| Conference Program |
| |
Registration (Sunday
7 July 3pm - 6pm)
B114, B-Block, Gardens Point Campus |
| |
Cocktail Reception
(Sunday 7 July 6pm - 8pm)
Owen J Wordsworth Rooms, Level 12, S- Block |
| |
| Opening
Address (Monday 8 July 8.45am - 9am) |
| |
E.J.
Hannan Lecture:
Normalization in Econometrics
James Hamilton (Monday 8 July 9am - 10.30am)
sponsored by Queensland Investment Corporation |
|
|
| Parallel
Session 1 (Monday 8 July 11am - 12.30pm) |
| Econometric theory 1 ---
Parallel Session 1 (Monday 8 July 11am - 12.30pm) |
| Room B117 - Chair: David Harris |
| Anderson |
Heather |
Monash |
Choosing
Lag Lengths in Nonlinear Dynamic Models |
| Bhowmik |
Jahar |
Monash |
Parameter
Estimation in Linear Models with a Nonlinear Component Using
a Maximal Invariant Likelihood Function |
| Hirschberg |
Joseph |
Melbourne |
Tests
of Inference for Dummy Variables in Regressions with Logarithmic
Transformed Dependent Variables |
| Nankervis |
John |
Surrey |
Stopping
Rules for Double Bootstrap confidence intervals |
|
|
|
|
| Economic theory 1 --- Parallel
Session 1 (Monday 8 July 11am - 12.30pm) |
| Room B119 - Chair: Stuart McDonald |
| Basov |
Suren |
Melbourne |
Evolution
of Social Behavior in a Global Economy |
| Callander |
Steven |
Northwestern |
Vote
Timing and Information Aggregation |
| Grant |
Simon |
CentER, Tilburg |
Accidents
of birth, life chances and the impartial observer |
| Quiggin |
John |
ANU |
A Model
Free Definition of Increasing Uncertainty |
|
|
|
|
| Environmental economics
--- Parallel Session 1 (Monday 8 July 11am - 12.30pm) |
| Room B121 - Chair: Rodney Beard |
| Cason |
Timothy |
Purdue |
Market Power in Tradable Emission Markets:
A Laboratory Testbed for Emission Trading in Port Phillip
Bay, Victoria |
| Chakravorty |
Ujjayant |
Emory |
Exhaustible
Resource Extraction under Demand Heterogeneity |
| Culas |
Richard |
Sydney |
The Underlying
Causes of Deforestation |
| Kobayashi |
Shinji |
Nihon |
Dynamic
Oligopolistic Exploitation of Renewable Natural Resources
and Taxation |
|
|
|
|
| Financial market crises and
contagion (Invited Session) --- Parallel Session 1 (Monday
8 July 11am - 12.30pm) |
| Room B122 - Chair: Mardi Dungey |
| Rigobon |
Roberto |
MIT |
Contagion:
how to measure it? |
| Dungey |
Mardi |
ANU |
International
Contagion Effects from the Russian Crisis and the LTCM Near-Collapse |
| Caporale |
Guglielmo |
South Bank University |
Testing
for Contagion: A Conditional Correlation Analysis |
|
|
|
|
| Macroeconometrics 1 ---
Parallel Session 1 (Monday 8 July 11am - 12.30pm) |
| Room B124 - Chair: Vlad Pavlov |
| Gruen |
David |
RBA |
Real-Time Estimates of the Output Gap: Are
they Reliable Enough to use for Monetary Policy? |
| Claus |
Iris |
NZ Treasury |
A small open
economy model with and without a credit channel |
| McHugh |
Zoe |
QUT |
Modelling unemployment in Australia |
| Reale |
Marco |
Canterbury |
A Causal
Diagram for an interest rate transmission mechanism in New |
|
|
|
|
| Microeconometrics 1 ---
Parallel Session 1 (Monday 8 July 11am - 12.30pm) |
| Room B450 - Chair: Diane Dancer |
| Farrell |
Lisa |
Melbourne |
An investigation into the economic motives
for child allowances. |
