Paper Titles Beginning: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z Titles Beginning: A A ‘NATURAL EXPERIMENT’ ON THE ECONOMICS OF STORKS: EVIDENCEON THE IMPACT OF DIFFERENTIAL FAMILY POLICY ON FERTILITY RATES INCANADA Time & Location: TAX POLICY: EMPIRICALWednesday 28th August 2002, 09:30 - 11:00, Room: 5.2 Category: Econometrics Presenter(s): Merrigan, Philip A BARGAINING APPROACH TO THE PROVISION OF PUBLIC GOODS Time & Location: Public GoodsSunday 25th August 2002, 09:30 - 11:00, Room: 5.7 Category: Economic Theory Presenter(s): Gines-Vilar, Miguel A BOUNDED INFLUENCE ESTIMATION AND OUTLIER DETECTION FOR ARCH/GARCH MODELSWITH AN APPLICATION TO FOREIGN EXCHANGE RATES Time & Location: GARCH MODELS IIMonday 26th August 2002, 09:30 - 11:00, Room: 1.8 Category: Econometrics Presenter(s): Kao, Chihwa A COLLECTIVE MODEL OF CONSUMER BEHAVIOR WITH PRIVATE AND PUBLIC GOODS. SOME EMPIRICAL EVIDENCE FROM U.S. DATA Time & Location: INTRAHOUSEHOLD ALLOCATION ISunday 25th August 2002, 09:30 - 11:00, Room: 4.13 Category: Econometrics Presenter(s): Donni, Olivier P.M.G. A COMPARISON OF DIFFERENT ESTIMATORS FOR PANEL DATA SAMPLE SELECTION MODELS Time & Location: PANEL DATA AND SELECTIONTuesday 27th August 2002, 09:30 - 11:00, Room: 4.1 Category: Econometrics Presenter(s): Rosholm, Michael A COMPARISON OF DIFFERENT NONPARAMETRIC METHODS FOR INFERENCE ON ADDITIVE MODELS Time & Location: SEMI- AND NON-PARAMETRIC METHODS IIMonday 26th August 2002, 09:30 - 11:00, Room: 1.1 Category: Econometrics Presenter(s): Sperlich, Stefan A COMPUTATIONALLY PRACTICAL SIMULATION ESTIMATOR FOR DYNAMIC PANEL DATA MODELS WITH UNOBSERVED ENDOGENOUS STATE VARIABLES Time & Location: DYNAMIC PANEL DATAMonday 26th August 2002, 14:30 - 16:00, Room: 5.9 Category: Econometrics Presenter(s): Sauer, Robert A CONSISTENT SPECIFICATION TEST FOR SEMIPARAMETRIC MODELS Time & Location: SEMI- AND NON-PARAMETRIC METHODS ISunday 25th August 2002, 14:30 - 16:00, Room: 5.9 Category: Econometrics Presenter(s): Rodriguez-Poo, Juan Manuel A CORE INFLATION INDEX FOR THE EURO AREA Time & Location: FINANCIAL ECONOMETRICS IVTuesday 27th August 2002, 09:30 - 11:00, Room: 2.1 Category: Econometrics Presenter(s): Cristadoro , Riccardo and Veronese, Giovanni A DIAGNOSTIC M-TEST FOR DISTRIBUTIONAL SPECIFICATION OF PARAMETRIC CONDITIONAL HETEROSCEDASTICITY MODELS FOR FINANCIAL DATA Time & Location: FINANCIAL ECONOMETRICS IISunday 25th August 2002, 14:30 - 16:00, Room: 4.1 Category: Econometrics Presenter(s): Lejeune, Bernard A DISCRETE CHOICE MODEL WITH SOCIAL INTERACTIONS; AN ANALYSIS OF HIGH SCHOOL TEEN BEHAVIOR Time & Location: DISCRETE CHOICE MODELS ISunday 25th August 2002, 09:30 - 11:00, Room: 1.6 Category: Econometrics Presenter(s): Kooreman, Peter and Soetevent, Adriaan A FISCAL THEORY OF THE CURRENCY RISK PREMIUM AND OF STERILIZED INTERVENTION Time & Location: Exchange Rates Sunday 25th August 2002, 09:30 - 11:00, Room: 5.6 Category: Economic Theory Presenter(s): Kumhof, Michael A FLEXIBLE COEFFICIENT SMOOTH TRANSITION TIME SERIES MODEL Time & Location: NONLINEAR TIME SERIES IIWednesday 28th August 2002, 09:30 - 11:00, Room: 4.10 Category: Econometrics Presenter(s): Medeiros, Marcelo C A