| Time |
Programme |
| 08.30 – 10.00 |
Contributed Papers – Parallel Session 3 |
|
Democracy and Corruption: An Empirical Analysis in a Cross-Country Framework Saha, Shrabani |
|
A New Test in Parametric Linear Models with Nonparametric Autoregressive Errors Gao, Jiti |
|
A Simple Hybrid Bootstrap Test for Predictive Ability Based on Autoregressions Kuo, Biing-Shen |
|
Steepest Ascent Tariff Reforms Woodland, Alan |
|
Credit Rationing, Macro Volatility, and Industrial Evolution in Developing Countries Bond, Eric |
|
Intellectual Property Provisions in North-South Trade Agreements Saggi, Kamal |
|
Revisiting Kindness and Confusion in Public Goods Experiments: Comment Bayer, Ralph |
|
Credence goods markets: An Experimental Analysis Dulleck, Uwe |
|
Discounting and Consumption over an Uncertain Horizon: Draw-down Plans for Family Trusts Thorp, Susan |
|
Nesting Yield Curve Shifts and Rotations in a Model of Monetary Policy Shocks Claus, Edda |
|
Contagion in Financial Networks Gai, Prasanna |
|
A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models Krippner, Leo |
|
GMM Estimation of Short Dynamic Panel Data Models With Error Cross Section Dependence Sarafidis, Vasilis |
|
Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models Skeels, Christopher |
|
First and Second Order Asymptotics of Covariance Structure Models Prokhorov, Artem |
|
The “Suite” Smell of Success: Complementary Personnel Practices and Firm Performance Fabling, Richard |
|
Export Market Choice For New Zealand Firms Sanderson, Lynda |
|
Calculating Poverty Measures from the Beta Income Distribution Chotikapanich, Duangkamon |
|
Tax Law Asymmetries and Income Shifting: Evidences from Japanese Capital Keiretsu Onji, Kazuki |
|
Tax Evasions, Tax Morale and Institutions Torgler, Benno |
|
Practical Monetary Policies Guender, Alfred |
|
Structural VAR Approach to Malaysian Monetary Policy Framework: Evidence From Pre- and Post-Asian Crisis Periods Raghavan, Mala |
|
Just Good Friends? Relationship Banking and Access to Finance in New Zealand Firms Stevens, Philip |
|
Relationship Banking and Access to Finance Imai, Katsushi |
|
Testing For Uncorrelated Errors In ARMA Models Nankervis, John |
|
Behavioural And Dynamical Scenarios For Contingent Claims Evaluation In Incomplete Markets Pinto, Alberto |
|
Value-at-Risk Evaluations in Malaysian Stock Exchange: Heavy-Tailed and Long-Memory-ARCH Approaches Chin, Wencheong |
|
Can Capital Requirements Counteract Procyclicality in New Zealand Housing Lending Margins? Ng, Tim |
| 10.00 – 10.30 |
Morning Tea |
| 10.30 – 11.30 |
Colin Clark Lecture – Stephen Morris |
| 11.40 – 13.10 |
Contributed Papers – Parallel Session 4 |
|
Combining Forecast Densities from VARs with Uncertain Instabilities Vahey, Shaun |
|
Analysing Shock Transmission in a Data-rich Environment: A large BVAR for New Zealand Bloor, Chris |
|
Combining Multivariate Density Forecasts Using Predictive Criteria Gerard, Hugo |
|
On-Campus Housing: Theory vs. Experiment Guillen, Pablo |
|
Performance Incentives and the Dynamics of Voluntary Cooperation Gaechter, Simon |
|
Mispricing in the Japanese Corporate Bond Market McKenzie, Colin |
|
Testing Conditional Asset Pricing Models: An Emerging Market Perspective Iqbal, Javed |
|
Macroeconomic Impacts of Foreign Exchange Reserve Accumulation: A Theory and Some International Evidence Fukuda, Shin-ichi |
|
The relative size of New Zealand exchange rate and interest rate responses to news Coleman, Andrew |
|
Semiparametric Estimation of Duration Models When the Parameters are Subject to Inequality Constraints and the Error Distribution is Unknown Ranasinghe, Kula |
|
Semiparametric estimation of the tail of the error distribution in multivariate regression Silvapulle, Param |
|
Robust Rank Regression for Limited Dependent Variable Ghosh, Aurobindo |
|
Inferential Methods for Elasticity Estimates Hirschberg, Joe |
|
On Assessing the Specification of Propensity Score Models Lee, Wang-Sheng |
|
An Examination Of Systematic Risk In a Scaled Market Model: a Conceptual Critique Of The CAPM Using a Closed Index System Gold, Martin |
