Bayesian Econometric Workship
A Bayesian Nonparametric Investigation of the Relationship between Commodity Prices and Exchange Rates | Abstract Paper |
Xin Jin* |
A New Multivariate Model with an Unknown Number of Change-points | Abstract Paper |
John Maheu, Yong Song* |
Assessing the Importance of Learning in an Empirical Monetary Model for the US | Abstract Paper |
Eleonora Granziera* |
Bayesian analysis of latent threshold dynamic models | Abstract Paper |
Jouchi Nakajima*, Mike West |
Bayesian Doubly Adaptive Elastic-Net Lasso For VAR Shrinkage | Abstract Paper |
Deborah Gefang* |
Bayesian estimation of probabilities of target rates using Fed Funds futures options | Abstract Paper |
Mark Fisher* |
Bayesian regression with nonparametric heteroskedasticity | Abstract Paper |
Andriy Norets* |
Common Drifting Volatility in Large Bayesian VARs | Abstract Paper |
Andrea Carriero, Todd Clark*, Massimiliano Marcellino |
Copula Based Factorization in Bayesian Multivariate Mixture Models | Abstract |
Martin Burda*, Artem Prokhorov |
DSGE Models and VARMA Representation | Abstract Paper |
Alessia Paccagnini*, Raffaele Rossi |
Estimating a semiparametric asymmetric stochastic volatility model with Dirichlet process mixture | Abstract Paper |
Mark Justin Jensen*, John M Maheu |
Estimation and Inference for Impulse Response Weights From Strongly Persistent Processes | Abstract Paper |
Richard Baillie*, George Kapetanios |
Fat-Tailed Wishart Autoregressive Processes for Multivariate Stochastic Volatility with Jumps | Abstract Paper |
Roberto Leon-Gonzalez* |
Forecasting with several macro models | Abstract Paper |
Gianni G Amisano*, John Geweke |
Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility | Abstract Paper |
Paul Karapanagiotidis* |
Large Time-Varying Parameter VARs | Abstract Paper |
Gary Koop*, Dimitris Korobilis |
Marginal Likelihood for Markov-Switching and Change-Point Garch Models | Abstract Paper |
Luc Bauwens, Arnaud Dufays*, Jeroen Rombouts |
Massively Parallel Sequential Monte Carlo for Bayesian Inference | Abstract Paper |
Garland Durham*, John Geweke |
Model averaging and variable selection in VAR-models | Abstract Paper |
Shutong Ding*, Sune Karlsson |
Moving Average Stochastic Volatility Models with Application to Inflation Forecast | Abstract Paper |
Joshua Chan* |
Multivariate Stochastic Volatility | Abstract Paper |
William James McCausland*, Shirley Miller, Denis Pelletier |
Multivariate Versus Multinomial Probit: When are Binary Decisions Made Separately also Jointly Optimal? | Abstract Paper |
Dale J. Poirier*, Deven Kapadia |
Particle filter estimation of duration-type models | Abstract Paper |
Miguel A. G. Belmonte* |
Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison | Abstract Paper |
Anna Kormilitsina, Sarah Zubairy* |
Rare Shocks, Great Recessions | Abstract Paper |
Vasco Curdia, Marco Del Negro*, Daniel Greenwald |
Specification tests for dynamic factor models | Abstract Paper |
Gabriele Fiorentini*, Enrique Sentana |
The Hessian method for models with leverage-like effects | Abstract Paper |
Barnabe Djegnene*, William McCausland |
The Multilevel First-Order Autoregressive Model: A Bayesian Look at Stability and Sensitivity | Abstract Paper |
Joran Jongerling* |
Time Varying SVARs, parameter histories, and the changing impact of oil prices on the US economy | Abstract Paper |
Francesca Rondina* |
CLSRN
Changes in Returns to Task-Specific Skills and Gender Wage Gap | Abstract Paper |
Shintaro Yamaguchi* |
Empirical Characteristics of Legal and Illegal Immigrants in the U.S. | Abstract Paper |
Miana Plesca*, Vincenzo Caponi |
Guaranteed Income Supplement (GIS) Status Amongst the Retired Population: An Analysis of the Incidence | Abstract Paper |
David Gray*, Ross Finnie |
Education
Behavioral Economics of Education: Some Puzzles, Progress, and Possibilities | Abstract Paper |
