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Cahiers
de recherche du CIREQ working papers 
|
| 2012 |
|
| 02-2012 |
Atewamba,
C., G. Gaudet, Prices
of Durable Nonrenewable Natural Resources under Stochastic Investment
Opportunities, novembre/November (2011). |
| 01-2012 |
Long,
N.V., V. Martinet, Combining
Rights and Welfarism : A New Approach to Intertemporal Evaluation
of Social Alternatives, janvier/January. |
| 2011 |
|
| 14-2011 |
Sprumont,
Y., Constrained-Optimal
Strategy-Proof Assignment : Beyond the Groves Mechanisms, décembre/December. |
| 13-2011 |
Ehlers,
L., I.E. Hafalir, M. Bumin Yenmez, M.A. Yildirim, School
Choice with Controlled Choice Constraints : Hard Bounds versus Soft
Bounds, novembre/November. |
| 12-2011 |
Alvarez-Cuadrado,
F., N.V. Long, Capital-Labor
Substitution, Structural Change and Growth, octobre/October. |
| 11-2011 |
Gabler,
A., M. Poschke, Growth
through Experimentation, août/August. |
| 10-2011 |
Grafton,
R.Q., T. Kompas, N.V. Long, Substitution
between Biofuels and Fossil Fuels : Is There a Green Paradox?,
septembre/September. |
| 09-2011 |
Ehlers,
L., A. Westkamp, Strategy-Proof
Tie-Breaking, août/August. |
| 08-2011 |
Poschke,
M., The
Firm Size Distribution across Countries and Skill-Biased Change
in Entrepreneurial Technology, mai/May. |
| 07-2011 |
Özgür,
O., A
Model of Dynamic Liquidity Contracts, décembre/December
(2010). |
| 06-2011 |
Riboni,
A., F.J. Ruge-Murcia, Dissent
in Monetary Policy Decisions, juin/June. |
| 05-2011 |
Castro,
R., N. Koumtingué, On
the Individual Optimality of Economic Integration, mars/March. |
| 04-2011 |
Özgür,
O., A. Bisin, Dynamic
Linear Economies with Social Interactions, février/February. |
| 03-2011 |
Daubanes,
J., P. Lasserre, Optimum
Commodity Taxation with a Non-Renewable Resource, janvier/January. |
| 02-2011 |
Bahel,
E.A., W. Marrouch, G. Gaudet, The
Economics of Oil, Biofuel and Food Commodities, février/February. |
| 01-2011 |
Ambec,
S., L. Ehlers, Regulation
via the Polluter-Pays Principle, décembre/December (2010).
|
| 2010 |
|
| 21-2010 |
Bossert,
W., K. Suzumura, Revealed
Preference and Choice under Uncertainty, novembre/November. |
| 20-2010 |
Bossert,
W., K. Suzumura, Product
Filters, Acyclicity and Suzumura Consistency, novembre/November. |
| 19-2010 |
Ruge-Murcia,
F., Estimating
Nonlinear DSGE Models by the Simulated Method of Moments, novembre/November. |
| 18-2010 |
Andersson,
T., L. Ehlers, L.-G. Svensson, Budget-Balance,
Fairness and Minimal Manipulability, octobre/October. (version
révisée/revised version) |
| 17-2010 |
Onatski,
A., F.J. Ruge-Murcia, Factor
Analysis of a Large DSGE Model, septembre/September. |
| 16-2010 |
Benchekroun,
H., A. Ray Chaudhuri, 'The
Voracity Effect' and Climate Change : The Impact of Clean Technologies,
août/August. |
| 15-2010 |
Castro,
R., G.L. Clementi, Y. Lee, Cross-Sectoral
Variation in Firm-Level Idiosyncratic Risk, octobre/October. |
| 14-2010 |
Özgür,
O., Local
Interactions, juin/June. |
| 13-2010 |
Ehlers,
L., School
Choice with Control, juin/June. |
| 12-2010 |
Benchekroun,
H., H.M. Yildiz, Free
Trade, Autarky and the Sustainability of an International Environmental
Agreement, septembre/September. |
| 11-2010 |
Benchekroun,
H., C. Withagen, On
Price Taking Behavior in a Nonrenewable Resource Cartel-Fringe Game,
mars/March. |
| 10-2010 |
Moon,
H.R., B. Perron, Beyond
Panel Unit Root Tests : Using Multiple Testing to Determine the
Nonstationarity Properties of Individual Series in a Panel,
octobre/October (2009). |
| 09-2010 |
Fu,
Q., M. Li, Policy
