Publications

La plupart des informations présentées ci-dessous ont été récupérées via RePEc avec l'aimable autorisation de Christian Zimmermann
On inexact versions of a quasi-equilibrium problem: a Cournot duopoly perspectiveJournal articleE. L. Dias Júnior, P. J. S. Santos, A. Soubeyran et J. C. O. Souza, Journal of Global Optimization, Volume 89, Issue 2024, pp. 171-196, 2024

This paper has two parts. In the mathematical part, we present two inexact versions of the proximal point method for solving quasi-equilibrium problems (QEP) in Hilbert spaces. Under mild assumptions, we prove that the methods find a solution to the quasi-equilibrium problem with an approximated computation of each iteration or using a perturbation of the regularized bifunction. In the behavioral part, we justify the choice of the new perturbation, with the help of the main example that drives quasi-equilibrium problems: the Cournot duopoly model, which founded game theory. This requires to exhibit a new QEP reformulation of the Cournot model that will appear more intuitive and rigorous. It leads directly to the formulation of our perturbation function. Some numerical experiments show the performance of the proposed methods.

Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamicsJournal articleEdwin Fourrier-Nicolaï et Michel Lubrano, Studies in Nonlinear Dynamics & Econometrics, Volume 28, Issue 2, 2024

The paper examines the question of non-anonymous Growth Incidence Curves (na-GIC) from a Bayesian inferential point of view. Building on the notion of conditional quantiles of Barnett (1976. “The Ordering of Multivariate Data.” Journal of the Royal Statistical Society: Series A 139: 318–55), we show that removing the anonymity axiom leads to a complex and shaky curve that has to be smoothed, using a non-parametric approach. We opted for a Bayesian approach using Bernstein polynomials which provides confidence intervals, tests and a simple way to compare two na-GICs. The methodology is applied to examine wage dynamics in a US university with a particular attention devoted to unbundling and anti-discrimination policies. Our findings are the detection of wage scale compression for higher quantiles for all academics and an apparent pro-female wage increase compared to males. But this pro-female policy works only for academics and not for the para-academics categories created by the unbundling policy.

Exit Polls and Voter Turnout in the 2017 French ElectionsJournal articleAlberto Grillo et Eva Raiber, Revue économique, Volume 75, Issue 2, pp. 353-369, 2024

Lors des élections françaises, les médias belges et suisses interfèrent régulièrement en publiant des sondages et des prédictions avant la fermeture des bureaux de vote. Nous utilisons la précocité et le degré de confiance inhabituels des sondages au second tour de l’élection présidentielle de 2017 pour étudier leurs effets sur la participation électorale. Notre analyse compare les taux de participation à différents horaires, aux premier et second tours, et par rapport aux élections de 2012 et 2022. Les résultats montrent une baisse significative de la participation après la publication des sondages à la sortie des urnes. L’effet s’élève à 1,1 point de pourcentage dans l’analyse en triples differences avec l’élection de 2022 et il est plus fort dans les départements limitrophes de la Belgique. Nous constatons également un léger effet underdog pouvant réduire la marge de victoire jusqu’à 1 point de pourcentage.

Oaxaca-Blinder decomposition of changes in means and inequality: A simultaneous approachJournal articleArthur Charpentier et Emmanuel Flachaire, ECONOMICS BULLETIN, Volume 44, Issue 1, pp. 308-320, 2024

In this paper, we show that a decomposition of changes in inequality, with the mean log deviation index, can be obtained directly from the Oaxaca-Blinder decompositions of changes in means of incomes and log-incomes. It allows practitioners to conduct simultaneously empirical analyses to explain which factors account for changes in means and in inequality indices between two distributions with strictly positive values.

Nonstandard ErrorsJournal articleAlbert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Sebastian NEUSÜß, Michael Razen, Utz Weitzel, David Abad-Díaz, et al., The Journal of Finance, Volume 79, Issue 3, pp. 2339-2390, 2024

In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across researchers adds uncertainty—nonstandard errors (NSEs). We study NSEs by letting 164 teams test the same hypotheses on the same data. NSEs turn out to be sizable, but smaller for more reproducible or higher rated research. Adding peer-review stages reduces NSEs. We further find that this type of uncertainty is underestimated by participants.