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Agenda
- 07
OctoberSeminars, StatisticsDamien GARREAU (Université de Wuerzburg...
Are Ensembles Getting Better all the Time ?
2:00 PM - 3:30 PM08
OctoberApplied Seminar, SeminarsSamuel RUFAT (CREST)
“Social vulnerability, spatial inequalities and risk aversion : adapting to cl...
12:15 PM - 1:30 PM14
OctoberMacroeconomics, SeminarsHélène REY (London Business School) “Currency Centrality in Equity Markets, Exchange Rates and Global Financial Cycles.”
12:15 PM - 1:30 PM15
OctoberApplied Seminar, SeminarsShuang ZHANG (Imperial College London)
“Global Climate Calamity vs the Market: Nationwide Carbon Trading in ChinaR...
12:15 PM - 1:30 PM24
OctoberFinance, Financial Econometrics, SeminarsTimo DIMITRIADIS (Heidelberg University) ” t.b.a.”
10:30 AM - 11:30 AM24
OctoberFinance, Financial Econometrics, SeminarsLéonard THELOT (HSBC-CREST) ” Latent Factor Models with Functional Single-Index Loadings”
11:30 AM - 12:30 PM04
NovemberMacroeconomics, SeminarsOlivier BLANCHARD (Petersen Institute for International Economics) “The case for quasi automatic stabilizers, with an application to a varying VAT”
12:15 PM - 1:30 PM07
NovemberFinance, Quantitative Sustainable Economics and Finance, SeminarsRaman UPPAL (EDHEC Business School) “Evaluating the Impact of Portfolio Mandates”
11:30 AM - 12:30 PM25
NovemberThere are no upcoming events at this time.Publications
sociology
The Total Effect of Social Origins on Educational Attainment: Meta-analysis of Sibling Correlations From 18 Countries
The sibling correlation (SC), which estimates the total effect of family background (i.e., social origins), can be interpreted as measuring a society's inequality of opportunity. Its sensitivity to ob ...
Demography 11579806., 2024
economics
How the "Ramsey formula" came to define time discounting in economics (1950-2000)
This article investigates the emergence and stabilization of the Ramsey formula as a major framework for discounting in economics. Despite widespread belief, the formula did not originate in Frank Ram ...
SSRN, 2024
sociology
Context matters when evacuating large cities: Shifting the focus from individual characteristics to location and social vulnerability
Climate change is driving extreme weather, heat and flooding, which increasingly require evacuations. Recent studies have found inconclusive results on the determinants of evacuation-related decisions ...
Environmental Science & Policy, Volume 162, December 2024, 103925, 2024
finance
On the chaotic expansion for counting processes
We introduce and study an alternative form of the chaotic expansion for Poisson functionals, using a very specific (non-equivalent) Girsanov transformation; we name this alternative form pseudo-chaoti ...
Electron. J. Probab. 29 1 - 33, 2024