ASSET 2009
Boğaziçi University, Istanbul
October 30-31, 2009
Conference Program
Friday, October 30, 2009
|
09:00 – 10:40 |
Friday, October 30, 2009 |
F1.1: Decision Theory Room:
WH 201
Chair: Alan
Kirman, GREQAM, EHESS, Université Paul Cézanne
Risk Taking, Revenue Sharing and
Systematic Risk
Frédéric Deroïan, GREQAM
Ascension Andina-Diaz, Universidad de Malaga
Attitude Toward Information and
Learning Under Multiple Priors
Pascal Toquebeuf, Paul Cézanne University
Alan Kirman, GREQAM, EHESS, Université Paul Cézanne
|
09:00 – 10:40 |
Friday, October 30, 2009 |
F1.2: Networks Room:
WH 203
Chair: Rim Lahmandi-Ayed, LEGI-Ecole Polytechnique de Tunisie
Reputation, Optimal Memory and the
Evolution of Cooperation in Social Networks
Gergely Horváth, University of Alicante
Coordination in Evolving Networks with
Endogenous Decay
Miguel A. Melendez-Jimenez, Universidad de Malaga
Diffusion in Directed Random
Networks
Dunia
López-Pintado, Universidad Pablo de Olavide
Çağatay Kayı, Maastricht University
|
09:00 – 10:40 |
Friday, October 30, 2009 |
F1.3: Industrial
Organization I Room:
WH 210
Chair: Paris Cleanthous, University of Cyprus
Big Pharma's Reaction to a Generic Substitution Policy
Aida Isabel Tavares, University
of Aveiro
Price Competition and Capital Choice with Costly External Finance:
Application to the
Insurance Industry
Sabine Lemoyne de Forges, Ecole
Polytechnique
A
Citizens-Editors Model of News Media
Francesco Sobbrio, IMT Lucca
The Way
Music Died: The Effects of Retail Competition on Variety
Paris Cleanthous, University of Cyprus
|
09:00 – 10:40 |
Friday, October 30, 2009 |
F1.4: Industrial
Organization II Room:
WH 301
Chair: Carmen
Beviá, Universitat Autònoma de Barcelona
A Reputation-Based Theory of Spatially-Separated
Duopoly Competition and Bargaining
Selçuk Özyurt, Sabancı University
The Old-Boy Network and the Quality of
Entrepreneurs
Eren Inci, Sabancı University
On the Investment Implications of Bankruptcy
Laws
Özgür Kıbrıs, Sabancı University
Oligopolistic Equilıbrium and Bankruptcy
Carmen Beviá, Universitat Autònoma de Barcelona
|
09:00 – 10:40 |
Friday, October 30, 2009 |
F1.5: Macro I Room:
ALH 1
Chair: Emre Alper, Boğaziçi University
Stabilizing Fiscal Policies With Capital
Market Imperfections
Nicolas L. Dromel, CNRS, Paris School Of Economics (CES), Paris 1 University
Coordination and Stabilization Gains
of Fiscal Policy in a Monetary Union
Susana Salvado, Universidade Nova de Lisboa
Social Discounting And Incentive
Compatible Fiscal Policy
Catarina Reis, Universidade Catolica Portuguesa
|
09:00 – 10:40 |
Friday, October 30, 2009 |
F1.6: Trade Room:
ALH 2
Chair: Panos Hatzipanayotou, Athens
University of Economics and Business
Multilateral
Tariff Cooperation under Reciprocity
Costas Hadjiyiannis, University of Cyprus
Trade
Openness, Institutional Change and Economıc Growth
Antonio Navas, Universidad Autonoma de Madrid
Gravity, Log Of Gravity and the "Distance Puzzle"
Clément Bosquet, GREQAM, Université Aix-Marseille
When Is
Replacing Trade Taxes by VATs Good for Developing Countries?
Panos Hatzipanayotou, Athens University of Economics and Business
|
09:00 – 10:40 |
Friday, October 30, 2009 |
F1.7: Econometrics Room:
ALH 3
Chair: Taner M.
Yiğit, Bilkent University
Does Information Technology Cause
Skill-Biased Technical Change?
