ESWC 2010: Congress Programme
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FRIDAY 20 AUGUST 2010
| 09:00 - 10:45 | PAIRED INVITED SESSIONS |
| 11:15 - 12:45 | CONTRIBUTED SESSIONS |
| 13:00 - 14:00 | POLICY SESSION |
| 14:15 - 16:15 | CONTRIBUTED SESSIONS |
| 16:45 - 18:15 | PLENARY SESSION |
| 09:00 - 10:45 | PAIRED INVITED SESSIONS |
| 09:00 - 10:45 |
COMMUNICATION / ORGANIZATIONS
Chairperson: Ilya Segal, Stanford University Discussant: Navin Kartik, Columbia University |
Room Yellow River Hall |
|
GIVING AND RECEIVING ADVICE
Joel Sobel, University of California, San Diego |
||
|
BOUNDED RATIONALITY AND ORGANIZATION: NEW DEVELOPMENTS
Andrea Prat, London School of Economics Co-Author: Luis Garicano, London School of Economics |
| 09:00 - 10:45 |
TRADE AND FIRM DYNAMICS
Chairperson: Hugo Hopenhayn, UCLA Discussant: Stephen Redding, Princeton University |
Room Auditorium |
|
TRADE LIBERALIZATION AND FIRM DYNAMICS
Marc Melitz, Harvard University Co-Author: Ariel Burstein, University of California, Los Angeles |
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|
INTERNATIONAL TRADE: LINKING MICRO AND MACRO
Samuel Kortum, University of Chicago Co-Author: Jonathan Eaton, New York University |
| 09:00 - 10:45 |
APPLIED ECONOMICS
Chairperson: Martin Browning, Oxford University Discussant: Enrico Moretti, UC Berkeley |
Room Century Hall |
|
MANAGEMENT, ORGANIZATION AND PRODUCTIVITY
John Van Reenen, London School of Economics |
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|
EXTRAPOLATE-ING: EXTERNAL VALIDITY AND OVERIDENTIFICATION IN A
LATE FRAMEWORK
Ivan Fernandez-Val, Boston University Co-Author: Joshua Angrist, MIT |
| 11:15 - 12:45 | CONTRIBUTED SESSIONS |
| 11:15 - 12:45 |
MATCHING AND MARKETS I (THY)
Chairperson: Dirk Hofmann, Humboldt-University Berlin |
Room Gran Melia B1 |
|
ASSORTATIVE MATCHING AND RISK SHARING
Hailin Sun, Toulouse School of Economics Co-Author: Sanxi Li, Toulouse School of Economics |
||
|
ASSORTATIVE LEARNING
Jan Eeckhout, UPF - UPENN Co-Author: Xi Weng, UPenn |
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|
BILATERAL SEARCH WITH HORIZONTAL HETEROGENEITY
Dirk Hofmann, Humboldt-University Berlin Co-Author: Salmai Qari, Max Planck Institute for Intellectual Property, Munich |
| 11:15 - 12:45 |
REPEATED GAMES I (THY)
Chairperson: Drew Fudenberg, Harvard University |
Room Gran Melia B2 |
|
LEARNING FROM PRIVATE INFORMATION IN NOISY REPEATED GAMES
Yuichi Yamamoto, Harvard University Co-Author: Drew Fudenberg, Harvard University |
||
|
DYNAMIC GAMES WITH INFORMATION LAG
Ichiro Obara, UCLA Co-Author: Vhaskar V, UCL |
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|
COOPERATION IN NOISY�REPEATED�GAMES
Drew Fudenberg, Harvard University Co-Authors: Anna Dreber, Institute for Financial Research (SIFR) and David G. Rand, Harvard University |
| 11:15 - 12:45 |
POLITICAL ECONOMY - THEORY (THY)
Chairperson: C�sar Guerrero-Luchtenberg, University of Castilla la Mancha |
Room Gran Melia B3 |
|
LEGISLATIVE COMMITTEES AS INFORMATION INTERMEDIARIES: A UNIFIED
THEORY OF COMMITTEE SELECTION AND AMENDMENT RULES
Yuichiro Kamada, Harvard University Co-Authors: Attila Ambrus, Harvard and Eduardo Azevedo, Harvard University |
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|
MISINFORMATION
Wei Li, University of British Columbia Co-Author: Hao Li, University of British Columbia and University of Toronto |
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|
TIMING OF PROTECTIONISM
C�sar Guerrero-Luchtenberg, University of Castilla la Mancha Co-Author: Aurora G�mez-Galvarriato, CIDE |
| 11:15 - 12:45 |
MODELS WITH OPTIMISM AND NON-COMMON PRIORS (THY)
Chairperson: Artyom Shneyerov, Concordia University, CIREQ, CIRANO |
Room Gran Melia F1 |
|
SENTIMENTS AND RATIONALIZABILITY
Laurent Mathevet, UT Austin |
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|
HETEROGENEOUS BELIEFS IN A CONTINUOUS-TIME MODEL
Chiaki Hara, Kyoto University |
||
|
HOW OPTIMISM WITHOUT A COMMON PRIOR LEADS TO PRICE DISCOVERY AND
EFFICIENCY IN A DYNAMIC MATCHING MARKET
Artyom Shneyerov, Concordia University, CIREQ, CIRANO Co-Author: Dipjyoti Majumdar, Concordia University, CIREQ |
| 11:15 - 12:45 |
EXPERIMENTS ON COLLECTIVE DECISION MAKING (EXP)
Chairperson: Sandra Ludwig, University of Munich |
Room Gran Melia B4 |
|
THE EFFECT OF STRUCTURE IN LEGISLATIVE BARGAINING: THEORY AND
EXPERIMENTS
Arthur Schram, University of Amsterdam Co-Authors: Adrian de Groot Ruiz, University of Amsterdam and Roald Ramer, University of Amsterdam |
||
|
COORDINATING RESISTANCE THROUGH COMMUNICATION AND REPEATED
INTERACTION
Vai-Lam Mui, Monash University Co-Author: Timothy N. Cason, Purdue University |
||
|
DOES DECEPTIVE ADVERTISING REDUCE POLITICAL PARTICIPATION? THEORY
AND EVIDENCE
Sandra Ludwig, University of Munich Co-Authors: Daniel Houser, George Mason University and Thomas Stratmann, George Mason University |
| 11:15 - 12:45 |
EXPERIMENTS ON SOCIAL PREFERENCES (EXP)
Chairperson: Yohanes E. Riyanto, Nanyang Technological University |
Room Gran Melia F2 |
|
CONTRACTING UNDER RECIPROCAL ALTRUISM
Oleg Shchetinin, Gothenburg University |
||
|
TRUST AND TRUSTWORTHINESS REPUTATIONS IN AN INVESTMENT GAME
Ninghua Du, Shanghai University of Finance and Economics Co-Authors: Gary Charness, UC Santa Barbara and Chun-Lei Yang, Academia Sinica |
||
|
AN EGALITARIAN REGIME BREEDS GENEROSITY: THE EFFECT OF ENDOWMENT
ALLOCATION PROCEDURES ON SOCIAL PREFERENCES
Yohanes E. Riyanto, Nanyang Technological University Co-Author: Jianlin Zhang, Singapore Institute of Management |
| 11:15 - 12:45 |
VOLATILITY II (FIN)
Chairperson: Enrique Sentana, CEMFI |
Room 5A |
|
LONG AND SHORT TERM JUMPS IN COMMODITY FUTURES PRICES:
