Publications

Most of the information presented on this page have been retrieved from RePEc with the kind authorization of Christian Zimmermann
A proximal point method for difference of convex functions in multi-objective optimization with application to group dynamic problemsGlaydston de Carvalh Bento, Sandro Dimy Barbo Bitar, João Xavier da Neto, Antoine Soubeyran and João Carlos O. Souza, Computational Optimization and Applications, Forthcoming

We consider the constrained multi-objective optimization problem of finding Pareto critical points of difference of convex functions. The new approach proposed by Bento et al. (SIAM J Optim 28:1104–1120, 2018) to study the convergence of the proximal point method is applied. Our method minimizes at each iteration a convex approximation instead of the (non-convex) objective function constrained to a possibly non-convex set which assures the vector improving process. The motivation comes from the famous Group Dynamic problem in Behavioral Sciences where, at each step, a group of (possible badly informed) agents tries to increase his joint payoff, in order to be able to increase the payoff of each of them. In this way, at each step, this ascent process guarantees the stability of the group. Some encouraging preliminary numerical results are reported.

Immigrants' Wage Performance in a Routine Biased Technological Change Era: France 1994-2012Catherine Laffineur, Eva Moreno-Galbis, Ahmed Tritah and Jérémy Tanguy, Industrial Relations, Forthcoming
Fertile Ground for ConflictNicolas Berman, Mathieu Couttenier and Raphaël Soubeyran, Journal of the European Economic Association, Forthcoming

We investigate how variations in soil productivity affect civil conflicts. We first present a model with heterogeneous land in which variations in input prices (fertilizers) affect appropriable rents and the opportunity costs of fighting. The theory predicts that spikes in input prices increase the likelihood of conicts through their effect on income and inequality, and that this effect is magni fied when soil fertility is naturally more heterogenous. We test these predictions using data on conict events covering all Sub-Saharan African countries at a spatial resolution of 0.5 x 0.5 degree latitude and longitude over the 1997-2013 period. We combine information on soil characteristics and worldwide variations in fertilizer prices to identify local exogenous changes in input costs. As predicted, variations in soil productivity triggered by variations in fertilizer prices are positively associated with conicts, especially in cells where land endowments are more heterogeneous. In addition, we find that the distribution of land fertility both within and across ethnic groups affects violence, and that the effect of between-group heterogeneity in soil quality is magnified in densely populated areas. Overall, our findings imply that inequality in access to fertile areas { an issue largely neglected in the literature dealing with the roots of Sub-Saharan African civil wars { constitutes a serious threat to peace at the local-level.

Biodiversity and its value: Conservation genetics meets economicsNoël Bonneuil and Raouf Boucekkine, Conservation Genetics Resources, Forthcoming

Does drawing economic benefit from nature impinge on conservation? This has been a subject of controversy in the literature. The article presents a management method to overcome this possible dilemma, and reconcile conservation biology with economics. It is based on recent advances in the mathematical theory of dynamic systems under viability constraints. In the case of a one-locus two-allele plant coexisting with a one-locus two-allele parasite, the method provides a rule for deciding when and to what extent the resistant or the susceptible strain should be cultivated, in the uncertain time-varying presence of the parasite. This is useful for preventing the fixation of the susceptible allele - and thereby limiting the plant's vulnerability in the medium term, should the parasite reappear.
The method thus provides an aid to decision for economic and ecology-friendly profitability.

Tying the politicians’ hands: The optimal limits to representative democracyDidier Laussel and Ngo Van Long, Journal of Public Economic Theory, Forthcoming

The citizen candidate models of democracy assume that politicians have their own preferences that are not fully revealed at the time of elections. We study the optimal delegation problem which arises between the median voter (the writer of the constitution) and the (future) incumbent politician under the assumption that not only the state of the world but also the politician's type (preferred policy) are the policy-maker's private information. We show that it is optimal to tie the hands of the politician by imposing both a policy floor and a policy cap and delegating him/her the policy choice only in between the cap and the floor. The delegation interval is shown to be the smaller the greater is the uncertainty about the politician's type. These results are also applicable to settings outside the specific problem that our model addresses.

