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Programme 2010

Thursday, September 23
Location: HEC, Bâtiment des études, salle H017
Fuhito Kojima (Stanford)

Thursday, June 17  
Location: HEC, Bâtiment des études, salle H017 
Frédéric Koessler (PSE)
(joint with Régis Renault)
"When does strategic information disclosure lead to perfect consumer information ?"

Thursday, May 27
Location: HEC, Bâtiment des études, salle H017
Shmuel Zamir
(The Center for the Study of Rationality The Hebrew University of Jerusalem) 
"On The Strategic Use of Seller Information in Private-Value Auctions"

Thursday, May 20 
Dirk Bergemann
Sanjeev Goyal

Tuesday, May 11 
Satoru Takahashi (Princeton University) 
Description"Interdependent Preferences and Strategic Distinguishability" 
(joint with Dirk Bergemann and Stephen Morris)
 programme pdf

Thursday, April 8
Olivier Gossner (PSE and LSE)
"The robustness of incomplete codes of law"
programme pdf


Thursday, March 25 
Zvi Safra (The College of Management and Tel Aviv University, Israel)
"Generalized Utilitarianism and Harsanyi's Impartial Observer Theorem"
programme pdf
Thursday, March 11
Marco Mariotti (Department of Economics - Queen Mary, University of London)

Thursday, February 11

Francois Salanie (Membre de l'Institut d'Économie Industrielle (IDEI) Directeur de Recherches au LERNA (INRA et Université de Toulouse I)

Thursday, February 4

Nick Baigent (Institute of Public Economics at graz University)

Thursday, January 21
Bhaskar Dutta (Economics Department Warwick)

Programme 2009

December 10: 
Ivana Komunjer (University of California, San Diego) 
"Dynamic Identification of DSGE Models."   

December 17: 
Johannes Hörner (Yale University) 
''Selling Information''.
programme décembre pdf 

May 26:
George Mailath (University of Pennsylvania)
"A Foundation for Markov Equilibria"
programme pdf

January 20:
Bernard Salanié (Columbia University)
"Identifying Preferences under Risk from Discrete Choices"
avec: PA Chiappori, A Gandhi, F Salanie

Abstract: "As a textbook model for contingent markets, horse races haveprovided an interesting way to study the attitude towards risk of bettors.We innovate on the literature by explicitly considering heterogeneousbettors, with different utility functions (possibly non-expected utility).Based on a simple single-crossing condition, we derive testable predictions;and we show that parimutuel data allow to uniquely identify the distributionof preferences among the population of bettors.We then estimate the model on data from US races. Preliminary empirical results illustrate how well families of preferences towards risk and/oruncertainty can explain the behavior of bettors."
 programme ppt