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4 projets européens trouvés

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 TERMINÉ 

Inference for Semi-Nonparametric Econometric Models (SNP)

Date du début: 1 avr. 2014, Date de fin: 31 mars 2019,

"This research project aims to contribute to advances in the research on semiparametric and nonparametric econometric methods by developing novel estimation and inference approaches in a variety of contexts and applying them to important empirical problems in economics.The project is divided into four parts. The first part develops a Bayes procedure for the moment condition model. A likelihood fun ...
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 1

 TERMINÉ 

Frictions in the Financial System (FRICTIONS)

Date du début: 1 déc. 2013, Date de fin: 30 nov. 2018,

"The financial crisis, since its start in 2008 has exposed enormous fractures both in the financial architecture and in the structure of the global economy. Although with some notable exceptions, the magnitude of the events caught the finance profession largely by surprise. Clearly, we have to understand better the institutional mechanism channeling savings towards the best uses of capital, and to ...
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 2

 TERMINÉ 

Systemic Risk and Feedback to the Real Economy (SystemicRisk)

Date du début: 1 mai 2014, Date de fin: 30 avr. 2017,

In this proposal I present two research themes that apply endogenous risk analysis to identify channels for the creation of systemic risk via various feedback loops. These projects identify new ways to consider and measure systemic financial risks and, more importantly, the linkages between the financial risks and the real economy, and the welfare consequences.In the first research theme, the focu ...
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 2

 TERMINÉ 

Complexity Research Initiative for Systemic InstabilitieS (CRISIS)

Date du début: 1 nov. 2011, Date de fin: 31 oct. 2014,

In his opening address to the ECB Central Banking Conference, Jean-Claude Trichet said that "in the face of the crisis, we felt abandoned by conventional tools", and went on to call for the development of complex systems based approaches to augment existing ways of understanding the economy. This project proposes to address this need by creating an integrated set of complex systems-based ICT too ...
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