INTERNATIONAL CONFERENCE ON MODELLING ECONOMIC DYNAMICS (MED2008) LONDON, AUGUST 23-25, 2008

Registration: August 23  Time: 10:30 Meeting Room

Welcome Reception 10:45

Session 1:

Session Chair: Ramon Maria-Dolores, Universidad de Murcia

Date: August 23, 2008   Time: 11:00 - 13:00

 

Sovereign default and negotiation: endogenous recovery rates, interest rate spreads and credit ratings

   Presented by: Tamon Asonuma, Boston University; Discussant: Siew Ling Yew, NUS

 

Optimal Financial Contracts in Leveraged Buy Out: a double-sided moral hazard model

   Presented by: Ouidad YOUSFI, EconomiX University of Paris X Nanterre

   Discussant: Pei-Shih Weng, National Central University

 

Banking, Inside Money and Outside Money Presented by: Hongfei Sun, Queen's University

   Discussant: Ramon Maria-Dolores, Universidad de Murcia

 

Lunch Break

Session 2: MED2

Session Chair: Hongfei Sun, Queen's University

Date: August 23, 2008   Time: 14:00 - 17:00

 

The Persistence of Differences in Productivity, Wages, Skill Mixes and Profits Between Firms in a Rapidly Changing Environment

   Presented by: Katsuya Takii, Osaka University, Discussant: Georg Duernecker, European University Institute

 

Econometric and Stochastic General Equilibrium Models for Evaluation of Economic Policies

   Presented by: Keshab Bhattarai, University of Hull

   Discussant: Georg Duernecker, European University Institute

 

Technology Adoption, Turbulence and the Dynamics of Unemployment

   Presented by: Georg Duernecker, European University Institute

   Discussant: Tamon Asonuma, Boston University

 

The Effects of Globalization on International Business Cycle Co-movement

   Presented by: Scott Davis, Vanderbilt University , Discussant: Keshab Bhattarai, University of Hull

Conference Dinner at 7:00  PM

 

 

   

Session 3: MED3

Session Chair: Scott Davis, Vanderbilt University

Date: August 24, 2008   Time: 11:00 - 13:00

 

Optimal social security in a dynastic model with human capital externalities, fertility and endogenous growth

   Presented by: Siew Ling Yew, NUS; Discussant: Bilgehan Karabay, Central Bank of Turkey

 

Asset prices and Exchange rates: A time dependent approach

   Presented by: Giulia Piccillo, Katholieke Universiteit Leuven

   Discussant: Scott Davis, Vanderbilt University

 

Dual Poverty Trap;  Presented by: Masaru Sasaki, Osaka University;

  Discussant: Hongfei Sun, Queen's University

 

Lunch Break

Session 4: MED4

Session Organizer: ,

Session Chair: Masaru Sasaki, Osaka University

Date: August 24, 2008  Time: 14:00 - 17:00

 

TERM STRUCTURE AND THE ESTIMATED MONETARY POLICY RULE IN THE EUROZONE

   Presented by: Ramon Maria-Dolores, Universidad de Murcia

   Discussant: Masaru Sasaki, Osaka University

 

Foreign Direct Investment and Host Country Policies: A Rationale for Using Ownership Restrictions

   Presented by: Bilgehan Karabay, Central Bank of Turkey

   Discussant: Siew Ling Yew, NUS

 

Asymmetry and Long Memory in Dynamics of Interest Rate Volatility

   Presented by: Pei-Shih Weng, National Central University

  Discussant:Giulia

 Piccillo

, Katholieke Universiteit Leuven

Dinner and Closing Ceremony, 7:00 PM

August 25: Optional Tour  of  Attractions of London

INTERNATIONAL CONFERENCE ON MODELLING ECONOMIC DYNAMICS (MED2008) LONDON

 AUGUST 23-25, 2008

Abstract of Papers Presented at the Conference

Sovereign default and negotiation: endogenous recovery rates, interest rate spreads and credit ratings

 Tamon Asonuma, Boston University

Stylized facts of sovereign defaults suggest (1) there might be a negative relationship between recovery rates and additional increase in interest spreads, and (2) given debt/GDP ratio, the countries which have defaulted in the past, might have higher default probability, higher spreads and low credit ratings.  By incorporating additional compoonents together with downgrading in credit ratings which are determined endogenously, in dynamic stochastic small open economy model with default and negotiation, we attempt to explain the negative relationship between recovery and spreads and serial defaults. 

