Browsing Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications by Title

Now showing items 301-320 of 564

  • Market Determinants of Misleading Advertising 

    Boyer, Marcel; Kihlstrom, Richard E.; Laffont, Jean-Jacques (Université de Montréal. Département de sciences économiques., 1980)

  • Market Time and Asset Price Movements: Theory and Estimation 

    Ghysels, Eric; Gourieroux, C.; Jasiak, J. (Université de Montréal. Département de sciences économiques., 1995)

  • Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 

    Dufour, Jean Marie; TORRES, Olivier (Université de Montréal. Département de sciences économiques., 2000)
    In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes ...

  • Matching Markets under (In)complete Information 

    Ehlers, Lars; MASSÓ, Jordi (Université de Montréal. Département de sciences économiques., 2007-02-01)
    We are the first to introduce incomplete information to centralized many-to-one matching markets such as those to entry-level labor markets or college admissions. This is important because in real life markets (i) any agent is uncertain about the other ...

  • Matching, Human capital, and the Covariance Structure of Earnings 

    Parent, Daniel (Université de Montréal. Département de sciences économiques., 1995)

  • Maximal-Element Rationalizability 

    Bossert, Walter; Sprumont, Yves; Suzumura, Kotaro (Université de Montréal. Département de sciences économiques., 2002)
    We examine the maximal-element rationalizability of choice functions with arbitrary do-mains. While rationality formulated in terms of the choice of greatest elements according to a rationalizing relation has been analyzed relatively thoroughly in the ...

  • The Measurement of Diversity 

    Pattanaik, Prasanta K.; XU, Yongsheng (Université de Montréal. Département de sciences économiques., 2001)
    The notion of diversity is an issue that is of relevance in several contexts. For example, the biodiversity of a given ecological environment and the diversity of the options available to a decision maker have attracted some attention in recent research. ...

  • Measuring Economic Insecurity 

    Bossert, Walter; D'Ambrosio, Conchita (Université de Montréal. Département de sciences économiques., 2009-03)
    We provide a systematic treatment of the notion of economic insecurity, assuming that an individual’s sentiment of insecurity depends on the current wealth level and its variations experienced in the past. We think of wealth as a comprehensive variable ...

  • 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 ...

  • Medical Conditions and the Severity of Commercial Motor Vehicle (CMV) Drivers's Road Accidents 

    Laberge-Nadeau, Claire; Dionne, Georges; Maag, Urs; Desjardins, Denise; Vanasse, Charles; Ékoé, Jean-Marie (Université de Montréal. Département de sciences économiques., 1995)

  • Mesure du Progres Technique: Theories et Methodes 

    Ouellette, Pierre; Lasserre, Pierre (Université de Montréal. Département de sciences économiques., 1984)
    Ce Texte Constitue un Survol des Differentes Approches Destines a Mesurer le Progres Technique. Nous Utilisons une Notation Uniforme Tout au Long des Demonstrations Mathematiques et Nous Faisons Ressortir les Hypotheses Qui Rendent L'application des ...

  • Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 

    Dufour, Jean Marie; Neifar, Malika (Université de Montréal. Département de sciences économiques., 2003)
    Ce texte propose des méthodes d’inférence exactes (tests et régions de confiance) sur des modèles de régression linéaires avec erreurs autocorrélées suivant un processus autorégressif d’ordre deux [AR(2)], qui peut être non stationnaire. L’approche ...

  • Methodology in Economics: the Logic of Appraisal 

    Perron, Pierre (Université de Montréal. Département de sciences économiques., 1985)
    This Paper Intends to Develop a Coherent Methodological Framework Concerned with the Appraisal of Scientific Theories in Economics, and Which Is Based on a Postulated Aim of Science. We First Define the Scope of a Methodological Inquiry (Precise ...

  • Methods to Estimate Dynamic Stochastic General Equilibrium Models 

    Ruge-Murcia, Francisco (Université de Montréal. Département de sciences économiques., 2003)
    This paper employs the one-sector Real Business Cycle model as a testing ground for four different procedures to estimate Dynamic Stochastic General Equilibrium (DSGE) models. The procedures are: 1 ) Maximum Likelihood, with and without measurement ...

  • Mexico's Financial Liberalization and Reform, a Critical Overview 

    De Lemos Grandmont, Renato (Université de Montréal. Département de sciences économiques., 1995)

  • (Minimally) 'epsilon'-incentive compatible competitive equilibria in economies with indivisibilities 

    Andersson, Tommy; Ehlers, Lars; Svensson, Lars-Gunnar (Université de Montréal. Département de sciences économiques., 2012-04)
    We consider competitive and budget-balanced allocation rules for problems where a number of indivisible objects and a fixed amount of money is allocated among a group of agents. In 'small' economies, we identify under classical preferences each agent's ...

  • La mobilite internationale des facteurs de production en situation de chomage et de libre-echange commercial: une revue de la problematique 

    Tremblay, Rodrigue (Université de Montréal. Département de sciences économiques., 1996)
    Cet article fait un recensement des analyses theoriques et empiriques concernant les effets possibles de la mobilite internationale des facteurs de production. les resultats et les recommendations du modele de base sont etablis quand prevalent le ...

  • A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets 

    Dionne, Georges; GOLLIER, Christian (Université de Montréal. Département de sciences économiques., 1995-12)

  • A model of dynamic liquidity contracts 

    Özgür, Onur (Université de Montréal. Département de sciences économiques., 2011)
    I study long-term financial contracts between lenders and borrowers in the absence of perfect enforceability and when both parties are credit constrained. Borrowers repeatedly have projects to undertake and need external financing. Lenders can commit ...

  • Un modèle à moyen terme de l'économie du Québec 

    RABEAU, Yves; MORIN, Normand (Université de Montréal. Département de sciences économiques., 1979-03)