| Fiebig |
Denzil |
UNSW |
Equity
of access to general practitioners in Australia: A reality
or an ideal? |
| Ray |
Ranjan |
Tasmania |
The
Determinants of Child labour and Child Schooling in Ghana |
| Vaithianathan |
Rhema |
ANU |
Selection and Stunting Effects of Famine:
a case study of the great chinese famine |
|
|
|
|
| Modelling intellectual property
and risk ratings (Invited session) --- Parallel Session
1 (Monday 8 July 11am - 12.30pm) |
| Room B440 - Chair: Michael McAleer |
| Slottje |
Dan |
SMU |
An Econometric
Analysis of Copyrights |
| Chan |
Felix |
UWA |
An EconPatentsometric
Analysis of Volatility: Theory and Application to |
| Hoti |
Suhejla |
UWA |
Structure
and Asymptotic Theory for Asymmetric Volatility: Empirical
Evidence for Country Risk Ratings |
| |
| Parallel
Session 2 (Monday 8 July 2.00pm - 3.30pm) |
| Econometric theory 2 ---
Parallel Session 2 (Monday 8 July 2.00pm - 3.30pm) |
| Room B117 - Chair: Heather Anderson |
| Beare |
Brendan |
ANU |
Spurious
Regression and Inference with Long Memory Processes |
| Harris |
David |
Melbourne |
Some limit
theory for autocovariances whose order depends on sample size |
| McCabe |
Brendan |
Liverpool |
Testing
for Memory |
| Rogers |
Alan |
Auckland |
Rapid
Convergence of Minimum Lp Norm Estimators under Non-Standard
Conditions |
|
|
|
|
| Economic and financial modelling
1 --- Parallel Session 2 (Monday 8 July 2.00pm - 3.30pm) |
| Room B119 - Chair: Denise Doiron |
| Fisher |
Lance |
UNSW |
Permanent
Income and Transitory Variation in Investment and Output |
| Bandyopadhyay |
Debasis |
Auckland |
Economic
Reforms and Endogenous Movements in TFP |
| Joyeux |
Roselyne |
Macquarie |
How
to Deal with Structural Breaks in practical cointegration
analysis? |
| Williamson |
Paul |
Canterbury |
Mixing Sand |
|
|
|
|
| Financial econometrics 1
--- Parallel Session 2 (Monday 8 July 2.00pm - 3.30pm) |
| Room B121 - Chair: Alica Rambaldi |
| Kuo |
Biing-Shen |
National Chengchi University |
An Explanation
of the Forward Premium Puzzle |
| Pavlov |
Vlad |
QUT |
Missing data and interpolation
in dynamic term-structure models |
| Radalj |
Kim |
UWA |
Systematic
risk, speculators and the forward rate puzzle |
| Yu |
Jun |
Auckland |
A Class of Nonlinear
Stochastic Volatility Models |
|
|
|
|
| Heavy tails (Invited session)
--- Parallel Session 2 (Monday 8 July 2.00pm - 3.30pm) |
| Room B122 - Chair: Rodney Wolff |
| Heyde |
Chris |
ANU |
On the arguments over tail heaviness and
long range dependence in the modelling of financial time series |
| Guégan |
Dominique |
Ecole Normale Superieure de Cachan |
A Measure
of the Persistence in Stock Markets: How to make predictions
in the non Gaussian case |
| Smith |
Lenny |
Pembroke College, Oxford |
Persistence and Predictability in The Atmosphere
and its Models |
| Wolff |
Rodney |
UQ |
The effect of long memory on bootstrap tests
for non-linear structure |
|
|
|
|
| Industrial economics 1 ---
Parallel Session 2 (Monday 8 July 2.00pm - 3.30pm) |
| Room B124 - Chair: Andrew Wait |
| Cooper |
Russel |
Western Sydney |
Network
Externalities and the Internet |
| Gans |
Joshua |
Melbourne |
Markets
for Ownership |
| Wait |
Andrew |
