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Alexis Belianin, PhD

      1. Research Interests: Behavioural and Experimental Economics and Psychology (http://epee.hse.ru), Individual and Collective Decision Making, Institutional Development, Game Theory, Political Economy, Applied Industrial Economics, Structural Econometric Modeling, Economics of Healthcare, Economics of Internet Networks.

      2. Literature:


Experimental and behavioural economics

  • John D.Kagel and Alvin E.Roth. Handbook of Experimental Economics. Princeton, 1995.

  • Charles R. Plott and Vernon L. Smith. Handbook of Experimental Economics Results. Elsevier, 2008.

  • Colin Camerer, George Loewenstein, Matthew Rabin. Advances in Behavioural Economics. Princeton, 2004.

  • Ariel Rubinstein A. Modelling bounded rationality. Cambridge (MA): MIT Press, 1998.

Theory of individual decisions

  • Fishburn P.C. Utility theory for decision sciences. Wiley, 1970.

  • Aleskerov F.T. and Aiserman M.A. Theories of choice. North-Holland, 1995.

  • Quiggin J. Generalized expected utility: the rank-dependent model. Kluwer, 1993.

Theory of collective decisions (aka game theory)

  • Drew Fudenberg and Jean Tirole. Game theory. MIT Press, 1993.

  • Roger Myerson. Game theory: analysis of conflict. Harvard, 1991.

  • Ariel Rubinstein, Martin Osborne. A course in game theory. MIT Press, 1993.

  • Sanjev Goyal. Connections. Princeton, 2007.

  • Larry Samuelson. Evolutionary games and equilibrium selection, MIT Press, 1998.

  • R.Aumann and S.Hart, eds. Handbook of game theory with economic applications. Vols 1-3. Elsevier.

Structural econometric modeling

  • Victor Aguirregabiria and Pedro Mira. Dynamic Discrete Choice Structural Models: A Survey. University of Toronto WP, 2007.

  • John Rust. Structural estimation of Markov decision processes,” in R. E. Engle and McFadden (eds.) Handbook of Econometrics Volume 4, North-Holland. Amsterdam, 1994.

  • Steve Berry and Peter Reiss. Empirical Models Of Entry And Market Structure. In: M.Armstrong and R.Porter, eds. Handbook of Industrial Organization Volume 3, Elsevier, 2007.

Political economy and social issues

  • Полтерович В.М. Институциональные ловушки и экономические реформы, Экономика и математические методы, 1999, т.35, вып.2.

  • Sendhil Mullainathan and Andrei Shleifer. The Market for News. American Economic Review, September 2005.

  • Ran Spiegler. The market for quacks. Review of Economic Studies, 2006.

  • C. Simon Fan and Oded Stark. A social proximity explanation of the reluctance to assimilate. Kyklos, 2007, v.60, no.1.

  • Patrick Bolton and Mathias Dewatripont. Contract theory. MIT Press, 2005.



Roman Zakharenko, PhD


Roman Zakharenko

Research interests: Development economics, International trade, Evolutionary approach to human behavior

List of thesis/diploma topics for 2012-2013 academic year

Primary projects

  1. Migration of managers

A lot is known about migration from South (less developed countries) to North (more developed countries), far less literature is devoted to studying North-South migration (e.g. North Americans in South America). Based on anecdotal evidence, several empirical regularities stand out: a) there is never low-skilled North-South migration, all migrants are fairly high-skilled; b) these migrants typically occupy high positions in large enterprises (often, but not always, multinational corporations), and never work in domestically owned small firms. The goal of this research is to study empirically the volumes of North-South migration, its skill and sectoral composition, and to propose a formal model of North-South migration that would enable welfare analysis of such migration.

  1. Intra-industry migration

Conventional studies of international migration consider the phenomenon as a one-way process. At the same time, in some cases mutual flows of migrants are possible. For example there are American Economics professors in Russia and Russian Economics professors in the United States. Intuitively, high-skilled workers are more prone to two-way migration while low skilled workers are more likely to migrate one-way. The objective of the study is to analyze intra-industry migration flows, both empirically and theoretically, for every major occupation.

  1. Productive skills versus job search skills

Two properties of Soviet labor force was that a) they were highly skilled and b) they were unable to search for jobs, simply because they never had to. Once released into the free market economy, the inability of workers to search for jobs might have led to a large skill mismatch: they could not find the “right” jobs. The outcomes of this could be a) the loss of skills and b) workers agreeing to very low wages, leaving most of the surplus to the employers. The goal of this research is to propose a model of job search in which workers endogenously choose their productive skill and job search skill. In the plan economy, job search skill is low, which leads to consequences described above following the privatization.

