Program for Thursday, January 26th: Talk View

PROGRAM FOR THURSDAY, JANUARY 26TH: TALK VIEW

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9:00

9:30

10:00

10:30

11:00

11:30

12:00

12:30

13:00

13:30

14:00

14:30

15:00

15:30

16:00

16:30

17:00

17:30

18:00

08:50-09:15

Jump risk and pricing implications

Nancy Zambon, Massimiliano Caporin, Walter Distaso

09:15-09:40

The predictive density of a GARCH process

Karim Abadir, Alessandra Luati, Paolo Paruolo

09:40-10:05

Bootstrapping non-causal autoregressions: with an application to tests for bubbles

Giuseppe Cavaliere, Heino Bohn Nielsen, Anders Rahbek

10:05-10:30

Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM

Edoardo Otranto, Giampiero M. Gallo

08:50-09:15

Early Childcare and Child Non Cognitive Outcomes

Enrica Maria Martino, Daniela Del Boca, Chiara Daniela Pronzato

09:15-09:40

Economic effects of Venice Carnivals: An ex-post econometric verification approach

Andrej Srakar, Marilena Vecco

09:40-10:05

Balanced variable addition in linear models, with an application to the long-term health effects of childhood

Giuseppe De Luca, Jan Magnus, Franco Peracchi

08:50-09:15

Inferring Cognitive Heterogeneity from Aggregate Choices

Valentino Dardanoni, Paola Manzini, Marco Mariotti, Chris Tyson

09:15-09:40

Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions

Fausto Corradin, Domenico Sartore

09:40-10:05

Uncertain Identification

Alessio Volpicella, Raffaella Giacomini, Toru Kitagawa

10:05-10:30

Estimation and model-based combination of causality networks

Giovanni Bonaccolto, Massimiliano Caporin, Roberto Panzica

08:50-09:15

An Assessment of the Access to Credit – Welfare Nexus: Evidence from Mauritania

Marinella Boccia, Alessandra Amendola, Gianluca Mele, Luca Sensini

09:15-09:40

Credit demand and supply shocks in Italy

Andrea Cipollini, Fabio Parla

09:40-10:05

Specialisation in mortgage risk under Basel II

Peter Eckley, Matteo Benetton, Nicola Garbarino, Liam Kirwin, Georgia Latsi

08:50-09:15

The Italian GDP at t+30 days: model estimation, real time analysis and performance evaluation

Filippo Moauro, Anna Ciammola

09:15-09:40

Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?

Alain Hecq, Sean Telg, Lenard Lieb

11:00-12:00

Saving during retirement

Maria Cristina De Nardi

12:00-13:00

Nowcasting

Lucrezia Reichlin

14:30-14:55

Indirect inference estimation of nonlinear dynamic panel data models

Antonio Cosma, Fausto Galli

14:55-15:20

Estimation of Nonlinear Panel Models with Multiple Unobserved Effects

Mingli Chen

15:20-15:45

A diagnostic criterion for approximate factor structure

Elisa Ossola, Patrick Gagliardini, Olivier Scaillet

15:45-16:10

Asymmetric Macroeconomic Volatility in European Regions

Davide Fiaschi, Lisa Gianmoena, Angela Parenti

14:30-14:55

Market credit risk in Europe

Ana-Maria Dumitru, Thomas Holden

14:55-15:20

Parametric and Semiparametric IV Estimation of Network Models with Selectivity

Tiziano Arduini, Eleonora Patacchini, Edoardo Rainone

15:20-15:45

Bayesian Tensor Regression

Monica Billio, Roberto Casarin, Matteo Iacopini

15:45-16:10

Bayesian nonparametric sparse seemingly unrelated regression models (SUR)

Luca Rossini, Roberto Casarin, Monica Billio

14:30-14:55

The Effect of Audits on Tax Compliance: Evidence from Italy

Gabriele Mazzolini, Laura Pagani, Alessandro Santoro

14:55-15:20

Dynamic quantile regression models and capital structure: heterogeneous reaction to tax incentives and

