STANFORD INSTITUTE FOR THEORETICAL ECONOMICS

1997 SUMMER WORKSHOP PROGRAM

JULY 7 - AUGUST 15, 1997

 

 

TABLE OF CONTENTS:


 

I. SEGMENT #1: General Equilibrium Models: Applications and Algorithms

II. SEGMENT #2: Expectations and Incomplete Information In General Equilibrium

III. SEGMENT #3: Micro-Economic Theory of Institutions and Its Applications

IV. SEGMENT #4: Social Interactions

V. SEGMENT #5: Interregional Competition in Public Economics




I. SEGMENT #1: General Equilibrium Models: Applications and Algorithms

ORGANIZED BY: Curtis Eaves and Karl Schmedders, Operations Research Department

DATE: July 7 - 11 , 1997

MONDAY 7 JULY

TIME: 11:00 - 12:15 P.M.

SPEAKER: Pedro Noyola - SAI Law and Economics

TITLE: "A General Equilibrium Analysis of Trade Reform in Panama"

TIME: 2:00 - 3:15 P.M.

SPEAKER: David Chang - Stanford University

TITLE: "Solving Large-Scale Intertemporal CGE Models with Decomposition Methods"


TUESDAY 8 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: Michael Ferris - University of Wisconsin at Madison

TITLE: "A Pathsearch Damped Newton Method for Computing General Equilibria"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Kenneth Judd - Stanford University

TITLE: "Solving Large Rational Expectations Models"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Jean-Charles Rochet - GREMAQ-IDEI

TITLE: "Computation and Estimation of Optimal Non-Linear Prices"


WEDNESDAY 9 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: Anna Nagurney - University of Massachusetts

TITLE: "Dynamic Multi-Sector, Multi-Instrument Financial Networks with Futures: Modeling and Computation"

TIME: 11:00 - 12:15 P.M.

SPEAKER: P. Jean-Jacques Herings - Tilburg University

TITLE: "The Transition from a Dreze Equilibrium to a Walrasian Equilibrium"


THURSDAY 10 JULY

TIME: 9:30 - 12:00 P.M.

SPEAKER: Mordecai Kurz and Stan Black - Stanford University

TITLE: "Computing Rational Belief Equilibria with Financial Assets"

TIME: 2:30 - 3:45 P.M.

SPEAKER: Karl Schmedders - Stanford University

TITLE: "Computing Equilibria in Stochastic Finance Economies"



II. SEGMENT #2: Expectations and Incomplete Information in General Equilibrium

ORGANIZED BY: Mordecai Kurz, Department of Economics

DATE: July 14 - 25 , 1997

MONDAY 14 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: William Brock - University of Wisconsin at Madison

TITLE: "Evolutive Dynamics, Social Interaction and Econometrics"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Cars Hommes - University of Amsterdam

TITLE: "Consistent Expectations Equilibria"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Alvaro Sandroni - Northwestern University

TITLE: "Persistent Market Crashes in Frictionless Economies with No Instrinsic Uncertainty"


TUESDAY 15 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: Mark Garmaise - Stanford University

TITLE: "Security Design and Endogenous Uncertainty"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Ho-Mou Wu - National Taiwan University

TITLE: "Speculation with Rational Beliefs"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Carsten Nielsen - University of Copenhagen

TITLE: "Sun-Spot Rational Belief Structures: Anonymity and Endogenous Uncertainty"


WEDNESDAY 16 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: Mordecai Kurz - Stanford University

TITLE: "On the Structure of the Equity Premium"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Christina Shannon - University of California at Berkeley

TITLE: "Stability and Comparative Statics in Walrasian Models"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Felix Kubler - Stanford University (visiting)

TITLE: "Investigating Generalizations of Expected Utility Theory Using Market Data"


THURSDAY 17 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: Susan Snyder - Virginia Polytechnic Institute

TITLE: "Non-Parametric Test of Household Behavior"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Kenneth Judd - Hoover Institution

TITLE: "Computing Equilibria in Infinite Horizon Economies with Incomplete Markets"


FRIDAY 18 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: P. Jean-Jacques Herings - Tilburg University

TITLE: "Continua of Underemployment Equilibria Reflecting Coordination Failures, also at Walrasian Prices"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Ross Starr - University of California at San Diego

TITLE: "Monetary Equilibrium in Pairwise Trade with Transaction Costs"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Kenneth Arrow - Stanford University

TITLE: "On Sequence Economies, Transactions Cost and Uncertainty"


MONDAY 21 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: Alberto Bisin - DELTA-ens

TITLE: "General Equilibrium with Asymmetric Information"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Michael Magill - University of Southern California

TITLE: "Moral Hazard and Stock Market Equilibrium"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Marcos Lisboa - Stanford University

TITLE: "Do Liquidity Constraints Matter for Ricardian Equivalence?"