Sydney |
Industry
sunk costs and entry dynamics |
| Zhou |
Wen |
Hong Kong University of Science and Technology |
Second Degree
Price Discrimination with Duopoly Competition |
|
|
|
|
| Options --- Parallel Session
2 (Monday 8 July 2.00pm - 3.30pm) |
| Room B450 - Chair: Ralf Becker |
| Ben-Zion |
Uri |
Lancaster |
Option Pricing on Pension Insurance |
| Choe |
Chongwoo |
UNSW |
Leverage,
Volatility and Executive Stock Options |
| Fong |
Chan Kam |
UQ |
A Hedging
Strategy for New Zealand’s Exporters in Transaction Exposure
to Currency Risk |
| Werner |
Megan |
Florida |
The Effects
of Extreme Design Points on Dichotomous Choice Contingent
Valuation Estimates |
|
|
|
|
| Income distribution ---
Parallel Session 2 (Monday 8 July 2pm - 3.30pm) |
| Room B440 - Chair: Knox Lovell |
| Athanasopoulos |
George |
Monash |
Bootstrapping
Australian Income Inequality |
| Chatterjee |
Srikanta |
Massey |
An
Application of Generalised Lorenz Doninace to NZ Incomes Data
1984-98 |
| Cobb-Clark |
Deborah |
ANU |
Differences in Wealth and Asset Holdings
Among U.S. and Foreign-Born Households |
| Inder |
Brett |
Monash |
A threshold
model of how the poor benefit from economic growth |
| |
Invited
Lecture on Computer-automated Model Specification:
New Developments in
Automatic General-to-specific Modelling
David Hendry (Monday 8 July 4pm - 5.30pm) |
| |
Econometrics Society -
Annual General Meeting
Monday 8 July 5.30pm - 6.30pm, Room B117 |
| |
| Parallel
Session 3 (Tuesday 9 July 8.30am - 10.00am) |
| Asset pricing --- Parallel
Session 3 (Tuesday 9 July 8.30am - 10.00am) |
| Room B119 - Chair: Adam Clements |
| Basu |
Devraj |
Warwick |
Efficient
use of conditioning information: A Sharpe ratio based test
for return predictability |
| Brooks |
Robert |
RMIT |
The Selectivity
Corrected Market Model And Heteroscedasticity In Stock Returns
Data |
| Galagedera |
Don |
Monash |
Conditional
relation between higher co-moments and stock return: evidence
from Australian data |
| Woodward |
George |
Monash |
Bull
& Bear market logistic smooth transition market models |
|
|
|
|
| Econometric analysis of macroeconomic
fluctuations (Invited Session) --- Parallel Session 3
(Tuesday 9 July 8.30am - 10.00am) |
| Room B121 - Chair: Phil Bodman |
| Harding |
Don |
Melbourne |
Contours of the American business cycle |
| Henry |
Olan |
Melbourne |
The Effect
of Recessions on the Co-Movement of Output Across a Large
and a Small Country: A Study of the United States and Australia |
| Crosby |
Mark |
Melbourne |
Business
Cycle Correlations in Asia-Pacific |
| Smith |
Penelope |
Melbourne |
On the interactions
between growth and volatility in a Markov switching model
of GDP |
|
|
|
|
| Econometric theory 3 ---
Parallel Session 3 (Tuesday 9 July 8.30am - 10.00am) |
| Room B117 - Chair: Chris Skeels |
| Hadri |
Kaddour |
Liverpool |
Testing
for stationarity in heterogeneous panel data where the time
dimension is finite |
| Choi |
In |
Hong Kong Univ. of Science and Technology |
Testing Linearity
in Cointegrating Smooth Transition Regressions |
| Leybourne |
Stephen |
Nottingham |
Tests
for A Change in Persistence Against The Null of Difference-Stationarity |
| Rault |
