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 […]
PSE Seminar : Time: 16:00 pm - 17:15 pm Date: 8th of december Room : 3001 Ingrid VAN KEILEGOM (KU LEUVEN) - "Tests of exogeneity in duration models with censored data" Abstract : "Consider the setting in which a researcher is interested in the causal effect of a treatment $Z$ on a duration […]
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: December, 9th Room : 3001 Théo VALENTIN "Non-linear Corporate Income Tax: Learning, Intensive and Extensive Margins " Abstract : The welfare implications of corporate tax reforms are made unclear by the variety of effects they generate. This paper estimates firms’ […]
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
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 […]
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 […]
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
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 […]
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 […]
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: December, 16th Room : 3001 Edoardo CISCATO "t.b.a" Abstract : Organizers: Benoît SCHMUTZ (Pôle économie du CREST) Clément MALGOUYRES (Pôle économie du CREST) Sponsors: CREST
Mathematical Finance Time: 10.00 am Date: 18th of December 2025 Room 3001 Xialou TAN (CUHK) "Bank-El Karoui's representation of stochastic processes and its applications in the exit contract problems" Abstract: We first recall Bank-El Karoui's representation theorem for stochastic processes and then provide a mean-field extension of the theorem. Next, we study an exit contract […]
Mathematical Finance Time: 11.00 am Date: 18th of December 2025 Room 3001 Xin Zhang (NYU) "Exciting games and Monge-Ampère equations" Abstract: In this talk, we consider a competition between d+1 players, and aim to identify the “most exciting game” of this kind. This is translated, mathematically, into a stochastic optimization problem over martingales that live on […]