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Breaking Through the Zero Lower Bound (1)

Miles S. Kimball (University of Michigan)

September 13, 2013

How Can Governments Borrow so Much? (1)

Jean-Charles Rochet (UZH, SFI, and TSE)

TSE, September 9, 2013, 12:30–14:00, room MF 323

We analyze the determinants of government debt under the twin assumptions that governments have limited horizons and default only when government income falls short of debt service requirements. We derive a government’s maximum sustainable debt ratio, that is, the debt ratio chosen by a myopic...

Understanding Uncertainty Shocks (1)

Laura Veldkamp (NYU)

September 3, 2013

The Eurozone and the Tragedy of the Commons (1)

Aaron Tornell (UCLA)

July 9, 2013

SCOR session on dependency in the annual meeting of the Association for Public Economic Theory (1)

Lisbonne, Espagne, July 7, 2013

Market Potential and the Rise of American Productivity Leadership (1)

Christopher M. Meissner (Insead & UC Davis)

July 2, 2013

Supply Tightening or Lack in Demand: Is the Sovereign Debt Crisis Different from Lehman? (1)

Federico M. Signoretti (Banca d’Italia)

June 28, 2013

The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis (1)

Loriano Mancini (Swiss Finance Institute and EPFL)

June 25, 2013

Robust preference expansions and temporal decomposition of risk (1)

Jaroslav Borovicka (University of New York)

TSE, June 24, 2013, 12:30–14:00, room MF323

1) Robust preference expansions (with Lars Peter Hansen) --- We propose an approximation method for solving dynamic stochastic general equilibrium models in which agents are concerned about model misspecification. The method relies on a perturbation that treats this robust concern as a first-order...

Algorithms for Inference with Sign and Zero Restrictions (1)

Juan Rubio-Ramirez (Duke)

June 24, 2013

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