ESAM 2001 Papers Presented by Author

Click the author's surname to view details of the paper, including the abstract and presentation time.

Abeyewardene, Kevin (Monash University): A Comparison of Equity Pricing Models using Australian Data

Aoki, Reiko (University of Auckland): Oligopolistic Business-to-Business E-Market and Welfare

Aruka, Yuji (Chuo University): Market Demand on Family Expenditure Data in Japan

Aruman, Shakila (Monash University): Optimal Exchange Market Intervention with Heteroscedastic Exchange Rates

Athanasopoulos, George (Monash University): Capturing the Shape of the Business Cycle with Autoregressive Leading Indicator Models

Baak, SaangJoon (International University of Japan Yamato-machi): Dynamics of a Market with Market Participants Switching their Expectation Formation Functions: An Empirical Application to the U.S. Hog Market

Bandyopadhyay, Debasis (University of Auckland): The Growth-Inequality Relationship in a Neoclassical Model

Barnes, Michelle L. (UC Berkeley): Conditional Beta Estimation and Forecasting with Panel Data Methods

Bartels, Robert (Universityof Sydney): Consumers and Experts: An Econometric Analysis of the Demand for Water Heaters

Basov, Suren (University of Melbourne): Incentives for Boundedly Rational Agents

Beard, Rodney (University of Queensland): Consistent Implementation

Berg, Andreas (University of Auckland): The DIC as a model comparison criterion for Stochastic volatility models

Bewley, Ronald (University of New South Wales): Testing for Structural Breaks in the Long-run Means of VARs

Bhowmik, Jahar L. (Monash University): Deriving Tests of the Regression Model using the Density Function of a Maximal Invariant

Bosi, Stefano (Université d'Evry): Indeterminacy and Endogenous Fluctuations with Arbitrary Small Liquidity Constraint

Breunig, Bob (Australian National University): Some Simple Methods for Assessing Markov Switching Models

Brooks, Robert (RMIT University): The Impact of Sovereign Rating Changes on National Stock Market Risk and Return

Bryant, WDA (Macquarie University): Does Sentiment Explain Consumption?

Butler, J.S. (Cornell University): Labor Market Reentry After Retirement and Choice of Retirement State: A Selection-Adjusted Hazard Model

Cainelli, Giulio (IDSE-CNR and University of Bologna): The Evolution of Industrial Sectors in Europe

Cameron, Colin (University of California, Davis): Simulation Methods for Nested Logit Models

Caporale, Guglielmo Maria (South Bank University, London): Volatility Transmission and Financial Crises

Carlaw, Kenneth (University of Canterbury): What Does Total Factor Productivity Measure?

Chang, Yoosoon (Rice University): A Panel Cointegration Test Using Testing Instruments

Chaudhri, Vivek (University of Melbourne): Policy Implications for Markets with Incomplete Information: The Case of Labelling for Genetically Modified Products

Chua, C.L. (University of Melbourne): Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints

Cross, Philip J. (Georgetown University): Combining Large (but Coarse) Datasets with Fine (but Small) Datasets.

de Freitas, Miguel Lebre (Universidade de Aveiro): EU-wide Money and Currency Substitution

de Silva, Ashton (Monash University): How Reliable Is the Band-Pass Filter?

Dhif, Mohamed Adel (Polytechnics of Tunisia): Agricultural Trade liberalization: Evidence from an Emerging Small Country

di Paola, Vanessa (Lest- Idep): Time Dependence Specification and Heterogeneity An Exhaustive Investigation on Youth Unemployment Duration

Doiron, Denise (Australian National University): Firm Specific Human Capital or Matching? Underemployment in the AWIRS

Dungey, Mardi (University of New South Wales): Contagion Across Financial Markets: An Empirical Assessment

Engelbrecht, Hans-Juergen (Massey University): The Role of Human Capital in Economic Growth: Some Empirical Evidence on the `Lucas vs. Nelson-Phelps'Controversy.

