Program
A detailed version of the program in pdf format can be found here. Zoom links for each room will be emailed to registered participants one week before the conference.
Program Schedule
Time zone: Central European Summer Time (CEST)
Pre-conference virtual meet-and-greet session (via Gather.town)
July 1, 2021 12:00 – 13:00
Plenary Session 1
“Orléans” Lecture Theatre
July 1, 2021 13:00 – 14:00
Gary Chamberlain Lecture by Martin Weidner: “Bounds on average effects in discrete choice panel data models”.
Parallel Sessions 1
July 1, 2021 14:10 to 15:30
Latent Group Structures, “Oslo” Lecture Theatre
Credit Markets and Banking, “Amsterdam” Lecture Theatre
Covid-19, “Jönköping” Lecture Theatre
Parallel Sessions 2
July 1, 2021 15:40 to 17:00
Microstructure, “Oslo” Lecture Theatre
Labour Markets, “Amsterdam” Lecture Theatre
Heterogeneous Panels, “Jönköping” Lecture Theatre
Parallel Sessions 3
July 1, 2021 17:10 to 18:30
Economic Growth, “Oslo” Lecture Theatre
Semi-Parametric Methods and Models, “Amsterdam” Lecture Theatre
Binary Choice Models, “Jönköping” Lecture Theatre
Plenary Session 2
“Orléans” Lecture Theatre
July 1, 2021 18:45 to 19:45
Stata Lecture by Antonio Galvao: “Bootstrap inference for panel data quantile regression”
Virtual social meetings (via Gather.town)
July 1, 2021 19:45 – 21:00
Virtual social meetings (via Gather.town)
July 2, 2021 12:00 – 13:00
Plenary Session 3
“Orléans” Lecture Theatre
July 2, 2021 13:00 – 14:00
“Survey response behaviour as a proxy for unobserved ability: Theory and evidence” by Stefanie Schurer
Parallel Sessions 4
July 2, 2021 14:10 to 15:30
Central Banking, “Oslo” Lecture Theatre
High Dimensional Models, “Amsterdam” Lecture Theatre
Innovation and Development, “Jönköping” Lecture Theatre
Parallel Sessions 5
July 2, 2021 15:40 to 17:00
Macroeconomic Applications, “Oslo” Lecture Theatre
Common Factor Models, “Amsterdam” Lecture Theatre
Sample Selection, “Jönköping” Lecture Theatre
Parallel Sessions 6
July 2, 2021 17:10 to 18:30
Firms and Productivity, “Oslo” Lecture Theatre
Policy Evaluation and Clustering, “Amsterdam” Lecture Theatre
Inequality, “Jönköping” Lecture Theatre
Plenary Session 4
“Orléans” Lecture Theatre
July 2, 2021 18:45 to 19:45
IAAE Lecture by Stéphane Bonhomme: “Sensitivity analysis in panel data”.
