Sophocles MAUROEIDIS (Oxford) “t.b.a.”
Macro seminar Time : 12h15 - 13h30 Date : 04 Décembre 2023 Salle 3001 Sophocles MAUROEIDIS (Oxford) "t.b.a." Abstract: Grégory CORCOS (CREST)
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Anindya DE (University of Pennsylvania) – “Testing convex truncation”
Statistical Seminar: Every Monday at 2:00 pm. Time: 3:00 pm - 4:00 pm Date: 4th December 2023 Place: ZOOM Anindya De (University of Pennsylvania) "Testing convex truncation" Abstract: We study the basic statistical problem of testing whether normally distributed n-dimensional data has been truncated, i.e. altered by only retaining points that lie in some unknown truncation […]
Jean-Jacques Forneron (Boston University) – “t.b.a”
Paris Econometrics Seminar CREST - PSE - Sciences Po Time: 04:15 pm - 05:30 pm Date: 4th of December Zoom : Jean-Jacques Forneron (Boston University) - Abstract : Coauthored with Organizers: Elia Lapenta - CREST/ENSAE Philipp Ketz - CNRS/PSE Clément de Chaisemartin – Sciences Po Sponsors: CREST
Massimiliano CAPORIN (Univ. Padova) “Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach”
Finance & Financial Econometrics : Time: 10.30 am Date: 07th of December 2023 Room 3001 Massimiliano CAPORIN (Univ. Padova) "Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach" Abstract : We address the construction of Realized Variance (RV) forecasts by exploiting the hierarchical structure implicit in available decompositions of RV. We propose a […]
Weifeng JIN (Univ. of Barcelona ) “Estimation of Time Series Models Using the Empirical Distribution of Residuals”
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 […]
SAUMITRA Jha (Stanford GSB) “t.b.a.”
Macro seminar Time : 12h15 - 13h30 Date : 11 Décembre 2023 Salle 3001 SAUMITRA Jha (Stanford GSB) "t.b.a." Abstract: Alessandro RIBONI (CREST)
Yuanzhe Tang (CREST) “t.b.a.”
Macro seminar Time : 12h15 - 13h30 Date : 11 Décembre 2023 Salle 3001 Yuanzhe Tang (CREST) "t.b.a." Abstract: Grégory CORCOS (CREST)
Guillaume Pouliot (Harris School of Public Policy) – “t.b.a”
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
Frederick VAN DER PLOEG (University of Oxford) “Battle of the Markups : Conflict Inflation and the Aspirational Channel of Monetary Policy Transmission”
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, […]
Sampreet Goraya (Stockholm School of Economics) “Climate Change, Firms and Aggregate Productivity”
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 […]
Lutz Sager (Georgetown University ) – “Clean Identification? The Effects of the Clean Air Act on Air Pollution, Exposure Disparities and House Prices”
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 […]
Anais Galdin (Princeton) “Resilience of Global Supply Chains and Generic Drug Shortages”
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 […]