Making with Reputation Concerns, janvier/January. |
| 08-2010 |
Li,
M., T. Mylovanov, Credibility
for Sale - The Effect of Disclosure on Information Acquisition and
Transmission, décembre/December (2008). |
| 07-2010 |
Long,
N.V., F. Stähler, Should
the Good and the Selfish be Taxed Differently?, février/February. |
| 06-2010 |
Boyer,
Marcel, Martin M. Boyer, René Garcia, The
Alleviation of Coordination Problems through Financial Risk Management,
novembre/November (2009). |
| 05-2010 |
Boyer,
M., D. Porrini, Optimal
Liability Sharing and Corut Errors : An Exploratory Analysis,
octobre/October (2009). |
| 04-2010 |
Benchekroun,
H., C. Withagen, The
Optimal Depletion of Exhaustible Resources : A Complete Characterization,
février/February. |
| 03-2010 |
Kakeu,
J., G. Gaudet, The
Quest for Hegemony among Countries and Global Pollution, janvier/January. |
| 02-2010 |
Nkuiya
Mbakop, R.B., G. Gaudet, The
Effects of the Length of the Period of Commitment on the Size of
Stable International Environmental Agreements, décembre/December. |
| 01-2010 |
Sprumont,
Y., An
Axiomatization of the Serial Cost-Sharing Method, décembre/December. |
| 2009 |
|
| 17-2009 |
Ehlers,
L., B. Klaus, Allocation
via Deferred-Acceptance under Responsive Priorities, décembre/December. |
| 16-2009 |
Ruge-Murcia,
F.J., Do
Inflation-Targeting Central Banks Implicitly Target the Price Level?,
décembre/December. |
| 15-2009 |
Kim,
J., F.J. Ruge-Murcia, Monetary
Policy When Wages Are Downwardly Rigid : Friedman Meets Tobin,
novembre/November. |
| 14-2009 |
Amarante,
M., Analogy
in Decision-Making, septembre/September. Version
révisée / Revised version (décembre
/ December 2011) |
| 13-2009 |
Amarante,
M., Toward
a Rational-Choice Foundation of Non-Additive Theories, septembre/September. |
| 12-2009 |
Bossert,
W., S.R. Chakravarty, C. D'Ambrosio, Multidimensional
Poverty and Material Deprivation, août/August. |
| 11-2009 |
Tatoutchoup,
D. et G. Gaudet, The
Impact of Recycling on the Long-Run Stock of Trees, août/August. |
| 10-2009 |
Campanale,
C., R. Castro, G.L. Clementi, Asset
Pricing in a Production Economy with Chew-Dekel Preferences,
mai/May. |
| 09-2009 |
Castro,
R., G.L. Clementi, G. MacDonald, Legal
Institutions, Sectoral Heterogeneity, and Economic Development,
juillet/July. |
| 08-2009 |
Castro,
R., G.L. Clementi, The
Economic Effects of Improving Investor Rights in Portugal, février/February. |
| 07-2009 |
Bossert,
W., C. D'Ambrosio, Measuring
Economic Insecurity, mars/March. |
| 06-2009 |
Bossert,
W., K. Suzumura, Quasi-Transitive
and Suzumura Consistent Relations, mars/March. |
| 05-2009 |
Bossert,
W., K. Suzumura, Decisive
Coalitions and Coherence Properties, mars/March. |
| 04-2009 |
Ehlers,
L., Manipulation
via Capacities Revisited, mars/March. |
| 03-2009 |
Gospodinov,
N., A. Maynard, E. Pesavento, Sensitivity
of Impulse Responses to Small Low Frequency Co-Movements : Reconciling
the Evidence on the Effects of Technology Shocks, mars/March. |
| 02-2009 |
Sprumont,
Y., Relative
Egalitarianism and Related Criteria, février/February.
|
| 01-2009 |
Bouakez,
H., E. Cardia, F. Ruge-Murcia, Sectoral
Price Rigidity and Aggregate Dynamics, février/February.
|
| 2008 |
|
| 16-2008 |
Ambler,
S., H. Bouakez, E. Cardia, The
Effect of Public Spending on Consumption : Reconciling Theory and
Evidence, septembre/September. |
| 15-2008 |
Bouakez,
H., E. Cardia, F. Ruge-Murcia, Durable
Goods, Inter-Sectoral Linkages and Monetary Policy, août/August. |
| 14-2008 |
Benchekroun,
H., C. Withagen, Nonrenewable
Resource Oligopolies and the Cartel-Fringe Game, juillet/July.