Philip Oreopoulos* |
Credit and Insurance for Human Capital Investments | Abstract Paper |
Lance Lochner*, Alexander Monge-Naranjo |
Determinants of student’s university choice | Abstract Paper |
Marta Odendal* |
Different Paths? Human Capital Prices, Wages and Inequality in Canada and the US | Abstract |
Audra Bowlus, Chris Robinson* |
Gender Ratios at the top PhD programs in Economics | Abstract Paper |
Galina Hale*, Tali Regev |
Inequality and City Size | Abstract Paper |
Ronni Pavan*, Nathaniel Baum-Snow |
Peer Effects in the Classroom: Evidence from New Peers in Ontario Schools | Abstract Paper |
Margarita Pivovarova* |
University Quality and the Labour Market Outcomes of Canadian Youth | Abstract Paper |
Joniada Milla* |
Finance
Cheap Money and Risk Taking: Opacity versus Fundamental Risk | Abstract Paper |
Bernhard Eckwert* |
Currency Order Flow and Macroeconomic Information | Abstract Paper |
Pasquale Della Corte, Dagfinn Rime, Lucio Sarno, Ilias Tsiakas* |
Optimal Captial Structure and Growth Options in Mergers and Acquisitions | Abstract Paper |
Elettra Agliardi*, Amir Amel-Zadeh, Nicos Koussis |
Responses to the Financial Crisis, Treasury Debt, and the Impact on Short-Term Money Markets | Abstract Paper |
Warren B. Hrung, Jason Scott Seligman* |
General Papers
Feeding the Creatures: Borrowing and the Hard budget constraint- Ontario Municipalities in the 1930s | Abstract Paper |
Almos Thomas Tassonyi* |
Production, Prices, Protection, and Productivity: Canadian Cotton Textiles in the 19th Century | Abstract Paper |
Tom Barbiero, Michael Hinton* |
Rethinking the Structure of Prudential Bank Regulation | Abstract Paper |
Charles Calomiris* |
The Importance of Transport Costs: Evidence from the Trans-Atlantic Iron Trade, 1870-1913. | Abstract Paper |
Kris Inwood*, Ian Keay |
What determines a Nice Auction Page? | Abstract Paper |
Rafael Tenorio*, Gabriella Bucci |
Health
Childhood Obesity, Parents' Knowledge and Report Cards | Abstract Paper |
Heather Royer*, Silvia Prina |
Fertility, child health, and the diffusion of electricity into the home | Abstract Paper |
Joshua Lewis* |
Influenza, the in-utero environment, and later developmental outcomes in children | Abstract Paper |
Shelley Phipps, Courtney Ward* |
Is There a Roemer’s Law for Physicians? Physician Numbers As a Driver of Provincial Government Health Spending | Abstract Paper |
Livio Di Matteo* |
Testing and estimating sibling interaction effects in obesity: An extension of the sibling difference framework | Abstract Paper |
Angelo Melino*, Aloysius Siow |
The Time-Varying Relationship Between Mortality and Business Cycles in the U.S. | Abstract Paper |
Jean-Paul Lam*, Emmanuelle Piérard |
Labour
Birth Cohort and the Black-White Achievement Gap: The Role of Health Soon After Birth | Abstract Paper |
Kenneth Chay, Jon Guryan, Bhash Mazumder* |
Duration Dependence and Local Labor Market Conditions: Theory and Evidence from a Field Experiment | Abstract Paper |
Kory Kroft*, Fabian Lange, Matthew Notowodigdo |
Experience, Education, and Internal Labor Markets: Intra-Firm Dynamics of Career and Wage under the Skill-biased Development | Abstract Paper |
Masaki Nakabayashi* |
Household Risk and Insurance over the Life Cycle | Abstract Paper |
Andres Erosa, Luisa Fuster, Gueorgui Kambourov* |
Premium Copayments and the Trade-off between Wages and Employer-Provided Health Insurance | Abstract |
Darren Lubotsky*, Craig Olson |
Social Security, Endogenous Retirement, and Intrahousehold Cooperation | Abstract Paper |
Giovanni Gallipoli, Laura Turner* |
Team transfers as a mechanism to mitigate adverse selection in employee poaching | Abstract Paper |
Brian R. L. Coulter* |
Temporary Help Agencies and Job Market Sorting | Abstract Paper |
Fraser Summerfield* |
