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Silvana Tenreyro (London School of Economics)
Toulouse: TSE, March 18, 2013, 17:00–18:30, room MS 001
Existing wisdom links increased openness to trade to greater macroeconomic volatility, as trade induces countries to specialize, increasing their exposure to sector-specific shocks. Evidence suggests, however, that country-wide shocks are at least as important as sectoral shocks in shaping...
Catherine Tucker (Massachusetts Institute of Technology)
TSE, March 18, 2013, 14:00–15:30, room MF 323
In social advertising, ads are targeted based on underlying social networks and their content is tailored with information that pertains to the social relationship. This paper explores the effectiveness of social advertising using data from field tests of different ads on Facebook. We find evidence...
Jorge Florez (Toulouse School of Economics)
TSE, March 18, 2013, 12:30–13:30, room MS 001
Loyalty programs (LP) are present in almost all the retailing markets. Most work the same way: a member who purchases today gets a reward to be used next time she is back to the store (or after she crosses some threshold). Previous researchers have concluded that the purpose of LPs as a marketing...
Bertrand Villeneuve
TSE, March 18, 2013, 12:30–14:00, room MF 323
We propose a simple equilibrium model, where the physical market of the commodity and the derivative market interact. There are three types of agents: industrial processors, inventory holders and speculators. Only the two first of them operate in the physical market. All of them, however, may...
Stephan Von Cramon-Taubadel (Faculty of Agricultural Science - Göttingen)
Toulouse: TSE, March 18, 2013, 11:00–12:15, room MF 323
The threshold vector error correction model is a popular tool in the analysis of spatial price transmission and market integration. In the literature, the profile likelihood estimator is the preferred choice for estimating this model. Yet, in certain settings this estimator performs poorly. In...
Cheng Wan (Université Pierre et Marie Curie - IMJ)
TSE, March 15, 2013, 13:45–15:00, room MS 001
Dans un jeu de congestion dans un réseau, un joueur non-atomique génère un flot infinitésimal, alors qu'un joueur atomique divisible (resp. divisible en entiers) contrôle un flot fini qui peut se diviser arbitrairement (resp. en plusieurs parties de poids en nombre entier) sur des routes...
Paul Whelan
March 15, 2013
Aurélien Baillon (Erasmus School of Economics, Netherlands)
Toulouse: TSE, March 14, 2013, 15:30–17:00, room MF 323
This paper studies the effect of learning new information on ambiguity attitudes. We decompose ambiguity attitude into two parts, pessimism (capturing ambiguity aversion) and likelihood insensitivity and introduce a simple method to measure these two parts empirically. We study the effect of...
Christine Grün (University of Bonn)
TSE, March 14, 2013, 14:00–15:00, room MS 002
Nous étudions des jeux d'arrêt optimal en temps continu à information incomplète. Pour modéliser l'incomplétude des informations, nous supposons qu'il existe des états de la nature différents dans laquelle le jeu peut avoir lieu. Avant que le jeu commence, l'état est choisi au hasard. L'...
André Stenzel (University of Mannheim)
Toulouse: TSE, March 14, 2013, 12:45–14:00, room MS001
We analyze a strategic security design and trading game as in Dang et al. [7] but with a generalized structure of public information arrival. In the absence of private information, optimal securities are those least affected by interim public information. We provide conditions such that all...
