DP 2016

 

open all close all

 

2016/50
Philippe Deschamps. Bayesian semiparametric forecasts of real interest rate data.

2016/44
Christian M. Hafner, Oliver B. Linton and Haihan Tang. Estimation of a multiplicative covariance structure in the large dimensional case.

2016/42
Maciej Augustyniak, Luc Bauwens and Arnaud Dufays. A new approach to volatility modeling : the high-dimensional Markov model.

2016/41
Luc Bauwens, Manuela Braione and Giuseppe Storti. Multiplicative conditional correlation models for realized covariance matrices.

2016/30
Christian Hafner and Arie Preminger. On asymptotic theory for ARCH models.

2016/26
Marinho Bertanha. Regression discontinuity design with many thresholds.

2016/25
Marinho Bertanha and Guido W. Imbens. External validity in fuzzy regression discontinuity designs.

2016/22
Mélanie Birke, Sébastien Van Bellegem and Ingrid Van Keilegom. Semi-parametric estimation in a single-index model with endogenous variables.

2016/14
Zhengyan Gao and Christian M. Hafner. Looking backward and looking forward.

2016/09
Christian M. Hafner, Sébastien Laurent and Francesco Violante. Weak diffusion limits of dynamic conditional correlation models.

2016/53
Nicolas Debarsy, Cyrille Dossougoin, Cem Ertur and Jean-Yves Gnabo. Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics apporach.

2016/04
Jörg Breitung and Christian Hafner. A simple model for now-casting volatility series.

2016/02
Manuela Braione. A time-varying long run heavy model.

2016/01
Luc Bauwens, Manuela Braione and Giuseppe Storti. A dynamic component model for forecasting high-dimensional realized covariance matrices.

2016/38
Ignacio Aravena and Anthony Papavasiliou. An asynchronous distributed algorithm for solving stochastic unit commitment

2016/15
Henry Tulkens. COP 21 and economic theory: taking stock.

2016/51
Mikhail Iskakov, Alexey Iskakov and Claude d'Aspremont. Games for cautious players: the equilibrium in secure strategies.

2016/49
Haris Aziz, Jens Leth Hougaard, Juan D. Moreno-Ternero and Lars Peter Osteral. Computational aspects of assigning agents to a line.

2016/33
Benoît Decerf and Martin Van der Linden. A criterion to compare mechanisms when solutions are not unique, with applications to constrained school choice.

2016/10
P. Jean-Jacques Herings, Ana Mauleon and Vincent Vannetelbosch. Stable sets in matching problems with coalitional soverignty and path dominance.

2016/47
Robert Somogyi. The economics of zero-rating and net neutrality.

2016/31
Paul Belleflamme and Eric Toulemonde. Who benefits from increased competition among sellers on B2C platforms?

2016/23
Pierre M. Picard and Alessandro Tampieri. Income effects and vertical differentiation in international trade.

2016/12
Paul Belleflamme and Eric Toulemonde. Tax incidence on competing two-sided platforms: lucky break or double jeopardy.

2016/11
Thomas Fagart and N. Baris Vardar. The role of capacity building on technology adoption under imperfect competition.

2016/39
François Maniquet. De chacun selon ses capacités à chacun selon ses besoins, ou (même) plus, s'il le souhaite.

2016/32
Gilles Grandjean, Daniela Tellone and Wouter Vergote. Cooperation, competition and entry in a tullock contest.

2016/17
Olivier Bos and Tom Truyts. Entry in first-price auctions with signaling.

2016/05
Mathieu Parenti, Alexander V. Sidorov, Jacques-François Thisse and Evgeny V. Zhelobodko. Cournot, Bertrand or Chamberlin: toward a reconciliation.

2016/45
Julio Davila. On the effects of private capital falling into the public domain.

2016/52
Adrien B. Taylor, Julien M. Hendrickx and François Glineur. Exact worst-case performance of first-order methods for composite convex optimization.

2016/43
Mehdi Madani and Mathieu Van Vyve. Revisiting minimum profit conditions in uniform price day-ahead electricity auctions.

2016/37
Jonas Teusch. Merger incentives under yardstick competition: a theoretical model.

2016/28
Yurii Nesterov and Geovani Nunes Grapiglia. Globally convergent second-order schemes for minimizing twice-differentiable functions.

2016/27
Etienne De Klerk, François Glineur and Adrien B. Taylor. On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions.

2016/21
Michele Conforti and Laurence A. Wolsey. «Facet» separation with one linear program.

2016/20
Maurice Queyranne and Laurence A. Wolsey. Optimum turn-restricted paths, nested compatibility, and optimum convex polygons.

2016/03
Yurii Nesterov and Sebastian Stich. Efficiency of accelerated coordinate descent methods on structured optimization problems.

2016/46
Damiano Brigo,Monique Jeanblanc, Frédéric Vrins. SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions.

2016/03
Damiano Brigo, Monique Jeanblanc and Frédéric Vrins. SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions.

2016/49
Jean Hindriks et Mattéo Godin. "Equité et efficacité des écoles : une comparaison internationale basée sur la mobilité sociale à l’école".

2016/48
Jean Hindriks et Mattéo Godin. ""Equité et efficacité des systèmes scolaires : une comparaison internationale basée sur la mobilité sociale à l’école".

2016/40
Marc Fleurbaey and François Maniquet. Fairness and well-being measurement.

2016/36
Koen Decancq, Erik Schokkaert and Blanca Zuluaga. Implementing the capability approach with respect for individual valuations: an illustration with Colombian data.

2016/35
Kristof Bosmans, Koen Decancq and Erwin Ooghe. Who’s afraid of aggregating money metrics?

2016/29
François Maniquet and Dirk Neumann. Well-being, poverty and labor income taxation: theory and application to Europe and the U.S.

2016/19
Jean Hindriks and Mattéo Godin. Egalité des chances à l’école.

2016/18
Marie-Louise Leroux and Gregory Ponthiere. Nursing home choice, family bargaining and optimal policy in a hotelling economy.

2016/16
Justina Klimaviciute and Pierre Pestieau. Long-term care social insurance. How to avoid big losses?

2016/13
Joniada Milla. Updating tertiary education expectations and choices with learning.

2016/08
Pierre Pestieau and Gregory Ponthiere. The public economics of long term care.

2016/07
Harun Onder and Pierre Pestieau. Aging and the inherited wealth of nations.

2016/06
Helmuth Cremer and Pierre Pestieau. Taxing Pensions.

2016/34
Jonathan Jones, Dominique Peeters and Isabelle Thomas. Scale effect in a LUTI model of Brussels: challenges for policy evaluation.

2016/24
Victor Ginsburgh, Juan D. Moreno Ternero and Shlomo Weber. Ranking languages in the European Union.