Christophe |
Sorbonne |
A necessary
and sufficient condition for weak-exogeneity in vector error
correction models |
|
|
|
|
| Economic theory 2 --- Parallel
Session 3 (Tuesday 9 July 8.30am - 10.00am) |
| Room B122 - Chair: Simon Grant |
| Bracoud |
Frédérique |
Keele |
Models
of Bertrand Competition in the Deposit and Credit markets
under Asymmetric Information |
| Jamison |
Julian |
Northwestern |
Do Only Women Clean in a Perfect World? |
| Melatos |
Mark |
Sydney |
Endogenous
Trade Bloc Formation With Asymmetric Countries |
| Tucker |
Steven |
Canterbury |
The Effect
of Formal and Informal Sanctions on Cooperation |
|
|
|
|
| Microeconometrics 2 ---
Parallel Session 3 (Tuesday 9 July 8.30am - 10.00am) |
| Room B124 - Chair: Denzil Fiebig |
| Dancer |
Diane |
Sydney |
Factors
Influencing Performance in First Year Economics and Econometrics
Courses |
| Maani |
Sholeh |
Auckland |
Academic
Performance and School Leaving Choices at Age Sixteen |
| Owen |
Dorian |
Otago |
Uncertainty
of outcome and Super 12 Rugby Union attendance: Application
of a General-to-Specific Modelling Strategy |
| Shields |
Michael |
Melbourne |
The Value of Reunification in Germany: An
Analysis of Changes in Life Satisfaction |
|
|
|
|
| Modelling inflation ---
Parallel Session 3 (Tuesday 9 July 8.30am - 10.00am) |
| Room B450 - Chair: Allan Layton |
| Benati |
Luca |
Bank of England |
Investigating Inflation Dynamics Across Monetary
Regimes |
| Carare |
Alina |
IMF |
Price stability
lessons from different inflation targeting regimes |
| Razzak |
Weshah |
RBNZ |
Monetary
policy and forecasting inflation with and without the output
gap |
|
|
|
|
| Trade and growth 1 --- Parallel
Session 3 (Tuesday 9 July 8.30am - 10.00am) |
| Room B440 - Chair: Radhika Lahiri |
| Ghosh |
Arghya |
UNSW |
The Political
Economy of Infrastructure Investment |
| Fox |
Kevin |
UNSW |
Problems with
(Dis)Aggregating Productivity, and Another Productivity Paradox |
| Madden |
Gary |
Curtin |
General
Purpose Information Technology and The Digital Divide (presented
by Russel Cooper) |
| Oxley |
Les |
Canterbury |
How much human
capital does New Zealand have? |
| |
A.W.
Phillips Lecture:
Larry Christiano (Tuesday 9 July 10.15am - 11.30am) |
| |
Presidential
Address:
Income Maintenance and
Labor Force Participation
Guy Laroque (Tuesday 9 July 11.45am - 1.00pm) |
| |
| Parallel
Session 4 (Tuesday 9 July 2.30pm - 4.00pm) |
|
| Compensation --- Parallel
Session 4 (Tuesday 9 July 2.30pm - 4.00pm) |
| Room B450 - Chair: Brett Inder |
| Magnani |
Elisabetta |
UNSW |
Technological
Diffusion and Market-Mediated Employment Arrangements. Explaining
the Growth of Outsourcing in US Manufacturing. |
| Fry |
Tim |
Melbourne |
Modelling Return
to Work Durations and Compensation Costs in Victoria |
| Harris |
Mark |
Melbourne |
Risk Preference
and Employment Contract Type |
| Lovell |
Knox |
Georgia |
The Managers
versus the Consultants |
|
|
|
|
| Econometric theory 4 ---
Parallel Session 4 (Tuesday 9 July 2.30pm - 4.00pm) |
| Room B117 - Chair: Farshid Vahid |
| McAleer |
Michael |
UWA |
Maximum
Likelihood Estimation of STAR and STAR-GARCH Models: Theory
and Monte Carlo Evidence |
| Podivinsky |
Jan |
