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| home StatuteOrgans&Fellows Fellowships&Visiting Publications | ||
| date | type | speaker | paper / argument | ||||
September |
12 |
2:45 pm |
economics |
Helyette GEMAN University Paris Dauphine |
Commodity derivatives: models and trading strategies | ||
16 |
5:30 pm |
economics |
Ales CERNY City University London |
Performance of Dynamic Hedging Strategies: The Tale of Two Trading Desks | |||
26 |
5:00 pm |
economics |
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THE EQUITY PREMIUM: WHAT
HAVE WE LEARNED IN 20 YEARS? by: Ente "Luigi Einaudi" Italian Banking Association (ABI) |
|||
30 |
1:00 pm |
economics |
Matteo IACOVIELLO Boston College |
Private Debt and Income Inequality: A Business Cycle Analysis | |||
| date | type | speaker | paper / argument | ||||
October |
10 |
5:30 pm |
economics |
George SKIADOPOULOS University of Piraeus |
Implied Volatility Processes: Evidence from the Volatility Derivatives Markets | ||
13 |
6:00 pm |
econometrics |
Dimitris N. POLITIS University of California, San Diego |
Model-Free Volatility Prediction | |||
17 |
5:30 pm |
economics |
J. Rupert J. GATTI University of Cambridge |
Estimating Firm-Level Demand at a Price Comparison Site: Accounting for Shoppers and the Number of Competitors | |||
20 |
6:00 pm |
econometrics |
Richard H. SPADY Nuffield College, Oxford |
Identification and estimation of latent attitudes and their behavorial implications | |||
24 |
5:30 pm |
economics |
Luca FLABBI Georgetown University |
Gender Discrimination Estimation in a Search Model with Matching and Bargaining | |||
27 |
6:00 pm |
econometrics |
Jesper LINDÉ Sveriges Riksbank |
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through | |||
31 |
5:30 pm |
economics |
Emanuela SCIUBBA Birkbeck College, London |
Links and Architecture in Village Networks | |||
| date | type | speaker | paper / argument | ||||
November |
7 |
5:30 pm |
economics |
Paolo COLLA Bocconi University, Milan |
Information Linkages and Correlated Trading | ||
10 |
6:00 pm |
econometrics |
Mark W. WATSON Princeton University |
Implications of Dynamic Factor Models for VAR Analysis | |||
14 |
9:45 am |
economics |
The Motivations for
Bank Takeovers: Some Empirical Evidence from Italy (Alessio
DE VINCENZO, Claudio DORIA e Carmelo SALLEO) Italy's Decline: Getting the Facts Right (Francesco DAVERI e Cecilia JONA-LASINIO) Winners and Losers in the Italian Welfare State: A Microsimulation Analysis of Income Redistribution Considering In-Kind Transfers (Daniela SONEDDA e Gilberto TURATI) Cross Country Differences in Patent Propensity: A Firm-Level Investigation (Francesca LOTTI e Fabiano SCHIVARDI) |
NUOVI TEMI PER LA
POLITICA ECONOMICA by: Michele POLO (Giornale degli Economisti and Bocconi University, Milan) Daniele TERLIZZESE (Ente Luigi Einaudi and Bank of Italy) |
|||
17 |
6:00 pm |
econometrics |
Michael D. HURD RAND Corporation |
The Effect of Large Capital Gains or Losses on Retirement | |||
21 |
5:30 pm |
economics |
Alberto BENNARDO University of Salerno |
Competitive Markets with Endogenous Health Risks | |||
24 |
6:00 pm |
econometrics |
Carlos VELASCO GÓMEZ Universidad Carlos III, Madrid |
Distribution-free tests of fractional cointegration | |||
28 |
5:30 pm |
economics |
Javier DIAZ-GIMENEZ Universidad Carlos III, Madrid |
Flat Tax Reforms in the U.S.: A Boon for the Income Poor | |||
| date | type | speaker | paper / argument | ||||
December |
1 |
6:00 pm |
econometrics |
José María LABEAGA
AZCONA UNED, Madrid |
Children and demand patterns: evidence from panel data | ||
5 |
4:00 pm |
econometrics |
Raffaella GIACOMINI University of California, Los Angeles |
Detecting and Predicting Forecast Breakdowns | |||
