Program for Friday, January 22nd: Talk View

PROGRAM FOR FRIDAY, JANUARY 22ND: 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

09:00-09:25

Measuring Systematic Comovement with Approximate Threshold Group-Factor Models

Daniele Massacci, Mirco Rubin, Dario Ruzzi

09:25-09:50

Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM

Matteo Barigozzi, Matteo Luciani

09:50-10:15

A cointegration-based Permanent-Transitory decomposition for Dynamic Factor Models: long and short-run co-movement of commodity

Chiara Casoli, Riccardo Lucchetti

10:15-10:40

Factor Models with Downside Risk

Daniele Massacci, Lucio Sarno, Lorenzo Trapani

09:00-09:25

Employment Protection and Firm-provided Training in Dual Labour Markets

Giovanni Sulis, Bratti Massimiliano, Maurizio Conti

09:25-09:50

Board composition and performance of state-owned enterprises: Evidence from a natural experiment

Audinga Baltrunaite, Mario Cannella, Sauro Mocetti, Giacomo Roma

09:50-10:15

Born in the right place at the right time: what drives training contracts as a long-lasting employment

Daniela Sonedda

10:15-10:40

The Effect of Temporary Employment on Labour Market Outcomes

Daniela Piazzalunga, Enrico Rettore

09:00-09:25

Heterogeneous effects of waste pricing policies

Marica Valente

09:25-09:50

Mutual Funds' Fire Sales and the Real Economy: Evidence from Hurricanes

Roberto Tubaldi

09:50-10:15

A time-varying Greenium for European stocks

Roberto Panzica, Lucia Alessi, Elisa Ossola

10:15-10:40

Climate change awareness: Empirical evidence for the European Union

Claudio Morana, Donatella Baiardi

09:00-09:25

Bounding Program Benefits When Participation is Misreported

Denni Tommasi, Lina Zhang

09:25-09:50

Constrained Classification and Policy Learning

Toru Kitagawa, Shosei Sakaguchi, Aleksey Tetenov

09:50-10:15

Modelling and measuring deaccessioning: A 2SLS-MIMIC and 2SLS-EMIMIC approach

Andrej Srakar, Marilena Vecco, Miroslav Verbic

10:15-10:40

Testing Instrument Validity with Covariates

Thomas Carr, Toru Kitagawa

11:00-11:25

SVARs with breaks: Identification and inference

Emanuele Bacchiocchi, Toru Kitagawa

11:25-11:50

BOOTSTRAP DIAGNOSTICS IN PROXY-SVARS WITH WEAK PROXIES

Luca Fanelli, Giovanni Angelini, Giuseppe Cavaliere

11:50-12:15

Inference in Non-stationary High-Dimensional VARs

Luca Margaritella, Alain Hecq, Stephan Smeekes

12:15-12:40

Dimension Reduction for High Dimensional Vector Autoregressive Models

Gianluca Cubadda, Alain Hecq

11:00-11:25

Depowering Risk: Vehicle Power Restriction and Young Driver Accidents in Italy

Silvia Balia, Rinaldo Brau, Marco Giovanni Nieddu

11:25-11:50

Anti-Mafia Law Enforcement and Lending in Mafia's Lands. Evidence from the Judicial Administration in

Francesca Maria Calamunci, Marco Alberto De Benedetto, Damiano Bruno Silipo

11:50-12:15

Hang Up on Stereotypes: Domestic Violence and Anti-Abuse Helpline Campaign

Marco Colagrossi, Claudio Deiana, Andrea Geraci, Ludovica Giua

12:15-12:40

Sweeping the Dirt Under the Rug: Measuring Spillovers from an Anti-Corruption Measure

Andrea Tulli

11:00-11:25

Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes

Elisa Ossola, Stefano Ramelli, Michela Rancan

11:25-11:50

Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area

Maria Sole Pagliari

11:50-12:15

An Euro Area Term Structure Model with Time Varying Exposures

Tommaso Tornese

12:15-12:40

Monetary policy shocks and inflation inequality

Giacomo Mangiante, Christoph Lauper

11:00-11:25

World shocks and commodity price fluctuations: evidence from resource-rich economies

Filippo Arigoni

11:25-11:50

Testing and Modelling Time Series with Time Varying Tails

Dario Palumbo

11:50-12:15

Differences in Sectoral Price Dynamics among Italian Regions: Effects on Expenditure Composition and

William Addessi, Ivan Etzo, Manuela Pulina

12:15-12:40

Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market

Alessandra Canepa, Emilio Zanetti Chini, Huthaifa Alqarelleh

13:30-14:30 Keynote: Gagliardini

14:30-15:30 Keynote: Giglio

16:00-16:25

Streaming and peer effects on the development of social capital: An analysis based on a multivariate causal hidden Markov

Francesco Bartolucci, Donata Favaro, Fulvia Pennoni, Dario Sciulli

16:25-16:50

The Time-Varying Multivariate Autoregressive Index Model

Barbara Guardabascio, Stefano Grassi, Gianluca Cubadda

16:50-17:15

Asymptotic properties of the ML estimator for mixed causal and noncausal models with generalized Student’s

Francesco Giancaterini, Alain Hecq

17:15-17:40

Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector

Gabriele Fiorentini, Enrique Sentana

16:00-16:25

Impulse response analysis for structural dynamic models with nonlinear regressors

Elena Pesavento, Silvia Goncalves, Ana Maria Herrera, Lutz Kilian

16:25-16:50

Testing Linear Cointegration Against Smooth Transition Cointegration

Martin Wagner, Oliver Stypka

16:50-17:15

Unit-root test within a threshold ARMA framework

Simone Giannerini, Greta Goracci, Kung-Sik Chan, Howell Tong

17:15-17:40

BOOTSTRAPPING NON-STATIONARY STOCHASTIC VOLATILITY

Giuseppe Cavaliere, Anders Rahbek, Iliyan Georgiev, Peter Boswijk

16:00-16:25

On rational fat tails

Marco Maria Sorge, Chetan Dave

16:25-16:50

Make hay while the sun shines: an empirical study of maximum price, regret and trading decisions

Vicky Henderson, Giovanni Burro, Julia Brettschneider

16:50-17:15

Mixture Choice Data: Revealing Preferences and Cognition*

Valentino Dardanoni, Paola Manzini, Marco Mariotti, Chris Tyson, Henrick Petri