Program for Friday, January 23rd: Talk View

PROGRAM FOR FRIDAY, JANUARY 23RD: TALK VIEW

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9:00

9:30

10:00

10:30

11:00

11:30

12:00

12:30

13:00

08:50-09:15

Density forecasts with MIDAS models

Knut Are Aastveit, Claudia Foroni, Francesco Ravazzolo

09:15-09:40

Testing and Selecting Local Proper Scoring Rules

Emilio Zanetti Chini

09:40-10:05

Short-term forecasting with mixed-frequency data: A MIDASSO approach

Boriss Siliverstovs

10:05-10:30

Alternative Tests for Correct Specification of Conditional Predictive Densities

Barbara Rossi, Tatevik Sekhposyan

08:50-09:15

When the baby cries at night. Inelastic buyers in non-competitive markets

Viki Nellas, Andrea Ichino, Giacomo Calzolari, Francesco Manaresi

09:15-09:40

Financial Risk Taste, Business Cycles and Perceived Risk Exposure

Alessandro Bucciol, Raffaele Miniaci

09:40-10:05

The relationship between panel and synthetic control estimators of the effect of civil war.

Vincenzo Bove, Leandro Elia, Ron Smith

10:05-10:30

The Consumption and Wealth Effects of an Unanticipated Change in Lifetime Resources

Tullio Jappelli, Mario Padula

08:50-09:15

Identifying Noise Shocks: a VAR with Data Revisions

Riccardo M. Masolo, Alessia Paccagnini

09:15-09:40

Misspecification and Quasi-Rational Expectations in DSGE models

Giovanni Angelini

09:40-10:05

Bayesian Graphical Models for Structural Vector Autoregressive Processes

Daniel Felix Alehegbey, Monica Billio, Roberto Casarin

10:05-10:30

Identification in Structural Vector Autoregressive models with structural changes, with an application to U.S. monetary

Emanuele Bacchiocchi, Luca Fanelli

08:50-09:15

Spillover effects of credit demand and supply shocks in the EU countries: Evidence from a structural

Heinrich Kick

09:15-09:40

State dependence in access to credit

Claudia Pigini, Andrea Presbitero, Alberto Zazzaro

09:40-10:05

Does credit crunch investment down? New evidence on the real effects of the bank-lending channel.

Federico Cingano, Francesco Manaresi, Enrico Sette

11:00-11:25

Shake me the money!

Riccardo Trezzi, Francesco Porcelli

11:25-11:50

Does housing tenure affect the response of claimants to stricter job search requirements? Evidence from the UK Jobseeker's

Andrea Morescalchi, Paolo Paruolo

11:50-12:15

The Impact of Markup Regulation on Prices

Mario Pagliero

12:15-12:40

Regulation and the Crisis: Assessing Bank Efficiency through a Difference-in-Difference Approach

Sergio Destefanis, Cristian Barra, Giuseppe Lubrano Lavadera

11:00-11:25

Neglected serial correlation tests in UCARIMA models

Gabriele Fiorentini, Enrique Sentana

11:25-11:50

A General Theory of Rank Testing

Majid Al Sadoon

11:50-12:15

Generalised Linear Cepstral Models for the Spectrum of a Time Series

Tommaso Proietti, Alessandra Luati

12:15-12:40

Autocorrelation robust inference using the Daniell kernel with fixed bandwidth

Javier Hualde, Fabrizio Iacone

11:00-11:25

Modeling and Forecasting Corporate Default Counts with Poisson Intensity AR-X (PARX) Models

Anders Rahbek, Giuseppe Cavaliere, Dennis Kristensen, Arianna Agosto

11:25-11:50

Optimal Portfolio Choice under Decision-Based Model Combinations

Davide Pettenuzzo, Francesco Ravazzolo

11:50-12:15

Forecast robustness in macroeconometric models

Gunnar Bardsen, Dag Kolsrud, Ragnar Nymoen

12:15-12:40

Inflation Expectations and the Two Forms of Inattentiveness

Joshy Easaw, Roberto Golinelli

11:00-11:25

Mr. Rossi, Mr. Hu and Politics: The Role of Immigration in Shaping Natives’ Political Preferences

Paolo Naticchioni, Guglielmo Barone, Alessio D'Ignazio, Guido De Blasio

11:25-11:50

Average partial effects in multivariate probit models with an application to immigrants' ethnic identity and economic

Giovanni S. F. Bruno, Orietta Dessy

11:50-12:15

Length of stay in the host country and educational achievement of immigrant students: the Italian

Adriana di Liberto

12:15-12:40

“Who Migrates and Why? Evidence from Italian Administrative Data.”

Cristian Bartolucci

11:00-11:25

Distributional vs. quantile regression

Roger Koenker, Samantha Leorato, Franco Peracchi

11:25-11:50

Dynamic Model Averaging for Quantile Regression

Mauro Bernardi, Roberto Casarin, Lea Petrella

11:50-12:15

Lifetime Income Inequality: quantile treatment effect of retirement on the distribution of lifetime

Malgorzata Karolina Kozlowska

12:15-12:40

Quantile aggregation of density forecasts

Fabio Busetti

12:40-13:00 Award ceremony of Carlo Giannini Prize and Labour Prize