Details about Jean-Pierre Danthine

E-mail:
Homepage:	http://www.hec.unil.ch/jdanthine/
Postal address:	IBF-HEC UNIL Route de Chavannes 33 1007 Lausanne Switzerland
Workplace:	Départment d'économétrie et d'économie politique (DEEP) (Department of Econometrics and Economics), École des Hautes Études Commerciales (HEC) (Business School), Université de Lausanne, (more information at EDIRC) Swiss Finance Institute, (more information at EDIRC)

Access statistics for papers by Jean-Pierre Danthine.

Last updated 2009-06-05. Update your information in the RePEc Author Service.

Short-id: pda13

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Working Papers

2008

1. Executive Compensation and Stock Options: An Inconvenient Truth
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)

2007

2. Executive Compensation: The View from General Equilibrium
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2007)
   Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (2007)
3. The Business Cycle Implications of Reciprocity in Labor Relations
   Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP
   Also in Cahiers de recherche, CIRPEE (2007)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)

2006

4. Intangible Capital, Corporate Valuation and Asset Pricing
   Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2006)
   See also Journal Article in Economic Theory (2007)

2005

5. Distribution Risk and Equity Returns
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (2005) View citations
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2005)
6. Efficiency Wages Revisited: The Internal Reference Perspective (new version)
   Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP
7. The Macroeconomic Consequences of Reciprocity in Labor Relations
   Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
   Levine's Bibliography, UCLA Department of Economics (2005) View citations
   See also Journal Article in Scandinavian Journal of Economics (2008)

2004

8. Efficiency Wages Revisited: The Internal Reference Perspective
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   See also Journal Article in Economics Letters (2006)
9. Equity Returns and Integration: Is Europe Changing?
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations
10. On the Consequences of State Dependent Preferences for the Pricing of Financial Assets
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (2002)
    See also Journal Article in Finance Research Letters (2004)
11. The Macroeconomics of Delegated Management
    2004 Meeting Papers, Society for Economic Dynamics View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (2003) View citations
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2003) View citations

2003

12. European Financial Integration and Equity Returns: A Theory-Based Assessment
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations
13. Fair Wages in a New Keynesian Model of the Business Cycle
    Cahiers de recherche, CIRPEE View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (2002) View citations
    See also Journal Article in Review of Economic Dynamics (2004)
14. Portfolio Diversification in Europe
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering

2002

15. A Note on NNS Models: Introducing Physical Capital; Avoiding Rationing
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations
    See also Journal Article in Economics Letters (2002)
16. Decentralizing the Stochastic Growth Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (2002)

2001

17. EMU and Portfolio Diversification Opportunities
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2000) View citations
18. Portfolio Diversification: Alive and Well in Euroland!
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2001) View citations
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (2001) View citations
    Working Papers, Manitoba - Department of Economics (2001) View citations

2000

19. European Financial Markets After EMU: A First Assessment
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (2000) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) View citations

1999

20. Macroeconomic Frictions: What have we Learned from the Real Business Cycle Research Programm ?
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP View citations

1998

21. A la poursuite du Graal: Le successeur d'IS-LM est-il identifié ?
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP View citations
22. Non-Falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Economic Journal (1999)
23. Productivity Growth, Consumer Confidence and the Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (1997)
    See also Journal Article in European Economic Review (1998)

1997

24. In Search of a Successor to IS-LM
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP View citations
    See also Journal Article in Oxford Review of Economic Policy (1997)

1996

25. Front-Running by Mutual Fund Managers: It Ain't That Bad
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1996)
    Working Papers, Columbia - Graduate School of Business (1996)
26. Labour Contracts, Operating Leverage and Asset Pricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
27. Non-Falsified Expectations, General Equilibrium Asset Pricing and the Peso Problem
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP View citations

1994

28. Asset Pricing Implications of Real Market Frictions
    Working Papers, Columbia - Graduate School of Business View citations
    Also in Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (1994) View citations

