Program Notes and Index of Sessions
| Summary of All Sessions |
|---|
| Click here for an index of all participants |
| 34 sessions, 108 papers, and 0 presentations with no associated papers |
|---|
| SEM 2018 – 5th Annual Conference |
|---|
| Detailed List of Sessions |
| Session: Plenary I: “Monetary Policy in Advanced and Emerging Market Countries,” Apostolos Serletis, SEM President-elect, University of Calgary June 8, 2018 9:00 to 10:00 N-402 |
|---|
| Session Chair: William Barnett, University of Kansas/Lawrence and Center for Financial Stability/New York City |
| Session: A-1: Subnational Data June 8, 2018 10:30 to 12:30 N-203 |
| Session Chair: Makram El-Shagi, Henan University |
| Pick Your Poison: Do Politicians Regulate When They Can’t Spend? |
| By Steven Yamarik; California State University Long Beach |
| presented by: Steven Yamarik, California State University Long Beach |
| Common Banking Across Heterogeneous Regions |
| By Lin Zhang; Henan University |
| presented by: Lin Zhang, Henan University |
| Credit Risk Clustering in a Business Group: Which Matters More, Systematic or Idiosyncratic Risk? |
| By Zhuojing He |
| presented by: Zhuojing He, |
| State-Level Capital and Investment: Refinements and Update |
| By Makram El-Shagi; Henan University Steven Yamarik; California State University Long Beach |
| presented by: Makram El-Shagi, Henan University |
| Session: A-2: Housing Market, Macroeconomic Policy June 8, 2018 10:30 to 12:30 N-302 |
| Session Chair: Jing Zhao, The Chinese University of Hong Kong |
| Random Variable Feature Sample Generation under Machine Sampling |
| By xuechen liu; Shanxi University of Finance and Economics baoyu li; Shanxi University of Finance and Economics |
| presented by: xuechen liu, Shanxi University of Finance and Economics |
| Measurement of Real Estate Investment Ripple-effect in Flow of Funds Perspective |
| By Yanping Gao; Shanxi University of Finance&Economics |
| presented by: Yanping Gao, Shanxi University of Finance&Economics |
| Banking Structure, Policy Responses, and Financial Fragility |
| By Jiahong Gao; University of Alabama Robert Reed; University of Alabama |
| presented by: Jiahong Gao, University of Alabama |
| Trade and Spatial Propagation of Housing Market Fluctuations |
| By Liugang Sheng; Chinese University of Hong Kong Jing Zhao; The Chinese University of Hong Kong |
| presented by: Jing Zhao, The Chinese University of Hong Kong |
| Session: A-3: Cost of Living and Price Index Measurement June 8, 2018 10:30 to 12:30 N-301 |
| Session Chair: Philip Vermeulen, European Central Bank |
| Product Turnover and the Cost of Living Index |
| By Tsutomu Watanabe; The University of Tokyo |
| presented by: Tsutomu Watanabe, The University of Tokyo |
| Econometric Perspectives on Economic Measurement |
| By Adam Gorajek; Reserve Bank of Australia / University of New South Wales |
| presented by: Adam Gorajek, Reserve Bank of Australia / University of New South Wales |
| Exploring the Economic Effects of Higher Education from the Full-Scope Angle: A Satellite Account Approach |
| By Yan Zheng; Zhejiang University of Finance & Economics/Hangzhou |
| presented by: Yan Zheng, Zhejiang University of Finance & Economics/Hangzhou |
| The Relative Importance of Taste Shocks and Price Movements in the Variation of Cost-of-Living: Evidence from Scanner Data |
| By Eniko Gábor-Tóth; Deutsche Bundesbank Philip Vermeulen; European Central Bank |
| presented by: Philip Vermeulen, European Central Bank |
| Session: A-4: National Accounting and Price Statistics June 8, 2018 10:30 to 12:30 N-308 |
| Session Chair: Lishuang Chen, Minnan Normal University |
| Bank Output Measurement: Disputes and Challenges（银行产出测度：争议与挑战） |
| By Qiang Xu; Dongbei University of Finance & Economic Huachao Chen; DUFE |
| presented by: Qiang Xu, Dongbei University of Finance & Economic |
| R&D投入与GDP计入的理论与核算实务研究 / R&D Capitalization Accounting and its Impact on GDP: A Case Study of Shenzhen City |
| By Lin Hong; GuangDong University of Finance&Economic Yuan Chuyi; GuangDong University of Finance&Economic |
| presented by: Lin Hong, GuangDong University of Finance&Economic |
| Theoretical Issues on Hypothetical Measurement Methods of Industrial Linkage |
