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Sebastian Koehne (Institute for International Economic Studies - Stockholm)
TSE, 16 octobre 2015, 11h00–12h30, salle 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, 15 octobre 2015, 11h00–12h00, salle 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...
Elhanan Helpman (Harvard University)
Salle des Illustres : Hôtel de Ville, Toulouse, France, 15 octobre 2015
Université Paris Dauphine, Paris, 14 octobre 2015
Sushant Acharya (Federal Reserve Bank of New York)
TSE, 13 octobre 2015, 17h00–18h30, salle MS 001
How do capital flows and exchange rate dynamics shape the adjustment of the global economy in a liquidity trap? We analyze this question in a model with nominal rigidities featuring two regions: North and South. When the North is pushed to the zero bound on interest rates, downstream capital flows...
Dacheng Xiu (University of Chicago Booth School of Business)
TSE, 13 octobre 2015, 15h30–17h00, salle MS 001
Under a large dimensional approximate factor model for asset returns, we use high frequency data to infer their covariance structure. We adapt principal component analysis (PCA) to this high frequency setting and provide an asymptotic theory that covers joint in-fill time series and diverging cross...
Nenad Kos (Bocconi University)
Toulouse : TSE, 13 octobre 2015, 11h00–12h30, salle MS 001
We study optimal selling strategies of a seller who is poorly informed about the buyer’s value for the object. When the maxmin seller only knows that the mean of the distribution of the buyer’s valuations belongs to some interval then nature can keep him to payoff zero no matter how much...
Jeremy Fox (Rice University - Houston)
TSE, 12 octobre 2015, 14h00–15h30, salle MF 323
Abstract Agents in two-sided matching games vary in characteristics that are unobservable in typical data on matching markets. We investigate the identification of the distribution of these unobserved characteristics using data on who matches with whom. The distribution of match-specific...
Sylvain Piron (EHESS)
IDEI, 12 octobre 2015, 12h30–14h00, salle MF 323
In case we need an abstract, it could be: “Sylvain Piron is a historian at EHESS who will present his work on Pierre de Jean Olivi, an important economic thinker of the Middle-Ages who lived in Narbonne around the end of the thirteenth century. Among other things, Sylvain Piron will discuss how...
Tiziano De Angelis (University of Manchester)
Toulouse : TSE, 9 octobre 2015, 14h00–15h30, salle MF 323
In this paper we provide a complete theoretical analysis of a two-dimensional degenerate non convex singular stochastic control problem. The optimisation is motivated by a storage-consumption model in an electricity market, and features a stochastic real-valued spot price modelled by Brownian...