TUESDAY 22 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: Jan Werner - University of Minnesota

TITLE: "Valuation Bubbles and Sequential Bubbles"

TIME: 11:00 - 12:15 P.M.

SPEAKER: William Zame - University of California at Los Angeles

TITLE: "Does Market Incompleteness Matter?"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Enrico Minelli - Universita' di Brescia

TITLE: "Information at a Competitive Equilibrium"


WEDNESDAY 23 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: Stephen Spear - Carnegie-Mellon University

TITLE: "Shaking the Tree: An Agency Theoretic Model of Asset Pricing"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Jayasri Dutta - University of Cambridge

TITLE: "On Intermediation and Enforcement"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Stefan Krasa - University of Illinois

TITLE: "Efficiency Notions in Exchange Economies with Incomplete Information"


THURSDAY 24 JULY

TIME: 9:30 - 10:15 A.M.

SPEAKER: C.D. Aliprantis - IUPUI

TITLE: "Separable Utility Functions"

TIME: 10:15 - 11:00 A.M.

SPEAKER: Nicholas Yannelis - University of Illinois

TITLE: "Existence of Equilibrium in Bayesian Games with Infinitely Many Players"

TIME: 11:15 - 12:30 P.M.

SPEAKER: Rajiv Vohra - Brown University

TITLE: "Incomplete Information, Incentive Compatibility and the Core"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Patrick Rey - Universite Toulouse I

TITLE: "Moral Hazard and Unemployment in Competitive Equilibrium"


FRIDAY 25 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: Karl Vind - University of Copenhagen

TITLE: "Von Neuman Morgenstern Preferences"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Walter Heller - University of California at San Diego

TITLE: "Is Perfect Price Discrimination Really Efficient: Welfare and Existence in General Equilibrium"



III. SEGMENT #3: Micro-Economic Theory of Institutions and Its Applications

ORGANIZED BY: Avner Greif, Department of Economics

DATE: July 28 - August 1, 1997

MONDAY 28 JULY

TIME: 9:30 - 10:15 A.M.

SPEAKER: Zvika Neeman - Boston University

TITLE: "The Scope of Voluntary Bargaining under Asymmetric Information"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Charles Holt - University of Virginia

TITLE: "Stochastic Game Theory: Evolution and Equilibrium with Bounded Rationality"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Andrew Postlewaite - University of Pennsylvania

TITLE: "The Social Basis for Interdependent Preferences"


TUESDAY 29 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: Rachel Kranton - University of Maryland at College Park

TITLE: "Buyer-Supplier Networks"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Curtis Taylor - Texas A & M University

TITLE: "The Old-Boy Network and the Young-Gun Effect"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Ilya Segal - University of California at Berkeley

TITLE: "Exclusive Dealing and Specific Investment"


WEDNESDAY 30 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: Jonathan Bendor - Stanford University

TITLE: "The Evolution of Norms"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Samuel Bowles - Stanford University

TITLE: "Markets as Cultural Institutions: Equilibrium Norms in Competitive Economies"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Peyton Young - Johns Hopkins University

TITLE: "The Evolution of Contracts"


THURSDAY 31 JULY

TIME: 9:30 - 10:45 A.M.

SPEAKER: Andrew Newman - Columbia University

TITLE: "Competing for Ownership"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Chiaki Moriguchi - Stanford University

TITLE: "The Evolution of Employment Relations and Labor Legislation"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Paul Milgrom - Stanford University

TITLE: "Theoretical and Practical Aspects of Auction Design"


FRIDAY 1 AUGUST

TIME: 9:30 - 10:45 A.M.

SPEAKER: Chris Sanchirico - Columbia University

TITLE: "Enforcement by Hearing"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Noriyuki Yanagawa - University of Tokyo

TITLE: "Limited Knowledge of Courts and Optimal Organization Structure"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Joel Watson - University of California at San Diego

TITLE: "Opportunism and Mediation"



IV. SEGMENT #4: Social Interactions

DATE: August 4 - 7, 1997

TUESDAY 5 AUGUST

TIME: 9:30 - 10:45 A.M.

