2023 events

The Centre for Applied Macro-Finance (CAMF) at the University of York will deliver the 11th Asset Pricing Workshop on the 4th and 5th July 2024.

The authors present two procedures, based on the Shapley value of cooperative games, for allocating project duration costs (due to delays, for example) among the various agents responsible for their realisation.

The theme of the workshop is “Cities and the Wealth of Nations“. Please send the title of the paper you wish to present, along with a full paper or an extended abstract (500-700 words), to econ-ehpe-workshop@york.ac.uk no later than February 29th.

The authors consider financial networks where agents are linked to each other via mutualliabilities

Margaret Davenport (KCL) discusses Granular Expectation Shocks and International Financial Contagion

Laura Coroneo's paper presents a non-linear framework to evaluate spillovers across domestic and international yield curves when policy rates are constrained by the lower bound.

The authors combine exogenous variation in temperature at the county-day level in the U.S.

The authors analyse a monopoly pricing model where information about the buyer's valuation is endogenous.

This week's talk will be given by Paulo Santos Monteiro, who will be presenting "Analytics of the Government Spending Multiplier with Quantitative Easing," co-authored with Vito Polito (Sheffield) and Mike Wickens (Cardiff and York).

Francesco Zanetti paper builds a multi-sector, open economy model that captures the effects of a commodity boom on unemployment when there is also ongoing structural change (joint with Mariano Kulish, James Morley and Nadine Yamout).

Giuseppe Cavaliere discusses how financial durations models are widely used in finance to model time between events such as trades, stock price movements, or other financial events.

Lorenza Rossi's paper uses a threshold VAR model to analyse the sign asymmetries of shocks to the FED inflation target.

In this paper the authors' examine how the institution of dowry and norms of old-age support in India affect labor supply, consumption, savings, the timing of children's marriages, and insurance against health shocks over the lifecycle.

Ana Rodriguez-Gonzalez paper looks at the impact of the oral contraceptive pill on the mental health of adolescent girls.

The authors study the Hospitals / Residents problem with Couples (HRC), where a solution is a stable matching or a report that none exists.

The authors study the interplay of parenting style and peer effects within a model where children’s skill development hinges on both parental inputs and peer interactions and where parents can mold the peer group by restricting who their children

In this paper the authors analyze the dynamic incentive effects of debt restructuring and changes in seniority among rivalling debt elements in a stochastic endowment economy with a risk averse sovereign debtor.

Jeanne Commault will discuss the paper Heterogeneity in MPC Beyond Liquid Wealth: The Role of Persistent Earnings

Agnieszka Rusinowska (Paris) paper aims to connect the social network literatures on centrality measures with the economic literature on von Neumann-Morgenstern expected utility functions using cooperative game theory.

In this paper, the authors estimate the effect of plausibly exogenous job losses during pregnancy on birth and infant outcomes using administrative Brazilian vital statistics and employment records.

Aspasia Bizopoulou looks at the consequences of #MeToo on inappropriate behaviour in the workplace.

Hashem Pesaran's paper proposes a new trimmed mean group (TMG) estimator which is consistent at the irregular rate of n^(1/3) even if the time dimension of the panel is as small as the number of its regressors.

John Hey's paper experimentally investigates the potential existence of dynamically inconsistent individuals in a situation of ambiguity.

Melissa Barber discusses how the COVID-19 pandemic sent a shockwave across global pharmaceutical supply chains.

Simon Weber discusses the existence of a Competitive Equilibrium with Substitutes, with Applications to Matching and Discrete Choice Models

Marc Chan (Melbourne) uses experimental data from the Head Start Impact Study to examine the effect of sequential participation in childcare programs on cognitive outcomes.

Anthony Savagar will investigate the puzzle of rising returns to scale but stagnating productivity in several advanced economies.

This event is open to PhD students.

We look forward to welcoming Professor Trockel back to York.

This two day workshop is organised with support from the University of York and the ESRC.

Evangelos Rouskas will discuss Family Decision-Making: Kinked Demand and the First-Mover Disadvantag

Emma Tominey discusses Cohabiting, Childbirth and Child Human Capital

This two day workshop brings together the Centre for Applied Macro-Finance at the University of York and the Bank of England to discuss asset pricing.

Miriam Wüst will discuss the peer effects in mental health problems among new mothers.