Our quantitative analysis show that (1) there is a negative relationship between recovery rates and additional components in spreads, and (2) under baseline case, default probability is weakly increasing with credit history, implying that the country which has defaulted in the past will have higher probability for next deault than non-defaulters.  Decreasing output cost assumption also strengthens this result. 

Econometric and Stochastic General Equilibrium Models for Evaluation of Economic Policies

 Keshab Bhattarai, Hull University Business School, HU6 7RX, UK

Impacts of economic policies are evaluated applying econometric analyses and stochastic dynamic general equilibrium models for growing economies. Comparing analyses of economic structure and forecasts generated from simultaneous equation, VAR and autoregressive models based on quarterly series from 1966:1 to 2007:3 of UK to those from the stochastic general equilibrium models has provided insights in objective and subjective analyses of underlying economic processes influenced by public policies. While estimates of econometrics models are used in objective formulation of the stochastic dynamic general equilibrium models, the time series of macro variables generated by solving the stochastic economy are employed to test the predictions of econometric analyses by calibrating ratios, variances, covariance and correlations for scientific analyses of economic policy.  Thus this paper shows why econometric analyses and general equilibrium modelling should be considered complementary rather than competitive techniques in economic analyses.

The Effects of Globalization on International Business Cycle Co-movement

 

Scott Davis, Vanderbilt University

The paper examines the impact of globalization on international business cycle co-movement. We specifically look at globalization in the form of trade and financial integration. A two country business cycle model is built with a varying cost of international trade and a varying degree of international financial market completeness. The effects of trade and financial integration are examined both separately and together. While it is clear that globalization will lead to increased consumption co-movement, the impact on production and labor is less clear. Trade integration will lead to higher co-movement, but financial integration will lead to less.

Technology Adoption, Turbulence and the Dynamics of Unemployment

 Georg Duernecker, European University Institute, Department of Economics

The divergence of unemployment rates between the U.S. and Europe coincided with a substantial acceleration in capital-embodied technical change in the

late 70's. Furthermore, evidence suggests that European economies have been lagging behind the U.S. in the adoption and usage of new technologies. This paper argues that the pace of technology adoption plays a fundamental role for how an economy's labor market reacts to an acceleration in capital-embodied growth. The framework proposed offers an appealing and novel explanation for the divergence of unemployment rates across economies that are hit by the very same shock (i.e. the acceleration in embodied technical change) but differ in their technology adoption. Moreover, we challenge the conventional wisdom that high European unemployment is the result of institutional rigidities by claiming that institutions are not the principal cause per se but they rather amplify certain forces that promote the emergence of high unemployment.

Foreign Direct Investment and Host Country Policies: A Rationale for Using Ownership Restrictions

Bilgehan Karabay, The Central Bank of the Republic of Turkey

This paper examines host governments’ motivations for restricting ownership shares of multinational firms (MNFs) in foreign direct investment (FDI) projects. A host country has a profitableinvestment opportunity such as an advantage in producing a particular good. If the MNF undertakes this project it can create a higher surplus than local firms (LFs) due to its firm-specific advantage. The magnitude of this additional surplus depends on the effort level chosen by the MNF and the size of the firm-specific advantage the MNF has. The host government wants to capture the project’s rent yet cannot observe the extra surplus created by the MNF. In contrast, in the case of a joint venture (JV), a JV partner can observe this surplus. The host government can alleviate its informational constraints by using ownership restrictions to force a JV. This calls into question the wisdom of calls for ‘liberalizing’ FDI flows by the wholesale elimination of domestic JV requirements. We show that the optimal mechanism involves ownership restrictions that decrease as the size of the MNF’s firm-specific advantage increases.

