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Dessin du pavillon Roger Gaudry/Sketch of Roger Gaudry Building

Papyrus : Université de Montréal Digital Institutional Repository - Browsing by Author "CLEMENTI, Gian Luca"

Digital Institutional Repository

Papyrus : Université de Montréal Digital Institutional Repository - Browsing by Author "CLEMENTI, Gian Luca"

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  • CASTRO, Rui; CAMPANALE, Claudio; CLEMENTI, Gian Luca (Université de Montréal, Département de sciences économiques, 2009-05)
    In this paper we provide a thorough characterization of the asset returns implied by a simple general equilibrium production economy with Chew–Dekel risk preferences and convex capital adjustment costs. When households ...
  • CASTRO, Rui; CLEMENTI, Gian Luca; LEE, Yoonsoo (Université de Montréal, 2010-10)
    We estimate firm–level idiosyncratic risk in the U.S. manufacturing sector. Our proxy for risk is the volatility of the portion of growth in sales or TFP which is not explained by either industry– or economy–wide factors, ...
  • Castro, Rui; Clementi, Gian Luca; Lee, Yoonsoo (2014-06)
    We estimate the volatility of plant–level idiosyncratic shocks in the U.S. manufacturing sector. Our measure of volatility is the variation in Revenue Total Factor Productivity which is not explained by either industry– ...
  • CASTRO, Rui; CLEMENTI, Gian Luca (Université de Montréal, Département de sciences économiques, 2009-02)
    The Portuguese economy has performed remarkably well since joining the EU in 1986. Output per worker grew at an annual rate of 2.25%. The relative price of investment has declined. Real investment has increased compared ...
  • CASTRO, Rui; CLEMENTI, Gian Luca; MACDONALD, Glenn (Université de Montréal, Département de sciences économiques, 2008-07)
    Poor countries have lower PPP–adjusted investment rates and face higher relative prices of investment goods. It has been suggested that this happens either because these countries have a relatively lower TFP in industries ...

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