| Summary of All Sessions |
|---|
| Click here for an index of all participants |
| Date/Time | Location | Title | Papers |
|---|---|---|---|
| August 16, 2019 9:00-10:00 | Hörsaal Zentrum (lecture hall), HZ Room 3 | Plenary I, Presidential Address: “On the Many Kinds of Money,” presented by Apostolos Serletis, University of Calgary, Canada | 1 |
| August 16, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 7 | A1: Long-Term Economic Growth | 3 |
| August 16, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 8 | A2: Measuring Global Financial Stability: Statistical Methods and Empirical Studies | 4 |
| August 16, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 3 | A3: The State of the Art in Measurement under Risk | 4 |
| August 16, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 9 | A4: Time-Frequency Dynamics of Economic and Financial Data using Time-varying Parameter VAR Models | 4 |
| August 16, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 10 | A5: Essays in Financial and Macroeconomic Dynamics | 4 |
| August 16, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 11 | A6: Household Asset Allocation, Income and Monetary Policy | 4 |
| August 16, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 12 | A7: Transition Economies | 4 |
| August 16, 2019 14:00-15:00 | Hörsaal Zentrum (lecture hall), HZ Room 3 | Plenary II: “The Welfare Cost of Risk and Inequality,” presented by Kjetil Storesletten, University of Oslo, Norway | 1 |
| August 16, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 7 | B1: Now You See It, Now You Don’t: Disclosure Limitation in Micro Data Releases | 4 |
| August 16, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 8 | B2: Topics in Macro/General Equilibrium | 4 |
| August 16, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 9 | B3: The Wealth Distribution and Its Measurement | 4 |
| August 16, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 10 | B4: Divisia Monetary Aggregates in Empirics and Pedagogy | 4 |
| August 16, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 3 | B5: Measuring the Contributions of New Products and Services | 4 |
| August 16, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 11 | B6: Topics on Chinese Economy | 2 |
| August 16, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 12 | B7: Credit, Banking, Oil & Cycles | 4 |
| August 17, 2019 9:00-10:00 | Hörsaal Zentrum (lecture hall), HZ Room 3 | Plenary III: “Measuring Resource Shares and Poverty at the Individual Level,” presented by Arthur Lewbel, Boston College, USA | 1 |
| August 17, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 3 | C1: Behavioral Measurement 1: Foundations | 4 |
| August 17, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 7 | C2: Measurement in the Real Estate Market | 4 |
| August 17, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 8 | C3: Money and the Macroeconomy | 4 |
| August 17, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 9 | C4: Return Predictability | 3 |
| August 17, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 10 | C5: Applications and Policy in Macroeconomics | 4 |
| August 17, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 11 | C6: Energy Markets in Transition | 4 |
| August 17, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 12 | C7: Recent Topics in Economic Measurement | 3 |
| August 17, 2019 14:00-15:00 | Hörsaal Zentrum (lecture hall), HZ Room 3 | Plenary IV: “Exploring the Panel Data Dynamics of Consumption and Income,” presented by Richard Blundell, University College London, UK | 1 |
| August 17, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 7 | D1: New Developments in Panel Data Econometrics | 4 |
| August 17, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 8 | D2: Topics in Climate Finance | 3 |
| August 17, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 3 | D3: Industries with Hard to Measure Productivity | 4 |
| August 17, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 9 | D4: Household Heterogeneity in Microeconomics | 4 |
| August 17, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 10 | D5: Monetary Policies after the Great Recession | 4 |
| August 17, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 11 | D6: Quantitative Finance | 4 |
| August 17, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 12 | D7: Money and Macroeconomics | 4 |
| August 18, 2019 9:00-10:00 | Hörsaal Zentrum (lecture hall), HZ Room 3 | Plenary V: “Quality Adjustment and Hedonics: A Unified Approach,” presented by Erwin Diewert, University of British Columbia, Canada | 1 |
| August 18, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 7 | E1: Behavioral Measurement 3: Time Discounting | 4 |
| August 18, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 8 | E2: Trade, Prices and Structural Changes | 4 |
| August 18, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 9 | E3: Measuring Economy and Finance as the Digital Age Changes its Technical Substance and Our Demands | 4 |
| August 18, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 10 | E4: Oil Prices and the Macroeconomy | 4 |
| August 18, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 11 | E5: Monetary Policy: Instrumentation and Identification | 4 |
| August 18, 2019 10:30-12:30 | Hörsaal Zentrum (lecture hall), HZ Room 12 | E6: Productivity and Technology | 4 |
| August 18, 2019 14:00-15:00 | Hörsaal Zentrum (lecture hall), HZ Room 3 | Plenary VI: “Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity,” presented by Helmut Lutkepohl, Free University of Berlin, Germany | 1 |
| August 18, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 7 | F1: Credit Cycles, Financial Intermediation, and Spillovers to the Real Sector | 3 |
| August 18, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 8 | F2: Economics of Regulated Health Care Markets | 4 |
| August 18, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 9 | F3: Hard-to-Measure Economics: Illegal Activity, Data-Flows, iPhone Depreciation, Tertiary Education? | 4 |
| August 18, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 10 | F4: Contemporary Studies in Economic Measurement | 4 |
| August 18, 2019 15:30-17:30 | Hörsaal Zentrum (lecture hall), HZ Room 11 | F5: Behavioral Measurement 2: Beliefs | 4 |
| 45 sessions, 155 papers, and 0 presentations with no associated papers |
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| SEM 2019 – Sixth Annual Conference |
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| Detailed List of Sessions |
| Session: Plenary I, Presidential Address: “On the Many Kinds of Money,” presented by Apostolos Serletis, University of Calgary, Canada August 16, 2019 9:00 to 10:00 Hörsaal Zentrum (lecture hall), HZ Room 3 |
|---|
| Session Chair: William Barnett, University of Kansas and Center for Financial Stability |
| On the Many Kinds of Money |
