Jump to navigation
Dante Amengual (CEMFI)
Toulouse : TSE, 29 mars 2011, 15h30–17h00, salle MS 003
We obtain analytical expressions for the score of conditionally heteroskedastic dynamic regression models when the conditional distribution is elliptical. We pay special attention not only to the Student t and Kotz distributions, but also to flexible families such as discrete scale mixtures of...
Daniel Bonnery (CREST-ENSAI)
Toulouse : TSE, 29 mars 2011, 14h00–15h30, salle MS003
Johannes Hörner (Yale University)
Toulouse : TSE, 29 mars 2011, 11h00–12h30, salle Amphi S
We present an algorithm to compute the set of perfect public equilibrium payoffs as the discount factor tends to one for stochastic games with observable states and public (but not necessarily perfect) monitoring when the limiting set of (long-run players’) equilibrium payoffs is independent of the...
Toulouse, France, 29–30 mars 2011
Florin Bilbiie (Université Paris 1)
Toulouse : TSE, 28 mars 2011, 17h00–18h30, salle MF 323
We show that deviations from long-run stability of product prices are optimal in the presence of endogenous producer entry and product variety in a sticky-price model with monopolistic competition in which price stability would be optimal in the absence of entry. Specifically, a long-run positive (...
Lorenzo Brasco (Université de Naples)
Toulouse : TSE, 28 mars 2011, 12h30–14h00, salle MS003
In this seminar, we present a model for optimal transport with congestion effects: we will address both the discrete and the continuous case. From an individual viewpoint, we can introduce in a natural way a kind of Nash equilibrium, which in this context is usually called Wardrop equilibrium. Then...
Guillaume Plantin (TSE-GREMAQ)
Toulouse : TSE, 28 mars 2011, 12h30–14h00, salle MF 323
We model the link between inequality and excessive risk taking. In the presence of increasing returns to tax avoidance, the middle class is willing to take non rewarded financial risk despite risk aversion. Electoral pressure may lead an incumbent politician to endorse this excessive risk taking if...
Christoph Weiss (University of Vienna)
Toulouse : TSE, 28 mars 2011, 11h00–12h30, salle MD 305
The present paper highlights the importance of ‘centrality’ for the determination of firms’ prices. Some products/firms are more influential in determining prices of rival products/firms than others; the influence of an individual product/firm is captured by the concept of ‘centrality’. Our...
Erwin Bulte (Wageningen University and Tilburg University)
Toulouse : TSE, 28 mars 2011, 11h00–12h30
Jean François Rault (Université du Littoral Côte d'Opale)
Toulouse : TSE, 25 mars 2011, 11h15–12h45
