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From Universite de Montreal, Departement de sciences economiques
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9538: Short-Run and Long-Rub Causality in Time Series: Theory

Jean-Marie Dufour and Eric Renault

9537: Infessing Technological Parameters from Incomplete Panel Data

Georges Dionne, R. Gane and C. Vanasse

9536: Market Time and Asset Price Movements: Theory and Estimation

Eric Ghysels, Christian Gourieroux and Joann Jasiak

9535: The Exact Error in Estimating the Special Density at the Origin

Serena Ng and Pierre Perron

9534: Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems

Serena Ng and Pierre Perron

9533: Incentives in Multi-Period Regulation and Procurement: a Graphical Analysis

Georges Dionne and Claude Fluet

9532: Singular Demand Systems as an Intrument of Scientific Discovery

C. Bronsard, Philippe Michel and L. Salvas-Bronsard

9531: Non-Convexities and Efficiency of Equilibria in Insurance Markets with Asymmetric Information

Georges Dionne and N. Fombaron

9530: A Discrete-Time Version of Target Zone Models with Jumps

Mohammad Pesaran and Francisco Ruge-Murcia

9529: Government Expenditure and the Dynamics of High Inflation

Francisco Ruge-Murcia

9528: On the Repayment of Personal Loans Under Asymmetrical Information: a Count Data Model Approach

Georges Dionne, M. Aris and Montserrat Guillen

9527: Medical Conditions and the Severity of Commercial Motor Vehicle (CMV) Drivers's Road Accidents

C. Laberge-Nadeau, Georges Dionne and U. Maag

9526: Mark Up Fluctuations in U.S. Manufacturing and Trade: New Empirical Evidence Based on a Model of Optimal Storage

Robert Kollmann

9525: On Stable Factor Structurs in the Pricing of Risk

Eric Ghysels

9524: Predictive Tests for Structural Change with Unknown Breakpoint

Eric Ghysels, Alain Guay and Alastair Hall

9523: An Empirical Analysis of the Canadian Budget Process

B. Campbell and Eric Ghysels

9522: On the Residual Dynamics Implied by Rational Expectations Hypothesis

C. Bronsard, L. Salvas-Bronsard and Alain Trognon

9521: Balanced Egalitarian Redistribution of Income

Yves Sprumont

9520: The Impact of Decentralization on Growth and Democracy: a Note

S. Charles, Francois Vaillancourt and Nicolas Marceau

9519: On the Game-Theoretic Structure of Public-Good Economies

Yves Sprumont

9518: On Periodic Structures and Testing for Seasonal Unit Roots

Eric Ghysels, Alastair Hall and Hahn Lee

9517: Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process

Eric Ghysels, Clive Granger and Pierre Siklos

9516: Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary

Serena Ng

9515: The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information

Serena Ng and Huntley Schaller

9514: Looking for Evidence of Speculative Stockholding in Commodity Markets

Serena Ng

9513: Simulation Based Inference in Moving Average Models

Eric Ghysels, Lynda Khalaf and C. Vodounou

9512: An Axiomatization of the Pazner-Schmeidler Rules in Large Fair Division Problems

Yves Sprumont

9511: Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation

René Garcia, Annamaria Lusardi and Serena Ng

9510: Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models

René Garcia

9509: Matching, Human capital, and the Covariance Structure of Earnings

Daniel Parent

9508: Industry-Specific Capiatl and the Wage Profile: Evidence from the NLSY and the PSID

Daniel Parent

9507: Wages and Mobility: the Impact of Employer-Provided Training

Daniel Parent

9506: Survol des contributions theoriques et empiriques liees au capital humain

Daniel Parent

9505: Are the Effects of Monetary Policy Asymmetric?

René Garcia and Huntley Schaller

9504: Indexation Lags Heterodox Stabilization Programs

Emanuela Cardia and Steven Ambler

9503: High-Wage Workers and High-Wage Firms

John Abowd, Francis Kramarz and David Margolis

9502: Firm Heterogeneity and Worker Self-Selection Bias Estimated Returns to Seniority

David Margolis

9501: Environmental Risks and Bank Liability

Marcel Boyer and Jean-Jacques Laffont

9428: An Analysis of the Real Interest rate Under Regime Shifts

René Garcia and Pierre Perron

9427: Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties

Pierre Perron and Serena Ng

9426: Sequential Location Equilibria Under Incomplete Information

Marcel Boyer, Jean-Jacques Laffont and Philippe Mahenc

9425: The Effect of Linear Filters on Dynamic Time series with Structural Change

Pierre Perron and Eric Ghysels

9424: The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors

Pierre Perron

9423: Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag

Serena Ng and Pierre Perron

9422: Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time

Timothy Vogelsang and Pierre Perron

9421: Further Evidence on Breaking Trend Functions in Macroeconomic Variables

Pierre Perron

9420: Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors

S. Nabeya and Pierre Perron

9419: Major Choice: Undergraduate Concentrations and the Probability of Graduation

Kathleen Cannings, Claude Montmarquette and S. Mahseredjian

9418: Entrance Quotas abs Admission to Medical Schools: a Sequential Probit Model

Kathleen Cannings, Claude Montmarquette and S. Mahseredjian

9417: The Creditors' Financial Reorganization Decision: New Evidence from Canadian Data

Timothy Fisher and Jocelyn Martel