Elena Ketteni, Frederick University and University of Cyprus
Nonparametric Estimation of
Simultaneous Equations
Şenay Sokullu, Toulouse School of Economics
Nonstationarity and Kalman Filter
Taner M. Yiğit, Bilkent University
|
11:00 – 12:15 |
Friday,
October 30 |
Vilfredo Pareto Lecture ALBERT
LONG HALL
Chair: Ahmet Alkan, Sabancı University
Andrew Postlewaite, University of Pennsylvania
|
13:45 – 15:25 |
Friday,
October 30 |
F2.1: Social Choice I Room:
WH 201
Chair: Salvador
Barberà, Universitat Autònoma de Barcelona
Choice by Sequential Procedures
Miguel Ballester, Universitat Autonoma de Barcelona
Endogenous Choice of Electoral Rules
in a Multi-Party System with Two Major Dominant Parties
Konstantinos Matakos, University of Warwick
Universally Selection-Closed
Families of Social Choice Functions
Semih Koray, Bilkent University
Dynamic Voting with an Evolving
Status Quo
Salvador Barberà, Universitat Autònoma de Barcelona
|
13:45 – 15:25 |
Friday,
October 30 |
F2.2: Environmental
Economics I Room:
WH 203
Chair: Eftichios
S. Sartzetakis, University of Macedonia
Environmental Policy, Spatial
Spillovers and the Emergence of Economic Agglomerations
Anastasios Xepapadeas, Athens University of Economics and Business
Toward Waste Management Contracts
Hubert Stahn, GREQAM
Economic Analysis of Policy Instruments
for Energy Efficiency
Etidel Labidi, Tunisia Polytechnic School, Faculty of Economics
Sciences and Management
The Role of Information Provision as a Policy Instrument to Supplement Environmental Taxes:
Empowering Consumers to
Choose Optimally
Eftichios S Sartzetakis, University of Macedonia
|
13:45 – 15:25 |
Friday,
October 30 |
F2.3: Industrial Organization III Room:
WH 203
Chair: Gianpaolo
Rossini, University of Bologna
Upstream Horizontal Mergers and
Efficiency Gains
Apostolis Pavlou, Athens University of Economics and Business
Non-linear Supply Contracts and the Implications of Retailers.Size Discounts
Özlem Bedre, Toulouse School of Economics and Ecole Polytechnique
Mergers, Remedies and Efficiency
Gains
Emilie Dargaud, Ceresur - University of La Réunion
Input Production Joint Venture
Gianpaolo Rossini, University of Bologna
|
13:45 – 15:25 |
Friday,
October 30 |
F2.4: Political Economy Room:
WH 301
Chair: Paulo
Melo-Filho, Universidad Carlos III De Madrid
When Is It Optimal to Delegate: The
Theory of Fast-Track Authority
Levent Celik, CERGE-EI
On the Accountability of Independent
Regulatory Agencies
Gizem Korkmaz, European University Institute
Equalization and Costly Conflict
Maria Cubel, University of Barcelona
Paulo Melo-Filho, Universidad Carlos III De Madrid
|
13:45 – 15:25 |
Friday,
October 30 |
F2.5: Macro II Room:
ALH 1
Chair: Arpad Abraham, U. of
Rochester & European University Institute
Expected Inflation, Sunspots
Equilibria and Persistent Unemployment Fluctuations
Frederic Dufourt, University of Strasbourg
Multiple Equilibria in Two-Sector
Monetary Economies
Stefano Bosi, EQUIPPE, University Of Lille 1
Tax Reform with Endogenous Borrowing
Limits and Incomplete Asset Markets
Arpad Abraham, University of Rochester & European University
Institute
Tax Reform with Endogenous Borrowing Limits and Incomplete Asset Markets
Arpad Abraham, University of Rochester & European University
Institute
|
13:45 – 15:25 |
Friday,
October 30 |
F2.6: International Economics I Room:
ALH 2
Chair: Giulio
Nicoletti, Bank of Italy
Unique Equilibrium in A Dynamic
Model of Speculative Attacks
Tijmen
Daniels , Technische Universitaet Berlin
World Trade Patterns and Prices: The Role of Productivity and Quality
Heterogeneity
Teodora Borota, European University Institute
Sudden Stops and the Real Exchange
Rate in Hong Kong: A Two-Sector Neoclassical Model
Paulina Etxeberria Garaigorta, University of the Basque Country
A Microfounded Core Inflation Model for
the Euro Area
Giulio Nicoletti, Bank of Italy
|
13:45 – 15:25 |
Friday,
October 30 |
F2.7: Finance I Room:
ALH 3
Chair: João Amaro de Matos, Universidade Nova
de Lisboa
Investment Banks as Information
Providers in IPOs
Filippo Pavesi, Central European University, University of
Milan-Bicocca
Banking Competition, Monitoring
Incentives and Financial Stability
Thi Quynh Anh Vo, Toulouse School of Economics
