PROGRAM
Days: Tuesday, December 10th Wednesday, December 11th Thursday, December 12th Friday, December 13th
Tuesday, December 10th
View this program: with abstractssession overviewtalk overview
14:30-16:00 Session 1A: Macro 1
Location: 910
14:30 | Metas de inflação (não)verdadeira e fricções de memória e de aprendizado (abstract) |
15:00 | A Data-rich measure of underlying inflation for Brazil (abstract) |
15:30 | Evidence on search costs under hyperinflation in Brazil: The effect of Plano Real (abstract) |
14:30-16:00 Session 1B: Macro 2
Location: 1104
14:30 | Optimal Fiscal Policy in Incomplete Market Business Cycle Economies (abstract) |
15:00 | A TANK of Fiscal Policy Uncertainty (abstract) |
15:30 | EFEITOS AGREGADOS E DISTRIBUTIVOS DE REGRAS FISCAIS EM UM MODELO COM AGENTES HETEROGÊNEOS (abstract) |
14:30-16:00 Session 1C: Finance 1
Location: 1207
14:30 | Cash Holdings and Collateral Value. Evidence from a Quasi Natural Experiment (abstract) |
14:52 | Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis (abstract) |
15:14 | Lasso-based index tracking and statistical arbitrage long-short strategies (abstract) |
15:36 | Quais os fatores de risco relevantes aos investidores? Evidências no mercado de fundos brasileiro (abstract) |
14:30-16:00 Session 1D: Special Session SBE/REAP - Micro
Chair:
Location: 908
14:30 | Cross Country Mergers and Acquisitions: Matching with Transfers (abstract) |
15:15 | Identification and Estimation of a Search Model: A Procurement Auction Approach (abstract) |
16:30-18:00 Session 2A: Micro 1
Location: 910
16:30 | The Effect of Peers on Students' Academic Performance at a Federal Public University in Brazil (abstract) |
17:00 | The Economic Effects of Free Elite Education: Evidence from a Flagship University in Brazil (abstract) |
17:30 | On the Road to Social Mobility? Affirmative Action and Major Choice (abstract) |
16:30-18:00 Session 2B: Micro 2
Location: 1104
16:30 | Impact of Capoeira on Children’s Executive Functions (abstract) |
17:00 | Education outcomes of broadband expansion in Brazilian municipalities (abstract) |
17:30 | Too hot to learn? Evidence from grade progression and school dropouts (abstract) |
16:30-18:00 Session 2C: Special Session SBE/REAP - Macro
Chair:
Location: 908
16:30 | Optimal Fiscal Consolidation under Frictional Financial Markets (abstract) |
17:15 | The Consumption Origins of Business Cycles:Lessons from Sectoral Dynamics? (abstract) |
16:30-18:00 Session 2D: Business
Location: 1207
16:30 | Individualistic Culture and Entrepreneurial Opportunities (abstract) |
17:00 | WHEN SHARED VALUE CANNOT BE CAPTURED: HETEROGENEOUS RESOURCES INFLUENCING STAKEHOLDER VALUE APPROPRATION IN THE CONTEXT OF MICROCREDIT (abstract) |
17:30 | DOING WELL BY DOING GOOD, UNIQUELY: THE MARKET VALUE OF UNIQUE CSR STRATEGIES (abstract) |
18:30-20:30 Session 3B: Opening Session - 40th Brazilian Econometric Society and 46th ANPEC Conferences
Location: Salão Nobre
Wednesday, December 11th
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08:30-10:00 Session 4A: Econometrics 1
Location: 602
08:30 | Forecasting Industrial Production in high dimensional environment, and interpreting the variable selection from machine learning methods (abstract) |
09:00 | Classe de modelos Nelson-Siegel com parâmetros variando no tempo: ajuste e previsão da estrutura a termo da taxa de juros (abstract) |
09:30 | Macroeconomic Forecasting with Dynamic Factor Model: A Sparse Principal Components Approach (abstract) |
08:30-10:00 Session 4B: Micro 3
Location: 910
08:30 | Political Survival and Politicians’ Enrichment after Anti-Corruption Audits (abstract) |
09:00 | Do campaign donations facilitate access to public funds and favorable financing terms? Evidence from Brazil (abstract) |
09:30 | Electoral rules and candidates decisions on campaign strategy: negative advertising in Brazil (abstract) |
08:30-10:00 Session 4C: Macro 3
Location: 1104
