Seminars
Seminars
Job Market Seminars Julien Penasse (University of Luxembourg)
"The Missing Risk Premium in Exchange Rates" Job Market Seminar Abstract It is well known that the interest rate differential (the forward premium) predicts currency returns. However, we find that the real exchange rate, not the interest rate differential, is the main predictor of currency returns at longer horizons. We relate this finding to other…
Seminars in Politics and Society Ana Marta Guillen Rodriguez (University of Oviedo, Spain)
"Walking in others’ shoes? Welfare reform in Germany and Southern Europe" Abstract The study analyses comparatively the trajectories of social policy reform in the four Southern European countries and Germany since the turn of the millennium. For those countries in the periphery of the Eurozone, the crisis has brought about austerity in public expenditure as…
Seminars in Economics of Innovation and Knowledge Stefano Breschi (Università Bocconi)
"The Effect of Knowledge and Social Interdependencies on Inventor Outward Mobility" Discussants: Orion Pener and Fabiana Visentin (Ecole Polytechnique Fédérale de Lausanne)
Job Market Seminars Doruk Cetemen (Universitry of Rochester)
"Achieving Efficiency in Repeated Partnerships via Information Design"
Job Market Seminars Jules Tinang (Toulouse School of Economics)
"Macro Uncertainty and the Term Structure of Risk Premium" abstract Abstract:Leading frictionless consumption-based asset pricing models (Long run risks and Habit formation) predict that the expected return on assets whose cash flows appear in the distant future are higher than or equal to the expected returns on assets which pay-off in the near future. Contrary…
Job Market Seminars Diego Battiston (LSE)
"The Persistent Effects of Brief Interactions: Evidence from Immigrant Ships" Job Market Seminar Abstract This paper shows that brief social interactions can have a large impact on economic outcomes when they occur in high-stakes decision contexts. I study this question using a high frequency and detailed geolocalized dataset of matched immigrants-ships from the age of…
Seminars in Politics and Society Ben Stanley (SWPS University of Social Sciences and Humanities)
"Voting Populist or Just Voting for Populists? A Comparative Analysis of Populist Attitudes and Vote Choice in Central and Eastern Europe" Abstract This paper uses data from a new survey on populism and voting behaviour in eight countries of Central and Eastern Europe to examine the relationship between populist attitudes, ideological attitudes, and voting behaviour.…
Job Market Seminars Elisabeth Proehl (Université de Geneve)
"Approximating Equilibria with Ex-Post Heterogeneity and Aggregate Risk" Job Market paper abstract Dynamic stochastic general equilibrium models with ex-post heterogeneity due to idiosyncratic risk have to be solved numerically. This is a nontrivial task as the cross-sectional distribution of endogenous variables becomes an element of the state space due to aggregate risk. Existing global solution…
Seminars in Economics Laura Grigolon (McMaster University)
"Blurred boundaries: a flexible approach for segmentation applied to the car market" Abstract Prominent features of differentiated product markets are segmentation and product proliferation that blurs the boundaries between segments. I develop a tractable demand model, the Ordered Nested Logit, which allows for overlap between neighboring segments. I apply the model to the automobile market…
Occasional Seminars Neil Gandal (Tel Aviv University)
"Network-Mediated Knowledge Spillovers: A Cross-Country Comparative Analysis of Information Security Innovations" Abstract A large and growing literature has used patent and patent citation data to measure knowledge spillovers across inventions and organizations, but relatively few papers in this literature have explicitly considered the collaboration networks formed by inventors as a mechanism for shaping and transmitting…
Seminars in Statistics Fabrizio Leisen (University of Kent)
Compound Random Measures Compound Random Measures (CoRM's) have been recently introduced by Griffin and Leisen (2017) and represent a general and tractable class of vectors of Completely Random Measures. This talk aims to provide an overview about CoRM's by illustrating some recent developments about their use in Bayesian nonparametrics.
Seminars in Politics and Society Simona Guerra (University of Leicester)
"Public Euroscepticism after the 2016 British referendum: Unleashing emotion" abstract What is Euroscepticism? This presentation will explore how the study of public Euroscepticism has changed since the EU fifth enlargement (2004-07) and the recent British referendum. It is widely accepted that social learning, interaction and political communication have a significant impact on individual political opinions…
Seminars in Economics of Innovation and Knowledge Francesco Zirpoli (Università di Venezia)
"Post merger "network" integration: the case of Fiat and Chrysler" abstract I will present a forthcoming book on the merger between Fiat and Chrysler, co-authored with Markus Becker and Josh Whitford. This is a book about mergers of large firms which have extensive supply networks who carry out a substantial part of their productive and…
Monday Lunch Seminars Marina Della Giusta (University of Reading)
"Keep calm and carry on: gender differences in endurance"
Seminars in Economics of Innovation and Knowledge Luc Soete (MERIT – Maastricht University)
"Employment displacement in the fourth industrial revolution: torn between fear and past evidence"
Job Market Seminars Arjada Bardhi (Northwestern University)
"Optimal Discovery and Influence through Selective Sampling" abstract Most decisions – from a job seeker appraising a job offer to a policymaker assessinga novel social program – involve the consideration of numerous attributes of an objectof interest. This paper studies the optimal evaluation of a complex project of uncertainquality by sampling a limited number of…
Seminars in Economics of Innovation and Knowledge Grazia Cecere (Telecom Ecole de Management, Institut Mines Telecom e Université Paris Sud, Paris Saclay)
"STEM and teens: Algorithm bias in the social network. Field experiment to identify any possible algorithm bias in the ad distribution"
Job Market Seminars Arnaud Philippe (Toulouse School of Economics)
"Incarcerate one to calm the others?Spillover effects of incarceration among criminal groups" Job Market paper abstract Abstract: What is the effect of incarcerating one member of a group on her criminalpartners? I answer this question using administrative data on all convictions in France between2003 and 2012. I exploit past joint convictions to identify 34,000 groups.…
Job Market Seminars Giovanni Nicolò (UCLA)
"Monetary Policy, Expectations and Business Cycles in the U.S. Post-War Period" Job Market Paper Abstract This paper examines the interactions between monetary policy and the formation of expectations to explain U.S. business cycle fluctuations in the post-war period. I estimate a conventional medium-scale New-Keynesian model, in which I relax the assumption that the central pursued…
Seminars in Statistics Davide La Vecchia (University of Geneva)
Saddlepoint techniques for dependent data Saddlepoint techniques provide numerically accurate, higher-order, small sample approximations to the distribution of estimators and test statistics. While a rich theory is available for saddlepoint techniques in the case of independently and identically distributed observations, only a few results have been obtained for dependent data. In this talk, we explain…