STATISTICAL AND ECONOMIC PERSPECTIVES
Ke Tang, Hanqing Institute - Renmin University of China Co-Authors: Michael Dempster, Cambridge University and Elena Medova, Cambridge University |
||
|
RISK. UNCERTAINTY AND MONETARY POLICY
Marie Hoerova, European Central Bank |
||
|
VALUATION OF VIX DERIVATIVES
Enrique Sentana, CEMFI Co-Author: Javier Mencia, Bank of Spain |
| 11:15 - 12:45 |
INVESTMENT DYNAMICS (FIN)
Chairperson: Maria Cecilia Bustamante, London School of Economics |
Room 5B |
|
INVESTMENT AND INSTITUTIONS
Kenichi Ueda, International Monetary Fund Co-Authors: Stijn Claessens, International Monetary Fund and Yishay Yafeh, Hebrew University |
||
|
NO BANK, ONE BANK, SEVERAL BANKS: DOES IT MATTER FOR INVESTMENT
Alexander Karaivanov, Simon Fraser University Co-Authors: Sonia Ruano, Banco de Espa�a, Jesus Saurina, Banco de Espa�a and Robert Townsend, MIT |
||
|
INVESTMENT AND ASSET RETURNS' DYNAMICS IN OLIGOPOLIES
Maria Cecilia Bustamante, London School of Economics |
| 11:15 - 12:45 |
COLLUSION AND TYING: THEORY (IND)
Chairperson: Alexander Rasch, University of Cologne |
Room Gran Melia F3 |
|
ASYMMETRIC COST PASS-THROUGH IN SUPPLY FUNCTION EQUILIBRIA,
COORDINATING BIDS IN POWER SPOT MARKETS
Nikolas Woelfing, Centre for European Economic Research (ZEW) |
||
|
MULTI-MARKET COLLUSION WITH DEMAND LINKAGES AND ANTITRUST
ENFORCEMENT
Heiko Gerlach, Univeristy of Auckland Co-Author: Jay Pil Choi, Michigan State Univesity and Yonsei University |
||
|
THE DETERRENCE EFFECT OF EXCLUDING RINGLEADERS FROM LENIENCY
PROGRAMS
Alexander Rasch, University of Cologne Co-Author: Jesko Herre, University of Cologne |
| 11:15 - 12:45 |
PRICING: THEORY II (IND)
Chairperson: Simon Weidenholzer, Universit�t Wien |
Room Gran Melia F5 |
|
ONLINE AUCTIONS WITH COMPETITIVE SELLERS
Jianxia Yang, School of Business, East China University of Science and Technology Co-Authors: Xing Bao, School of Business Administration, Zhejiang GongShang University, Hongmin Chen, Antai College of Economics and Management, Shanghai Jiao Tong University and Hong Wang, Antai College of Economics and Management, Shanghai Jiao Tong University |
||
|
MULTIPRODUCT PRICING AND THE DIAMOND PARADOX
Andrew Rhodes, University of Oxford |
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|
PRICE DISPERSION, SEARCH EXTERNALITIES, AND THE DIGITAL DIVIDE
Simon Weidenholzer, Universit�t Wien Co-Authors: manfred nermuth, Economics Department, University of Vienna, Giacomo Pasini, University of Venice and Paolo Pin, Universit� di Siena |
| 11:15 - 12:45 |
FINANCIAL CRISES II (INT)
Chairperson: Kannika Thampanishvong, University of St Andrews |
Room Yellow River Hall |
|
THE COMPOSITION MATTERS: CAPITAL INFLOWS AND LIQUIDITY CRUNCH
DURING A GLOBAL ECONOMIC CRISIS
Hui Tong, IMF Co-Author: Shang-Jin Wei, Columbia University |
||
|
DEBT MATURITY WITHOUT COMMITMENT
Dirk Niepelt, Study Center Gerzensee; U Bern; IIES Stockholm |
||
|
DELAY AND HAIRCUTS IN SOVEREIGN DEBT: RECOVERY AND SUSTAINABILITY
Kannika Thampanishvong, University of St Andrews Co-Authors: Sayantan Ghosal, University of Warwick and Marcus Miller, University of Warwick |
| 11:15 - 12:45 |
TRADE INTEGRATION (INT)
Chairperson: Calin Arcalean, ESADE Business School |
Room 3I |
|
THE GAINS FROM VARIETY IN THE EUROPEAN UNION
Michael Seitz, University of Munich Co-Author: Lukas Mohler, University of Basel |
||
|
ASYMMETRIC TRADE INTEGRATION AND GROWTH
Alan Woodland, University of New South Wales Co-Authors: Seppo Honkapohja, Bank of Finland and Arja Turunen-Red, University of New Orleans |
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|
DYNAMIC FISCAL INTERACTIONS AND ECONOMIC INTEGRATION
Calin Arcalean, ESADE Business School |
| 11:15 - 12:45 |
EDUCATION DECISIONS (LAB)
Chairperson: Chao Fu, University of Pennsylvania |
Room 5F |
|
RISK AVERSION AND SCHOOLING DECISIONS
Marco Leonardi, University of Milan Co-Author: Christian Belzil, Ecole Polytechnique |
||
|
MODELING COLLEGE MAJOR CHOICES USING ELICITED MEASURES OF
EXPECTATIONS AND COUNTERFACTUALS
V. Joseph Hotz, Duke University Co-Authors: Peter Arcidiacono, Duke University and Songman Kang, Duke University |
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|
EQUILIBRIUM TUITION, APPLICATIONS, ADMISSIONS AND ENROLLMENT IN
THE COLLEGE MARKET
Chao Fu, University of Pennsylvania |
| 11:15 - 12:45 |
LABOR CONTRACTS II (LAB)
Chairperson: Agata Maida, RWI-ESSEN |
Room 5G |
|
INTERPRETING WAGE BARGAINING NORMS
Juhana Vartiainen, National Institute of Economic Research |
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|
IMPLICIT VS. EXPLICIT INCENTIVES: THEORY AND A CASE STUDY
Oliver Fabel, University of Vienna |
||
|
RENT-SHARINH HOLD_UP AND WAGES
Agata Maida, RWI-ESSEN Co-Authors: David Card, UC berkeley and Francesco Devicienti, University of Torino |
| 11:15 - 12:45 |
WAGE INEQUALITY (LAB)
Chairperson: Ken Yamada, Singapore Management University |
Room 5H |
|
INEQUALITY AND SPECIALIZATION: THE GROWTH OF LOW-SKILL SERVICE
JOBS IN THE UNITED STATES
David Dorn, CEMFI Co-Author: David Autor, MIT |
||
|
UNION WAGE SETTING AND THE DISTRIBUTION OF EMPLOYEES' EARNINGS:
EVIDENCE FROM CERTIFICATION ELECTIONS
Brigham Frandsen, MIT Economics Department |
||
|
THE MINIMUM WAGE IN A DEFLATIONARY ECONOMY: THE JAPANESE
EXPERIENCE, 1994--2003
Ken Yamada, Singapore Management University Co-Authors: Ryo Kambayashi, Hitotsubashi University and Daiji Kawaguchi, Hitotsubashi University |
| 11:15 - 12:45 |
FINANCIAL FRICTIONS II (MAX)
Chairperson: Varadarajan Chari, University of Minnesota |
Room Century Hall |
|
CREDIT SHORTAGES, COLLATERAL VALUE, AND LACK OF COMMON KNOWLEDGE
Gabriela Mundaca, Johns Hopkins University |
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|
