Mardi | 2014-09-30 Sully 5, 16h00-17h20 Leonardo Eric CALCAGNO Using a standard microsimulation framework, this paper intends to draw perspectives on Argentina’s pension system from a household-level quaterly survey data, the EPH. After describing the country’s current public Pay-As-You-Go pension system, this paper uses the country’s household survey’s labour market related data to describe and estimate transitions between labour market states for individuals of working age. Finally, together with demographic data provided by Argentina’s statistical body INDEC, we describe how […]

Thèses soutenues en 2014 HDR soutenues en 2014

Mardi | 2014-09-23 Sully 5, 16h00-17h20 Jean-Marc ZANINETTI – Craig E. COLTEN Concentrated poverty in highly segregated neighborhoods within U.S. metropolitan areas is a long debated academic issue. Studied in isolation, the usual statistical indicators may fail to locate accurately the most distressed neighborhoods and assess the exact relationship between places, race and poverty. This paper investigates the persistent linkage between the poverty rate at the neighborhood level and the spatial distribution of African-American and Hispanic communities by using spatially […]

Mardi | 2014-07-01 Salle des thèses Denisa BANULESCU-RADU – Peter Reinhard HANSEN – Zhuo HUANG – Marius² MATEI In this paper we study the financial volatility during the global financial crisis and use the largest volatility shocks to identify major events during the crisis. Our analysis makes extensive use of high-frequency (HF) financial data for the modelling of volatility and, importantly, for determining the timing within the day when the largest volatility shocks occurred. The latter helps us identify the […]

Mercredi | 2014-06-18 Salle B103, 12H00 A 14H00 Cet article vise à étudier les effets des politiques non conventionnelles dans un modèled’équilibre général dynamique stochastique (DSGE). Nous considérons le cas de deux payssoumis à la même politique monétaire mais différents dans les paramètres caractéristiquesdes économies. Cette dimension autorise des effets asymétriques de la politiques monétaire.Le modèle est composé de cinq agents : ménages, banques, entreprises, gouvernement et banque centrale. Il prend en compte la contrainte de bilan des intermédiaires financiers […]

Mardi | 2014-06-17 Sully 5 Pierre ANDREOLETTI – Pierre GAZE – Maxime MENUET We model a specific two-sided monopoly market in which agents can switch from a side to the other. We define two periods of time. In the first period, agents buy the platform services on each side and in the second period of time, they can possibly enhance their satisfaction by going to the other face of the platform. We analyze the link between mobility, consumer’s utility, prices […]

Mardi | 2014-06-10 Salle des thèses Yun (Eric) MENG – Cristos PANTZALIS Lottery-type stocks outperform the rest at the turn of the month. This effect is particularly pronounced among firms located in areas whose demographic profile resembles that of the typical lottery-ticket buyers (i.e. gamblers) and partially driven by the within-month cyclicality of local investors’ personal liquidity positions. Consistent with the notion that gambling is associated with inattention, we find underreaction to earnings news issued by lottery-type firms located in […]

Mercredi | 2014-06-04 Salle B103 Christian Rodrigue TAGNE

Mercredi | 2014-05-28 Salle B103 The objective of the present paper is to give some policy recommendations to improve environmental quality in a context of debt consolidation. For that purpose, we develop an overlapping generation model in which we include public debt and we modelize the two-way causality between life expectancy and the environment. We find that a voluntarist environmental policy may allow a country to escape the environmental poverty trap, or may help a country to reach a higher […]

Mardi | 2014-05-27 Salle des thèses Patrick VILLIEU – Maxime MENUET XX