|
| 13-2008 |
Benchekroun,
H., A. Halsema, C. Withagen, On
Nonrenewable Resource Oligopolies : The Asymmetric Case, juillet/July. |
| 12-2008 |
Khazri,
O., P. Lasserre, Forest
Management : Are Double or Mixed Rotations Desirable?, juillet/July. |
| 11-2008 |
Benchekroun,
H., C. Withagen, Global
Dynamics in a Growth Model with an Exhaustible Resource, juin/June.
|
| 10-2008 |
Bossert,
W., K. Suzumura, Rationality,
External Norms and the Epistemic Value of Menus, juin/June.
|
| 09-2008 |
Amir,
R., E. Diamantoudi, L. Xue, Merger
Performance under Uncertain Efficiency Gains, juin/June. |
| 08-2008 |
Bossert,
W., K. Suzumura, Multi-Profile
Intergenerational Social Choice, juin/June. |
| 07-2008 |
Bochet,
O., S. Gordon, Priorities
in the Location of Multiple Public Facilities, février/February. |
| 06-2008 |
Dutta,
B., L. Ehlers, A. Kar, Externalities,
Potential, Value and Consistency, avril/April. |
| 05-2008 |
Bossert,
W., S.R. Chakravarty, C. D'Ambrosio, Poverty
and Time, mars/March. |
| 04-2008 |
Gaudet,
G., P. Lasserre, The
Efficient Use of Multiple Sources of a Nonrenewable Resource under
Supply Cost Uncertainty, février/February. |
| 03-2008 |
McCausland,
W.J., The
Hessian Method (Highly Efficient State Smoothing, in a Nutshell),
mars/March. |
| 02-2008 |
Riboni,
A., F.J. Ruge-Murcia, Monetary
Policy by Committee : Consensus, Chairman Dominance or Simple Majority?,
janvier/January. |
| 01-2008 |
Bossert,
W., C. D'Ambrosio, E. La Ferrara, A
Generalized Index of Fractionalization, janvier/January. |
|
|
| 2007 |
|
| 14-2007 |
Zinde-Walsh,
V., Errors-in-Variables
Models : A Generalized Functions Approach, novembre/November. |
| 13-2007 |
Zhu,
D. et V. Zinde-Walsh, Properties
and Estimation of Asymmetric Exponential Power Distribution,
octobre/October. |
| 12-2007 |
Schafgans,
M.M.A., V. Zinde-Walsh, Robust
Average Derivative Estimation, juillet/July. |
| 11-2007 |
Kim,
J., F.J. Ruge-Murcia, How
Much Inflation is Necessary to Grease the Wheels?, octobre/October. |
| 10-2007 |
Bossert,
W., W. Schworm, A
Class of Two-Group Polarization Measures, septembre/September. |
| 09-2007 |
Ehlers,
L., T. Storcken, Oligarchies
in Spatial Environments, septembre/September. |
| 08-2007 |
Bossert,
W., K. Suzumura, Social
Norms and Rationality of Choice, août/August. |
| 07-2007 |
McCausland,
W., S. Miller, D. Pelletier, A
New Approach to Drawing States in State Space Models, août/August. |
| 06-2007 |
Alvarez-Cuadrado,
F., N.V. Long, A
Mixed Bentham-Rawls Criterion for Intergenerational Equity: Theory
and Implications, juillet/July. |
| 05-2007 |
Riboni,
A., F.J. Ruge-Murcia, Preference
Heterogeneity in Monetary Policy Committees, mai/May. |
| 04-2007 |
Herrmann,
M., G. Gaudet, The
Economic Dynamics of Antibiotic Efficacy under Open Access,
mai/May. |
| 03-2007 |
Sprumont,
Y., Resource
Egalitarianism with a Dash of Efficiency, mai/May. |
| 02-2007 |
Barberà,
S., L. Ehlers, Free
Triples, Large Indifference Classes and the Majority Rule, mars/March. |
| 01-2007 |
Ehlers,
L., J. Massó, Matching
Markets under (In)complete Information, février/February. |
| 2006 |
|
| 19-2006 |
Benchekroun,
H., D. Claude, Tax
Differentials and the Segmentation of Networks of Cooperation in
Oligopoly, octobre/October. |
| 18-2006 |
Koray,
S., A. Slinko, Self-Selective
Social Choice Functions, novembre/November. |
| 17-2006 |
Gordon,
S., Solidarity
in Choosing a Location on a Cycle, mars/March. |
| 16-2006 |
Gordon,
S., Public