Fan, Simon Chengze (Lingnan University): How Does the Change of Marriage Quality Affect Divorce Decisions?

Fergusson, David (Christchurch Health and Development Study): Understanding the living standards of older New Zealanders: Regression Analysis

Fernandes, Marcelo (Fundacao Getulio Vargas): Testing the Markov Property with Ultra High Frequency Financial Data

Fisher, Lance A. (University of New South Wales): Real Exchange Rates, Trade Balances and Nominal Shocks: Evidence for the G-7

Forbes, Catherine S. (Monash University): Bayesian Exponential Smoothing

Frankel, Alan (LECG, Chicago): Anticompetitive Effects of Credit Card Interchange Fees

Galagedera, Don U. A. (Monash University): The robustness of data envelopment analysis to omitted and/or irrelevant production inputs

Gangadharan, Lata (University of Melbourne): Transactions Costs in Tradable Permit Markets: An Experimental Study of Pollution Market Designs

Gans, Joshua (University of Melbourne): Efficiency in Multilateral Vertical Contracting: Bargaining and the Nature of Competition

Ghosh, Arghya (University of New South Wales): Small firms: How many is too many

Griffiths, William E. (University of Melbourne): Averaging Income Distributions

Gulasekaran, R. (National University of Singapore): The Effects of Temporal Aggregation on Granger Causality

Guo, Wen-Chung (Yuan Ze University): Competition of New Technology Adoption under Demand Uncertainty

Haitovsky, Yoel (The Hebrew University of Jerusalem): The Supply of Justice:The effect of Judgeship on Dispositions

Hall, A. D. (University of Technology, Sydney): Value at Risk for Australian Electricity Markets

Harding, Don (University of Melbourne): Some Econometric Problems Arising from Regressions with Constructed State Variables

Haug, Alfred A. (University of Canterbury): The Expectations Hypothesis of the Term Structure: International Evidence of Non-Linear Adjustment

Hayashi, Yoshiko (Osaka University of Economics): How Much Information Can We Get?

Hazledine, Tim (University of Auckland): The Smoking Gun? Competition and Predation in the Trans-Tasman Air Travel Market

Hernández, Leonardo (IMF): Post-Crisis Exchange Rate Policy In Five Asian Countries: Filling in the "Hollow Middle"?

Herrera, Ana Maria (Michigan State University): Oil Shocks and Aggregate Macroeconomic Dynamics: The Role of Monetary Policy

Hirschberg, Joseph G. (University of Melbourne): Clustering in a Data Envelopment Analysis using Bootstrapped Efficiency Scores

Hodoshima, Jiro (Nagoya City University): The Effects of Nonnormality on the Market Model in the Class of Elliptical Distributions

Hughes, Anthony (University of Adelaide): A Quantile Regression Analysis of the Cross Section of Stock Market Returns

Ivaschenko, Iryna (IMF): What Corporate Bonds Tell Us about Real Activity in the United States

Jensen, John (New Zealand Ministry of Social Policy): Understanding the living standards of older New Zealanders: Scale of Development

Jeon, Seonghoon (Sogang University): Application of Shapley Value on Network Industries with Essential Facilities

Jeong, Kiho (Kyungpook National University): Decomposition of Intangible Assets into a Permanent and a Transitory Component

Junankar, P.N. (Raja) (University of Western Sydney): Are Migrants Discriminated Against in the Labour Market? A Case Study of Australia

Kalb, Guyonne (University of Melbourne): From Juvenile to Adult Offender: An Investigation into the Determinants of Juvenile Arrests and the Relationship between Juvenile and Adult Arrests.

