Program for session C-1

Friday 11 August 2000, 10:30 - 12:00
NB: C-1-17, and C-1-25 to C-1-28 start at 10:00 am.

C-1-1: Bounded Rationality 1 - Fri 11 Aug, 10:30

 Room: Balmer 201  Chair: Rajiv Sarin 
Riechmann, Thomas A Model of Boundedly Rational Consumer Choice
Sarin, Rajiv Players with Limited Memory

C-1-2: Consumption Smoothing - Fri 11 Aug, 10:30

 Room: Balmer 202  Chair: Pierre-Olivier Gourinchas 
Binder, Michael Life-Cycle Models and Cross-Country Analysis of Saving
Crossley, Thomas F. Shocks, Stocks and Socks: Consumption Smoothing and the Replacement of Durables During an Unemployment Spell
Visser, Michael A Study of Consumer Behavior Using Laboratory Data

C-1-3: Currency Crises: 1 - Fri 11 Aug, 10:30

 Room: Mechanical Engineering 234  Chair: Andrea Zaghini 
Kasa, Kenneth Learning, Large Deviations, and Recurrent Currency Crises
Sen, Partha Non-Uniqueness in the First Generation Balance of Payments Crisis Model
Zaghini, Andrea Expectations and Information in Second Generation Currency Crises Models

C-1-4: Wealth and the Financial Markets - Fri 11 Aug, 10:30

 Room: Balmer 203  Chair: Annette Vissing-Jorgensen 
Brooks, Robin What Will Happen to Financial Markets when the Baby Boomers Retire?
Jacobs, Kris Estimating Nonseparable Preference Specifications for Asset Market Participants
Vissing-Jorgensen, Annette Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures

C-1-5: Empirical Evidence on Exchange Rate Regimes - Fri 11 Aug, 10:30

 Room: Mechanical Engineering 235  Chair: Erling Vardal 
Sill, Keith Exchange Rates and Monetary Policy Regimes in Canada and the U.S.
Vardal, Erling From Fixers to Floaters: An Empirical Analysis of the Decline in Fixed Exchange Rate Regimes 1973-1995

C-1-6: Experimental Economics: Information Diffusion - Fri 11 Aug, 10:30

 Room: Balmer 204  Chair: Yong-Gwan Kim 
Cason, Timothy N. Buyer Search and Price Dispersion: A Laboratory Study
Kim, Yong-Gwan Evolution of Communication with Partial Common Interest

C-1-7: Health Economics I - Fri 11 Aug, 10:30

 Room: Balmer 206  Chair: Daniel McFadden 
Bratberg, Espen Sickness Absence and Business Cycles
Edgerton, David A Model for the Analysis of Sick Leave in Sweden
McFadden, Daniel Healthy, Wealthy, and Wise? Socioeconomic Status and Morbidity/Mortality

C-1-8: Bootstrapping Theory - Fri 11 Aug, 10:30

 Room: Savery 211  Chair: Janis J. Zvingelis 
Andrews, Donald W. K. Higher-order Improvements of a Computationally Attractive k-step Bootstrap for Extremum Estimators
Chang, Yoosoon Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
Zvingelis, Janis J. On Bootstrap Coverage Probability with Dependent Data

C-1-9: Matching and Search in the Labor Market - Fri 11 Aug, 10:30

 Room: Balmer 207  Chair: Susan Vroman 
Delacroix, Alain Matching Between Heterogeneous Workers and Firms
Fujiwara-Greve, Takako The Role of Expectation in Job Search and Firm Size Effect on Wages
Vroman, Susan A Matching Model with Endogenous Skill Requirements

C-1-10: Monetary Policy 1 - Fri 11 Aug, 10:30

 Room: Mechanical Engineering 237  Chair: Andreas Schabert 
Lippi, Francesco Strategic Monetary Policy with Non Atomistic Wage Setters
Onatski, Alexei Minimax Analysis of Monetary Policy Under Model Uncertainty
Schabert, Andreas Open Market Operations as a Monetary Policy Shock Measure in a Quantitative Business Cycle Model

