuguang | P27 |
| 363 | Sheveleva, Lena | P72 |
| 364 | Si, Wei | P21 |
| 365 | Sichlimiris, Spyridon | P71 |
| 366 | Siliverstovs, Boriss | P74 |
| 367 | Simoni, Anna | P7 |
| 368 | Simonsen, Lasse | P31 |
| 369 | Sinha, Arunima | P30 |
| 370 | Skoulakis, Georgios | P89 |
| 371 | Smith, Michael | P100 |
| 372 | Snudden, Stephen | P41 |
| 373 | Soberon, Alexandra | P106 |
| 374 | Soofi Siavash, Soroosh | P48 |
| 375 | Sorge, Marco | P14 |
| 376 | Steigerwald, Douglas | P8 |
| 377 | Stella, Andrea | P20 |
| 378 | Stevanovic, Dalibor | P48 |
| 379 | Sunder, Naveen | P81 |
| 380 | Sundström, David | P32 |
| 381 | Taheri Sanjani, Marzie | P40 |
| 382 | Tamayo, Jorge | P66 |
| 383 | Tambalotti, Andrea | P9 |
| 384 | Tasci, Murat | P65 |
| 385 | Tealdi, Cristina | P55 |
| 386 | Tedeschi, Simone | P46 |
| 387 | Tetenov, Aleksey | P24 |
| 388 | Tirelli, Patrizio | P42 |
| 389 | Toews, Gerhard | P45 |
| 390 | Tolan, Songül | P82 |
| 391 | Traum, Nora | P42 |
| 392 | Tristani, Oreste | P35 |
| 393 | Troster, Victor | P50 |
| 394 | Urquiza, Juan | P90 |
| 395 | Valls Pereira, Pedro | P39 |
| 396 | van den Berg, Gerard | P1 |
| 397 | Van Ooijen, Raun | P115 |
| 398 | van Soest, Arthur | P91 |
| 399 | Varga, Gyorgy | P39 |
| 400 | Velinov, Anton | P101 |
| 401 | VERA VALDES, JOSE | P60 |
| 402 | Verdier, Valentin | P66 |
| 403 | Verona, Fabio | P97 |
| 404 | Villacorta, Lucciano | P58 |
| 405 | Villanueva, Ernesto | P81 |
| 406 | Voia, Marcel | P68 |
| 407 | Wagner, Martin | P47 |
| 408 | Wahl, Fabian | P53 |
| 409 | Wallen, Jonathan | P62 |
| 410 | Wanengkirtyo, Boromeus | P33 |
| 411 | Wang, Wuwei | P27 |
| 412 | Webb, Matthew | P102 |
| 413 | Welteke, Clara | P69 |
| 414 | Wesołowski, Grzegorz | P99 |
| 415 | Westphal, Matthias | P82 |
| 416 | Williams, Jenny | P92 |
| 417 | Windmeijer, Frank | P1 |
| 418 | Winkelmann, Lars | P98 |
| 419 | Winter, Joachim | C1, P32 |
| 420 | Wolf, Alexander | P46 |
| 421 | Wolf, Martin | P71 |
| 422 | Wolff, François-Charles | P102 |
| 423 | Wozniak, Tomasz | P76 |
| 424 | Yang, Cynthia | P115 |
| 425 | Yao, Wenying | P103 |
| 426 | Yilmaz, Kamil | P57 |
| 427 | Yin, Shou-Yung | P22 |
| 428 | Yoo, Donghoon | P97 |
| 429 | Zacchia, Paolo | P70 |
| 430 | Zachariadis, Marios | P34 |
| 431 | Zaman, Saeed | P99 |
| 432 | Zanetti Chini, Emilio | P116 |
| 433 | Zhang, Xiaohui | P106 |
| 434 | Zhao, Zhiqi | P29 |
| 435 | Zhao, Xueyan | P13 |
| 436 | Zhao, Xiaolu | P52 |
| 437 | Zhong, Molin | P6 |
| 438 | Zikes, Filip | P103 |
| 439 | Zimic, Srecko | P57 |