Kim, Iltae (Chonnam National University): On the Theory of the Price- and Quality-Setting Firm with Uncertain Demand

Kim, Deok-Ki (University of Sydney): Evaluating an International Real Business Cycle Model: With an Application to ASEAN

King, Stephen (University of Melbourne): Credit Card Interchange Fees, No-surcharge Rules and Neutrality

King, Ian (University of Auckland): Equilibrium Wage Dispersion

Knight, John L. (University of Western Ontario): Estimation of Continuous Time Processes Via the Empirical Characteristic Function

Kobayashi, Shinji (Nihon University): A Dynamic Model of R and D in Oligopoly with Spillovers

Kofman, Paul (University of Technology, Sydney): Regulatory Tools and Price Changes in Futures Markets

Lee, Minsoo (Lincoln University): Real Exchange Rate Determination and Generalized Purchasing Power Parity: New Zealand and Australia

Lee, Hahn Shik (Sogang University): Price and Volatility Spillovers in Stock Markets : A Wavelet Analysis

Lei, Ming (Peking University): Linkage between Natural Resources-Primary Energy-Power Generation-Economy-Environment

Lenten, Liam J. A. (La Trobe University): Does Encouragement Differ From Discouragement? A Study of Asymmetry in the Australian Labour Force

Luchini, Stephane (CNRS): Eliciting Public Goods' Attributes Through Open-Ended Questions: Theoretical Framework and Econometrics.

Maani, Sholeh A (University of Auckland): Why Are the Youth from Poorer Families Less Represented at Universities? A Longitudinal Study.

MacCulloch, Robert (London School of Economics): Does Social Insurance Help Secure Property Rights?

Maitra, Pushkar (Monash University): Intra Household Resource Allocation And Their Impact On Expenditure Patterns: Comparative Evidence From South Africa And Pakistan

Martin, Gael M. (Monash University): Implicit Bayesian Inferece Using Option Prices

McDonald, Stuart (University of Queensland): Evolutionary Implementation

McMillan, John (Stanford University): Courts and Relational Contracts

Mellsop, James (Charles River Associates): Collusion, information sharing and the winner's curse in the North Island livestock market

Menezes, Flavio M. (Australian National University): Synergies and Price Trends in Sequential Auctions

Meriluoto, Laura (University of Canterbury): On Negative Externalities and Modeling Demand in Communication Networks

Mizuno, Keizo (Kwansei Gakuin University): Executive Agencies and Privatization: Economics of the New Public Management

Movshuk, Oleksandr (International Center for the Study of East-Asian Development): Medium-Term Estimation of the Almost Ideal Demand System in Japan.

Nankervis, John C. (University of Surrey): Stopping Rules for Double Bootstrap Tests

Naresh, Gautam (Indian National Institute Of Public Finance & Policy): A Local Fiscal Behaviour Model: Politico-Bureaucratic Utility-Maximization Approach

Odejar, Maria Ana E. (Kansas State University): Estimation of Multiproduct Cost Function for Multiple Technology Industry Using Gibbs Sampling

Owen, Dorian (University of Otago): Social Divergence and Economic Performance

Oxley, Les (University of Waikato): An interest rate transmission mechanism for New Zealand

Pagan, Adrian (Australian National University): A Simple Framework for Analysing Bull and Bear Markets

Parent, Antoine (Sorbonne University): Financial Factors Contribution to the " Bi-Metallic Snake " : A VAR Approach.

Pattnayak, Sanja Samirana (National University of Singapore): Economic Liberalization and Productivity Growth: A Disaggregated Analysis of Indian Manufacturing Industries.

Pesavento, Elena (Emory University): Residuals based tests for cointegration: an analytical comparison in the presence of deterministic trends.