Virtual social meetings (via Gather.town)
July 2, 2021 19:45 – 21:00
IPDC 2021 Annual Conference
Detailed List of Sessions
Session 1: Gary Chamberlain Lecture by Martin Weidner: “Bounds on Average Effects in Discrete Choice Panel Data Models”
July 1, 2021 13:00 to 14:00
“Orléans” Lecture Theatre
Session Chair: Artūras Juodis, University of Amsterdam
Session type: invited
Session 2: Latent Group Structures
July 1, 2021 14:10 to 15:30
“Oslo” Lecture Theatre
Session Chair: Daniel Czarnowske, University of Düsseldorf
Session type: contributed
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Presented by: Ryo Okui, Seoul National University
Group-level heterogeneity in slope coefficients, time fixed effects and error variance
Presented by: Jhordano Aguilar Loyo, University of Groningen
A classifier-lasso approach for estimating production functions with latent group structures
Presented by: Daniel Czarnowske, University of Düsseldorf
Session 3: Credit Markets and Banking
July 1, 2021 14:10 to 15:30
“Amsterdam” Lecture Theatre
Session Chair: Christoph Siebenbrunner, Oxford University
Session type: contributed
The effect of export credit agencies on firm export and performance
Presented by: Haeyeon Yoon, University of Bristol
Bowling alone, buying alone: the decline of co-borrowers in the US mortgage market
Presented by: Swapnil Singh, Bank of Lithuania
The moral hazard problem in banks' risk reporting
Presented by: Christoph Siebenbrunner, Oxford University
Session 4: Covid-19
July 1, 2021 14:10 to 15:30
“Jönköping” Lecture Theatre
Session Chair: Ioannis Karavias, University of Birmingham
Session type: contributed
An econometric panel data model of the Covid-19 pandemic
Presented by: Paul Rilstone, York University
Econometric explanation of the number of deaths due to Covid-19 for a panel of countries
Presented by: Abdessamad Ouchen, Sidi Mohamed Ben Abdellah University
Depth-weighted forecast combination: application to Covid-19 cases
Presented by: Yoonseok Lee, Syracuse University
Structural breaks in interactive effects panels and the stock market reaction to Covid-19
Presented by: Ioannis Karavias, University of Birmingham
Session 5: Microstructure
July 1, 2021 15:40 to 17:00
“Oslo” Lecture Theatre
Session Chair: Marcel Voia, Laboratoire d’Économie d’Orléans
Session type: contributed
Shapes as product differentiation: neural network embedding in the analysis of markets for font
Presented by: Sukjin Han, University of Bristol
Optimal price targeting
Presented by: Adam Smith
Sectoral uncertainty
Presented by: Kerem Tuzcuoglu, Bank of Canada
Effects of innovation and financing on startup firm survival and growth
Presented by: Marcel Voia, Laboratoire d’Économie d’Orléans
Session 6: Labour Markets
July 1, 2021 15:40 to 17:00
“Amsterdam” Lecture Theatre
Session Chair: Badi Baltagi, Syracuse University
The effect of public work programme in Hungary on private sector wages
Presented by: Lajos Szabó, Central European University
The dynamics of health, employment and working hours
Presented by: Thierry Kamionka, ENSAE Paris
Spatial wage curves for formal and informal workers in Turkey
Presented by: Badi Baltagi, Syracuse University
Session 7: Heterogeneous Panels
July 1, 2021 15:40 to 17:00
“Jönköping” Lecture Theatre
Session Chair: Fabio Canova, BI Norwegian Business School
Session type: contributed
Estimation and inference in large heterogeneous panels with stochastic time-varying coefficients
Presented by: Yu Bai, Bocconi University
Identification and estimation of dynamic heterogeneous unbalanced panels in the presence of clustering
Presented by: Monika Avila Marquez, University of Geneva
Unit-model averaging for heterogenous panels
Presented by: Vladislav Morozov, Universitat Pompeu Fabra
Should we trust cross sectional multiplier estimates?
