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Emanuel RAPSCH (TU Berlin) “On Controlled Stopping Games and Transition Risk”

GT "Modèles stochastiques en Finance" Time: 15:30 p.m. to 16:30 p.m. Date: 13th of December 2021 Room : 3105 Emanuel RAPSCH (TU Berlin) "On Controlled Stopping Games and Transition Risk" Abstract :: We study the Nash system of a (non-necessarily homogeneous) $n$-player game of optimal stopping in the presence of common strongly Markovian noise. For […]

Phillip HEILER (Aarhus University) – “Estimating Heterogeneous Bounds for Treatment Effects under Sample Selection and Non-response”

Microeconometrics Seminar: Every Tuesday Time: 12:15 pm - 13:30 pm Date: 14th of December 2021 Room : 3001 Phillip HEILER (Aarhus University) - "Estimating Heterogeneous Bounds for Treatment Effects under Sample Selection and Non-response" Abstract: In this paper we propose a method for nonparametric estimation and inference for heterogeneous bounds for causal effect parameters in general sample […]

Gaetan BAKALLI (GSEM, Switzerland) “A Penalized two Pass Regression to Predict Stock Returns with Time-Varying Risk Premia”

The Financial Econometrics Seminar:  Time: 10:30 pm Date: 16th of December 2021 Room : 3001 Gaetan BAKALLI (GSEM, Switzerland) "A Penalized two Pass Regression to Predict Stock Returns with Time-Varying Risk Premia" Abstract :We develop a penalized two-pass regression with time-varying factor loadings. The penalization in the first pass enforces sparsity for the time-variation drivers […]

Vincent PONS (Harvard Business School) – “How Do Campaigns Shape Vote Choice? Multi-Country Evidence From 62 Elections and 56 TV Debates”

Microeconometrics Seminar: Every Tuesday Time: 12:15 pm - 13:30 pm Date: 4th of January 2022 Room : 3001 Vincent PONS (Harvard Business School) - "How Do Campaigns Shape Vote Choice? Multi-Country Evidence From 62 Elections and 56 TV Debates" Abstract: We use two-round survey data from 62 elections in ten countries since 1952 to study the […]

Jordan ROULLEAU-PASDELOUP (National University of Singapore), “Analyzing Linear Rational Expectations models: the Method of Undetermined Markov States”

The Macroeconomics Seminar: Time: 12:15 pm - 13:30 pm Date:05th of January  2022 Room : 2045 Jordan ROULLEAU-PASDELOUP (National University of Singapore), "Analyzing Linear Rational Expectations models: the Method of Undetermined Markov States" Abstract : I show that a class of Linear Rational Expectations models with one endogenous state variable can be represented as a […]

Matthew SOENER (Ohio State University) – “Profiting in a Warming World: Specifying the Socio-Economic Relations at the Heart of Climate Change”

Sociology Seminar: Thursdays Time: 12:00 pm - 1:15 pm - Date: 6th of January 2022 Place: Visio Matthew SOENER (Ohio State University) - “Profiting in a Warming World: Specifying the Socio-Economic Relations at the Heart of Climate Change” Abstract : Drivers of anthropogenic climate change from greenhouse gas emissions in popular and social scientific discussion […]

Clément MALGOUYRE (Institut des Politiques Publiques), “Follow the money! Why dividends overreact to flat-tax reforms”

The Macroeconomics Seminar: Time: 12:15 pm - 13:30 pm Date: 07th of January  2022 by zoom Clément MALGOUYRE (Institut des Politiques Publiques), "Follow the money! Why dividends overreact to flat-tax reforms" Abstract : We estimate behavioral responses to dividend taxation using two recent French reforms: a rate hike followed, five years later, by a cut. […]

Per JOHANSSON (IFAU Uppsala) – “Earnings Expectations and Educational Sorting: An Ex-Ante Perspective on Returns to University Education”

Microeconometrics Seminar: Every Tuesday Time: 12:15 pm - 13:30 pm Date: 11th of January 2022 en visio Per JOHANSSON (IFAU Uppsala)- "Earnings Expectations and Educational Sorting: An Ex-Ante Perspective on Returns to University Education" Abstract: We estimate means and distributions of ex-ante treatment effects for obtaining university education relative to high school. To achieve this, we […]

Hugo DE ALMEIDA VILARES (LSE) “Who’s got the Power? Wage Determination and its Resilience throughout the Great Recession”

The Macroeconomics Seminar: Time: 12:15 pm - 13:30 pm Date: 14 th of January  2022 by Zoom : Hugo DE ALMEIDA VILARES (LSE) "Who's got the Power? Wage Determination and its Resilience throughout the Great Recession" Abstract : Most OECD countries, with the exception of the Southern European countries, have witnessed remarkable increases in wage inequality. […]

Sebastian SEITZ (University of Mannheim) “Estimating the Moral Hazard Cost of Private Disability Insurance and its Welfare Consequences”

The Macroeconomics Seminar: Time: 12:15 pm - 13:30 pm Date: 17 th of January  2022 by Zoom : Sebastian SEITZ (University of Mannheim) "Estimating the Moral Hazard Cost of Private Disability Insurance and its Welfare Consequences" Abstract : Although one-third of workers in the USA and Germany contract supplementary private disability insurance (DI), most studies on […]

Andreas KOTSADAM (University of Oslo) – “Jobs and Political Participation – Evidence from a Field Experiment in Ethiopia “

Microeconometrics Seminar: Every Tuesday Time: 12:15 pm - 13:30 pm Date: 18th of January 2022 En visio Andreas KOTSADAM (University of Oslo) - "Jobs and Political Participation – Evidence from a Field Experiment in Ethiopia " Abstract: We identify the effects of employment on political participation by collaborating with 27 large companies in Ethiopia to randomly […]