FORECAST COMPARISON OF VOLATILITY MODELS: DOES ANYTHING BEAT A GARCH(1,1)? Time & Location: FORECASTING ISunday 25th August 2002, 14:30 - 16:00, Room: 1.1 Category: Econometrics Presenter(s): Lunde, Asger A GAP FOR ME: ENTREPRENEURS AND ENTRY Time & Location: Industrial Organisation IIMonday 26th August 2002, 09:30 - 11:00, Room: 1.5 Category: Economic Theory Presenter(s): Nocke, Volker A METHOD OF SIMULATED SCORES FOR IMPUTATION OF CONTINUOUSVARIABLES MISSING AT RANDOM Time & Location: SIMULATION BASED ESTIMATIONMonday 26th August 2002, 14:30 - 16:00, Room: 1.5 Category: Econometrics Presenter(s): Calzolari, Giorgio A MODEL FOR INTRA-DAILY VOLATILITYWITH MULTIPLE INDICATORS Time & Location: VOLATILITY MODELS IWednesday 28th August 2002, 09:30 - 11:00, Room: 1.3 Category: Econometrics Presenter(s): Gallo, Giampiero M. A MODEL OF EMPLOYER--EMPLOYEE EFFECTS INDUSTRY CORRELATIONS Time & Location: WAGES AND EMPLOYMENT ISunday 25th August 2002, 09:30 - 11:00, Room: 4.11 Category: Econometrics Presenter(s): Perez-Duarte, Sebastien A MULTI-STEP GDP FORECASTING MODEL FOR SOUTH AFRICA. Time & Location: FORECASTING ISunday 25th August 2002, 14:30 - 16:00, Room: 1.1 Category: Econometrics Presenter(s): Muellbauer, John A NEW APPROACH TO ESTIMATE THE WAGE RETURNS TO WORK-RELATED TRAINING Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION ISunday 25th August 2002, 09:30 - 11:00, Room: 4.10 Category: Econometrics Presenter(s): Leuven, Edwin A NEW CLASS OF CHARACTERISTIC-FUNCTION-BASED DISTRIBUTION TESTS AND ITS APPLICATION TO GARCH MODELS Time & Location: GARCH MODELS ISunday 25th August 2002, 09:30 - 11:00, Room: 1.8 Category: Econometrics Presenter(s): Chen, Yi-Ting A NEW CLASS OF MULTIVARIATE SKEW DENSITIES, WITH APPLICATION TO GARCH MODELS Time & Location: GARCH MODELS ISunday 25th August 2002, 09:30 - 11:00, Room: 1.8 Category: Econometrics Presenter(s): Bauwens, Luc A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD Time & Location: SIMULATION BASED ESTIMATIONMonday 26th August 2002, 14:30 - 16:00, Room: 1.5 Category: Econometrics Presenter(s): Salanie, Bernard A NONPARAMETRIC TEST FOR WEAK DEPENDENCE AND ITS BOOTSTRAP ANALOGUE Time & Location: BOOTSTRAP METHODS II Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.9 Category: Econometrics Presenter(s): Hidalgo, Javier A PARAMETRIC APPROACH TO THE ESTIMATION OF COINTEGRATION VECTORS IN PANEL DATA Time & Location: PANEL UNIT ROOT TESTSTuesday 27th August 2002, 14:30 - 16:00, Room: 4.6 Category: Econometrics Presenter(s): Breitung, Joerg A PARTITIONING APPROACH TO THE SPECIFICATION OF LARGE VAR MODELS: WITH AN APPLICATION TO THE DAX30 SERIES Time & Location: TIME SERIES IIMonday 26th August 2002, 14:30 - 16:00, Room: 5.8 Category: Econometrics Presenter(s): Hauser, Michael A. A REPEATED SAMPLING EXPERIMENT IN ASSESSING THE VALIDITY OF BENEFIT TRANSFER IN VALUING NON-MARKET GOODS Time & Location: HEDONIC PRICINGWednesday 28th August 2002, 09:30 - 11:00, Room: 1.13 Category: Econometrics Presenter(s): Chattopadhyay, Sudip A RESIDUAL-BASED LM TEST FOR FRACTIONAL COINTEGRATION Time & Location: COINTEGRATION AND INFERENCEMonday 26th August 2002, 14:30 - 16:00, Room: 1.13 Category: Econometrics