Annals of Economics and Statistics

1986 - 2024

Current editor(s): Laurent Linnemer

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2016, issue 123-124

Introduction pp. 7-8

Serge Darolles, Christian Gourieroux and Sébastien Laurent

Looking for Efficient QML Estimation of Conditional VaRs at Multiple Risk Levels pp. 9-28

Christian Francq and Jean-Michel Zakoian

Systemic Tail Risk Distribution pp. 29-52

Alexis Bienvenüe and Christian Y. Robert

Currency Risk: Comovements and Intraday Cojumps pp. 53-76

Jérôme Lahaye

Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models pp. 77-101

Anne Péguin-Feissolle and Bilel Sanhaji

Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices pp. 103-134

Luc Bauwens, Manuela Braione and Giuseppe Storti

Do We Need High Frequency Data to Forecast Variances? pp. 135-174

Denisa Banulescu-Radu, Christophe Hurlin, Bertrand Candelon and Sébastien Laurent

Spread Term Structure and Default Correlation pp. 175-223

Patrick Gagliardini and Christian Gourieroux

Intrinsic Liquidity in Conditional Volatility Models pp. 225-245

Serge Darolles, Gaelle Le Fol, Christian Francq and Jean-Michel Zakoian

Gauging Liquidity Risk in Emerging Market Bond Index Funds pp. 247-269

Serge Darolles, Jérémy Dudek and Gaelle Le Fol

Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options pp. 271-306

Alexandru Badescu, Joan del Castillo and Juan-Pablo Ortega

Identification of Mixed Causal-Noncausal Models in Finite Samples pp. 307-331

Alain Hecq, Lenard Lieb and Sean Telg

Sparse Graphical Vector Autoregression: A Bayesian Approach pp. 333-361

Daniel Felix Ahelegbey, Monica Billio and Roberto Casarin

Immigration Policy and Macroeconomic Performance in France: Corrigendum pp. 363-364

Hippolyte d'Albis, Ekrame Boubtane and Dramane Coulibaly

2016, issue 121-122

The Repairman Problem Revisited pp. 7-24

Claude Crampes and Jérôme Renault

Dual Sourcing under Risky Public Procurement pp. 25-44

Vanessa Valero

Hawks and Doves in Segmented Markets: Profit Maximization with Varying Competitive Aggressiveness pp. 45-66

Claude d'Aspremont, Rodolphe Dos Santos Ferreira and Jacques Thépot

Health Prevention and Savings: How to Deal with Fatalism? pp. 67-90

Johanna Etner and Meglena Jeleva

Aggregation with Cournot Competition: An Empirical Investigation pp. 91-119

Bertrand Koebel and Francois Laisney

?One Muslim is Enough!? Evidence from a Field Experiment in France pp. 121-160

Claire L. Adida, David D. Laitin and Marie-Anne Valfort

Evaluating the Effect of Ownership Status on Hospital Quality: The Key Role of Innovative Procedures pp. 161-186

Laurent Gobillon and Carine Milcent

Why Not Allow Individuals to Rank Freely? A Scaled Rank-Ordered Logit Approach Applied to Waste Management in Corsica pp. 187-212

Olivier Beaumais, Anne Casabianca, Xavier Pieri and Dominique Prunetti

Spatial Competition in the French Supermarket Industry pp. 213-259

Stéphane Turolla

Climatic Conditions and Productivity: An Impact Evaluation in Pre-industrial England pp. 261-277

Stéphane Auray, Aurélien Eyquem and Frédéric Jouneau-Sion

Immigration Policy and Macroeconomic Performance in France pp. 279-308

Hippolyte d'Albis, Ekrame Boubtane and Dramane Coulibaly

Strong Sustainability, Rent and Value-Added Sharing pp. 309-358

Jean-François Fagnart, Marc Germain and Alphonse Magnus

The Effects of Government Spending Endogeneity on Estimated Multipliers in the U.S pp. 359-384

Alban Moura

Should Low-Wage Workers Care About Where They Work? Assessing the Impact of Employer Characteristics on Low-Wage Mobility pp. 385-413

