Program

Instructions for Poster Presentations

In poster sessions, posters can have sizes up to 630 mm (width) x 891 mm (height) or 24.9 in (width) x 35.1 in (height), which is equivalent to 3 x 3 A4 paper sheets.

program

Download as pdf (last update 23 Jan 2018)

Program: 1st day (25th January)

12:00 Registration opens

12:45-14:00 Welcome Lunch

14:00-14:15 Presentation of the workshop: Giuseppe Cavaliere - President of SIdE; Francesco Bartolucci - Chair of the Program Committee; Claudio Morana - Chair of the Local Organizing Committee

14:15-15:15 Room U6-01e: CCA Keynote lecture: Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models - Manuel Arellano*, Stéphane Bonhomme (Co-Chairs: F. Bartolucci, G. Cavaliere)

15:15-16:45 Parallel sessions

1. Room U6-01e Policy evaluation (chair: Unnikrishnan, V.*)

  • Nonparametric synthetic control method - Cerulli, G.*
  • Policy evaluation with interactive effects - Chan, M. K., Kwok, S.*
  • Do social assistance programs targeted on elderly in India impact household welfare? - Unnikrishnan, V.*

2. Room U6-01f Factor models (chair: Trapani, L.)

  • Testing for regime changes in large dimensional factor models - Massacci, D.*
  • A diagnostic criterion for approximate factor structure - Gagliardini, P., Ossola, E.*, Scaillet, O.
  • Determining the dimension of factor structures in nonstationary large datasets - Barigozzi, M., Trapani, L.*

16:45-17:45 Coffee break with poster session I

  • A threshold conditional correlation approach to modeling equity and bond returns - Aslanidis, N.*, Martinez, O.
  • Joining panel data with cross-sections for efficiency gains: A GMM approach - Bruno, R. L.*, Magazzini, L., Stampini, M.
  • How post-crisis regulation has affected bank CEO compensation - Cerasi, V.*, Deininger, S. M., Gambacorta, L., Oliviero, T.
  • A hidden Markov approach to reflect on the recent course of trust in the public and financial institutions of the Polish society - Genge, E.*, Pennoni, F.
  • Household financial risk tolerance in Europe - Laurinaityte, N.*
  • Cross-section dependence and latent heterogeneity to evaluate the impact of human capital on country performance - Mastromarco, C.*, Simar, L.
  • Testing for serial correlation in spatial panels: A review and new tests for the fixed effects case - Millo, G.*
  • Semiparametric estimation of large conditional variance-covariance and correlation matrices with an application to financial data - Morana, C.*
  • Estimating large-scale multivariate local level models with application to stochastic volatility - Pelagatti, M. M.*, Sbrana, G.
  • Testing beta-pricing models using large cross-sections - Raponi, V.*, Robotti, C., Zaffaroni, P.
  • Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure - Kapetanios, G., Serlenga, L.*, Shin, Y.

17:45-19:15 Parallel sessions

3. Room U6-01e Dynamic linear models (chair: Magazzini, L.)

  • Pairwise difference estimation of dynamic panel data models - Aquaro, M.*, Cizek, P.
  • Bias reduction with backward filtering in dynamic panel data - Juodis, A.*
  • Testing initial conditions in dynamic panel data models - Magazzini, L.*, Calzolari, G.

4. Room U6-01f Fiscal policy and institutions (chair: Soederhuizen, B.)

  • Do good institutions defer FDI to natural resource rich developing countries? A multilevel dynamic analysis - Bontempi, M. E.*, Kean, H.
  • Parameter heterogeneity, persistence and cross-sectional dependence: reassessing fiscal policy reaction functions for the Euro area - Golinelli, R., Mammi, I.*, Musolesi, A.
  • The effects of fiscal policy at the effective lower bound - Bonam, D., de Haan, J., Soederhuizen, B.*

19:45-22:00 Social Dinner at Ristorante SottoSopra (upon reservation at the cost of €30)

Program: 2nd day (26th January)

8:30 Registration opens

9.00-10:00 Room U6-01e: SNDE Keynote lecture: High-Dimensional Dynamic Factor Models: Representation, Estimation and Empirical Results - Marco Lippi (Co-Chairs: S. Fachin, M. Pelagatti)

