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John Thanassoulis (Christ Church Oxford)
Toulouse : TSE, 20 septembre 2010, 11h00–12h30, salle MF 323
Current understanding of bargaining in intermediate goods markets is that (i) efficient bargaining only transfers rents so that retailer size has no retail price implications; and (ii) large buyers secure lower input prices (so called buyer power) if upstream marginal costs are increasing. We show...
Redmond, Washington, 15–16 septembre 2010
Ingrid Van Keilegom (UCL - Louvain La Neuve)
Toulouse : TSE, 14 septembre 2010, 15h30–17h00, salle MF 323
Several classical time series models can be written as a regression model between the components of a strictly stationary bivariate process. Some of those models, such as the ARCH models, share the property of proportionality of the regression function and the scale function, which is an...
Frank Riedel (Universität Bielefeld)
Toulouse : TSE, 14 septembre 2010, 11h00–12h30, salle MF 323
We study a dynamic and infinite{dimensional model with Knightian uncertainty modeled by incomplete multiple prior preferences. In interior effcient allocations, agents share a common risk-adjusted prior and use the same subjective interest rate. Interior efficient allocations and equilibria...
Christian Hellwig (UCLA-UT1Capitole-TSE (GREMAQ))
Toulouse : TSE, 13 septembre 2010, 17h00–18h30, salle MF 323
This paper studies an environment in which information aggregation interacts with investment decisions. The first contribution of the paper is to develop a tractable model of such interactions. The second contribution is to solve the model in closed form and derive a series of implications that...
Université Toulouse 1 Capitole, Toulouse : TSE-GREMAQ, 1–3 septembre 2010
Véronique Achard (ONERA Toulouse)
Toulouse : TSE, 29 juin 2010, 14h00–15h30, salle MF 323
L'imagerie hyperspectrale (IHS) consiste à acquérir des images dans un grand nombre de bandes spectrales (100 à 200 bandes). Le sujet de l'exposé concerne l’exploitation de cette information spectrale pour des applications de type non supervisé de détection de cibles (ou encore “détection d’...
Argia Sbordone (Federal Reserve Bank of New York)
Toulouse : TSE, 28 juin 2010, 17h00–18h30, salle MF 323
We examine how to design a disinflation when agents must learn the new policy rule. Erceg and Levin (2003) demonstrate that learning increases inflation persistence and the sacrifice ratio relative to what would occur under rational expectations. Accordingly, one might think that learning promotes...
Elena Panova (Université du Québec à Montréal)
Toulouse : TSE, 24 juin 2010, 15h30–17h00, salle MF 323
We analyze biases in the majority-vote outcomes, such as an ideological bias or a bias for status quo. We consider successive majority votes over two alternatives. A voter receives psychic benefit from voting for the alternative which he perceives as being most likely efficient, that is,...
Hashem Pesaran (Cambridge University)
Toulouse : TSE, 22 juin 2010, 14h00–15h30, salle MF 323
This paper considers combining forecasts generated from the same model but over different estimation windows. It develops theoretical results for random walks with breaks in the drift and volatility and for a linear regression model with a break in the slope parameter. Averaging forecasts over...
