| Time | Programme |
|---|
| 08.30 – 10.00 | Contributed Papers – Parallel Session 3 |
| Democracy and Corruption: An Empirical Analysis in a Cross-Country Framework Saha, Shrabani |
| A New Test in Parametric Linear Models with Nonparametric Autoregressive Errors Gao, Jiti |
| A Simple Hybrid Bootstrap Test for Predictive Ability Based on Autoregressions Kuo, Biing-Shen |
| Steepest Ascent Tariff Reforms Woodland, Alan |
| Credit Rationing, Macro Volatility, and Industrial Evolution in Developing Countries Bond, Eric |
| Intellectual Property Provisions in North-South Trade Agreements Saggi, Kamal |
| Revisiting Kindness and Confusion in Public Goods Experiments: Comment Bayer, Ralph |
| Credence goods markets: An Experimental Analysis Dulleck, Uwe |
| Discounting and Consumption over an Uncertain Horizon: Draw-down Plans for Family Trusts Thorp, Susan |
| Nesting Yield Curve Shifts and Rotations in a Model of Monetary Policy Shocks Claus, Edda |
| Contagion in Financial Networks Gai, Prasanna |
| A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models Krippner, Leo |
| GMM Estimation of Short Dynamic Panel Data Models With Error Cross Section Dependence Sarafidis, Vasilis |
| Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models Skeels, Christopher |
| First and Second Order Asymptotics of Covariance Structure Models Prokhorov, Artem |
| The “Suite” Smell of Success: Complementary Personnel Practices and Firm Performance Fabling, Richard |
| Export Market Choice For New Zealand Firms Sanderson, Lynda |
| Calculating Poverty Measures from the Beta Income Distribution Chotikapanich, Duangkamon |
| Tax Law Asymmetries and Income Shifting: Evidences from Japanese Capital Keiretsu Onji, Kazuki |
| Tax Evasions, Tax Morale and Institutions Torgler, Benno |
| Practical Monetary Policies Guender, Alfred |
| Structural VAR Approach to Malaysian Monetary Policy Framework: Evidence From Pre- and Post-Asian Crisis Periods Raghavan, Mala |
| Just Good Friends? Relationship Banking and Access to Finance in New Zealand Firms Stevens, Philip |
| Relationship Banking and Access to Finance Imai, Katsushi |
| Testing For Uncorrelated Errors In ARMA Models Nankervis, John |
| Behavioural And Dynamical Scenarios For Contingent Claims Evaluation In Incomplete Markets Pinto, Alberto |
| Value-at-Risk Evaluations in Malaysian Stock Exchange: Heavy-Tailed and Long-Memory-ARCH Approaches Chin, Wencheong |
| Can Capital Requirements Counteract Procyclicality in New Zealand Housing Lending Margins? Ng, Tim |
| 10.00 – 10.30 | Morning Tea |
| 10.30 – 11.30 | Colin Clark Lecture – Stephen Morris |
| 11.40 – 13.10 | Contributed Papers – Parallel Session 4 |
| Combining Forecast Densities from VARs with Uncertain Instabilities Vahey, Shaun |
| Analysing Shock Transmission in a Data-rich Environment: A large BVAR for New Zealand Bloor, Chris |
| Combining Multivariate Density Forecasts Using Predictive Criteria Gerard, Hugo |
| On-Campus Housing: Theory vs. Experiment Guillen, Pablo |
| Performance Incentives and the Dynamics of Voluntary Cooperation Gaechter, Simon |
| Mispricing in the Japanese Corporate Bond Market McKenzie, Colin |
| Testing Conditional Asset Pricing Models: An Emerging Market Perspective Iqbal, Javed |
| Macroeconomic Impacts of Foreign Exchange Reserve Accumulation: A Theory and Some International Evidence Fukuda, Shin-ichi |
| The relative size of New Zealand exchange rate and interest rate responses to news Coleman, Andrew |
| Semiparametric Estimation of Duration Models When the Parameters are Subject to Inequality Constraints and the Error Distribution is Unknown Ranasinghe, Kula |
| Semiparametric estimation of the tail of the error distribution in multivariate regression Silvapulle, Param |
| Robust Rank Regression for Limited Dependent Variable Ghosh, Aurobindo |
| Inferential Methods for Elasticity Estimates Hirschberg, Joe |
| On Assessing the Specification of Propensity Score Models Lee, Wang-Sheng |
| An Examination Of Systematic Risk In a Scaled Market Model: a Conceptual Critique Of The CAPM Using a Closed Index System Gold, Martin |
