Quantitative Sustainable Economics and Finance Time: 11.20 am Date: 23th of May 2024 Room 3005 Chiara Colesanti (University of Zurich - LSE, Grantham Institute) "A study of nature risk pricing" Abstract :We introduce a novel dataset provided by S&P Global that contains company-level information on nature dependence and nature impact. Based on these metrics we […]
Quantitative Sustainable Economics and Finance Time: 12.10 pm Date: 23th of May 2024 Room 3005 Emanuele Campiglio (University of Bologna) "Warning words in a warming world" Abstract :We study climate-related central bank communication using a novel dataset containing 32,359 speeches from 131 central banks over the 1986-2021 period. We employ natural language processing techniques to […]
Macro seminar Time : 12h15 - 13h30 Date : 27 Mai 2023 Salle 3001 Ivan SHCHAPOV (Ecole Polytechnique-CREST) "Monetary Tightening, Quantitative Easing, and Financial Stability" Abstract: This paper analyses central bank balance sheet policies in a framework with banks facing occasionally-binding leverage constraints and endogenous disruptions in financial intermediation. Whilst central bank balance sheet expansions […]
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:15 pm Date: 27th May 2024 Place: Room 3001 Nicolas Schreuder (CNRS, Université Gustave Eiffel) - Efficient estimation of kernel mean embeddings Abstract: Kernel mean embeddings are a powerful tool to represent probability distributions over arbitrary spaces as single points in a Hilbert […]
Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date : 29/05/2024 Salle : 3001 Dorothea KÜBLER (WZB Berlin) - “TBA" CV : TBA Organisateurs : Julien COMBE (Pôle d'Economie du CREST) Yves Le YAOUNQ (Pôle d'Economie du CREST) Matias NUNEZ (Pôle d'Economie du CREST) Commanditaires : CREST
Macro seminar Time : 12h15 - 13h30 Date : 22 Avril 2024 Salle 3001 Marica VALENTE (University of Innsbruck) "Informal Employment From Migration Shocks" Abstract: We propose a new “forensic” approach to detect and quantify informal employment resulting from irregular migration shocks. Focusing on a largely informal sector, agriculture, and on the exogenous variation from […]
Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date : 05/06/2024 Salle : 3001 Daphne SKANDALIS (University of Copenhagen) - "Motherhood and the Cost of Job Search" coécrit avec Arnaud Philippes" CV : After losing their job, mothers have a 8.9% lower job finding rate than similar women with no children in […]
Macro seminar Time : 12h15 - 13h30 Date : 10 June 2024 Salle 3001 Lukas MAHLER (Univ of Mannheim) "Efficiency and Equity of Education Tracking: A Quantitative Analysis" Abstract: We study the long-run aggregate, distributional, and intergenerational effects of school tracking—the allocation of students to different types of schools—by incorporating school track decisions into a […]
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date : 11th of June : Room : 3001 Clemence TRICAUD (UCLA Anderson School of Management) - Gender and Electoral Incentives: Evidence from Crisis Response Abstract : This paper provides new evidence on why men and women leaders make different choices. […]
Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date : 12/06/2024 Salle : 3001 Paula ONUCHIC (University of Oxford) - "Disclosure and Incentives in Teams" CV : We consider a team production environment augmented by a stage in which the team decides how to communicate its productive outcome to outside observers. In […]
Finance & Financial Econometrics : Time: 11:00 am Date: 13th of June2023 Room 3001 Frederik KRABBE (University of Aarhus) "Asymptotic Properties of The Maximum Likelihood Estimator for Markov-Switching Observation-Driven Models" Abstract : In this paper, we study the asymptotic properties of the maximum likelihood estimator for a so-called Markov-switching observation-driven model. The Markov-switching observation-driven model […]
Macro seminar Time : 12h15 - 13h30 Date : 17 Juin 2024 Salle 3001 Béatrice CHERRIER (CREST) "t.b.a." Abstract: t.b.a. Organizers : Jean-Baptiste MICHAU