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Now showing items 1-10 of 1567
Macroeconomic Interdependence and the Terms of Trade
(Université de Montréal. Département de sciences économiques., 1980)
Market Determinants of Misleading Advertising
(Université de Montréal. Département de sciences économiques., 1980)
Rationalizability of Choice Functions on General Domains without Full Transitivity
(Université de Montréal. Département de sciences économiques., 2001)
The rationalizability of a choice function by means of a transitive relation has been analyzed thoroughly in the literature. However, not much seems to be known when transitivity is weakened to quasi-transitivity or ...
Asymmetric Smiles, Leverage Effects and Structural Parameters
(Université de Montréal. Département de sciences économiques., 2001)
In this paper, we characterize the asymmetries of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework. The dependence between price movements and future volatility is introduced ...
A Prudent Central Banker
(Université de Montréal. Département de sciences économiques., 2001)
This paper studies monetary policy in an economy where the central banker's preferences are asymmetric around optimal inflation. In particular, positive deviations from the optimum can be weighted more, or less, severely ...
Ranking Sets of Objects
(Université de Montréal. Département de sciences économiques., 2001)
We provide a survey of the literature on ranking sets of objects. The interpretations of those set rankings include those employed in the theory of choice under complete uncertainty, rankings of opportunity sets, set ...
Inflation Targeting Under Asymmetric Preferences
(Université de Montréal. Département de sciences économiques., 2001)
This paper develops and estimates a game-theoretical model of inflation targeting where the central banker's preferences are asymmetric around the targeted rate. In particular, positive deviations from the target can be ...
What Is a Commody? Two Axiomatic Anwers
(Université de Montréal. Département de sciences économiques., 2001)
We identify conditions under which preferences over sets of consumption opportunities can be reduced to preferences over bundles of \"commodities\". We distinguish ordinal bundles, whose coordinates are defined up to ...
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
(Université de Montréal. Département de sciences économiques., 2001)
A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally ...
Tests of Joint Hypotheses for Time Series Regression with a Unit Root
(Université de Montréal. Département de sciences économiques., 1986)
This Paper Studies Tests of Joint Hypotheses in Time Series Regression with a Unit Root in Which Weakly Dependent and Heterogeneously Distributed Innovations Are Allowed. We Consider Two Types of Regression: One with a ...