| By zhengxi zheng |
| presented by: zhengxi zheng, |
| Series of Opportunities and Challenges of China’s CPI Compiling Reform based on Big Data Background |
| By Lishuang Chen; Minnan Normal University |
| presented by: Lishuang Chen, Minnan Normal University |
| Session: A-5: June 8, 2018 10:30 to 12:30 |
| Session Chair: Jing Zhao, The Chinese University of Hong Kong |
| Session: Plenary II: “Nowcasting Japan’s GDP Growth,” with Fumio Hayashi, National Graduate Institute for Policy Studies (GRIPS), Tokyo June 8, 2018 14:00 to 15:00 N-402 |
| Session Chair: Xue Wang, Jinan University |
| Session: B-1: Applications of Flexible Functional Forms June 8, 2018 15:30 to 17:30 N-118 |
| Session Chair: Apostolos Serletis, University of Calgary |
| Why European Banks are Less Profitable than U.S. Banks: A Decomposition Approach |
| By Guohua Feng; University of North Texas |
| presented by: Guohua Feng, University of North Texas |
| The Demand for Assets: Evidence from the Markov Switching Normalized Quadratic Model |
| By Libo Xu; University of San Francisco Apostolos Serletis; University of Calgary |
| presented by: Libo Xu, University of San Francisco |
| Bayesian Estimation of Dynamic Sochastic Frontier Models |
| By Chuan Wang; Zhongnan University of Economics and Law Yanyun Zhao; Zhongnan University of Economics and Law |
| presented by: Chuan Wang, Zhongnan University of Economics and Law |
| Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors |
| By Apostolos Serletis; University of Calgary Libo Xu; University of San Francisco |
| presented by: Apostolos Serletis, University of Calgary |
| Session: B-2: Overlapping Generations June 8, 2018 15:30 to 17:30 N-203 |
| Session Chair: Warren Young, Bar Ilan University |
| Towards a History of OLG and ILA Models and Modeling : The First Generations |
| By Warren Young; Bar Ilan University Stephen Spear; Carnegie Mellon University |
| presented by: Warren Young, Bar Ilan University |
| Quasi-Hyperbolic Discounting, Cycle, and Indeterminacy |
| By Jiayi Li; Carnegie Mellon University Eungsik Kim; Carnegie Mellon University |
| presented by: Jiayi Li, Carnegie Mellon University |
| Wealth Taxation and Life Expectancy |
| By Antonio Bellofatto; University of Queensland |
| presented by: Antonio Bellofatto, University of Queensland |
| Income, Price Dispersion, and Risk Sharing |
| By Eungsik Kim; Carnegie Mellon University Stephen Spear; Carnegie Mellon University |
| presented by: Eungsik Kim, Carnegie Mellon University |
| Session: B-3: Monetary Policy and Financial Market June 8, 2018 15:30 to 17:30 N-302 |
| Session Chair: Biyan Tang, University of San Diego |
| Global Investigation on Aggregate Idiosyncratic Volatility and Its Determinants |
| By Wenjun Xue; Shanghai University |
| presented by: Wenjun Xue, Shanghai University |
| Do Self-Organization and Network Embedding Influence Free Trade Network Formation? |
| By Wu Gang; SWUFE |
| presented by: Wu Gang, SWUFE |
| Mutual Fund Style Volatility and Fund Flows |
| By Xuemei Guo; Shanghai Business School |
| presented by: Xuemei Guo, Shanghai Business School |
| Analyzing Chinese Monetary Policy with Divisia Aggregates |
| By Biyan Tang; University of San Diego |
| presented by: Biyan Tang, University of San Diego |
| Session: B-4: Applied Economic Theory June 8, 2018 15:30 to 17:30 N-301 |
| Session Chair: Jianbo Zhang, University of Kansas |
| Institutional Quality, Financial Constraints, and China’s Economic Growth |
| By Junqing Li; Nankai University |
| presented by: Junqing Li, Nankai University |
| Should the Most Efficient Firm Invest in its Capacity? A Value Capture Approach |
| By Zheng Wang; Capital University of Business and Economics |
| presented by: Zheng Wang, Capital University of Business and Economics |
| SNA-based Compilation of Macroeconomic Flow Matrix: A Summary of the Research Achievements of Shanxi University of Finance and Economics |
| By baoyu li; Shanxi University of Finance and Economics xuechen liu; Shanxi University of Finance and Economics |
| presented by: baoyu li, Shanxi University of Finance and Economics |
| Aggregation, A System Approach |
| By Qing Han; The University of Kansas Jianbo Zhang; University of Kansas |