| By Apostolos Serletis; University of Calgary |
| presented by: Apostolos Serletis, University of Calgary |
| Session: A1: Long-Term Economic Growth August 16, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 7 |
| Session Chair: Chander Kant, Seton Hall University, Kant Research |
| The Road to Banking the Unbanked: Financial Inclusion and Financial Exclusion |
| By Priyanka Menon; Institute for Financial Management and Research |
| presented by: Priyanka Menon, Institute for Financial Management and Research |
| Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter |
| By Josefine Quast; Friedrich-Schiller University Jena Maik Wolters; University of Jena |
| presented by: Josefine Quast, Friedrich-Schiller University Jena |
| Privatization and Growth: Natural Experiments with European Economies in Transition |
| [slides] |
| By Chander Kant; Seton Hall University, Kant Research |
| presented by: Chander Kant, Seton Hall University, Kant Research |
| Session: A2: Measuring Global Financial Stability: Statistical Methods and Empirical Studies August 16, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 8 |
| Session Chair: Nan Zhang, Hiroshima Shudo University |
| Development of U.S.-East Asia Financial Input-Output Table |
| By Jiyoung Kim; Okayama university Satoru Hagino; Fukuyama University, Japan |
| presented by: Satoru Hagino, Fukuyama University, Japan |
| Corporate Finance Volatility and the Economic Prosperity Status: The Interaction of Micro-economy and Macro-economy |
| By Chun Li; Southwestern University of Finance and Economics |
| presented by: Chun Li, Southwestern University of Finance and Economics |
| The Measurement of Fintech Development in China and Its Social Impact |
| By Xun Zhang; Beijing Normal University |
| presented by: Xun Zhang, Beijing Normal University |
| Measuring Global Flow of Funds: Focus on International Financial Investment between G20 |
| By Nan Zhang; Hiroshima Shudo University |
| presented by: Nan Zhang, Hiroshima Shudo University |
| Session: A3: The State of the Art in Measurement under Risk August 16, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 3 |
| Session Chair: William Barnett, University of Kansas and Center for Financial Stability |
| Time-Varying Capital Intensities and the Hump-Shaped Evolution of Economic Activity in Manufacturing |
| By Luis Felipe Saenz; University of South Carolina |
| presented by: Luis Felipe Saenz, University of South Carolina |
| What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices |
| By Thomas Mertens; Federal Reserve Bank of San Francisco |
| presented by: Thomas Mertens, Federal Reserve Bank of San Francisco |
| Assessing U.S. Aggregate Fluctuations Across Time and Frequencies |
| By Thomas Lubik; Federal Reserve Bank of Richmond Christian Matthes; Federal reserve bank of Richmond Fabio Verona; Bank of Finland |
| presented by: Thomas Lubik, Federal Reserve Bank of Richmond |
| Monetary Services Aggregation Theory under Choquet Expectation |
| By William Barnett; University of Kansas and Center for Financial Stability Qing Han; The University of Kansas Jianbo Zhang; University of Kansas |
| presented by: Qing Han, The University of Kansas |
| Session: A4: Time-Frequency Dynamics of Economic and Financial Data using Time-varying Parameter VAR Models August 16, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 9 |
| Session Chair: Michael Ellington, University of Liverpool |
| The Case for Divisia Monetary Statistics: A Bayesian Time-Varying Approach |
| By Michael Ellington; University of Liverpool |
| presented by: Michael Ellington, University of Liverpool |
| Time-frequency Response Analysis of Monetary Policy Transmission |
| By Lubos Hanus; Charles University |
| presented by: Lubos Hanus, Charles University |
| Asset Pricing using Time-Frequency Dependent Network Centrality |
| By Jozef Barunik; Institute of Economic Studies, Charles Uuniversity Michael Ellington; University of Liverpool |
| presented by: Jozef Barunik, Institute of Economic Studies, Charles Uuniversity |
| Bayesian Nonparametric Methods for Analysing Macroeconomic Time Series |
| By Maria Kalli; University of Kent |
| presented by: Maria Kalli, University of Kent |
| Session: A5: Essays in Financial and Macroeconomic Dynamics August 16, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 10 |
| Session Chair: Fredj Jawadi, University of Lille |
| Liquidity Trap in Theory and History |
| By Antoine Parent; IEP Lyon |
| presented by: Antoine Parent, IEP Lyon |
| Markets Microstructure, Assets Networks and Financial Stability |
| By Cécile Bastidon; Laboratoire d’économie Appliquée au D Fredj Jawadi; University of Lille |
| presented by: Cécile Bastidon, Laboratoire d’économie Appliquée au D |
| Bifurcation and History |
| By Francesco Magris; University of Tours Antoine Parent; IEP Lyon |
| presented by: Antoine Parent, IEP Lyon |
| Credit Risk and Delayed Monetary Policy Effectiveness — A Finite Horizon Multi-phase Model |
| By Marco Gross; International Monetary Fund Willi Semmler; New School NY, University of Bielefeld Helmut Maurer; Westfälische Wilhelms-Universität Münster |
| presented by: Willi Semmler, New School NY, University of Bielefeld |
| Session: A6: Household Asset Allocation, Income and Monetary Policy August 16, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 11 |
| Session Chair: Evangelos Charalambakis, Bank of Greece |
| Distributional Imbalances, Monetary Policy, and the U.S. Business Cycle |
| [slides] |
| By Nikolaos Charalampidis; University of California, Irvine |
| presented by: Nikolaos Charalampidis, University of California, Irvine |
| Assets, Culture and La Dolce Villa: Homeownership of Expats and Immigrants |
| By Johannes Fleck; European University Institute Adrian Monninger; European Central Bank |
| presented by: Adrian Monninger, European Central Bank |
| Labour Income Uncertainty During a Crisis |
| By Julia Le Blanc; Deutsche Bundesbank Reamonn Lydon; Central Bank of Ireland |
| presented by: Julia Le Blanc, Deutsche Bundesbank |
| Machine Learning Missing Household Wealth |
| By Johannes Fleck; European University Institute |
| presented by: Johannes Fleck, European University Institute |
| Session: A7: Transition Economies August 16, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 12 |
| Session Chair: Makram El-Shagi, Henan University |
| Impact of Euro Adoption on International Trade within the Heterogeneous Euro Area |
| By Svatopluk Kapounek; Vilnius University Martin Šuster; National Bank of Slovakia |
| presented by: Svatopluk Kapounek, Vilnius University |
| Convergence of Government Bond Yields in the EU: Evidence from Central and Eastern Europe |
| By Kiril Tochkov; Texas Christian University Nikolay Nenovsky; University of Picardie Jules Verne |
| presented by: Kiril Tochkov, Texas Christian University |
