THEMA Working Papers

From THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
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2006-03: Deliberation with Partially Verifiable Information

Jérôme Mathis

2006-02: Full Revelation of Information in Sender-Receiver Games of Persuasion

Jérôme Mathis

2006-01: Long Persuasion Games

Francoise Forges and Frederic Koessler

2005-16: Répartition des sièges au sein des structures intercommunales du Val d’Oise

Fabrice Barthélémy and Mathieu Martin

2005-13: Nonlinearties and heterogeneity in environmental quality: an empirical analysis of deforestation

Phu Nguyen-Van and Th. Azomahou

2005-12: Vieillissement de la population en Italie et efficacité des réformes Amato et Dini: un modèle d’équilibre général à générations imbriquées

Riccardo Magnani

2005-11: Retirement age, immigration or pension benefits ? An applied general equilibrium evaluation of a pension reform in an ageing context (the Italian case)

Riccardo Magnani

2005-10: Distribution Dynamics of CO2 Emissions

Phu Nguyen-Van

2005-09: Synthèse sur les Options de Livraison dans les Contrats à Terme

A. Bellier-Delienne

2005-08: Individual Behavior and Beliefs in Experimental Parimutuel Betting Markets

Frederic Koessler, Charles Noussair and Anthony Ziegelmeyer

2005-07: Consulting an expert with potentially conflicting preferences

Thomas Lanzi and Jérôme Mathis

2005-06: The Hartwick rule and the characterization of constant consumption paths in the presence of an exhaustible resource

Vincent Martinet

2005-05: Biais en faveur de l'outsider et nature des mises sur un marché expérimental de pari mutuel

Marie-Hélène Broihanne, Frederic Koessler and Anthony Ziegelmeyer

2005-04: Revisiting Games of Incomplete Information with Analogy-Based Expectations

Philippe Jehiel and Frederic Koessler

2004-23: Environmental Policy and Growth when Inputs are Differentiated in Pollution Intensity

Francesco Ricci

2004-22: Semiparametric Analysis of the Regional Convergence Process

Th. Azomahou, J. El Ouardighi, Phu Nguyen-Van and Th. Kim Cuong Pham

2004-19: Argumentation in Sender-Receiver Games

Thomas Lanzi and Jérôme Mathis

2004-17: Physical Real Estate: A Paris Repeat Sales Residential Index

Michel Baroni, Fabrice Barthélémy and M. Mokrane

2004-16: Estimates of Creditors' Discount Rates in Court-Supervised Reorganisation Decisions

Fabrice Barthélémy, Timothy Fisher and Jocelyn Martel

2004-13: Conditionaly Heteroskedastic Factor Models: Identificationand Instrumental variables Estmation

Catherine Doz and Eric Renault

2004-11: Does less inequality among households mean less inequality among individuals ?

Eugenio Peluso and Alain Trannoy

2004-10: La Rénovation de la Goutte d’Or est elle un succès ? Un Diagnostic à l’Aide d’Indices de Prix Immobilier

Fabrice Barthélémy, Alessandra Michelangeli and Alain Trannoy

2004-09: Route Choice behavior with risk averse users

André de Palma and Nathalie Picard

2004-04: Which Capital Growth Index for the Paris Residential Market?

Michel Baroni, Fabrice Barthélémy and M. Mokrane

2003-46: The Foundationsof Banks' Risk Regulation: A Review of Literature

Georges Dionne

2003-45: Corporate Venture Capital: The Upside of Failure and Competition for Talent

Jean-Etienne de Bettignies and Gilles Chemla

2003-44: Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003

Sandrine Lardic and Valérie Mignon

2003-43: Risque de Fréquence et Diversification

Daniel Zajdenweber

2003-42: La responsabilité des entreprises et le risque d'obésité

B. Coestier, Estelle Gozlan and Stéphan Marette

2003-41: L'audit en assurance

Bénédicte Coestier and Nathalie Fombaron

2003-40: The (1992) Bonus-Malus System in Tunisia: An Empirical Evaluation

Georges Dionne and Olfa Ghali

2003-39: Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data

Michel Beine, Agnès Benassy-Quere and Hélène Colas

2003-38: On the Adequacy of Monetary Arrangements in Sub-Saharian Africa

Agnès Benassy-Quere and Maylis Coupet

2003-37: Modèle bayésien de tarification de l’assurance des flottes de véhicules

Angers J.f, D Desjardins and Georges Dionne

2003-36: Sustainable management of an exhaustible resource:a viable control model

Vincent Martinet and Luc Doyen

2003-35: Uncertainty and Recourse to Short-Term Contracts

Brigitte Dormont and M. Pauchet

2003-34: Towards Landslide Predictions: Two Case Studies

D.Sornette, J.V. Andersen, A. Helmstetter, S.Gluzman, J.R.Grasso and V. Pisarenko

2003-33: Slider-Block Friction Model for Landslides: Application to Vaiont and Laclapière Landslides

D.Sornette, J.V. Andersen, A. Helmstetter, S.Gluzman, J.R.Grasso and V. Pisarenko

2003-32: Comprendre et Gérer les Risques Grands et Extrêmes

D.Sornette, J.V. Andersen and Yannick Malevergne

2003-31: A Nonlinear Super-exponential Rational Model Of Speculative Financial Bubbles

D.Sornette and J.V. Andersen

2003-30: The Dollar Game

D.Sornette and J.V. Andersen

2003-29: Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility

Olivier Scaillet

2003-28: Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases

Paolo Battocchio, Francesco Menoncin and Olivier Scaillet

2003-27: Développement durable et théorie de la croissance

F. Costes, Vincent Martinet and F. Costes

2003-26: The exact maximum likelihood-based test for fractional cointegration: critical values, power and size

E. Dubois, Sandrine Lardic and Valérie Mignon

2003-25: Optimal portfolio: towards an operational decision support system

Jean-Luc Prigent and André de Palma

2003-24: Optimal portfolio positioning

Jean-Luc Prigent and André de Palma

2003-23: Statistical analysis of financial time series under the assuption of local stationarity

C. Stéphan and S. Skander

2003-22: Extreme sports: mountaineering and climbing

Gilles Rotillon

2003-21: A theoretical measure of environmental efficiency

Philippe Michel, Pierre-André Jouvet and Gilles Rotillon