Macro seminar Time : 12h15 - 13h30 Date : 12th February 2025 Salle 3001 DEL NEGRO Marco (Federal Reserve Bank of New York) "The Financial (In)Stability Real Interest Rate, r**" Abstract: We build a macro-finance model with an occasionally binding financing constraint where real interest rates have opposite effects on current and future financial stability, […]
Finance & Financial Econometrics : Time: 10.00 am Date: 13th of February 2025 Room 3001 Matthias R. FENGLER (University of St.Gallen) "t.b.a" Abstract : Organizers: Jean-Michel ZAKOIAN (CREST) Sponsors: CREST
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: 25 of February Room : 3001 Anna SALOMONS (Utrecht University) - "t.b.a." Abstract : Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST
Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date : 26/02/2025 Salle : 3001 Carlo SCHWARZ (Bocconi) - "TBA” CV : "TBA" Organisateurs : Julien COMBE (Pôle d'Economie du CREST) Yves Le YAOUANQ (Pôle d'Economie du CREST) Matias NUNEZ (Pôle d'Economie du CREST) Commanditaires : CREST
Macro seminar Time : 12h15 - 13h30 Date : 03th March 2025 Salle 3001 Thomas HOLDEN (Deutsche Bundesbank) " Rationing Under Sticky Prices" Abstract: Following the Covid pandemic, the Suez Canal blockage and the Ukrainian war, many goods experienced stockouts and delivery delays. But if prices are flexible, then production cost increases pass through to […]
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: 4th of March Room : 3001 Pedro SOUZA (Queen Mary, University of London) - "t.b.a" Abstract : Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST
Quantitative Sustainable Economics and Finance Time: 10.30 am Date: 06th of March 2025 Room 3001 Jan Starmans (Stockholm School of Economics) t.b.a Abstract : t.b.a Organizers: Patricia Crifo, Emmanuel Gobet, Peter Tankov, Gauthier Vermandel, and Olivier David Zerbib Sponsors: CREST-CMAP
Quantitative Sustainable Economics and Finance Time: 11.30 am Date: 06th of March 2025 Room 3001 Adelina BARBALAU (HEC Paris & University of Alberta) "The Optimal Design of Green Debt" Abstract :We develop a theory of optimal security design for financing green investments in the presence of greenwashing. Green outcomes are uncertain and can be obtained […]
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: 11th of March Room : 3001 Isabelle MEJEAN (Sciences Po) - "t.b.a" Abstract : Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST
Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date : 12/03/2025 Salle : 3001 Shige SERIZAWA (Osaka University) - "TBA” CV : "TBA" Organisateurs : Julien COMBE (Pôle d'Economie du CREST) Yves Le YAOUANQ (Pôle d'Economie du CREST) Matias NUNEZ (Pôle d'Economie du CREST) Commanditaires : CREST
Finance & Financial Econometrics : Time: 10.00 am Date: 13th of March 2025 Room 3001 Julien TRUFIN (Université Libre de Bruxelles) "Bregman and Tweedie Dominances for Candidate Pure Premiums" Abstract :This talk explores Bregman and Tweedie dominances to compare competing candidate pure premiums. An effective testing procedure for Bregman dominance is proposed based on Murphy […]
Finance-Insurance Time: 11.00 am Date: 13th of March 2024 Room 3001 Valentina CORRADI (University of Surrey)"Sparsity Tests for High-Dimensional Linear Regression Models in Time Series" Abstract :Penalised Regression methods and in particular the Least Absolute Shrinkage and Selection Operator (LASSO) have become an integral part of modern-day time series analysis. As the performance of LASSO […]