THEMA Working Papers

From THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
Contact information at EDIRC.
Bibliographic data for series maintained by Stefania Marcassa ( this e-mail address is bad, please contact ).

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2003-20: Une méta-analyse de l’évaluation des dommages environnementaux et sanitaires attribués à la pollution atmosphérique

D. Manière, P. Gastineau and Gilles Rotillon

2003-19: Agricultural best management practices under asymetric information, mai 2002

Philippe Bontems, Nadine Turpin and Gilles Rotillon

2003-18: Managing a common renewable resource in asymetric information

Daniel Fuentes Castro, Pierre-Alain Jayet and Gilles Rotillon

2003-17: International market of permits and factor income: free of charge or not ?

Philippe Michel, Pierre-André Jouvet and Gilles Rotillon

2003-16: Ressources renouvelables et quotas d’exploitation dans un modèle à générations imbriquées

Pierre-André Jouvet and Gilles Rotillon

2003-15: Lutte contre la pollution diffuse sur un bassin d’élevage en présence d’asymétrie d’information

Philippe Bontems, Nadine Turpin and Gilles Rotillon

2003-14: Acceptibility constraints and self-selecting agri-environmental policies

Philippe Bontems, Nadine Turpin and Gilles Rotillon

2003-13: Multigreenhouse gas international agreements

Stéphane De Cara and Gilles Rotillon

2003-12: Restauration de la qualité des eaux de surface: comparaison de mécanismes incitatifs

Philippe Bontems, Nadine Turpin and Gilles Rotillon

2003-11: How to Regulate Heterogeneous Hospistals

Brigitte Dormont

2003-10: Communication Equilibria with Partially Verifiable Types

Francoise Forges and Frederic Koessler

2003-09: Optimal state-contingent regulation under limited liability

Robert Gary-Bobo and Y. Spiegel

2003-08: Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth

Sandrine Lardic, Valérie Mignon and Fabrice Murtin

2003-07: Real exchange rate misalignment in Hungary: a fractionally integrated threshold model

Gilles Dufrénot, E. Grimaud, E. Latil and Valérie Mignon

2003-06: The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study

Sandrine Lardic and Valérie Mignon

2003-05: Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ?

Gilles Dufrénot, Sandrine Lardic, Valérie Mignon and A. Péguin-Feissolle

2003-04: Invariance of Conditional Maximum Utility

André de Palma and K. Kilani

2003-03: Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective

Slim Chaouachi, Gilles Dufrénot and Valérie Mignon

2003-02: Compensating Variation for Discrete Choice Models

André de Palma and K. Kilani

2003-01: The bank's market power and the interest rate elasticity of demand for housing: an econometric discrimination on french mortgage data

Robert Gary-Bobo and Sophie Larribeau

2002-33: Banks’ Capital, Securitization and Credit Risk: An Empirical Evidence for Canada

Georges Dionne and Tarek Harchaoui

2002-32: Optimal auditing for insurance fraud

Georges Dionne, F. Giuliano and Pierre Picard

2002-31: Assurance des catastrophes naturelles: faut-il choisir entre prévention et solidarité ?

Laure Latruffe and Pierre Picard

2002-30: Costly risk verification without commitment in competitive insurance markets

Pierre Picard

2002-29: Persistent misalignments of the European exchange rates: some evidence from nonlinear cointegration

Gilles Dufrénot, Laurent Mathieu, Valérie Mignon and A. Peguin-Feissolle

2002-28: Fractional cointegration and term structure of interest rates

Sandrine Lardic and Valérie Mignon

2002-27: Modeling long-range dependence in European time-varying term premia

Sandrine Lardic and Valérie Mignon

2002-26: Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries

Sandrine Lardic and Valérie Mignon

2002-25: Analyse intraquotidienne de l'impact des "news" sur le marché boursier français

Sandrine Lardic and Valérie Mignon

2002-24: Testing for Moral Hazard on Dynamic Insurance Data

Jaap Abbring, Pierre Chiappori, James Heckman and Jean Pinquet

2002-23: Traffic Safety Diagnostic and Application of Countermeasures for Rural Roads in Burkina Faso

D. Lord, H. M. Abdou, A. N'Zué, Georges Dionne and C. Laberge-Nadeau

2002-22: The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity

Michel Beine, Agnès Benassy-Quere, Estelle Dauchy and Ronald MacDonald

2002-21: Bank Financing Strategies, Diversification and Securitization

Jocelyn Martel and M. Mokrane

2002-20: Les déterminants du comportement des banques canadiennes en matière de titrisation

R. Aqdim, Georges Dionne and Tarek Harchaoui

2002-19: Book Review of Management

H. Dahen and Georges Dionne

2002-18: Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects

C. Bolancé, Montserrat Guillen and Jean Pinquet

2002-17: On Multidimensional Inequality: A Majorization Ordering and its Representation

E. Savaglio

2002-16: Les effets du dispositif d'intéressement sur l'insertion au marché du travail des bénéficiaires de l'allocation chômage

N. Alibay and Arnaud Lefranc

2002-15: Labor Market Dynamics and Wage Losses of Displaced Workers in France and the United-States

Arnaud Lefranc

2002-14: How to Make a Public Choice about the Value of a Statistical Life: The Case of Road Safety

Georges Dionne and P. Lanoie

2002-13: Statistical Analysis of Value-of Life estimates using Hedonic Wage Method

Georges Dionne and Pierre-Carl Michaud

2002-12: Pricing of Automobile Insurance Under Asymmetric Information: a Study on Panel Data

M. Dahchour and Georges Dionne

2002-11: The Survival of Intermediate Exchange rate Regimes

Agnès Benassy-Quere and Benoit Coeuré

2002-10: Technological standards, environmental taxation and pollution monitoring

Philippe Bontems and Jean-Marc Bourgeon

2002-09: Aléa moral et sélection adverse sur le marché de l’assurance

Marie-Cecile Fagart and Bidénam Kambia-Chopin

2002-08: Sequential Multiple Unit Root Test: New Evidence

Fabrice Barthélémy

2002-07: The Ex Ante Incentive Compatible Core of the Assignment Game

Francoise Forges

2002-06: Asymmetries in the Central Bank Behaviour

A. Olmedo

2002-05: Computionally Efficient Coordination in Games Trees

Francoise Forges and Bernhard von Stengel

2002-04: Inequality Criteria, Transfers and their Representations

E. Savaglio