Southampton |
Model Selection and Volatility Forecasting
with GARCH Processes |
| Skeels |
Christopher |
Melbourne |
Assessing
Instrumental Variable Relevance |
| Yogo |
Motohiro |
Harvard |
Estimating
the Elasticity of Intertemporal Substitution when Instruments
are Weak |
|
|
|
|
| Financial econometrics 2
--- Parallel Session 4 (Tuesday 9 July 2.30pm - 4.00pm) |
| Room B119 - Chair: Stan Hurn |
| Gunn |
Lucy |
Monash |
Do Trade Announcements
Affect Trade Durations ? |
| Martin |
Gael |
Monash |
Parametric
Pricing of Higher Order Moments in S&P500 Options |
| Martin |
Vance |
Melbourne |
Pricing
Options in Tranquil Markets: Modelling Volatility Frowns |
| Sriananthakumar |
Sivagowry |
Monash |
Estimating
value at risk for short and long trading positions |
|
|
|
|
| Industrial economics 2 ---
Parallel Session 4 (Tuesday 9 July 2.30pm - 4.00pm) |
| Room B121 - Chair: Joshua Gans |
| Blouin |
Max |
UQAM |
On the Pricing
of Replacement Parts |
| Carlaw |
Kenneth |
Canterbury |
Optimal
Obsolescence Driven by Technological Change |
| de Fontenay |
Catherine |
Melbourne |
The
source of specificity |
| Olive |
Michael |
Macquarie |
Markup,
Returns to Scale, the Business Cycle and Openness |
|
|
|
|
| Nonlinear time series methods
(Invited Session) --- Parallel Session 4 (Tuesday 9 July
2.30pm - 4.00pm) |
| Room B122 - Chair: Walter Enders
/ Pierre Siklos |
Enders
Siklos |
Walt
Pierre |
Alabama
WLU |
SETAR versus Continuous TAR Models |
| Kofman |
Paul |
Melbourne |
Censor, Truncate, Fold or Non-Linear? |
| Citu |
Florin |
RBNZ |
Asymmetric
Interest Rate Responses |
| Haug |
Alfred |
York |
A Closer
Look at Long Run Money Demand |
|
|
|
|
| Topics in macroeconometrics
(Invited Session) --- Parallel Session 4 (Tuesday 9 July
2.30pm - 4.00pm) |
| Room B124 - Chair: Olan Henry |
| Bodman |
Phil |
UQ |
Dynamic
Asymmetries in the Australian Labour Market |
| Olekalns |
Nilss |
Melbourne |
The Effects
of Uncertainty on Macroeconomic Performance: The importance
of the conditional covariance model |
| Shields |
Kalvinder |
Melbourne |
Growth Dynamics: Measuring Steady-State Growth
and the Output Gap using Direct Measures of Expectations |
| Lee |
Kevin |
Leicester |
A Long-run
Structural Macroeconometric Model of the UK |
|
|
|
|
| Trade and growth 2 --- Parallel
Session 4 (Tuesday 9 July 2.30pm - 4.00pm) |
| Room B440 - Chair: Les Oxley |
| Harvey |
Andrew |
Cambridge |
Models
for converging economies |
| Jin |
Jim |
The Queen's University of Belfast |
Free Trade vs
Autarky, Cournot against Ricardo |
| Olsen |
Trond |
NHH |
Multinationals
and international tax competition |
| Sun |
Chia-Hung |
Australian National University |
Have Singapore’s
Manufacturing Industries Been More Pro-ductive? Evidence from
Stochastic Coefficients Analysis |
| |
|
Colin Clark Lecture:
Using and Abusing Economic Theory
Paul Klemperer (Tuesday 9 July 4.15pm - 5.30pm)
sponsored by the Office of Economic and Statistical Research
- Queensland Treasury
|
| |
Conference Dinner
Tuesday 9 July 7.00pm for 7.30pm
The Rugby Club Downtown
Level One, Eagle Street Pier, 1 Eagle Street, Brisbane
|
| |
Invited
Lecture in Computational Economics:
Computation: can it be trusted?
