Browsing Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications by Title
Now showing items 193-212 of 564
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Les facteurs declencheurs des crises financieres internationales
(Université de Montréal. Département de sciences économiques., 1999)Ce rapport s'inscrit dans la problematique soulevée par l'insistance des milieux financiers américains et du Trésor américain à libéraliser et à globaliser les mouvements internationaux de capitaux. Dans cette perspective, il tente de répondre à trois ... -
Factor Analysis of a Large DSGE Model
(Université de Montréal. Département de sciences économiques., 2010-09)We study the workings of the factor analysis of high-dimensional data using artificial series generated from a large, multi-sector dynamic stochastic general equilibrium (DSGE) model. The objective is to use the DSGE model as a laboratory that allow ... -
Fair Allocation of Production Externalities: Recent Results
(Université de Montréal. Département de sciences économiques., 2005)We survey recent axiomatic results in the theory of cost-sharing. In this litterature, a method computes the individual cost shares assigned to the users of a facility for any profile of demands and any monotonic cost function. We discuss two theories ... -
Fair Production and Allocation of an Excludable Nonrival Good
(Université de Montréal. Département de sciences économiques., 2002)We study fairness in economies with one private good and one partially excludable nonrival good. A social ordering function determines for each profile of preferences an ordering of all conceivable allocations. We propose the following Free Lunch ... -
The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation
(Université de Montréal. Département de sciences économiques., 1998)This note investigates the adequacy of the finite-sample approximation provided by the Functional Central Limit Theorem (FCLT) when the errors are allowed to be dependent. We compare the distribution of the scaled partial sums of some data with the ... -
Fertility, Consumption and Bequests in a Model with Non-Dynastic Perental Altruism
(Université de Montréal. Département de sciences économiques., 1993) -
Finance and Growth : Empirical Evidence from Developing Countries, 1960-1990
(Université de Montréal. Département de sciences économiques., 2002)This paper examines the empirical relationship between financial intermediation and economic growth using cross-country and panel data regressions for 69 developing countries for the 1960-1990 period. The main results are : (i) financial development ... -
La finance islamique: fondements, theorie et realite
(Université de Montréal. Département de sciences économiques., 2001)L’Islam interdit le riba , mot arabe signifiant à la fois usure et intérêt. L’interdiction du rib figure dans la loi islamique, née dans l’Arabie du Moyen Âge. Elle est à la base de la finance islamique qui connut une expansion remarquable durant la ... -
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
(Université de Montréal. Département de sciences économiques., 2003)In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate ... -
Finite-sample inference methods for simultaneous equations and models with unobserved and generated regressors
(Université de Montréal. Département de sciences économiques., 1998)We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification ... -
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
(Université de Montréal. Département de sciences économiques., 2005)Statistical tests in vector autoregressive (VAR) models are typically based on large-sample approximations, involving the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading even with ... -
Firm Heterogeneity and Worker Self-Selection Bias Estimated Returns to Seniority
(Université de Montréal. Département de sciences économiques., 1995) -
First-Degree Discrimination by a Duopoly: Pricing and Quality Choice
(Université de Montréal. Département de sciences économiques., 2005-01) -
First-Degree Discrimination in a Competitive Setting: Pricing and Quality Choice
(Université de Montréal. Département de sciences économiques., 2005)The paper investigates competition in price schedules among vertically differentiated dupolists. First order price discrimination is the unique Nash equilibrium of a sequential game in which firms determine first whether or not to commit to a uniform ... -
Fiscal rules with discretion for an economic union
(Université de Montréal. Département de sciences économiques, 2022-03-11)The design of a fiscal rule involves a trade-off between committing governments to a fiscally responsible budget and giving governments the discretion to respond to shocks. What is the optimal degree of discretion for deficit-biased governments ... -
Flippable Pairs and Subset Comparisons in Comparative Probability Orderings and Related Simple Games
(Université de Montréal. Département de sciences économiques., 2006-10)We show that every additively representable comparative probability order on n atoms is determined by at least n - 1 binary subset comparisons. We show that there are many orders of this kind, not just the lexicographic order. These results provide ... -
Forecasting Containerized Traffic for the Port of Montreal (1981-1995)
(Université de Montréal. Département de sciences économiques., 1985)Le But de Ce Rapport Est de Presenter L'approche Utilisee Par les Auteurs Pour Effectuer des Previsions a Long Terme du Trafic de Conteneurs Outre-Mer, Pour le Port de Montreal. Cette Approche Suppose D'abord L'estimation du Trafic de Conteneurs Par ... -
Free Triples, Large Indifference Classes and the Majority Rule
(Université de Montréal. Département de sciences économiques., 2007-03) -
Functional Forms and Educational Production Functions
(Université de Montréal. Département de sciences économiques., 1985)Different Functional Forms Are Proposed and Applied in the Context of Educational Production Functions. Three Different Specifications - the Linerar, Logit and Inverse Power Transformation (Ipt) - Are Used to Explain First Grade Students' Results to a ... -
Further Evidence on Breaking Trend Functions in Macroeconomic Variables
(Université de Montréal. Département de sciences économiques., 1994)
