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Emeric Henry (Sciences Po - Paris)
TSE, 7 avril 2014, 14h00–15h30, salle MF 323
An agent sequentially collects information to obtain a principal’s approval, such as a pharmaceutical company seeking FDA approval to introduce a new drug. To capture such environments, we study strategic versions of the optimal stopping time problem first proposed by Wald (1945). Our flexible...
Harrison Hong (Princeton University)
IDEI, 7 avril 2014, 12h30–14h00, salle MF 321
We use overdispersed Poisson regression models to study social networks in finance. We count an investor's social connections in different cities as proportional to the number of stocks held by this investor that are headquartered in those cities. When connections are formed in an i.i.d. manner,...
Ulrich Heimeshoff (University of Dusseldorf)
Toulouse : TSE, 7 avril 2014, 11h00–12h30, salle MF 323
This paper analyses the extent of inter-format retail competition between supermarkets, discounters and drugstores in Germany, using data from the German market for diapers. We estimate a random coefficient logit model at the individual household level. Based on consumer substitution patterns, we...
University of Toulouse, 7–8 avril 2014
Giorgio Ferrari (University of Bielefeld)
Toulouse : TSE, 4 avril 2014, 14h00–15h15, salle MF 323
In this paper we derive a new handy integral equation for the free-boundary of infinite time horizon, continuous time, stochastic, irreversible investment problems with uncertainty modeled as a one-dimensional, regular diffusion X. The new integral equation allows to explicitly find the free-...
Redouan Bshary (Université de Neuchâtel)
Toulouse : IAST, 4 avril 2014, 11h30–12h30, salle MF323
Paola Di Casola (Stockholm School of Economics) et Spyridon Sichlimiris (Stockholm School of Economics)
Toulouse : TSE, 3 avril 2014, 12h45–14h00, salle MF 323
Why do governments borrow both domestically and abroad? What determines the composition of domestic and external borrowing? How does that composition in turn affect the probability of a sovereign default? We address these and other related questions within an extension of the dynamic general...
Taryn Dinkelman (Darmouth College)
Toulouse : TSE, 3 avril 2014, 11h00–12h30, salle MF 323
Circular labor migration is a core feature of low-income labor markets. Yet, evidence on how this migration affects education investments in sending communities is limited due to lack of high quality data and challenging identification issues. This is especially true in Africa, where children can...
Toulouse, 3–4 avril 2014, salle MS 001
Laurens Cherchye (University of Leuven)
Toulouse : TSE, 1 avril 2014, 15h30–17h00, salle MS 001
We develop a novel framework to analyze the structural implications of the marriage market for household consumption patterns. We start by defining a revealed preference characterization of efficient household consumption when the marriage is stable. In particular, stability means that the marriage...