THE DYNAMICS OF LOAN CONTRACTS
Celine Rochon, University of Oxford Co-Author: Christophe Chamley, Boston University |
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|
REPUTATION AND SUDDEN COLLAPSE IN SECONDARY LOAN MARKETS
Varadarajan Chari, University of Minnesota Co-Authors: Ali Shourideh, University of Minnesota and Ariel Zetlin Jones, University of Minnesota |
| 11:15 - 12:45 |
MONETARY THEORY (MAX)
Chairperson: Daniela Puzzello, University of Illinois |
Room 3A |
|
A THEORY OF THE NON-NEUTRALITY OF MONEY WITH BANKING FRICTIONS
AND BANK RECAPITALIZATION
Zhixiong Zeng, Monash University |
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|
MONEY AND PRICE POSTING UNDER PRIVATE INFORMATION
Mei Dong, Bank of Canada Co-Author: Janet Jiang, University of Manitoba |
||
|
THE INFORMATIONAL ROLE OF PRICES AND THE ESSENTIALITY OF MONEY IN
THE LAGOS-WRIGHT MODEL
Daniela Puzzello, University of Illinois Co-Authors: Luis Araujo, Michigan State University, Braz Camargo, University of Western Ontario and Raoul Minetti, Michigan State University |
| 11:15 - 12:45 |
FISCAL POLICY II (MAX)
Chairperson: Ruediger Bachmann, University of Michigan, IFO, CESifo |
Room 3D |
|
DEFAULT RISK PREMIA ON GOVERNMENT BONDS IN A QUANTITATIVE
MACROECONOMIC MODEL
Andreas Schabert, TU Dortmund University Co-Authors: Falko Juessen, TU Dortmund and IZA and Ludger Linnemann, TU Dortmund University |
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|
OPTIMAL FISCAL POLICY OVER THE BUSINESS CYCLE REVISITED
Alessandro Mennuni, University of Southampton and European University Institute Co-Author: Martin Gervais, University of Southampton |
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|
GOVERNMENT PURCHASES OVER THE BUSINESS CYCLE: THE ROLE OF
HETEROGENEITY ANDWEALTH BIAS IN POLITICAL DECISION MAKING
Ruediger Bachmann, University of Michigan, IFO, CESifo Co-Author: Bai Jinhui, Georgetown University |
| 11:15 - 12:45 |
ECONOMIC GROWTH: THE DIRECTION OF TECHNICAL CHANGE (MAX)
Chairperson: Ioana Schiopu, ESADE Business School |
Room 3E |
|
IN DUBIO, PRO CES: TECHNICAL PROGRESS SPECIFICATION AND THE
ELASTICITY OF SUBSTITUTION
Miguel Leon-Ledesma, University of Kent and Alpo Willman, European Central Bank Co-Author: Peter McAdam, European Central Bank |
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|
A GENERALIZATION OF THE SAMUELSON-ARA SURROGATE PRODUCTION
FUNCTION
Takashi Yagi, Meiji University (School of Political Science and Economics) |
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|
DIRECTED TECHNOLOGY ADOPTION, HUMAN CAPITAL FORMATION AND WORLD
INCOME DISTRIBUTION
Ioana Schiopu, ESADE Business School |
| 11:15 - 12:45 |
CREDIT MARKETS II (MAX)
Chairperson: Hernan Moscoso Boedo, University of Virginia |
Room 3H |
|
ENDOGENOUS LIQUIDITY AND THE BUSINESS CYCLE
Saki Bigio, New York University |
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|
CREDIT SCORES AND COLLEGE INVESTMENT
Felicia Ionescu, Colgate Univ / visiting Univ of Pennsylvania Co-Author: Nicole Simpson, Colgate University |
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|
FINANCIAL STRUCTURE, INFORMALITY AND DEVELOPMENT
Hernan Moscoso Boedo, University of Virginia Co-Author: Pablo D'Erasmo, |
| 11:15 - 12:45 |
PUBLIC FINANCE: EMPIRICAL ISSUES II (PUB)
Chairperson: Ignez Tristao, Interamerican Development Bank |
Room 3G |
|
ROAD INVESTMENT AND INVENTORY REDUCTION: EVIDENCE ON CAUSALITY
AND EXTERNALITY
Zhigang Li, University of Hong Kong |
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|
TAX FAIRNESS PERCEPTIONS AND WORK EFFORT: EVIDENCE FROM
ABSENTEEISM
Oliver Himmler, MPI Bonn Co-Authors: Thomas Cornelissen, UC London and Tobias Koenig, University Hannover |
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|
RISING HEALTH CARE COSTS: PRODUCTIVITY OR QUALITY GROWTH? AN
ESTIMATION IN THE U.S. HEALTH SECTOR AT THE HOSPITAL LEVEL
Ignez Tristao, Interamerican Development Bank Co-Authors: Juan Contreras, Congressional Budget Office and Elena Spatoulas, University of Michigan |
| 11:15 - 12:45 |
POLITICAL INSTITUTIONS AND FISCAL POLICY (POL)
Chairperson: Bj�rn Hinnerich, Stockholm Univerisity |
Room 3C |
|
ELITE CAPTURE OF LOCAL INSTITUTIONS: EVIDENCE FROM A FIELD
EXPERIMENT IN AFGHANISTAN
Ruben Enikolopov, New Economic School Co-Authors: Beath Andrew, Harvard University and Christia Fotini, MIT |
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|
HOW DO ELECTORAL SYSTEMS AFFECTS FISCAL POLICY? EVIDENCE FROM
STATE AND LOCAL GOVERNMENTS
Christina Gathmann, University of Mannheim |
||
|
THE POLICY CONSEQUENCES OF DIRECT VERSUS REPRESENTATIVE
DEMOCRACY: A REGRESSION DISCONTINUITY APPROACH
Bj�rn Hinnerich, Stockholm Univerisity Co-Author: Per Pettersson-Lidbom, Stockholm University |
| 11:15 - 12:45 |
POLITICAL PARTIES AND LEADERS (POL)
Chairperson: Sharun Mukand, University of Warwick |
Room 3J |
|
SPLIT-TICKET VOTING: AN IMPLICIT INCENTIVE APPROACH
Galina Zudenkova, University Carlos III of Madrid |
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|
MEDIOCRACY
Andrea Mattozzi, Caltech Co-Author: Antonio Merlo, University of Pennsylvania |
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|
THE LEADER AS CATALYST: ON MASS MOVEMENTS AND THE POLITICAL
MECHANICS OF INSTITUTIONAL CHANGE
Sharun Mukand, University of Warwick Co-Author: Sumon Majumdar, Queens University |
| 11:15 - 12:45 |
INSTITUTIONS AND DEVELOPMENT I (DEV)
Chairperson: Manasa Patnam, University of Cambridge |
Room 3B |
|
CONTRACT ENFORCEMENT: A POLITICAL ECONOMY MODEL OF LEGAL
DEVELOPMENT
Fali Huang, Singapore Management University |
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|
HOW DOES CENTRAL AUTHORITY GOVERN THE PROVINCIAL LEADERS?