1993

29. Computing Equilibria of Non-Optimal Economies
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP
    Also in Working Papers, Columbia - Graduate School of Business (1993) View citations
30. Non-Walrassian Economies
    Working Papers, Columbia - Graduate School of Business View citations

1992

31. Conjoncture et finances publiques
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP
32. The Equity Premium and the Allocation of Income Risk
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP View citations
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) View citations
    Working Papers, Columbia - Graduate School of Business (1992) View citations
    See also Journal Article in Journal of Economic Dynamics and Control (1992)
33. Wage Bargaining Structure, Employment and Economic Integration
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (1992) View citations
    See also Journal Article in Economic Journal (1994)

1991

34. Conséquences macroéconomiques du vieillissement démographique: leçons d'un modèle adapté au cas de l'économie suisse
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP
35. Methodological and Empirical Issues in Real Business Cycle Theory
    Working Papers, Columbia - Graduate School of Business View citations
    Also in Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (1991) View citations
    See also Journal Article in European Economic Review (1993)
36. Risk Sharing in the Business Cycle
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP View citations
    See also Journal Article in European Economic Review (1992)

1990

37. Business Cycles as nonlinear Phenomena: Characterizing Swiss and German Cycles 1965-1988
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP View citations
38. Risk Sharing, Time Minimum Wage and the Business Cycle
    Working Papers, Columbia - Graduate School of Business
    Also in Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (1990)
    Institut des Mathématiques Economiques – Document de travail de l’I.M.E. (1974-1993), Institut des Mathématiques Economiques. LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS, Université de Bourgogne (1990)
    Working Papers, Dijon - Institut des Mathematiques Economiques (1990) View citations
39. Volatility, Information, and Noise Trading
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP View citations
    See also Journal Article in European Economic Review (1993)

1988

40. Efficiency Wages and the Real Business Cycle
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP View citations
41. Modélisation des fluctuations conjoncturelles: une approche nouvelle
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP
42. On some computational Aspects of Equilibrium Business Cycle Theory
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP View citations
    See also Journal Article in Journal of Economic Dynamics and Control (1989)

Journal Articles

2008

1. The Macroeconomic Consequences of Reciprocity in Labor Relations
   Scandinavian Journal of Economics, 2008, 109, (4), 857-881
   See also Working Paper (2005)

2007

2. Intangible capital, corporate valuation and asset pricing
   Economic Theory, 2007, 32, (1), 157-177 View citations
   See also Working Paper (2006)

2006

3. Efficiency wages revisited: The internal reference perspective
   Economics Letters, 2006, 90, (2), 278-284 View citations
   See also Working Paper (2004)

2004

4. Fair Wages in a New Keynesian Model of the Business Cycle
   Review of Economic Dynamics, 2004, 7, (1), 107-142 View citations
   See also Working Paper (2003)
5. On the consequences of state dependent preferences for the pricing of financial assets
   Finance Research Letters, 2004, 1, (3), 143-153 View citations
   See also Working Paper (2004)
6. Portfolio diversification: alive and well in Euro-land&excl
   Applied Financial Economics, 2004, 14, (17), 1225-1231 View citations

2002

7. A note on NNS models: introducing physical capital; avoiding rationing
   Economics Letters, 2002, 77, (3), 433-437 View citations
   See also Working Paper (2002)
8. Labour Relations and Asset Returns
   Review of Economic Studies, 2002, 69, (1), 41-64 View citations

2000

9. The Economics of Hepatitis B Virus Vaccination: An Analysis of Cost-Effectiveness Results for Switzerland
   Disease Management and Health Outcomes, 2000, 7, (6), 331-347

1999

10. Non-falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso
    Economic Journal, 1999, 109, (458), 607-35
    See also Working Paper (1998)

