Now showing items 1-20 of 535

  • Actifs financiers et theorie de la consommation 

    Allard, M.; Bronsard, C.; Gourieroux, C. (Université de Montréal. Département de sciences économiques., 1996)
    Dans cet article, pour etendre la theorie du consommateur a ses choix d'epargne et de placements, on utilise a la fois la theorie usuelle, celle des caracteristiques et celle du raisonnement quantitatif. on en deduit un systeme complet de demandes ...
  • Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 

    Vogelsang, Timothy J.; Perron, Pierre (Université de Montréal. Département de sciences économiques., 1994)
  • The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors 

    Perron, Pierre (Université de Montréal. Département de sciences économiques., 1994)
  • Agendas in legislative decision-making 

    Horan, Sean (Université de Montréal. Département de sciences économiques., 2016-02)
    Despite the wide range of agendas used in legislative decision-making, the literature has focused almost exclusively on two stylized formats, the so-called Euro-Latin and Anglo-American agendas. As emphasized by Ordeshook and Schwartz [1987], this focus ...
  • Aggregations and Marginalization of GARCH and Stochastic Volatility Models 

    Meddahi, Nour; Renault, Éric (Université de Montréal. Département de sciences économiques., 1998)
    The GARCH and Stochastic Volatility paradigms are often brought into conflict as two competitive views of the appropriate conditional variance concept : conditional variance given past values of the same series or conditional variance given a larger ...
  • The Alberta Dilemma: Optimal Sharing of a Water Resource by an Agricultural and an Oil Sector 

    Gaudet, Gérard; Moreaux, Michel; Withagen, Cees (Université de Montréal. Département de sciences économiques., 2005)
    The purpose of this paper is to characterize the optimal time paths of production and water usage by an agricultural and an oil sector that have to share a limited water resource. We show that for any given water stock, if the oil stock is sufficiently ...
  • L'ALENA, le Quebec et la mutation de son espace economique 

    Proulx, Pierre-Paul (Université de Montréal. Département de sciences économiques., 1993)
  • An algorithm for identifying agent-k-linked allocations in economies with indivisibilities 

    Andersson, Tommy; Ehlers, Lars (Université de Montréal. Département de sciences économiques., 2013-11)
    We consider envy-free (and budget-balanced) rules that are least manipulable with respect to agents counting or with respect to utility gains. Recently it has been shown that for any profile of quasi-linear preferences, the outcome of any such least ...
  • Allocation via Deferred-Acceptance under Responsive Priorities 

    Ehlers, Lars; Klaus, Bettina (Université de Montréal. Département de sciences économiques., 2009-12)
    In many economic environments - such as college admissions, student placements at public schools, and university housing allocation - indivisible objects with capacity constraints are assigned to a set of agents when each agent receives at most one ...
  • Altruism, Intergenerational Transfers of Time and Bequests 

    Cardia, Emanuela; MICHEL, Philippe (Université de Montréal. Département de sciences économiques., 2003)
    This paper uses a standard two-period overlapping generation model to examine the behavior of an economy where both intergenerational transfers of time and bequests are available. While bequests have been examined extensively, time transfers have ...
  • Ambiguity on the insurer's side: the demand for insurance 

    Amarante, Massimiliano; Ghossoub, Mario; Phelps, Edmund (Université de Montréal. Département de sciences économiques., 2014-10)
    Empirical evidence suggests that ambiguity is prevalent in insurance pricing and underwriting, and that often insurers tend to exhibit more ambiguity than the insured individuals (e.g., [23]). Motivated by these findings, we consider a problem of demand ...
  • Ambiguity on the insurer's side: the demand for insurance 

    Amarante, Massimiliano; Ghossoub, Mario; Phelps, Edmund (Université de Montréal. Département de sciences économiques., 2014-10)
    Empirical evidence suggests that ambiguity is prevalent in insurance pricing and underwriting, and that often insurers tend to exhibit more ambiguity than the insured individuals (e.g., [23]). Motivated by these findings, we consider a problem of demand ...
  • Analogy in Decision-Making 

    Amarante, Massimiliano (Université de Montréal. Département de sciences économiques., 2009-09)
    In the context of decision making under uncertainty, we formalize the concept of analogy: an analogy between two decision problems is a mapping that transforms one problem into the other while preserving the problem's structure. We identify the basic ...
  • An Analysis of the Real Interest rate Under Regime Shifts 

    Garcia, René; Perron, Pierre (Université de Montréal. Département de sciences économiques., 1994)
  • Anonymous Single-Profile Welfarism 

    Blackorby, Charles; Bossert, Walter; Donaldson, David (Université de Montréal. Département de sciences économiques., 2004)
    This note reexamines the single-profile approach to social-choice theory. If an alternative is interpreted as a social state of affairs or a history of the world, it can be argued that a multi-profile approach is inappropriate because the information ...
  • Applications of the GB2 Family of Distributions in the Modeling Insurance Loss Processes 

    Cummins, David J.; Dionne, Georges; McDonald, James B.; Pritchett, Michael B. (Université de Montréal. Département de sciences économiques., 1988-11)
  • Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors 

    Nabeya, Seiji; Perron, Pierre (Université de Montréal. Département de sciences économiques., 1994)
  • Arbitrage-Based Pricing when Volatility is Stochastic 

    Bossaerts, P.; Ghysels, Eric; Gourieroux, C. (Université de Montréal. Département de sciences économiques., 1996)
    The paper investigates the pricing of derivative securities with calendar-time maturities.
  • Are the Effects of Monetary Policy Asymmetric? 

    Garcia, René; Schaller, Huntley (Université de Montréal. Département de sciences économiques., 1995)
  • ARMA Representation of Integrated and Realized Variances 

    Meddahi, Nour (Université de Montréal. Département de sciences économiques., 2002)
    This paper derives the ARMA representation of integrated and realized variances when the spot variance depends linearly on two autoregressive factors, i.e., SR SARV(2) models. This class of processes includes affine, GARCH diffusion, CEV models, as ...