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The US Tri-party Repo Market (1)

Antoine Martin (NYFed)

December 5, 2013

The Housing Market Impacts of Shale Gas Development (1)

Christopher Timmins (Duke University)

Toulouse: TSE, December 3, 2013, 14:00–15:30, room MS001

Using data from New York and Pennsylvania and an array of empirical techniques to control for confounding factors, we recover hedonic estimates of property value impacts from shale gas development that vary with geographic scale and water source. Results indicate large negative impacts on nearby...

The Comovement in Commodity Prices:Sources and Implications (1)

Olivier Coibion (University of Texas - Austin)

December 3, 2013, 11:30–12:30, room salle n°4 - Espace Conférences Banque de France

Dynamically Complete Experimental Asset Markets (1)

Debrah Meloso (University of Bocconi)

IDEI, December 2, 2013, 12:30–14:00, room MF323

joint with Peter Bossaerts and Bill Zame

Unemployment and the Business Cycles (1)

Mathias Trabandt (Board of the Fed)

November 19, 2013, 11:30–12:30, room salle n°3 - Espace conférence Banque de France

Dispersed Inflation Expectations and the Zero Lower Bound (1)

Mirko Wiederholt (Goethe University Frankfurt)

November 14, 2013, room B 230

Feeling the blues - Moral hazard and debt dilution in Eurobonds before 1914 (1)

Rui Esteves (University of Oxford)

November 5, 2013

Adverse Selection, Slow Moving Capital and Misallocation (1)

Dimitris Papanikolaou (University of Northwestern)

TSE, November 4, 2013, 12:30–14:00, room MF 323

Adverse selection is commonly used to explain inefficiencies in specific markets. In this paper,we incorporate an informational asymmetry into a decentralized dynamic economy and study its implications for aggregate and sector level dynamics. We show that it leads to slow moving capital, lagged...

Asset Pricing in a Monetary Economy with Dealers (1)

Ed Nosal (Chicago Fed)

October 29, 2013

Time series models with time varying variance : beyond the classical VAR and ARCH models (1)

Valentin Patilea

October 22, 2013

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