讲座预告 | 债券与跨股票回报可预测性的经济联系 讲座嘉宾：刘昕时间：2024年3月27日，周三，10:00-11:30地点：学术会堂603讲座论文题目：Economic Links from Bonds and Cross-Stock Return Predictability摘要：Identifying firms’ bond-market-specific economic links through credit-rating comovement of their corporate bonds, a long-short strategy for stocks based on these links generates a risk-adjusted alpha of 0.45% per month, which cannot be explaine...

24 2024-03

学术沙龙|宏观金融讨论班（第96期）：变分法及其在经济学中的应用 报告主题Calculus of Variations and Its Application in Economics主讲人明洋（中经管助理教授）内容简介Dynamic optimization problems are frequently used in economic models, especially in the fields of economic growth and financial economics, where agents choose a continuous function to maximize or minimize an objective functional under constraints. Calculus of variations is a powerful and easy-to-p...

22 2024-03

讲座预告|李翊良：The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory 理悦CEMA•知与行系列研讨会2024年第二讲将于3月21日（周四）中午12:00-13:30在学术会堂712会议室举行，由外经济贸易大学助理教授李翊良报告 “The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory”，欢迎感兴趣的师生参加。【题目】：The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory【摘要】：We study the caus...

19 2024-03

讲座预告 | 由内而外的行动主义： 来自世界各地强制劳动力政策采纳情况的证据 讲座嘉宾：李东旭时间：2024年3月20日，周三，10:00-11:30地点：学术会堂702讲座论文题目：Activism from the Inside Out: Evidence from Mandatory Workforce Policy Adoptions around the World摘要：We investigate how firms balance between labor costs and employees’ social preferences. Exploiting a comprehensive data of freight shipment records, we show that U.S. firms increase import from the supplier c...

19 2024-03

学术沙龙‖DSGE讨论班（第55期）：新凯恩斯主义模型：异质性个体与最优货币政策 1. 分享论文: Optimal Monetary Policy and Liquidity with Heterogeneous Households （Florin O. Bilbiie , Xavier Ragot，2021 RED）2. 分享人: 李佳鑫（金融学院2021级硕士生）3. 时间：2024年3月21日（周四），晚上19:00-22：004. 地点： 学术会堂7125. 主持人：王忏（金融学院），赵军柱（创新发展学院中国经济与管理研究院）6. 论文摘要：A liquidity-insurance motive for monetary policy operates when heterogeneo...

19 2024-03

学术沙龙|宏观金融讨论班（第95期）：熊彼特增长理论下的最优通胀率 1.研讨论文：The optimal inflation rate under Schumpeterian growth (Journal of Monetary Economics. Koki Oikawa and Kozo Ueda. 2018)2.主讲人孙敏娴（中经管2021级博士生）3.上期回顾We went through the proofs of lemma 2-3 and proposition 1-3. Additionally, we introduced the concept of the firm distribution function, incorporating the heterogeneous pricing distribution. Furthermore, we deduced three d...

16 2024-03

学术沙龙|微观理论讨论班（第3期）：Censorship as Optimal Persuasion 1.研讨论文：Censorship as Optimal Persuasion (Theoretical Economics. Anton Kolotilin, Timofiy Mylovanov and Andriy Zapechelnyuk. 2022) 2.主讲人：姜渭（北京大学2021级博士生） 3.论文简介 We consider a Bayesian persuasion problem where a sender’s utility depends only on the expected state. We show that upper censorship that pools the states above a cutoff and reveals the states below the cutoff i...

16 2024-03

学术沙龙|DSGE讨论班（第54期）：新凯恩斯主义模型：异质性个体与最优货币政策 1.分享论文Optimal Monetary Policy and Liquidity with Heterogeneous Households （Florin O. Bilbiie , Xavier Ragot，2021 RED） 2.分享人李佳鑫（金融学院2021级硕士生） 3.论文摘要A liquidity-insurance motive for monetary policy operates when heterogeneous households use government-provided liquidity (“money”) to insure idiosyncratic risk. In our tractable sticky-price model this changes the centra...

13 2024-03

学术沙龙|应用微观理论与实证讨论班（2024年春季学期第2期） 1.报告论文The motherhood penalty in China: Magnitudes, trends, and the role of grandparenting (Journal of Comparative Economics)2.主讲人鲁静萱（中经管2021级本科生）3.论文摘要This paper estimates the labor market impacts of parenthood in China. We find that becoming a mother has negative impacts on women’s labor outcomes. But the impacts appear to recover sooner than what has been found in othe...

12 2024-03

讲座预告| Exchange Rate Pass-through and Monopsony Power 讲座嘉宾Sushanta Mallick 时间2024年3月14日，周四，10:00-11:30 地点学术会堂604 讲座题目Exchange Rate Pass-through and Monopsony Power in a Large Emerging Economy 摘要The exchange rate pass-through (ERPT) literature has not considered the labour market effects of exchange rate changes. Using a product-level data set from India, we find significant but incomplete exchange rate pass-through to expo...

10 2024-03