EVIDENCE FROM CHINA
Wu Mingqin, School of Economics and Finance, The University of Hong Kong, Hong Kong, China |
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|
POWER, POLITICS AND PUBLIC GOOD PROVISION: UNDERSTANDING
INSTITUTIONAL PERSISTENCE IN RURAL PUNJAB
Manasa Patnam, University of Cambridge |
| 11:15 - 12:45 |
IV/GMM WITH WEAK OR MANY INSTRUMENTS (ECO)
Chairperson: Jan Kiviet, University of Amsterdam |
Room Yangtze Hall |
|
INSTRUMENTAL VARIABLE ESTIMATION WITH HETEROSKEDASTICITY AND MANY
INSTRUMENTS
John Chao, University of Maryland Co-Authors: Jerry Hausman, MIT, Whitney Newey, MIT, Norman Swanson, Rutgers University and Tiemen Woutersen, Johns Hopkins University |
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|
ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS
LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
Patrik Guggenberger, UC San Diego, Department of Economics |
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|
COMPARING THE ASYMPTOTIC AND EMPIRICAL (UN)CONDITIONAL
DISTRIBUTIONS OF OLS AND IV IN A LINEAR STATIC SIMULTANEOUS EQUATION
Jan Kiviet, University of Amsterdam Co-Author: Jerzy Niemczyk, European Central Bank |
| 11:15 - 12:45 |
STRUCTURAL ESTIMATION I (ECO)
Chairperson: Thierry Magnac, Toulouse School of Economics |
Room 5C |
|
INFERENCE ON A GENERALIZED ROY MODEL, WITH AN APPLICATION TO
SCHOOLING DECISIONS IN FRANCE
Arnaud Maurel, CREST-ENSAE Co-Author: Xavier d'Haultfoeuille, CREST-INSEE |
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|
ESTIMATION OF A MULTIPLE EQUILIBRIUM GAME
WITH COMPLETE INFORMATION: HUSBAND AND
WIFE LABOR FORCE PARTICIPATION IN MEXICO
Brasil Alberto Acosta-Pena, CIDE |
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|
COLLEGE ENTRY EXAMS: A DYNAMIC DISCRETE CHOICE MODEL
Thierry Magnac, Toulouse School of Economics Co-Author: Jos� Raimundo Carvalho, Universidade Federal do Ceara |
| 11:15 - 12:45 |
QUANTILES I (ECO)
Chairperson: Anil Bera, University of Illinois at Urbana-Champaign |
Room 5D |
|
NONPARAMETRIC QUANTILE REGRESSION WITH DISCONTINUITIES
Tatsushi Oka, Boston University |
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|
QUANTILE REGRESSION ANALYSIS WITH MISSING RESPONSE, WITH
APPLICATIONS TO INEQUALITY MEASURES AND DATA COMBINATION
Jungmo Yoon, Claremont McKenna College |
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|
WHICH QUANTILE IS THE MOST INFORMATIVE?
MAXIMUM ENTROPY QUANTILE REGRESSION
Anil Bera, University of Illinois at Urbana-Champaign |
| 11:15 - 12:45 |
GARCH MODELS II (ECO)
Chairperson: Jean-michel Zakoian, CREST and University Lille 3 |
Room 5E |
|
OPTIMAL PREDICTIONS OF POWERS OF CONDITIONALLY
HETEROSKEDASTIC PROCESSES
Christian Francq, University Lille 3 Co-Author: Jean-michel Zakoian, CREST and University Lille 3 |
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|
A ROBUST ESTIMATOR OF CONDITIONAL VOLATILITY
Chi Wan, Carleton Univer4sity Co-Author: Zhijie Xiao, Boston College |
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|
STRICT STATIONARITY TESTING AND ESTIMATION OF EXPLOSIVE ARCH
MODELS
Jean-michel Zakoian, CREST and University Lille 3 |
| 11:15 - 12:45 |
STRUCTURAL CHANGE II (ECO)
Chairperson: Leandro Magnusson, Tulane University |
Room 5I |
|
DATING THE TIMELINE OF FINANCIAL BUBBLES DURING THE SUBPRIME
CRISIS
Jun Yu, Singapore Management University Co-Author: Peter Phillips, Yale University |
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|
TESTING STRUCTURAL CHANGE IN CONDITIONAL DISTRIBUTIONS VIA
QUANTILE REGRESSIONS
Liangjun Su, Singapore Management University Co-Author: Zhijie Xiao, Boston College |
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|
IDENTIFICATION USING STABILITY RESTRICTIONS
Leandro Magnusson, Tulane University Co-Author: Sophocles Mavroeidis, Brown University |
| 11:15 - 12:45 |
NONSTATIONARY TIME SERIES (ECO)
Chairperson: Offer Lieberman, University of Haifa |
Room 5J |
|
EXPONENTIALS OF UNIT ROOT PROCESSES
Robert de Jong, Ohio State University |
||
|
LINEAR TRENDS AND INITIAL CONDITIONS IN LONG MEMORY TIME SERIES
Heiko Rachinger, Universidad Carlos III |
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|
A SIMILARITY-BASED APPROACH TO TIME-VARYING COEFFICIENT
NONSTATIONARY AUTOREGRESSION
Offer Lieberman, University of Haifa |
| 11:15 - 12:45 |
MOMENT INEQUALITIES I (ECO)
Chairperson: Donald Andrews, Yale University |
Room Pearl Hall |
|
BOUNDING ENDOGENOUS PARAMETERS WITH GENERALIZED INSTRUMENTAL
MOMENT INEQUALITIES
JinYoung Choi, Boston College Co-Author: Myoung-jae Lee, Korea University |
||
|
ESTIMATION AND INFERENCE FOR UNCONDITIONAL MOMENT
INEQUALITY RESTRICTIONS MODELS ESTIMATED VIA GMM AND
GENERALIZED EMPIRICAL LIKELIHOOD
Nicky Grant, University of Cambridge Co-Author: Smith Richard, University of Cambridge |
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|
INFERENCE BASED ON CONDITIONAL MOMENT INEQUALITIES
Donald Andrews, Yale University Co-Author: Xiaoxia Shi, Yale University |
| 13:00 - 14:00 | POLICY SESSION |
| 13:00 - 14:00 |
PLENARY POLICY PANEL III
Chairperson: Jonathan Levin, Stanford University |
Room Auditorium |
|
PATENTS: PROS AND CONS FOR INNOVATION AND EFFICIENCY
Philippe Aghion, Harvard University, Nicholas Bloom, Stanford University, Hugo Hopenhayn, UCLA and Scott Stern, Northwestern University |
| 14:15 - 16:15 | CONTRIBUTED SESSIONS |
| 14:15 - 16:15 |
DECISIONS - LEARNING AND IMITATION (THY)
Chairperson: Tymon Tatur, Bonn University |
Room Century Hall |
|
SUBJECTIVITY IN INDUCTIVE INFERENCE
Larry Samuelson, Yale University Co-Author: Itzhak (Tzachi) Gilboa, HEC and Tel Aviv University |
||
|
MODELING THE CHANGE OF PARADIGM: NON-BAYESIAN REACTIONS TO
UNEXPECTED NEWS
Pietro Ortoleva, California Institute of Technology |
||
|
UNBEATABLE IMITATION
Burkhard Schipper, University of California, Davis Co-Authors: Peter Duersch, University of Heidelberg and Joerg Oechssler, University of Heidelberg |
||
|
ON AN EVOLUTIONARY DYNAMIC WITH ENDOGENOUS EXPERIMENTATION RATES
Tymon Tatur, Bonn University |
| 14:15 - 16:15 |
MECHANISM DESIGN IV (THY)
Chairperson: Luca V. A. Colombo, Catholic University - Milano |
Room 3A |
|
PROCUREMENT AND DEBT
Malin Arve, Toulouse School of Economics |
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|
A DYNAMIC MODEL OF THE RESEARCH UNIVERSITY
Maria Yudkevich, Higher School of Economics, Moscow Co-Author: Irina Khovanskaya, Higher School of Economics, Moscow |
||
|
PUBLIC-GOOD PROVISION IN A LARGE ECONOMY
Felix Bierbrauer, Max Planck Institute Co-Author: Martin Hellwig, Max Planck Institute |
||
|
THE WELFARE IMPLICATIONS OF COSTLY INFORMATION PROVISION
Luca V. A. Colombo, Catholic University - Milano Co-Author: Gianluca Femminis, Catholic University - Milano |
| 14:15 - 16:15 |
FOUNDATIONS (THY)
Chairperson: Jie Zheng, Washington University in Saint Louis |
Room 3B |
|
KNIGHTIAN GAMES AND ROBUSTNESS TO AMBIGUITY
Ronald Stauber, Australian National University |
||
|
WHAT IS BACKWARD INDUCTION?
