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David Andolfatto (Federal Reserve Bank of Saint Louis)
18 octobre 2016, BDF, Paris
Matthew Gentry (London School of Economics)
TSE, 17 octobre 2016, 14h00–15h30, salle MF 323
Matteo Maggiori (Harvard University)
TSE, 17 octobre 2016, 12h30–14h00, salle MF 323
We propose a simple model of the international monetary system. We study the world supply anddemand for reserve assets denominated in different currencies under a variety of scenarios: a Hegemonvs. a multipolar world; abundant vs. scarce reserve assets; a gold exchange standard vs. a floating...
Wolfgang Habla (University of Gothenburg)
Toulouse : TSE, 17 octobre 2016, 11h00–12h15, salle MS 003
We analyze a typical principal-agent relationship in the context of international climate policy, in which the principals of two countries first decide whether to merge their domestic emission permit markets to form an international market. In the second stage, they delegate the decision on...
Vincenzo Atella (University of Rome "Tor Vergata")
TSE, 14 octobre 2016, 11h00–12h30, salle MF 323
Daria Khromenkova (Universität Mannheim)
Toulouse : TSE, 13 octobre 2016, 12h45–14h00, salle MF 323
Sébastien Gadat (Toulouse School of Economics)
Toulouse : TSE, 13 octobre 2016, 11h00–12h15, salle MF 323
This talk aims to describe an algorithm for locating the barycenter of discrete structures like weighted graphs. Such structures are commonly used for database description, or for modeling internet communication modeling, road or airline traffic, etc. The computation of this kind of structure, for...
Manufacture des Tabacs, Toulouse, France, 13–14 octobre 2016
Guillaume Plantin (Sciences Po)
13 octobre 2016
Juan Passadore (Einaudi Institute for Economics and Finance)
TSE, 11 octobre 2016, 17h00–18h30, salle MS 001
We study debt policy of emerging economies accounting for credit and liquidity risk. To account for credit risk we study an incomplete markets model with limited commitment and exogenous costs of default following the quantitative literature of sovereign debt. To account for liquidity risk, we...
