Econometrics, Quantitative Economics, Data Science

Author Archive

Workshop “Optimization, Transport and Equilibrium in Economics” 2009

From July 6th, 2009 to July 8th, 2009

Location: Ecole des Mines de Paris, 60 bd Saint-Michel, 75006 Paris.
Room: Amphi V334 (3rd floor, Batiment Vendome).

Organizing committee:
G.Carlier (Dauphine)
A. Galichon (Polytechnique)
F. Santambrogio (Dauphine)
T. Tomala (HEC)

Scientific committee:
P.-A. Chiappori (Columbia)
I. Ekeland (UBC)
P.-N. Giraud (ENSMP)
R. McCann (Toronto)

Conference hotel: Hotel de Senlis, 7 rue de Malebranche, Paris 5e.

A map of the area, including the locations of the conference events, is available here.

The workshop is open to all but to help us plan the event you are kindly requested to confirm your participation to Damien.Fessler AT dauphine.fr
The aim of the workshop “Transport, optimization, equilibrium in economics” is to bring together economists and mathematicians with common interests in subjects related to the mathematics of transportation in a broad sense.

Program: program.

Abstracts and papers: abstracts.

Slides:  slides.

Speakers:
A. Blanchet (U. Toulouse)
D. Bosc (Polytechnique and Axa IM)
Y. Brenier (U. Nice)
G. Buttazzo (U. Pisa)
C. Decker (U. Toronto)
J. Donaldson (LSE)
I. Ekeland (UBC)
A. Figalli (Polytechnique)
P.-N. Giraud (ENSMP)
O. Gueant (Dauphine)
C. Jimenez (U. Brest)
J.-M. Lasry (Dauphine)
P.-L. Lions (Dauphine)
B. Maury (U. Paris Sud Orsay)
R. McCann (U. Toronto)
J.-M. Morel (ENS Cachan)
P. Mossay (Reading)
A. Pratelli (Pavia-Madrid)
L. Rueschendorf (U. Freiburg)
B. Salanie (Columbia U.)
M. Scarsini (LUISS)
W. Schachermayer (U. Vienna)
E. Stepanov (St. Petersburg)

 

 

 Supported by:

 Chaire EDF-Calyon “Finance et Developpement Durable”

GIS “Sciences de la Decision”

GdR Mathématiques de l’Optimisation et Applications,

Theoretical and Empirical Aspects of Matching Markets

Columbia University G6232, Spring 2011

 

Course information

Lecturer: Alfred Galichon,
Office: SIPA building, Rm 1113. Please schedule appointment by email.
Time and Location: Tu 11am-12:50pm, location 1027 International Affairs Building.
Course starts Feb 1.
Texts: No text is required. A worthwhile reading is Roth and Sotomayor, Two-Sided Matching A study in Game-Theoretic Modeling and Analysis, Cambridge.
Grading: Students taking this course for credit should write a paper relevant to an aspect of the course, to be dicussed with the instructor. This course will be graded on a pass/fail basis.

 

Description of the Course

The course will focus on the economic theory of matching both from a theoretical and empirical point of views. It is intended to give the attendees an overview of the fundamental theory of the optimal assignment problem, as well as its application to various fields such as labor, family and transportation economics. A particular emphasis is put on the empirical aspects and identification issues, and the main matching algorithms will also be discussed. The last part of the course tries to make a link with matching games with nontransferable (or partially transferable) utility and attempts to provide a unified treatment.


A syllabus can be found here.

The lecture notes can be found here.

 

Course outline

Part I. Matching with Transferable Utility (TU) Feb 1,8,15. 11am-1pm.
General introduction to matching. Optimal matching and duality. Optimal transportation theory.

Part II. Empirical issues in TU models. Feb 22, March 1, 8, 15. 11am-1pm.
Identification and estimation issues. Computational issues. Economics of the family. Hedonic models.

Part III. Matching with Non-transferable Utility (NTU) March 22, 29, April 5, 12, 19. 11am-1pm.
The stable marriage problem and the Gale-Shapley procedure. The kidney problem. Linking TU and NTU models. Empirical issues in NTU matching. Incorporating frictions and search. Matching with contracts.

There will be two make-up classes which are informal “crash courses” on more technical aspects of the subject. Attendance is encouraged, but not necessary for following the rest of the course.
Feb 8, 9–11am. Crash course on convex analysis and linear programming.
Feb 22, 9-11am. Crash course on algorithms and computational issues.

Photos

Pictures

Courant institute alumn event, oct 26, 2016 (Photo: Petter Kolm)
JdS’2012, Bruxelles
Conference in the honor of Ivar Ekeland’s 70th birthday, Paris, June 2014 (Photo: Julien Ling)
ekeland-conference

Ecole Polytechnique, November 2011

Paris, March 2010 (Photos: Claude Estebe)
alfred_galichon_v
With Ivar Ekeland, Paris, June 2014 (Photo: Julien Ling)
ivar
With Jean Tirole, Boston, November 2014
jean3

Labour Market as a Matching Market: Theory and Estimation

CREST – GENES, “OFPR” Research Course Series
February 2012

Lecture notes

The lecture notes will be available before each lecture.

Course information

Schedule:

Monday Feb 6, 2-5.15pm
Thursday Feb 9, 4-6pm
Thursday Feb 16, 4-6pm
Monday Feb 20, 2-5.15pm

Course location:

Amphi 2, ENSAE 3, Avenue Pierre Larousse, Malakoff (Métro : Malakoff/Plateau de Vanves)

Accessibility:

Ces cours sont proposés aux étudiants de 3ème année de l’ENSAE, de l’ENSAI se préparant à la recherche et ouverts
aux étudiants de M2 ou inscrits en thèse. Une inscription préalable est demandée impérativement pour tous les
étudiants de l’ENSAE, de l’ENSAI, ou extérieurs, par courriel à guedj@ensae.fr ou par tél. au 01 41 17 35 50, afin de
pouvoir être admis dans les locaux de l’ENSAE. Les renseignements sur le contenu et les dates de ces cours
peuvent être obtenus au 01 41 17 35 50.

Description of the course

The aim of this course is to present an overview of both the theory and estimation sides of the labour market, seen as a matching market. The originality of the course is to combine various different perspectives, following the tradition in labour economics but borrowing further from advanced econometrics techniques and recent advances in economic theory.
Two axis are developed:

  • First, an equilibrium approach in static models without friction is presented. One-to-one matching models are discussed in connection with the “economics of superstars” of Sherwin Rosen, and more recent literature on hedonic models. Next, one-to-many matching models following the seminal work by Kelso and Crawford are introduced.

 

  • The second axis is dedicated to modeling friction on the labour market and connections to the search literature: an overview on search models is given, and  the connection to the previous literature is discussed.

This course is mostly methodological, and a particular emphasis is put on identification and estimation issues. A selection of relevant empirical papers will also be discussed.

 

PDF: FicheGALICHON2011-12

PDF: OFPR_Labour_notes