Financial Structure and Product Qualities
Christos Constantatos, University Of Macedonia
Capital Requirements for Operational
Risk: An Incentive Approach
Mohamed Belhaj, GREQAM
|
15:45 – 17:25 |
Friday,
October 30 |
F3.1: Allocation Room:
WH 201
Chair: Carmen
Herrero, Universidad de Alicante
Consistency and Monotonicity in One-Sided
Assignment Problems
Alexandru Nichifor, Maastricht University
Impossibilities in Roommate Problems
İpek Özkal Sanver, Bilgi University
Trade Rules for Uncleared Markets with
a Variable Population
İpek Gürsel Tapkı, Sabancı University
The Rights-Egalitarian Solution for
NTU Sharing Problems
Carmen Herrero, Universidad de Alicante
|
15:45 – 17:25 |
Friday,
October 30 |
F3.2: Game Theory Room:
WH 203
Chair: Ines
Macho-Stadler, Universitat Autònoma de Barcelona
Alexei Parakhonyak, Tinbergen Institute and Erasmus University Rotterdam
Strategic Effects of Incomplete and
Renegotiation-Proof Contracts
Levent Koçkesen, Koç University
Connections Among Farsighted Agents
Ana Mauleon, FNRS, Facultés Universitaires Saint-Louis And
Core
Dividends and Weighted Values in
Games With Externalities
Ines Macho-Stadler, Universitat Autònoma de Barcelona
|
15:45 – 17:25 |
Friday,
October 30 |
F3.3: Industrial Organization IV Room:
WH 210
Chair: Murat Yıldızoğlu,
GREQAM, Aix-Marseille University
Collusive Behaviour Under Cost
Asymmetries when Firms Compete in Supply Functions
Carlos Gutiérrez-Hita, Universitas Miguel Hernández
Certification of CSR Activities in
Oligopolistic Markets
Evangelos Mitrokostas, University of Cyprus and University of Crete
Strategic Behaviour in an International
Cournot Oligopoly
Francisco Borja Mesa, University of Alicante
Convergence in the Finite Cournot
Oligopoly with Social and Individual Learning
Murat Yıldızoğlu, GREQAM, Aix-Marseille University
|
15:45 – 17:25 |
Friday,
October 30 |
F3.4: Experimental
Economics I Room:
WH 301
Chair: Ayça
Ebru Giritligil, İstanbul Bilgi University
Power and Preferences: An
Experimental Approach
Kirill Pogorelskiy, State University -
Higher School of Economics
Is a Public Goods Experiment Like Fight Club? Extrinsic Motivation and the
Crowding-Out Effect On Altruism
Antonio Filippin, University of Milano
The Role of Collective
Winners in Individual Decision Making Under Risk
Ayça Ebru Giritligil, İstanbul Bilgi University
|
15:45 – 17:25 |
Friday,
October 30 |
F3.5: Macro III Room:
ALH 1
Chair: Vanghelis
Vassilatos, Athens University of Economics and Business
The Effect of Government Consumption on Private Consumption:
Macro Evidence From Micro Data
Valerio Ercolani, Bocconi University
Fiscal Competition and the Quality of
Institutions
Serena Fatica, Catholic University of Leuven
Capital Tax Competition when
Monetary Competition is Present
Ali Sina Önder, Uppsala Universitet
Rent-Seeking Competition from State Coffers in Greece: A Calibrated DSGE Model
Vanghelis Vassilatos, Athens University of Economics and Business
|
15:45 – 17:25 |
Friday,
October 30 |
F3.6: International Economics II Room:
ALH 2
Chair: Teresa
Sousa,
Universidade Nova de Lisboa
The Role of Financial Market Structure and the
Trade Elasticity for Monetary Policy in Open Economies
Katrin Rabitsch, Central European University and Magyar Nemzeti Bank
Multinationals and Wage Effects: The
Role of Linkages
Selin Sayek, Bilkent University
Gains from Financial Integration and
Trade Openness: A Quantitative Analysis
Marta Arespa Castelló, Universitat Autònoma de
Barcelona
International Macroeconomic Interdependence
and Imports of Oil in a Small Open Economy
Teresa Sousa, Universidade Nova de Lisboa
|
15:45 – 17:25 |
Friday,
October 30 |
F3.7: Education and Labor Room:
ALH 3
Chair: Thomas
Bassetti, University of Padova
Labor Market Institutions and the Divide of Schooling Investment
Between General and Specialized Skills
Pierre Granier, University of Aix-Marseilles
Income Tax, Subsidies to Education, and
Investments in Human Capital in a Two-Sector Economy
Dimitri Paolini, Crenos and DEIR, University of Sassari
Temporary Migration Policies and Welfare of the Host and Source Countries:
Michael S. Michael, University of Cyprus
Thomas Bassetti, University of Padova
Saturday, October 31, 2009
|
09:00 – 10:40 |
Saturday,
October 31 |
