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Heejoon Han (Sungkyungkwan University, Séoul)
TSE, December 15, 2015, 15:30–17:00, room MF 323
This paper investigates a multiplicative GARCH-X model, which has a nonparametric long run component induced by an exogenous covariate and a GARCH short run component. Compared to the usual additive GARCH-X model that includes an additional exogenous covariate in the GARCH model, this model...
Guido Ascari
December 15, 2015
Vladimir Shikhman (Université Catholique de Louvain)
Toulouse: TSE, December 14, 2015, 15:15–16:30, room MF 323
We study the Fisher model of a competitive market from the algorithmic perspective. For that, the related convex optimization problem due to Gale and Eisenberg [10] is used. The latter problem is known to yield a Fisher equilibrium under some structural assumptions on consumers’ utilities, e.g....
Thierry Champion (Université du Sud Toulon - Var)
Toulouse: TSE, December 14, 2015, 14:00–15:15, room MF 323
Chengsi Wang (University of Mannheim)
TSE, December 14, 2015, 14:00–15:30, room MF 323
Paolo Giovanni Piacquadio (University of Oslo)
Toulouse: TSE, December 14, 2015, 11:00–12:30, room MF 323
The paper reexamines the ethics of intergenerational risk. When risk resolves gradually, earlier decisions cannot depend on the realization of later shocks and, consequently, some inequalities across generations are inevitable. To account for these inequalities, risky intergenerational situations...
Manufacture des Tabacs, Toulouse, Haute-Garonne, France, December 14–15, 2015
Michèle Tertilt (University of Mannheim)
Toulouse: IAST, December 11, 2015, 11:30–12:30, room MS001
Kurt Richard Brekke (Norvegian School of Economics)
TSE, December 11, 2015, 11:00–12:30, room MS 003
Reference pricing (RP) is intended to reduce pharmaceutical expenditures by making demand more price elastic and thereby stimulating generic competition. However, expectation of fiercer price competition may weaken generic firms' incentive to enter, potentially making RP counterproductive. In this...
Abhijit Ramalingam (U East Anglia)
TSE, December 11, 2015, 10:00–11:15, room MS001
Teams often suffer from a free rider problem with respect to individual contributions. That putting teams into competition with each other can mitigate this problem is an important recent insight. However, we know little about how inequality in endowment between and within teams might influence...
