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Toulouse, France: TSE, May 30 to June 1, 2017, room MF323- MF322
Antoinette Schoar (MIT Sloan School of Management)
Toulouse: TSE, May 29, 2017, 10:30–12:00, room MS001
We analyze the supply side of credit card markets, and the pricing and marketing strategies of issuers. First, card issuers target less-educated customers with more steeply back-loaded and hidden fees (e.g. higher late and over-limit fees). Second, issuers use rewards programs to screen for...
David Salant
TSE & IAST, May 24, 2017, 12:30–13:30, room MS003
Barak Orback (University of Arizona)
Toulouse: TSE, May 23, 2017, 14:00–15:30, room MF323
Christian Gouriéroux
Toulouse: TSE, May 23, 2017, 14:00–15:30, room MS001
The basic assumption of a structural VARMA model (SVARMA) is that it is driven by a white noise whose components are independent and can be interpreted as economic shocks, called “structural” shocks. When the errors are Gaussian, independence is equivalent to noncorrelation and these models have to...
The well-known problem of non-identifiability of structural VAR models disappears if the structural shocks are independent and if at most one of them is Gaussian. In that case, the relevant estimation technique is the Independent Component Analysis (ICA). Since the introduction of ICA by Comon (...
Yingni Guo (Northwestern University)
Toulouse: TSE, May 23, 2017, 11:00–12:30, room MS 001
A fully committed sender persuades a receiver to accept a project through disclosing information regarding a payoff-relevant state. The receiver’s payoff from acceptance increases in the state. The receiver has private information about the state, referred to as his type. We show that the sender-...
Bertrand Maillet
May 23, 2017
Michael Weber
Mark Jacobsen (University of California - San Diego)
TSE, May 22, 2017, 14:00–15:30, room MF 323