| The Impact of the ECB on the CEEC: A Divisia Based Approach |
| By Makram El-Shagi; Henan University |
| presented by: Makram El-Shagi, Henan University |
| Participation in and Contribution to Voluntary Pension Saving in a Three-pillar System |
| [slides] |
| By Karsten Staehr; Tallinn University of Technology Magnus Piirits |
| presented by: Karsten Staehr, Tallinn University of Technology |
| Session: Plenary II: “The Welfare Cost of Risk and Inequality,” presented by Kjetil Storesletten, University of Oslo, Norway August 16, 2019 14:00 to 15:00 Hörsaal Zentrum (lecture hall), HZ Room 3 |
| Session Chair: Ester Faia, Goethe University Frankfurt |
| The Welfare Cost of Risk and Inequality |
| By Kjetil Storesletten; University of Oslo |
| presented by: Kjetil Storesletten, University of Oslo |
| Session: B1: Now You See It, Now You Don’t: Disclosure Limitation in Micro Data Releases August 16, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 7 |
| Session Chair: Arthur Kennickell, Federal Reserve Board |
| Will Differential Privacy Transform Social Science? |
| By Frauke Kreuter; University of Maryland |
| presented by: Frauke Kreuter, University of Maryland |
| Topics in Differential Privacy |
| By Daniel Kifer; Penn State University |
| presented by: Daniel Kifer, Penn State University |
| Making Data Great Again |
| By Julia Lane; New York University |
| presented by: Julia Lane, New York University |
| Differential Privacy: Boon or Bane for Users of Official Statistics? |
| By Barry Johnson; IRS |
| presented by: Barry Johnson, IRS |
| Session: B2: Topics in Macro/General Equilibrium August 16, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 8 |
| Session Chair: Fredj Jawadi, University of Lille |
| Sparse Restricted Perception Equilibrium |
| By Volha Audzei; Czech National Bank, and CERGE-EI Sergey Slobodyan; Higher School of Economics, St Petersburg |
| presented by: Sergey Slobodyan, Higher School of Economics, St Petersburg |
| Non-Value-Added Tax as a Financial Transaction Tax to Improve Market Fairness |
| By Iryna Veryzhenko; LABEX REFI, CNAM Arthur Jonath; Profit and Entropy |
| presented by: Iryna Veryzhenko, LABEX REFI, CNAM |
| Discussion on the Measurement and Evolution of National Value Chain under the New Framework of Trade Value-added Decomposition |
| By Dan Ma; Southwestern University of Finance and Economics |
| presented by: Dan Ma, Southwestern University of Finance and Economics |
| Money Aggregates and Determinacy: A Reinterpretation of Monetary Policy during the Great Inflation of the 1970s |
| By Irfan Qureshi; Asian Development Bank (ADB) |
| presented by: Irfan Qureshi, Asian Development Bank (ADB) |
| Session: B3: The Wealth Distribution and Its Measurement August 16, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 9 |
| Session Chair: Alice Henriques, Federal Reserve Board of Governors |
| Housing Bubbles, Wealth Inequality and Capital Income Taxation |
| By Clara Martinez-Toledano; Paris School of Economics |
| presented by: Clara Martinez-Toledano, Paris School of Economics |
| Inequality and Relative Saving Rates at the Top |
| By Philipp Lieberknecht; Deutsche Bundesbank Philip Vermeulen; European Central Bank |
| presented by: Philipp Lieberknecht, Deutsche Bundesbank |
| Are Medical Care Prices Still Declining? A Systematic Examination of Quality-Adjusted Price Index Alternatives for Medical Care |
| By Abe Dunn; Bureau of Economic Analysis |
| presented by: Abe Dunn, Bureau of Economic Analysis |
| Distributional Financial Accounts of the United States |
| By Alice Henriques; Federal Reserve Board of Governors |
| presented by: Alice Henriques, Federal Reserve Board of Governors |
| Session: B4: Divisia Monetary Aggregates in Empirics and Pedagogy August 16, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 10 |
| Session Chair: Ryan Mattson, West Texas A&M University |
| The Predicting Power of User-cost Spread for Economic Recession |
| By Biyan Tang; University of Massachusetts Dartmouth Ryan Mattson; West Texas A&M University Dongfeng Chang; Shandong University |
| presented by: Biyan Tang, University of Massachusetts Dartmouth |
| Discussant: Soumya Bhadury, Reserve Bank of India |
| Divisia Monetary Aggregates for a Heterogeneous Euro Area |
| By Dieter Nautz; Free University Berlin |
| presented by: Dieter Nautz, Free University Berlin |
| Discussant: Ryan Mattson, West Texas A&M University |
| Using Divisia Monetary Aggregates to Teach Econometrics |
| By Ryan Mattson; West Texas A&M University |
| presented by: Ryan Mattson, West Texas A&M University |
| Discussant: Biyan Tang, University of Massachusetts Dartmouth |
| A New Approach to Nowcast Indian Gross Value Added |
| By Soumya Bhadury; Reserve Bank of India |
| presented by: Soumya Bhadury, Reserve Bank of India |
| Discussant: Dieter Nautz, Free University Berlin |
| Discussants: 1 Soumya Bhadury, National Council of Applied Economic Research (NCAER), New Delhi, India 2 Dieter Nautz, Free University Berlin 3 Biyan Tang, University of Massachusetts Dartmouth 4 Ryan Mattson, West Texas A&M University |
| Session: B5: Measuring the Contributions of New Products and Services August 16, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 3 |
| Session Chair: Kevin Fox, University of New South Wales Sydney |
| Estimating the Benefits and Costs of New and Disappearing Products |
| By Erwin Diewert; University of British Columbia and UNSW Australia |
| presented by: Erwin Diewert, University of British Columbia and UNSW Australia |
| Productivity Growth, Firm Turnover and New Varieties |
| By Arvid Raknerud; Statistics Norway Diana-Cristina Iancu; Statistics Norway Thomas von Brasch; Statistics Norway |
| presented by: Arvid Raknerud, Statistics Norway |
| Cloud Computing and National Accounting |
| By David Nguyen; NIESR Diane Coyle; University of Cambridge |
| presented by: Diane Coyle, University of Cambridge |
| Experimental Economics and the New Goods Problem |
| By Erwin Diewert; University of British Columbia and UNSW Australia Kevin Fox; University of New South Wales Sydney Paul Schreyer; OECD |
| presented by: Kevin Fox, University of New South Wales Sydney |
| Session: B6: Topics on Chinese Economy August 16, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 11 |
| Session Chair: Yang Li, Shanghai International Studies University |
| Household Electricity Demand, Pollution Emission and Public Health Under Increasing Block Tariffs and Time-of-Use Pricing Policies |
| By Ling-Yun He; Jinan University |
| presented by: Ling-Yun He, Jinan University |
| Structural Holes and Hedge Fund Return Comovement: Evidence from Network-connected Hedge Funds in China |
| By Lu Li; Shanghai International Studies University Yang Li; Shanghai International Studies University Xueding Wang; Shanghai International Studies University Tusheng Xiao; Central University of Finance and Economics |
