8:30 - 9:00
9:00 - 9:10
9:10 - 10:10 I
(University of Chicago Booth School of Business)
(University of Chicago Booth School of Business)
Forecasting with Mixed-Frequency Data
B110
Price Discovery, Jump and News Announcements in Foreign Exchange
Markets Yin-Feng Gau (, ),
Zhen-Xing Wu, Jin-Huei Yeh
Chih-Chiang Wu (, ), Chang-Che
Wu
Correlation Dynamics between Stock and Government Bond Markets:
Evidence from the European Debt Crisis Li-Min Wang (, ), Yi-Chi
Chen,
Ray Yeutien Chou
()
)
Trade Liberalization, Export Participation, and Income Inequality:
Evidence from China’s Electrical Machinery and Equipment
Manufacturing Industry Chia-Ying Chen (, )
()
()
Keun Lee (Seoul National University) Catch-Up and Post-Catch-Up in
Korea and Taiwan: A Neo-Schumpeterian Perspective
14:30 - 15:00
15:00 - 17:00 II
()
) ()
()
Structural Change of China’s Export Sector: The Effect of
Renminbi
Revaluation
), Fu-Ching Yang
()
C101
A Stochastic Frontier Model with an Endogenous Treatment Status and
a Mediator Yi-Ting Chen, Yu-Chin Hsu, Hung-Jen Wang (,
)
A TwoTier Stochastic Frontier Model with Correction for Sample
Selection HungPin Lai (, )
Asymptotic Inefficiency of BIC and Asymptotic Efficiency of TSIC:
The Case of an I(d) Process Shu-Hui Yu (, )
Estimation of Semiparametric Nonlinear Panel Data Models with
Correlated Random Effects Ji-Liang Shiu (,
)
8
9:00 - 11:00 III
()
()
Family Labor Supply and the Timing of Cash Transfers: Evidence from
the Earned Income Tax Credit Tzu-Ting Yang (, )
()
3B Financial Econometrics
()
C103
Combining Markov Switching and Smooth Transition in Modeling
Volatility: A Fuzzy Regime MEM Giampiero M. Gallo (University of
Florence), Edoardo Otranto
Ching-Fan Chung (, Department of Quantitative Finance,
National Tsing Hua University)
Examining Strategic Investments Based on Asset Price Bubbles
Jin-Huei Yeh (, ), Shi-Jung
Fan-Jian, Yu-Tung Lin, Kai-Huei Yu
()
The Term Structures of Domestic and Foreign Forward Premiums as
Predictors of Spot Exchange Rates: A Cross-Countries Comparison Xi
Wang, Jiao-Hui Yang, Kai-Li Wang (,
)
Forecasting Volatility with Multiple Horizon Extreme Values: The
Multiple Horizon Conditional Autoregressive Range (MHCARR) Model
Ray Yeutien Chou (, ),
Chen-Sheng Lin, Shou-Yung Yin
11:00 - 11:30
(University of Chicago Booth School of Business)
() Dynamic Macro Scenario Analysis via Bridge Sampling
12:30 - 13:30
B110
What Are the Main Sources of Interest Rate Persistence? Some
International Evidence Ming-Jen Chang, Chang-Ching Lin, Shou-Yung
Yin (,
)
()
How to Evaluate Money Doctors Objectively? Monetary Reform
Proposals for China Reconsidered Tai-Kuang Ho (, )
()
The Asymmetric Contagion Effect from the U.S. Stock Market around
the Subprime Mortgage Crisis between 2007 and 2010 Yu-Sheng Kao (,
),
Yu-Cheng Ku, Chien-Chung Nieh
()
()
A Mixed-Frequency Smooth Measurement for the Evolution of Business
Conditions Yi-Ting Chen (, )
()
Forecasting Taiwan Manufacturing Index with Midas Factor Model Wen
Jen Tsay, Hong-Ming Chen (,
) ()
A Time-Frequency Analysis of Stock Return, Investor Sentiment and
Macroeconomic Factors Tzu-Pu Chang (, ),
Erdost Torun
()
43 4
10412
The Effects of Cultural Distance on Multi-Unit Firms
104.10.13 ,
Pricing Strategy under Reference-Dependent Preferences: Evidence
from Sellers on StubHub
104.10.16 Ping Yu, School of Economics and Finance, University of
Hong Kong
Testing Rank Preservation in Quantile Treatment Effects
Evaluation
104.10.20 ,
Information Revelation in the Property Right Theory of the
Firms
104.10.27 , Estimating the Mincer Earnings Equation with the
