Events

Views Navigation

Event Views Navigation

Today

Collegio Aperto Collegio aperto: “La diversità territoriale come tratto nazionale. La strategia di sviluppo delle aree interne”

Fabrizio Barca, Ministero dell'Economia e delle Finanze Introduction by Filippo Barbera (Università di Torino, Collegio Carlo Alberto) Video Filippo Barbera Video Fabrizio Barca abstract L'Italia è un paese caratterizzato da un modello territoriale policentrico, dove una fitta rete di relazioni tra aree urbane, rurali e centri minori definisce uno spazio interdipendente in cui i centri maggiori,…

Seminars in Economics Matt Wiswall (Arizona State University)

"Estimation of Children's Skill Formation when Children's. Skills are Unobserved" abstract We develop a new estimator for the process of skill formation where individuals' skills are unobserved (latent) and measured in data with error. Our model of skill formation has a dynamic factor structure where the latent skills of individuals evolve endogenously over the life-cycle…

Seminars in Statistics Luca Tardella (University of Rome “La Sapienza”)

Flexible behavioral capture-recapture modelling We develop some new strategies for building and fitting new flexible classes of para- metric capture-recapture models for closed populations which can be used to address a better understanding of behavioural patterns. We first rely on previous approaches based on a conditional probability parameterization and review how to regard a large…

Seminars in Politics and Society Robert Hancke (LSE)

"The missing link: Labour unions, central banks and monetary integration in Europe" Abstract This paper examines the problems of the single currency in light of the organization of labour relations in the member-states and their interaction with monetary policies. Continental (western) Europe consists of two very different systems of employment and labour relations, roughly coinciding…

Goran Peskir (University of Manchester)

"Optimal Mean-Variance Portfolio Selection" abstract I will present a dynamic formulation of the mean-variance portfolio selection problem and discuss possible ways of solving it.

Jacopo Carmassi (University LUISS Guido Carli, Research Fellow at CASMEF, Arcelli Center for Monetary and Financial Studies; Fellow of the Wharton Financial Institutions Center)

"Corporate Structures, Transparency and Resolvability of G-SIBs" abstract Before the global 2008 financial crisis, most officials appeared not to have anticipated the problems that would need to be addressed if a large cross-border bank should need to be resolved. During and after the financial crisis, this issue surged to the top of the policy agenda. Events made clear…

Monday Lunch Seminars Ignacio Monzon (Collegio Carlo Alberto)

"Identifying Sorting in Practice" Abstract We propose a novel methodology to detect assortative matching in the labor market using information on workers' mobility, firms' profits, and wages. We estimate the strength of sorting from a ranking of firms alone, built from firm-level profits. We identify the strength of sorting from the fraction of the variance in firm types explained…

Seminars in Statistics Andreas Kyprianou (University of Bath)

Deep factorisation of stable processes The Lamperti-Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP). In the case that the rssMp is taken to be an α-stable process with α∈(0,2), the characteristics of the matrix exponent of the semi-group of…