Nicole Guertzgen and Anja Heinze

2015, issue 119-120

Is Work bad for Health ? The Role of Constraint Versus Choice pp. 13-37

Eve Caroli and Andrea Bassanini

The Impact of a Disability on Labour Market Status: A Comparison of the Public and Private Sectors pp. 39-64

Thomas Barnay, Emmanuel Duguet, Christine Le Clainche, Mathieu Narcy and Yann Videau

Mental Health and Asset Choices pp. 65-94

Maarten Lindeboom and Mariya Melnychuk

The Effect of a Compulsory Schooling Reform on Disability Pensioning - Evidence from the Danish Registers pp. 95-121

Nabanita Datta Gupta and Steen Bengtsson

Childhood Sporting Activities andAdult Labour-Market Outcome pp. 123-148

Charlotte Cabane and Andrew Clark

Does it Pay to be a General Practitioner in France pp. 149-178

Brigitte Dormont and Anne-Laure Samson

Does Moving to a System with a More Generous Public Health Insurance Increase Medical care Consumption ? pp. 179-205

Laurent Davezies and Lea Toulemon

Rainwater Harvesting under Endogenous Capacity of Storage: a Solution to Aquifer Preservation pp. 209-234

Hubert Stahn and Agnes Tomini

Many Dropouts ? Never Mind ! - Employment Prospects of Dropouts from Training Programs pp. 235-267

Marie Paul

Leverage v.s. Feedback: Which effect drives the equity market during stress periods ? pp. 268-288

Sofiane Aboura

FDI and the Labor Share in Developing Countries: A Theory and Some Evidence pp. 289-319

Bruno Decreuse and Paul Maarek

Does the Business Cycle Matter for France ? A Business Cycle Accounting Approach pp. 321-344

Marnix Amand

Are Generous People More Likely to Vote ? Tax Price Effects of Charitable Giving on Voting Behavior pp. 345-373

Barış Yörük

Canonical Correlation and Assortative Matching pp. 375-383

Arnaud Dupuy and Alfred Galichon

2015, issue 117-118

New Evidence of Ethnic and Gender Discrimination in the French Labor Market Using Experimental Data: A Ranking Extension of Responses from Correspondence Tests pp. 21-39

Emmanuel Duguet, Loïc Du Parquet, Yannick L'Horty and Pascale Petit

Gender Gaps in Performance Pay: New Evidence from Spain pp. 41-59

Sara De La Rica, Juan Dolado and Raquel Vegas

Gender Differences in Careers pp. 61-88

Antti Kauhanen and Sami Napari

Proximity and Coresidence of Adult Children and their Parents in the United States: Description and Correlates pp. 91-114

Janice Compton and Robert Pollak

Child Care and Labour Market Participation in France: Do Monetary Incentives Matter ? pp. 115-139

Guillaume Allègre, Véronique Simonnet and Catherine Sofer

Gender Bias in Tax Systems Based on Household Income pp. 141-155

Yuri Andrienko, Patricia Apps and Ray Rees

Intergenerational Correlation of Domestic Work: Does Gender Matter ? pp. 159-184

Anne Solaz and François-Charles Wolff

Welfare Comparisons, Economies of Scale and Equivalence Scale in Time Use pp. 185-210

Hélène Couprie and Gaëlle Ferrant

Do Couples Bargain over Fertility ? pp. 211-231

Timo Hener

Efficiency-Equality Trade-off within French and German Couples A Comparative Experimental Study pp. 233-252

Miriam Beblo, Denis Beninger, François Cochard, Hélène Couprie and Astrid Hopfensitz

Household Consumption at Retirement: A Regression Discontinuity Study on French Data pp. 253-276

Nicolas Moreau and Elena Stancanelli

Household Behaviour and Social Norms: A Conjugal Contract Model with Conformism pp. 279-312

Elisabeth Cudeville and Magali Recoules

How Do Gender Inequalities Hinder Development ? Cross-Country Evidence pp. 313-352

Gaëlle Ferrant

Gender Equality for Economic Growth pp. 353-377

Olivier Thévenon and Angelica Salvi Del Pero

Gender Role Attitudes and Women's Labor Market Participation: Opting-Out, AIDS and the President Appeal of Housewifery pp. 379-401

Nicole M. Fortin