Amanda Friedenberg, Arizona State University Co-Author: Adam Brandenburger, New York University |
||
|
DO YOU THINK ABOUT WHAT I THINK YOU THINK? FINITE BELIEF
HIERARCHIES IN GAMES
Willemien Kets, Santa Fe Institute |
||
|
STRONG BUBBLES AND COMMON EXPECTED BUBBLES IN A FINITE HORIZON
MODEL
Jie Zheng, Washington University in Saint Louis |
| 14:15 - 16:15 |
PRINCIPLE-AGENT MODELS II (THY)
Chairperson: Tsung-sheng Tsai, National Tsing Hua University |
Room 3C |
|
MINIMUM PAYMENTS, INCENTIVES, AND MARKET
Ohad Kadan, Washington University in St. Louis Co-Authors: Ohad Kadan, Washington University in St. Louis and Jeroen Swinkels, Northwestern University |
||
|
OPTIMAL CONTRACTS WITH COSTLY INFORMATION ACQUISITION
Natalia Kovrijnykh, Arizona State University Co-Author: Hector Chade, Arizona State University |
||
|
INCORPORATING MILESTONES IN CONTRACTS
Bin Chen, School of Economics and Finance, The University of Hong Kong |
||
|
THE ALLOCATION OF DECISION-MAKING AUTHORITY WHEN PRINCIPAL HAS
REPUTATION CONCERNS
Tsung-sheng Tsai, National Tsing Hua University Co-Author: Yasunari Tamada, Keio University |
| 14:15 - 16:15 |
EXPERIMENTS ON THE ROLE OF GENDER IN OUTCOMES (EXP)
Chairperson: Huibin Yan, UCSC |
Room Yellow River Hall |
|
COMPETITION FOR TROPHY TRIGGERS MALE GENEROSITY
Xiaofei (Sophia) Pan, ICES, George Mason University Co-Author: Daniel Houser, George Mason University |
||
|
GENDER, COMPETITIVENESS AND SOCIALIZATION AT A YOUNG AGE:
EXPERIMENTAL EVIDENCE FROM A MATRILINEAL AND A PATRIARCHAL SOCIETY
Seda Ertac, Koc University Co-Authors: Steffen Andersen, Copenhagen Business School, Uri Gneezy, , John List, University of Chicago and Sandra Maximiano, Purdue University Krannert School of Management |
||
|
THE IMPACT OF FEMALE SEX HORMONES ON COMPETITIVENESS
Thomas Buser, University of Amsterdam |
||
|
GENDER DIFFERENCES IN DICTATOR GAMES IN A MATRILINEAL AND A
PATRIARCHAL SOCIETIES
Huibin Yan, UCSC |
| 14:15 - 16:15 |
EXPERIMENTS ON COMPETITION AND MARKET DESIGN (EXP)
Chairperson: Jean-Louis Rulliere, University of Lyon |
Room 3H |
|
SCREENING, COMPETITION AND JOB DESIGN
Klaus Schmidt, University of Munich Co-Authors: Bjorn Bartling, University of Zurich and Ernst Fehr, University of Zurich |
||
|
MONEY TALKS? AN EXPERIMENTAL STUDY OF REBATE IN REPUTATION SYSTEM
DESIGN
Lingfang (Ivy) Li, Shanghai University of Finance and Economics Co-Author: Erte Xiao, Carnegie Mellon University |
||
|
CAN CONTRACTS SOLVE THE HOLD-UP PROBLEM? EXPERIMENTAL EVIDENCE
Eva Hoppe, University of Cologne Co-Author: Patrick Schmitz, University of Cologne |
||
|
BREAKING COLLUSION IN AUCTIONS THROUGH SPECULATION:
AN EXPERIMENT ON CO2 EMISSION PERMIT MARKET
Jean-Louis Rulliere, University of Lyon Co-Authors: Michel MOUGEOT, , Florence NAEGELEN, and Benjamin PELLOUX, University of Lyon |
| 14:15 - 16:15 |
TERM STRUCTURE MODELS II (FIN)
Chairperson: Christopher Otrok, University of Virginia |
Room 5B |
|
TERM PREMIA AND THE NEWS
Michael Bauer, University of California, San Diego |
||
|
A DSGE MODEL OF THE TERM STRUCTURE WITH REGIME SHIFTS
Oreste Tristani, European Central Bank |
||
|
A MULTIFREQUENCY THEORY OF THE INTEREST RATE TERM STRUCTURE
Adlai Fisher, University of British Columbia Co-Authors: Laurent Calvet, HEC Paris and Liuren Wu, Baruch College |
||
|
NEWS SHOCKS AND THE SLOPE OF THE TERM STRUCTURE OF INTEREST RATES
Christopher Otrok, University of Virginia Co-Author: Andre Kurmann, University-Quebec Montreal |
| 14:15 - 16:15 |
ASSET PRICING V (FIN)
Chairperson: M. Hashem Pesaran, Cambridge University and USC |
Room 5C |
|
BEAUTY CONTESTS AND ASSET PRICES UNDER ASYMMETRIC INFORMATION
Noritaka Kudoh, Hokkaido University Co-Author: Ryuichiro Ishikawa, University of Tsukuba |
||
|
HIGHER ORDER BELIEFS AND ASSET MARKET DYNAMICS
Liangfei Qiu, Department of Economics, UT Austin Co-Author: Ho-Mou Wu, CCER, NSD, Peking University |
||
|
A SENTIMENT-BASED EXPLANATION OF THE FORWARD PREMIUM PUZZLE
Jianfeng Yu, University of Minnesota |
||
|
OPTIMALITY AND DIVERSIFIABILITY OF MEAN VARIANCE AND ARBITRAGE
PRICING PORTFOLIOS
M. Hashem Pesaran, Cambridge University and USC Co-Author: Paolo Zaffaroni, Imperial College, UK |
| 14:15 - 16:15 |
CRISES / CRASHES (FIN)
Chairperson: Ferre De Graeve, Sveriges Riksbank |
Room 5F |
|
CREDIT CONDITIONS AND RECOVERIES FROM RECESSIONS ASSOCIATED WITH
FINANCIAL CRISES
Prakash Kannan, IMF |
||
|
A LARGE TRADER IN BUBBLES AND CRASHES: AN APPLICATION TO CURRENCY
ATTACKS
Mei Li, Economics department, University of Guelph Co-Author: Frank Milne, Queen's University |
||
|
FINANCIAL CRISES AND THE EVAPORATION OF TRUST
Kartik Anand, Abdus Salam International Centre for Theoretical Physics Co-Authors: Prasanna Gai, The Australian National University, Crawford School of Economics and Government and Matteo Marsilii, ICTP Trieste |
||
|
INFORMATION-BASED BANK RUNS OR PANICS?