Presented by: Fabio Canova, BI Norwegian Business School
Session 8: Economic Growth
July 1, 2021 17:10 to 18:30
“Oslo” Lecture Theatre
Session Chair: Markus Eberhardt, University of Nottingham
Session type: contributed
Schooling is not learning - The impact of the learning-adjusted years of schooling on growth in a dynamic panel data framework
Presented by: Linda Glawe, University of Hagen-Fern
Microfinance, Competition and Growth
Presented by: Asma Boussetta, Laboratoire d’Économie d’Orléans
Expecting the unexpected: economic growth under stress
Presented by: Vladimir Rodriguez-Caballero, Instituto Tecnológico Autónomo de México
Democracy doesn't always happen overnight: Regime change in stages and economic growth
Presented by: Markus Eberhardt, University of Nottingham
Session 9: Semi-Parametric Methods and Models
July 1, 2021 17:10 to 18:30
“Amsterdam” Lecture Theatre
Session Chair: Christopher Parmeter, University of Miami
Session type: contributed
A semiparametric panel data model with common factors and spatial dependence: the knowledge production function
Presented by: Alexandra Soberon, Universidad de Cantabria
Linear panel regression with two-way unobserved heterogeneity
Presented by: Hugo Freeman, University College London
More efficient estimation of multiplicative panel data models in the presence of serial correlation
Presented by: Nicholas Brown, Michigan State University
Estimation and inference in multidimensional semiparametric smooth coefficient fixed-effects panel data regression models
Presented by: Christopher Parmeter, University of Miami
Session 10: Binary Choice Models
July 1, 2021 17:10 to 18:30
“Jönköping” Lecture Theatre
Session Chair: Michaela Kesina, University of Groningen
Session type: contributed
New conditional fixed effects logit estimator for panel binary outcomes with serial correlation
Presented by: Lin Xu, University of Zurich
State dependence and unobserved heterogeneity in the extensive margin of trade
Presented by: Amrei Stammann, Ruhr-University Bochum
Identification and estimation of average marginal effects in fixed effect logit models
Presented by: Louise Laage, Georgetown University
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Presented by: Michaela Kesina, University of Groningen
Session 11: Stata Lecture by Antonio Galvao: “Bootstrap Inference for Panel Data Quantile Regression”
July 1, 2021 18:45 to 19:45
“Orléans” Lecture Theatre
Session Chair: Almas Heshmati, Jönköping University
Session type: invited
Session 12: “Survey Response Behaviour as a Proxy for Unobserved Ability: Theory and Evidence” by Stefanie Schurer
July 2, 2021 13:00 to 14:00
“Orléans” Lecture Theatre
Session Chair: Robin Sickles, Rice University
Session type: invited
Session 13: Central Banking
July 2, 2021 14:10 to 15:30
“Oslo” Lecture Theatre
Session Chair: Dooyeon Cho, Sungkyunkwan University
Session type: contributed
Empirical Evidence of the Lending Channel of Monetary Policy under Negative Interest Rates
Presented by: Whelsy Boungou, LAREFI - University of Bordeaux
Exchange Rate Pass-Through: Does Central Bank Credibility Matter?
Presented by: Elham Kamal
COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?
Presented by: Aymeric Ortmans, Queen Mary University of London
Inflation targeting under commitment or discretion: does an improvement in macroeconomic conditions matter?
Presented by: Dooyeon Cho, Sungkyunkwan University
Session 14: High Dimensional Models
July 2, 2021 14:10 to 15:30
“Amsterdam” Lecture Theatre
Session Chair: Degui Li, University of York
Session type: contributed
Quantile-based network recovery from panel data
Presented by: Yutao Sun, Dongbei University of Finance and Economics
Machine learning panel data regressions with an application to nowcasting price earnings ratios
Presented by: Andrii Babii, University of North Carolina
Detection of Multiple Structural Breaks in Large Covariance Matrices
Presented by: Degui Li, University of York
Session 15: Innovation and Development
July 2, 2021 14:10 to 15:30
“Jönköping” Lecture Theatre
Session Chair: Almas Heshmati, Jönköping University
Session type: contributed
Does IPR protection alone provide enough incentive for innovation? Evidence from environmental technology patents
Presented by: Aneeq Asawar, Swinburne University of Technology
Monetary autonomy, trilemma and international reserves in emerging countries
Presented by: Théo Lamagnere, Université de Bordeaux
Digital finance, development, and climate change
Presented by: Çiğdem Yılmaz Özsoy, Istanbul Ayvansaray University
Relationship between the real estate sector and the stock market in China
Presented by: Almas Heshmati, Jönköping University
Session 16: Macroeconomic Applications
July 2, 2021 15:40 to 17:00
“Oslo” Lecture Theatre
Session Chair: Jacques Mairesse, United Nations University
Session type: contributed
Fixed exchange rates - a friend or foe of labour cost adjustments?