5 |
5:30 pm |
economics |
Ramon MARIMON Universitat Pompeu Fabra |
Competition, Innovation and Growth with Limited Commitment | |||
12 |
5:30 pm |
economics |
Sudipto BHATTACHARYA London School of Economics |
Patents vs Trade Secrets: Knowledge Licensing and Spillover | |||
16 |
5:30 pm |
economics |
Enrichetta RAVINA New York University |
Habit Persistence and Keeping Up with the Joneses: Evidence from Micro Data | |||
19 |
9:00 am |
economics |
Questioni di economia
monetaria internazionale (chairman: Marcello DE CECCO) Carlo COTTARELLI (IMF): Efficiency and Legitimacy: Trade-Offs in IMF Governance Gabriele GALATI (BIS): Current Account Adjustment and Capital Flows Paolo MANASSE (Università di Bologna and IMF): "Rules of Thumb" for Sovereign Debt Crises Teoria e politica monetaria (chairman: Daniele TERLIZZESE) Giorgio DI GIORGIO (LUISS): Monetary Policy and Stock Prices in an Open Economy Giancarlo CORSETTI (EUI): Monetary Policy in Heterogeneous Currency Unions: Reflections Based on a Micro-Founded Model of Optimum Currency Areas Ester FAIA (Universitat Pompeu Fabra, Barcelona): Optimal Monetary Policy Rules, Asset Prices and Credit Frictions Mercati finanziari, diversificazione dei rischi e liquidità (chairman: Luigi GUISO) Giovanna NICODANO (University of Turin): Small Caps in International Equity Portfolios: The Effects of Variance Risk Emanuela SCIUBBA (Birkbeck College, London): Belief Heterogeneity and Survival in Incomplete Markets Concorrenza bancaria, stabilità finanziaria e credito alle imprese (chairman: Roberto VIOLI) Elena CARLETTI (Center for Financial Studies): Credit Market Competition and Capital Regulation Matteo IACOVIELLO (Boston College) and Raoul MINETTI (Michigan State University): Liquidity Cycles |
GIORNATA DI STUDIO SU
MONETA, BANCA E FINANZA per i 40 anni di attività dell'Ente Einaudi Maurizio SELLA (ABI) Giancarlo MORCALDO (Bank of Italy) |
|||
20 |
5:30 pm |
economics |
Fernando ALVAREZ University of Chicago |
Fixed Term Employment Contracts in an Equilibrium Search Model | |||
| date | type | speaker | paper / argument | ||||
January |
19 |
6:00 pm |
econometrics |
Marc HALLIN Université Libre de Bruxelles |
The Generalized Dynamic Factor Model Determining the Number of Factors | ||
| date | type | speaker | paper / argument | ||||
February |
6 |
5:30 pm |
economics |
Mario ANOLLI Catholic University, Milan |
A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality | ||
9 |
6:00 pm |
econometrics |
Cheti NICOLETTI ISER, Essex |
Intergenerational earnings mobility: Changes across cohorts in Britain | |||
16 |
6:00 pm |
econometrics |
Eric RENAULT University of North Carolina, Chapel Hill |
Efficient Derivative Pricing by Extended Method of Moments | |||
20 |
5:30 pm |
economics |
Philip LANE Trinity College, Dublin |
The Dynamics of External Positions | |||
27 |
5:30 pm |
economics |
Joseph ZEIRA Hebrew University, Jerusalem |
Machines as Engines of Growth | |||
| date | type | speaker | paper / argument | ||||
March |
6 |
5:30 pm |
economics |
Kjetil STORESLETTEN University of Oslo |
Insurance and Opportunities: The Welfare Implications of Rising Wage Dispersion | ||
9 |
6:00 pm |
econometrics |
Francis G. VELLA Georgetown University |
Estimating a Class of Triangular Simultaneous Equations Models without Exclusion Restrictions | |||
10 |
5:30 pm |
economics |
Michele CAVALLO Federal Reserve Bank, San Francisco |
Could capital gains smooth a current account rebalancing? | |||
13 |
5:30 pm |
economics |
Fabrizio MATTESINI "Tor Vergata" University, Rome |
Structural Breaks and Optimal Monetary Policy | |||
16 |
6:00 pm |
econometrics |
Mauro COSTANTINI ISAE University "La Sapienza", Rome |