Stefano Nembrini, Raffaele Miniaci, Paolo Panteghini

15:20-15:45

Audit publicity and tax compliance: a quasi-natural experiment

Simona Gamba, Pietro Battiston, Denvil Duncan, Alessandro Santoro

15:45-16:10

Politics and Budget of the Regional Government

Margherita Billeri, Michele Limosani, Emanuele Millemaci

14:30-14:55

Bank performance and financial stability. How does the manager handle risk-taking in different market

Cristian Barra, Roberto Zotti

14:55-15:20

End of the Sovereign-Bank Doom Loop in the European Union? The Bank Recovery and Resolution

Giovanni Covi, Ulrich Eydam

15:20-15:45

Full Disclosure and Financial Stability: How Does the Market Digest the Transparency Shock?

Fausto Pacicco, Luigi Vena, Andrea Venegoni

15:45-16:10

Banks, firms and jobs

Fabio Berton, Sauro Mocetti, Andrea Presbitero, Matteo Richiardi

14:30-14:55

Nonparametric Estimation for Regulation Models

Andreea Enache, Jean-Pierre Florens

14:55-15:20

The Linear Systems Approach to Linear Rational Expectations Models

Majid Al Sadoon

15:20-15:45

Proxy-SVAR as a Bridge between Mixed Frequencies

Andrea Gazzani, Alejandro Vicondoa

16:40-17:05

The response of asset prices to monetary policy shocks: stronger than thought

Lucia Alessi, Mark Kerssenfischer

17:05-17:30

The Financial Stability Dark Side of Monetary Policy

Fabrizio Venditti, Piergiorgio Alessandri, Antonio Conti

17:30-17:55

Bootstrapping DSGE models

Giovanni Angelini, Giuseppe Cavaliere, Luca Fanelli

17:55-18:20

On the Identification of Interdependence and Contagion of Financial Crises

Emanuele Bacchiocchi

16:40-17:05

Adaptive state space models with applications to the business cycle and financial stress

Davide Delle Monache, Ivan Petrella, Fabrizio Venditti

17:05-17:30

Sign restricted Smooth Transition VAR models

Michele Piffer, Martin Bruns

17:30-17:55

Dynamic Adaptive Mixture Models

Leopoldo Catania

17:55-18:20

Understanding the Sources of Macroeconomic Uncertainty

Barbara Rossi, Tatevik Sekhposyan, Matthieu Soupre

16:40-17:05

The Convergence of the Gender Pay Gap. An Alternative Estimation Approach

Carolina Castagnetti, Luisa Rosti, Marina Toepfer

17:05-17:30

Transgenerational effects of war: Evidence from WWII in Europe

Enkelejda Havari, Franco Peracchi

17:30-17:55

Quality Time with Parents: Reconsidering Equality Concerns among Families with an Ill Child

Francesca Marino

17:55-18:20

WHO SHOULD MONITOR JOB SICK LEAVE?

Carlo Alberto Biscardo, Alessandro Bucciol, Paolo Pertile

16:40-17:05

Granger causality between vectors of time series: A Puzzling Property

Umberto Triacca

17:05-17:30

Fully Modified OLS Estimation of Spatially Correlated Cointegrated Relationships

Leopold Sögner, Martin Wagner

17:30-17:55

Does threshold cointegration matter for short-term interactions between US commodity prices and inflation? A historical

Maddalena Cavicchioli, Catherine Kyrtsou, Angeliki Papana

17:55-18:20

FORMULA I(1): Circuits for Likelihood Maximization Algorithms in I(1) and I(2) VAR models

Rocco Mosconi, Paolo Paruolo

16:40-17:05

Mending the broken link: heterogeneous bank lending and monetary policy pass-through

Carlo Altavilla, Fabio Canova, Matteo Ciccarelli

17:05-17:30

Bank distress in news and numerical financial data

Giancarlo Nicola, Peter Sarlin, Samuel Rönnqvist, Paola Cerchiello

17:30-17:55

Bail-in or Bail-out? The Atlante example from a systemic risk perspective

Laura Parisi, Paolo Giudici

17:55-18:20

Measuring contagion risk in international banking flows

Paolo Giudici, Alessandro Spelta, Stefan Avdijev