S1.1: Contracts and Mechanisms Room:
WH 201
Chair: Sylvie Thoron, GREQAM-Marseille
Multi-Agent Contracting with
Countervailing Incentives and Limited Liability
Annalisa Vinella, University of Bari
Auctioning Off With a Split Mind:
Privatization under Political Constraints
Lambros Pechlivanos, Athens University of Economics and Business
Equilibrium Rejection of a Mechanism
Görkem Çelik, ESSEC Business School
A New Mechanism for Resolving
Bargaining Impasses Between Risk-Averse Parties
Sylvie Thoron, GREQAM-Marseille
|
09:00 – 10:40 |
Saturday,
October 31 |
S1.2: Public Economics Room:
WH 203
Chair: Sinan
Sarpça, Koç University
Public Capital, Congestion and
Rent-Dissipation
Ramon J. Torregrosa, Universidad de Salamanca
Income Redistribution and Public
Good Provision in a Diverse Society
Selim Jürgen Ergun, Universidad de Granada
Does Indirect Tax Harmonization Deliver Pareto Improvements
in the Presence of Global Public Goods?
Ourania Karakosta, University of Cyprus
Public Housing Units vs. Housing
Vouchers: Accessibility, Local Public Goods, and Welfare
Sinan Sarpça, Koç University
|
09:00 – 10:40 |
Saturday,
October 31 |
S1.3: Industrial Organization V Room:
WH 210
Chair: Maarten Janssen,
University of Vienna
Efficient Delay in Decision Making
Evangelos Rouskas, Athens University of Economics and Business
Price Dispersion and Search Costs:
The Roles of Imperfect Information and Product Differentiation
Helena Perrone, Toulouse School of Economics
Multi-Period Consumer Search with
Heterogenous Search Costs
Bart Voogt, Department of Economics, Erasmus University Rotterdam,
Tinbergen Institute
Sequential Search with Incompletely
Informed Consumers
Maarten Janssen, University of Vienna
|
09:00 – 10:40 |
Saturday,
October 31 |
S1.4: Industrial
Organization VI Room:
WH 301
Chair: Norma
Olaizola Ortega, Universidad del País Vasco
Comparative Versus Informative Advertising in
Oligopolistic Markets
Maria
Alipranti, University of
Crete
Elena D'agostino,
University of
Messina and University of Nottingham
Targeted Advertising and Social Status
Nick
Vikander, Tinbergen
Institute, Erasmus University Rotterdam
A Signaling Theory of Consumer Boycotts
Allard van der Made, University of Groningen
|
09:00 – 10:40 |
Saturday,
October 31 |
S1.5: Macro IV Room:
ALH 1
Chair: Sumru Altuğ, Koç University
Shocking
Stuff: Technology, Hours, and
Factor Substitution
Cristiano Cantore, University Of Kent
Capitalizing Implementation Cycles
Michail E. Rousakis, University of Warwick
Investment-Specific Technology
Shocks and Consumption
Martin Seneca, Central Bank of Iceland
|
09:00 – 10:40 |
Saturday,
October 31 |
S1.6: General Equilibrium Room:
ALH 2
Chair: Antonio
Villanacci, Universita' degli Studi di Firenze
Pareto Efficiency in Exchange
Economies with No Resource Exhaustion
Emanuela Randon, University of Bologna
On the Existence of Equilibrium in a
Two-Class Economy with Production
Burak Ünveren, Siena University
A Strategic Market Game of Carry Trades and Equilibrium Profits
Konstantinos Papadopoulos, Aristotle University of Thessaloniki
A Bargaining Model in General
Equilibrium
Antonio Villanacci, Universita' degli Studi di Firenze
|
09:00 – 10:40 |
Saturday,
October 31 |
S1.7: Conflict Resolution Room:
ALH 3
Chair: Özgür Kıbrıs, Sabancı University
Noncooperative Bargaining with Nonanonymous Outside Options
Gökhan Buturak, Stockholm School of Economics
Information Acquisition in Conflicts
Florian Morath, Max Planck Institute for Intellectual Property,
Competition and Tax Law
Uncertainty and Ratification Failure
Arzu Kıbrıs, Sabancı University
Tahir Öztürk, Universitat Autònoma de Barcelona
|
09:00 – 10:40 |
Saturday,
October 31 |
Murat Sertel Lecture ALBERT
LONG HALL
Chair: Semih Koray, Bilkent University
Muhamet Yıldız, Massachusetts
Institute of Technology
|
13:45 – 15:25 |
Saturday,
October 31 |
S2.1: Incentives in Academia Room:
WH 201
Chair: David
Pérez-Castrillo, Universitat
Autònoma de Barcelona
The Impact of Industry Collaboration on Academic Research Output:
Albert Banal-Estanol, Universitat Pompeu Fabra and City University
Academic Entrepreneurship: What Are the Factors Shaping the Capacity of Academic
Researchers to İdentify and
Exploit Entrepreneurial Opportunities?
