Working Papers

From Center for Research in Economics and Statistics
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2013-05: Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives

Christian Gourieroux, Joann Jasiak and Peng Xu

2013-04: Explosive Bubble Modelling by Noncausal Process

Christian Gourieroux and Jean-Michel Zakoian

2013-03: Pricing Default Events: Surprise, Exogeneity and Contagion

Christian Gourieroux, Alain Monfort and Jean-Paul Renne

2013-02: The Productive Government Spending Multiplier, In and Out of The Zero Lower Bound

Jordan Roulleau-Pasdeloup

2013-01: Is Counseling Welfare Recipients Cost-Effective ? Lessons from a Random Experiment

Bruno Crépon, Marc Gurgand, Thierry Kamionka and Laurent Lequien

2012-36: Survival of Hedge Funds: Frailty vs Contagion

Serge Darolles, Patrick Gagliardini and Christian Gourieroux

2012-35: Robust Portfolio Allocation with Systematic Risk Contribution Restrictions

Serge Darolles, Christian Gourieroux and Emmanuelle Jay

2012-34: Optimal Monetary and Prudential Policies

Fabrice Collard, Harris Dellas, Behzad Diba and Olivier Loisel

2012-33: Welfare Reversal in Monetary Union

Stéphane Auray and Aurélien Eyquem

2012-32: A Tale of Tax Policies in Open Economies

Stéphane Auray, Aurélien Eyquem and Paul Gomme

2012-31: Climatic Conditions and Productivity: An Impact Evaluation in Pre-industrial England

Stéphane Auray, Aurélien Eyquem and Frédéric Jouneau-Sion

2012-30: Wars as Large Depreciation Shocks

Stéphane Auray, Aurélien Eyquem and Frédéric Jouneau-Sion

2012-29: Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model

Stéphane Auray, Aurélien Eyquem and Frédéric Jouneau-Sion

2012-28: Do Labor Market Policies have Displacement Effects? Evidence from a Clustered Randomized Experiment

Bruno Crépon, Esther Duflo, Marc Gurgand, Roland Rathelot and Philippe Zamora

2012-27: Employment Policies, Hiring Practices and Firm Performance

Sylvie Blasco and Barbara Pertold-Gębicka

2012-26: L'évaluation des investissements incorporels en France: Méthodes et premiers résultats

Vincent Delbecque, Sylvie Le Laidier, Jacques Mairesse and Laurence Nayman

2012-25: Monetary Policy and Herd Behavior: Leaning Against Bubbles

Olivier Loisel, Aude Pommeret and Franck Portier

2012-24: Labor Income Responds Differently to Income-Tax and Payroll-Tax Reforms

Etienne Lehmann, François Marical and Laurence Rioux

2012-23: Intertemporal Pricing with Unobserved Consumer Arrival Times

Philippe Choné, Romain de Nijs and Lionel Wilner

2012-22: The Cyclicality of the Separation and Job Finding Rates in France

Jean-Olivier Hairault, Thomas Le Barbanchon and Thepthida Sopraseuth

2012-21: The Effect of the Potential Duration of Unemployment Benefits on Unemployment Exits to Work and Match Quality in France

Thomas Le Barbanchon

2012-20: Statistical Inference in Compound Functional Models

Arnak Dalalyan, Yuri Ingster and Alexandre Tsybakov

2012-19: Minimax Testing of a Composite null Hypothesis Defined via a Quadratic Functional in the Model of regression

Laeticia Comminges and Arnak Dalalyan

2012-18: Who Benefits from Growth ?

Simon Beck and Thierry Kamionka

2012-17: Optimal Predictions of Powers of Conditionally Heteroskedastic Processes

Christian Francq and Jean-Michel Zakoian

2012-16: Estimation Adjusted VaR

Christian Gourieroux and Jean-Michel Zakoian

2012-15: Please Call Again, Correcting Non-response Bias in Treatment Effect Models

Luc Behaghel, Bruno Crépon, Marc Gurgand and Thomas Le Barbanchon

2012-14: A Framework for Analyzing Language and Welfare

Jacques Melitz

2012-13: The environmental Effect of Green Taxation: The case of the french "Bonus/Malus"

Xavier D'Haultfoeuille, Pauline Givord and Xavier Boutin

2012-12: Late again, whithout Monotonicity

Clément de Chaisemartin

2012-11: Nonlinear Pricing as Exclusionary Conduct

Philippe Choné and Laurent Linnemer

2012-10: Native Language, Spoken Language, Translation and Trade

Jacques Melitz and Farid Toubal

2012-09: Inventory Investment and the Business Cycle: The usual Suspect

Frédérique Bec and Melika Ben Salem

2012-08: The Contribution of Housing to the Dynamics of Inequalities

Modibo Sidibe

2012-07: Correlated Risks vs Contagion in Stochastic Transition Models

Patrick Gagliardini and Christian Gourieroux

2012-06: Noisy Low-rank Matrix Completion with General Sampling Distribution

Olga Klopp

2012-05: High Dimensional Matrix Estimation With Unknown Variance Of The Noise

Olga Klopp

2012-04: Parental Leave Duration and Wages: A Structural Approach

Laurent Lequien

2012-03: Shock on Variable or Shock on Distribution with Application to Stress-Tests

Simon Dubecq and Christian Gourieroux

2012-02: How to Deal with Protest Bids and Preference for the Status Quo in Choice Experiments ?

Julie Poirier

2012-01: Dynamic Skill Accumulation,Comparative Advantages,Compulsory Schooling and Earnings

Christian Belzil, Jorgen Hansen and Xingfei Liu

2011-35: Evaluation de l'Impact du Crédit Impot Recherche

Jacques Mairesse and Benoît Mulkay

2011-34: Migrant Networks as a Basis for Social Control: Remittance Incentives among Senegalese in France and Italy

Isabelle Chort, Flore Gubert and Jean-Noël Senne

2011-33: Le sinueux chemin vers le Baccalauréat: Entre Redoublement, Réorientation et Décrochage

Joanie Cayouette-Rembliere and Thibaut de Saint-Pol

2011-32: Natural and Industrial Disasters: Land Use and Insurance

Celine Grislain-Letremy and Bertrand Villeneuve

2011-31: Intertemporal Price Discrimination in Infinite Horizon

Lionel Wilner

2011-30: Estimating the Marginal Law of a Time Series with Applications to Heavy Tailed Distributions

Christian Francq and Jean-Michel Zakoian

2011-29: The Provision of Wage Incentives: A Structural Estimation Using Contracts Variation

Xavier D'Haultfoeuille and Philippe Février

2011-28: Identification of Nonseparable Modes with Endogeneity and Discrete Instruments

Xavier D'Haultfoeuille and Philippe Février

2011-27: Identification of a Class of Adverse Selection Models with Contracts Variation

Xavier D'Haultfoeuille and Philippe Février