08:30 | Interação entre políticas fiscal e monetária: o caso das regras fiscais brasileiras (abstract) |
08:52 | Uncertainty Shocks and Business Cycles in Brazil: A DSGE Approach (abstract) |
09:14 | Optimal Environmental Policy and Business Cycles: An analysis using an E-DSGE model (abstract) |
09:36 | Government Spending Multipliers in GoodTimes and Bad Times: The Case of Emerging Markets (abstract) |
08:30-10:00 Session 4D: Micro 4
Location: 908
08:30 | Political Career Building and the Electoral Effect of Incumbency: Evidence from Brazil (abstract) |
09:00 | Judicial Subversion: Evidence from Brazil (abstract) |
09:30 | Selection at the Top: Admission Exams Predict Judge Performance in Brazil (abstract) |
08:30-10:00 Session 4E: Finance 2
Location: 1207
08:30 | Law Change in a Regulated Sector Impacts Other Regulated Sectors: Evidence from Brazil (abstract) |
08:52 | Labor is the superior of capital: evidence from a supply-side shock to labor markets (abstract) |
09:14 | Bank relationship and firms' cost of hedging (abstract) |
09:36 | Housing Lotteries, Consumption and Wealth Effect: Evidence from credit registry data (abstract) |
10:30-12:00 Session 5A: Special Session - World Bank
Chair:
Location: 1104
10:30 | Supporting Teacher Autonomy to Improve Education Outcomes in Brazil (abstract) |
11:00 | Babies and Bandidos: Birth Outcomes in Pacified Favelas of Rio de Janeiro (abstract) |
11:30 | Incentive Mechanisms to Increase Quality and Equity in Brazilian Education (abstract) |
10:30-12:00 Session 5B: EESP-FGV Prize Session - Econometrics
Location: 1207
10:30 | Homophily in preferences or meetings? Identifying and estimating an iterative network formation model (abstract) |
11:15 | Microfounded Forecasting (abstract) |
10:30-12:00 Session 5C: Prize Session - Applied Micro
Location: 910
10:30 | Does Credit Boost Agriculture? Impacts on Brazilian Rural Economy and Deforestation (abstract) |
11:15 | The unintended consequences of public school subsidies on educational markets (abstract) |
10:30-12:00 Session 5D: Special Session - IPEA
Location: 908
10:30 | Indicadores Judiciais do Mercado de Crédito (abstract) |
11:00 | Machine Learning para previsão intraday de retornos no mercado acionário Brasileiro (abstract) |
11:30 | Aplicação de Machine Learning para previsão de indicadores Macroeconômicos (abstract) |
12:00-13:45Lunch Break
13:45-15:15 Session 6: Keynote Lecture ANPEC/SBE - Penny Goldberg
Chair:
Location: Salão Nobre
13:45 | Informality, Development, and the New Economy (abstract) |
15:15-15:45Coffee Break
15:45-17:15 Session 7A: Theory 1
Location: 602
15:45 | The effect of exit rights on cost-based procurement contracts (abstract) |
16:15 | Workers or retirees? Who should bear the risk of economic growth? (abstract) |
16:45 | Permitting prohibitions in a model of statutory interpretation (abstract) |
15:45-17:15 Session 7B: Macro 4
Location: 1104
15:45 | Home bias in the equities portfolio: the Brazilian case (abstract) |
16:15 | Capital Controls in Emerging Market Economies: Stylized Facts, Optimality and Welfare Analysis (abstract) |
16:45 | The perils of crossing borders: The financial constraints of Brazilian exporters during the 2009 Global Trade Collapse (abstract) |
15:45-17:15 Session 7C: Micro 5
Location: 1207
15:45 | Heat, Health, and Care: A Tale of a Tropical City (abstract) |
16:15 | Water and Birth Outcomes: Lessons from a Policy Intervention in a Climate Vulnerable Area (abstract) |
16:45 | Long-Run Effects of Iodine Supplementation on Education and Labor Market Outcomes in Tanzania (abstract) |
15:45-17:15 Session 7D: Special Session - FIPE-USP: EconomistAs
Chair:
Location: 910
15:45 | Diferenças de genero em cursos de graduação em Economia (abstract) |
16:07 | Diferenças de genero em cursos de graduação em Economia (abstract) |
16:29 | Diferenças de genero em cursos de graduação em Economia (abstract) |
16:51 | As mulheres desistem mais? Evidência a partir das submissões de artigos a Congressos Anuais da ANPEC (abstract) |