Information Provision in Environmental Policy DesignVera Danilina and Alexander Grigoriev, Journal of environmental informatics, Forthcoming

Information provision is a relatively recent but steadily growing environmental policy tool. Its emergency and topicality are due to the current escalation of ecological threats. Meanwhile, its high complexity and flexibility require a comprehensive approach to its design, which has to be tailored for specific characteristics of production process, market structure, and regulatory goals. This work proposes such an approach and builds a framework based on a three-level mathematical program extending well-known two-level Stackelberg game by introducing one more economic agent and one extra level of this sequential game. This study provides simple and very intuitive algorithms to compute optimal multi-tier information provision policies, both mandatory and voluntary. The paper urges for the wide implementation of such efficient environmental policy design tools.

A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problemJ.X. Cruz Neto, Paolo R. Oliveira, Antoine Soubeyran and João Carlos O. Souza, Annals of Operations Research, Forthcoming

The purpose of this paper is twofold. First, we examine convergence properties of an inexact proximal point method with a quasi distance as a regularization term in order to find a critical point (in the sense of Toland) of a DC function (difference of two convex functions). Global convergence of the sequence and some convergence rates are obtained with additional assumptions. Second, as an application and its inspiration, we study in a dynamic setting, the very important and difficult problem of the limit of the firm and the time it takes to reach it (maturation time), when increasing returns matter in the short run. Both the formalization of the critical size of the firm in term of a recent variational rationality approach of human dynamics and the speed of convergence results are new in Behavioral Sciences.

Regulation and altruismIzabela Jelovac and Samuel Kembou Nzale, Journal of Public Economic Theory, Forthcoming

We study optimal contracts in a regulator–agent setting with joint production, altruistic and selfish agents, limited liability, and uneasy outcome measurement. Such a setting represents sectors of activities such as education and healthcare provision. The agents and the regulator jointly produce an outcome for which they all care to some extent that is varying from agent to agent. Some agents, the altruistic ones, care more than the regulator does while others, the selfish agents, care less. Moral hazard is present due to both the agent's effort and the joint outcome that are not contractible. Adverse selection is present too since the regulator cannot a priori distinguish between altruistic and selfish agents. Contracts consist of a simple transfer from the regulator to the agents together with the regulator's input in the joint production. We show that, under the conditions of our setting and when we face both moral hazard and adverse selection, the regulator maximizes welfare with a menu of contracts, which specify higher transfers for the altruistic agents and higher regulator's inputs for the selfish agents.

Intriguing properties of extreme geometric quantilesStephane Girard and Gilles Stupfler, REVSTAT - Statistical Journal, Forthcoming

Central properties of geometric quantiles have been well-established in the recent statistical literature. In this study, we try to get a grasp of how extreme geometric quantiles behave. Their asymp-totics are provided, both in direction and magnitude, under suitable moment conditions, when the norm of the associated index vector tends to one. Some intriguing properties are highlighted: in particular, it appears that if a random vector has a finite covariance matrix, then the magnitude of its extreme geometric quantiles grows at a fixed rate. We take profit of these results by defining a parametric estimator of extreme geometric quantiles of such a random vector. The consistency and asymptotic normality of the estimator are established, and contrasted with what can be obtained for univariate quantiles. Our results are illustrated on both simulated and real data sets. As a conclusion, we deduce from our observations some warnings which we believe should be known by practitioners who would like to use such a notion of multivariate quantile to detect outliers or analyze extremes of a random vector.

Gender and competition: Evidence from academic promotions in FrancePierre-Philippe Combes, Clément Bosquet and Cecilia Garcia-Peñalosa, Scandinavian Journal of Economics, Forthcoming

The promotion system for French academic economists provides an interesting environment to examine the promotion gap between men and women. Promotions occur through national competitions for which we have information both on candidates and on those eligible to be candidates. Thus, we can examine the two stages of the process: application and success. Women are less likely to seek promotion, and this accounts for up to 76 percent of the promotion gap. Being a woman also reduces the probability of promotion conditional on applying, although the gender difference is not statistically significant. Our results highlight the importance of the decision to apply.