Paris School of Economics - École d'Économie de Paris

La science économique au service de la société

(15 juin) Conférence inaugurale de la chaire SCOR-PSE

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 ko

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

………………………………………

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

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