17:45-19:15 Session 8B: Invited Session - Econometrics
Location: 910
17:45 | The Wild Bootstrap with a Small Number of Large Clusters (abstract) |
18:30 | Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments (abstract) |
19:30-20:30 Session 9: Tribute Session- Marcelo Paiva Abreu
Chair:
Location: Salão Nobre
19:30 | Protecionismo no Brasil: Doença Secular (abstract) |
Thursday, December 12th
View this program: with abstractssession overviewtalk overview
08:30-10:00 Session 10A: Theory 2
Location: 602
08:30 | Static and Dynamic Quantile Preferences (abstract) |
09:00 | General equilibrium with prospect theory, risk loving preferences, and regulation (abstract) |
09:30 | Moral Hazard in Stochastic Differential Games: Beyond Markov Equilibrium (abstract) |
08:30-10:00 Session 10B: Micro 6
Location: 908
08:30 | The Impact of Climate Change on Internal Migration in Brazil (abstract) |
09:00 | The Effect of Roads on Deforestation: a Market-Access Approach (abstract) |
09:30 | The Forest Awakens: Amazon Regeneration as a Spillover of Environmental Monitoring and Enforcement (abstract) |
08:30-10:00 Session 10C: Macro 5
Location: 1104
08:30 | Earmarked Loans and Economic Performance in Brazil (abstract) |
09:00 | O Canal da Tomada de Risco da Política Monetária: Evidências para o Brasil (abstract) |
09:30 | Macroprudential Policies at Work: How do Government-Owned Banks affect Credit Markets? (abstract) |
08:30-10:00 Session 10D: Micro 7
Location: 910
08:30 | The impact of wind power on the Brazilian labor market (abstract) |
09:00 | Bailing out environmental liabilities: moral hazard and deforestation in the Brazilian Amazon (abstract) |
09:30 | The Impact of Incentives and Information on the Energy Paradox: Evidence from Micro Data (abstract) |
08:30-10:30 Session 10E: Finance 3
Location: 1207
08:30 | Product Market Competition and Predatory Stock Price Manipulation (abstract) |
09:00 | HOW A DEVELOPMENT BANK AFFECTS PRODUCTIVITY (abstract) |
09:30 | Market Impact: Evidence from the Brazil stock market (abstract) |
10:30-12:00 Session 11A: Prize Session - Finance
Chair:
Location: 1207
10:30 | Risk Externalities in Corporate Investment (abstract) |
11:15 | Tail risk exposures of hedge funds: Evidence from unique Brazilian data (abstract) |
10:30-12:00 Session 11B: Special Session - Fundação Itaú Social
Chair:
Location: 1104
10:30 | Pesquisa para a Inovação de Políticas Públicas: Exemplos na Primeira Infância (abstract) |
10:30-12:00 Session 11C: Special Session - Instituto Sonho Grande
Chair:
Location: 910
10:30 | Efeitos das Escolas de Referência de Pernambuco: Resultados em Notas e na Decisão de Escolas dos Estudantes (abstract) |
11:00 | Efeitos do Ensino Integral em Pernambuco sobre Escolaridade e Renda Futura (abstract) |
11:30 | Avaliação de Impacto do Ensino Médio Integral em Tempo Integral em Santa Catarina (abstract) |
10:30-12:00 Session 11D: Prize Session - Applied Macro
Chair:
Location: 908
10:30 | Multi-Product Pricing: Theory and Evidence For Large Retailers in Israel (abstract) |
11:15 | Dispersion in Financing Costs and Development (abstract) |
10:30-12:00 Session 11E: EPGE/FGV Prize Session - Theory
Location: 602
10:30 | Information Design with Recommender Systems (abstract) |
11:15 | Rational Choice with Full-comparability Domains (abstract) |
12:00-13:45Lunch Break
13:45-15:15 Session 12: Keynote Lecture SBE - Rodrigo Soares
Chair:
Location: Salão Nobre
13:45 | Pesticide Use in Agriculture and Human Health (abstract) |
15:15-15:45Coffee Break
15:45-17:15 Session 13A: Special Session - Instituto Unibanco
Location: 910
15:45 | O uso da Ciência de dados aplicado à Educação (abstract) |
15:45-17:15 Session 13B: Finance 4
Location: 602
15:45 | Currency Returns and Interest Rate Slopes (abstract) |
16:15 | Subjective Return Expectations, Inattention and Stock Market Participation (abstract) |
16:45 | Ain’t no value high enough: Adjusting the value premium for intangibles (abstract) |