  1. Estimating “knowledge spillovers” among ICEF students

A policy of ICEF is to allocate undergraduate students in their examination room according to their rank, in order to reduce the amount of “knowledge spillovers” from strong to weak students. To goal of the research is to test the hypothesis of knowledge spillovers, by allocating students randomly in an exam and by investigating whether weak students with strong neighbors perform better than weak students with weak neighbors.

Additional interests and literature

  1. Long-term evolution of institutions and development

    1. Acemoglu, Johnson, Robinson: The Colonial Origins of Economic Development: An Empirical Investigation. AER 2001

    2. Greif: Cultural Beliefs and the Organization of Society: A Historical and Theoretical Reflection on Collectivist and Individualist Societies. JPE, 1994

    3. Banerjee, Iyer: History, Institutions and Economic Performance: the legacy of colonial tenure systems in India. AER, 2005

    4. Nunn: The Long-Term Effects of Africa's Slave Trades. QJE, 2004

    5. Spolaore Wacziarg: The Diffusion of Development. NBER, 2006

    6. Kremer: Population Growth and Technological Change: One Million BC to 1990. QJE, 1993

  2. Culture, bounded rationality, and endogenous preferences

    1. Eshel Shaked Samuelson: Altruists, egoists, and hooligans in a local interaction model. AER, 1998

    2. Galor Moav: Natural Selection and the Origin of Economic Growth. QJE, 2002

    3. Rogers: Evolution of time preferences by natural selection. AER, 1994

  3. Institutions and international trade

    1. Levchenko: Institutional quality and international trade. Review of Econ. Studies, 2007

    2. Nunn: Relationship-Specificity, Incomplete Contracts, and the Pattern of Trade. OJE, 2007

    3. Antras: Firms, Contracts, and Trade Structure. QJE, 2003

  4. International trade and firm-level dynamics

    1. Melitz: The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity. Econometrica, 2003

    2. Helpman, Melitz, Yeaple: Export Versus FDI with Heterogeneous Firms. AER, 2004

    3. Antras, Helpman: Global Sourcing. JPE, 2004

    4. Das Roberts Tybout: Market Entry Costs, Producer Heterogeneity, and Export Dynamics. Econometrica, 2007

  5. Theories of migration, brain drain, and trade

    1. Gould: Immigrant Links to the Home Country: Empirical Implications for US Bilateral Trade Flows. Review of Economics and Statistics, 1994

    2. Rauch: Networks versus markets in international trade. J of International Econ, 1999

    3. Mountford: Can a brain drain be good for growth in the source economy? J of Development Econ, 1997

    4. Haque, Kim: Human Capital Flight: Impact of Migration on Income and Growth. IMF, 1995


Аnna Yurko, PhD


Research Interests: Computational Economics, Macroeconomics, Industrial Organization (theory), Political Economy

Literature:

Industrial organization theory

  • Yurko A. “How Does Income Inequality Affect Market Outcomes in Vertically Differentiated Markets?”, manuscript with the International Journal of Industrial Organization.

  • Haan, Marco A. and Linda A. Toolsema, 2008, “The strategic use of debt reconsidered”, International Journal of Industrial Organization, 26, pp. 616-624.

Labor / Macroeconomics / Political economy

  • Pavoni, Nicola, 2009, “Optimal Unemployment Insurance, with Human Capital Depreciation, and Duration Dependence”, International Economic Review, 50(2), pp. 323-362.

  • Caliendo, Frank and Kevin X.D. Huang, 2008, “Overconfidence and consumption over the life cycle”, Journal of Macroeconomics, 30, pp. 1347–1369.

  • Corbae, Dean, Pablo D’Erasmo, and Burhan Kuruscu, 2009, “Politico Economic Consequences of Rising Wage Inequality”, Journal of Monetary Economics, 56(1), pp. 43-61.

Structural econometric modeling

  • Armantier, Olivier and Oliver Richard, 2003, “Exchanges of cost information in the airline industry”, RAND Journal of Economics, 34( 3), pp. 461–477.

  • A.Yurko, “From Consumer Incomes to Car Ages: How the Distribution of Income Affects the Distribution of Vehicle Vintages”

  • “Can Increases in Real Consumer Incomes Explain the Aging of Motor Vehicles in the US?”

  • Schrøter Joensen, Juanna, 2009, “Timing and Incentives: Impacts of Student Aid on Academic Achievement”, working paper.

  • Prowse, Victoria, 2009, “Estimating labour supply elasticities under rationing: a structural model of time allocation behaviour”, Canadian Journal of Economics, 42(1), pp. 90-112.

  • Bloom, Nicholas, 2009, “The Impact of Uncertainty Shocks”, Econometrica, 77(3), pp. 623–685.

  • Cooper, Russell, John Haltiwanger, and Jonathan L. Willis, 2007, “Implications of Search Frictions: Matching Aggregate and Establishment-level Observations”, Journal of Monetary Economics, 54, pp. S56-78.

