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LHAUT Stéphane (CREST) “Wasserstein–Aitchison GAN for angular measures of multivariate extremes”

Actuariat et Risque Contemporains Time : 10H Date : 4th  December 2025 Room 3001   LHAUT Stéphane (CREST) "Wasserstein–Aitchison GAN for angular measures of multivariate extremes" Abstract: Economically responsible mitigation of multivariate extreme risks—extreme rainfall in a large area, huge variations of many stock prices, widespread breakdowns in transportation systems—requires estimates of the probabilities that […]

Gauthier VERMANDEL (Polytechnique) “The New Keynesian Climate Model”

Macro seminar Time : 12h15 - 13h30 Date : 05th  December 2025 Salle 3001 Gauthier VERMANDEL (Polytechnique) "The New Keynesian Climate Model" Abstract: Climate change confronts economies with two inflationary challenges: climateflation, driven by physical climate impacts, and greenflation, arising from mitigation efforts. This paper develops and estimates a nonlinear New Keynesian Climate model that […]

Micael CASTANHEIRA DE MOURA (ECARES and SBS-EM – Solvay Brussels School of Economics and Managemen) “Do Public Goods Actually Reduce Inequality?”

Macro seminar Time : 12h15 - 13h30 Date : 08th  December 2025 Salle 3001 Micael CASTANHEIRA DE MOURA (ECARES and SBS-EM - Solvay Brussels School of Economics and Managemen) "Do Public Goods Actually Reduce Inequality?" Abstract: Public goods are meant to be universal, but they are inherently place-based. This paper systematically measures spatial access to […]

Sinho CHEWI (Yale University) – Discretization and distribution learning in diffusion models

Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:00 pm Date: 8th December Place: 3001   Sinho CHEWI (Yale University) - Discretization and distribution learning in diffusion models    Abstract:    First, I will review some literature on discretization of diffusion models, focusing on the use of randomized midpoints for deterministic vs. stochastic […]

Garima SHARMA (Northwestern) – “TBA”

Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date : 10/12/2025 Salle : 3001 Garima SHARMA (Northwestern) - "TBA" CV : TBA Organisateurs : Julien COMBE (Pôle d'Economie du CREST) ​​​​​​​​​​​​Yves Le YAOUANQ (Pôle d'Economie du CREST) ​​​​​​​​​Matias NUNEZ (Pôle d'Economie du CREST) Commanditaires : CREST

Amedeo ANDRIOLLO (Université Paris-Dauphine PSL) “Causality versus Serial Correlation: an Asymmetric Portmanteau Test”

Finance-Insurance Time: 10.00 am Date:11th of December 2025 Room 3001 Amedeo ANDRIOLLO (Université Paris-Dauphine PSL) "Causality versus Serial Correlation: an Asymmetric Portmanteau Test" Abstract : I study the problem of testing for noncausality in mean (one-sided conditional mean independence) between two multivariate time series within the class of testing procedures based on serial cross-correlation. Existing […]

Pierluigi VALLARINO (Universita della Svizzera Italiana, Lugano Switzerland) “A General randomized test for alpha”

Finance-Insurance Time: 11.00 am Date:11th of December 2025 Room 3001 Pierluigi VALLARINO (Universita della Svizzera Italiana, Lugano Switzerland) "A General randomized test for alpha" Abstract : We propose a methodology to construct tests for the null hypothesis that the pricing errors of a panel of asset returns are jointly equal to zero in a linear […]

Mads MEIER JAEGER (University of Copenhagen) – “t.b.a”

Sociology Seminar  Time: :12:15 pm - 13:30 pm Date: 11th of december Room : 3049   Mads MEIER JAEGER (University of Copenhagen) - " t.b.a"   Abstract :    Organizers: Paola TUBARO (Pôle sociologie CREST) Patrick PRÄG (Pôle sociologie CREST) Julia NICOLAS  (Pôle sociologie CREST) Sponsors: CREST

Basile GRASSI (Bocconi University) “The EU Miracle: When 75 Million Reach High Income”

Macro seminar Time : 12h15 - 13h30 Date : 12th  December 2025 Salle 3049 Basile GRASSI (Bocconi University) "The EU Miracle: When 75 Million Reach High Income" Abstract: In 2004, 75 million people across 10 countries joined the European Union (EU). In the subsequent 15 years, their GDP per capita doubled. Synthetic control methods show […]

Nicolas LONGUET-MARX (Columbia University) “Party Lines or Voter Preferences? Explaining Political Realignment”

Macro seminar Time : 12h15 - 13h30 Date : 15th  December 2025 Salle 3001 Nicolas LONGUET-MARX (Columbia University) "Party Lines or Voter Preferences? Explaining Political Realignment" Abstract: This paper estimates a political equilibrium model to disentangle demand factors (voters) from supply factors (politicians) in shaping political outcomes, focusing on the recent realignment of blue-collar voters […]

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