Pablo D'este, INGENIO (CSIC-UPV) Spanish Council For Scientific
Research
The Great Divide in Scientific
Productivity: Why the Average Scientist Does Not Exist?
Reinhilde Veugelers, University of Leuven
T
|
13:45 – 15:25 |
Saturday,
October 31 |
S2.2: Social Choice II Room:
WH 203
Chair: Remzi Sanver, Bilgi University
Leveling and Evaluation Precision in
Asymmetric Tournaments
Pau Balart, Universitat Autònoma de Barcelona
Stable Solutions to the Social Choice Problem: Dominant, Weakly Stable,
Uncovered Sets and Their Extensions
Andrey Subochev, State University - Higher School of Economics
Pareto-Efficient Rules with Approval
Ballotting
Tuğçe Çuhadaroğlu, Universitat
Autònoma de Barcelona
Choosing a Committee: Approval
Balloting and the Search for a Compromise
Jean Laine, Bilgi University
|
13:45 – 15:25 |
Saturday,
October 31 |
S2.3: Industrial Organization VII Room:
WH 210
Chair: Paolo G.
Garella, Università degli Studi di Milano
Vasco Santos, Universidade Nova De Lisboa
Competition Between State
Universities
Lisa Grazzini, University of Florence
Price Competition with Consumer
Confusion
Ioana Chioveanu, University College London
Bidimensional Quality Competition and
Scope Economies
Paolo G. Garella, Università degli Studi di Milano
|
09:00 – 10:40 |
Saturday,
October 31 |
S2.4: Industrial
Organization VIII Room:
WH 301
Chair: Ayşe Mumcu, Boğaziçi
University
Vertical Integration with Patent
Licensing in Upstream and Downstream Markets
Fehmi Bouguezzi, LEGI and Faculty of Management and Economic Sciences of Tunis
Electronic Versus Traditional B2B
Market From Intermediary's Perspective
Markos Kourgiantakis, University of Crete
Does The Waterbed Effect Harm
Consumers?
Tommaso Majer, Universitat Autònoma de Barcelona
Retail Market Liberalisation in a Vertical Industry:
How Excessive Entry Can Raise the Price Paid by Final
Consumers
Bertrand Charmaison, Toulouse School of Economics (LERNA)
|
13:45 – 15:25 |
Saturday,
October 31 |
S2.5: Macro V Room:
ALH 1
Chair: Stefano Gnocchi, Universitat
Autònoma de Barcelona
Annuity Market Imperfection,
Retirement and Economic Growth
Jochen O. Mierau, University of Groningen
What Drives US Foreign Borrowing?