Family Economics

  • Brien, Michael J., Lee A. Lillard, and Steven Stern, 2006, “Cohabitation, Marriage, and Divorce in a Model of Match Quality”, International Economic Review, 47(2), pp. 451-494.



Fabian Slonimczyk, PhD


Research interests: Labor economics, applied econometrics

Literature:

Labor markets and mobility

  • Yuri Andrienko and Sergei Guriev. Determinants of interregional mobility in Russia: Evidence from panel data. Economics of Transition, 12(1):1-27, 2004.

  • Simon Clarke and Vadim Borisov. New forms of labour contract and labour flexibility in Russia. Economics of Transition, 7(3):593-614, 1999.

  • Timothy Frye. Ownership, voting, and job creation in Russia. European Journal of Political Economy, 22(2):452-471, 2006.

  • Christopher J. Gerry, Byung-Yeon Kim, and Carmen A. Li. The gender wage gap and wage arrears in Russia: Evidence from the firms. Journal of Population Economics, 17(2):267-288, 2004.

  • Yuriy Gorodnichenko and Klara Sabirianova Peter. Returns to schooling in Russia and Ukraine: A semiparametric approach to cross-country comparative analysis. Journal of Comparative Economics, 33(2):324-350, 2005.

Quality, accumulation and returns to human capital

  • Jere R. Behrman, Yingmei Cheng, and Petra E. Todd. Evaluating preschool programs when length of exposure to the program varies: A nonparametric approach. Review of Economics and Statistics, 86(1):108-132, 2004.

  • Dan Black, Kermit Daniel, and Seth Sanders. The impact of economic conditions on participation in disability programs: Evidence from the coal boom and bust. American Economic Review, 92(1):27-50, 2002.

  • Lex Borghans and Bas ter Weel. Do we need computer skills to use a computer? Evidence from Britain. Labour, 20(3):505-532, 2006.

  • David Card and John E. DiNardo. Skill-biased technological change and rising wage inequality: Some problems and puzzles. Journal of Labor Economics, 20(4):733-783, 2002.

  • Eric A. Hanushek and Ludger Woessmann. The role of cognitive skills in economic development. Journal of Economic Literature, 46(3):607-668, 2008.

  • Jonathan E. Haskel and Matthew J. Slaughter. Does the sector bias of skill-biased technical change explain changing skill premia? European Economic Review, 46(10):1757-1783, 2002.

Social policy

  • James J. Heckman and Jeffrey A. Smith. The determinants of participation in a social program: Evidence from a prototypical job training program. Journal of Labor Economics, 22(2):243-298, 2004.

  • Peter R. Mueser, Kenneth R. Troske, and Alexey Gorislavsky. Using state administrative data to measure program performance. Review of Economics and Statistics, 89(4):761-783, 2007.

  • Shunfeng Song. Pension systems and reforms in China and Russia. Chinese Economy, 42(3):9-23, 2009.



Roman Chuhay, PhD


Research Interests: Social and Complex Networks, Microeconomics, Labor Economics, Economics of Information

Literature:

Diffusion on networks

  • Campbell, A., 2009, ``Tell Your Friends! Word of Mouth and Percolation in Social Networks,'' job-market paper.

  • Galeotti, A. and Goyal, S., 2008, ``A Theory of Strategic Diffusion,'' forthcoming in Rand Journal of Economics.

  • Leskovec, J., Adamic, L. A. and Huberman, B. A., 2007, ``The Dynamics of Viral Marketing,'' In Proc. 7th ACM Conference on Electronic Commerce.

  • Newman, M., 2002, ``The Spread of Epidemic Diseases on Networks,'' Physical Reveiw E, Volume 66(1), art. no. 016128.

  • Newman, M., 2003, ``Mixing patterns in networks,'' Physical Reveiw E, Volume 67, art. no. 026126.

Labor markets and networks

  • Granovetter, M., 1973, ``The Strength of Weak Ties,'' American Journal of Sociology, Vol. 78, Issue 6, pp. 1360-1380.

  • Boorman S.A., 1975, ``A Combinatiorial Optimization Model for Transmission of Job Information Through Contact Networks,'' The Bell Journal of Economics, Vol. 6, pp. 216-249.

  • Calvo-Armengol A., Zenou Y., 2005, ``Job matching, social network and word-of-mouth communication,'' Journal of Urban Economics, 57, pp. 500–522.

  • Calvo-Armengol, A., Jackson, M.O., 2004, ``The Effects of Social Networks on Employment and Inequality,'' American Economic Review, 94(3), pp. 426–454.

  • Galeotti A., Merlino L.P.,, 2009, ``Endogenous Job Contact Networks,'' manuscript, University of Essex.

  • Ioannides Y.M., Soetevent A.R., 2006, ``Wages and Employment in a Random Social Network with Arbitrary Degree Distribution,'' The American Economic Review, Vol. 96, pp. 270-274.