| presented by: Yang Li, Shanghai International Studies University |
| Session: B7: Credit, Banking, Oil & Cycles August 16, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 12 |
| Session Chair: Anastasios Malliaris, Quinlan School of Business, Loyola University Chicago |
| Components of Credit Rationing |
| By Abol Jalilvand; Loyola University Chicago Fathali Firoozi; University of Texas at San Antonio Mehdi Beyhaghi; Federal Reserve Bank of Richmond |
| presented by: Abol Jalilvand, Loyola University Chicago |
| Network Analysis of Contagion in the European Interbank Market |
| By Angelos Vouldis; European Central Bank Christina Mikropoulou; University of Macedonia |
| presented by: Angelos Vouldis, European Central Bank |
| New Evidence on the Synchronization Between the U.S. Business and Financial Cycles |
| [slides] |
| By Christina Mikropoulou; University of Macedonia Maddalena Cavicchioli; University of Verona Catherine Kyrtsou; University of Macedonia |
| presented by: Christina Mikropoulou, University of Macedonia |
| The U.S. High Yield Spread and the Global Price of Oil: 2003-2018 |
| [slides] |
| By Anastasios Malliaris; Quinlan School of Business, Loyola University Chicago Mary Malliaris; Loyola University Chicago |
| presented by: Anastasios Malliaris, Quinlan School of Business, Loyola University Chicago |
| Session: Plenary III: “Measuring Resource Shares and Poverty at the Individual Level,” presented by Arthur Lewbel, Boston College, USA August 17, 2019 9:00 to 10:00 Hörsaal Zentrum (lecture hall), HZ Room 3 |
| Session Chair: Apostolos Serletis, University of Calgary |
| Measuring Resource Shares and Poverty at the Individual Level |
| By Arthur Lewbel; Boston College |
| presented by: Arthur Lewbel, Boston College |
| Session: C1: Behavioral Measurement 1: Foundations August 17, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 3 |
| Session Chair: Michael Kosfeld, Goethe University Frankfurt |
| Time Will Tell: Recovering Preferences When Choices Are Noisy |
| By Carlos Alos-Ferrer; University of Zurich Ernst Fehr; Dept. of Economics, University of Zurich Nick Netzer; University of Zurich |
| presented by: Carlos Alos-Ferrer, University of Zurich |
| Skewness Preference: A Definition |
| By Sebastian Ebert; Frankfurt School of Finance and Manageme |
| presented by: Sebastian Ebert, Frankfurt School of Finance and Manageme |
| Using Response Times to Infer Preferences and Beliefs |
| By Ian Krajbich; Ohio State University |
| presented by: Ian Krajbich, Ohio State University |
| Limited Self-Knowledge and Measurement Error in Surveys |
| By Thomas Neuber; University of Bonn |
| presented by: Thomas Neuber, University of Bonn |
| Session: C2: Measurement in the Real Estate Market August 17, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 7 |
| Session Chair: Robert Hill, University of Graz |
| How Big Is the Airbnb Rent-Premium? The Case of Sydney |
| By Robert Hill; University of Graz Norbert Pfeifer; University of Graz Miriam Steurer; University of Graz |
| presented by: Miriam Steurer, University of Graz |
| Decompositions of Price Distributions by Location: The Rise and Fall of Tokyo Prices |
| By Daniel McMillen; University of Illinois at Urbana-Champaign Chihiro Shimizu; University of Tokyo |
| presented by: Daniel McMillen, University of Illinois at Urbana-Champaign |
| Housing Rent in CPI: Unit-level Long-run Dynamics of Housing Rents |
| [slides] |
| By Masatomo Suzuki; The University of Tokyo Chihiro Shimizu; University of Tokyo |
| presented by: Chihiro Shimizu, University of Tokyo |
| The Effect of Local Regulation on Residential Housing Prices: The Case of Melbourne |
| [slides] |
| By Jason Lejcak; The University of Queensland Alicia Rambaldi; The University of Queensland Madeleine Tan; Victoria Government |
| presented by: Alicia Rambaldi, The University of Queensland |
| Session: C3: Money and the Macroeconomy August 17, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 8 |
| Session Chair: Libo Xu, University of San Francisco |
| On the Markov Switching Welfare Cost of Inflation |
| By Apostolos Serletis; University of Calgary Wei Dai; University of Calgary |
| presented by: Apostolos Serletis, University of Calgary |
| Supply of Private Safe Assets: Interplay of Shadow and Traditional Banks |
| By Borghan Narajabad; Federal Reserve Board Stefan Gissler; Federal Reserve Board |
| presented by: Borghan Narajabad, Federal Reserve Board |
| Volatility in the Cryptocurrency Market |
| By Jinan Liu; University of Calgary |
| presented by: Jinan Liu, University of Calgary |
| Consumption, Leisure, and Money |
| By Apostolos Serletis; University of Calgary Libo Xu; University of San Francisco |
| presented by: Libo Xu, University of San Francisco |
| Session: C4: Return Predictability August 17, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 9 |
| Session Chair: Xiao Qiao, Paraconic Technologies US Inc. |
| A Consumption-Based Approach to Exchange Rate Predictability |
| By Jair Ojeda-Joya; Banco de la Republica |
| presented by: Jair Ojeda-Joya, Banco de la Republica |
| Robust Investor Sentiment Indices |
| [slides] |
| By Liya Chu; East China University of Science and Technology |
| presented by: Liya Chu, East China University of Science and Technology |
| Stock market implications of financial demand for outside money supply |
| By Asif Muhammad Ruman; University of Oulu |
| presented by: Asif Muhammad Ruman, University of Oulu |
| Session: C5: Applications and Policy in Macroeconomics August 17, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 10 |
| Session Chair: Ryan Mattson, West Texas A&M University |
| ICT Capital-Skill Complementarity and Wage Inequality: Evidence from OECD Countries |
| By Ken Yamada; Kyoto University |
| presented by: Ken Yamada, Kyoto University |
| The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU |
| By António Afonso; ISEG-ULisboa |
| presented by: António Afonso, ISEG-ULisboa |
| Optimal Forward Guidance in Monetary Policy: Can Central Banks Sway the Public with Projections? |
| By Christian Jensen; University of South Carolina |
| presented by: Christian Jensen, University of South Carolina |
| Macroprudential Policy and Financial Stability: Bank-Level Evidence from China |
| By Jan Klingelhöfer; Henan University Rongrong Sun; Henan University |
| presented by: Jan Klingelhöfer, Henan University |
| Session: C6: Energy Markets in Transition August 17, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 11 |
| Session Chair: Evangelos Kyritsis, VATT Institute for Economic Research |
| Nuclear Power, Democracy, and Development: Determinants for Successfully Introducing Nuclear Power |
| By Anne Neumann; Universität Potsdam |
| presented by: Anne Neumann, Universität Potsdam |
| The Effect of Variable Renewable Energy on Electricity Price Volatility |
