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Zacharie Naulet (Université Paris-Saclay) “Frontiers to the learning (and clustering) of Hidden Markov Models”

Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 27th November 2023 Place: 3001   Zacharie Naulet (Université Paris-Saclay) "Frontiers to the learning (and clustering) of Hidden Markov Models" Abstract: Hidden Markov models (HMMs) are flexible tools for clustering dependent data coming from unknown populations, allowing nonparametric identifiability of the population […]

Francesca ZUCCHI (European Central Bank) “Dynamic Carbon Emission Management”

Quantitative Sustainable Economics and Finance Time: 11.00 am Date: 30th of November 2023 Room 2036 Francesca ZUCCHI (European Central Bank) "Dynamic Carbon Emission Management" Abstract : The control of carbon emissions by policymakers poses the corporate challenge of developing an optimal carbon management policy. We provide a unified model that characterizes how firms should optimally manage […]

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)

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 […]

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