Cahiers de recherche

from Centre interuniversitaire de recherche en économie quantitative, CIREQ
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21-2002: Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities

Torben G. Andersen, Tim Bollerslev and N. Meddahi

2002-03: Arrow's Theorem in Spatial Environments

Lars Ehlers and T. Storcken

2002-01: Upper Semicontinuous Extensions of Binary Relations

Walter Bossert, Y. Sprumont and Kotaro Suzumura

2001-29: An Eigenfunction Approach for Volatility Modeling

N. Meddahi

2001-28: Trade Liberalization and the Profitability of Domestic Mergers

Gérard Gaudet and R. Kanouni

2001-27: Probabilistic Assignements of Identical Indivisible Objects and Uniform Probabilistic Rules

Lars Ehlers and Bettina Klaus

2001-26: A Theoretical Comparison Between Integrated and Realized Volatilies

N. Meddahi

2001-25: Multiple Public Goods and Lexicographic Preferences Replacement Principle

Lars Ehlers

2001-24: On Fixed-Path Rationing Methods

Lars Ehlers

2001-23: Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions

Jean-Marie Dufour and Abdeljelil FARHAT

2001-22: On the Political Economy of Sequential Reforms

Ruge-Murcia, F.J.

2001-21: On the Political Economy of Sequential Reforms

Rui Luís de Castro and Daniele Coen-Pirani

2001-20: La finance islamique: fondements, theorie et realite

A. Martens

2001-19: The Bootstrap of Mean for Dependent Heterogeneous Arrays

Silvia Goncalves and Halbert White

2001-18: Wage Policy of Firms: An Empirical Investigation

Stéphanie Lluis

2001-17: The Measurement of Diversity

Walter Bossert, P.K. Pattanaik and Yongsheng Xu

2001-16: A Representation Theorem for Domains with Discrete and Continuous Variables

Charles Blackorby, Walter Bossert and David Donaldson

2001-15: Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie

Jean-Marie Dufour

2001-14: Efficiency in Uncertain Cooperative Games

Walter Bossert, Jean Derks and H. Peters

2001-13: Rationalizability of Choice Functions on General Domains without Full Transitivity

Walter Bossert, Y. Sprumont and Kotaro Suzumura

2001-12: Organizational Design of R&D Activities

Stefan Ambec and M. Poitevin

2001-10: Empirical Assessment of an Intertemporal option Pricing Model with Latent variables

René Garcia, Richard Luger and E. Renault

2001-09: Asymmetric Smiles, Leverage Effects and Structural Parameters

René Garcia, Richard Luger and E. Renault

2001-08: Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects

Jean-Marie Dufour, Lynda Khalaf, Jean-Thomas Bernard and . Genest

2001-07: A Prudent Central Banker

Francisco J. Ruge-Murcia

2001-06: The Axiomatic Approach to Population Ethics

Charles Blackorby, Walter Bossert and David Donaldson

2001-05: Religion and Economic Growth: Was Weber Right?

U. Blum and Leonard Dudley

2001-04: Inflation Targeting Under Asymmetric Preferences

Francisco J. Ruge-Murcia

2001-03: What Is a Commody? Two Axiomatic Anwers

Y. Sprumont

2001-02: Ranking Sets of Objects

Salvador Barberà, Walter Bossert and P.K. Pattanaik

2001-01: Non-Deteriorating Choice

Walter Bossert and Y. Sprumont

2000-17: Information Sharing and the Stability of Cooperation in Research Joint Ventures

Gamal Atallah

2000-16: Vertical R&D Sprillovers, Cooperation, Market Structure, and Innovation

Gamal Atallah

2000-15: Cooperative VS. Non-cooperative Truels: Little Agreement, but Does that Matter?

Walter Bossert, Steven J. Brams and D.M. Kilgour

2000-14: Econometrie, theorie des tests et philosophie des sciences

Jean-Marie Dufour

2000-13: Can the Theory of Incentives Explain Devcentralization?

M. Poitevin

2000-12: Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes

Jean-Marie Dufour and O. Torres

2000-11: Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions

Jean-Marie Dufour and Lynda Khalaf

2000-10: Simulation-Based Finite and Large Sample Tests in Multivariate Regressions

Jean-Marie Dufour and Lynda Khalaf

2000-09: Core Retionalizability in Two-Agent Exchange Economies

Walter Bossert and Y. Sprumont

2000-08: Sharing a River

Stefan Ambec and Y. Sprumont

2000-07: Optimal Licensing Contracts and the Value of a Patent

C. Erutku and Y. Richelle

2000-06: International Transmission of the Business Cycle in a Multi-Sector Model

Ambler, S,, Emanuela Cardia and Christian Zimmermann

2000-05: International Business Cycles: What Are the Facts?

S. Ambler, Emanuela Cardia and Christian Zimmermann

2000-04: How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis

Emanuela Cardia and Serena Ng

2000-03: The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity

Hyungsik Roger Moon and Benoit Perron

2000-01: Letent Variable Models for Stochastic Discount Factors

René Garcia and E. Renault

20-2002: ARMA Representation of Integrated and Realized Variances

N. Meddahi

19-2002: Responsibility and Cross-Subsidization in Cost Sharing

Herve Moulin and Y. Sprumont

18-2003: Nonlinear Monetary Policy Rules: Some New Evidence for the U.S

Juan J. Dolado, Ramón Maria-Dolores and Francisco J. Ruge-Murcia