| By Iulia Falcan; United Nations University – MERIT |
| presented by: Iulia Falcan, United Nations University – MERIT |
| Technical Trading on the US Natural Gas Futures Market: The Dry Wood Waiting the Spark ? |
| By Etienne Borocco; UPD · Dauphine Economics Research Center |
| presented by: Etienne Borocco, UPD · Dauphine Economics Research Center |
| Natural Gas Market Globalization Revisited |
| By Evangelos Kyritsis; VATT Institute for Economic Research |
| presented by: Evangelos Kyritsis, VATT Institute for Economic Research |
| Session: C7: Recent Topics in Economic Measurement August 17, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 12 |
| Session Chair: Fredj Jawadi, University of Lille |
| Importance of Awareness of Default Risk on Conducting Monetary and Fiscal Policies |
| By Eiji Okano; Nagoya City University Masataka Eguchi; Keio University |
| presented by: Eiji Okano, Nagoya City University |
| Interactive Effects Between Input and Output Technical Inefficiencies |
| By Muna Esheba; University of Calgary Apostolos Serletis; University of Calgary |
| presented by: Muna Esheba, University of Calgary |
| A Multivariate Nonlinear Analysis of Quarterly China’s GDP and World Oil Price and Its Implications |
| By Fredj Jawadi; University of Lille Ruey Tsay; University of Chicago |
| presented by: Fredj Jawadi, University of Lille |
| Session: Plenary IV: “Exploring the Panel Data Dynamics of Consumption and Income,” presented by Richard Blundell, University College London, UK August 17, 2019 14:00 to 15:00 Hörsaal Zentrum (lecture hall), HZ Room 3 |
| Session Chair: Erwin Diewert, University of British Columbia and UNSW Australia |
| Exploring the Panel Data Dynamics of Consumption and Income |
| By Richard Blundell; University College London and Institute for Fiscal Studies |
| presented by: Richard Blundell, University College London and Institute for Fiscal Studies |
| Session: D1: New Developments in Panel Data Econometrics August 17, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 7 |
| Session Chair: Guohua Feng, University of North Texas |
| Semiparametric Smooth Coefficient Stochastic Frontier Model: A Sieve Approach |
| [slides] |
| By Kai Du; The University of Adelaide Chuan Wang; Zhongnan University of Economics and Law |
| presented by: Chuan Wang, Zhongnan University of Economics and Law |
| Nonparametric Homogeneity Pursuit in Functional-Coefficient Models |
| By Degui Li; University of York |
| presented by: Degui Li, University of York |
| An Integrated Panel Data Approach to Modelling Economic Growth |
| By Guohua Feng; University of North Texas |
| presented by: Guohua Feng, University of North Texas |
| Reputation in Patient Hospital Selection: Empirical Evidence from Australia |
| By Xiaohui Zhang; University of Exeter |
| presented by: Xiaohui Zhang, University of Exeter |
| Session: D2: Topics in Climate Finance August 17, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 8 |
| Session Chair: Ibrahim Tahri, Potsdam Institute for Climate Impact Research |
| Climate Disaster Risks & Monetary and Financial Policies |
| By Willi Semmler; New School NY, University of Bielefeld |
| presented by: Willi Semmler, New School NY, University of Bielefeld |
| Financing Fair Redistribution of Climate Change Burden – Insights from Augmented DICE Model |
| By Sergey Orlov; IIASA Elena Rovenskaya; IIASA Willi Semmler; New School NY, University of Bielefeld |
| presented by: Sergey Orlov, IIASA |
| Equity Bias in the Energy Sector |
| By Ibrahim Tahri; Potsdam Institute for Climate Impact Research |
| presented by: Ibrahim Tahri, Potsdam Institute for Climate Impact Research |
| Session: D3: Industries with Hard to Measure Productivity August 17, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 3 |
| Session Chair: Dennis Fixler, US Bureau of Economic Analysis |
| Productivity Measurement, R&D Assets and Mark-ups in OECD countries |
| By Paul Schreyer; OECD |
| presented by: Paul Schreyer, OECD |
| Industry and State Level Value Added and Productivity Decompositions |
| By Shipei Zeng; UNSW Sydney Stephanie Parsons; Reserve Bank of Australia Erwin Diewert; University of British Columbia and UNSW Australia Kevin Fox; University of New South Wales Sydney |
| presented by: Shipei Zeng, UNSW Sydney |
| Understanding the Digital Economy in Retailing & Its Implications for All Service Sectors |
| By Roger Betancourt; University of Maryland |
| presented by: Roger Betancourt, University of Maryland |
| Financial Firm Productivity |
| By Dennis Fixler; US Bureau of Economic Analysis |
| presented by: Dennis Fixler, US Bureau of Economic Analysis |
| Session: D4: Household Heterogeneity in Microeconomics August 17, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 9 |
| Session Chair: Evangelos Charalambakis, Bank of Greece |
| Risky Assets in Europe and the US: Risk Vulnerability, Risk Aversion and Economic Environment |
| By Peter Lindner; Oesterreichische Nationalbank Pirmin Fessler; Oesterreichische Nationalbank |
| presented by: Peter Lindner, Oesterreichische Nationalbank |
| The Joint Distribution of Income, Wealth and Consumption in Germany |
| By Tobias Schmidt; Deutsche Bundesbank Julia Le Blanc; Deutsche Bundesbank |
| presented by: Tobias Schmidt, Deutsche Bundesbank |
| Economic Policy Uncertainty and Stock Market Participation |
| By Eniko Gábor-Tóth; Deutsche Bundesbank Dimitris Georgarakos; ECB |
| presented by: Eniko Gábor-Tóth, Deutsche Bundesbank |
| MPC Heterogeneity in Europe-Sources and Implications |
| By Miguel Ampudia; European Central Bank Russell Cooper; European University Institute Julia Le Blanc; Deutsche Bundesbank Guozhong Zhu; University of Alberta |
| presented by: Miguel Ampudia, European Central Bank |
| Session: D5: Monetary Policies after the Great Recession August 17, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 10 |
| Session Chair: Hylton Hollander, Stellenbosch University |
| Monetary Regimes, Money Supply and the US Business Cycle since 1959: Implications for Monetary Policy Today |
| [slides] |
| By Hylton Hollander; Stellenbosch University Lars Christensen; Stellenbosch University |
| presented by: Hylton Hollander, Stellenbosch University |
| A Structural Investigation of Quantitative Easing |
| [slides] |
| By Gregor Boehl; Goethe University Frankfurt Felix Strobel; Bundesbank |
| presented by: Gregor Boehl, Goethe University Frankfurt |
| Risk Aversion, Credit and Banking: A Nonlinear DSGE Perspective |
| By Caroline Bozou; LEMMA / Assas University Paris 2 Jonathan Benchimol; Bank of Israel |
| presented by: Caroline Bozou, LEMMA / Assas University Paris 2 |
| The Great Recession and the Zero Lower Bound |
| [slides] |
| By Felix Strobel; Bundesbank Gregor Boehl; Goethe University Frankfurt |
| presented by: Felix Strobel, Bundesbank |
| Session: D6: Quantitative Finance August 17, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 11 |
