Pascal St-Amour
Personal Details
First Name: | Pascal |
Middle Name: | |
Last Name: | St-Amour |
Suffix: | |
RePEc Short-ID: | pst64 |
[This author has chosen not to make the email address public] | |
http://www.hec.unil.ch/pstamour/ | |
Faculty of Business and Economics (HEC), University of Lausanne, CH1015 Lausanne, Switzerland | |
41-21-692-3477 | |
Terminal Degree: | 1995 Economics Department; Queen's University (from RePEc Genealogy) |
Affiliation
(50%) Départment d'économétrie et d'économie politique (DEEP)
Faculté des Hautes Études Commerciales (HEC)
Université de Lausanne
Lausanne, Switzerlandhttp://www.hec.unil.ch/deep/
RePEc:edi:deelsch (more details at EDIRC)
(30%) Swiss Finance Institute
Genève/Zürich, Switzerlandhttp://www.swissfinanceinstitute.ch/
RePEc:edi:fameech (more details at EDIRC)
(10%) Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
Montréal, Canadahttp://www.cirano.qc.ca/
RePEc:edi:ciranca (more details at EDIRC)
(10%) Centre de Recherche sur les Risques, les Enjeux Économiques et les Politiques Publiques (CRREP)
Montréal/Québec, Canadahttp://www.crrep.ca/
RePEc:edi:cirpeca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Pierre-Carl Michaud & Pascal St. Amour, 2023.
"Longevity, Health and Housing Risks Management in Retirement,"
NBER Working Papers
31038, National Bureau of Economic Research, Inc.
- Pierre-Carl Michaud & Pascal St-Amour, 2023. "Longevity, Health and Housing Risks Management in Retirement," Cahiers de recherche / Working Papers 13, Institut sur la retraite et l'épargne / Retirement and Savings Institute.
- Pierre-Carl Michaud & Pascal St-Amour, 2023. "Longevity, Health and Housing Risks Management in Retirement," CIRANO Working Papers 2023s-07, CIRANO.
- Pierre-Carl Michaud & Pascal St-Amour, 2023. "Longevity, Health and Housing Risks Management in Retirement," Swiss Finance Institute Research Paper Series 23-18, Swiss Finance Institute.
- Hugonnier, J. & Pelgrin, F. & St-Amour, P., 2016.
"Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life,"
Health, Econometrics and Data Group (HEDG) Working Papers
16/28, HEDG, c/o Department of Economics, University of York.
- Julien Hugonnier & Florian Pelgrin & Pascal St‐Amour, 2020. "Closing down the shop: Optimal health and wealth dynamics near the end of life," Health Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 138-153, February.
- Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2017. "Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life," Swiss Finance Institute Research Paper Series 17-11, Swiss Finance Institute, revised May 2018.
- Pascal ST-AMOUR, 2015. "Human Capital and Employment Risks Diversification," Swiss Finance Institute Research Paper Series 15-18, Swiss Finance Institute, revised Jun 2015.
- Florian PELGRIN & Pascal ST-AMOUR, 2014.
"Life Cycle Responses to Health Insurance Status,"
Swiss Finance Institute Research Paper Series
14-31, Swiss Finance Institute, revised Jun 2015.
- Pelgrin, Florian & St-Amour, Pascal, 2016. "Life cycle responses to health insurance status," Journal of Health Economics, Elsevier, vol. 49(C), pages 76-96.
- Pelgrin, F. & St-Amour, P., 2014. "Life cycle responses to health insurance status," Health, Econometrics and Data Group (HEDG) Working Papers 14/13, HEDG, c/o Department of Economics, University of York.
- Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2010. "A structural analysis of the health expenditures and portfolio choices of retired agents," Swiss Finance Institute Research Paper Series 10-29, Swiss Finance Institute.
- Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2009.
"Health and (other) Asset Holdings,"
Swiss Finance Institute Research Paper Series
09-18, Swiss Finance Institute.
- Julien Hugonnier & Florian Pelgrin, 2013. "Health and (Other) Asset Holdings," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 663-710.
- Georges DIONNE & Pascal ST-AMOUR & Desire VENCATACHELLUM, 2008.
"Asymmetric Information and Adverse Selection in Mauritian Slave Auctions,"
Swiss Finance Institute Research Paper Series
08-40, Swiss Finance Institute.