Manpower Utilization Survey
104.11.3 , Obedience to Rules with Mild Formal Sanctions: The Roles
of Informal Sanctions
and Voting
104.11.10 Joshua R. Goldstein, Department of Demography, University
of California, Berkeley
Naming the Precious Child: Fertility Decline and the Value of
Children
104.11.17 Bonggeun Kim, Department of Economics, Seoul National
University
Biases from Uncontrolled Quality When Unit Values Are Used to
Estimate Quantity Demand Give Grounds for Caution on Fat and Sugar
Taxes
104.11.24 Shu Shen, Department of Economics, University of
California, Davis
Distributional Tests for Regression Discontinuity: Theory and
Empirical Examples
104.11.24 ,
17
/
104.12.1 Wooyoung Lim, Department of Economics, Hong Kong
University of Science and Technology
The Informational Theory of Legislative Committees: An Experimental
Analysis
104.12.1 Giampiero M. Gallo, School of Economics, University of
Florence
Median Response to Shocks: A Model for VaR Spillovers in East
Asia
104.12.8 ,
104.12.15 Biung-Ghi Ju, Department of Economics, Seoul National
University
Fair Allocation of Disputed Properties
104.12.15 Myoung-Jae Lee, Department of Economics, Korea
University
Regression Discontinuity with Integer Running Variables
104.12.18 Seung-Gyu (Andrew) Sim, Department of Economics,
University of Tokyo
Wage Dynamics with Private Learning-by-Doing and On-the-Job
Search
104.12.22 Briana Chang, Department of Finance, Wisconsin School of
Business, UW-Madison
Endogenous Market Making and Network Formation
104.12.22 Yuichi Kitamura, Department of Economics, Yale
University
Methods for Microeconometric Analysis of Heterogeneous Agents
104.12.25 Chiu-Yu Ko, Department of Economics, National University
of Singapore
Division of a Resource in a Network
18
104 10 12
104.10.7 ~ 11.6
Seoul National University Chul-In Lee “Corruption and Efficiency
Loss”
104.10.7 ~ 10.14
2015 SSk International Conference on Distributive Justice“Strategic
Relations between Central Rules in Claims Problems” Seoul National
University
104.10.9 ~ 10.15
104.10.11 ~ 10.15
104.10.14 ~ 10.26
2015 Fall Meeting of Project LINK 2015 OptionMetrics Research
Conference Fordham
104.10.18 ~ 10.25
104.10.27 ~ 10.31
The Demographic Dividend and Population Aging in Asia and the
Pacific“National Pension Program: Panacea or Poison under Rapid
Population Aging?”
104.10.29 ~ 11.1
International SSK Conference on 2015 Global System Risk in Food,
Energy and Finance“Evaluating the Economic Impacts of Drought
Induced by Climate on Global RiceMarket”
19
104.10.31 ~ 11.4
104.11.1 ~ 11.4
104.11.4 ~ 11.17
Fordham University, Gabelli School of Business James Lothian Paul
McNelis 11 6 Petrelli Center for Research in International
Finance
104.11.6 ~ 11.8
2015 () “Monitoring Structural Stability of Dynamic Factor
Models”
104.11.6 ~ 11.8
The 14th International Conference of the Japan Economic Policy
Association“Environment, Growth and the Optimal Composition of the
Government Spending”
104.11.8 ~ 11.21
Institute of Developing Economies, Japan External Trade
Organization (IDE-JETRO) Development of Geographical Simulation
Model (IDE-JETRO) and Geo-Economic Dataset
104.11.11 ~ 105.1.21
104.11.15 ~ 11.21
20
104.11.17 ~ 11.23
Annual Conference on Taxation (National Tax Association)“Patient
Cost-Sharing and Health Care Utilization in Early Childhood:
Evidence from a Regression Discontinuity Design”
104.11.15 ~ 12.11
104.11.18 ~ 11.22
2015 APEC Typhoon Symposium (APTS) – Lessons Learned from
Disastrous Typhoons
104.11.28 ~ 12.2
104.11.19 ~ 11.23