Peter, Vasanthi M (Curtin University of Technology): Globalisation and Direct Tax Reform in Australasia

Phillips, Peter C. B. (Yale University & University of Auckland): Bootstrapping Spurious Regression

Pitchford, Rohan (Australian National University): An Asymptotic Solution to the Holdup Problem

Ploberger, Werner (University of Rochester): Asymptotic Bayesian Analysis for Infinite Dimensional Parameter Spaces

Plumb, Michael (Reserve Bank of Australia): An Integrated Microsimulation and Applied General Equilibrium Approach to Modelling Fiscal Reform

Podivinsky, Jan M. (University of Southampton): Nonlinear Dynamics and Predictability of Japanese Stock Market Returns

Poskitt, D. S. (Australian National University): On The Echelon Canonical Form For Nonstationary Dynamic Simultaneous Equations Systems

Proietti, Tommaso (Universita di Udine): Forecasting the U.S. Unemployment Rate

Qian, Hailong (Saint Louis University): A New Panel Cointegration Test with Unknown Heteroscedasticity and Cross-sectional Correlations

Racionero, María del Mar (Deakin University): Optimal Redistribution with Heterogeneous Preferences for Leisure

Razzak, W. A. (Reserve Bank of New Zealand): The UIP: An Unbiased and Efficient Estimator

Renero, Juan-Manuel (Centro de Investigación y Docencia Económicas, A.C.): Are there market fluctuations that increase trade and welfare?

Robe, Michel A. (American University): Welfare Cost of Business Cycles in Developing Countries

Ryan, Matthew J. (Australian National University): Adverse Selection and Insurance Contracting: A Non-Expected Utility Analysis

Sasaki, Dan (University of Exeter): Stop blaming the victim: credit discrimination without moral hazard

Schworm, Bill (University of New South Wales): Choosing Risky Investments with Optimal Credit Contracts

Shami, Roland (Monash University): The Local Level Model with a Markov Switching Drift

Silvapulle, Param (Monash University): Capital Asset Pricing Model, Bear, Usual and Bull Market Conditions and Beta Instability: A Value-At-Risk Approach

Sinha, Dipendra (Macquarie University): Research Productivity of Economics Departments in Australia, 1988-2000

Skeels, Christopher L (Australian National University): Of Silk Purses and Sow’s Ears: Inference in the Presence of Weak Instruments

Smith, Penelope A (University of Melbourne): Synchronization of Business Cycles in the G7 Countries: Evidence from Bayesian Analysis of Markov Switching Models

Sokulsky, David (RMIT University): Price Effects of Changes to Size Sub-indexes on the Australian Stock Exchange: An Event Study

Stone, Susan F. (Australian Productivity Commission): Estimating Input Demand Elasticities for Australia

Sul, Donggyu (University of Auckland): Dynamic Seemingly Unrelated Cointegrating Regression

Sun, Ning (Akita Prefectural University): On Fair Allocations and Indivisibilities

Tabak, Benjamin (DEPEP): Inflation Stickiness for the Brazilian Economy: A Study based on Rational Expectations

Taylor, A.M.Robert (University of Birmingham): Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Non-Seasonal Time Series

Vaithianathan, Rhema (Australian National University): The Political Economy of Privatizaion

Verschueren, Frédéric (Universitaires Catholiques de Mons): Closed Form Solution of Nonlinear Rational Expectations Model : On the Role of Interest Rate on Investment

Wang, Baotai (University of Northern British Columbia): Stabilization and Post-stabilization under the Convertibility Regime in the 1990s: Argentine Experience

Wang, Jianxin (University of New South Wales University of New South Wales): Foreign Trading and Market Volatility in Indonesia

Whang, Yoon-Jae (Ewha University): Nonparametric Estimation with Aggregated Data

Woodland, Alan (University of Sydney): The Redistribution of Efficiency Gains: Transfers or Tariffs?

Wright, Julian (University of Auckland): Optimal Interchange Fees

Yang, Minxian (University of New South Wales): Lag Length and Mean Break in Stationary VAR

Yeasmin, Mahbuba (Monash University): Forecasting Accuracy and the Importance of Finding the Global Maxima of the Likelihood Function

Yong, Jong-Say (National University of Singapore): Horizontal Monopolization via Alliances: Where a Conspiracy Admits No More Than Four

Yu, Jun (University of Auckland): Forecasting Volatility: Evidence from the German Stock Market