- Georges Dionne & Pascal St-Amour & Désiré Vencatachellum, 2009. "Asymmetric Information and Adverse Selection in Mauritian Slave Auctions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(4), pages 1269-1295.
- Dionne, Georges & St-Amour, Pascal & Vencatachellum, Désiré, 2008. "Asymmetric information and adverse selection in Mauritian slave auctions," Working Papers 06-2, HEC Montreal, Canada Research Chair in Risk Management.
- Pascal St-Amour, 2007.
"Benchmarks in Aggregate Household Portfolios,"
Swiss Finance Institute Research Paper Series
07-09, Swiss Finance Institute.
- Pascal ST-AMOUR, 2007. "Benchmarks in Aggregate Household Portfolios," Cahiers de Recherches Economiques du Département d'économie 07.07, Université de Lausanne, Faculté des HEC, Département d’économie.
- Georges DIONNE & Pascal ST-AMOUR & Désiré VENCATACHELLUM, 2007. "Information Asymmetry in Mauritius Slave Auctions," Cahiers de Recherches Economiques du Département d'économie 07.06, Université de Lausanne, Faculté des HEC, Département d’économie.
- Georges Dionne & Pascal St-Amour & Désiré Vencatachellum, 2006. "Adverse Selection in the Market for Slaves in Mauritius, 1825-1835," Cahiers de recherche 0607, CIRPEE.
- Pascal St-Amour, 2005. "Direct Preference for Wealth in Aggregate Household Portfolio," Cahiers de Recherches Economiques du Département d'économie 05.04, Université de Lausanne, Faculté des HEC, Département d’économie.
- Michel Normandin & Pascal St-Amour, 2005.
"An Empirical Analysis of U.S. Aggregate Portfolio Allocations,"
CIRANO Working Papers
2005s-07, CIRANO.
- Michel Normandin & Pascal Saint-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de recherche 05-02, HEC Montréal, Institut d'économie appliquée.
- Michel Normandin & Pascal St-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de recherche 0503, CIRPEE.
- Michel Normandin & Pascal St-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de Recherches Economiques du Département d'économie 05.03, Université de Lausanne, Faculté des HEC, Département d’économie.
- Pascal St-Amour, 2005. "Direct Preference Wealth in Aggregate Household Portfolios," FAME Research Paper Series rp136, International Center for Financial Asset Management and Engineering.
- Pascal St-Amour, 2004. "Ratchet vs Blasé Investors and Asset Markets," CIRANO Working Papers 2004s-11, CIRANO.
- Michel Normandin & Pascal St-Amour, 2003.
"Recursive Measures of Total Wealth and Portfolio Return,"
Cahiers de recherche
03-06, HEC Montréal, Institut d'économie appliquée.
- Michel Normandin & Pascal St-Amour, 2003. "Recursive Measures of Total Wealth and Portfolio Return," Cahiers de recherche 0338, CIRPEE.
- Stephen Gordon & Pascal St-Amour, 2003.
"Asset Returns and State-Dependent Risk Preferences,"
CIRANO Working Papers
2003s-09, CIRANO.
- Gordon S. & St-Amour P., 2004. "Asset Returns and State-Dependent Risk Preferences," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 241-252, July.
- Gordon, Stephen & St-Amour, Pascal, 2003. "Asset Returns and State-Dependent Risk Preferences," Cahiers de recherche 0316, CIRPEE.
- Michèle Breton & Pascal St-Amour & Désiré Vencatachellum, 2002. "Inter- vs Intra-generational Production Teams: A Young Worker's Perspective," CIRANO Working Papers 2002s-57, CIRANO.
- Shirley Chenny & Pascal St-Amour & Désiré Vencatachellum, 2002.
"Slave Prices from Succession and Bankruptcy Sales in Mauritius, 1825--1827,"
CIRANO Working Papers
2002s-79, CIRANO.
- Chenny, Shirley & St-Amour, Pascal & Vencatachellum, Desire, 2003. "Slave prices from succession and bankruptcy sales in Mauritius, 1825-1827," Explorations in Economic History, Elsevier, vol. 40(4), pages 419-442, October.