Ferre De Graeve, Sveriges Riksbank |
| 14:15 - 16:15 |
TWO-SIDED MARKETS I (IND)
Chairperson: Matthieu BOUVARD, McGill University, Desautels Faculty of Management |
Room 3D |
|
WHEN TO ALLOW BUYERS TO SELL? BUNDLING IN MIXED TWO-SIDED MARKETS
Ming Gao, London Business School |
||
|
MIXED BUNDLING IN TWO-SIDED MARKETS: THEORY AND EVIDENCE
Yong Chao, Department of Economics, University of Southern California Co-Author: Timothy Derdenger, Tepper School of Business, Carnegie Mellon University |
||
|
ISSUER COMPETITION AND THE CREDIT CARD INTERCHANGE FEE PUZZLE
Zhu Wang, Federal Reserve Bank of Kansas City Co-Author: Jean-Charles Rochet, Universty of Zurich - TSE |
||
|
HUMOURING BOTH PARTIES: A MODEL OF TWO-SIDED REPUTATION
Matthieu BOUVARD, McGill University, Desautels Faculty of Management Co-Author: Raphael Levy, European University Institute |
| 14:15 - 16:15 |
STRATEGIC ENTRY: EMPIRICAL STUDIES (IND)
Chairperson: Cristian Huse, Stockholm School of Economics |
Room 3E |
|
ESTIMATING A MODEL OF STRATEGIC NETWORK CHOICE: THE
CONVENIENCE-STORE INDUSTRY IN OKINAWA
Nishida Mitsukuni, Johns Hopkins University |
||
|
BRAND EFFECTS AND ENTRY DETERRENCE: AN EXAMINATION OF SPATIAL
PREEMPTION
Nathan Wilson, University of Michigan |
||
|
DISCRETE GAMES WITH FLEXIBLE INFORMATION STRUCTURES:
AN APPLICATION TO LOCAL GROCERY MARKETS
Paul Grieco, Northwestern University |
||
|
ESTIMATING THE �COORDINATED EFFECTS� OF MERGERS
Cristian Huse, Stockholm School of Economics Co-Author: Peter Davis, Competition Commission |
| 14:15 - 16:15 |
INTERNATIONAL FINANCE (INT)
Chairperson: Robert Kollmann, ECARES, Universite Libre de Bruxelles and CEPR |
Room Gran Melia B1 |
|
FINANCIAL GLOBALIZATION AND ANIMAL SPIRITS
Takuma Kunieda, City University of Hong Kong |
||
|
EXPLAINING EXTERNAL ASSET ALLOCATION: A MULTI-COUNTRY MODEL WITH
PREFERENCE HETEROGENEITY
Sergejs Saksonovs, University of Cambridge |
||
|
MONEY, OUTPUT, ASSET PRICES AND INFLATION: A TWO-COUNTRY
PORTFOLIO MODEL WITH HETEROGENEOUS BELIEFS FOR THE EURO AREA AND THE
UNITED STATES
Roberto De Santis, European Central Bank Co-Author: Carlo Favero, Bocconi University |
||
|
LIMITED ASSET MARKET PARTICIPATION AND THE CONSUMPTION-REAL
EXCHANGE RATE ANOMALY
Robert Kollmann, ECARES, Universite Libre de Bruxelles and CEPR |
| 14:15 - 16:15 |
INTERNATIONAL MACROECONOMICS IV (INT)
Chairperson: Andrei Zlate, Board of Governors of the Federal Reserve System |
Room Gran Melia F2 |
|
UNDERSTANDING THE EFFECT OF PRODUCTIVITY CHANGES ON INTERNATIONAL
RELATIVE PRICES: THE ROLE OF NEWS SHOCKS
Jian Wang, Federal Reserve Bank of Dallas Co-Author: Deokwoo Nam, City University of Hong Kong |
||
|
VALUATION EFFECTS WITH TREND AND TRANSITORY PRODUCTIVITY SHOCKS
Ha Nguyen, The World Bank |
||
|
UNINSURED IDIOSYNCRATIC INVESTMENT RISKS AND INTERNATIONAL
CAPITAL FLOWS
Haiping Zhang, Singapore Management University Co-Author: J�rgen von Hagen, University of Bonn, Indiana University, CEPR |
||
|
IMMIGRATION, REMITTANCES AND BUSINESS CYCLES
Andrei Zlate, Board of Governors of the Federal Reserve System Co-Author: Federico Mandelman, Federal Reserve Bank of Atlanta |
| 14:15 - 16:15 |
JOB SEARCH AND HIRING (LAB)
Chairperson: Christian Dustmann, University College London |
Room 3I |
|
WAGE AND PRODUCTIVITY DISPERSION: LABOR QUALITY OR RENT SHARING?
Jesper Bagger, Royal Holloway, University of London Co-Authors: Bent Jesper Christensen, University of Aarhus and CREATES and Dale Mortensen, Northwestern University |
||
|
BENEFIT DURATIONS AND JOB SEARCH BEHAVIOR
Su-Hsin Chang, Johns Hopkins University |
||
|
ETHNIC AND GEOGRAPHIC NETWORKS INFLUENCE JOB SEGREGATION
Michael Ransom, Brigham Young University Co-Author: Laura Giuliano, University of Miami |
||
|
REFERRAL-BASED JOB SEARCH NETWORKS
Christian Dustmann, University College London Co-Authors: Albrecht Glitz, Pompeu Fabra and Uta Schoenberg, UCL |
| 14:15 - 16:15 |
PROGRAM EVALUATION I (LAB)
Chairperson: Pinto Rodrigo, University of Chicago |
Room 3J |
|
DYNAMIC EVALUATION OF JOB SEARCH TRAINING
Stephen Kastoryano, University of Amsterdam |
||
|
SHORT-TERM TRAINING PROGRAMS FOR IMMIGRANTS: DO EFFECTS DIFFER
FROM NATIVES AND WHY?
Thomas Walter, ZEW Centre for European Economic Research, Mannheim Co-Authors: Alisher Aldashev, Kazakh-British Technical University of Almaty and Stephan Thomsen, University of Magdeburg |
||
|
THE EFFECTS OF TAX INCENTIVES FOR SMALL FIRMS ON EMPLOYMENT
LEVELS
Rodrigo Moura, EPGE/FGV Co-Author: Carlos Henrique Courseuil, IPEA |
||
|
A REANALYSIS OF THE HIGH/SCOPE PERRY PRESCHOOL PROGRAM
Pinto Rodrigo, University of Chicago Co-Authors: James Heckman, University of Chicago, Seong Hyeok Moon, Department of Economics, University of Chicago , Peter Savelyev, The University of Chicago, Department of Economics and Adam Yavitz, University of Chicago |
| 14:15 - 16:15 |
THE ROLE OF SCHOOLS (LAB)
Chairperson: Giacomo De Giorgi, Stanford University |
Room Pearl Hall |
|
WHO BENEFITS FROM KIPP?