Kenneth Judd (Wednesday 10 July 9am - 10.30am) |
| |
| Parallel
Session 5 (Wednesday 10 July 11am - 12.30pm) |
| Bayesian time series analysis
(Invited Session) --- Parallel Session 5 (Wednesday 10
July 11am - 12.30pm) |
| Room B119 - Chair: Gael Martin |
| Kleijn |
Richard |
Rotterdam |
Rationalizing
the unit root in real exchange rates |
| Tremanyne |
Andy |
Newcastle upon Tyne |
Bayesian
graphical inference for unit root and other models for economic
time series |
| Strachan |
Rodney |
Liverpool |
The
Value of Structural Information in the Error Correction Model |
| Forbes |
Catherine |
Monash |
Bayesian
Estimation of a Stochastic Volatility Model Using Option and
Spot Prices |
|
|
|
|
| Asian financial markets (Invited
Session) --- Parallel Session 5 (Wednesday 10 July 11am
- 12.30pm) |
| Room B450 - Chair: Michael Drew |
| Stanford |
Jon |
UQ |
The Role of Financial Markets in the Asian
Financial Crisis |
| Veeraraghavan |
Madhu |
Griffith |
Idiosyncratic
Volatility and Security Returns |
| Hovey |
Martin |
Griffith |
Role of
Security Markets in Enhancing Corporate Governance in Asia |
| Guest |
Ross |
Griffith |
Demographic
Transition, Optimal Saving and Living Standards in Five Asian
Countries. |
|
|
|
|
| Business Cycles --- Parallel
Session 5 (Wednesday 10 July 11am - 12.30pm) |
| Room B4121 - Chair: Allan Layton |
| Buckle |
Bob |
NZ Treasury |
On growth
and volatility regime switching models for New Zealand GDP
data |
| Katsuura |
Masaki |
Meijo |
Robustized
Business Cycle Indicators and Regime Switching Model |
| Ulusoy |
Veysel |
Bahcesehir, Turkey |
Cyclical
behavior of investment, production and fiscal policy |
| Vahid |
Farshid |
Monash |
The Missing
Link: Using the NBER Recession Indicator to Construct
Coincident and Leading Indices of Economic Activity |
|
|
|
|
| Econometric theory 5 ---
Parallel Session 5 (Wednesday 10 July 11am - 12.30pm) |
| Room B117 - Chair: Bill Griffiths |
| Coelli |
Tim |
UNE |
On the econometric
estimation of the distance function representation of a production
technology |
| Kim |
Jae |
Monash |
Bootstrap
Prediction Intervals for Difference and Trend Stationary Time
Series |
| Ruiz |
Esther |
Universidad Carlos III |
Properties
of the sample autocorrelations of nonlinear transformations
in Long Memory Stochastic Volatility models |
| Su |
Jen-Je |
Massey |
On the Size
of Panel Unit Root Tests under Sub-panel Cointegration |
|
|
|
|
| Economic and financial modelling
2 --- Parallel Session 5 (Wednesday 10 July 11am - 12.30pm) |
| Room B440 - Chair: Shakila Aruman |
| Doiron |
Denise |
UNSW |
Childcare Costs and Labour Supply in Australian
Families |
| Kingston |
Geoffrey |
UNSW |
Joint
Implications of Consumption and Tax Smoothing |
| Wang |
Gao-Wen |
National Chengchi University |
Consumption,
Income, and Asset Returns |
|
|
|
|
| Economic theory 3 --- Parallel
Session 5 (Wednesday 10 July 11am - 12.30pm) |
| Room B122 - Chair: Ranjan Ray |
| McDonald |
Stuart |
UQ |
Risk,
Uncertainty and Social Cohesion |
| Menezes |
Flavio |
ANU |
Corruption
and Auctions |
| Ryan |
Matthew |
ANU |
Auctions
with options for re-auction: The role of reserve prices and
phantom bidding |
| Schworm |
Bill |
UNSW |
Measuring
Risk |
|
|
|
|
| Financial crises --- Parallel
Session 5 (Wednesday 10 July 11am - 12.30pm) |
| Room B124 - Chair: Renee Fry |
| Gai |
Prasanna |
ANU |
Debt Maturity
Structure with Pre-emptive Creditors |
| Holanda |
Marcos |
Ceara - Brazil |
Contagion
on Latin America Big Three |
| Ramcharan |
Rodney |
IMF |
IMF
Survelliance and Lending |
| Fry |
Renee |
QUT |
International
SVAR factor modelling |
| |
| Parallel
Session 6 (Wednesday 10 July 2pm - 3.30pm) |