Presenter(s): Hassler, Uwe A SIMPLE ESTIMATION METHOD AND FINITE-SAMPLE INFERENCE FOR A STOCHASTIC VOLATILITY MODEL. Time & Location: VOLATILITY MODELS IWednesday 28th August 2002, 09:30 - 11:00, Room: 1.3 Category: Econometrics Presenter(s): Pascale, Valery A SIMPLE TEST FOR NORMALITY FOR TIME SERIES Time & Location: SEMI- AND NON-PARAMETRIC METHODS ISunday 25th August 2002, 14:30 - 16:00, Room: 5.9 Category: Econometrics Presenter(s): Lobato, Ignacio A SIMPLE TEST FOR UNIT ROOT BILINEARITY Time & Location: UNIT ROOT TESTS ISunday 25th August 2002, 14:30 - 16:00, Room: 5.7 Category: Econometrics Presenter(s): Makarova, Svetlana A SPATIAL MODEL OF TRADE Time & Location: Economic Geography Monday 26th August 2002, 14:30 - 16:00, Room: 1.8 Category: Economic Theory Presenter(s): Rossi-Hansberg, Esteban A STRUCTURAL ANALYSIS OF THE CORRELATED RANDOM COEFFICIENT WAGE REGRESSION MODEL Time & Location: HEDONIC PRICINGWednesday 28th August 2002, 09:30 - 11:00, Room: 1.13 Category: Econometrics Presenter(s): Belzil, Christian A THEORY OF EDUCATION, UNEMPLOYMENT AND JOB MOBILITY Time & Location: Labour MobilityMonday 26th August 2002, 14:30 - 16:00, Room: 5.5 Category: Economic Theory Presenter(s): Decreuse, Bruno A WHITER SHADE OF PALE: ON THE POLITICAL ECONOMY OF ENVIRONMENTAL REGULATORY INSTRUMENTS Time & Location: Environmental Policy Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.9 Category: Economic Theory Presenter(s): Baldursson, Fridrik ACCESS TO CREDIT, EMPLOYEE RISK-TAKING AND ORGANISATIONAL CHANGE Time & Location: Organisation TheorySunday 25th August 2002, 09:30 - 11:00, Room: 5.9 Category: Economic Theory Presenter(s): Giannetti, Mariassunta ACCESS TO FINANCING AND THE ORGANIZATIONAL STRUCTURE OF THE FIRM Time & Location: Corporate Finance IIMonday 26th August 2002, 09:30 - 11:00, Room: 5.9 Category: Economic Theory Presenter(s): Renucci, Antoine AGENCY THEORY AND DURABLE GOODS FIRMS: THEORY AND EVIDENCE FROM CEO INCENTIVE CONTRACTS Time & Location: Contract Theory IIMonday 26th August 2002, 14:30 - 16:00, Room: 4.10 Category: Economic Theory Presenter(s): Ana Isabel, Saracho AGGREGATION AND AGGREGATION BIASES IN PRODUCTION FUNCTIONS: A PANEL DATA ANALYSIS OF TRANSLOG MODELS Time & Location: PANEL DATA APPLICATIONS IIMonday 26th August 2002, 09:30 - 11:00, Room: 5.4 Category: Econometrics Presenter(s): Skjerpen, Terje AGGREGATION AND MEMORY OF MODELS OF CHANGING VOLATILITY Time & Location: VOLATILITY MODELS IWednesday 28th August 2002, 09:30 - 11:00, Room: 1.3 Category: Econometrics Presenter(s): Zaffaroni, Paolo ALTERNATIVE BOOTSTRAP PROCEDURES FOR TESTING COINTEGRATION IN FRACTIONALLY INTEGRATED PROCESSES Time & Location: BOOTSTRAP METHODS II Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.9 Category: Econometrics Presenter(s): Davidson, James AN ANALYSIS OF SAMPLE SELECTION BIAS IN CROSS-COUNTRY GROWTH REGRESSIONS Time & Location: PANEL DATA AND SELECTIONTuesday 27th August 2002, 09:30 - 11:00, Room: 4.1 Category: Econometrics Presenter(s): Rivera-Batiz, Francisco L. AN ECONOMETRIC ANALYSIS OF EDUCATION EXTERNALITIES IN THE MATCHING PROCESS OF UK REGIONS (92-99). Time & Location: LABOUR DEMAND IITuesday 27th August 