Christopher Walters, MIT Co-Authors: Joshua Angrist, MIT, susan dynarski, , thomas kane, and parag pathak, |
||
|
LEADERSHIP EFFECTS: SCHOOL PRINCIPALS AND STUDENT OUTCOMES
Michael Coelli, University of Melbourne Co-Author: David Green, University of British Columbia |
||
|
PEER EFFECTS AND STUDENT ACHIEVEMENT: EVIDENCE FROM ELEMENTARY TO
MIDDLE SCHOOL TRANSITION
Hongliang Zhang, Chinese University of Hong Kong |
||
|
UNDERSTANDING SOCIAL INTERACTIONS: EVIDENCE FROM THE CLASSROOM
Giacomo De Giorgi, Stanford University Co-Author: Michele Pellizzari, IGIER-Bocconi University |
| 14:15 - 16:15 |
WAGES AND MACROECONOMIC OUTCOMES (MAX)
Chairperson: Fatih Guvenen, University of Minnesota |
Room Gran Melia B2 |
|
SOME EVIDENCE ON THE IMPORTANCE OF STICKY WAGES
Alessandro Barattieri, Boston College Co-Authors: Susanto Basu, Boston College and NBER and Peter Gottschalk, Boston College and IZA |
||
|
EX-ANTE SELECTION AND EX-POST LEARNING: IMPLICATIONS FOR LABOR
MARKET OUTCOMES
Gonul Sengul, European University Institute |
||
|
THE EFFECT OF WAGE RISK AND CROSS-SECTIONAL AGGREGATION ON THE
LABOR SUPPLY RESPONSE IN MACROECONOMIC MODELS
Juan Contreras, Congressional Budget Office Co-Author: Sven Sinclair, Social Security Administration |
||
|
INFERRING LABOR INCOME RISK FROM ECONOMIC CHOICES: AN INDIRECT
INFERENCE APPROACH
Fatih Guvenen, University of Minnesota Co-Author: Anthony Smith, Yale University |
| 14:15 - 16:15 |
MACROECONOMIC DYNAMICS (MAX)
Chairperson: Santanu Roy, Southern Methodist University |
Room Gran Melia F1 |
|
A UNIFIED SOLUTION TO INVENTORY PUZZLES
Huntley Schaller, Carleton University Co-Authors: Louis Maccini, Johns Hopkins University and Bartholomew Moore, Fordham University |
||
|
INFORMATION HETEROGENEITY BY FIRM SIZE AND BUSINESS CYCLE
Jie Cai, University of New South Wales, School of Economics |
||
|
UNCERTAINTY AND ECONOMIC ACTIVITY: EVIDENCE FROM BUSINESS SURVEY
DATA
Steffen Elstner, IFO Institute Munich Co-Author: Eric Sims, Notre Dame University |
||
|
STOCHASTIC GROWTH WITH SHORT-RUN PREDICTION OF SHOCKS
Santanu Roy, Southern Methodist University Co-Author: Itzhak Zilcha, Tel Aviv University and Southern Methodist University |
| 14:15 - 16:15 |
LIFE CYCLE STUDIES I (MAX)
Chairperson: Wenli Li, Philadelphia Federal Reserve Bank |
Room Gran Melia F3 |
|
THE LIFE CYCLE AND THE BUSINESS CYCLE OF WAGE RISK: A
CROSS-COUNTRY COMPARISON
Falko Juessen, TU Dortmund and IZA Co-Author: Christian Bayer, University of Bonn |
||
|
LIFE CYCLE EARNINGS AND THE HOUSEHOLD SAVING PUZZLE IN A
FAST-GROWING ECONOMY
Zheng Song, Fudan University Co-Author: Dennis Yang , Chinese University of Hong Kong |
||
|
ON THE PERSISTENCE OF INCOME SHOCKS OVER THE LIFE CYCLE: EVIDENCE
AND IMPLICATIONS
Fatih Karahan, University of Pennsylvania Co-Author: Serdar Ozkan, University of Pennsylvania |
||
|
CONSUMPTION AND TIME USE OVER THE LIFE CYCLE
Wenli Li, Philadelphia Federal Reserve Bank Co-Authors: Mike Dotsey, and Fang Yang, |
| 14:15 - 16:15 |
MONETARY POLICY IV (MAX)
Chairperson: Ana Galvao, Queen Mary University of London |
Room Gran Melia F5 |
|
WORLD FOOD PRICES AND MONETARY POLICY
Luis Catao, Inter_American Development Bank Co-Author: Roberto Chang, Rutgers University |
||
|
MEASUREMENT ERRORS AND POLICY EVALUATION IN THE FREQUENCY DOMAIN
Xiangrong Yu, University of Wisconsin - Madison |
||
|
INFLATION TARGETING AND RELATIVE PRICE VARIABILITY: WHAT
DIFFERENCE DOES INFLATION TARGETING MAKE?
Chi-Young Choi, University of Texas at Arlington Co-Authors: Young Se Kim, University of North Texas and Roisin O'Sullivan, Smith College |
||
|
ENDOGENOUS MONETARY POLICY REGIMES AND THE GREAT MODERATION
Ana Galvao, Queen Mary University of London Co-Author: Massimiliano Marcellino, European University Institute |
| 14:15 - 16:15 |
TAXATION I (PUB)
Chairperson: Jochen Mierau, University of Groningen |
Room 3G |
|
THE OPTIMALITY OF INDIRECT TAXATION
Wan Junmin, Faculty of Economics, Fukuoka University Co-Author: Fujimoto Hiroaki, Faculty of Economics, Fukuoka University |
||
|
INCOME TAXATION IN A LIFE CYCLE MODEL WITH HUMAN CAPITAL
Michael Keane, University of Technology Sydney |
||
|
TWO-TIER GOVERNMENTS, REDISTRIBUTIVE POLICIES AND PUBLIC
GOOD PROVISION
Pierre Boyer, Toulouse School of Economics (GREMAQ) and EHESS |
||
|
GROWTH EFFECTS OF CONSUMPTION AND LABOUR-INCOME TAXATION IN AN
OVERLAPPING-GENERATIONS LIFE-CYCLE MODEL
Jochen Mierau, University of Groningen Co-Author: Ben Heijdra, University of Groningen |
| 14:15 - 16:15 |
DEVELOPMENT: CHINA'S TRANSFORMATION (DEV)
Chairperson: Thomas Vendryes, Paris School of Economics, French Centre for Research on Contemporary China |
Room Gran Melia B3 |
|
EDUCATION�S ROLE IN CHINA�S STRUCTURAL TRANSFORMATION
Soohyung Lee, University of Maryland, College Park Co-Author: Benjamin Malin, Federal Reserve Board |
||
|
RETURN MIGRANTS: THE RISE OF NEW ENTREPRENEURS IN RURAL CHINA
Hui Xu, GATE - University of Lyon - ENS-LSH Co-Author: Sylvie D�murger, CNRS |
||
|
ACCOUNTING FOR RISING WAGES IN CHINA
Suqin Ge, Virginia Tech Co-Author: Dennis Yang , Chinese University of Hong Kong |
||
|
LAND RIGHTS INSECURITY AND TEMPORARY MIGRATION IN RURAL CHINA.