Decisions: Solidarity and the Status Quo, septembre/September. |
| 15-2006 |
Christian,
R., M. Conder, A. Slinko, Flippable
Pairs and Subset Comparisons in Comparative Probability Orderings
and Related Simple Games, octobre/October. |
| 14-2006 |
Blackorby,
C., W. Bossert, D. Donaldson, Population
Ethics, septembre/September. |
| 13-2006 |
Christian,
R., M. Fellows, F. Rosamond, A. Slinko, On
Complexity of Lobbying in Multiple Referenda, octobre/October. |
| 12-2006 |
Slinko,
A., S. White, On
the Manipulability of Proportional Representation, juillet/July. |
| 11-2006 |
Bossert,
W., H. Peters, Single-Peaked
Choice, septembre/September. |
| 10-2006 |
Bossert,
W., K. Suzumura, Non-Deteriorating
Choice without Full Transitivity, août/August. |
| 09-2006 |
Bossert,
W., K. Suzumura, A
Characterization of Consistent Collective Choice Rules, août/August. |
| 08-2006 |
Fleurbaey,
M., Y. Sprumont, Sharing
the Cost of a Public Good without Subsidies, août/August. |
| 07-2006 |
Ambec,
S., L. Ehlers, Sharing
a River among Satiable Countries, juillet/July. |
| 06-2006 |
Maniquet,
F., Y. Sprumont, Sharing
the Cost of a Public Good : An Incentive-Constrained Axiomatic Approach,
juin/June. |
| 05-2006 |
Asheim,
G.B., W. Bossert, Y. Sprumont, K. Suzumura, Infinite-Horizon
Choice Functions, mai/May. |
| 04-2006 |
Ehlers,
L., Respecting
Priorities when Assigning Students to Schools, février/February. |
| 03-2006 |
Bossert,
W., Consistent
Relations, février/February. |
| 02-2006 |
Riboni,
A., F.J. Ruge-Murcia, The
Dynamic (In)efficiency of Monetary Policy by Committee, janvier/January. |
| 01-2006 |
Bossert,
W., J.A. Weymark, Social
Choice : Recent Developments, janvier/January. |
| 2005 |
|
| 28-2005 |
Moulin,
H., Y. Sprumont, Fair
Allocation of Production Externalities: Recent Results, décembre/December. |
| 27-2005 |
Bossert,
W., K. Suzumura, Domain
Closedness Conditions and Rational Choice, novembre/November. |
| 26-2005 |
Mukoyama,
T., A. Sahin, Specialization
and Human Capital in Search Equilibrium, septembre/September.
|
| 25-2005 |
Sprumont,
Y., L. Ehlers, Top-Cycle
Rationalizability, septembre/September (revised
version révisée). |
| 24-2005 |
Castro,
R., D. Coen-Pirani, Why
Have Aggregate Skilled Hours Become So Cyclical Since the Mid-1980's?,
septembre/September. |
| 23-2005 |
Gaudet,
G., M. Moreaux, C. Withagen, The
Alberta Dilemma : Optimal Sharing of a Water Resource by an Agricultural
and an Oil Sector, mai/May. |
| 22-2005 |
Dufour,
J.-M., L. Khalaf, M. Kichian, Inflation
Dynamics and the New Keynesian Phillips Curve: An Identification
Robust Econometric Analysis, août/August. |
| 21-2005 |
Mukoyama,
T., Rosenberg's
"Learning by Using" and Technology Diffusion, août/August
2004. |
| 20-2005 |
Bouakez,
H., E. Cardia, F.J. Ruge-Murcia, The
Transmission of Monetary Policy in a Multi-Sector Economy, juillet/July. |
| 19-2005 |
Gaudet,
G., H. Lohoues, On
Limits to the Use of Linear Markov Strategies in Common Property
Natural Resource Games, janvier/January. |
| 18-2005 |
Ehlers,
L., Choosing
Wisely : The Natural Multi-Bidding Mechanism, juin/June. |
| 17-2005 |
Bossert,
W., K. Suzumura, Rational
Choice on Arbitrary Domains : A Comprehensive Treatment, juin/June. |
| 16-2005 |
Dufour,
J.-M., T. Jouini, Finite-Sample
Simulation-Based Inference in VAR Models with Applications to Order
Selection and Causality Testing, mai/May. |
| 15-2005 |
Mukoyama,
T., A. Sahin, Costs
of Business Cycles for Unskilled Workers, juin/June. |
| 14-2005 |
Benchekroun,
