Annals of Economics and Statistics

1986 - 2024

Current editor(s): Laurent Linnemer

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1988, issue 12

Théorie de la négociation: une sélection de quelques résultats récents pp. 1-25

Jean Rochet

La tarification optimale des télécommunications: une présentation synthétique pp. 27-62

Pierre Picard

Modélisation de la demande temporelle pour le téléphone pp. 63-87

André de Palma

Accés asymétrique des agents économiques à des marchés incomplets pp. 89-107

Yves Younes

Quand peut-on justifier des aides aux exportations ? pp. 109-129

Dominique Bureau and Zoé Formery

Agrégation de processus autorégressifs d'ordre 1 pp. 127-149

Esmeralda Gonçalves and Christian Gourieroux

Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables pp. 151-175

Theodore E. Nijman and Franz Palm

1988, issue 11

Female Labour Supply and the Tax Benefit System in France pp. 5-40

John K. Dagsvik, Francois Laisney, Steinar Strøm and Jannike Ostervold

A Labour Supply Model for Married Women in France, Taxation, Hours Constraints and Job Seekers pp. 41-71

Richard Blundell and Francois Laisney

Measuring Marginal Effective Tax Rates: Theory and Application to Canada pp. 73-92

Robin Boadway

Fiscalité et coût du capital: une comparaison internationale pp. 93-116

B. Douglas Bernheim and John B. Shoven

Fiscalité et transferts: une comparaison franco-britannique pp. 117-140

Anthony Atkinson, François Bourguignon and Pierre-André Chiappori

Fiscal Reform and Disequilibrium pp. 141-157

Serge Wibaut

Comportement des ménages et réforme fiscale de 1986 pp. 159-182

Jerry A. Hausman and James M. Poterba

1988, issue 10

Le principe d'arbitrage en économie financiere pp. 1-22

Hal R. Varian

L'Enchére optimale dans l'hypothése de dépendance des évaluations: une caractérisation pp. 23-43

Florence Naegelen

Le partage du profit: fondements microéconomiques et effets macroéconomiques pp. 45-73

Patrick Artus

Modéle d'analyse du cheminement des étudiants dans un programme universitaire de premier cycle pp. 75-96

Denyse L. Dagenais and Marcel G. Dagenais

Performances d'estimateurs à rétrécisseur en situation de multicolinéarité pp. 97-119

Christian Robert

A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures pp. 121-138

Alberto Holly and Jan Magnus

Pseudo-maximum de vraisemblance: expériences de simulations dans le cadre d'un model de Poisson pp. 139-176

Danielle Bourlange and Catherine Doz

1988, issue 9

Le cycle de vie de la théorie du cycle de vie / The Life Cycle of the Life Cycle Hypothesis pp. 1-27

Denis Kessler and André Masson

Looking for the News in the Noise. Additional Stochastic Implications of Optimal Consumption Choise pp. 29-46

Laurence Kotlikoff and Ariel Pakes

Habits, Rationality and Myopia in the Life Cycle Consumption Function pp. 47-70

John Muellbauer

The Life Cycle Permanent-Income Model and Consumer Durables pp. 71-91

Avner Bar-Ilan and Alan Blinder

Life Cycle Consumption, Labor Supply and Housing pp. 93-110

Yannis Ioannides

Capital Market Imperfections and Tax Policy Analysis in the Life Cycle Model pp. 111-139

R. Glenn Hubbard and Kenneth Judd

Family Size, Household Production, and Life Cycle Saving pp. 141-165

James Davies

A Case for Differential Inheritance Taxation pp. 167-182

Helmuth Cremer and Pierre Pestieau

Life Cycle Saving: A General Paradigm or a Caricature of the Petite-Bourgeoisie pp. 183-198

George von Furstenberg

Social Security, Pensions and the Life Cycle Accumulation of Wealth: Some Empirical Tests pp. 199-226

Edward N. Wolff

Permanent Income, Age and the Distribution of Wealth pp. 227-256

André Masson

1987, issue 8

La monnaie et l'intérêt sous contrainte de transaction pp. 1-26

Robert Lucas and Nancy L. Stokey

Hétérogénéité des banques et des circuits de financement et régulation monétaire pp. 27-41