- Chenny, Shirley & St-Amour, Pascal & Vencatachellum, Désiré, 2003. "Slaves Prices from Succession and Bankruptcy Sales in Mauritius, 1825-1827," Cahiers de recherche 0309, CIRPEE.
- Michèle Breton & Pascal St-Amour & Désiré Vencatachellum, 2002. "Intergenerational Dynamic Production Teams," Computing in Economics and Finance 2002 126, Society for Computational Economics.
- D. Vencatachellum & M. Breton & P. St-Amour, 2001. "Reputation in Endogenous Production Teams," CeNDEF Workshop Papers, January 2001 2B.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Michele Breton, Pascal St-Amour and D. Vencatachellum, 2001.
"Dynamic Production Teams with Strategic Behavior,"
Computing in Economics and Finance 2001
89, Society for Computational Economics.
- Breton, Michele & St-Amour, Pascal & Vencatachellum, Desire, 2003. "Dynamic production teams with strategic behavior," Journal of Economic Dynamics and Control, Elsevier, vol. 27(5), pages 875-905, March.
- Michel Normandin & Pascal St-Amour, 2001.
"Canadian Consumption and Portfolio Shares,"
Cahiers de recherche CREFE / CREFE Working Papers
134, CREFE, Université du Québec à Montréal.
- Michel Normandin & Pascal St-Amour, 2002. "Canadian consumption and portfolio shares," Canadian Journal of Economics, Canadian Economics Association, vol. 35(4), pages 737-756, November.
- Gordon, Stephen & St-Amour, Pascal, 1999.
"A Preference Regime Model of Bull and Bear Markets,"
Cahiers de recherche
9906, Université Laval - Département d'économique.
- Pascal St-Amour & Stephen Gordon, 2000. "A Preference Regime Model of Bull and Bear Markets," American Economic Review, American Economic Association, vol. 90(4), pages 1019-1033, September.
- Michel Normandin & Pascal St-Amour, 1999. "Total Wealth, Consumption and Portfolio Shares: Evidence and Theory," Cahiers de recherche CREFE / CREFE Working Papers 96, CREFE, Université du Québec à Montréal.
- St-Amour, Pascal & Vencatachellum, Désiré, 1998. "Inter-Sectorial Risk Pooling and Wage Distributions," Cahiers de recherche 9818, Université Laval - Département d'économique.
- Breton, M. & St-Amour, P. & Vencatachellum, D., 1998.
"Birds of a Feather: Teams as a Screening Mechanism,"
Papers
98-05, Ecole des Hautes Etudes Commerciales de Montreal-.
- Breton, M. & St-Amour, P. & Vencatachellum, D., 1998. "Birds of a Feather : Teams as a Screening Mechanism," Papers 9808, Laval - Recherche en Politique Economique.
- Breton, Michèle & St-Amour, Pascal & Vencatachellum, Désiré, 1998. "Birds of a Feather: Teams as a Screening Mechanism," Cahiers de recherche 9808, Université Laval - Département d'économique.
- Dessy, Sylvain E. & St-Amour, Pascal & Vencatachellum, Désiré, 1998. "The Economics of Private Tutoring," Cahiers de recherche 9809, Université Laval - Département d'économique.
- St-Amour, Pascal & Vencatachellum, Desire, 1997. "Families, Insurance and Employment in Developing Agricultural Economies," Cahiers de recherche 9703, Université Laval - Département d'économique.
- Gordon, Stephen & St-Amour, Pascal, 1997. "Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion," Cahiers de recherche 9711, Université Laval - Département d'économique, revised 08 Jun 1998.
- Gordon, Stephen & St-Amour, Pascal, 1997. "Asset Prices with Contingent Preferences," Cahiers de recherche 9712, Université Laval - Département d'économique, revised 08 Jun 1998.
- Michel Normandin & Pascal St-Amour, 1996.
"Substitution, Risk Aversion, Taste Shocks and Equity Premia,"
Cahiers de recherche CREFE / CREFE Working Papers
39, CREFE, Université du Québec à Montréal.
- Michel Normandin & Pascal St-Amour, 1998. "Substitution, risk aversion, taste shocks and equity premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 265-281.
- Normandin, M. & St-Amour, P., 1996. "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Papers 9606, Laval - Recherche en Politique Economique.
