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Armelle Guillou (Université de Strasbourg)
Toulouse: TSE, May 24, 2011, 14:00–15:30, room MF 323
Cet exposé est divisé en deux parties. Une première partie où on s'intéresse à faire un pont entre la théorie des valeurs extrêmes et la géostatistique. Pour cela on adapte les outils classiques de géostatistique de façon à ce qu'ils soient utilisables dans le cadre des extrêmes. En particulier,...
Hector Chade (Arizona State University)
Toulouse: TSE, May 24, 2011, 11:00–12:30, room Amphi S
This paper analyzes a principal-agent problem with moral hazard where a principal searches for an opportunity of uncertain return, and hires an agent to evaluate the options available. The agent's effort affects the informativeness of a signal about an option's return. Based on the information...
Valérie Ramey (University of California, San Diego)
Toulouse: TSE, May 23, 2011, 17:00–18:30, room MF 323
Countercyclical markups constitute the key transmission mechanism for monetary and other “demand” shocks in textbook New Keynesian models. This paper tests the foundation of those models by studying the cyclical properties of the markup of price over marginal cost. The first part of the paper...
Christophe Chamley
IDEI, May 23, 2011, 12:30–14:00, room MF 323
As recent events attest, modern economies may have trouble enforcing Say's Law. An economy with decentralized markets and trades between goods and a liquid asset, money, has two equilibria. In full-employment, output is determined by supply. But a higher demand for liquidity is self-fulfilling and...
Raouf Boucekkine
Toulouse: TSE, May 23, 2011, 11:00–12:30
Eddie Dekel (Northwestern University)
Toulouse: TSE, May 19, 2011, 15:30–17:00, room MF 323
We study the random Strotz model, a version of the Strotz (1955) model with uncertainty about the nature of the temptation that will strike. We show that the random Strotz representation is unique and characterize a comparative notion of \more temptation averse." Also, we demonstrate an unexpected...
Winslow Strong (University of California - Santa Barbara)
Toulouse: TSE, May 19, 2011, 12:30–14:00, room MC 205
Toulouse, France, May 19–21, 2011
Shakeeb Khan (University of Duke)
Toulouse: TSE, May 17, 2011, 15:30–17:00, room Amphi S
Mathieu Rosenbaum (Ecole Polytechnique, Palaiseau)
Toulouse: TSE, May 17, 2011, 14:00–15:30, room MF 323
Il est communément admis en finance que le comportement d'un actif à une date donnée peut avoir une grande influence sur celui d'un autre à une date ultérieure. On parle alors d'actif "leader" et d'actif "suiveur" ("lagger" en anglais). Dans cet exposé, on proposera un modèle simple permettant de...
