講座預告 | 債券與跨股票回報可預測性的經濟聯系 講座嘉賓：劉昕時間：2024年3月27日，周三，10:00-11:30地點：學術會堂603講座論文題目：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

學術沙龍|宏觀金融讨論班（第96期）：變分法及其在經濟學中的應用 報告主題Calculus of Variations and Its Application in Economics主講人明洋（中經管助理教授）内容簡介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

講座預告|李翊良：The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory 理悅CEMA•知與行系列研讨會2024年第二講将于3月21日（周四）中午12:00-13:30在學術會堂712會議室舉行，由外經濟貿易大學助理教授李翊良報告 “The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory”，歡迎感興趣的師生參加。【題目】：The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory【摘要】：We study the caus...

19 2024-03

講座預告 | 由内而外的行動主義： 來自世界各地強制勞動力政策采納情況的證據 講座嘉賓：李東旭時間：2024年3月20日，周三，10:00-11:30地點：學術會堂702講座論文題目：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

學術沙龍‖DSGE讨論班（第55期）：新凱恩斯主義模型：異質性個體與最優貨币政策 1. 分享論文: Optimal Monetary Policy and Liquidity with Heterogeneous Households （Florin O. Bilbiie , Xavier Ragot，2021 RED）2. 分享人: 李佳鑫（金融學院2021級碩士生）3. 時間：2024年3月21日（周四），晚上19:00-22：004. 地點： 學術會堂7125. 主持人：王忏（金融學院），趙軍柱（韦德体育bevictor中國經濟與管理研究院）6. 論文摘要：A liquidity-insurance motive for monetary policy operates when heterogeneo...

19 2024-03

學術沙龍|宏觀金融讨論班（第95期）：熊彼特增長理論下的最優通脹率 1.研讨論文：The optimal inflation rate under Schumpeterian growth (Journal of Monetary Economics. Koki Oikawa and Kozo Ueda. 2018)2.主講人孫敏娴（中經管2021級博士生）3.上期回顧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

學術沙龍|微觀理論讨論班（第3期）：Censorship as Optimal Persuasion 1.研讨論文：Censorship as Optimal Persuasion (Theoretical Economics. Anton Kolotilin, Timofiy Mylovanov and Andriy Zapechelnyuk. 2022) 2.主講人：姜渭（北京大學2021級博士生） 3.論文簡介 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

學術沙龍|DSGE讨論班（第54期）：新凱恩斯主義模型：異質性個體與最優貨币政策 1.分享論文Optimal Monetary Policy and Liquidity with Heterogeneous Households （Florin O. Bilbiie , Xavier Ragot，2021 RED） 2.分享人李佳鑫（金融學院2021級碩士生） 3.論文摘要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

學術沙龍|應用微觀理論與實證讨論班（2024年春季學期第2期） 1.報告論文The motherhood penalty in China: Magnitudes, trends, and the role of grandparenting (Journal of Comparative Economics)2.主講人魯靜萱（中經管2021級本科生）3.論文摘要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

講座預告| Exchange Rate Pass-through and Monopsony Power 講座嘉賓Sushanta Mallick 時間2024年3月14日，周四，10:00-11:30 地點學術會堂604 講座題目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