- Michel Normandin & Pascal St-Amour, 1996. "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Finance 9607001, University Library of Munich, Germany.
- Normandin, Michel & St-Amour, Pascal, 1996. "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Cahiers de recherche 9606, Université Laval - Département d'économique.
- St-Amour, P. & Vencatachellum, D., 1996.
"Family Organization, Retirement and Sectoral Employment in Developing Agricultural Economies,"
Papers
9612, Laval - Recherche en Politique Economique.
- St-Amour, Pascal & Vencatachellum, Desire, 1996. "Family Organization, Retirement and Sectoral Employment in Developing Agricultural Economies," Cahiers de recherche 9612, Université Laval - Département d'économique.
- St-Amour, P., 1995.
"Canadian Excess Returns and State-Dependent Risk Aversion,"
Papers
9519, Laval - Recherche en Politique Economique.
- ST-AMOUR, Pascal, 1995. "Canadian Excess Returns and State-Dependent Risk Aversion," Cahiers de recherche 9519, Université Laval - Département d'économique.
- Gordon, S. & St-Amour, P., 1995.
"Measuring State-Dependent Risk Aversion Using Data Augmentation,"
Papers
9507, Laval - Recherche en Politique Economique.
- GORDON, Stephen & ST-AMOUR, Pascal, 1995. "Measuring State-Dependent Risk Aversion Using Data Augmentation," Cahiers de recherche 9507, Université Laval - Département d'économique.
- Pascal St. Amour, 1994. "State-Dependent Risk Aversion," Working Paper 896, Economics Department, Queen's University.
Articles
- Pelgrin, Florian & St-Amour, Pascal, 2016.
"Life cycle responses to health insurance status,"
Journal of Health Economics, Elsevier, vol. 49(C), pages 76-96.
- Pelgrin, F. & St-Amour, P., 2014. "Life cycle responses to health insurance status," Health, Econometrics and Data Group (HEDG) Working Papers 14/13, HEDG, c/o Department of Economics, University of York.
- Florian PELGRIN & Pascal ST-AMOUR, 2014. "Life Cycle Responses to Health Insurance Status," Swiss Finance Institute Research Paper Series 14-31, Swiss Finance Institute, revised Jun 2015.
- Georges Dionne & Pascal St-Amour & Désiré Vencatachellum, 2009.
"Asymmetric Information and Adverse Selection in Mauritian Slave Auctions,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(4), pages 1269-1295.
- Dionne, Georges & St-Amour, Pascal & Vencatachellum, Désiré, 2008. "Asymmetric information and adverse selection in Mauritian slave auctions," Working Papers 06-2, HEC Montreal, Canada Research Chair in Risk Management.
- Georges DIONNE & Pascal ST-AMOUR & Desire VENCATACHELLUM, 2008. "Asymmetric Information and Adverse Selection in Mauritian Slave Auctions," Swiss Finance Institute Research Paper Series 08-40, Swiss Finance Institute.
- Normandin, Michel & St-Amour, Pascal, 2008. "An empirical analysis of aggregate household portfolios," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1583-1597, August.
- Gordon S. & St-Amour P., 2004.
"Asset Returns and State-Dependent Risk Preferences,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 241-252, July.
- Gordon, Stephen & St-Amour, Pascal, 2003. "Asset Returns and State-Dependent Risk Preferences," Cahiers de recherche 0316, CIRPEE.
- Stephen Gordon & Pascal St-Amour, 2003. "Asset Returns and State-Dependent Risk Preferences," CIRANO Working Papers 2003s-09, CIRANO.
- Chenny, Shirley & St-Amour, Pascal & Vencatachellum, Desire, 2003.
"Slave prices from succession and bankruptcy sales in Mauritius, 1825-1827,"
Explorations in Economic History, Elsevier, vol. 40(4), pages 419-442, October.
- Shirley Chenny & Pascal St-Amour & Désiré Vencatachellum, 2002. "Slave Prices from Succession and Bankruptcy Sales in Mauritius, 1825--1827," CIRANO Working Papers 2002s-79, CIRANO.
- Chenny, Shirley & St-Amour, Pascal & Vencatachellum, Désiré, 2003. "Slaves Prices from Succession and Bankruptcy Sales in Mauritius, 1825-1827," Cahiers de recherche 0309, CIRPEE.