10:00-11:30 Parallel sessions

5. Room U6-01e Advances in panel models (chair: Yang, Y.)

  • Identifying distributions in a panel model with heteroskedasticity: an application to earnings volatility - Botosaru, I.*
  • Binarization for panel models with fixed effects - Botosaru, I., Muris, C.*
  • Panel smooth transition regression models - Gonzalez, A., Terasvirta, T., van Dijk, D., Yang, Y.*

6. Room U6-01f Finance and housing market (chair: Kivedal, B.K.)

  • Price discovery on Bitcoin markets - Baur, D. G., Dimp, T., Giudici, P. S.*, Pagnottoni, P.
  • Estimation of panel data models for US state level house price with many instruments - Huang, B.*, Leey, T.-H., Ullahz, A., Xu, H.
  • Was there a nationwide house price bubble in the US in the 2000s? Testing for rational bubbles in US metro areas - Anundsen, A. K., Kivedal, B. K.*

11:30-11:45 Coffee break

11:45-13:15 Parallel sessions

7. Room U6-01e Time-spatial models and networks (chair: Pereda-Fernández, S.)

  • Modeling temporal treatment effects with zero inflated semi-parametric regression models: the case of local development policies in France - Cardot, H., Musolesi, A.*
  • Quasi–ML estimation, marginal effects and asymptotics for spatial autoregressive nonlinear models - Billé, A. G., Leorato, S.*
  • Copula-based random effects models for general networks - Pereda-Fernández, S.*

8. Room U6-01f Corporate finance (chair: Miniaci, R.)

  • Assessing the Stability of Heterogeneous Corporate Capital Structures: A Taxonomy and Directions for Future Research - Bontempi, M. E., Bottazzi, L., Golinelli, R.*
  • Business investment, cost of capital and uncertainty in the United Kingdom - evidence from a firm-level analysis - Melolinna, M.*, Miller, H., Tatomir, S.
  • Panel data quantile regression models and capital structure: heterogeneous reaction to tax incentives and profitability - Miniaci, R.*, Nembrini, S., Panteghini, P.

13:15-14:30 Lunch with poster session II

  • The determinants of retail trading activity: a cross-market analysis - Alderighi, S.*
  • Do fiscal incentives impact productive outcomes? A firm-level analysis in the Dominican Republic - Amendola, A., Boccia, M.*
  • Finance, growth, institutions and the Arab Spring - Fakih, A.*
  • Dynamics of currency markets interdependence - Galeshchuk, S.*
  • The pre-emptive nature of credit dynamics in the Euro Area - Lucidi, F. S.*
  • Statistical emulation of crop models using a semi-parametric panel data methodology - Mistry, M. N.*, De Cian, E., Wing, I. S.
  • Shortening the potential duration of unemployment benefits and labor market outcomes: Evidence from a natural experiment in Germany - Petrunyk, I.*, Pfeifer, C.
  • What makes you ‘super-rich’? New evidence from an analysis of football players’ wages - Carrieri, V., Principe, F.*, Raitano, M.
  • Why don’t economists use multilevel modeling? - Oshchepkov, A. Shirokanova, A.*
  • Waste is money: Behavioral changes in waste generation behavior when households pay-as-they-throw - Valente, M.*
  • The economic determinants of crime: An approach through responsiveness scores - Ventura, M.*, Cerulli, G.
  • Credit risk contagion through space-time point processes - Adelfio, G., Chiodi, M.*, Giudici, P.

14:30-16:00 Parallel sessions

9. Room U6-01e Correlated random effects models (chair: Rocci, R.)

  • Entry and patents: evidence from the US cardiovascular pharmaceutical sector - Di Iorio, F.*, Giorgetti, M. L.
  • Density forecasts in panel data models: A semiparametric Bayesian perspective - Liu, L.*
  • On finite mixtures of regression models for longitudinal responses and omitted covariates bias - Alfò, M., Rocci, R.*

10. Room U6-01f Labor market and income distribution (chair: Pecoraro, M.)

  • Why are some regions so much more productive than others? - Lacava, C.*
  • Lifetime income and inequality. A dynamic model of inequality over life cycle - Kozłowska, M. K.*
  • Estimating the returns to educational mismatch with panel data: the role of unobserved heterogeneity revisited - Pecoraro, M.*