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 |