| Session Chair: Muna Esheba, University of Calgary |
| Opening the Black Box of Joint Household Production: Child Welfare and Parental Leisure |
| [slides] |
| By Sam Cosaert; LISER Luxembourg |
| presented by: Sam Cosaert, LISER Luxembourg |
| Discussant: Menggen Chen, Beijing Normal University |
| Measuring the Spatial Price Difference in China with RPPs Method |
| By Menggen Chen; Beijing Normal University |
| presented by: Menggen Chen, Beijing Normal University |
| Discussant: Artur Tarassow, |
| Bootstrap-based Probabilistic Analysis of Spillover Scenarios in Macrofinancial Network |
| By Artur Tarassow Matthew Greenwood-Nimmo; University of Melbourne |
| presented by: Artur Tarassow, |
| Discussant: Rongrong Sun, Henan University |
| Who Is Discriminated in Chinese Household Credit Markets? |
| By Rongrong Sun; Henan University |
| presented by: Rongrong Sun, Henan University |
| Discussant: Sam Cosaert, LISER Luxembourg |
| Session: D7: Money and Macroeconomics August 17, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 12 |
| Session Chair: Jane Binner, University of Birmingham |
| Housing Prices, Fertility and Macroeconomic Dynamics |
| By Khandokar Istiak; University of South Alabama James Swofford; University of South Alabama |
| presented by: James Swofford, University of South Alabama |
| Exchange Rate Forecastability: Divisia, the User Cost Price, and the Euro |
| By Luis Molinas; University of Kansas |
| presented by: Luis Molinas, University of Kansas |
| Macro Prudential Policy and Monetary Policy: The Need to Dance the Tango in Harmony |
| By Jose Garcia Revelo; University of Orleans Yannick Lucotte; Laboratoire d’Economie d’Orléans & PSB Paris School of Business Florian Pradines-Jobet; PSB Paris School of Business |
| presented by: Jose Garcia Revelo, University of Orleans |
| Forecasting US Price Levels Using Multi-recurrent Neural Networks: A New Policy Tool? |
| By Jane Binner; University of Birmingham Logan Kelly; University of Wisconsin – River Falls Jonathan Tepper; Nottingham Trent University |
| presented by: Jane Binner, University of Birmingham |
| Session: Plenary V: “Quality Adjustment and Hedonics: A Unified Approach,” presented by Erwin Diewert, University of British Columbia, Canada August 18, 2019 9:00 to 10:00 Hörsaal Zentrum (lecture hall), HZ Room 3 |
| Session Chair: Ernst Berndt, MIT Sloan School of Management |
| Quality Adjustment and Hedonics: A Unified Approach |
| By Erwin Diewert; University of British Columbia and UNSW Australia |
| presented by: Erwin Diewert, University of British Columbia and UNSW Australia |
| Session: E1: Behavioral Measurement 3: Time Discounting August 18, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 7 |
| Session Chair: Florian Hett, Johannes Gutenberg-Universität Mainz |
| Learned Impatience: Delayed Feedback and Myopic Choice |
| By David Poensgen; Goethe-Universität Frankfurt |
| presented by: David Poensgen, Goethe-Universität Frankfurt |
| Heterogeneous Agents in Intertemporal Choice: Theory and Experimental Evidence |
| By Daniel Schunk; Johannes Gutenberg-Universität |
| presented by: Daniel Schunk, Johannes Gutenberg-Universität |
| Concentration Bias in Intertemporal Choice |
| By Louis Strang; University of Bonn Markus Dertwinkel-Kalt; Frankfurt School of Finance & Management Holger Gerhardt; University of Bonn Gerhard Riener; Heinrich heine University Düsseldorf Frederik Schwerter; University of Cologne |
| presented by: Holger Gerhardt, University of Bonn |
| Present Bias in Financial Decision Making |
| By Florian Hett; Johannes Gutenberg-Universität Mainz |
| presented by: Florian Hett, Johannes Gutenberg-Universität Mainz |
| Session: E2: Trade, Prices and Structural Changes August 18, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 8 |
| Session Chair: Marcel Timmer, University of Groningen |
| Structural Changes in the Euro Area: Evidence from a New Dataset |
| By Eddie Gerba; Danmarks Nationalbank and London School of Economics Jerome Henry; ECB, Frankfurt Dawid Zochowski; ECB |
| presented by: Eddie Gerba, Danmarks Nationalbank and London School of Economics |
| The State of Play in Price Measurement for Consumer Electronics, a Cross-Country Comparison |
| By David Byrne; Federal Reserve Board |
| presented by: David Byrne, Federal Reserve Board |
| The Geography of Trade in Services: New Evidence from Credit Card Transactions |
| By Leland Crane; Federal Reserve Board Aaron Flaaen; Federal Reserve Board of Governors |
| presented by: Aaron Flaaen, Federal Reserve Board of Governors |
| Development in Task Space: What You Do in Exports Matters |
| By Marcel Timmer; University of Groningen Xianjia Ye; Universiteit Utrecht |
| presented by: Marcel Timmer, University of Groningen |
| Session: E3: Measuring Economy and Finance as the Digital Age Changes its Technical Substance and Our Demands August 18, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 9 |
| Session Chair: Francis Gross, European Central Bank |
| Staying in Control as Technology Transforms Our World – A Systemic View – Implications for Measurement |
| By Francis Gross; European Central Bank |
| presented by: Francis Gross, European Central Bank |
| Modelling the EU Economy as an Ecosystem of Contracts |
| By Harald Stieber; European Commission Luigi Telesca; Exrade srl – Trakti Ltd |
| presented by: Harald Stieber, European Commission |
| Luigi Telesca, Exrade srl – Trakti Ltd |
| Monitoring and Stress-testing Networks of Banks Connected by Financial Contracts |
| By Nils Bundi; Stevens Institute of Technology Khaldoun Khashanah; Stevens Institute of Technology |
| presented by: Nils Bundi, Stevens Institute of Technology |
| Modelling the Economy as a Network of Contracts: An ACTUS-based Demonstrator Applied to Liquidity Risk Detection |
| By Wolfgang Breymann; Zurich University of Applied Sciences Francis Gross; European Central Bank Daniel Kucharczyk; The ZHAW Zurich University of Applied Sciences |
| presented by: Wolfgang Breymann, Zurich University of Applied Sciences |
| Session: E4: Oil Prices and the Macroeconomy August 18, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 10 |
| Session Chair: Apostolos Serletis, University of Calgary |
| An Analysis of the Global Oil Market Using SVARMA Models |
| By Mala Raghavan; University of Tasmania |
| presented by: Mala Raghavan, University of Tasmania |
| Oil Price Shocks and the Russian Economy |
| By Svetlana Balashova; RUDN University Apostolos Serletis; University of Calgary |
| presented by: Svetlana Balashova, RUDN University |
| Do Oil Shocks Affect the Financial Stress of Oil Exporting and Importing Countries? |
| [slides] |
| By Anirban Sengupta; IIM INDORE Debasish Maitra; IIM Indore Saumya Ranjan Dash; Indian Institute of Management Indore |
| presented by: Debasish Maitra, IIM Indore |
