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Program: Fifth CIREQ Ph.D. Students’ Conference

Cinquième colloque CIREQ des étudiants de doctorat /
Fifth CIREQ Ph.D. Students’ Conference

Montréal, 26 mai / May 2009

PROGRAMME / PROGRAM


8:15 – 8:50

Inscription / Registration

8:50 – 9:00

Mot de bienvenue / Welcome address : Professor Rui Castro (Université de Montréal, CIREQ)

9:00 – 10:30

SÉANCES PARALLÈLES I / PARALLEL SESSIONS I

 

MACRO / LABOUR

  Ballroom, 3e étage / 3rd floor

 

Président / Chair : Constant A. Lonkeng Ngouana (Université de Montréal, CIREQ)

 

Kunio Tsuyuhara (University of Toronto)
Repeated Moral Hazard with Worker Mobility via Directed On-the-Job Search

Yang Zao (Concordia University, CIREQ)
A Two Sector Model in a Small Open Economy
 
Ng. Ha Dao
(Université du Québec à Montréal)
Asymmetric Information, Wage Dispersion and Unemployment Fluctuations
 
Catherine Alexandra Milot (Université d’Ottawa)
Can Altruism Invert Low-Skilled Immigrants’ Negative Impact on Sustainable Fiscal Policy?

 

IO / MECHANISM DESIGN

Boardroom 404, 4e étage / 4th floor

 

Président / Chair : Xin Meng (University of Manitoba)

 

David Byrne (Queen’s University)
Can Altruism Invert Low-Skilled Immigrants’ Negative Impact on Sustainable Fiscal Policy?
 
Sophie Bernard (Université d’Ottawa)
Remanufacturing
  
Paul Samuel Njiki Njiki (Université de Montréal, CIREQ)
Optimal Threat in Efficient Mechanism Design
  
Hikmet Gunay, Xin Meng (University of Manitoba)
Exposure Problem in Multi-Unit Auctions

 

FINANCIAL ECONOMETRICS

Boardroom 403, 4e étage / 4th floor

 

Président / Chair : Rachidi Kotchoni (Université de Montréal, CIREQ)

 

Nick Xuhui Pan (McGill University, CIREQ)
Pricing Commodity Options with Mean-Reverting Processes and Stochastic Volatility
 
Marine Carrasco (Université de Montréal, CIREQ, CIRANO), Rachidi Kotchoni (Université de Montréal, CIREQ)
Assessing the Nature of Pricing Inefficiencies via Realized Measures
 
Bo-Young Chang
(McGill University, CIREQ), Peter Christoffersen, Kris Jacobs (McGill University, CIREQ, CIRANO)
Market Volatility, Skewness, and Kurtosis Risks and the Cross-Section of Stock Returns

10:30 – 10:45

Pause / Break

10:45 – 12:15

SÉANCES PARALLÈLES II / PARALLEL SESSIONS II

 

INSTITUTIONS & GOVERNANCE

 Ballroom, 3e étage / 3rd floor

 

Président / Chair : Bok Hoong Young Hoon (McGill University, CIREQ)

 

Burcin Col (McGill University, CIREQ)
Market Volatility, Skewness, and Kurtosis Risks and the Cross-Section of Stock Returns
  
Simin Seury (York University) 
Inward Foreign Investment, Corruption and Firm’s Ability : Firm-Level Evidence from Transition Economies
  
Yong Lee (McGill University, CIREQ)
Corporate Governance, Cash Holding, and the Cost of Debt

 

NATURAL RESOURCES & ENVIRONMENT

Boardroom 404, 4e étage / 4th floor

 

Président / Chair : Eleftherios Filippiadis (Concordia University, CIREQ)

 

Octave Keutiben (Université de Montréal, CIREQ)

  
Jianqiao Liu (Université d’Ottawa)
Tradable Permits under Environmental and Cost-Reducing R&D
  
Bruno Nkuiya Mbakop (Université de Montréal, CIREQ)
The Effects of the Length of the Period of Commitment on the Size of Stable International Trade Agreement
  
Effrosyni Diamantoudi, Eleftherios Filippiadis (Concordia University, CIREQ)
The Effects of the Length of the Period of Commitment on the Size of Stable International Trade Agreement

 

APPLIED ECONOMETRICS

Boardroom 403, 4e étage / 4th floor

 

Président / Chair : Bo-Young Chang (McGill University, CIREQ)

 

