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Daniel Keniston (Yale University)
Toulouse: TSE, November 19, 2015, 11:00–12:30, room MF 323
The 1918 influenza epidemic struck India when the subcontinent was mired in its long-term Malthusian equilibrium of low population growth and stable per-capita consumption. Its terrible death toll left survivors with additional agricultural land, which we show they rapidly put to agricultural use...
Joel Waldfogel
TSE & IAST, November 18, 2015, 12:30–13:30, room MS003
Kurt Mitman (Institute for International Economic Studies - Stockholm)
TSE, November 17, 2015, 17:00–18:30, room MS 001
Shin Kanaya (Aarhus University)
TSE, November 17, 2015, 15:30–17:00, room MS 001
Financial time series, such as nominal exchange rates and short-term interest rates, are often available with high frequency (say, daily), while macroeconomic time series, such as inflation rates, can be typically observed only with low frequency (say, monthly). In this mixed-frequency situation,...
Karel Hron (Palacký University)
Toulouse: TSE, November 17, 2015, 14:00–15:00, room MF 323
Regression analysis gives answers to one of the basic problems in statistics, namely, how the response variables are related to the explanatory variables. The methodology for regression analysis with covariates and responses that carry absolute information, i.e. an interval scale based on the...
Sergei Izmalkov (Pennsylvania State University)
Toulouse: TSE, November 17, 2015, 11:00–12:30, room MS 001
In recent years online retailers have been experimenting with novel business strategies. One notable example of such innovation is the design and sale of opaque goods. A good is opaque when at the moment of sale its characteristics, e.g. the exact name and location of the hotel, are purposely not (...
Alessandro Bonatti (Massachusetts Institute of Technology)
TSE, November 16, 2015, 14:00–15:30, room MF 323
We consider signaling and learning dynamics in a Cournot oligopoly where firmshave private information about their production costs and only observe the marketprice, which is subject to unobservable demand shocks. An equilibrium isMarkovif it depends on the history of play only through the firms'...
Günter Strobl
TSE, November 16, 2015, 12:30–14:00, room MF 323
This paper investigates how informed trading in financial markets affects the incentive of a large shareholder to monitor a company. The shareholder engages in costly monitoring activities to the extent that she can profitably trade on her private information about these activities. By making stock...
Antoine Dechezlepretre (London School of Economics)
Toulouse: TSE, November 16, 2015, 11:00–12:30, room MS 003
A key component of the growing number of carbon markets around the world is the use of offsetting mechanisms, which allow trading off domestic with foreign emissions reductions, thereby improving cost-efficiency. However, a key condition for the integrity of any carbon market is that emission...
Jan Obloj (University of Oxford)
Toulouse: TSE, November 13, 2015, 14:00–15:30, room MF 323
We pursue the robust approach to pricing and hedging in which no probability measure is fixed but call or put options with different maturities and strikes can be traded initially at their market prices. We allow for inclusion of robust modelling assumptions by specifying the set of feasible paths...