15:45-17:15 Session 13C: Macro 6
Location: 1104
15:45 | Sovereign Risk and Exports Adjustment (abstract) |
16:15 | The effect of sovereign risk perception on the disagreement in expectations about the exchange rate (abstract) |
16:45 | Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt (abstract) |
15:45-17:15 Session 13D: Micro 8
Location: 1207
15:45 | Between sticky floors and glass ceilings: the effect of trade liberalization on double discrimination in Brazil (abstract) |
16:15 | Trade Shocks and Child Labor: Theory and Evidence from Brazil (abstract) |
16:45 | The Impact of Tariff Hikes on Firm Exports (abstract) |
15:45-17:15 Session 13E: Micro 9
Location: 908
15:45 | Is full-time schooling able to take students to high quality colleges? Evidence from Brazil. (abstract) |
16:15 | The effect of fertility on informality among skilled and unskilled female workers (abstract) |
16:45 | When Firing Costs Increase Backfire: The Effects ofExtending Advance Notice in Brazil (abstract) |
17:45-19:15 Session 14A: Invited Session - Health Economics
Chair:
Location: 910
17:45 | When a Strike Strikes Twice: Massive Student Mobilizations and Teenage Pregnancy in Chile (abstract) |
18:15 | The Effects of Pre-Hospital Care on Local Health Outcomes: The Case of UPAs 24h in Rio (abstract) |
18:45 | Academic Opportunity and Mental Health Dynamics (abstract) |
Friday, December 13th
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08:30-10:00 Session 16A: Macro 7
Location: 1104
08:30 | Productivity and Welfare (abstract) |
08:52 | Progressivity and Development (abstract) |
09:14 | Political Institutions and Economic Development: A Local Spatial Analysis for Brazil (abstract) |
09:36 | Elasticity of Intertemporal Substitution with Unfiltered Consumption (abstract) |
08:30-10:00 Session 16B: Theory 3
Location: 1207
08:30 | Comparative Advantage, Heterogeneous Firms and Variable Mark-ups (abstract) |
08:52 | On the selection of compromise arbitrators (abstract) |
09:14 | How can preferences for same-trait marriage increase investment in education? (abstract) |
09:36 | Centralized Real Digital Currency and Stationary Markov Equilibrium (abstract) |
08:30-10:00 Session 16C: Econometrics 2
Location: 908
08:30 | Estimating long memory stochastic volatility models using integrated nested Laplace approximations (abstract) |
09:00 | Previsão de Volatilidade a tempo discreto: uma abordagem via regressão quantílica (abstract) |
09:30 | High Dimensional Models for Forecasting Power Electricity Consumption (abstract) |
08:30-10:00 Session 16D: Micro 10
Location: 910
08:30 | Tax Pass-through in the Gas Market: the Case of Brazil (abstract) |
09:00 | Uber and Traffic Fatalities: Evidence from Brazilian cities (abstract) |
09:30 | Urban Mobility, Inequality and Welfare in Developing Countries: Evidence from 2016 Olympics in Rio de Janeiro (abstract) |
10:30-12:00 Session 17A: Special Session - Swiss Program for Research on Global Issues for Development: International Trade, Labor Markets and Productivity: Challenges for Brazilian Growth
Location: 908
10:30 | Trade Policy in Brazil: an Overview (abstract) |
11:00 | Trade Policy in Brazil: Labor Market Effects (abstract) |
11:30 | Trade Policy in Brazil: Next Steps (abstract) |
10:30-12:00 Session 17B: Micro 11
Location: 910
10:30 | Does Automation Lead to De-Industrialization in Emerging Economies? - Evidence from Brazil (abstract) |
11:00 | Internal migration and the spread of long-term impacts of historical immigration in Brazil (abstract) |
11:30 | Litigation and Liquidity Constraints: New Evidence from Matched Labor and Court Data (abstract) |
10:30-12:00 Session 17C: Macro 8
Location: 1104
10:30 | Labor Market Eects of a Credit Crunch (abstract) |
11:00 | Private versus public education in a two-stage human capital model (abstract) |
11:30 | Public Sector Pay Policy and Private Sector Wages (abstract) |
12:00-13:45Lunch Break