Stéphane M. Gregoir
(Stephane M. Gregoir)
Personal Details
First Name: | Stephane |
Middle Name: | M. |
Last Name: | Gregoir |
Suffix: | |
RePEc Short-ID: | pgr342 |
[This author has chosen not to make the email address public] | |
Stéphane Gregoir Toulouse School of Economics 21 allée de Brienne 31015 Toulouse Cedex 06 | |
Affiliation
Toulouse School of Economics (TSE)
Toulouse, Francehttp://www.tse-fr.eu/
RePEc:edi:tsetofr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Stephane Gregoir; & Tristan-Pierre Maury;, 2012. "On the impact of social housing on the labour position of disabled," Health, Econometrics and Data Group (HEDG) Working Papers 12/22, HEDG, c/o Department of Economics, University of York.
- Pierre Courtioux & Stéphane Gregoir & Dede Houeto, 2009.
"The Simulation of the Educational Output over the Life Course: The GAMEO Model,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00391393, HAL.
- Pierre Courtioux & Stéphane Gregoir & Dede Houeto, 2009. "The Simulation of the Educational Output over the Life Course: The GAMEO Model," Post-Print hal-00391393, HAL.
- Stephane Gregoir & Tristan-Pierre Maury, 2009. "Liquidity Risk and Housing Price Dynamics," ERES eres2009_154, European Real Estate Society (ERES).
- Pascal Belan & Martine Carré & Stéphane Gregoir, 2007.
"Subsidizing low-skilled jobs in a dual labor market,"
THEMA Working Papers
2007-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Belan, Pascal & Carré, Martine & Gregoir, Stéphane, 2010. "Subsidizing low-skilled jobs in a dual labor market," Labour Economics, Elsevier, vol. 17(5), pages 776-788, October.
- P.-O. Beffy & J. Deroyon & N. Fourcade & S. Gregoir & N. Laïb & B. Monfort, 2003. "Demographic changes and economic growth: a macroeconomic projection for 2020," Documents de Travail de l'Insee - INSEE Working Papers g2003-04, Institut National de la Statistique et des Etudes Economiques.
- F. Maurel & S. Gregoir, 2002. "Competitiveness indices: interpretation and limits," Documents de Travail de l'Insee - INSEE Working Papers g2002-16, Institut National de la Statistique et des Etudes Economiques.
- Philippe Andrade & Catherine Bruneau & Stephane Gregoir, 2000. "Testing for the Cointegration Rank when Some Cointegrating Directions are Shifting," Econometric Society World Congress 2000 Contributed Papers 1605, Econometric Society.
- Stéphane Grégoir & Fabrice Lenglart, 1999. "Coordinating Agents’ Actions : The Influence of Macroeconomic Information on Firm-Level Expectations," Working Papers 99-40, Center for Research in Economics and Statistics.
- Stéphane Grégoir & Fabrice Lenglart, 1998. "Measuring the Probability of a Business Cycle Turning Point by Using a Multivariate Qualitative Hidden Markov Model," Working Papers 98-48, Center for Research in Economics and Statistics.
Articles
- Stéphane Gregoir & Tristan-Pierre Maury, 2018. "The Negative and Persistent Impact of Social Housing on Employment," Annals of Economics and Statistics, GENES, issue 130, pages 133-166.
- Stéphane GREGOIR & Tristan-Pierre MAURY, 2014. "Empowerment Zones And The Housing Market In Paris Inner City," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 40, pages 69-82.
- Courtioux, Pierre & Gregoir, Stéphane & Houeto, Dede, 2014. "Modelling the distribution of returns on higher education: A microsimulation approach," Economic Modelling, Elsevier, vol. 38(C), pages 328-340.
- Stéphane Gregoir & Tristan‐Pierre Maury, 2013. "The Impact Of Social Housing On The Labour Market Status Of The Disabled," Health Economics, John Wiley & Sons, Ltd., vol. 22(9), pages 1124-1138, September.
- Stéphane Gregoir & Mathieu Hutin & Tristan-Pierre Maury & Genevièvre Prandi, 2012. "Measuring Local Individual Housing Returns from a Large Transaction Database," Annals of Economics and Statistics, GENES, issue 107-108, pages 93-131.
- Pierre Courtioux & Stéphane Gregoir & Dede Houeto, 2011. "Enseignement supérieur et durées de subvention individuelle implicite. Une analyse par microsimulation dynamique," Revue économique, Presses de Sciences-Po, vol. 62(5), pages 835-865.
- Gregoir, Stéphane, 2010. "Fully Modified Estimation Of Seasonally Cointegrated Processes," Econometric Theory, Cambridge University Press, vol. 26(5), pages 1491-1528, October.
- Belan, Pascal & Carré, Martine & Gregoir, Stéphane, 2010.
"Subsidizing low-skilled jobs in a dual labor market,"
Labour Economics, Elsevier, vol. 17(5), pages 776-788, October.