Kazuo Mino Yunfang Hu International Conference on Trade, Financial
Integration and Economic Growth“Progressive Income Taxes as an
Automatic Stabilizer in a Model with Zero Income Effects and Social
Constant Returns”
104.12.2 ~ 12.5
104.12.5 ~ 12.6
21
104.12.7 ~ 12.10
Developing Smallholder Inclusive Food Value Chain Models for Local
and Global MarketsWorkshop
104.12.10 ~ 12.15
The Joint 2015 Annual Health Econometrics Workshop and the 7th
Australasian Workshop on Econometrics and Health “Patient
Cost-Sharing and Health Care Utilization in Early Childhood:
Evidence from a Regression Discontinuity Design”
104.12.11 ~ 12.16
Conference on the Frontier of New Economic Geography: Geography,
Policy, and Trade: “The Development, Application and Challenge of
Heterogeneous Trade Model” “Agglomeration, Integration and
Globalization”
104.12.11 ~ 12.14
Conference at Korea University“Model Selection and Model Averaging
in Nonparametric Instrument”
104.12.14 ~ 12.19
/
104.10.8 ~ 10.14 Michael Qingliang Fan, Wang Yanan Institute for
Studies in Economics, Xiamen University
104.10.14 ~ 105.1.29 Angus C. Chu, Department of Economics,
Management School, University of Liverpool
104.10.15 ~ 10.17 Ping Yu, School of Economics and Finance,
University of Hong Kong
10 16 “Testing Rank Preservation in Quantile Treatment Effects
Evaluation”
104.10.16 ~ 12.15 Jin-Chuan Duan, Risk Management Institute,
National University of Singapore
12 3-4 2015
104.10.20 ~ 10.24 Leonor Modesto, CATÓLICA-LISBON School of
Business and Economics, Portuguese Catholic University
104.10.31 ~ 11.1 Chang-Tai Hsieh, Booth School of Business,
University of Chicago
11 1
Bonggeun Kim, Department of Economics, Seoul National
University
1117 “Biases from Uncontrolled Quality When Unit Values Are Used to
Estimate Quantity Demand Give Grounds for Caution on Fat and Sugar
Taxes”
104.11.20 ~ 11.26 Shu Shen, Department of Economics, University of
California, Davis
1124 “Distributional Tests for Regression Discontinuity: Theory and
Empirical Examples”
104.11.28 ~ 12.5
Giampiero M. Gallo, Scuola di Economia e Management, Università,
University di Firenze 123-42015 121 “Median Response to Shocks: A
Model for VaR Spillovers in East Asia”
23
/
104.11.29 ~ 12.11 Ruey S. Tsay, Booth School of Business,
University of Chicago
12 3-4 2015
104.11.29 ~ 12.11 George C. Tiao, Booth School of Business,
University of Chicago
12 3-4 2015
104.12.2 ~ 12.6
Ji-Liang Shiu, Hanqing Advanced Institute of Economics and Finance,
Renmin University of China
12 3-4 2015
104.12.2 ~ 12.7
Hanghui Zhang, School of Economics, Shanghai University of Finance
and Economics
12 3-4 2015
104.12.10 ~ 12.16 Biung-Ghi Ju, Department of Economics, Seoul
National University
12 15 “Fair Allocation of Disputed Properties”
104.12.14 ~ 12.20 Myoung-Jae Lee, Department of Economics, Korea
University
12 15 “Regression Discontinuity with Integer Running
Variables”
104.12.15 ~ 12.19 Seung-Gyu (Andrew) Sim, Department of Economics,
University of Tokyo
12 18 “Wage Dynamics with Private Learning-by-Doing and On-the-Job
Search”
104.12.18 ~ 12.26 Chiu-Yu Ko, Department of Economics, National
University of Singapore
12 25 “Division of a Resource in a Network”
24
104.12.21 ~ 12.24
Briana Chang, Department of Finance, Wisconsin School of Business,
UW-Madison
12 22 “Endogenous Market Making and Network Formation”
104.12.21 ~ 12.26 Yuichi Kitamura, Department of Economics, Yale
University
12 22 “Methods for Microeconometric Analysis of Heterogeneous
Agents”
104.12.25 ~ 105.1.8 Minchung Hsu, National Graduate Institute for
Policy Studies