| presented by: Jianbo Zhang, University of Kansas |
| Session: B-5: Econometrics, Applied Econometrics, Finance, Economy of China June 8, 2018 15:30 to 17:30 N-308 |
| Session Chair: Jiawen Xiao, Xiamen University |
| To be Direct or Indirect Exporter: A Spatial Probit Approach |
| By Qianqian Wang; Henan University |
| presented by: Qianqian Wang, Henan University |
| 一种利用地理信息构造创新集聚度的新方法 |
| By Junpeng Di; ShangHai Academy of Social Science Haoyu Wang; ShangHai Academy of Social Science |
| presented by: Haoyu Wang, ShangHai Academy of Social Science |
| 在线付费知识产品生产交易模式与宏观核算方法研究 |
| By Siyao Wang; Renmin University of China |
| presented by: Siyao Wang, Renmin University of China |
| 波动率中的测量误差 / Measurement Error in Volatility |
| By Hua Zhao; Xiamen University Jiawen Xiao; Xiamen University |
| presented by: Jiawen Xiao, Xiamen University |
| Session: B-6: Measuring Global Value Chains and Its Policy Implications June 8, 2018 15:30 to 17:30 N-406 |
| Session Chair: Zhi Wang, George Mason University and UIBE |
| Measures of Participation in Global Value Chains and Global Business Cycles |
| By Zhi Wang; George Mason University and UIBE Shang-Jin Wei; Columbia University and NBER Xinding Yu; University of International Business and Economics Kunfu Zhu; University of International Business and Economics |
| presented by: Xinding Yu, University of International Business and Economics |
| Disentangling Global Value Chains |
| By Alonso de Gortari; Harvard University |
| presented by: Alonso de Gortari, Harvard University |
| The Multilateral Nature of Balterial Trade in the Age of Global Value Chains |
| By Fei Wang; University of International Business and Economics Zhi Wang; George Mason University and UIBE Shang-Jin Wei; Columbia University and NBER Kunfu Zhu; University of International Business and Economics |
| presented by: Zhi Wang, George Mason University and UIBE |
| Non-Tariff Measures Trickling through Global Value Chains |
| By Robert Stehrer; WIIW |
| presented by: Robert Stehrer, WIIW |
| Session: B-7: Understanding Chinese Household Finances June 8, 2018 15:30 to 17:30 N-401 |
| Session Chair: Philip Vermeulen, European Central Bank |
| Housing Finance, Homeownership and Household Wealth Inequality |
| By Daichun Yi; Southwestern University of Finance and Economics Yu Wu; Southwestern University of Finance & Eco |
| presented by: Daichun Yi, Southwestern University of Finance and Economics |
| The Risk of Chinese Household Financial Asset Portfolio—A Chinese Characteristic? |
| By Xin He; Southwestern University of Finance and Economics |
| presented by: Xin He, Southwestern University of Finance and Economics |
| Financial Incentives and Student Achievement in the Poor Area |
| By Qing He; Southwestern University of Finance and Economics Junhui Wang; Southwestern University of Finance and Economics |
| presented by: Qing He, Southwestern University of Finance and Economics |
| Urbanization in China |
| By Lining Gan |
| presented by: Lining Gan, |
| Session: Plenary III: “Taking the Measure of Global Economic Transformation: Asia’s Ascent,” presented by Danny Quah, National University of Singapore June 9, 2018 9:00 to 10:00 N-402 |
| Session Chair: Apostolos Serletis, University of Calgary |
| Session: C-1: Recent Developments in Quantitative Economics and Finance June 9, 2018 10:30 to 12:30 N-118 |
| Session Chair: Fredj Jawadi, University of Evry |
| The Quantification of Structural Reforms: Extending the Framework to Emerging Market Economies |
| By Balazs Egert; OECD |
| presented by: Balazs Egert, OECD |
| Modeling the Aggressive Market Order Placement with the Hawkes Factor Model |
| By Hai-Chuan Xu; East China University of Science and Technology Wei-Xing Zhou; East China University of Science and Tec |
| presented by: Hai-Chuan Xu, East China University of Science and Technology |
| A Latent Factor-Based Endogenous Regime-Switching Model for Non-Gaussian Processes |
| By Jie Cheng; Keele University Ruijun Bu; The University of Liverpool Fredj Jawadi; University of Evry |
| presented by: Jie Cheng, Keele University |
| Forecasting Energy Futures Volatility with Threshold Augmented Heterogeneous Autoregressive Jump Models |