Evidence
on External Adjustment to Transitory and Permanent Shocks
Panagiotis Th. Konstantinou, University of Macedonia
Monetary Policy Credibility and the
Term Structure of Interest Rates
Stefano Gnocchi, Universitat Autònoma de Barcelona
|
13:45 – 15:25 |
Saturday,
October 31 |
S2.6: Experimental Economics II Room:
ALH 2
Chair: Luca Corazzini,
University of Padova
Self-Interested Justice Principles in
the Dictator Game
Ismael Rodriguez-Lara, University of Alicante
The Do’s and Don'ts of
Leadership in Sequential Public Goods Experiments
Fernanda Rivas, University of Granada
Elections and Deceptions: Theory and
Experimental Evidence
Luca Corazzini, University of Padova
|
13:45 – 15:25 |
Saturday,
October 31 |
S2.7: Labor Room:
ALH 3
Chair: Tanguy Van
Ypersele, GREQAM, U. de la Méditerranée & CEPR
Market Participation Rate and Wage:
A Tale of Reciprocal Causation
Patricio García-Mínguez, Universitat de
Barcelona
The Effects of Taxes on Earnings:
Evidence from a Cohort Based Payroll Tax Reform in Greece
Panos Tsakloglou, Athens University of Economics and Business
Horizontal Reciprocity in Teams
Natalia Montinari, University of Padova
Housing Market Regulations and the
Social Demand for Job Protection
Tanguy Van Ypersele, GREQAM, Université De La Méditerranée and CEPR
|
15:45 – 17:00 |
Saturday,
October 31 |
S3.1: Kidney Exchange Room:
WH 201
Chair: Antonio
Nicolò, University of Padua
Dynamic
Analysis of Kidney Exchange Problems
Silvia Villa, Università Di Genova
Paired Kidney Donation and Listed
Exchange
Özgür Yılmaz, Koç
University
Pairwise Kidney Exchange with Age Based Preferences
Antonio Nicolò, University of Padua
|
15:45 – 17:00 |
Saturday,
October 31 |
Chair: Fikret Adaman, Boğaziçi University
Pollution, Abatement and Sustainable Growth: A Schumpeterian Approach
Oya Pınar Ardıç, Boğaziçi University
The Determinants of Variation in
Households' Environmental Impact: The Case of Turkey
Begüm Özkaynak, Boğaziçi University
The Political Economy of a
Conservation Site in Turkey: The Case of Uluabat (Apollania) Lake
Ceren Soylu, University of Siena
|
15:45 – 17:00 |
Saturday,
October 31 |
S3.3: Industrial Organization IX Room:
WH 210
Chair: Joel Sandonís Díez, Universidad
de Alicante
R&D Organization: Cooperation or Cross-Licensing?
Rim
Lahmandi-Ayed, LEGI-Ecole
Polytechnique de Tunisie
Incentive Contracts under Product Market Competition and
İmperfect R&D Spillovers
Evangelia
Chalioti, Athens
University of Economics and Business
Outsourcing versus Technology Transfer: Hotelling Meets
Stackelberg
Debapriya Sen, Ryerson University
|
15:45 – 17:00 |
Saturday,
October 31 |
S3.4: Finance II Room:
WH 301
Chair: José
Fajardo, IBMEC Business School
Consumption Risk and the Cross-Section of Government Bond Returns
Olga Klinkowska IDEA, Universidad Autonoma De Barcelona
Market Discipline, Competition for
Deposit, and Banks Risk Taking in Emerging Economies
Skerdilajda Zanaj, CREA, University of Luxembourg
Behavioral Arbitrage with Collateral
and Uncertain Deliveries
José Fajardo, IBMEC Business School
|
15:45 – 17:00 |
Saturday,
October 31 |
S3.5: Macro VI Room:
ALH 1
Chair: Leonor Modesto, Universidade Católica
Portuguesa
Subjective Beliefs in Monetary
Policy Committees
Mike Mariathasan, European University Institute
Government Information Transparency
Paolo Vanin, Università
di Bologna
Thomas Seegmuller, CNRS, GREQAM
|
15:45 – 17:00 |
Saturday,
October 31 |
S3.6: Time Series Applications Room:
ALH 2
Chair: Burak Saltoğlu, Boğaziçi
University
Markov-Switching Dynamic Factor
Models in Real Time
Pilar Poncela, Universidad Autonoma de Madrid
Measuring Stock Market Contagion with
an Application to the Sub-Prime Crisis
Mark Mink, Dutch National Bank and University of Groningen
Investigating Post-WWII U.S.
Macroeconomic Dynamics with Multiple Filters
Efrem Castelnuovo, University Of Padua
|
17:20 – 18:20 |
Saturday,
October 31 |
Closing Session ALBERT
LONG HALL
Chair: David Pérez-Castrillo, Universitat Autònoma de Barcelona
Roundtable: 30th Anniversary of ASSET’s Founding
Salvador
Barbera,
Universitat Autònoma de
Barcelona
Xavier Calsamiglia, Universitat Pompeu Fabra
Alan Kirman, GREQAM,
EHESS, Université Paul Cézanne
Javier Ruiz-Castillo, Universidad Carlos III de Madrid
Juan Urrutia,
Urrutia Elejalde Foundation