Events
Seminars in Economics of Innovation and Knowledge Marco Guerzoni, Università di Torino
"Innovation and market dynamics: A two-mode network approach to user-producer relations" (at Dipartimento di Economia "S. Cognetti de Martiis)
Seminars in Economics Jakub Kastl (Stanford University)
"The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds" Abstract We study European banks’ demand for short-term funds (liquidity) during the summer 2007 subprime market crisis. We use bidding data from the European Central Bank’s auctions for one-week loans, their main channel of monetary policy implementation. Our analysis…
Seminars in Economics Julian Jamison (Federal Reserve Bank of Boston)
"Measuring Preferences and Predicting Outcomes"
Seminars in Economics of Innovation and Knowledge Bruce Tether, Imperial College London
"Knowledge types and organizational architecture: Configuring space to compete in symbolic and synthetic knowledge-based services" (at Dipartimento di Economia "S. Cognetti de Martiis")
Seminars in Economics Miklós Koren (Central European University)
"Machines and machinists: Capital-skill complementarity from an international trade perspective" Abstract We estimate the effect of imported machines on the wages of machine operators utilizing Hungarian linked employer-employee data. We infer exposure to imported machines from detailed trade statistics of the firm and the occupation description of the worker. We find that workers exposed to…
Monday Lunch Seminars Veruska Oppedisano (University College London, UCL)
"Youngsters' Reaction to Emancipation Incentives"by Ainhoa Aparicio and Veruska Opedisano Abstract We study the income and substitution effects of a rental subsidy together with its effectiveness in promoting youngsters' independence. We exploit the introduction of a sizeable monthly subsidy in Spain in 2008, granted to all youngsters in the 22-29 age brackets who earn a…
Seminars in Economics of Innovation and Knowledge Luigi Benfratello, Università di Torino
"Spatial clustering and nonlinearities in the location of multinational firms" (at Dipartimento di Economia "S. Cognetti de Martiis")
Seminars in Economics Emmanuel Farhi (Harvard University)
"Insurance and Taxation over the Life-Cycle" Download the paper
Occasional Seminars Allievi Program Defense Sessions November 2011
16:00 Katia Sette: “The monetary transmission mechanism: evidence from Italian firms” 17:00 Francesco Grande: “The toric model of reversible Markov chains”
Monday Lunch Seminars Ramsés Mena (Universidad Nacional Autónoma de México)
"On the construction of stationary process and their applications" abstract I will review a simple idea to construct strictly stationary Markov processes with given marginal distributions. The proposed methodology is appealing in that it keeps track ofthe underlying transition probabilities, hence being of interest in estimation, simulation and applied problems. Various classes of time series…
Collegio Aperto Cavour Lecture: Ruth Ben Ghiat (NYU)
"I tempi della storia: espansione e crisi nel Novecento italiano" Ruth Ben Ghiat is Chair of the Department of Italian Studies and Professor of Italian Studies and History of New York University. Lecture video Abstract In occasione del 150° anniversario dell'Unificazione italiana, l'intervento di Ruth Ben-Ghiat analizza l’espansione internazionale italiana dal tardo Ottocento agli anni…
[Academic Events] Workshop Workshop in capital markets: Piet Sercu (KU Leuven)
Workshop in capital markets: Piet Sercu (KU Leuven)
[Academic Events] Convegno: “Il Longevity Risk”
Convegno: “Il Longevity Risk”
[Academic Events] Workshop Workshop in capital markets: Mogens Steffensen (University of Copenaghen)
Workshop in capital markets: Mogens Steffensen (University of Copenaghen)
Seminars in Statistics Yee Whye Teh (University College London)
Efficient MCMC for Continuous Time Discrete State Systems A variety of phenomena are best described using dynamical models whichoperate on a discrete state space and in continuous time. Examplesinclude Markov jump processes, continuous time Bayesian networks,renewal processes and other point processes, with applications rangingfrom systems biology, neuroscience, genetics, computing networks andhuman-computer interactions. Posterior computations typically…
Mogens Steffensen (University of Copenaghen)
"On the Theory of Continuous-Time Recursive Utility" abstract We establish a connection between continuous-time recursive utility and the notion of consistency studied, in particular, in connection with the non-linear objective mean-variance. We propose a time-global optimization problem and show that the optimal time-consistent solution to this time-global problem is closely related to the standard recursive utility solution which is defined…
Seminars in Economics Asen Kochov (Bonn Graduate School of Economics)
"A Definition of Unforeseen Contingencies" Abstract The paper proposes a choice-theoretic definition of unforeseen contingencies. It is proved that if preference admits a recursive utility representation all contingencies are necessarily foreseen. The paper proceeds axiomatically to develop a nonrecursive model of choice in which some events might be initially unforeseen. The process of updating implied…
Monday Lunch Seminars Michael Rapp (Australian National University)
"Instability of Informed Coordination" (Note: the seminar is on Tuesday) Abstract When agents use observational learning to learn about the fundamentals of a coordination game, there are multiple equilibria. In some equilibria information is efficiently transmitted through observational learning, while in others private information is disregarded entirely. Investigating the stability of these equilibria in a stochastic…
Seminars in Statistics Andrés Christen (CIMAT, México)
Towards Uncertainty Quantification and Inference in the stochastic SIR Epidemic Model We introduce a novel method to conduct inference with models defined through a continuous-time Markov process, and we apply these results to a classical stochastic SIR model as a case study. We obtain approximations for first and second moments for the state variables. These…
Monday Lunch Seminars Vincenzo Merella (Università di Cagliari)
"Sectoral Shocks and Asset Pricing: The Role of Consumer Confidence" (Note: the seminar is on Wednesday) Abstract This paper proposes a theory for the observed relationship between consumer confidence and consumption growth. The idea is thatindicators of confidence identify information on the structure of consumer spending that is not contained in other data. We construct amultisectoral…