What Happened to the Middle Class in Urban China in the Last decade of the 20th Century and what were the determining factors? Results from Partial Denition of Class Membership | Abstract Paper |
Gordon Anderson*, Grazia Pittau, Roberto Zelli |
Macroeconomics
A Directed Search Model of Occupational Mobility | Abstract Paper |
Hui Xiong* |
Aggregate Fluctuations, Consumer Credit and Bankruptcy | Abstract Paper |
David Eric Fieldhouse*, Igor Livshits, Jim MacGee |
Central Bank Transparency: A Small Open Economy | Abstract Paper |
Hyuk Jae Rhee, Nurlan Turdaliev* |
Does Macro-Pru Leak? Evidence from a UK Policy Experiment | Abstract Paper |
Shekhar Aiyar*, Charles Calomiris, Tomasz Wieladek |
Inflation Targeting, Price-Level Targeting, the Zero Lower Bound, and Indeterminacy | Abstract Paper |
Steven Ambler*, Jean-Paul Lam |
Large Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects | Abstract Paper |
Sharon Kozicki, Eric Santor*, Lena Suchanek |
Population Density, Optimal Infrastructure and Economic Growth | Abstract Paper |
Sumit Shrikant Deole* |
Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions | Abstract Paper |
Matías Mayor Fernández, Roberto Patuelli* |
Sovereign Defaults and Interest Rate Spread in the Presence of Self Control Problem | Abstract |
Li Li* |
The business cycle human capital accumulation nexus and its effect on labor supply volatility | Abstract Paper |
Diana Alessandrini*, Stephen Kosempel, Thanasis Stengos |
The Disappearance of AAA Rated Firms | Abstract |
James Grant Partridge* |
The Effect of Inflation Targeting: A Mean-Reverting Mirage? | Abstract Paper |
Petra Maria Geraats* |
The influence of Introducing the Taylor rule on the exchange rate in Iran | Abstract Paper |
Elham Gholami, Yeganeh Mousavi Jahromi* |
Open Economy Macro
Cross-border Economic Activities, Human Capital and Efficiency: A Stochastic Frontier Analysis for OECD Countries | Abstract Paper |
Sucharita Ghosh, Camilla Mastromarco* |
International Risk Sharing in Emerging Economies | Abstract Paper |
Carlos Yepez* |
Monetary and Fiscal Policy in Oil Exporting Country: The Case of Russia | Abstract |
Andrey Polbin*, Ekaterina Ponomareva, Andrey Zubarev |
Stabilization Effects of the Euro Area Monetary Policy | Abstract Paper |
Michael Owyang, Tatevik Sekhposyan* |
Public Economics
Carbon Emissions and Stock Returns: Evidence from Germany | Abstract |
Andreas Marcel Oestreich*, Ilias Tsiakas |
Cash Versus In-kind Transfers, The Case of Bangladesh | Abstract Paper |
Aganitpol Sivakul* |
Do RESPs Increase Household Saving? | Abstract Paper |
Dwayne Benjamin*, Michael Smart |
Does Diversity Divide? Provision of Public Goods and Soviet Emigration to Israel | Abstract Paper |
Alexander McQuoid* |
E-Lections: Voting Behavior and the Internet | Abstract Paper |
Oliver Falck, Robert Gold, Stephan Heblich* |
Quantity competition vs. price competition under optimal subsidy in a mixed duopoly | Abstract Paper |
Marcella Scrimitore* |
Spending Within Limits: Theory & Evidence From Municipal Fiscal Restraints | Abstract Paper |
Leah Brooks*, Yosh Halberstam |
Tax evasion: Is this a government fight, or can anyone join? | Abstract Paper |
Marcelo Arbex*, Enlinson Mattos |
Trends in Top Income Shares in Canadian Cities | Abstract |
Brian Murphy, Michael Veall* |
Trade
Capacity Constrained Exporters: Micro Evidence and Macro Implications | Abstract Paper |
JaeBin Ahn, Alexander McQuoid* |
How to Stir Up FDI Spillovers? Evidence from a Large Meta-Analysis | Abstract Paper |
Tomas Havranek*, Zuzana Irsova |
Impact of Trade on Canada’s Employment, Skill and Wage Structure | Abstract |
Ram C Acharya*, Ryan Kelly |
Imposed efficiency of the Treaty Port: Japanese industrialization and Western imperialist institutions | Abstract Paper |
Masaki Nakabayashi* |
Quality and Scope in International Networks | Abstract Paper |