| Are There Complementarities in Educational Peer Effects? Foster, Gigi |
| Do Research Assessment Exercises Raise the Returns to Publication Quality? Evidence from the New Zealand Market for Academic Economists Tressler, John |
| Nowcasting, Business Cycle Dating and the Interpretation of Information when Real Time Data are Available Shields, Kalvinder |
| The Role of a Tax-Free Threshold: Tax Policy Design and Simulating its Abolition in Australia Creedy, John |
| A Comparison of a Large Number of Model Selection Criteria Qin, Xiaochuan and Reed, W. Robert |
| 13.10 – 14.10 | Lunch |
| 14.10 – 15.40 | Contributed Papers – Parallel Session 5 |
| Regional Energy Demand: An Analysis of Substitution Possibilities for China Hengyun MA, Oxley L, Gibson J and Bonngeun K |
| Elucidating Easter’s Economic Effects Créquer, John |
| How Do Public Announcements Affect the Frequency of Trading in Stocks? Nowak, Sylwia |
| The Location of Crime de Fontenay, Catherine |
| Do Judges Vary in Their Treatment of Race? Abrams, David |
| Preferred Suppliers and Vertical Integration in Auction Markets Burguet, Roberto |
| Comparing Bertrand And Cournot Outcomes In The Presence Of Public Firms Ghosh, Arghya |
| Dynamic Moral Hazard with History-Dependent Reservation Utilities Morfov, Stanimir |
| Booms and Busts as Exchange Options: Valuing the Decision to Enter and Exit from an Emerging Market Miller, Stephen |
| Multinational Ownership And Subsidiary Investment Carlin, Wendy |
| Money, Capital and Unemployment Dutu, Richard |
| Modelling a Regime-Shifting New Zealand Beveridge Curves Holmes, Mark |
| Gains from Migration in a New-Keynesian Framework Engler, Philipp |
| Instability and Nonlinearity in the Euro Area Phillips Curve Stracca, Livio |
| The Impact of Evolving Labor Practices and Demographics on U.S. Inflation and Unemployment Campbell, Carl |
| Two Concerns For The Phillips Curve Siklos, Pierre |
| Using Engel’s Law to Estimate Income Under-Reporting by the Self-Employed Kim, Bonggeun |
| Using Engel Curves to Estimate the Bias in the Australian CPI Barrett, Garry |
| Assessing Graduate Employment In The Presence Of Endogeneity And Sample Selection Bias Blacklow, Paul |
| The Effect of Home Computer Use on Children’s Cognitive and Non-Cognitive Skills Fiorini, Mario |
| Credential Changes and Education Earnings Premia in Australia Coelli, Michael |
| Testing For Price Convergence in Chinese Energy Markets Ma, H |
| The Economic Impact of Foreign Domestic Workers in Malaysia: Estimates from Induced Labour Market Activity Leong, Tan P and Gibson J |
| Ready (or not) to get engaged or get married? Co-movement towards a Monetary or Currency Union amongst Pacific Island Countries Lahari, Willie |
| Keynesian Microeconomics and Institutional Change Kesting, Stefan |
| Do Returns To Schooling Go Up During Transition? Evidence From Vietnam Doan T and Gibson J and Holmes M |
| Assessing Design Options for a Nutrient Trading System Using an Integrated Model Kelly Lock, Suzi Kerr, Tim Cox and Kit Rutherford |
| Modelling the Effects of Socio-Economic Characteristics on Survey Trust: Empirical Evidence from Cameroon Alvin Etan |
| Finding the invisible hand: an objective model of financial markets McLeod, Doug |
| The Location of Crime de Fontenay, Catherine |
| Earnings Mobility in Korea – Pseudo Panel Approach Panel |
| Water, Water Somewhere: The Value of Water in a Drought-Prone Farming Region Grimes, Arthur |
| Credible Assignments and Performance Bonuses in the Minimum Effort Coordination Game Ananish Chaudhuri |
| A Word of Caution on Indices Birks, Stuart |
| 15.50 – 16.50 | Thematic Lecture 4 – Microeconometrics – Martin Browning
|
| 16.50 – 17.20 | Afternoon Tea |
| 17.20 – 18.20 | Thematic Lecture 5 – Toward a Theory of Optimal Tax Systems – Joel Slemrod. Sponsored by the Inland Revenue Department |
| 18.20 – 19.20 | Thematic Lecture 6 – Risk, Institutions and Growth: Why England and Not China? – Avner Greif |
| 19.30 – 22.30 | Symposium Dinner Sponsored by NZIER
Bill Phillips: Man, Money and Machine – Alan Bollard |