TERM STRUCTURE AND THE ESTIMATED MONETARY POLICY RULE IN THE EUROZONE

 Ramón María-Dolores, University of Murcia

Jesús Vázquez, University of the Basque country

In this paper we estimate a standard version of the New Keynesian Monetary (NKM) model augmented with term structure in order to analyze two issues. First, we analyze the effect of introducing an explicit term structure channel in the NKM model on the estimated parameter values of the model, with special emphasis on the interest rate smoothing parameter using data for the Eurozone. Second, we study the ability of the model to reproduce some stylized facts such as highly persistent dynamics, the weak comovement between economic activity and inflation, and the positive, strong comovement between interest rates observed in actual Eurozone data. The estimation procedure implemented is a classical structural method based on the indirect inference principle. The estimation results show that (i) policy inertia and persistent policy shocks are significant determinants in the estimated monetary policy rule; (ii) the term spread only plays a role when a backward-looking policy rule is assumed; and (iii) the model under a backward-looking rule is close to replicating the observed weak comovement between output and inflation at short-term forecast horizons and the strong, positive comovement between interest rates at medium and long-term forecast horizons.

Asset prices and Exchange rates: A time dependent approach

 Giulia Piccillo, Katholieke Universiteit Leuven

This paper studies the relationship between the exchange rates and the asset prices. It takes the approach of order flows to exchange rates. Specifically, it focuses on the effect of a time varying risk aversion. The switch in the parameter causes the equilibrium of the system to alternate between two regimes: an optimistic and a pessimistic one.

The paper is complete of a wide empirical section where the two equilibria are identified and specified for three of the main world markets. The regimes appear to be persistent and consistent with the existing literature on risk aversion. The analysis uncovers a new development for exchange rate microstructure models.

Overall the results show a strong potential for this evolution. 3 of the 4 markets studied are consistent with both the order flow and the Markov switching model. The markets analyzed are the UK, Switzerland, Germany and Japan.

Dual Poverty Trap

 Ryo Horii,Graduate School of Economics, Tohoku University

Masaru Sasaki, Institute of Social and Economic Research, Osaka University

This paper constructs an overlapping generations model of search equilibrium that analyzes intergenerational and coordination traps simultaneously. When parents are uneducated, their children often face difficulty in finishing school and therefore are likely to remain uneducated. In addition, if children expect that other children of the same generation will not receive an education, they

expect that firms will not create enough jobs for educated people and thus are discouraged from schooling. These two mechanisms of poverty trap reinforce each other, creating a dual poverty trap. Escaping from the trap requires a combined, not separate, implementation of financial assistance for schooling, and

policies for changing agents’ expectations.

Banking, Inside Money and Outside Money

 Hongfei Sun, Queen's University

This paper presents an integrated theory of money and banking. I address the following question: when both individuals and banks have private information, what is the optimal way to settle debts? I develop a dynamic model with micro-founded roles for banks and a medium of exchange. I establish two main results: first, markets can improve upon the optimal dynamic contract at the presence of private information. Market prices fully reveal the aggregate states and help solve the incentive problem of the bank. Secondly, it is optimal for the bank to require loans be settled with short-term inside money, i.e., bank money that expires immediately after the settlement of debts. Short-term inside money makes it less costly to induce truthful revelation and achieve more efficient risk sharing.