SPEAKER: Morgan Kelly - University College Dublin

TITLE: "Labour Market Networks, Underclasses, and Inequality"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Curtis Taylor - Texas A & M University

TITLE: "The Old-Boy Network and the Young-Gun Effect"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Ann Bell - Vanderbilt University

TITLE: "Bilateral Trading on a Network: Convergence and Optimality Results"


WEDNESDAY 6 AUGUST

TIME: 9:30 - 10:45 A.M.

SPEAKER: In-Koo Cho - Brown University

TITLE: "Learning to Coordinate in Repeated Games"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Joel Watson - University of California at San Diego

TITLE: "Starting Small and Renegotiation"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Lawrence Blume - Cornell University

TITLE: "A Dynamic Model of Keynesian Coordination Failure"


THURSDAY 7 AUGUST

TIME: 9:30 - 10:45 A.M.

SPEAKER: Nicholas Economides - New York University

TITLE: "The Economics of Networks"

TIME: 11:00 - 12:15 P.M.

SPEAKER: Giorgio Topa - New York University

TITLE: "Social Interactions, Local Spillovers and Unemployment"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Thorsten Hens - University of Bielefeld

TITLE: "An Evolutionary Approach to Financial Innovation"



V. SEGMENT #5: Interregional Competition in Public Economics

DATE: August 11 - 15, 1997

MONDAY 11 AUGUST

TIME: 9:00 - 10:15 A.M.

SPEAKER: Oscar Volij - Brown University

TITLE: "Formation of Nations in a Welfare State Minded World"

TIME: 10:45 - 12:00 P.M.

SPEAKER: Thomas Palfrey - California Institute of Technology

TITLE: "Political Confederation"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Suzanne Scotchmer - University of California at Berkeley

TITLE: "Constitutional Rules of Exclusion in Jurisdiction Formation"

TIME: 3:30 - 5:00 P.M.

SPEAKER: Jonathan Hamilton - University of Florida

TITLE: "Decentralization Allocation and Distribution by Separation with Information Transfers"


TUESDAY 12 AUGUST

TIME: 9:00 - 10:15 A.M.

SPEAKER: Marcus Berliant - Washington University

TITLE: "Local Public Goods and Clubs: A Unified Theory of First Best"

TIME: 10:45 - 12:00 P.M.

SPEAKER: John Conley - University of Illinois

TITLE: "Tiebout Economies with Differential Genetic Types and Endogenously Chosen Crowding Characteristics"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Hideo Konishi - Southern Methodist University

TITLE: "Equilibrium in a Finite Local Public Goods Economy"

TIME: 3:30 - 4:45 P.M.

SPEAKER: William Hoyt - University of Kentucky

TITLE: "Public Goods as Screening Mechanisms"


WEDNESDAY 13 AUGUST

TIME: 9:00 - 10:15 A.M.

SPEAKER: David Wildasin - Vanderbilt University

TITLE: "Externalities and Bailouts: Hard and Soft Budget Constraints in Intergovernmental Fiscal Relations"

TIME: 10:45 - 12:00 P.M.

SPEAKER: Jan Brueckner - University of Illinois

TITLE: "Fiscal Federalism and Capital Accumulation"


THURSDAY 14 AUGUST

TIME: 9:00 - 10:15 A.M.

SPEAKER: Scott Page - California Institute of Technology

TITLE: "On the Possibilities of States as Policy Laboratories"

TIME: 10:45 - 12:00 P.M.

SPEAKER: Gordon Myers - University of Waterloo

TITLE: "Immigration Control and the Welfare State"

TIME: 2:00 - 3:15 P.M.

SPEAKER: Laurent Martin - University of Maryland

TITLE: "Bidding for Firms: An Asymmetric Auction Model of Interjurisdictional Competition"

FRIDAY 15 AUGUST

TIME: 9:00 - 10:15 A.M.

SPEAKER: Sam Bucovetsky - York University

TITLE: "The Advantages of Regional Disparities"

TIME: 10:45 - 12:00 P.M.

SPEAKER: Anke Kessler and Nico Hansen - University of Bonn

TITLE: "The Political Geography of Tax H(e)avens and Tax Hells"

 

 

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