Thomas Vendryes, Paris School of Economics, French Centre for Research on Contemporary China Co-Authors: Maelys de la Rupelle, Paris School of Economics (PSE), Quheng Deng, Chinese Academy of Social Sciences (CASS) and Shi Li, Beijing Normal University (BNU) |
| 14:15 - 16:15 |
DEVELOPMENT: EMPIRICAL ISSUES I (DEV)
Chairperson: Shiyi Chen, Fudan University |
Room Gran Melia B4 |
|
THE BLESSING OF NATURAL RESOURCES: EVIDENCE FROM A PERUVIAN GOLD
MINE
Juan Pablo Rud, Royal Holloway, University of London Co-Author: Fernando Aragon, London School of Economics |
||
|
ACCESS, SORTING AND ACHIEVEMENT: THE SHORT-RUN EFFECTS OF FREE
PRIMARY EDUCATION IN KENYA
Isaac Mbiti, Southern Methodist University Co-Author: Adrienne Lucas, Wellesley College |
||
|
MARKET ACCESS AFFECTS RURAL INCOME: FARM VS. NON-FARM ACTIVITIES
IN CHINA
Zhaoyang Hou, National University of Singapore |
||
|
STRUCTURAL BONUS, PRODUCTIVITY CHANGE AND INDUSTRIALIZATION IN
POST-REFORM CHINA
Shiyi Chen, Fudan University Co-Authors: Gary Jefferson, Brandeis Univeristy and Jun Zhang, Fudan University |
| 14:15 - 16:15 |
FINANCIAL ECONOMETRICS II (ECO)
Chairperson: Yacine Ait-Sahalia, Princeton University |
Room Yangtze Hall |
|
MODELLING MULTIVARIATE INTEREST RATES USING TIME-VARYING COPULAS
AND
REDUCIBLE NON-LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
Ruijun Bu, Liverpool University Co-Authors: Kaddour Hadri, Queen''s University Belfast and Michel Lubrano, |
||
|
ECONOMETRIC ANALYSIS VIA FILTERING FOR ULTRA-HIGH FREQUENCY DATA
Yong Zeng, University of Missouri at Kansas City Co-Authors: Xing Hu, Princeton University and David Kuipers, University of Missouri at Kansas City |
||
|
CRISIS TRANSMISSION AND CONTAGION: WHICH TEST TO USE?
Renee Fry, Australian National University Co-Authors: Mardi Dungey, Cambridge and University of Tasmania and Vance Martin, University of Melbourne |
||
|
MODELING FINANCIAL CONTAGION USING MUTUALLY EXCITING JUMP
PROCESSES
Yacine Ait-Sahalia, Princeton University Co-Authors: Julio Cacho-Diaz, and Roger Laeven, CentER, Tilburg University |
| 14:15 - 16:15 |
NONPARAMETRIC NONSEPARABLE MODELS (ECO)
Chairperson: Anne Vanhems, Toulouse Business School, Toulouse School of Economics |
Room 5A |
|
IDENTIFICATION IN NONSEPARABLE MODELS BY NONPARAMETRIC COPULA
RESTRICTIONS
Alexander Torgovitsky, Yale University |
||
|
CONTROL FUNCTIONS FOR NON-SEPARABLE SIMULTANEOUS EQUATIONS MODELS
WITHOUT INDEPENDENCE CONDITIONS
Kyoo il Kim, University of Minnesota Co-Author: Amil Petrin, University of Minnesota, Twin Cities |
||
|
A NONPARAMETRIC BOOTSTRAP TEST OF EXOGENEITY TEST
Jinhyun Lee, UCL |
||
|
WELFARE ANALYSIS USING NONSEPARABLE MODELS
Anne Vanhems, Toulouse Business School, Toulouse School of Economics Co-Author: Stefan Hoderlein, Brown University |
| 14:15 - 16:15 |
BOOTSTRAP (ECO)
Chairperson: Matias Cattaneo, University of Michigan |
Room 5D |
|
A KERNEL BASED BOOTSTRAP METHOD FOR DEPENDENT PROCESSES
Paulo Parente, University of Exeter Co-Author: Richard J. Smith, University of Cambridge |
||
|
THE BOOTSTRAP IN THRESHOLD REGRESSION
Ping Yu, University of Auckland |
||
|
BOOTSTRAPPING REALIZED MULTIVARIATE VOLATILITY MEASURES
Prosper Dovonon, Co-Authors: Silvia Goncalves, University of Montreal and Nour Meddahi, Toulouse School of Economics |
||
|
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
Matias Cattaneo, University of Michigan Co-Authors: Richard Crump, Federal Reserve Bank of New York and Michael Jansson, UC-Berkeley and CREATES |
| 14:15 - 16:15 |
SET ESTIMATION (ECO)
Chairperson: Kyungchul Song, University of Pennsylvania |
Room 5E |
|
INFERENCE IN PARTIALLY IDENTIFIED NONPARAMETRIC
INSTRUMENTAL VARIABLES MODELS
Nese Yildiz, University of Rochester Co-Author: Yevgeniy Kovchegov, Oregon State University Department of Mathematics |
||
|
A DUAL APPROACH TO INFERENCE FOR PARTIALLY IDENTIFIED
ECONOMETRIC MODELS
Hiroaki Kaido, University of California, San Diego |
||
|
TESTING FOR INSTRUMENT INDEPENDENCE IN THE SELECTION MODEL
Toru Kitagawa, Lecturer |
||
|
POINT DECISIONS FOR INTERVAL-IDENTIFIED PARAMETERS
Kyungchul Song, University of Pennsylvania |
| 14:15 - 16:15 |
MOMENT INEQUALITIES II (ECO)
Chairperson: Richard Blundell, University College London |
Room 5H |
|
ASYMPTOTIC SIZE DISTORTIONS IN LOCALLY MISSPECIFIED MOMENT
INEQUALITY MODELS
Ivan Canay, Northwestern Co-Authors: Federico Bugni, Duke University and Patrik Guggenberger, UC San Diego, Department of Economics |
||
|
MODEL SELECTION TESTS FOR NONNESTED MOMENT INEQUALITY MODELS
Xiaoxia Shi, Yale University |
||
|
BAYESIAN ANALYSIS IN MOMENT INEQUALITY MODELS
Yuan Liao, Northwestern University Co-Author: Wenxin Jiang, Northwestern University |
||
|
STOCHASTIC DEMAND AND REVEALED PREFERENCE
Richard Blundell, University College London Co-Authors: Dennis Kristensen, Columbia University and Rosa Matzkin, University of California, Los Angeles |
| 14:15 - 16:15 |
EMPIRICAL LIKELIHOOD (ECO)
Chairperson: Sung Yong Park, University of Illinois |
Room 5I |
|
EXISTENCE PROBLEMS WITH EMPIRICAL LIKELIHOOD AND RELATED
ECONOMETRIC METHODS
Marian Grendar, Bel University Co-Author: George Judge, UC Berkeley |
||
|
ROBUST EXPONENTIAL TILTING SPECIFICATION TEST UNDER MOMENT
RESTRICTION AND LOCAL PARAMETRIC MISSPECIFICATIONS
Haiqi Li, WISE, Xiamen University Co-Author: Sung Yong Park, University of Illinois |
||
|
EDGEWORTH EXPANSIONS FOR GMM AND GEL ESTIMATORS
Gubhinder Kundhi, Carleton University Co-Author: Paul Rilstone, York University |
||
|
INFORMATION THEORETIC APPROACHES TO DENSITY ESTIMATION WITH AN
APPLICATION TO THE U.S. PERSONAL INCOME DATA
Sung Yong Park, University of Illinois Co-Author: Anil Bera, University of Illinois at Urbana-Champaign |
| 16:45 - 18:15 | PLENARY SESSION |
| 16:45 - 18:15 |
SHANGHAI LECTURE
Chairperson: Daniel McFadden, University of California, Berkeley |
Room Grand Ballroom |
|
NONSEPARABLE MODELS FOR PANEL DATA
Whitney Newey, MIT |
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