The Persistence of Differences in Productivity, Wages, Skill Mixes and Profits Between Firms in a Rapidly Changing Environment

Katsuya Takii, Osaka School of International Public Policy

Osaka University

In this paper, we construct a dynamic assignment model that can provide a unified explanation of persistent differences in productivity, wages, skill mixes and profits between firms in a changing and uncertain environment.  Large expected organization capital (firm-specific knowledge) attracts skilled workers, who help to accumulate organization capital.  Accumulated large organization capital, in turn, confirms high expectations.  This positive feedback brings about persistent differences in these variables in an uncertain environment.  We estimate parameters and simulate the model.  Our results show that a positive assignment mechanism accounts for a large part of the observed persistence; the difficulty of estimating organization capital plays only an auxiliary role. 

Asymmetry and Long Memory in Dynamics of Interest Rate Volatility

Pei-Shih Weng (PhD Candidate), Department of Finance, National Central University, Taiwan.

Empirically, the conditionally heteroskedastic volatility effect in short rate volatility process has been presented for broad discussion, and the long memory phenomena is also tested. However, these two effects have been never involved together to model the

dynamics of short rate volatility. This paper introduces a asymmetry and long memory conditional variance model, says FIEGARCH, to model the dynamics of short-term interest rate volatility on the three-month U.S. Treasury bills. By finding the significant estimates, we recognize the necessity of the asymmetric volatility function with the long memory property. Our results also show that the nonlinearity is not a necessary fact for the short rate drift, instead, the asymmetric specification plays an important role in the mean function. Finally, according to the comparison for the prediction of the volatility dynamics, the FIEGARCH shows better forecasting ability, especially in monthly frequency.

Optimal social security in a dynastic model with human capital externalities, fertility and endogenous growth

Siew Ling Yew, National University of Singapore;

Jie Zhang National University of Singapore and University of Queensland

In this paper we investigate the optimal scale of Pay-As-You-Go social security in a dynastic family model with human capital externalities, fertility and endogenous growth. Human capital externalities reduce the return to human capital investment and hence lead to under-investment in human capital and over-reproduction of the population. If the taste for the number of children is sufficiently weak relative to the taste for the welfare of children, social security can be welfare enhancing by reducing fertility and raising human capital investment per child.

Optimal Financial Contracts in Leveraged Buy Out: a double-sided moral hazard model

Ouidad YOUSFI, EconomiX University of Paris X Nanterre

We consider a double moral hazard model with three agents: the entrepreneur, the LBO fund and the bank. The entrepreneur and the LBO fund have to exert efforts in order to improve the productivity of their project; efforts are not observable. We show that the bank's payments decrease with the outcome of the project. When the project is not very risky, the entrepreneur and the LBO fund exert first best efforts and they get equal shares of the project's outcome. When it is highly risky, debt gives high powered incentives to the two agents to provide efforts but it still not sufficient to induce them to provide the first best efforts. However, these efforts are more efficient than those that could be provided if the entrepreneur asks the LBO fund for advice and money. Moreover, when the entrepreneur asks for advice from a consultant and for money from a bank, they get equal shares whether the project is very risky or not. When the project is lowly risky, the identity of the advisor (consultant/ LBO fund) is irrelevant. When it is highly risky, the optimal financial structure of capital depends on the impact of their efforts on the performance of the project.

 

 

Programme Committee

 

Keshab Bhattarai:University of Hull, UK

Georg Duernecker:European University Institute , Italy

Katsuya Takii, Osaka University, Japan

 

 

Conference venue and directions:

Travelodge London Kings Cross Royal Scot Hotel

100 Kings Cross Road, London,   WC1X 9DT

Tel: 0871 984 6272;    Fax: 0207 833 8261.

 

This venue is 4 minutes walking distance from the London Kings' Cross Station.

 

Directions from the King' Cross Station, N1 9AP

(According to Route Planner):

 

0.4 mi (about 4 mins)

1. Head north on A5200/York Way toward Caledonia St 151 ft

2.Turn right at Caledonia St 367 ft

3.Turn right at A5203/Caledonian Rd 308 ft

4.Turn left at A501/Pentonville Rd 269 ft

5. Slight right at A201/King's Cross Rd 0.2 mi

 

 

 

 

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