First Annual Economics Alumni Conference

June 19, 2004


Conference Schedule

The conference sessions will begin at 8:50 a.m. on Saturday, June 19, 2004 in Room 9420 of the Social Science Centre at the University of Western Ontario. 

Saturday, June 19, 2004

9:00 a.m.

SESSION I:  Matching and Middlemen

Chair: Al Slivinski (Chair, Department of Economics, UWO)


“Rock Concert Pricing and Anti-Scalping Laws: Selling to an Input”
Lutz-Alexander Busch (University of Waterloo) and Phil Curry (Simon Fraser University)
  “Networks, Matching, and Search with Heterogenous Agents”
Tilman Klumpp (Indiana University)
10:30 a.m.

Coffee Break

10:45 a.m. SESSION II:  The Econometrics of Asset Returns and Trades

Chair: Cillian Ryan (The University of Birmingham)

  “Alternative Specifications of Stochastic Volatility Asset Return Models: Theoretical and Empirical Comparisons”
George J. Jiang (University of Arizona), John L. Knight and Grant G. Wang (Norkom Technologies)
  “Estimation of the Stochastic Conditional Duration Model by the Empirical Characteristic”
Cathy (Qiao) Ning 
(The University of Western Ontario)
12:15 p.m.


1:45 p.m. SECTION III:  Money, Investment Risk and Growth

Chair: Martin Gervais (The University of Western Ontario)

  “Uninsurable Investment Risks”
Cesaire Meh (Bank of Canada) and Vincenzo Quadrini
  “State-Dependent Transfers in an Inventory Theoretic Model of Money Demand”
Hing-Lun (Jonathan) Chiu (The University of Western Ontario)

3:15 p.m.

Coffee Break

3:30 p.m.

SESSION IVData Meets Theory -- and Vice Versa

Chair: John Henderson (Lambton College)


“Testing Equilibrium Behaviour at First-Price, Sealed-Bid Auctions with Discrete Bid Increments”
Harry J. Paarsch and Jacques Robert (HEC Montreal)


“The Living Arrangement Dynamics of Sick, Elderly Individuals”
Benoit Dostie and Pierre Thomas Leger (HEC Montreal)

6:30 p.m.

Barbecue at Al Slivinski's home
105 Askin Street
438-0602 or 319-3830