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The Austin Robinson Memorial Prize - Royal Economic Society

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m o n d a y 2 6 m a r c h<br />

t u e s d a y 2 7 m a r c h<br />

w e d n e s d a y 2 8 m a r c h<br />

2012 g e n e r a l s e s s i o n s<br />

a m general sessions a<br />

general sessions b general sessions c<br />

general sessions d general sessions e<br />

w e d n e s d a y 9.30 – 11.00<br />

Session 76: Macroeconomic Dynamics And Asset Prices II Time: 9:30 - 11:00<br />

Session Chair: Yunus Aksoy; Birkbeck Location: Auditorium (<strong>Robinson</strong> College)<br />

Great Moderation or Great Mistake:<br />

Can Overconfidence in Low Macro-risk Explain the Boom in Asset Prices?<br />

By Tobias Broer; Stockholm University, Afroditi Kero; EUI<br />

Presented by; Afroditi Kero, EUI<br />

What is the Consumption-CAPM missing?<br />

An Information-<strong>The</strong>oretic Framework for the Analysis of Asset Pricing Models<br />

By Christian Julliard; London School of <strong>Economic</strong>s<br />

Presented by: Christian Julliard; London School of <strong>Economic</strong>s<br />

Information in the Corporate and Term Spreads: A Macro-Financial Approach<br />

By Hans Dewachter; Catholic University of Leuven,<br />

Leonardo Iania; University of Leuven and University of Maastricht,<br />

Wolfgang Lemke; European Central Bank, Kristien Smedts; K.U.Leuven<br />

Presented by: Leonardo Iania; University of Leuven and University of Maastricht<br />

Liquidity, Term Spreads and Monetary Policy<br />

By Yunus Aksoy; Birkbeck, Henrique Basso; University of Warwick<br />

Presented by: Yunus Aksoy; Birkbeck<br />

Session 77: Econometrics III Time: 9:30 - 11:00<br />

Session Chair: Laura Grigolon; K.U.Leuven Location: Umney <strong>The</strong>atre (<strong>Robinson</strong> College)<br />

Conditional moment models under weak identification<br />

By Bertille Antoine; Simon Fraser University, Pascal Lavergne; Toulouse School of <strong>Economic</strong>s<br />

Presented by: Pascal Lavergne; Toulouse School of <strong>Economic</strong>s<br />

Minimum Distance Estimation for a Class of Markov Decision Processes<br />

By Sorawoot Srisuma; University of Cambridge<br />

Presented by: Sorawoot Srisuma; University of Cambridge<br />

Bias Reduction under Dependence, in a Nonlinear and Dynamic Panel Setting:<br />

<strong>The</strong> Case of GARCH Panels<br />

By Cavit Pakel; University of Oxford<br />

Presented by: Cavit Pakel; University of Oxford<br />

Nested Logit or Random Coefficients Logit?<br />

A Comparison of Alternative Discrete Choice Models<br />

By Laura Grigolon; K.U.Leuven, Frank Verboven; K.U.Leuven<br />

Presented by: Laura Grigolon; K.U.Leuven<br />

Session 78: Monetary Policy II<br />

Session Chair: Filip Rozsypal; Time: 9:30 - 11:00<br />

University of Cambridge Location: Junior Common Room (<strong>Robinson</strong> College)<br />

Adverse Selection, Uncertainty Shocks and Monetary Policy<br />

By Daisuke Ikeda; Bank of Japan<br />

Presented by: Daisuke Ikeda; Bank of Japan<br />

Non-uniform Wage Staggering: European Evidence and Monetary Policy Implications<br />

By Michel Juillard; Banque de France, Hervé Le Bihan; Banque de France,<br />

Stephen Millard; Bank of England<br />

Presented by: Stephen Millard; Bank of England<br />

<strong>The</strong> Optimal Monetary Policy Rule: <strong>The</strong> Role of Asymmetries and Reputation<br />

By Filip Rozsypal; University of Cambridge<br />

Presented by: Filip Rozsypal; University of Cambridge<br />

62

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