Patrick Artus

Learning and Rationality: an Empirical Study of Investment Managers' Stock Market Predictions pp. 43-57

Mark Taylor

Discipline monètaire, République fédérale allemande et système monétaire européen pp. 59-87

Jacques Melitz

Concurrence et monopole naturel: une approche par la théorie des jeux pp. 89-116

David Encaoua and Michel Moreaux

Les méthodes du pseudo-maximum de vraisemblance pp. 117-134

Alain Trognon

Une approche géométrique des processus ARMA pp. 135-159

Christian Gourieroux

Estimateurs à rétrécisseur matriciel différentiable, pour un côut quadratique général pp. 161-175

Anne-Marie Fraisse, Christian Robert and Madeleine Roy

1987, issue 6-7

Growth, Desirability, Profitability and Unemployment pp. 13-35

Camille Bronsard and Lise Salvas-Bronsard

The Dynamics of a Two-Country Minimodel under Rational Expectations pp. 37-69

Paul Masson

Structural Modelling of Dynamic Macro-Economic Systems: General Considerations, Techniques and an Application to the Federal Republic of Germany pp. 71-99

Grant Kirkpatrick

The Effects of Foreign Shocks on Prices of Swiss Goods and Credit: An Analysis Based on VAR Method pp. 101-124

Hans Genberg and Michael K. Salemi

The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions pp. 125-160

Robert Litterman

International Macroeconomic Interdependence pp. 161-181

Svein Andresen and Luc Everaert

Dynamic Modelling and Rational Expectations pp. 183-206

S. G. Brian Henry

Long-Run Properties of Large-Scale Macroeconometric Models pp. 207-224

Kenneth Wallis and John D. Whitley

Studies of Economic Interdependence by State-Space Modelling of Time Series: U.S. Japan Example pp. 225-252

Masanao Aoki

State-Space and Distributed Lag Modelling of Dynamic Economic Processes Based on Singular Value: Decompositions with an Application to the Dutch Economy pp. 253-277

Pieter W. Otter and René Van Dal

Forecasting and Interpolation Using Vector Autoregressions with Common Trends pp. 279-287

Javier Fernandez-Macho, Andrew Harvey and James H. Stock

Dynamic Error-in-Variable Models and Limited Information Analysis pp. 289-310

Jean-Pierre Florens, Michel Mouchart and Jean-Francois Richard

Optimization in Continuous Time and Policy Design in the Italian Economy pp. 311-333

Giancarlo Gandolfo and Maria Luisa Petit

On the Eigenvectors of Macro-Economic Models pp. 335-345

Lambert Shoonbeek

Uncertainty and Stability in a Macro-Econometric Model pp. 347-367

Carlo Bianchi, Jean-Louis Brillet and Lorenzo Panattoni

Kullback Causality Measures pp. 369-410

Christian Gourieroux, Alain Monfort and Eric Renault

Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un pp. 411-434

Jean-Marie Dufour and Marc Hallin

Square Root Iterative Filter: Theory and Applications to Econometric Models pp. 435-459

Carlo Carraro and Domenico Sartore

1987, issue 5

Capital productif, incertitudes et profitabilité pp. 1-36

Edmond Malinvaud

q de Tobin et taux d'accumulation en France pp. 37-48

James Chan-Lee and Raymond Torres

Régles de gestion du taux d'intérêt pp. 49-76

Pierre Villa

The Effects of the Dispersion of Shareholdings on Performance of Owner Controlled Firms pp. 77-87

Paul Grout and Francois Laisney

A Multiple Time Series Approach to Analyzing and Forecasting the Major French Monetary Aggregates pp. 89-107

Joseph A. Machak, W. Allen Spivey and William J. Wrobleski

Une généralisation des processus ARMA pp. 109-145

Esmeralda Gonçalves

Lissage robuste de séries chronologiques. Une étude expérimentale pp. 147-181

Dominique Ladiray and Nicole Roth

Sur la durée d'observation dans les enquêtes à carnets de compte pp. 183-195

Jean-Claude Deville