| By Fredj Jawadi; University of Evry |
| presented by: Fredj Jawadi, University of Evry |
| Session: C-2: Measurement Issues in Aggregation, Exchange Rates, and Risky Assets June 9, 2018 10:30 to 12:30 N-203 |
| Session Chair: James Swofford, University of South Alabama |
| Non-parametric Tests of Utility Maximization and Weakly Separable Utility Maximization with Durable Goods and Monetary Assets |
| By Per Hjertstrand; Research Institute of Industrial Economi James Swofford; University of South Alabama Gerald Whitney; University of New Orleans |
| presented by: Per Hjertstrand, Research Institute of Industrial Economi |
| Gender Difference and the Evolution of Market Participation of Risky Assets in China |
| By Tsun-Feng Chiang; Henan University |
| presented by: Tsun-Feng Chiang, Henan University |
| The Macroeconomic Effects of RMB Internationalization: the Perspective of Overseas Circulation |
| By Xue Wang; Jinan University |
| presented by: Xue Wang, Jinan University |
| Discount Rates and National Football League Draft Pick Trades |
| By James Swofford; University of South Alabama |
| presented by: James Swofford, University of South Alabama |
| Session: C-3: Measurement and Economic Development June 9, 2018 10:30 to 12:30 N-301 |
| Session Chair: jia liu, |
| Students’ Dynamic Learning: A Structural Empirical Model |
| By Xintong Han; Concordia University and CIREQ |
| presented by: Xintong Han, Concordia University and CIREQ |
| The Construction of Sharing Economy Indicator System and The Empirical Analysis of Sharing Economy Impact on Total Factor Productivity in China |
| By Meihui Zhang; Dongbei University of Finance and Economics |
| presented by: Meihui Zhang, Dongbei University of Finance and Economics |
| 投资者情绪对股市二分类收益率的影响研究(The Impact of Investor Sentiment on the Two-Category Yield of Stock Market) |
| By Jie Xue |
| presented by: Jie Xue, |
| Research on the Statistical Measurement of Coordinated Development of Regional Economy and Ecological Environment — Based on Innovation-driven Perspective |
| By jia liu |
| presented by: jia liu, |
| Session: C-4: Quantitative Methods in Macroeconomics and Finance June 9, 2018 10:30 to 12:30 N-302 |
| Session Chair: Jiannan Xu, Xiamen University |
| Testing for Structural Changes in Linear Regressions with Time-varying Variance |
| By Jilin Wu; Shandong University |
| presented by: Jilin Wu, Shandong University |
| Elimination of Consumer’s Confidence Index Bias |
| By YONGHONG XU; XIAMEN UNIVERSITY |
| presented by: YONGHONG XU, XIAMEN UNIVERSITY |
| Is Realized Volatility Effective for Cross-Country Data? |
| By YUANYUAN ZHANG; Southwestern University of Finance and E |
| presented by: YUANYUAN ZHANG, Southwestern University of Finance and E |
| Spend More Time or More Money? ——The effects of Rent-seeking and Financing Constraints on Corporate R&D Expenditure |
| By Jiannan Xu |
| presented by: Jiannan Xu, Xiamen University |
| Session: C-5: Econometrics, Quantitative Finance, Risk Management, Business Analytics and Data Science, Nonlinear and Nonstationary Time Series and Time Series and Their Applications June 9, 2018 10:30 to 12:30 N-303 |
| Session Chair: Peter Zadrozny, Bureau of Labor Statistics |
| Nonparametric Censored Regression with Endogeneity |
| By Qing Han; The University of Kansas Zongwu Cai; University of Kansas |
| presented by: Qing Han, The University of Kansas |
| Conditional Granger Causality Tests Based on Quantile Regression for the Complexity of Relations in Financial Markets |
| By HONG CHENG; Shanghai Lixin University of Accounting and Finance Tinggan Yang; Shanghai Lixin University of Accounting and Finance Liwen Zhang; Shanghai University of Finance and Economics |
| presented by: Hong Cheng, Shanghai Lixin University of Accounting and Finance |
| Study on a prediction of P2P network loan default based on the machine learning LightGBM and XGboost algorithms according to different high dimensional data cleaning |
| By Xiaojun Ma; Dongbei University of Finance and Economics Xueqi Niu; Dongbei University of Finance and Economics Jinglan Sha; Dongbei University of Finance and Economics Meng Zhang; Dongbei University of Finance and Economics Ying Zhang; Dongbei University of Finance and Economics |