|
Are There Complementarities in Educational Peer Effects? Foster, Gigi |
|
Do Research Assessment Exercises Raise the Returns to Publication Quality? Evidence from the New Zealand Market for Academic Economists Tressler, John |
|
Nowcasting, Business Cycle Dating and the Interpretation of Information when Real Time Data are Available Shields, Kalvinder |
|
The Role of a Tax-Free Threshold: Tax Policy Design and Simulating its Abolition in Australia Creedy, John |
|
A Comparison of a Large Number of Model Selection Criteria Qin, Xiaochuan and Reed, W. Robert |
| 13.10 – 14.10 |
Lunch |
| 14.10 – 15.40 |
Contributed Papers – Parallel Session 5 |
|
Regional Energy Demand: An Analysis of Substitution Possibilities for China Hengyun MA, Oxley L, Gibson J and Bonngeun K |
|
Elucidating Easter’s Economic Effects Créquer, John |
|
How Do Public Announcements Affect the Frequency of Trading in Stocks? Nowak, Sylwia |
|
The Location of Crime de Fontenay, Catherine |
|
Do Judges Vary in Their Treatment of Race? Abrams, David |
|
Preferred Suppliers and Vertical Integration in Auction Markets Burguet, Roberto |
|
Comparing Bertrand And Cournot Outcomes In The Presence Of Public Firms Ghosh, Arghya |
|
Dynamic Moral Hazard with History-Dependent Reservation Utilities Morfov, Stanimir |
|
Booms and Busts as Exchange Options: Valuing the Decision to Enter and Exit from an Emerging Market Miller, Stephen |
|
Multinational Ownership And Subsidiary Investment Carlin, Wendy |
|
Money, Capital and Unemployment Dutu, Richard |
|
Modelling a Regime-Shifting New Zealand Beveridge Curves Holmes, Mark |
|
Gains from Migration in a New-Keynesian Framework Engler, Philipp |
|
Instability and Nonlinearity in the Euro Area Phillips Curve Stracca, Livio |
|
The Impact of Evolving Labor Practices and Demographics on U.S. Inflation and Unemployment Campbell, Carl |
|
Two Concerns For The Phillips Curve Siklos, Pierre |
|
Using Engel’s Law to Estimate Income Under-Reporting by the Self-Employed Kim, Bonggeun |
|
Using Engel Curves to Estimate the Bias in the Australian CPI Barrett, Garry |
|
Assessing Graduate Employment In The Presence Of Endogeneity And Sample Selection Bias Blacklow, Paul |
|
The Effect of Home Computer Use on Children’s Cognitive and Non-Cognitive Skills Fiorini, Mario |
|
Credential Changes and Education Earnings Premia in Australia Coelli, Michael |
|
Testing For Price Convergence in Chinese Energy Markets Ma, H |
|
The Economic Impact of Foreign Domestic Workers in Malaysia: Estimates from Induced Labour Market Activity Leong, Tan P and Gibson J |
|
Ready (or not) to get engaged or get married? Co-movement towards a Monetary or Currency Union amongst Pacific Island Countries Lahari, Willie |
|
Keynesian Microeconomics and Institutional Change Kesting, Stefan |
|
Do Returns To Schooling Go Up During Transition? Evidence From Vietnam Doan T and Gibson J and Holmes M |
|
Assessing Design Options for a Nutrient Trading System Using an Integrated Model Kelly Lock, Suzi Kerr, Tim Cox and Kit Rutherford |
|
Modelling the Effects of Socio-Economic Characteristics on Survey Trust: Empirical Evidence from Cameroon Alvin Etan |
|
Finding the invisible hand: an objective model of financial markets McLeod, Doug |
|
The Location of Crime de Fontenay, Catherine |
|
Earnings Mobility in Korea – Pseudo Panel Approach Panel |
|
Water, Water Somewhere: The Value of Water in a Drought-Prone Farming Region Grimes, Arthur |
|
Credible Assignments and Performance Bonuses in the Minimum Effort Coordination Game Ananish Chaudhuri |
|
A Word of Caution on Indices Birks, Stuart |
| 15.50 – 16.50 |
Thematic Lecture 4 – Microeconometrics – Martin Browning
|
| 16.50 – 17.20 |
Afternoon Tea |
| 17.20 – 18.20 |
Thematic Lecture 5 – Toward a Theory of Optimal Tax Systems – Joel Slemrod. Sponsored by the Inland Revenue Department |
| 18.20 – 19.20 |
Thematic Lecture 6 – Risk, Institutions and Growth: Why England and Not China? – Avner Greif |
| 19.30 – 22.30 |
Symposium Dinner Sponsored by NZIER
Bill Phillips: Man, Money and Machine – Alan Bollard |
