2006 Workshop on Modern Economics
2006 National Summer School of Econometrics and Financial Econometrics,
And
Wang Yanan Institute for Studies in Economics, Xiamen University,
August 5, 2006
Section 0（8:30 am-8:35am, Jiageng Building5-105） Opening Remark
Guojin Chen, WISE, Xiamen University
Section 1（8:35 am-9:20am,Jiageng Building5-105）Keynote Speech 1
Section Chair: Zhenlong Zheng，WISE, Xiamen University
“Generalized Spectral Analysis with Application to Economics and Finance”, Yongmiao Hong, Cornell University, USA
Section 2a（9:20 am-10:20am , Jiageng Building5-105）Econometrics and Financial Econometrics 1
Section Chair: Ying Fang, WISE, Xiamen University
[1] 9:20 -9:40: “Self-Similar Processes in Modeling Long-Range Dependence and Heavy Tailedness of German Equity Market Volatility”, Wei Sun, Svetlozar Rachev , Frank J. Fabozzi, Institute for Statistics and Mathematical Economics University of Karlsruhe, Germany.
[2]9:40-10:00: “Cointegrated VAR Analyses of Ireland (2004)’s Hybrid DSGE and SVAR Model”, Stephen X. Mao, University of Copenhagen
[3] 10:00-10:20: “基于遗传算法的指数基金自动构建模型”, 谭治国, 西南财经大学
Section 2b（9:20 am-10:20am , Jiageng Building5-107）Microeconomics 1
Section Chair: Kailing Shen, WISE, Xiamen University
[1] 9:20 -9:40: “Overconfidence and Leader Selection in Uncertainty Environment”, Pinghan Liang , Department of Economics, Universitat Autonoma de Barcelona
[2] 9:40-10:00: “Screening，Bribe and Economic Efficiency: What Can We See From The Theory of Anti-commons? ”, Qianwei Ying, Zhang Guangnan , Lingnan Collage, Sun Yat-sen University
[3] 10:00-10:20: “Efficient control of transboundary pollution in a federal system”, Yihang Shao, Shulin Hong , Xiamen University
10:20-10:50: Coffee Break
Section 3a (10:50 am-11:50am Jiageng Building5-105) finance 1
Section Chair: Bin Chen, Cornell University, USA
[1] 10:50-11:10:“A Measure of Risk and a Decision Making Model Based on Expected Utility and Entropy”, Jiping Yang, Beihang University
[2] 11:10-11:30: “Performances of Overconfidence and Regret Aversion on Return Distributions: Evidences from China’s Stock Markets.” Fenghua Wen, Delong Huang, Xiaoguang Yang, Academy of Mathematics and Systems Science
[3] 11:30-11:50: “期货市场保证金调整的市场风险控制作用及制度改革——来自大连商品交易所的实证分析” , 蒋贤锋，史永东, 东北财经大学金融学院和应用金融研究中心
Section 3b (10:50 am-11:50am，Jiageng Building5-107) Macroeconomics 1
Section Chair: CY Sin, WISE, Xiamen University
[1] 10:50-11:10: “经济增长、资本形成和程式化事实研究”, 邹卫星, 房 林, 南开大学经济研究所, 天津财经大学经济系
[2] 11:10-11:30: “Markov机制转换模型研究——在我国经济增长分析中的应用”, 王建军, 厦门大学计划统计系
[3] 11:30-11:50: “区域经济收敛与比较优势发展战略：基于行业的动态Panel模型分析”, 朱建华, 新疆财经学院统计系
12:00pm-2:00pm: Lunch
Section 4（2:00 pm-2:50pm，Jiageng Building5-105）Keynote Speech 2
Section Chair: Guojin Chen, WISE, Xiamen University
“How to Conduct Research in Economics and Finance”Maozu Lu, University of Southampton, UK, and WISE, Xiamen University
Section 5a（2:50 pm-3:50pm，Jiageng Building5-105）Econometrics and Financial Econometrics2
Section Chair: Stephen X. Mao, University of Copenhagen
[1] 2:50-3:10: “参数与非参数GARCH模型的预测能力比较”, Lu Wanbo, Statistics School, Southwestern University of Finance and Economics
[2] 3:10-3:30: “奇异点的筛选与判别”，白万平，贵州财经学院
[3] 3:30-3:50: “交易量，日历效应与股价波动性—基于2001~2005年中国证券市场的经验分析”, 夏 天 , 胡日东, 陈燕武, 华侨大学商学院
Section 5b（2:50pm-3:50pm，Jiageng Building5-107）Microeconomics 2
Section Chair: Pinghan Liang , Universitat Autonoma de Barcelona
[1] 2:50-3:10: “软件产品垄断的经济学分析”, 张昭时 ,浙江大学经济学院
[2] 3:10-3:30:: “企业进入与行业利润率：对中国钢铁产业的实证研究”, 陈伟刚，中南大学
[3] 3:30-3:50: “论我国供热行业的价格管制模式” ,王卓君, 中国人民大学经济学院
3:50pm-4:20pm: Coffee Break
Section 6a（4:20pm-5:20pm, Jiageng Building5-105）Finance 2
Section Chair: Jiping Yang, Beihang University
[1] 4:20-4:40: “金融自由化和公司融资约束——来自中国股票市场的经验证据”, 范长平, 厦门大学经济学院金融系
[2] 4:40-5:00: “异质性信念作用下的证券价格：对中国股票市场两信念均衡模型的检验”，赵建，山东大学经济研究中心
[3] 5:00-5:20: “中国保险公司偿付能力恶化预测研究”，周县华，吉林大学商学院
Section 6b（4:20pm-5:20pm, Jiageng Building5-107 ）Macroeconomics 2
Section Chair: 邹卫星, 南开大学经济研究所
[1] 4:20-4:40::中国房地产价格指数走时可以预测吗？－基于先行指标体系的模拟和预测，孙 蕾，厦门大学
[2] 4:40-5:00: “货币供给、产出与价格关系的实证研究——从货币供应量目标到通货膨胀目标制”, 罗煜, 中国人民大学财金学院高级金融实验班
[3] 5:00-5:20: “人民币汇率制度走向浅析——声誉模型的应用” , 涂晋昌，江西财经大学金融学院
[4] 5:20-5:40: “城镇居民消费结构分析及对策研究---以淮安市为例”, 孙爱军, 淮阴师范学院经济与管理系
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