C-1-11: Norms and Discrimination in Market Outcomes - Fri 11 Aug, 10:30

 Room: Balmer 212  Chair: Carlos A. Medina-Durango 
Berlinski, Samuel G. Contracting-out and the Interindustry Wage Structure: Do Norms of Internal Equity Matter in Wage Determination?
Maderner, Nina Diamonds are a Girl's Best Friend
Medina-Durango, Carlos A. Is Discrimination Due to a Coordination Failure?

C-1-12: Political Parties - Fri 11 Aug, 10:30

 Room: Balmer 214  Chair: Massimo Morelli 
Haan, Marco Endogenous Party Formation in a Model of Representative Democracy
Morelli, Massimo Party Formation and Policy Outcomes under Different Electoral Systems

C-1-13: Productivity Measurement - Fri 11 Aug, 10:30

 Room: Balmer 302  Chair: Andrew Hildreth 
Ilmakunnas, Pekka The Roles of Employer and Employee Characteristics for Plant Productivity
Rousseau, Peter L. The Electricity Revolution and the Stock Market, 1885-1928
Hildreth, Andrew Econometric Issues in the Analysis of Linked Longitudinal Employer-Worker Data

C-1-14: Regional Integration and Separation - Fri 11 Aug, 10:30

 Room: Mechanical Engineering 243  Chair: Federico Weinschelbaum 
Staal, Klaas The Political Economy of Regionalism
Wallner, Klaus Club Enlargement: Early Versus Late Admittance
Weinschelbaum, Federico A Principal-Agent Building Block for the Study of Decentralization and Integration

C-1-15: Regulation and Procurement: Empirical Studies - Fri 11 Aug, 10:30

 Room: Balmer 304  Chair: James Prieger 
Lyon, Thomas P. Competition and Technological Complexity in Procurement: An Empirical Study of Dual Sourcing
Prieger, James Regulation, Innovation, and the Introduction of New Telecommunications Services: a Queuing Theoretic Approach

C-1-16: Wages and Unemployment - Fri 11 Aug, 10:30

 Room: Balmer 306  Chair: Graham E. Mizon 
Albaek, Karsten Dimensions of the Wage-Unemployment Relationship in the Nordic Countries: Wage Flexibility Without Wage Curves
Lefranc, Arnaud Wage Losses of Displaced Workers in France and the US?
Tunali, Insan Wage Formation and Recurrent Unemployment

C-1-17: Cointegration I - Fri 11 Aug, 10:00 NB!

 Room: Savery 301  Chair: Gabriel Pons Rotger 
Bruneau, Catherine Testing for the Cointegration Rank when Some Cointegrating Directions are Shifting
Hansen, Peter Reinhard Structural Breaks in the Cointegrated Vector Autoregressive Model
Nielsen, Bent Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend
Rotger, Gabriel Pons Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions

C-1-18: Experimental Economics and Industrial Organization - Fri 11 Aug, 10:30

 Room: Balmer 307  Chair: George R. Neumann 
Lehrer, Steven F. Randomization, Endogeneity and Laboratory Experiments
Morgan, John Bounded Rationality in Homogeneous Product Pricing Games
Neumann, George R. Learning and Communication in Sender-Receiver Games: An Econometric Investigation

C-1-19: Topics in Industrial Organization I - Fri 11 Aug, 10:30

 Room: Balmer 309  Chair: Sangin Park 
Bajari, Patrick Winner's Curse, Reserve Prices and Endogenous Entry: Empirical Insights from eBay Auctions
Ching, Andrew Dynamic Equilibrium in the US Prescription Drug Market After Patent Expiration
Park, Sangin Semiparametric Instrumental Variables Estimation and Its Application to Dynamic Oligopoly

