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Workshop in Mathematical Economics

IMPA, July 22-24, 2002

The Workshop in Mathematical Economics is a Satellite Conference of 2002 Latin American Meeting of the Econometric Society that will be held on the campus of Fundação Getúlio Vargas (FGV-EAESP).

 

ORGANIZING COMMITTEE

Aloisio Araujo – IMPA

 

 

MAIN TOPICS

General Equilibrium
Econometric Theory
Game Theory
Assimetric Information

 

PROGRAM

Monday, July 22nd – Sala 224

Time Speaker Title
13:30 – 14:15 JOSÉ FAJARDO
Universidade Católica de Brasília		 Endogenous Collateral: Arbitrage and Equilibrium without Bounded Short-Sales
14:15 – 15:00 KARL SCHMEDDERS
Northwestern University		 Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
C O F F E E         B R E A K
15:15 – 16:00 FELIX KUBLER
Stanford University		 Simple Markov Equilibria for Overlapping Generations
16:00 – 16:45 BERNARD CORNET
Univ. Paris I – Panthéon Sorbonne		 Arbitrage with Incomplete Markets and Asymmetric Information
17:00 – 17:45 JEAN-FRANÇOIS MERTENS
CORE-UCL		 Comparison of Information Schemes

Tuesday, July 23nd – Sala 224

Time Speaker Title
10:00 – 10:45 WILFREDO MALDONADO
Univ. Federal Fluminense/ IMPA		 Two essays on the estimation and accuracy of the policy function
10:45 – 11:30 COSTAS AZARIADIS
UCLA		 Endogenous Debt Constraints in the Lifecycle Model
11:45 – 12:30 ÁLVARO SANDRONI
Northwestern University		 Markets Favor Bayesian Models over Maximum Likelihood
L   U   N   C   H
14:30 – 15:15 HUMBERTO MOREIRA
FGV/RJ
ALOISIO ARAUJO
IMPA		 Non-Monotone Contracts: Applications to Empirical Insurance
15:15 – 15:30 LUCIANO IRINEU DE CASTRO
IMPA		 Non-Monotone Auctions
15:45 – 17:15 JAMES HECKMAN
University of Chicago
LARS NESHEIM
University College of London
DANIEL MCFADDEN
University of California – Berkeley
ROSA MATZKIN
Northwestern University		 Hedonic General Equilibrium Models and their Applications

Wednesday, July 24 nd – Sala 224

Time Speaker Title
10:00 – 10:45 HERVÉ MOULIN
Rice University		 Two Serail Costs Sharing Formulas and an Axiomatic Characterization
10:45 – 11:30 EHUD KALAI
Northwestern University		 Bayesian Equilibria and Rational Expectations in Large Games
11:30 – 12:15 WILLIAM THOMSON
University of Rochester		 Consistent Rules for the Adjucation of Conflicting Claims
12:30 – 13:15 MYRNA WOODERS
University of Warwick		 Small Group Effectiveness and the Equal-treatment Property of the Core of a Large Game