| presented by: Xueqi Niu, Dongbei University of Finance and Economics |
| Modelling Survey-Error Autocorrelations Subject to Time-in-Sample Effects for Model-Based Seasonal Adjustment |
| By Peter Zadrozny; Bureau of Labor Statistics |
| presented by: Peter Zadrozny, Bureau of Labor Statistics |
| Session: C-6: Household Income and Wealth, Inequality, Mobility, Vulnerability and Economic Security June 9, 2018 10:30 to 12:30 N-308 |
| Session Chair: Marek Kosny, Wroclaw University of Economics |
| How do TFP and human capital affect income inequality? |
| By Liang Shao; Henan University |
| presented by: Liang Shao, Henan University |
| The Weighted Maximal Bilateral Characteristic（WMBC） Method in Spatial Price Comparison |
| By Xie Chang; Dongbei University of Finance and Economics |
| presented by: Xie Chang, Dongbei University of Finance and Economics |
| Financial integration and consumption smoothing in China |
| By Jennifer T. Lai; Guangdong University of Foreign Studies |
| presented by: Jennifer T. Lai, Guangdong University of Foreign Studies |
| Economic resourcefulness – key condition of economic security |
| By Marek Kosny; Wroclaw University of Economics |
| presented by: Marek Kosny, Wroclaw University of Economics |
| Session: Plenary IV: “Incorporating Market Sentiment in Term Structure Models: An Application of Economics of Pessimism and Optimism with Text Data Analysis of Market News,” presented by Kiyohiko Nishimura, National Graduate Institute for Policy Studies (GRIPS) June 9, 2018 14:00 to 15:00 N-402 |
| Session Chair: Warren Young, Bar Ilan University |
| Session: D-1: Advanced Econometric Theory June 9, 2018 15:30 to 17:30 N-118 |
| Session Chair: Jun Ma, Northeastern University |
| Semiparametric Inference on Fixed Effects Panel Data Models |
| By Zongwu Cai; University of Kansas Ying Fang; Xiamen University QIUHUA XU; Southwestern University of Finance and Economics |
| presented by: QIUHUA XU, Southwestern University of Finance and Economics |
| Granger-causality testing in the presence of many covariates: with an application to US money—output relation |
| By Bingduo Yang; School of Finance, Jiangxi University of Finance and Economics, China |
| presented by: Bingduo Yang, School of Finance, Jiangxi University of Finance and Economics, China |
| Monetary Aggregation under Choquet Expectation |
| By William Barnett; University of Kansas/Lawrence and Center for Financial Stability/New York City Jianbo Zhang; University of Kansas Qing Han; The University of Kansas |
| presented by: Qing Han, The University of Kansas |
| Global Housing Market and Monetary Policy Spillovers: Evidence from OECD Countries |
| By Shikong (Scott) Luo; University of Alabama Jun Ma; Northeastern University |
| presented by: Jun Ma, Northeastern University |
| Session: D-2: A Reality Check on Economic Measurement June 9, 2018 15:30 to 17:30 N-203 |
| Session Chair: Lina Barokas, Marmara University |
| How Reliable are the Divisia Monetary Aggregates of the Center for Financial Stability? |
| By Hursit Gunes; Marmara University Sermin Yucel; Integra, Advisor to Finansal Cozumler Sadullah Celik; Marmara University |
| presented by: Hursit Gunes, Marmara University |
| The Dynamics of the Link between Commodity Prices and the Freight Rates |
| By Erhan Aslanoglu; Piri Reis University |
| presented by: Erhan Aslanoglu, Piri Reis University |
| A New Normal is Taking Shape: |
| By Guven Sak; TOBB University Aysegıl Dusundere; TEPAV (The Economic Policy Research Foundation of Turkey) |
| presented by: Guven Sak, TOBB University |
| Co-movements of Turkey’s Interest Rates, Stock Prices and Exchange Rates: A Wavelet Analysis |
| By Lina Barokas; Marmara University Pinar Deniz; Marmara University |
| presented by: Lina Barokas, Marmara University |
| Session: D-3: Nowcasting and Near-term Forecasting of Macroeconomic Variables, Role of Indicators June 9, 2018 15:30 to 17:30 N-301 |
| Session Chair: Baoline Chen, Bureau of Economic Analysis |
| Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting |
| By Edward Knotek II; Federal Reserve Bank of Cleveland Saeed Zaman; Federal Reserve Bank of Cleveland |