Network formation

  • Bala, V. and S. Goyal (1999), ``A Non-Cooperative Model of Network Formation,'' Econometrica, 1181-1230.

  • Jackson, M.O. and A. Wolinsky (1996), ``A strategic model of economic and social networks,'' Journal of Economic Theory, 71, 44-74.

  • Jackson, M.O. and B. Rogers (2007), ``Meeting strangers and friends of friends: How random are socially generated networks?'' American Economic Review, 97(3), 890-915.

А.Э.Булатов, к.ф-м.н., PhD


Сферы научных интересов: Микроструктура финансовых рынков, финансовая экономика, информационная экономика
      1. Темы дипломных работ:


  1. Динамические стратегии

Albert S. Kyle, 1985, “Continuous Auctions and Informed Trader Trading”, Econometrica 53, 1315-1335.

Oleg Bondarenko, 2001, “Competing market makers, liquidity provisions, and bid-ask spreads”, Journal of Financial Markets 4, 269-308.

Kerry Back, 1992, “Insider Trading in Continuous Time”, The Review of Financial Studies 5, 387-409.


  1. Оптимальные ликвидные стратегии (optimal execution)

Almgren, R., and N.Chriss, 1999, “Optimal Execution of Portfolio Transactions," Journal ofRisk, 3(2), 5-39.

Almgren, R., and J. Lorenz, 2006, “Adaptive Arrival Price,” Working Paper.

Bertsimas, D., and A.W. Lo, 1998, “Optimal control of execution costs,”

Journal of. Financial Markets, 1, 1-50.



  1. Оптимизация ограниченных информационых ресурсов (limited attention)

Corwin, S. and J. Coughenour. “Limited Attention and the Allocation of Effort in Securities Trading.” University of Notre Dame working paper 2006.

Peng, L. and W. Xiong. “Investor Attention, Overconfidence, and Category Learning.” Journal of Financial Economics 80 (2006), 563-602.

Peng, L. “Learning with Information Capacity Constraints.” Journal of Financial and Quantitative Analysis 40 (2005), 307-329.


  1. Стратегический трейдинг и качество финансовых рынков (informed liquidity. Provision)

Alex Boulatov and Thomas George, 2006, “Informed speculation and liquidity provision: a dynamic limit order book model”, working paper.

Jürgen Dennert, 1993, “Price Competition between Market Makers”, Review of Economic Studies 60, 735-751.

Dan Bernhardt and Eric Hughson, 1997, “Splitting Orders”, The Review of Financial Studies, 10, 69-101.
S.V. Popov, PhD

Research Interests: Applied microeconomic theory, empirical industrial organization, macroeconomics, economics of education.

Literature:

1. Empirical industrial organization

- Wolinsky, Asher, 1986. "True Monopolistic Competition as a Result of Imperfect Information," The Quarterly Journal of Economics, MIT Press, vol. 101(3), pages 493-511, August.

- Boyan Jovanovic & Dmitriy Stolyarov, 2000. "Optimal Adoption of Complementary Technologies," American Economic Review, American Economic Association, vol. 90(1), pages 15-29, March.

- Timothy Besley & Torsten Persson, 2011. "Fragile States and Development Policy," STICERD - Economic Organisation and Public Policy Discussion Papers Series 022, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2. Economics of Education

- Achen, Alexandra C., and Paul N. Courant. 2009. "What Are Grades Made Of?" Journal of Economic Perspectives, 23(3): 77-92.

- Athey, Susan, Lawrence F. Katz, Alan B. Krueger, Steven Levitt and James Poterba. 2007. "What Does Performance in Graduate School Predict? Graduate Economics Education and Student Outcomes" AER, Vol.97, No. 2 (May, 2007), pp. 512-518.

- Banerjee, A.V. & Besley, T., 1990. "Peer Group Externalities And The Learning Incentives: A Theory Of Nerd Behavior," Papers 68, Princeton, Woodrow Wilson School - Discussion Paper.


3. Macroeconomics

- George-Marios Angeletos & Luigi Iovino & Jennifer La'O, 2011.

"Cycles, Gaps, and the Social Value of Information," NBER Working Papers 17229, National Bureau of Economic Research, Inc.

- Marc J. Melitz, 2003. "The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity," Econometrica, Econometric Society, vol. 71(6), pages 1695-1725, November.



- Enrique G. Mendoza & Vivian Z. Yue, 2011. "A General Equilibrium Model of Sovereign Default and Business Cycles," NBER Working Papers 17151, National Bureau of Economic Research, Inc.


Kosmas Marinakis, Ph.D


Contract Theory, Incentives, Experimental Economics, Theory of Finance.
Udara Peiris, PhD

International Finance, Monetary Policy, Financial Stability, Credit/Default and Financial Frictions

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