| Econometric theory 6 ---
Parallel Session 6 (Wednesday 10 July 2pm - 3.30pm) |
| Room B117 - Chair: Tim Coelli |
| Begum |
Nelufa |
Monash |
A New Approach
to Testing a Composite Null against a Composite Alternative |
| Griffiths |
William |
Melbourne |
A
Gibbs' Sampler for A Truncated Multivariate Normal Distribution |
| Valenzuela |
Rebecca |
Monash |
A
Gibbs Sampler for Estimating Sets of SURs with Cross-Set Restrictions
on the Coefficients |
|
|
|
|
| Evolving structural change (Invited
Session) --- Parallel Session 6 (Wednesday 10 July 2pm
- 3.30pm) |
| Room B119 - Chair: Ron Bewley |
| Mccracken |
Michael |
Missouri-columbia |
Consistent
testing for structural change at the ends of the sample |
| Summers |
Peter |
Melbourne |
Bayesian
Evidence on the Structure of Unemployment |
| Bewley |
Ronald |
CBA |
Man or Machine:
Who Forecasts Best |
| Yang |
Minxian |
UNSW |
A Hybrid
Forecasting Approach for Piece-wise Stationary Time Series |
|
|
|
|
| Financial econometrics 3
--- Parallel Session 6 (Wednesday 10 July 2pm - 3.30pm) |
| Room B121 - Chair: Florin Citu |
| Becker |
Ralf |
QUT |
The impact of monetary policy in the UK on
the relationship between the term structure of interest rates
and future inflation |
| Chiarella |
Carl |
UTS |
A Maximum
Likelihood Approach to Estimation of Heath-Jarrow-Morton Models |
| Gordon |
Michael |
RBNZ |
Deriving expectations of the Australian cash
rate target from money market rates |
| Krippner |
Leo |
RBA |
The OLP
model of the yield curve |
|
|
|
|
| Labour economics --- Parallel
Session 6 (Wednesday 10 July 2pm - 3.30pm) |
| Room B122 - Chair: Mathew Ryan |
| Beard |
Rodney |
UQ |
Comparing
Income Distributions between Societies that Reward Innovation
and those that Reward Knowledge |
| Kalb |
Guyonne |
Melbourne |
Estimation
of Wage Equations in Australia |
| Mawson |
Peter |
NZ Treasury |
Modelling
Regional Labour Market Adjustment in New Zealand |
| Racionero Llorente |
Maria del Mar |
Deakin |
Optimal
redistribution programs when different workers are indistinguishable |
|
|
|
|
| Macroeconometrics 2 ---
Parallel Session 6 (Wednesday 10 July 2pm - 3.30pm) |
| Room B124 - Chair: Vance Martin |
| Aruman |
Shakila |
QUT |
Exchange
Market Pressure and the Degree of Intervention over the Australian
Post-Float Period |
| Joiner |
Alex |
Monash |
Monetary
Policy Effects in an Australian Bayesian VAR Model |
| Leu |
Chen-Yu (Shawn) |
Sydney |
Exchange
Market Pressure in Australia |
| Wickremasinghe |
Guneratnebanda |
Monash |
Exchange
Rate Pass-Through to Manufactured Import Prices |
|
|
|
|
| Nonparametric methods ---
Parallel Session 6 (Wednesday 10 July 2pm - 3.30pm) |
| Room B450 - Chair: Vlad Pavlov |
| Fernandes |
Marcelo |
Getulio Vargas Foundation |
Testing for symmetry and conditional symmetry
using asymmetric kernels |
| Smith |
Murray |
Sydney |
Specification
of Sample Selection Models Using Copulas |
| Zinde-Walsh |
Victoria |
McGill |
Improving
the Efficiency of the Maximum Score Estimator |
|
|
|
|
| Panel data --- Parallel
Session 6 Wednesday 10 July 2.00pm - 3.30pm) |
| Room B440 - Chair: Paul Kofman |
| Bartels |
Robert |
Sydney |
Supply Restricted
Telecommunications Markets |
| Rambaldi |
Alicia |
UQ |
Predicting
Missing Observations in Unbalanced Panels. A Kalman
Filtering-Smoothing Approach |
| Sul |
Donggyu |
Auckland |
Dynamic
Panel Estimation and Homogeneity Testing Under Cross Section
Dependence |
| |
Invited
Lecture on Financial Econometrics:
Efficient Tests of Stock Return Predictability
John Campbell (Wednesday 10 July 4pm - 5.30pm)
sponsored by The Economic Society of Australia - Queensland
Branch |
|
