Jump to navigation
Ulf Axelson (LSE)
TSE, 4 octobre 2010, 12h30–14h00, salle MF 323
We analyze a general equilibrium labor market model where moral hazard problems are a key concern. We show that variation in moral hazard across types of jobs explains contract terms, work patterns over time, and promotion structures. We explain why high-profile jobs such as investment banking pay...
Jérôme Bolte (TSE)
Toulouse : TSE, 30 septembre 2010, 12h30–14h00, salle MH 203
L'inégalité de Lojasiewicz et ses diverses généralisations sont centrales dans l'analyse asymptotique des systèmes de type gradient (optimisation, complexité, équations aux dérivées partielles) et constituent une des motivations fortes de cette étude. Le but de cette dernière est double. Il...
Benny Moldovanu (University of Bonn)
Toulouse : TSE, 28 septembre 2010, 17h00–18h30, salle MF 323
A committee decides by unanimity whether to accept the current alternative, or to continue costly search. Each alternative is described by a vector of distinct attributes, and each committee member can privately assess the quality of one attribute (her "speciality"). Preferences are heterogeneous...
Ioannis Kasparis (University of Cyprus)
Toulouse : TSE, 28 septembre 2010, 15h30–17h00, salle MD 005
Linear cointegration is known to have the important property of invariance under temporal translation. The same property is shown not to apply for nonlinear cointegration. The requisite limit theory involves sample covariances of integrable transformations of non-stationary sequences and time...
Jean Jacod (Université Pierre et Marie Curie - Paris)
Toulouse : TSE, 28 septembre 2010, 14h00–15h30, salle MD 005
Motivées par l'analyse des séries financières µa haute fréquence, nous passerons en revue quelques problèmes de statistique des processus, lorsque les observations sont à temps discret et que le pas de discrétisation tend vers 0. Nous examinerons d'abord quelles caractéristiques du processus...
Markus K. Brunnermeier (University of Princeton)
Toulouse : TSE, 27 septembre 2010, 17h00–18h30, salle MH 203
Robert Jensen (UCLA)
Toulouse : TSE, 23 septembre 2010, 11h00–12h30, salle MF 323
Gender differences in health and education are a concern for a number of developing countries. While standard theory predicts human capital should respond to market returns, social norms (e.g., disapproval of women working outside the home) may weaken or even sever this link for girls. Though many...
Fabrice Gamboa (Université Toulouse III)
Toulouse : TSE, 21 septembre 2010, 14h00–15h30, salle MF 323
In this talk, we will address two statistical models: 1. Estimation of translation parameters in non non linear regression, 2. Efficient estimation of Sobol indexes. The first problem is motivated by the analysis of road traffic curves of Parisian road net while the second arises from chemical...
Nicola Borri (LUISS)
Toulouse : TSE, 20 septembre 2010, 17h00–18h30, salle MF 323
Emerging countries tend to default when their economic conditions worsen. If bad times in an emerging country correspond to bad times for the US investor, then these foreign sovereign bonds are particularly risky and should offer high returns. We explore how this mechanism plays out in the data and...
Jean-Paul Décamps
Toulouse : TSE, 20 septembre 2010, 12h30–14h00, salle MF 323