H., L. Xue, Cartel
Stability in a Dynamic Oligopoly, avril/April. |
| 13-2005 |
Macho-Stadler,
I., L. Xue, Does
Free Trade Benefit All?, mai/May. |
| 12-2005 |
Ehlers,
L., Von
Neumann-Morgenstern Stable Sets in Matching Problems, avril/April. |
| 11-2005 |
Bossert,
W., C. D'Ambrosio, Dynamic
Measures of Individual Deprivation, mars/March. |
| 10-2005 |
Dufour,
J.-M., T. Jouini, Asymptotic
Distribution of a Simple Linear Estimator for VARMA Models in Echelon
Form, février/February. |
| 09-2005 |
Zinde-Walsh,
V., Kernel
Estimation When Density Does Not Exist, février/February. |
| 08-2005 |
Ehlers,
L, B. Klaus, Consistent
House Allocation, février/February. |
| 07-2005 |
Dufour,
J.-M., A. Farhat, L. Khalaf, Tests
multiples simulés et tests de normalité basés
sur plusieurs moments dans les modèles de régression,
février/February. |
| 06-2005 |
Blackorby,
C., W. Bossert, D. Donaldson, Intertemporal
Social Evaluation, janvier/January. |
| 05-2005 |
Dufour,
J.-M., A. Farhat, M. Hallin, Distribution-Free
Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric
Time Series, février/February. |
| 04-2005 |
Beaulieu,
M.-C., J.-M. Dufour, L. Khalaf, Exact
Multivariate Tests of Asset Pricing Models with Stable Asymmetric
Distributions, février/February. |
| 03-2005 |
Dufour,
J.-M., Monte
Carlo Tests with Nuisance Parameters : A General Approach to Finite-Sample
Inference and Nonstandard Asymptotics, février/February. |
| 02-2005 |
Benchekroun,
H., The
Double Curse of a Common Property Productive Asset Oligopoly,
janvier/January. |
| 01-2005 |
Castro,
R., Economic
Development under Alternative Trade Regimes, janvier/January. |
| 2004 |
|
| 17-2004 |
Sprumont,
Y., Nearly
Serial Sharing Methods, novembre/November 2004. |
| 16-2004 |
Bossert,
W., A. Slinko, Relative
Uncertainty Aversion and Additevely Representable Set Rankings,
août/August 2004. |
| 15-2004 |
Engle-Warnick,
J., W.J. McCausland, J.H. Miller, The
Ghost in the Machine : Inferring Machine-Based Strategies from Observed
Behavior, août/August 2004. |
| 14-2004 |
Gravel,
N., M. Poitevin, The
Progressivity of Equalization Payments in Federations, août/August
2004. |
| 13-2004 |
Bossert,
W., C. D'Ambrosio, Reference
Groups and Individual Deprivation, août/August 2004. |
| 12-2004 |
Bossert,
W., Y. Sprumont, K. Suzumura, The
Possibility of Ordering Infinite Utility Streams, juillet/July
2004. |
| 11-2004 |
Sprumont,
Y., Aumann-Shapley
Pricing : A Reconsideration of the Discrete Case, mai/May. |
| 10-2004 |
McCausland,
William J., Bayesian
Analysis for a Theory of Random Consumer Demand : The Case of Indivisible
Goods, mai/May. |
| 09-2004 |
McCausland,
William J., Time
Reversibility of Stationary Regular Finite State Markov Chains,
mai/May. |
| 08-2004 |
McCausland,
William J., A
Theory of Random Consumer Demand, mai/May. |
| 07-2004 |
Crettez,
B., P. Michel, On
the Determination of the Return to Capital When There Is No Exogenous
Ownership in Firms, mai/May. |
| 06-2004 |
Blackorby,
C., W. Bossert, Interpersonal
Comparisons of Well-Being, avril/April. |
| 05-2004 |
Vishwasrao,
S., S. Gupta, H. Benchekroun, Optimum
Tariffs and Patent Length in a Model of North-South Technology Transfer,
avril/April. |
| 04-2004 |
Blackorby,
C., W. Bossert, D. Donaldson, Anonymous
Single-Profile Welfarism, mars/March. |
| 03-2004 |
Benchekroum,
H., G. Gaudet, N.V. Long, Temporary
Natural Resource Cartels, février/February. |
| 02-2004 |
Bossert,
W., C. D'Ambrosio, V. Peragine, Deprivation