| Equilibrium Specification of Technology: Implications for Energy Demand and Capacity Utilization Analysis |
| By Sourour Baccar; University of Sfax |
| presented by: Sourour Baccar, University of Sfax |
| Session: E5: Monetary Policy: Instrumentation and Identification August 18, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 11 |
| Session Chair: Victor Valcarcel, University of Texas at Dallas |
| Disentangling the Information and Forward Guidance Effect of Monetary Policy Announcements |
| By Lars Other; Friedrich-Schiller-University Jena |
| presented by: Lars Other, Friedrich-Schiller-University Jena |
| Testing Superneutrality when Money Growth is Endogenous: Implications for New-Keynesian Models |
| By John Keating; University of Kansas Andrew Smith; Federal Reserve Bank of Kansas City Victor Valcarcel; University of Texas at Dallas |
| presented by: John Keating, University of Kansas |
| The Link Between Interest Rate Volatility and the Long-Term Rate for the Identification of Monetary Policy |
| By Zhengyang Chen; University of Texas at Dallas |
| presented by: Zhengyang Chen, University of Texas at Dallas |
| Yield Curve Rotations, Monetary Shocks, and Greenspan’s Conundrum |
| By Victor Valcarcel; University of Texas at Dallas |
| presented by: Victor Valcarcel, University of Texas at Dallas |
| Session: E6: Productivity and Technology August 18, 2019 10:30 to 12:30 Hörsaal Zentrum (lecture hall), HZ Room 12 |
| Session Chair: Spyridon Sichlimiris, Örebro university |
| News as Slow Diffusing Technology |
| By Maria Bolboaca; University of St. Gallen Sarah Fischer; University of Bern |
| presented by: Maria Bolboaca, University of St. Gallen |
| Dispersion in Dispersion: Measuring Establishment-Level Differences in Productivity |
| By Cindy Cunningham; US Bureau of Labor Statistics Lucia Foster; Bureau of the Census Cheryl Grim; U.S. Census Bureau John Haltiwanger; University of Maryland Sabrina Pabilonia; U.S. Bureau of Labor Statistics Jay Stewart; Bureau of Labor Statistics Zoltan Wolf; US Census Bureau |
| presented by: Sabrina Pabilonia, U.S. Bureau of Labor Statistics |
| Measuring Productivity Growth in the Presence of Adjustment Costs, Markups and Variable Capacity Utilization |
| By Diego Comin; Dartmouth College Javier Quintana Gonzalez; Bocconi University, Milan Tom Schmitz; Bocconi University Antonella Trigari; Università Bocconi |
| presented by: Javier Quintana Gonzalez, Bocconi University, Milan |
| Towards Technology-News-Driven Business Cycles |
| By Spyridon Sichlimiris; Örebro university Paola Di Casola; Sveriges Riksbank |
| presented by: Spyridon Sichlimiris, Örebro university |
| Session: Plenary VI: “Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity,” presented by Helmut Lutkepohl, Free University of Berlin, Germany August 18, 2019 14:00 to 15:00 Hörsaal Zentrum (lecture hall), HZ Room 3 |
| Session Chair: Kevin Fox, University of New South Wales Sydney |
| Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity |
| By Helmut Luetkepohl; DIW Berlin and FU Berlin |
| presented by: Helmut Luetkepohl, DIW Berlin and FU Berlin |
| Session: F1: Credit Cycles, Financial Intermediation, and Spillovers to the Real Sector August 18, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 7 |
| Session Chair: Asghar Shahmoradi, IMF |
| Sovereigns and Financial Intermediaries Spillovers |
| By Hamid Tabarraei; International Monetary Fund Abdelaziz Rouabah; Central Bank of Luxembourg Olivier Pierrard; Central Bank of Luxembourg |
| presented by: Hamid Tabarraei, International Monetary Fund |
| Global Financial Cycles since 1880 |
| [slides] |
| By Maik Wolters; University of Jena |
| presented by: Maik Wolters, University of Jena |
| An Analysis of Comoment Relations in the Currency Markets |
| By Renee Fry-McKibbin; Australian National University Matthew Greenwood-Nimmo; University of Melbourne Cody Yu-Ling Hsiao; The University of New South Wales |
| presented by: Matthew Greenwood-Nimmo, University of Melbourne |
| Session: F2: Economics of Regulated Health Care Markets August 18, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 8 |
| Session Chair: Ernst Berndt, MIT Sloan School of Management |
| Unintended Consequences of Regulation: Strategic Line Extension Entry |
| By Annabelle Fowler; Harvard University |
| presented by: Annabelle Fowler, Harvard University |
| The Changing Global Geography of Pharmaceutical Manufacturing: Trends and Implications |
| By Yashna Shivdasani; Wellesley College Ernst Berndt; MIT Sloan School of Management Rena Conti; Questrom School of Business, Boston University |
| presented by: Yashna Shivdasani, Wellesley College |
| The Surprising Hybrid Pedigree of Measures of Diversity and Economic Concentration |
| By Paolo Adajar; MIT Ernst Berndt; MIT Sloan School of Management Rena Conti; Questrom School of Business, Boston University |
| presented by: Paolo Adajar, MIT |
| Four Facts Concerning Competition in U.S. Generic Prescription Drug Markets |
| By Rena Conti; Questrom School of Business, Boston University Ernst Berndt; MIT Sloan School of Management |
| presented by: Rena Conti, Questrom School of Business, Boston University |
| Session: F3: Hard-to-Measure Economics: Illegal Activity, Data-Flows, iPhone Depreciation, Tertiary Education? August 18, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 9 |
| Session Chair: Rachel Soloveichik, Bureau of Economic Analysis |
| The Depreciation of Apple iPhones: A First Look |
| [slides] |
| By Brian Sliker; U.S. Bureau of Economic Analysis |
| presented by: Brian Sliker, U.S. Bureau of Economic Analysis |
| Volume Output Measures and Price Indices of the U.S. Tertiary Education Services |
| [slides] |
| By Takashi Yamashita; Bureau of Economic Analysis |
| presented by: Takashi Yamashita, Bureau of Economic Analysis |
| Measuring the Economic Value of Data and Data Flows |
| [slides] |
| By David Nguyen; NIESR Marta Paczos; NIESR |
| presented by: David Nguyen, NIESR |
| Including Illegal Activity in the U.S. National Accounts |
| [slides] |
| By Rachel Soloveichik; Bureau of Economic Analysis |
| presented by: Rachel Soloveichik, Bureau of Economic Analysis |
| Session: F4: Contemporary Studies in Economic Measurement August 18, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 10 |
| Session Chair: Ayben Koy, Istanbul Commerce University |
| Information Content of Monetary Aggregates under Inflation Targeting Regime |
| By Umurcan Polat; Marmara University |
| presented by: Umurcan Polat, Marmara University |
| Discussant: Emine Bastan, Central Bank of the Republic of Turkey |
| Decomposing Uncertainty in Turkey into its Determinants |
| [slides] |
| By Emine Bastan; Central Bank of the Republic of Turkey Umit Ozlale; Ozyegin University |
| presented by: Emine Bastan, Central Bank of the Republic of Turkey |
| Discussant: Nuray Terzi, Marmara University |
