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Vladimir Asriyan
October 29, 2015
Siège Banque de France, Paris, Toulouse, France, October 23, 2015
Juan Carlos Munoz-Mora (Université Libre de Bruxelles - ECARES)
Toulouse: TSE, October 22, 2015, 12:45–14:00, room MF 323
This paper analyzes the impact of an increase in the armed conflict on agricultural production using the case of the Colombian coffee sector. I exploit a natural experiment in the levels of violence due to the unexpected rupture of the peace dialogues between Colombian Government and FARC in 2002....
Mathieu Rosenbaum (Ecole Polytechnique, Palaiseau)
Toulouse: TSE, October 22, 2015, 11:00–12:00, room MS 003
It has been recently shown that rough volatility models reproduce very well the statistical properties of low frequency financial data. In such models, the volatility process is driven by a fractional Brownian motion with Hurst parameter of order 0.1. The goal of this talk is to explain how such...
James Vickery (New York Fed)
October 22, 2015, BDF, Paris
Sushant Acharya
October 20, 2015
Sebastian Koehne (Institute for International Economic Studies - Stockholm)
TSE, October 16, 2015, 11:00–12:30, room MS 003
This paper proposes a Mirrleesian theory of commodity taxation in the presence of durable goods. Nondurable goods should be taxed uniformly provided that the preferences over nondurable consumption are weakly separable from labor effort. A uniform taxation across all goods is optimal if the utility...
Philippe Saint Pierre (Université Paul Sabatier - IMT)
Toulouse: TSE, October 15, 2015, 11:00–12:00, room MS 003
Random forest algorithm provides a predictor ensemble based on a set of randomized decision trees. The good performances in practical use can explain the growing interest in this approach. However, there is still a need to better understand the algorithm and the related importance measures. We...
Salle des Illustres : Hôtel de Ville, Toulouse, France, October 15, 2015
Université Paris Dauphine, Paris, October 14, 2015