1998

11. Comment on R. W. Cooper, "Business Cycles: Theory, Evidence and Policy Implications."
    Scandinavian Journal of Economics, 1998, 100, (1), 239-42
12. Productivity growth, consumer confidence and the business cycle
    European Economic Review, 1998, 42, (6), 1113-1140 View citations
    See also Working Paper (1998)

1997

13. In Search of a Successor to IS-LM
    Oxford Review of Economic Policy, 1997, 13, (3), 135-44 View citations
    See also Working Paper (1997)

1994

14. Wage Bargaining Structure, Employment and Economic Integration
    Economic Journal, 1994, 104, (424), 528-41 View citations
    See also Working Paper (1992)

1993

15. Methodological and empirical issues in real business cycle theory
    European Economic Review, 1993, 37, (1), 1-35 View citations
    See also Working Paper (1991)
16. Volatility, information and noise trading
    European Economic Review, 1993, 37, (5), 961-982 View citations
    See also Working Paper (1990)

1992

17. Risk sharing in the business cycle
    European Economic Review, 1992, 36, (2-3), 468-475 View citations
    See also Working Paper (1991)
18. The equity premium and the allocation of income risk
    Journal of Economic Dynamics and Control, 1992, 16, (3-4), 509-532 View citations
    See also Working Paper (1992)

1990

19. Efficiency wages and the business cycle puzzle
    European Economic Review, 1990, 34, (7), 1275-1301 View citations

1989

20. Business cycles in Switzerland: A comparative study
    European Economic Review, 1989, 33, (1), 31-50 View citations
21. Growth and unemployment in Europe: A review essay
    Journal of Monetary Economics, 1989, 24, (3), 479-484
22. On some computational aspects of equilibrium business cycle theory
    Journal of Economic Dynamics and Control, 1989, 13, (3), 449-470 View citations
    See also Working Paper (1988)

1987

23. Introduction
    European Economic Review, 1987, 31, (1-2), 221-225
24. On the superneutrality of money in a stochastic dynamic macroeconomic model
    Journal of Monetary Economics, 1987, 20, (3), 475-499 View citations
25. Restoring Europe's prosperity: A review essay
    Journal of Monetary Economics, 1987, 20, (3), 521-526

1986

26. Inflation and Asset Prices in an Exchange Economy
    Econometrica, 1986, 54, (3), 585-605 View citations

1985

27. A note on the effects of capital income taxation on the dynamics of a competitive economy
    Journal of Public Economics, 1985, 28, (2), 255-265 View citations
28. Investment in information acquisition
    Economics Letters, 1985, 19, (3), 221-225

1984

29. Complement to 'rationing macroeconomics: A graphical exposition': Aggregate demand and supply
    European Economic Review, 1984, 26, (1-2), 203-208
30. Investment, stability and taxation in a long-run macroeconomic model
    Journal of Economic Dynamics and Control, 1984, 7, (2), 79-110

1983

31. Hedger Diversity in Futures Markets
    Economic Journal, 1983, 93, (37), 370-89 View citations
32. On the impact of shock persistence on the dynamics of a recursive economy
    European Economic Review, 1983, 22, (2), 147-166 View citations
33. The Time Pattern of Hedging and the Volatility of Futures Prices
    Review of Economic Studies, 1983, 50, (2), 249-66 View citations

1981

34. Certainty Planning in an Uncertain World: A Reconsideration
    Review of Economic Studies, 1981, 48, (3), 507-10 View citations
35. Cross Hedging
    Journal of Political Economy, 1981, 89, (6), 1182-96 View citations
36. Stochastic Properties of Fast vs. Slow Growing Economies
    Econometrica, 1981, 49, (4), 1007-33 View citations

1980

37. Hedging and Joint Production: Theory and Illustrations
    Journal of Finance, 1980, 35, (2), 487-98 View citations

1978

38. Information, futures prices, and stabilizing speculation
    Journal of Economic Theory, 1978, 17, (1), 79-98 View citations

1977

39. Martingale, market efficiency and commodity prices
    European Economic Review, 1977, 10, (1), 1-17 View citations