| Assessing the Importance of Divisia Monetary Aggregates of the Center for Financial Stability (CFS) |
| By Nuray Terzi; Marmara University Sadullah Celik; Marmara University |
| presented by: Nuray Terzi, Marmara University |
| Discussant: Ayben Koy, Istanbul Commerce University |
| A Comparative Analysis on Bubbles in Energy Prices |
| [slides] |
| By Ayben Koy; Istanbul Commerce University |
| presented by: Ayben Koy, Istanbul Commerce University |
| Discussant: Umurcan Polat, Marmara University |
| Session: F5: Behavioral Measurement 2: Beliefs August 18, 2019 15:30 to 17:30 Hörsaal Zentrum (lecture hall), HZ Room 11 |
| Session Chair: Florian Zimmermann, University of Bonn |
| Measuring Beliefs and Ambiguity Attitudes About the Stock Market |
| By Hans-Martin von Gaudecker; Universität Bonn |
| presented by: Hans-Martin von Gaudecker, Universität Bonn |
| Do People Value More Informative News? |
| By Christopher Roth; Institute on Behavior and Inequality |
| presented by: Christopher Roth, Institute on Behavior and Inequality |
| Local Gas Prices and Inflation Expectations |
| By Johannes Wohlfart; Goethe University Frankfurt |
| presented by: Johannes Wohlfart, Goethe University Frankfurt |
| Memory and Belief Formation |
| By Florian Zimmermann; University of Bonn |
| presented by: Florian Zimmermann, University of Bonn |
45 sessions, 155 papers, and 0 presentations with no associated papersIndex of ParticipantsLegend: C=chair, P=Presenter, D=Discussant
| # | Participant | Roles in Conference |
|---|---|---|
| 1 | Adajar, Paolo | P42 |
| 2 | Afonso, António | P22 |
| 3 | Alos-Ferrer, Carlos | P18 |
| 4 | Ampudia, Miguel | P29 |
| 5 | Baccar, Sourour | P37 |
| 6 | Balashova, Svetlana | P37 |
| 7 | Barnett, William | C1, C4 |
| 8 | Barunik, Jozef | P5 |
| 9 | Bastan, Emine | P44, D44 |
| 10 | Bastidon, Cécile | P6 |
| 11 | Berndt, Ernst | C33, C42 |
| 12 | Betancourt, Roger | P28 |
| 13 | Bhadury, Soumya | P13, D13 |
| 14 | Bhadury, Soumya | D13 |
| 15 | Binner, Jane | P32, C32 |
| 16 | Blundell, Richard | P25 |
| 17 | Boehl, Gregor | P30 |
| 18 | Bolboaca, Maria | P39 |
| 19 | Borocco, Etienne | P23 |
| 20 | Bozou, Caroline | P30 |
| 21 | Breymann, Wolfgang | P36 |
| 22 | Bundi, Nils | P36 |
| 23 | Byrne, David | P35 |
| 24 | Charalambakis, Evangelos | C7, C29 |
| 25 | Charalampidis, Nikolaos | P7 |
| 26 | Chen, Menggen | P31, D31 |
| 27 | Chen, Zhengyang | P38 |
| 28 | Chu, Liya | P21 |
| 29 | Conti, Rena | P42 |
| 30 | Cosaert, Sam | P31, D31 |
| 31 | Coyle, Diane | P14 |
| 32 | Diewert, Erwin | P14, C25, P33 |
| 33 | Dunn, Abe | P12 |
| 34 | Ebert, Sebastian | P18 |
| 35 | El-Shagi, Makram | P8, C8 |
| 36 | Ellington, Michael | P5, C5 |
| 37 | Esheba, Muna | P24, C31 |
| 38 | Faia, Ester | C9 |
| 39 | Falcan, Iulia | P23 |
| 40 | Feng, Guohua | P26, C26 |
| 41 | Fixler, Dennis | P28, C28 |
| 42 | Flaaen, Aaron | P35 |
| 43 | Fleck, Johannes | P7 |
| 44 | Fowler, Annabelle | P42 |
| 45 | Fox, Kevin | P14, C14, C40 |
| 46 | Garcia Revelo, Jose | P32 |
| 47 | Gábor-Tóth, Eniko | P29 |
| 48 | Gerba, Eddie | P35 |
| 49 | Gerhardt, Holger | P34 |
| 50 | Greenwood-Nimmo, Matthew | P41 |
| 51 | Gross, Francis | P36, C36 |
| 52 | Hagino, Satoru | P3 |
| 53 | Han, Qing | P4 |
| 54 | Hanus, Lubos | P5 |
| 55 | He, Ling-Yun | P15 |
| 56 | Henriques, Alice | P12, C12 |
| 57 | Hett, Florian | P34, C34 |
| 58 | Hill, Robert | C19 |
| 59 | Hollander, Hylton | P30, C30 |
| 60 | Jalilvand, Abol | P16 |
| 61 | Jawadi, Fredj | C6, C11, P24, C24 |
| 62 | Jensen, Christian | P22 |
| 63 | Johnson, Barry | P10 |
| 64 | Kalli, Maria | P5 |
| 65 | Kant, Chander | P2, C2 |
| 66 | Kapounek, Svatopluk | P8 |
| 67 | Keating, John | P38 |
| 68 | Kennickell, Arthur | C10 |
| 69 | Kifer, Daniel | P10 |
| 70 | Klingelhöfer, Jan | P22 |
| 71 | Kosfeld, Michael | C18 |
| 72 | Koy, Ayben | P44, D44, C44 |
| 73 | Krajbich, Ian | P18 |
| 74 | Kreuter, Frauke | P10 |
| 75 | Kyritsis, Evangelos | P23, C23 |
| 76 | Lane, Julia | P10 |
| 77 | Le Blanc, Julia | P7 |
| 78 | Lewbel, Arthur | P17 |
| 79 | Li, Chun | P3 |
| 80 | Li, Yang | P15, C15 |
| 81 | Li, Degui | P26 |
| 82 | Lieberknecht, Philipp | P12 |
| 83 | Lindner, Peter | P29 |
| 84 | Liu, Jinan | P20 |
| 85 | Lubik, Thomas | P4 |
| 86 | Luetkepohl, Helmut | P40 |
| 87 | Ma, Dan | P11 |
| 88 | Maitra, Debasish | P37 |
| 89 | Malliaris, Anastasios | P16, C16 |
| 90 | Martinez-Toledano, Clara | P12 |
| 91 | Mattson, Ryan | P13, D13, D13, C13, C22 |
| 92 | McMillen, Daniel | P19 |
| 93 | Menon, Priyanka | P2 |
| 94 | Mertens, Thomas | P4 |
| 95 | Mikropoulou, Christina | P16 |
| 96 | Molinas, Luis | P32 |
| 97 | Monninger, Adrian | P7 |
| 98 | Narajabad, Borghan | P20 |
| 99 | Nautz, Dieter | P13, D13, D13 |
| 100 | Neuber, Thomas | P18 |
| 101 | Neumann, Anne | P23 |
| 102 | Nguyen, David | P43 |
| 103 | Ojeda-Joya, Jair | P21 |
| 104 | Okano, Eiji | P24 |
| 105 | Orlov, Sergey | P27 |
| 106 | Other, Lars | P38 |
| 107 | Pabilonia, Sabrina | P39 |
| 108 | Parent, Antoine | P6, P6 |
| 109 | Poensgen, David | P34 |
| 110 | Polat, Umurcan | P44, D44 |
| 111 | Qiao, Xiao | C21 |
| 112 | Quast, Josefine | P2 |
| 113 | Quintana Gonzalez, Javier | P39 |
| 114 | Qureshi, Irfan | P11 |
| 115 | Raghavan, Mala | P37 |
| 116 | Raknerud, Arvid | P14 |
| 117 | Rambaldi, Alicia | P19 |
| 118 | Roth, Christopher | P45 |
| 119 | Ruman, Asif Muhammad | P21 |
| 120 | Saenz, Luis Felipe | P4 |
| 121 | Schmidt, Tobias | P29 |
| 122 | Schreyer, Paul | P28 |
| 123 | Schunk, Daniel | P34 |
| 124 | Semmler, Willi | P6, P27 |
| 125 | Serletis, Apostolos | P1, C17, P20, C37 |
| 126 | Shahmoradi, Asghar | C41 |
| 127 | Shimizu, Chihiro | P19 |
| 128 | Shivdasani, Yashna | P42 |
| 129 | Sichlimiris, Spyridon | P39, C39 |
| 130 | Sliker, Brian | P43 |
| 131 | Slobodyan, Sergey | P11 |
| 132 | Soloveichik, Rachel | P43, C43 |
| 133 | Staehr, Karsten | P8 |
| 134 | Steurer, Miriam | P19 |
| 135 | Stieber, Harald | P36 |
| 136 | Storesletten, Kjetil | P9 |
| 137 | Strobel, Felix | P30 |
| 138 | Sun, Rongrong | P31, D31 |
| 139 | Swofford, James | P32 |
| 140 | Tabarraei, Hamid | P41 |
| 141 | Tahri, Ibrahim | P27, C27 |
| 142 | Tang, Biyan | P13, D13, D13 |
| 143 | Tarassow, Artur | P31, D31 |
| 144 | Telesca, Luigi | P36 |
| 145 | Terzi, Nuray | P44, D44 |
| 146 | Timmer, Marcel | P35, C35 |
| 147 | Tochkov, Kiril | P8 |
| 148 | Valcarcel, Victor | P38, C38 |
| 149 | Veryzhenko, Iryna | P11 |
| 150 | von Gaudecker, Hans-Martin | P45 |
| 151 | Vouldis, Angelos | P16 |
| 152 | Wang, Chuan | P26 |
| 153 | Wohlfart, Johannes | P45 |
| 154 | Wolters, Maik | P41 |
| 155 | Xu, Libo | P20, C20 |
| 156 | Yamada, Ken | P22 |
| 157 | Yamashita, Takashi | P43 |
| 158 | Zeng, Shipei | P28 |
| 159 | Zhang, Xiaohui | P26 |
| 160 | Zhang, Xun | P3 |
| 161 | Zhang, Nan | P3, C3 |
| 162 | Zimmermann, Florian | P45, C45 |
This program was last updated on 2019-12-02 10:31:42 EDT