The Austin Robinson Memorial Prize - Royal Economic Society
The Austin Robinson Memorial Prize - Royal Economic Society
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 />
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