Mengxiao Liu*, Nathan Nunn, Daniel Trefler |
Quality Uncertainty and Intermediation in International Trade | Abstract Paper |
Kunal Dasgupta, Jordi Mondria* |
Roads and Trade: Evidence from the US | Abstract Paper |
Gilles Duranton, Peter Morrow*, Matthew Turner |
The Evolution of International Subsidy Rules | Abstract Paper |
David R. DeRemer* |
The Rise of the East and the Far East: German Labor Markets and Trade Integration | Abstract Paper |
Wolfgang Dauth*, Sebastian Findeisen, Jens Suedekum |
The Role of Foreign Direct Investment (FDI) in a Dualistic Growth Framework: An Application of Smooth Coefficient Semi-parametric Approach | Abstract Paper |
Zeb Aurangzeb, Thanasis Stengos* |
The Role of Manufacturing and Wholesale Aliates in Shaping the Geographic Organization of Multinational Firms: Theory and Evidence | Abstract Paper |
Leo Karasik* |
Transport costs and the trade diversion effect of natural resource discoveries | Abstract Paper |
Roberto Bonfatti, Steven Poelhekke* |
WTO Accession and Firm-level Productivity in Chinese Manufacturing | Abstract Paper |
Loren Brandt*, Johannes Van Biesebroeck, Luhang Wang, Yifan Zhang |
Urban/Regional
A Scale-Free Transportation Network Explains the City-Size Distribution | Abstract Paper |
Marcus Berliant, Hiroki Watanabe* |
Agglomeration Forces and Cluster Shapes | Abstract Paper |
William Kerr*, Scott D Kominers |
Agglomeration Premium and Trading Activity of Firms | Abstract Paper |
Gábor Békés*, Péter Harasztosi |
Bank Ownership, Lending, and Local Economic Performance During the 2008-2010 Financial Crisis | Abstract Paper |
Nicholas Coleman, Leo Feler* |
Breakdown of the market for developable land around a stochastic city with public goods | Abstract Paper |
Coen Teulings, Wouter Vermeulen* |
Cities in the Developing World | Abstract |
Edward Glaeser* |
Credit Standards and Segregation | Abstract Paper |
Amine Ouazad*, Romain Ranciere |
Crime, House Prices, and Inequality: The Effect of UPPs in Rio | Abstract Paper |
Benjamin Mandel*, Claudio Frischtak |
Downtown Parking and Traffic Congestion: A Diagrammatic Exposition | Abstract Paper |
Richard Arnott, Eren Inci*, John Rowse |
Estimating Neighborhood Choice Models: Lessons from the Moving To Opportunity Experiment | Abstract Paper |
Sebastian Galiani, Alvin Murphy*, Juan Pantano |
Good Firms, Worker Flows and Productivity in Local Labor Markets | Abstract Paper |
Michel Serafinelli* |
Industry Connections and the Geographic Location of Economic Activity | Abstract Paper |
William Walker Hanlon* |
Paging Inspector Sands: The Costs of Public Information | Abstract Paper |
Sacha Kapoor, Arvind Nathan Magesan* |
Private Gains from Public University Research: The Case of Productivity Spillovers from Agricultural Experiment Stations | Abstract Paper |
Shawn Kantor, Alexander Whalley* |
Small Businesses, Federal Loans, and Local Employment Growth | Abstract Paper |
Yong Suk Lee* |
Speed | Abstract Paper |
Matthew Turner*, Gilles Duranton, Victor Couture |
Store size, variety and welfare | Abstract Paper |
Nicholas Li* |
Suburbanization and Highway Improvements: Evidence from Spanish Cities | Abstract |
Miquel-Angel Garcia-Lopez*, Adelheid Holl, Elisabet Viladecans-Marsal |
The Agglomeration of R&D Labs | Abstract Paper |
Gerald A Carlino*, Jake K Carr, Robert M Hunt, Tony Smith |
The Costs of Agglomeration: Land Prices in French Cities | Abstract |
Gilles Duranton* |
The Role of Small Firms in Urban Economic Development in a Polycentric City | Abstract Paper |
Steven G. Craig*, Janet E Kohlhase, Adam W Perdue |
Travel demand, urban density and the benefits of urban diversity | Abstract |
Victor Couture* |
Would You Buy a Honda Made in the U.S.? The Impact of Production Location on Manufacturing Quality | Abstract Paper |
Nicola Lacetera*, Justin Sydnor |
*Presenter of paper