Simple Panel Unit Root Tests to Detect Changes in Persistence | |||
20 |
5:30 pm |
economics |
Dirk KRUEGER Goethe University, Frankfurt |
On the Consequences of Demographic Change for Rates of Returns to Capital, and the Distribution of Wealth and Welfare | |||
23 |
6:00 pm |
econometrics |
Nicola LOPERFIDO University "Carlo Bo", Urbino |
A Multivariate Skew-GARCH Model | |||
27 |
5:30 pm |
economics |
Giovanna NICODANO CeRP University of Turin |
Investing for the Long-Run in European Real Estate | |||
30 |
6:00 pm |
econometrics |
Karim M. ABADIR Imperial College London |
Distilling co-movements from persistent macro and financial series | |||
| date | type | speaker | paper / argument | ||||
April |
3 |
5:30 pm |
economics |
Philippe MARTIN University of Paris I |
Make Trade not War? | ||
6 |
6:00 pm |
econometrics |
Alain HECQ University of Maastricht |
Small sample issues in common cyclical features modelling | |||
20 |
6:00 pm |
econometrics |
Jean-Marc ROBIN EUREQua, Paris 1 |
Using High-Order Moments to Estimate Linear Independent Factor Models | |||
| date | type | speaker | paper / argument | ||||
May |
4 |
6:00 pm |
econometrics |
Michael WOLF University of Zurich |
Stepwise Multiple Testing as Formalized Data Snooping | ||
8 |
5:30 pm |
economics |
Steven THORLEY Marriott School, Brigham Young University |
The Fundamental Law of Active Portfolio Management with Full Covariance Matrix | |||
15 |
5:30 pm |
economics |
Bronwyn Hughes HALL University of California, Berkeley |
R&D Tax Credits in France and the US: Design and Effectiveness | |||
18 |
1:10 pm |
lunch |
John S. EARLE Upjohn Institute Central European University |
Ownership and Wages: New Evidence from Linked Employer-Employee Data in Hungary, 1986-2003 | |||
18 |
6:00 pm |
econometrics |
Andrew HARVEY University of Cambridge |
Time-Varying Quantiles | |||
22 |
5:30 pm |
economics |
Jean IMBS HEC, Université de Lausanne |
The Efficiency of Capital Allocation: Do Bank Regulations Matter? | |||
29 |
5:30 pm |
economics |
Andrea BURASCHI Imperial College London |
Term Structure of Interest Rates Implications of Habit Persistence | |||
| date | type | speaker | paper / argument | ||||
June |
5 |
5:30 pm |
economics |
Mike GOLOSOV Massachusetts Institute of Technology |
Markets Versus Governments: Political Economy of Mechanisms | ||
8 |
6:00 pm |
econometrics |
Giovanni PETRIS University of Arkansas |
Transdimensional Markov Chain Monte Carlo Using Hyperplane Inflation in Locally Nested Spaces | |||
9 |
9:30 am |
economics |
Attilio MEUCCI Lehman Brothers |
Beyond Black-Litterman: views on non-normal markets | |||
14 |
5:30 pm |
economics |
Christian BRODA University of Chicago |
From Groundnuts to Globalization: A Structural Estimate of Trade and Growth | |||
15 |
6:00 pm |
econometrics |
Barbara ROSSI Duke University |
Non-nested model selection in unstable environments | |||
19 |
5:30 pm |
economics |
Andrea PESCATORI Universitat Pompeu Fabra, Barcelona |
Incomplete Markets, Idiosyncratic Income Shocks and Optimal Monetary Policy | |||
20 |
1:10 pm |
lunch |
Anna Maria MAYDA Georgetown University |
Do Countries Free Ride on MFN? A cross-country evidence | |||
22 |
1:00 pm |
economics |
Pietro F. PERETTO Duke University |
A Schumpeterian Analysis of Deficit-Financed Dividend Tax Cuts | |||
| date | type | speaker | paper / argument | ||||
July |
18 |
1:10 pm |
lunch |
Giovanni MAGGI Princeton University |
The GATT-WTO as an Incomplete Contract | ||
20 |
1:10 pm |
lunch |
Nicola CETORELLI Federal Reserve Bank, New York |
Exploring conflicts of interests in financial conglomerates | |||
25 |
1:10 pm |
lunch |
Uday RAJAN University of Michigan |
Welfare Properties of Nonexclusive Contracts | |||