2002, 14:30 - 16:00, Room: 1.14 Category: Econometrics Presenter(s): Burriel-Llombart, Pablo AN EMPIRICAL INVESTIGATION OF THE RANK CORRELATION BETWEEN DIFFERENT RISK MEASURES Time & Location: Banking IIMonday 26th August 2002, 09:30 - 11:00, Room: 5.7 Category: Economic Theory Presenter(s): Pfingsten, Andreas AN EMPIRICAL INVESTIGATION OF TWO NONLINEAR MODELS IN REAL EXCHANGE RATE SERIES Time & Location: EXCHANGE RATES:EMPIRICALWednesday 28th August 2002, 09:30 - 11:00, Room: 5.1 Category: Econometrics Presenter(s): Korhonen, Marko AN EMPIRICAL MEASURE FOR LABOR MARKET DENSITY Time & Location: Labour MobilityMonday 26th August 2002, 14:30 - 16:00, Room: 5.5 Category: Economic Theory Presenter(s): Gautier, Pieter AN EMPIRICAL MODEL OF MAINFRAME COMPUTER INVESTMENT Time & Location: STRUCTURAL DYNAMIC MODELSMonday 26th August 2002, 09:30 - 11:00, Room: 5.5 Category: Econometrics Presenter(s): Cho, SungJin AN EMPIRICAL STUDY OF THE CONTRIBUTION OF EMPLOYER TENURE ON AN INDIVIDUAL’S EARNINGS PROFILE. Time & Location: WAGES AND EMPLOYMENT IIITuesday 27th August 2002, 09:30 - 11:00, Room: 4.10 Category: Econometrics Presenter(s): Zangelidis, Alexandros AN EX-ANTE EXAMINATION OF THE EQUITY PREMIUM Time & Location: ASSET PRICINGWednesday 28th August 2002, 09:30 - 11:00, Room: 5.4 Category: Econometrics Presenter(s): kamstra, mark AN EXPERIMENTAL TEST OF THE PUBLIC-GOODS-CROWDING-OUT HYPOTHESIS WHEN TAXATION IS ENDOGENOUS Time & Location: TAX POLICY: EMPIRICALWednesday 28th August 2002, 09:30 - 11:00, Room: 5.2 Category: Econometrics Presenter(s): Sutter, Matthias AN EXPLORATORY ANALYSIS OF THE EFFECT OF CURRENT INCOME ON THE RELATIVE CHANGE IN AGGREGATE CONSUMPTION: A HETEROGENEOUS HOUSEHOLD APPROACH Time & Location: CONSUMPTION ISunday 25th August 2002, 09:30 - 11:00, Room: 4.1 Category: Econometrics Presenter(s): Schmalenbach, Anke AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE Time & Location: GARCH MODELS IIMonday 26th August 2002, 09:30 - 11:00, Room: 1.8 Category: Econometrics Presenter(s): He, Changli AN IV MODEL OF QUANTILE TREATMENT EFFECTS Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION ISunday 25th August 2002, 09:30 - 11:00, Room: 4.10 Category: Econometrics Presenter(s): Chernozhukov, Victor ANALYSING THE TAKE-UP OF MEANS-TESTED BENEFITS IN FRANCE Time & Location: HOUSEHOLD BEHAVIOUR IITuesday 27th August 2002, 09:30 - 11:00, Room: 4.11 Category: Econometrics Presenter(s): Terracol, Antoine ANALYZING I(2) SYSTEMS BY TRANSFORMED VECTOR AUTOREGRESSIONS Time & Location: COINTEGRATION: ESTIMATION IITuesday 27th August 2002, 14:30 - 16:00, Room: 5.6 Category: Econometrics Presenter(s): Kongsted, Hans Christian ANIMAL SPIRITS WITH ARBITRARILY SMALL FINANCIAL IMPERFECTION Time & Location: Business CyclesTuesday 27th August 2002, 14:30 - 16:00, Room: 1.8 Category: Economic Theory Presenter(s): MAGRIS, Francesco ANOTHER LOOK AT INFORMATION ACQUISITION UNDER FULLY REVEALING ASSET PRICES Time & Location: Financial Markets IIMonday 26th August 2002, 14:30 - 16:00, Room: 4.11 Category: Economic Theory Presenter(s): Muendler, Marc-Andreas ANOTHER LOOK AT THE REGRESSION DISCONTINUITY DESIGN Time & Location: TREATMENT EFFECTS AND