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From Universite de Montreal, Departement de sciences economiques
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9912: Jumps in the Volatility of Financial Markets

Benoit Perron

9911: The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model

Oliver Linton and Benoit Perron

9910: Noncompetitive Recycling and Market Power

Gérard Gaudet and Ngo Long

9909: Collusion in a Model of Repeated Auctions

Paul Johnson and Jacques Robert

9908: L'intégration économique dans les Amériques: stratégies pour tenter d'assurer la viabilité et le développement économique du Québec

Pierre-Paul Proulx

9907: Les facteurs declencheurs des crises financieres internationales

Rodrigue Tremblay

9906: Sector-Specific on-the-Job Training: Evidence from U.S. Data

Lars Vilhubert

9905: Wage Flexibility and Contract Structure in Germany

Lars Vilhubert

9904: Sector-Specific Training and Mobility in Germany

Lars Vilhubert

9903: Paretian Quasi-Orders: Two Agents

Yves Sprumont

9902: Coherent Cost-Sharing Rules

Yves Sprumont

9901: Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off

Benoit Perron

9818: Aggregations and Marginalization of GARCH and Stochastic Volatility Models

Nour Meddahi and Eric Renault

9817: The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation

Pierre Perron and Sylvie Mallet

9816: Sampling Interval and estimated Betas: Implications for the Presence of Transitory Components in Stock Prices

Pierre Perron and Cosme Vodounou

9815: Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition

Pierre Perron and Cosme Vodounou

9814: Quadratic M-Estimators for ARCH-Type Processes

Nour Meddahi and Eric Renault

9813: Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions

Jean-Marie Dufour and Lynda Khalaf

9812: Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

Jean-Marie Dufour and Joann Jasiak

9811: Simulation-Based Finite-Sample Normality Tests in Linear Regressions

Jean-Marie Dufour, Abdeljelil Farhat and Lucien Gardiol

9810: Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models

Touhami Abdelkhalek and Jean-Marie Dufour

9809: GLS Detrending, Efficient Unit Root Tests and Structural Change

Pierre Perron and Gabriel Rodríguez

9808: Environmental Risk: Should Banks Be Liable?

Karine Gobert and Michel Poitevin

9807: Computation and Analysis of Multiple Structural-Change Models

Jushan Bai and Pierre Perron

9806: Non-Commitment and Savings in Dynamic Risk-Sharing Contracts

Karine Gobert and Michel Poitevin

9805: Efficient Strategy-Proof Allocation Functions in Linear Production Economies

Francois Maniquet and Yves Sprumont

9804: Pleasures of Cockaigne: a Story of Quality Gaps, Market Structure and Demand for Grading Services

Abraham Hollander, Sylvette Monier-Dilhan and Hervé Ossard

9803: Uncovering Financial Markets Beliefs About Inflation Targets

Francisco Ruge-Murcia

9802: Political Influence, Economic Interests and Endogenous Tax Structure in a Computable Equilibrium Framework: with Applicatioon to the United States, 1973 and 1983

Louis Hotte and Stanley Winer

9801: Risk Aversion, Intertemporal Substitution, and Option Pricing

René Garcia and Eric Renault

9720: Natural-Resource Exploitation with Costly Enforcement of Property Rights

Louis Hotte

9719: How do Young People Choose College Majors?

Claude Montmarquette, Kathleen Cannings and Sophie Mahseredjian

9718: Intertemporal and Spatial Depletion of Landfills

Gérard Gaudet, Michel Moreaux and Stephen Salant

9717: On the Profitability of Production Constraints in a Dynamic Natural Resource Oligopoly

Hassan Benchekroun and Gérard Gaudet

9716: The Macroeconomic Effects of Infrequent Information with Adjustment Costs

Marco Bonomo and René Garcia

9715: Tests of Conditional Asset Pricing Models in the Brazilian Stock Market

Marco Bonomo and René Garcia

9714: Décentralisation financière et pays en dévelopement: concepts, mesure et évaluation

Richard Bird and Francois Vaillancourt

9713: Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy

Touhami Abdelkhalek and Jean-Marie Dufour

9712: Credibility and Signaling in Disinflation- a Cross Country Examination

Francisco Ruge-Murcia

9711: Contentious Contracts

Ulrich Hege and Pascale Viala

9710: Cooperative of Noncooperative Behavior?

Yves Sprumont

9709: Explaining the Persistence of Commodity Prices

Serena Ng and Francisco Ruge-Murcia

9708: Rigidité normale, dévaluation et équilibre général intertemporel

Bernardin Akitoby

9707: Heterodox Inflation Stabilization in Argentina, Brazil, and Israel. A Historical Review and Some Stylized Facts

Francisco Ruge-Murcia

9706: Étude de l'efficacité de la dévaluation du franc CFA au Bénin

Bernardin Akitoby

9705: Reported Job Satisfaction: What Does It Mean?

Louis Lévy-Garboua and Claude Montmarquette

9704: Private Storage of Common Property

Gérard Gaudet, Michel Moreaux and Stephen Salant

9703: The Wage Rate and the Profit Rate in the Price of Production Equation: a New Solution to an Old Problem

Jean-Guy Loranger

9702: A Note on Ordinally Equivalent Pareto Surfaces

Yves Sprumont

9701: Termes de l'échange endogènes et cycles économiques réels: une application à la Côte-d'Ivoire

Bernardin Akitoby