Professor Mike Wickens will present Pension Systems (Un)sustainability and Fiscal Constraints: A Comparative Analysis

Francesco Giovannoni will discuss a buyer-seller problem of a novel good for which the seller does not yet know the production cost.

Michael Vlassopoulos will discuss Ethnic Mixing in Early Childhood: Evidence from a Randomized Field Experiment and a Structural Model

The panel will discuss how reimagining the way we incentivise drug development could lead to innovation at a reasonable price.

Brian Varian (Newcastle) will discuss Queensland’s Manufacturing and Australian Federation, 1897-1906: The Effects of an Exogenous Trade-Policy Shock

Tho Pham will discuss Natural Language Processing in Economic Research

The 11th York Annual Symposium on Game Theory will be held on 1-2 June 2023 at the Department of Economics and Related Studies, University of York, UK.

Marcin Dziubinski will consider a problem of mechanism design without money,

This Applied Microeconometrics seminar is presented by Tho Pham on the topic Gender Bias in Online Job Ads: Uncovering Hidden Preferences.

In his talk, Gilles Chemla will illustrate how an agent's motivation changes as one moves from RCTs to settings with discretionary choice.

Mattia Bevilacqua (Liverpool Management School)

Hanh My Le discusses the impact of saltwater intrusion on agricultural production and resource reallocation in coastal deltas

Guest speaker Dita Eckhardt (Warwick) will talk about Understanding the Effects of Labor Market Entry Conditions: The Role of Skill Match

Paulo Santos Monteiro will give a talk on Self-fulfilling labor wedge fluctuations and unemployment insurance

Join us for the York Annual Economic Theory Workshop

Steve Broadberry will discuss Innovation and the Great Divergence

Justas Dainauskas (LSE & DERS alumnus)

Leigh Gardner (LSE) will give a talk on Fiscal decentralization and colonial institutions in British Africa.

Samuel Asher (Imperial) will discuss the Long-Run Development Impacts of Agricultural Productivity Gains: Evidence from Irrigation Canals in India

This Applied Microeconometrics seminar is presented by Ines Lee on the topic "Competence or Confidence? The Gender Gap in Financial Literacy."

Franck Portier will discuss some inference perils of imposing a Taylor Rule

This paper examines the role of pricing errors in linear factor pricing models, allowing for observed strong and semi-strong factors, and latent weak factors.

Tim Hill will give an accessible guest lecture discussing the structure of an investment bank, debt vs equity, risk vs return and market efficiency, based on real life experience, focussing on careers, places to apply, and the roles available.

Irina Zviadadze's objective is to price the cross section of asset returns.

Guest speaker Pauline Corblet looks at the interplay between worker supply and firm demand, and their effect on sorting and wages in the labor market

Matia Canttaneo will discuss two papers.

Hideshi Itoh (Waseda University) presents this workshop.

Amos Golan discusses what information theory brings to Modeling and Inference

Alfred Galichon discusses Existence of a competitive equilibrium with substitutes, with applications to matching and discrete choice models

This Applied Microeconometrics seminar is presented by Simon Weber on the the topic Scraping webpages.

The lectures running across two days are based on the book Foundations of Info-Metrics written by Amos Golan. It is highly recommended to get the book prior to this short course.

Visiting us from Harvard, Neil Shephard will deliver a keynote lecture and workshop.

Eric Brousseau (Paris XI) presents this seminar hosted by Dr Thilo Huning.

Neil Shephard will be discussing some problems in high frequency financial econometrics.

Colin Ellis, Global Credit Strategist at Moody's, joins us for this seminar

Enrica Carbone of the University of Campania joins our host John Hey to discuss a proposed experimental asset market in which human traders interact with a robot trader.

Jack Britton presents this Applied Microeconometrics Seminar on the topic Research grant success and failure.

Julie Riise discusses the costs of employment protection programs and why the costs are larger than previously thought.

Takashi Hayashi, Noriaki Kiguchi and Norio Takeoka investigate the compatibility of the Pareto condition with an impure social planner.

Siddhartha Bandyopadhyay discusses the negatives and positives of the political process.

Andrea Papadia discusses how migration affects the economic development in the receiving country.

Cristiano Cantore studies the interaction between monetary policy and labour supply decisions at the household level.

Lauren Cherchye presents a methodology for the analysis of household consumption and time use behaviour under marital stability.