To answer your titular question, there are at least two effects here (depending on how you count them). Compositing and Tracking.
1) Tracking – As mentioned by a previous poster, Mocha in the newer AE or the regular tracking tools in older versions may do it for you, or you may need an actual 3d tracking program. However you do it, the basic thing is: you need to get information into AE on how the wall moves in relation to your comp window.
2) Compositing – As mentioned by a previous poster, you will need to use blend modes, masking, color correction etc. on your text to make it appear to naturally appear in the scene.
3) Rotoscoping Some people consider this part of compositing, other people would list it separately because it’s so time-consuming and complex. Basically this involves cutting out foreground objects (people, poles, etc) on a duplicate footage layer above the text layer. This enables the foreground objects (such as the person in the video you posted) to appear in front of the text.
Another important part of compositing your text (or any cg element) into your scene is to match the video noise and grain in your scene onto your cg element. Sometimes this can be accomplished simply by applying the noise effect at a very low percentage, other times it requires more complex Match Grain functions.
So that should help you with the names of the effects for which you were looking.
Good luck.
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