Presented by: Balint Tatar, Goethe University
Nonlinear dynamic gravity model of bilateral trade with flexible adjustment speed
Presented by: Nam Seok Kim, Syracuse University
Labour shares in the EU: cross-country heterogeneity and cross-sectional dependence
Presented by: Ilias Kostarakos, ESRI
Economic adjustment during the great recession: the role of managerial quality
Presented by: Jacques Mairesse, United Nations University
Session 17: Common Factor Models
July 2, 2021 15:40 to 17:00
“Amsterdam” Lecture Theatre
Session Chair: Lorenzo Trapani, University of Nottingham
Session type: contributed
Panel Cointegration Bounds Testing with Common Factors
Presented by: Josep Carrion-i-Silvestre, Universitat de Barcelona
Systematic Comovement in Threshold Group-Factor Models
Presented by: Daniele Massacci, King’s College London
Factor models with downside risk
Presented by: Lorenzo Trapani, University of Nottingham
Session 18: Sample Selection
July 2, 2021 15:40 to 17:00
“Jönköping” Lecture Theatre
Session Chair: Alyssa Carlson, University of Missouri
Session type: contributed
Correcting for Sample Selection Bias in Dyadic Regressions
Presented by: Gabriela Szini, University of Amsterdam
Consistent estimation of panel data sample selection models
Presented by: Sergi Jimenez Martin, Universitat Pompeu Fabra
The identification of time-invariant variables in a fixed effect framework
Presented by: Laura Magazzini, Sant'Anna School of Advanced Studies
Sample selection in linear panel data models with heterogeneous coefficients
Presented by: Alyssa Carlson, University of Missouri
Session 19: Firms and Productivity
July 2, 2021 17:10 to 18:30
“Oslo” Lecture Theatre
Session Chair: Francesco Marchionne, Indiana University
Session type: contributed
Does Monetary Policy Affect Mergers and Acquisitions?
Presented by: Johannes Fischer, European University Institute
Production, investment, and wealth dynamics under financial frictions: an empirical investigation of the self-financing channel
Presented by: Lucciano Villacorta, Banco Centra de Chile
Industry-specific productivity and spatial spillovers through input-output linkages: evidence from Asia-pacific value chain
Presented by: Robin Sickles, Rice University
Frequency vs. size of bank fines in local credit markets
Presented by: Francesco Marchionne, Indiana University
Session 20: Policy Evaluation and Clustering
July 2, 2021 17:10 to 18:30
“Amsterdam” Lecture Theatre
Session Chair: Artūras Juodis, University of Amsterdam
Session type: contributed
Algorithmic subsampling under multiway clustering
Presented by: Jiatong Li, Vanderbilt University
On policy evaluation with aggregate time-series shocks
Presented by: Dmitry Arkhangelsky, CEMFI
Treatment effects in interactive fixed effects models
Presented by: Brantly Callaway, University of Georgia
This shock is different: estimation and inference in misspecified two-way fixed effects panel regressions
Presented by: Artūras Juodis, University of Amsterdam
Session 21: Inequality
July 2, 2021 17:10 to 18:30
“Jönköping” Lecture Theatre
Session Chair: Sabien Dobbelaere, Vrije Universiteit Amsterdam
Session type: contributed
Life-cycle inequality: the blacks and whites differential
Presented by: Costanza Naguib, University of Bern
Economic mobility: evidence from Togo
Presented by: Ikpidi Badji, Université Paris-Nanterre
Organised labour, labour market imperfections, and employer wage premia
Presented by: Sabien Dobbelaere, Vrije Universiteit Amsterdam
Session 22: IAAE Lecture by Stéphane Bonhomme: “Sensitivity Analysis in Panel Data”
July 2, 2021 18:45 to 19:45
“Orléans” Lecture Theatre
Session Chair: Marcel Voia, Laboratoire d’Économie d’Orléans
Session type: invited