Paris School of Economics - École d'Économie de Paris

Economics serving society

(June 15) Inaugural Conference SCOR-PSE Chair in Paris

Inaugural conference SCOR-PSE Chair on “Macroeconomic Risk”

15 June 2018, from 9 am to 7 pm
Paris School of Economics, Amphitheatre
48 boulevard Jourdan - 75014 Paris

PNG - 29 kb

09.00 - Registration

09.30 - Opening speeches

10.00 - Scott Baker (Northwestern, Kellog). “Does Uncertainty Reduce Growth ? Using Disasters as Natural Experiments” (co-authors : Nick Bloom and Stephen J. Terry)
Discussant: Axelle Ferrière (EUI)

11.15 - Cosmin Ilut (Duke). “Learning, Confidence, and Business Cycles” (co-author: Hikaru Saijo)
Discussant: Christoph Grosse-Stephen (Banque de France)

12.30 - Lunch

14.00 - Andrea Vedolin (Boston University). “Interest Rate Risk Management in Uncertain Times” (co-authors: Lorenzo Bretscher & Lukas Schmid)
Discussant: Nuno Coimbra (PSE)

15.15 - Julian Kozlowski (NYU). “The tail thats keeps the riskless rate low” (co-authors: Venky Venkateswaran and Laura Veldkamp)
Discussant: Philippe Andrade (Banque de France)

16.30 - Coffee break

17.00 - Keynote Lecture Xavier Gabaix (Harvard). “Disaster Risk in Macroeconomics and Finance”. Papers in pdf : Rare Disasters and Exchange Rates - Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance - Disasterization: A Simple Way to Fix the Asset Pricing Properties of Macroeconomic Models

18.00 - Panel “Are we at risk of a new financial crisis?” with Olivier Garnier (General Director, Economics and International, Banque de France), Gilles Saint-Paul (PSE-ENS) and François de Varenne (CEO, SCOR Global Investment).
Moderator: Nicolas Dromel (PSE)

19.00 - Cocktail

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Organization
- Nicolas Dromel (PSE)
- Gilles Saint-Paul (PSE-ENS)

Administrative support
- Anaelle Six (PSE)
- Claire Saint-Léger (PSE)