- Breton, Michele & St-Amour, Pascal & Vencatachellum, Desire, 2003.
"Dynamic production teams with strategic behavior,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(5), pages 875-905, March.
- Michele Breton, Pascal St-Amour and D. Vencatachellum, 2001. "Dynamic Production Teams with Strategic Behavior," Computing in Economics and Finance 2001 89, Society for Computational Economics.
- Michel Normandin & Pascal St-Amour, 2002.
"Canadian consumption and portfolio shares,"
Canadian Journal of Economics, Canadian Economics Association, vol. 35(4), pages 737-756, November.
- Michel Normandin & Pascal St-Amour, 2001. "Canadian Consumption and Portfolio Shares," Cahiers de recherche CREFE / CREFE Working Papers 134, CREFE, Université du Québec à Montréal.
- Pascal St-Amour & Stephen Gordon, 2000.
"A Preference Regime Model of Bull and Bear Markets,"
American Economic Review, American Economic Association, vol. 90(4), pages 1019-1033, September.
- Gordon, Stephen & St-Amour, Pascal, 1999. "A Preference Regime Model of Bull and Bear Markets," Cahiers de recherche 9906, Université Laval - Département d'économique.
- Michel Normandin & Pascal St-Amour, 1998.
"Substitution, risk aversion, taste shocks and equity premia,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 265-281.
- Normandin, M. & St-Amour, P., 1996. "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Papers 9606, Laval - Recherche en Politique Economique.
- Michel Normandin & Pascal St-Amour, 1996. "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Cahiers de recherche CREFE / CREFE Working Papers 39, CREFE, Université du Québec à Montréal.
- Michel Normandin & Pascal St-Amour, 1996. "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Finance 9607001, University Library of Munich, Germany.
- Normandin, Michel & St-Amour, Pascal, 1996. "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Cahiers de recherche 9606, Université Laval - Département d'économique.
RePEc:taf:apfiec:v:15:y:2005:i:4:p:287-291 is not listed on IDEAS
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Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 28 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FIN: Finance (10) 1999-12-21 2003-04-13 2003-04-27 2003-10-28 2004-08-09 2005-03-13 2005-03-20 2005-04-16 2005-07-03 2005-07-03. Author is listed
- NEP-DGE: Dynamic General Equilibrium (6) 1999-12-21 2001-06-14 2002-06-18 2016-07-23 2016-07-23 2023-04-17. Author is listed
- NEP-MIC: Microeconomics (6) 1998-05-25 1998-05-25 1998-05-25 1998-05-25 1998-05-25 1998-05-25. Author is listed
- NEP-HEA: Health Economics (5) 2009-06-03 2015-01-09 2016-07-23 2016-08-28 2023-04-17. Author is listed
- NEP-AGE: Economics of Ageing (4) 2015-01-09 2016-07-23 2016-08-28 2023-04-17
- NEP-BEC: Business Economics (4) 2005-03-13 2005-04-16 2005-07-03 2005-07-03
- NEP-RMG: Risk Management (4) 2003-04-13 2003-04-27 2005-03-20 2023-04-17
- NEP-FMK: Financial Markets (3) 1998-05-28 1998-05-28 1999-03-15
- NEP-CDM: Collective Decision-Making (2) 1998-05-25 2002-06-18
- NEP-IAS: Insurance Economics (2) 2015-01-09 2016-07-23
- NEP-UPT: Utility Models and Prospect Theory (2) 2007-10-20 2023-04-17
- NEP-AFR: Africa (1) 2002-09-21
- NEP-CFN: Corporate Finance (1) 2003-04-13
- NEP-DES: Economic Design (1) 2023-04-17
- NEP-DEV: Development (1) 2004-03-22
- NEP-ECM: Econometrics (1) 1998-05-25
- NEP-ETS: Econometric Time Series (1) 1999-03-15
- NEP-MAC: Macroeconomics (1) 2023-04-17
- NEP-POL: Positive Political Economics (1) 1999-03-15
- NEP-PUB: Public Finance (1) 1998-05-25
- NEP-URE: Urban and Real Estate Economics (1) 2023-04-17
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