Justin Johnson Kakeu Kengne (Université de Montréal, CIREQ)
Estimation of the Hotelling Rule under Stochastic Investment
  
Xisong Jin (McGill University, CIREQ)
The Conditional Dynamic Dependences between Herding and Return : Evidence from US Equity Market
  
Calvin Atewamba (Université de Montréal, CIREQ)
Bayesian Estimation of the Hotelling Rule under Increasing Average Extraction Cost

12:15 – 13:15

Lunch

13:15 – 14:00

PLÉNIÈRE / PLENARY SESSION : Ballroom, 3e étage / 3nd floor
Georges Tsafack Kemassong (Sawyer Business School, Suffolk University, Boston)
Financial Crisis and Potential Research Avenues
 

   

14:00 – 15:30

SÉANCES PARALLÈLES III / PARALLEL SESSIONS III

 

GAME THEORY

 Ballroom, 3e étage / 3rd floor

 

Président / Chair : Simin Seury (York University)

 

Messan Agbaglah, Lars Ehlers (Université de Montréal, CIREQ)
Overlapping Coalitions, Bargaining and Networks
  
Maryam Dilmaghani (McGill University, CIREQ)
Overlapping Coalitions, Bargaining and Networks
  
Walid Marrouch (HEC Montréal), Lucia Sbragia (Durham University)
A Trade-Environment Coalition Game
  
Marie-Hélène Cloutier (Université de Montréal, CIREQ), Guillaume Fréchette (New York University)
An Experimental Analysis of Game Complexity

 

ECONOMETRIC THEORY

 Boardroom 403, 4e étage / 4th floor

 

Président / Chair : Firmin Doko Tchatoka (Université de Montréal, CIREQ)

 

Roman Tymkiv (Université de Montréal, CIREQ)
Temporal Irreversibility of Time Series : Circulation and its Economic Applications
 
Mohammed Bouaddi (HEC Montréal)
Simultanuous Estimation of the Structural Parameters and the Latent Instrument in the Endogenous Regressors Models in a Data Rich Environment
  
Barnabé Djégnéné (Université de Montréal, CIREQ), William McCausland (Université de Montréal, CIREQ, CIRANO)
The Hessian Method with Cross-Correlation
  
Firmin Doko Tchatoka (Université de Montréal, CIREQ), Jean-Marie Dufour (Université de Montréal, CIREQ, CIRANO)
Weak Identification and Confidence Sets for Covariances between Errors and Endogenous Regressors : Finite-Sample and Asymptotic Theory

 

MONETARY POLICY & HOUSING

 Boardroom 404, 4e étage / 4th floor

 

Président / Chair : Horatio M. Morgan (Simon Fraser University)

 

Daniel Solomon (Université de Montréal, CIREQ), Jing Yang (Bank of England)
Bank Capital, Housing and Credit Constraints
  
Kinda Hachem (University of Toronto)
Relationship Lending and the Transmission of Monetary Policy
   
Constant A. Lonkeng Ngouana (Université de Montréal, CIREQ)
Household Production, Services and Monetary Policy
  
Horatio M. Morgan (Simon Fraser University)
Household Production, Services and Monetary Policy

15:30 – 15:45

Pause / Break

15:45 – 17:00

SÉANCES PARALLÈLES IV / PARALLEL SESSIONS IV

 

 MACRO / DEVELOPMENT

 Ballroom, 3e étage / 3rd floor

 

Président / Chair : Tommy Tung On Wu (Queen’s University)

 

John Serieux, Anupam Das (University of Manitoba) 
What Does the Negative Aid-Savings Relationship Really Mean?
  
Subrata Sarker (University of British Columbia)
Ramsey Optimal Fiscal Policy in Emerging Countries : Is it Procyclical??
 
Tommy Tung On Wu (Queen’s University)
Gain from Openness Through Multinational Enterprises and Technology Diffusion

 

EMPIRICAL ECONOMICS

 Boardroom 404, 4e étage / 4th floor

 

Président / Chair : Marcos Agurto (University of British Columbia)

 

Nicolas Lepage-Saucier (Université du Québec à Montréal)
Can Employment Protection Increase Work Hours Volatility? Evidence from Canadian Provinces
  
Jason Dean (McGill University, CIREQ)
Does Foreign Human Capital Help Immigrants Find Jobs Related to their Education?
  
Marcos Agurto (University of British Columbia)
The Role of Social Capital in the Adoption of Firewood Efficient Stoves in the Northern Peruvian Andeans

17:00

FIN / END

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