C-1-20: Security Markets and Efficiency - Fri 11 Aug, 10:30

 Room: Balmer 311  Chair: Juan Pablo Nicolini 
Baptista, Alexandre Options and Efficiency in Multiperiod Security Markets
Marimon, Ramon Limited Enforeceability, Heterogeneity and the Macroeconomy
Nicolini, Juan Pablo Optimal Maturity of Government Debt with Incomplete Markets

C-1-21: Dynamic Insurance and Wealth Accumulation - Fri 11 Aug, 10:30

 Room: Balmer 312  Chair: Tongwook Park 
deNardi, Mariacristina Wealth Inequality and Intergenerational Links
Marshall, John M. Property Insurance with Conversion Options: Upper Limits and Deductibles
Park, Tongwook Optimal Social Security with Moral Hazard

C-1-22: Local Public Goods and Tax Competition - Fri 11 Aug, 10:30

 Room: Balmer 314  Chair: Frederic Rychen 
Haeringer, Guillaume Stable Coalition Structures with Common Decision Scheme
Kessler, Anke S. Redistribution, Fiscal Competition, and the Politics of Economic Integration
Rychen, Frederic Local Public Investment and Competition for a Firm

C-1-23: Firm Formation and Firm Size - Fri 11 Aug, 10:30

 Room: Balmer 411  Chair: Suzanne Scotchmer 
Joshi, Sumit Networks of Collaboration in Oligopoly
Leppamaki, Mikko Entrepreneurship in a Unionised Economy
Scotchmer, Suzanne A Theory of Firm Formation and Skills Acquisition

C-1-24: Hyperbolic Discounting - Fri 11 Aug, 10:30

 Room: Balmer 413  Chair: Dan Silverman 
Luttmer, Erzo G. J. Subjective Discount Factors
O'Donoghue, Ted Choice and Procrastination
Silverman, Dan Dole Meets Laibson: On the Compassion of Time-limited Welfare

C-1-25: Employment/Economic Policy - Fri 11 Aug, 10:00 NB!

 Room: Mechanical Engineering 245  Chair: Bertil Holmlund 
Bhalotra, Sonia Is Child Work Necessary?
Denny, Kevin J. Education Policy Reform and the Return to Schooling from Instrumental Variabes
Haisken-DeNew, John P. Money for Nothing and Your Chips for Free? The Anatomy of the PC Wage Differential
Holmlund, Bertil Do Benefit Cuts Boost Job Findings? Swedish Evidence From the 1990s

C-1-26: Empirical Analyses of Industrial Organization - Fri 11 Aug, 10:00 NB!

 Room: Balmer 416  Chair: Klaus Moeltner 
Eriksson, Rickard Market Structure and Price Responses to Seasonal Demand Changes
Koop, Gary Multiple-Output Production with Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
Kuper, Gerard H. Threshold Effects of Energy Price Changes
Moeltner, Klaus A Censored Random Coefficients Model for Pooled Survey Data with Application to the Estimation of Power Outage Costs

C-1-27: Statistical Tests I - Fri 11 Aug, 10:00 NB!

 Room: Savery 311  Chair: Randolph G. K. Tan 
Lee, Junsoo LM Unit Root Test with Panel Data: A Test Robust To Structural Changes
Escudero, Walter Sosa Tests for the Error Component Model in the Presence of Local Misspecification
Tan, Randolph G. K. Finite-Sample Optimality of Tests in a Structural Equation

C-1-28: Volatility Models I - Fri 11 Aug, 10:00 NB!

 Room: Savery 313  Chair: Paolo Zaffaroni 
Doornik, Jurgen A. Multimodality and the GARCH Likelihood
Lee, Jin One-Sided Testing for ARCH Effect Using Wavelets
Verhoeven, Peter Modeling Outliers and Extreme Observations for ARMA-GARCH Processes
Zaffaroni, Paolo Stationarity and Memory of ARCH(i) Models

File created by Jurgen Doornik with eswc2000.ox on 2-01-2001