and Social Exclusion, février/February (version
révisée/revised version 2005). |
| 01-2004 |
Mukoyama,
T., A. Sahin, Repeated
Moral Hazard with Persistence, février/February. |
| 2003 |
|
| 18-2003 |
Dolado,
J.J., R. Maria-Dolores, F.J. Ruge-Murcia, Nonlinear
Monetary Policy Rules: Some New Evidence for the U.S., novembre/November. |
| 17-2003 |
Ruge-Murcia,
F.J., Methods
to Estimate Dynamic Stochastic General Equilibrium Models, novembre/November. |
| 16-2003 |
Castro,
R., C. De Resende, F.J. Ruge-Murcia, The
Backing of Government Debt and the Price Level, novembre/November. |
| 15-2003 |
Masson,
P., F.J. Ruge-Murcia, Explaining
the Transition Between Exchange Rate Regimes, novembre/November. |
| 14-2003 |
Dufour,
J.-M., D. Pelletier, É. Renault, Short
Run and Long Run Causality in Time Series : Inference, septembre/September. |
| 13-2003 |
Ehlers,
L., In
Search of Advice for Physicians in Entry-Level Medical Markets,
mai/May. |
| 12-2003 |
Ehlers,
L., B. Klaus, Resource-Monotonicity
for House Allocation Problems, mai/May. |
| 11-2003 |
Ehlers,
L., B. Klaus, Efficient
Priority Rules, mai/May. |
| 10-2003 |
Dufour,
J.-M., Identification,
Weak Instruments and Statistical Inference in Econometrics,
mai/May. |
| 09-2003 |
Dufour,
J.-M., M. Neifar, Méthodes
d'inférence exactes pour un modèle de régression
avec erreurs AR(2) gaussiennes, mai/May. |
| 08-2003 |
Dufour,
J.-M., M. Taamouti, Project-Based
Statistical Inference in Linear Structural Models with Possibly
Weak Instruments, mai/May. |
| 07-2003 |
Dufour,
J.-M., L. Khalaf, M.-C. Beaulieu, Exact
Skewness-Kurtosis Tests for Multivariate Regressions with Application
to Asset Pricing Models, mai/May. |
| 06-2003 |
Dufour,
J.-M., L. Khalaf, M.-C. Beaulieu, Finite-Sample
Diagnostics for Multivariate Regressions with Applications to Linear
Asset Pricing Models, mai/May. |
| 05-2003 |
Blackorby,
C., W. Bossert, D. Donaldson, Population
Ethics and the Value of Life, mai/May. |
| 04-2003 |
Allard,
M., C. Bronsard, C. Gouriéroux, Aversion
Analysis, mai/May. |
| 03-2003 |
Blackorby,
C., W. Bossert, D. Donaldson, Harsanyi's
Social Aggregation Theorem : A Multi-Profile Approach with Variable-Population
Extensions, avril/April. |
| 02-2003 |
Cardia,
E., P. Michel, Altruism,
Intergenerational Transfers of Time and Bequests, janvier/January. |
| 01-2003 |
Gonçalves,
S., L. Kilian, Bootstrapping
Autoregressions with Conditional Heteroskedasticity of Unknown Form,
mai/May. |
|
2002 | |
| 21-2002 | Andersen,
T.G., T. Bollerslev, N. Meddahi, Correcting
the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency
Data and Realized Volatilities, novembre/November. | | 20-2002 | Meddahi,
N., ARMA
Representation of Integrated and Realized Variances, décembre/December. |
| 19-2002 | Moulin,
H., Y. Sprumont, Responsibility
and Cross-Subsidization in Cost Sharing, décembre/December. |
| 18-2002 | Moon,
H.R., B. Perron, Testing
for a Unit Root in Panels with Dynamic Factors, septembre/September. |
| 17-2002 | Beaulieu,
M.-C., J.-M. Dufour, L. Khalaf, Testing
Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact
Simulation-Based Approach, septembre/September. | | 16-2002 | Bossert,
W., Y. Sprumont, K. Suzumura, Maximal-Element
Rationalizability, novembre/November. | | 15-2002 | Blackorby,
C., W. Bossert, D. Donaldson, Critical-Level
Population Principles and the Repugnant Conclusion, octobre/October. |
| 14-2002 | Bontemps,
C., N. Meddahi, Testing
Normality : A GMM Approach, septembre/September. |
|