| presented by: Saeed Zaman, Federal Reserve Bank of Cleveland |
| Nowcasting Private Consumption: Traditional Indicators, Uncertainty Measures, Credit Sards and Some Internet Data |
| By Javier J. Perez; Bank of Spain |
| presented by: Javier J. Perez, Bank of Spain |
| A Dynamic Factor Model for Nowcasting Canadian GDP Growth |
| By Tony Chernis; Bank of Canada Rodrigo Sekkel; Bank of Canada |
| presented by: Tony Chernis, Bank of Canada |
| Nowcasting Private Consumption of Services in the U.S. National Accounts with a Bridging with Factor Framework |
| By Baoline Chen; Bureau of Economic Analysis Kyle Hood; Bureau of Economic Analysis |
| presented by: Baoline Chen, Bureau of Economic Analysis |
| Session: D-4: Measurement in the Real Estate Sector June 9, 2018 15:30 to 17:30 N-302 |
| Session Chair: Alicia Rambaldi, The University of Queensland |
| Measuring Economic Depreciation of Commercial Real Estate using Cash Flow Data |
| By Iqbal Syed; Massey University Chihiro Shimizu; Nihon University |
| presented by: Iqbal Syed, Massey University |
| Alternative Land Price Indexes for Commercial Properties in Tokyo |
| By Chihiro Shimizu; Nihon University Erwin Diewert; University of British Columbia and UNSW Australia |
| presented by: Chihiro Shimizu, Nihon University |
| Change in the Distribution of Sale/Rental Prices: Comparison of Beijing and Tokyo |
| By Yongheng Deng; National University of Singapore Xiangyu Guo; NUS Daniel McMillen; UIUC Chihiro Shimizu; Nihon University |
| presented by: Xiangyu Guo, NUS |
| Higher Frequency Hedonic Property Price Indices: A State Space Approach |
| By Alicia Rambaldi; The University of Queensland Robert Hill; University of Graz Michael Scholz; University of Graz |
| presented by: Alicia Rambaldi, The University of Queensland |
| Session: D-5: Banking, Monetary Economics, Financial Economics, Macroeconomics June 9, 2018 15:30 to 17:30 N-303 |
| Session Chair: Jae Ho Yoon, Hanyang University |
| When are Credit Gap Estimates Reliable? |
| By Elena Deryugina; Bank of Russia Alexey Ponomarenko; Bank of Russia Anna Rozhkova; Bank of Russia |
| presented by: Alexey Ponomarenko, Bank of Russia |
| Twin Momentum: Fundamental Trends Matter |
| By Dashan Huang; Singapore Management University Huacheng Zhang; Southwestern University of Finance and Economics Guofu Zhou; Washington University-St. Louis |
| presented by: Huacheng Zhang, Southwestern University of Finance and Economics |
| How Intrinsic, Extrinsic Satisfaction and Other Job and Personal Characteristics Affect Hours Mismatch – An Empirical Study in China |
| By Wanzhen Chen; Otto-von-Guericke University Magdeburg |
| presented by: Wanzhen Chen, Otto-von-Guericke University Magdeburg |
| The Wealth Effect in the G7 House Business Cycle: FIML Markov Switching Approach |
| By Jae Ho Yoon; Hanyang University |
| presented by: Jae Ho Yoon, Hanyang University |
| Session: Plenary V: Autoregressive Conditional Models for Interval Time Series Data with Applications to Asset Pricing, presented by Yongmiao Hong, Cornell University June 10, 2018 9:00 to 10:00 N-402 |
| Session Chair: Gaetano Antinolfi, Washington University in Saint Louis |
| Session: E-1: Monetary Policy and Financial Market Outcomes June 10, 2018 10:30 to 12:30 N-118 |
| Session Chair: Gaetano Antinolfi, Washington University in Saint Louis |
| Policy Analysis in a Model of Money, Banking and OTC Markets |
| By Pedro Gomis-Porqueras; Deakin University Han Han; Peking University |
| presented by: Pedro Gomis-Porqueras, Deakin University |
| Corporate Finance, Monetary Policy, and Aggregate Demand |
| By Mario Silva; Tongji University |
| presented by: Mario Silva, Tongji University |
| Financial Frictions, Liquidity Traps, and the Implementation of Monetary Policy |
| By Tiantian Dai; Central University of Finance and Economics Chao He; Shanghai University of Finance and Economics |
| presented by: Chao He, Shanghai University of Finance and Economics |
| Real Effects and Real Indeterminacies of Open Market Operations: The Role of Limited Commitment |
| By Francesco Carli; Deakin University Pedro Gomis-Porqueras; Deakin University |
| presented by: Francesco Carli, Deakin University |
