Recent Submissions

  • Imposing equilibrium restrictions in the estimation of dynamic discrete games 

    Aguirregabiria, Victor; Marcoux, Mathieu (Université de Montréal. Département de sciences économiques., 2019-09)
    Imposing equilibrium restrictions provides substantial gains in the estimation of dynamic discrete games. Estimation algorithms imposing these restrictions – MPEC, NFXP, NPL, and variations – have different merits and limitations. MPEC guarantees local ...
  • Measuring uncertainty at the regional level using newspaper text 

    Rauh, Christopher (Université de Montréal. Département de sciences économiques., 2019-08)
    In this paper I present a methodology to provide uncertainty measures at the regional level in real time using the full bandwidth of news. In order to do so I download vast amounts of newspaper articles, summarize these into topics using unsupervised ...
  • Entrepreneurship, outside options and constrained 

    Galindo da Fonseca, Joao; Snoddy, Iain (Université de Montréal. Département de sciences économiques., 2019-05)
    The literature on search frictions has often adopted the assumption of free entry. In this paper we forgo of this restriction by proposing a more realistic framework in which individuals are constantly making the decision whether or not to open a firm. ...
  • Spouses and entrepreneurship 

    Galindo da Fonseca, Joao; Berube, Charles (Université de Montréal. Département de sciences économiques., 2019-05)
    Does having a spouse influence an individual’s decision to start a firm and what firms they create? The answer to this question is crucial for our understanding of how recent changes to family composition influence firm creation. We develop a model of ...
  • Unemployment, entrepreneurship and firm outcomes 

    Galindo da Fonseca, Joao (Université de Montréal. Département de sciences économiques., 2019-05)
    Are there differences between firms created by unemployed individuals relative to otherwise identical employed individuals? The answer is crucial for understanding the impact of policies that promote entrepreneurship among the unemployed. I develop an ...
  • The housing boom and selection into entrepreneurship 

    Galindo da Fonseca, Joao; Pannella, Pierluca (Université de Montréal. Département de sciences économiques., 2019-05)
    We provide evidence that the boom in housing prices occurred in the early 2000 distorted the selection of individuals that opened a business. A simple model of collateral financing predicts an increase in entry into entrepreneurship for house-owners ...
  • Essays in empirical asset pricing 

    Pondi Endengle, Eric Marius (2019-03-13)
    Cette thèse comprend trois chapitres dans lesquels sont développés des outils de comparaison et d’analyse dynamique des modèles linéaires d’évaluation d’actifs. Dans le premier chapitre, j’introduis la notion de facteurs inutiles par intermittence; ...
  • The hard problem of prediction for conflict prevention 

    Mueller, Hannes; Rauh, Christopher (Université de Montréal. Département de sciences économiques., 2019-04)
    There is a rising interest in conflict prevention and this interest provides a strong motivation for better conflict forecasting. A key problem of conflict forecasting for prevention is that predicting the start of conflict in previously peaceful ...
  • Games with unobservable heterogeneity and multiple equilibria: an application to mobile telecommunications 

    Marcoux, Mathieu (Université de Montréal. Département de sciences économiques., 2019-02)
    To shed light on the limited success of competition enhancing policies in mobile telecommunications, I estimate a game of transceivers’ locations between national incumbents and a new entrant in Canada. I recover player-specific unobserved heterogeneity ...
  • How do disruptions in the mortgage market affect consumption? Empirical evidence from the U.S. 

    Tieumena Ndogmo, Alex (2018-10-18)
    Cet article documente une forte relation empirique entre l ’offre de crédits hypothécaires et la consommation aux États - Unis au cours de la crise financière de 2008. Les estimations indiquent qu’un choc négatif à l’offre d’hypothèque est associé à ...

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