Archives for CORE

  Mathieu Van Vyve (LIDAM. CORE) Identifying when thresholds from the Paris Agreement are breached: the minmax average, a novel smoothing approach Identifying when a given threshold has been breached in the global temperature record has become of crucial importance since...

  Bernard Sinclair-Desgagné (SKEMA Business School) Internal Carbon Pricing in the Multidivisional Firm In response to environmental concerns, big corporations, which largely allocate resources through so-called ‘internal markets’, often seek to have the associated internal...

  Michael McMahon (University of Oxford) will give a presentation on Tough Talk: The Fed and the Risk Premium   Abstract: We study how monetary policy affects financial risk premia. Unlike existing studies, we focus on the Federal Open Market Committee’s (FOMC’s)...

  Leïla Van Keirsbilck (LIDAM. CORE) The transmission of shocks across sectors and the dynamics of sectoral prices This paper explores the dynamics of U.S. sectoral producer prices in a large Bayesian vector autoregressive (BVAR) model that uses the Input-Output matrix and...