| Session: E-2: Environmental Challenges and Economic Development in China June 10, 2018 10:30 to 12:30 N-301 |
| Session Chair: Dongfeng Chang, Shandong University |
| Foreign Investment and the Allocative Efficiency of Financial Policies: Evidence from China |
| By TONG FU; Jiangxi University of Finance and Economics |
| presented by: TONG FU, Jiangxi University of Finance and Economics |
| How Did Trade Liberalization Reshape the Transitional China? Evidence from Heterogeneous Exporters and Firm-Level Pollution Emissions |
| By Ling-Yun HE; JiNan University |
| presented by: Ling-Yun HE, JiNan University |
| Climate Change and Firm’s Capital Structure: Evidence from Climate-related Industries in China |
| By Dongfeng Chang; Shandong University Jun Du; Peking University |
| presented by: Jun Du, Peking University |
| Interfuel Substitution in China |
| By Dongfeng Chang; Shandong University Apostolos Serletis; University of Calgary |
| presented by: Dongfeng Chang, Shandong University |
| Session: E-3: Environmental Economics June 10, 2018 10:30 to 12:30 N-302 |
| Session Chair: Zhou Qianling, Zhongnan universtiy of Economics and Low |
| Ecological Efficiency in China and Its Influencing Factors – A Super-efficient SBM-Metafrontier-Malmquist-Tobit Model Study |
| By Changxin Wang; Dongbei University of Finance and Economics Xiaojun Ma; Dongbei University of Finance and Economics Yudong Li; Dongbei University of Finance and Economics Ruimin Chen; Dongbei University of Finance and Economics Huan Liu; Dongbei University of Finance and Economics |
| presented by: Changxin Wang, Dongbei University of Finance and Economics |
| Impact of Climate on State Fragility |
| By biying dong; Dongbei university of finance and economic qian yang xiaojun ma; Dongbei university of finance and economic yidan xu; Dongbei university of finance and economic mingyi yuan; Dongbei university of finance and economic |
| presented by: biying dong, Dongbei university of finance and economic |
| 硬约束条件下中国循环经济发展中的生态效率研究——基于优化的超效率SBM-Malmquist-Tobit模型 / Studies on Ecological Efficiency in the Development of Circular Economy about China under Hard Constraints Based on Optimal Super Efficiency SBM-Malmquist-Tobit Model |
| By Yudong Li Ma Yuheng; Dongbei University of Finance and Economics |
| presented by: Yudong Li, |
| 中国城市雾霾污染区域异质性成因分析 / Analysis of Regional Heterogeneity of Haze Pollution in China |
| By Zhou Qianling; Zhongnan universtiy of Economics and Low |
| presented by: Zhou Qianling, Zhongnan universtiy of Economics and Low |
| Session: E-4: The Financial Soundness and Measuring Global Flow of Funds June 10, 2018 10:30 to 12:30 N-303 |
| Session Chair: Nan Zhang, Hiroshima Shudo University |
| Financial Input-Output Table for Asia-Pacific Region |
| By Satoru Hagino; Fukuyama University, Japan Jiyoung KIM; Institute of Developing Economies, JETRO, JAPAN |
| presented by: Satoru Hagino, Fukuyama University, Japan |
| The Effect of Unobserved Cross-board Capital Flow on Regional Economic Growth: Evidence from China |
| By Licheng Chen; Renmin University of China Jingping Li; Renmin University of China |
| presented by: Licheng Chen, Renmin University of China |
| Measuring Global Financial Risks: A Global Flow-of-Fund Matrix Tool |
| By Yafei Wang; Beijing Normal University |
| presented by: Yafei Wang, Beijing Normal University |
| Measuring Global Flow of Funds: A Case Study on China, Japan and the U.S. |
| By Nan Zhang; Hiroshima Shudo UNiversity |
| presented by: Nan Zhang, Hiroshima Shudo University |
| Session: E-5: Measurement in Economics and Finance June 10, 2018 10:30 to 12:30 N-308 |
| Session Chair: Kyle Hood, Bureau of Economic Analysis |
| Exchange-Traded Funds, Correlation Structure and Market Efficiency: Evidence from the U.S. and China Stock Markets |
| By Hongyi Liu; Washington University in St. Louis |
| presented by: Hongyi Liu, Washington University in St. Louis |
| The Measurement of State Governance and its Theory —-In the Perspective of Civilization Comparison |
| By Meiwei Pan; Henan University Bingtao Song; Henan University |
| presented by: Bingtao Song, Henan University |
| Understanding the Changing Economic Landscape of China Illuminated by Lights Data |
