Browsing Faculté des arts et des sciences – Département de sciences économiques by Title
Now showing items 1043-1062 of 1524
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Nearly Serial Sharing Methods
(Université de Montréal. Département de sciences économiques., 2004)A group of agents participate in a cooperative enterprise producing a single good. Each participant contributes a particular type of input; output is nondecreasing in these contributions. How should it be shared? We analyze the implications of the axiom ... -
Neoliberalism and the Overwelming Influence of Financial Markets: a Comparative Analysis between NAFTA Countries and Other G-& Countries
(Université de Montréal. Département de sciences économiques., 1995) -
A New Approach to Drawing States in State Space Models
(Université de Montréal. Département de sciences économiques., 2007-06) -
Non-Commitment and Savings in Dynamic Risk-Sharing Contracts
(Université de Montréal. Département de sciences économiques., 1998)We characterize the solution to a model of consumption smoothing using financing under non-commitment and savings. We show that, under certain conditions, these two different instruments complement each other perfectly. If the rate of time preference ... -
Non-Convexities and Efficiency of Equilibria in Insurance Markets with Asymmetric Information
(Université de Montréal. Département de sciences économiques., 1995) -
Non-Deteriorating Choice
(Université de Montréal. Département de sciences économiques., 2001)We analyze an alternative to the standard rationalizability requirement for observed choices by considering non-deteriorating selections. A selection function is a generalization of a choice function where selected alternatives may depend on a reference ... -
Non-Deteriorating Choice without Full Transitivity
(Université de Montréal. Département de sciences économiques., 2006-08)Although the theory of greatest-element rationalizability and maximal-element rationalizability under general domains and without full transitivity of rationalizing relations is well-developed in the literature, these standard notions of rational choice ... -
Non-manipulable house exchangeunder (minimum) equilibrium prices
(Lund University. Department of economics, 2020)We consider a market with indivisible objects, called houses, and money. On this market, each house is initially owned (or rented) by some agent and each agent demands precisely one house. The problem is to identify the complete set of direct allocation ... -
Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.
(Université de Montréal. Département de sciences économiques., 2003)This paper derives optimal monetary policy rules in setups where certainty equivalence does not hold because either central bank preferences are not quadratic, and/or the aggregate supply relation is nonlinear. Analytical results show that these features ... -
Nonparametric estimation of risk neutral density
(2024-01-31)Ce mémoire vise à estimer la densité neutre au risque (Risk neutral density (RND) en anglais) par une approche non paramétrique tout en tenant compte de l’endogénéité. Les prix transversaux des options européennes sont utilisés pour l’estimation. Le ... -
Nonparametric estimation of the density of a change-point
(Université de Montréal. Département de sciences économiques, 2024-01)The paper considers a panel model where the regression coe¢ cients undergo changes at an unknown time point, di§erentfor each series. The timings of changes are assumed to be independent, identically distributed, and drawn from some com-mon distribution, ... -
Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency
(Université de Montréal. Département de sciences économiques., 2015-11-22)We consider two new approaches to nonparametric estimation of the leverage effect. The first approach uses stock prices alone. The second approach uses the data on stock prices as well as a certain volatility instrument, such as the CBOE volatility ... -
Nonparametric Instrumental Regression
(Université de Montréal. Département de sciences économiques., 2002)The focus of the paper is the nonparametric estimation of an instrumental regression function P defined by conditional moment restrictions stemming from a structural econometric model : E[Y-P(Z)|W]=0 and involving endogenous variables Y and Z and ... -
Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent
(Université de Montréal. Département de sciences économiques., 1995) -
Normative properties for object allocation problems : characterizations and trade-offs
(Université de Lausanne. École des hautes études commerciales. Département d'économie, 2021-03)We consider the allocation of indivisible objects among agents when monetary transfers are not allowed. Agents have strict preferences over the objects (possibly about not getting any object) and are assigned at most one object. How should one allocate ... -
A Note on Ordinally Equivalent Pareto Surfaces
(Université de Montréal. Département de sciences économiques., 1997)Assuming at least three individuals and some regularity conditions, we construct a set S* of Pareto surfaces which is an ordinal basis of the set S of all surfaces: every surface in S is ordinally equivalent to some surface in S* and all surfaces in ... -
Nouvelle approche en théorie des jeux comportementale
(2012-11-02)Il a été démontré en laboratoire que l’équilibre de Nash n’était pas toujours un bon indicateur du comportement humain. Différentes théories alternatives (aversion à l’inégalité, réciprocité et norme sociale) ont vu le jour pour combler les lacunes de ...