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Johannes Schneider (University of Mannheim)
Toulouse : TSE, 6 novembre 2014, 12h45–14h00, salle MF 323
In this paper, I look at the features of a model in which an informed sender can propose a project to an uninformed receiver. The receiver can accept or reject the projects implementation. If the receiver rejects, the sender can propose a different project (if available) to the receiver, which, in...
Antonio Estache (Université Libre de Bruxelles - ECARES))
Toulouse : TSE, 6 novembre 2014, 11h00–12h30, salle MS 001
No paper
Ethan Ligon (University of California - Berkeley)
TSE, 4 novembre 2014, 15h30–17h00, salle MS 001
Jean-François Dupuy (INSA - Rennes)
Toulouse : TSE, 4 novembre 2014, 14h00–15h30, salle MF 323
In this talk, estimation of the extreme-value index of a heavy-tailed distribution is addressed when some random covariate information is available and the data are randomly right-censored. An inverse-probability-of-censoring-weighted kernel version of Hill's estimator of the extreme value index is...
Renato Gomes (Toulouse School of Economics)
Toulouse : TSE, 4 novembre 2014, 11h00–12h30, salle MS 001
The proliferation of new payment methods on the Internet rekindles the old and unsettled debate about merchants' incentive and ability to differentiate price according to payment choice. This paper develops an imperfect-information framework for the analysis of platform and social regulation of...
Juan Pablo Xandri (University of Princeton)
TSE, 3 novembre 2014, 17h00–18h30, salle MS 001
Christine Grün (Université Toulouse 1 Capitole)
Toulouse : TSE, 3 novembre 2014, 15h00–16h00, salle MF 323
We study a model of a two-player, zero-sum, stopping game with incomplete information on both sides. We assume that the payoff depends on two continuous-time Markov chains (X_t),(Y_t) where (X_t) is only observed by player 1 and (Y_t) only by player 2. We show the existence of a value by PDE...
Pierre Cardaliaguet (Université Paris Dauphine - CEREMADE)
Toulouse : TSE, 3 novembre 2014, 14h00–15h00, salle MF 323
We will discuss several aspects of mean field games (MFG), which are differential games with infinitely many small agents. Here we consider MFG with local coupling, meaning that the agents only interact with the other agent which are in a very close neighborhood. These MFG games turn out to be...
Alessandro Gavazza (London School of Economics)
TSE, 3 novembre 2014, 14h00–15h30, salle MS 003
We develop a theoretical framework to study illicit drugs markets, and we estimate it using data on purchases of crack cocaine. Buyers are searching for high-quality drugs, but they can determine drugs’ quality (i.e., their purity) only after consuming them. Hence, sellers can rip-off first-time...
Maryam Farboodi (University of Chicago - Booth School of Business)
IDEI, 3 novembre 2014, 12h30–14h00, salle MF 323
I develop a model of the financial sector in which endogenous intermediation among debt financed banks generates excessive systemic risk. Financial institutions have incentives to capture intermediation spreads through strategic borrowing and lending decisions. By doing so, they tilt the division...