| By Yan Wang; DUFE Menggen Chen; Beijing Normal University D.S. Prasada Rao; The University of Queensland |
| presented by: Yan Wang, DUFE |
| Combining Machine Learning and Near-Real-Time Data to Improve Advance National Economic Accounting Estimates |
| By Jeffrey Chen; Bureau of Economic Analysis Abe Dunn; Bureau of Economic Analysis Kyle Hood; Bureau of Economic Analysis Andrea Batch; Bureau of Economic Analysis |
| presented by: Kyle Hood, Bureau of Economic Analysis |
| Session: Plenary VI: Human Capital Metrics and Their Impacts on Economic Development, presented by Haizheng Li, Georgia Institute of Technology June 10, 2018 12:30 to 13:30 N-402 |
| Session Chair: Fredj Jawadi, University of Evry |
34 sessions, 108 papers, and 0 presentations with no associated papersIndex of ParticipantsLegend: C=chair, P=Presenter, D=Discussant
| # | Participant | Roles in Conference |
|---|---|---|
| 2 | Antinolfi, Gaetano | C28, C29 |
| 3 | Aslanoglu, Erhan | P24 |
| 4 | Barnett, William | C1 |
| 5 | Barokas, Lina | P24, C24 |
| 6 | Bellofatto, Antonio | P9 |
| 7 | Carli, Francesco | P29 |
| 8 | Chang, Xie | P21 |
| 9 | Chang, Dongfeng | P30, C30 |
| 10 | Chen, Lishuang | P5, C5 |
| 11 | Chen, Wanzhen | P27 |
| 12 | Chen, Baoline | P25, C25 |
| 13 | Chen, Licheng | P32 |
| 14 | Cheng, Hong | P20 |
| 15 | Cheng, Jie | P16 |
| 16 | Chernis, Tony | P25 |
| 17 | Chiang, Tsun-Feng | P17 |
| 18 | de Gortari, Alonso | P13 |
| 19 | dong, biying | P31 |
| 20 | Du, Jun | P30 |
| 21 | Egert, Balazs | P16 |
| 22 | El-Shagi, Makram | P2, C2 |
| 23 | Feng, Guohua | P8 |
| 24 | FU, TONG | P30 |
| 25 | Gan, Lining | P14 |
| 26 | Gang, Wu | P10 |
| 27 | Gao, Yanping | P3 |
| 28 | Gao, Jiahong | P3 |
| 29 | Gomis-Porqueras, Pedro | P29 |
| 30 | Gorajek, Adam | P4 |
| 31 | Gunes, Hursit | P24 |
| 32 | Guo, Xiangyu | P26 |
| 33 | Guo, Xuemei | P10 |
| 34 | Hagino, Satoru | P32 |
| 35 | Han, Xintong | P18 |
| 36 | Han, Qing | P20, P23 |
| 37 | He, Zhuojing | P2 |
| 38 | He, Chao | P29 |
| 39 | He, Qing | P14 |
| 40 | He, Xin | P14 |
| 41 | HE, Ling-Yun | P30 |
| 42 | Hjertstrand, Per | P17 |
| 43 | Hong, Lin | P5 |
| 44 | Hood, Kyle | P33, C33 |
| 45 | Jawadi, Fredj | P16, C16, C34 |
| 46 | Kim, Eungsik | P9 |
| 47 | Kosny, Marek | P21, C21 |
| 48 | Lai, Jennifer T. | P21 |
| 49 | Li, Yudong | P31 |
| 50 | Li, Jiayi | P9 |
| 51 | Li, Junqing | P11 |
| 52 | li, baoyu | P11 |
| 53 | liu, jia | P18, C18 |
| 54 | Liu, Hongyi | P33 |
| 55 | liu, xuechen | P3 |
| 56 | Ma, Jun | P23, C23 |
| 57 | Niu, Xueqi | P20 |
| 58 | Perez, Javier J. | P25 |
| 59 | Ponomarenko, Alexey | P27 |
| 60 | Qianling, Zhou | P31, C31 |
| 61 | Rambaldi, Alicia | P26, C26 |
| 62 | Sak, Guven | P24 |
| 63 | Serletis, Apostolos | P8, C8, C15 |
| 64 | Shao, Liang | P21 |
| 65 | Shimizu, Chihiro | P26 |
| 66 | Silva, Mario | P29 |
| 67 | Song, Bingtao | P33 |
| 68 | Stehrer, Robert | P13 |
| 69 | Swofford, James | P17, C17 |
| 70 | Syed, Iqbal | P26 |
| 71 | Tang, Biyan | P10, C10 |
| 72 | Vermeulen, Philip | P4, C4, C14 |
| 73 | Wang, Changxin | P31 |
| 74 | Wang, Haoyu | P12 |
| 75 | Wang, Qianqian | P12 |
| 76 | Wang, Chuan | P8 |
| 77 | Wang, Yan | P33 |
| 78 | Wang, Yafei | P32 |
| 79 | Wang, Siyao | P12 |
| 80 | Wang, Xue | C7, P17 |
| 81 | Wang, Zheng | P11 |
| 82 | Wang, Zhi | P13, C13 |
| 83 | Watanabe, Tsutomu | P4 |
| 84 | Wu, Jilin | P19 |
| 85 | Xiao, Jiawen | P12, C12 |
| 86 | Xu, Jiannan | P19, C19 |
| 87 | Xu, Qiang | P5 |
| 88 | Xu, Hai-Chuan | P16 |
| 89 | Xu, Libo | P8 |
| 90 | XU, QIUHUA | P23 |
| 91 | XU, YONGHONG | P19 |
| 92 | Xue, Wenjun | P10 |
| 93 | Xue, Jie | P18 |
| 94 | Yamarik, Steven | P2 |
| 95 | Yang, Bingduo | P23 |
| 96 | Yi, Daichun | P14 |
| 97 | Yoon, Jae Ho | P27, C27 |
| 98 | Young, Warren | P9, C9, C22 |
| 99 | Yu, Xinding | P13 |
| 100 | Zadrozny, Peter | P20, C20 |
| 101 | Zaman, Saeed | P25 |
| 102 | Zhang, Lin | P2 |
| 103 | Zhang, Nan | P32, C32 |
| 104 | Zhang, Huacheng | P27 |
| 105 | Zhang, Jianbo | P11, C11 |
| 106 | ZHANG, YUANYUAN | P19 |
| 107 | Zhang, Meihui | P18 |
| 108 | Zhao, Jing | P3, C3, C6 |
| 109 | Zheng, Yan | P4 |
| 110 | zheng, zhengxi | P5 |
This program was last updated on 2018-06-20 07:07:20 EDT