PROGRAM EVALUATION ISunday 25th August 2002, 09:30 - 11:00, Room: 4.10 Category: Econometrics Presenter(s): Rettore, Enrico ANTIDUMPING AND SIGNALING Time & Location: International Trade Monday 26th August 2002, 09:30 - 11:00, Room: 2.1 Category: Economic Theory Presenter(s): To, Ted ARBITRAGE IN DEFAULTABLE SECURITIES MARKETS WITH A CONTINUUM OFSTATES Time & Location: Asset Markets IISunday 25th August 2002, 14:30 - 16:00, Room: 5.1 Category: Economic Theory Presenter(s): Orrillo, Jaime ARE CENTRAL BANK´S REACTION FUNCTION: ASYMMETRIC?: SOME EVIDENCE Time & Location: MONETARY POLICY: EMPIRICAL ITuesday 27th August 2002, 09:30 - 11:00, Room: 1.4 Category: Econometrics Presenter(s): María-Dolores, Ramón ARE TASTE AND TECHNOLOGY PARAMETERS STABLE? A TEST OF "DEEP" PARAMETER STATBILITY IN REAL BUSINESS CYCLE MODELS OF THE U.S. ECONOMY Time & Location: PARAMETER STABILITYMonday 26th August 2002, 14:30 - 16:00, Room: 4.9 Category: Econometrics Presenter(s): Swaine, Daniel ARE TRANSITION COUNTRIES OVERBANKED? AN ANSWER FROM INDUSTRIAL ORGANIZATION Time & Location: Banking IIMonday 26th August 2002, 09:30 - 11:00, Room: 5.7 Category: Economic Theory Presenter(s): Hainz, Christa ARE TWO INVESTORS BETTER THAN ONE? Time & Location: Corporate Finance ISunday 25th August 2002, 14:30 - 16:00, Room: 5.4 Category: Economic Theory Presenter(s): Menichini, Anna Maria C. ASSESSING SOCIAL COSTS DUE TO INEFFICIENT PROCUREMENT DESIGN Time & Location: AUCTIONS: EMPIRICAL IMonday 26th August 2002, 09:30 - 11:00, Room: 4.10 Category: Econometrics Presenter(s): Eklöf, Matias ASSESSING UNEMPLOYMENT TRAPS IN BELGIUM USING PANEL DATA SAMPLE SELECTION MODELS Time & Location: PANEL DATA AND SELECTIONTuesday 27th August 2002, 09:30 - 11:00, Room: 4.1 Category: Econometrics Presenter(s): De Greef, Isabelle ASSET PRICE FLUCTUATIONS WITHOUT AGGREGATE SHOCKS Time & Location: Business Cycles IIWednesday 28th August 2002, 09:30 - 11:00, Room: 2.1 Category: Economic Theory Presenter(s): Kaas, Leo AUTOREGRESSIVE CONDITIONAL ROOT MODEL Time & Location: NONLINEAR TIME SERIES ISunday 25th August 2002, 14:30 - 16:00, Room: 1.3 Category: Econometrics Presenter(s): Rahbek, Anders Top of Page Titles Beginning: B BANK MERGERS, COMPETITION AND FINANCIAL STABILITY Time & Location: Banking ISunday 25th August 2002, 14:30 - 16:00, Room: 1.14 Category: Economic Theory Presenter(s): Carletti, Elena BANKS AS DELEGATED RISK MANAGERS Time & Location: Banking IIMonday 26th August 2002, 09:30 - 11:00, Room: 5.7 Category: Economic Theory Presenter(s): Hakenes, Hendrik BARGAINING OVER RESIDENTIAL REAL ESTATE: EVIDENCE FROM ENGLAND Time & Location: BargainingWednesday 28th August 2002, 09:30 - 11:00, Room: 1.5 Category: Economic Theory Presenter(s): Ortalo-Magne, Francois BARGAINING, MERGERS, AND HETEROGENEOUS OUTSIDERS Time & Location: Industrial Organisaton: Mergers and AntitrustSunday 25th August 2002, 09:30 - 11:00, Room: 1.4 Category: Economic Theory Presenter(s): Stahl, Konrad BAYESIAN CLUSTERING OF MANY SHORT TIME SERIES Time & Location: TIME SERIES ISunday 25th August 2002, 14:30 - 16:00, Room: 4.3 Category: Econometrics Presenter(s):
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