Finance & Financial Econometrics : Time: 11.30 am Date: 07th of December 2023 Room 3001 Weifeng JIN (Univ. of Barcelona ) "Estimation of Time Series Models Using the Empirical Distribution of Residuals" Abstract : Nonfundamental representations of univariate processes have been applied in the fields of Macroeconomics and Finance to describe nonlinear dynamics resulting from […]
Macro seminar Time : 12h15 - 13h30 Date : 11 Décembre 2023 Salle 3001 SAUMITRA Jha (Stanford GSB) "t.b.a." Abstract: Alessandro RIBONI (CREST)
Macro seminar Time : 12h15 - 13h30 Date : 11 Décembre 2023 Salle 3001 Yuanzhe Tang (CREST) "t.b.a." Abstract: Grégory CORCOS (CREST)
Paris Econometrics Seminar CREST - PSE - Sciences Po Time: 04:15 pm - 05:30 pm Date: 11th of December Location: PSE Guillaume Pouliot (Harris School of Public Policy) - Abstract : Coauthored with Organizers: Elia Lapenta - CREST/ENSAE Philipp Ketz - CNRS/PSE Clément de Chaisemartin – Sciences Po Sponsors: CREST
Quantitative Sustainable Economics and Finance Time: 11.30 am Date: 21th of December 2023 Room 3001 Frederick VAN DER PLOEG (University of Oxford) "Battle of the Markups : Conflict Inflation and the Aspirational Channel of Monetary Policy Transmission" Abstract : After the post-Covid rise in inflation, a debate has emerged whether this inflation is "seller-driven" and, […]
Macro seminar Time : 12h15 - 13h30 Date : 08 Janvier 2024 Salle 3001 Sampreet Goraya (Stockholm School of Economics) "Climate Change, Firms and Aggregate Productivity" Abstract:This paper presents a general equilibrium structural framework that separates the effects of temperature on firm-level demand, productivity, and input allocative efficiency to examine the aggregate productivity losses caused […]
Applied Micro Seminar Time: 12:15 pm - 13:30 pm Date: 09th of January Room : 3001 Lutz Sager (Georgetown University ) "Clean Identification? The Effects of the Clean Air Act on Air Pollution, Exposure Disparities and House Prices" Abstract : We assess the US Clean Air Act standards for fine particulate matter (PM2.5). Using […]
Applied Seminar Time: 12:15 pm - 13:30 pm Date: 10th of January Room : 3001 Anais Galdin (Princeton) "Resilience of Global Supply Chains and Generic Drug Shortages" Abstract :This paper studies the lack of resilience of global pharmaceutical supply chains since 2009 and the extent to which the offshoring of manufacturing plants to South-East […]
Finance & Financial Econometrics : Time: 11.00 am Date: 11th of January 2023 Room 3001 Alexis DERUMIGNY (Delft University of Technology) "Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions" Abstract : Kendall's tau and conditional Kendall's tau matrices are multivariate (conditional) dependence measures between the components of a random vector. […]
Micro Seminar Time: 12:15 pm - 13:30 pm Date: 11th of January Room : 3001 Yuki Tamura (NYU Abu Dhabi) "Obviously Strategy-proof Rules for Object Reallocation” Abstract : For object reallocation problems, Bade (2019) defines a rule, the “crawler”, and shows that on the domain of single-peaked preferences, this rule satisfies efficiency, the endowments […]
Micro Seminar Time: 12:15 pm - 13:30 pm Date: 11th of January Room : 3001 Sulagna Dasgupta (Chicago) "Screening Knowledge” Abstract :A principal (she) tests an agent’s (he) knowledge of a subject matter. She has preferences over his unobserved quality, which is correlated with his knowledge. Modeling knowledge as beliefs over an unknown state, […]
Micro Seminar Time: 12:15 pm - 13:30 pm Date: 15th of January Room : 3001 Gregorio Curello (Bonn) "The comparative statics of persuasion" Abstract : In the canonical persuasion model, comparative statics has been an open question. We answer it, delineating which shifts of the sender's interim payoff lead her optimally to choose a […]