- Pascal Belan & Martine Carré & Stéphane Gregoir, 2007. "Subsidizing low-skilled jobs in a dual labor market," THEMA Working Papers 2007-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Gregoir, Stephane & Weill, Pierre-Olivier, 2007. "Restricted perception equilibria and rational expectation equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 81-109, January.
- Pascal Belan & Martine Carré & Stéphane Gregoir, 2007. "Subventions des emplois non qualifiés dans un marché du travail dual," Revue économique, Presses de Sciences-Po, vol. 58(3), pages 693-702.
- Gregoir, Stephane, 2006. "Efficient tests for the presence of a pair of complex conjugate unit roots in real time series," Journal of Econometrics, Elsevier, vol. 130(1), pages 45-100, January.
- Andrade, Philippe & Bruneau, Catherine & Gregoir, Stephane, 2005. "Testing for the cointegration rank when some cointegrating directions are changing," Journal of Econometrics, Elsevier, vol. 124(2), pages 269-310, February.
- Patrick Feve & Stéphane Gregoir, 2002. "L'économétrie de la politique économique / Econometrics of Economic Policy," Annals of Economics and Statistics, GENES, issue 67-68, pages 1-19.
- Stéphane Gregoir, 2002. ""Multiple Equilibria and Identification" by Russel Cooper: A Comment," Annals of Economics and Statistics, GENES, issue 66, pages 27-33.
- Marine Carrasco & Stéphane Gregoir, 2002. "Policy Evaluation in Macroeconometric Doubly Stochastic Models," Annals of Economics and Statistics, GENES, issue 67-68, pages 73-109.
- Gregoir, Stéphane, 1999.
"Multivariate Time Series With Various Hidden Unit Roots, Part I,"
Econometric Theory, Cambridge University Press, vol. 15(4), pages 435-468, August.
- Gregoir, Stéphane, 1999. "Multivariate Time Series With Various Hidden Unit Roots, Part Ii," Econometric Theory, Cambridge University Press, vol. 15(4), pages 469-518, August.
- Stéphane Gregoir & Fabrice Lenglart, 1998. "Un nouvel indicateur pour saisir les retournements de conjoncture," Économie et Statistique, Programme National Persée, vol. 314(1), pages 39-60.
- Gregoir, Stéphane, 1996. "Stochastic Limit Theory: An Introduction for EconometriciansJames Davidson, Oxford University Press, 1994," Econometric Theory, Cambridge University Press, vol. 12(5), pages 859-865, December.
- Gregoir, Stephane & Laroque, Guy, 1994. "Polynomial cointegration estimation and test," Journal of Econometrics, Elsevier, vol. 63(1), pages 183-214, July.
- Gregoir, Stéphane & Laroque, Guy, 1993. "Multivariate Time Series: A Polynomial Error Correction Representation Theorem," Econometric Theory, Cambridge University Press, vol. 9(3), pages 329-342, June.
- Stéphane Gregoir & Guy Laroque, 1992. "La place des stocks dans les fluctuations conjoncturelles," Annals of Economics and Statistics, GENES, issue 28, pages 39-63.
- Stéphane Gregoir & Bernard Salanie, 1991. "Spéculation, prix et bien être," Annals of Economics and Statistics, GENES, issue 24, pages 209-246.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Pierre Courtioux & Stéphane Gregoir & Dede Houeto, 2009.
"The Simulation of the Educational Output over the Life Course: The GAMEO Model,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00391393, HAL.
- Pierre Courtioux & Stéphane Gregoir & Dede Houeto, 2009. "The Simulation of the Educational Output over the Life Course: The GAMEO Model," Post-Print hal-00391393, HAL.
Cited by:
- Jinjing Li & Cathal O'Donoghue, 2013. "A survey of dynamic microsimulation models: uses, model structure and methodology," International Journal of Microsimulation, International Microsimulation Association, vol. 6(2), pages 3-55.
- Varga, Júlia & Hermann, Zoltán, 2012. "A népesség iskolázottságának előrejelzése 2020-ig. Iskolázási mikroszimulációs modell (ISMIK) [A Dynamic Microsimulation Model (ISMIK) for projection of the educational attainment of the Hungarian ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 854-891.
- Li, Jinjing & O'Donoghue, Cathal, 2012. "A methodological survey of dynamic microsimulation models," MERIT Working Papers 2012-002, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Pascal Belan & Martine Carré & Stéphane Gregoir, 2007.
"Subsidizing low-skilled jobs in a dual labor market,"
THEMA Working Papers
2007-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Belan, Pascal & Carré, Martine & Gregoir, Stéphane, 2010. "Subsidizing low-skilled jobs in a dual labor market," Labour Economics, Elsevier, vol. 17(5), pages 776-788, October.
Cited by:
- Clément Carbonnier, 2014. "Payroll Taxation and the structure of qualifications and wages in a segmented frictional labor market with intrafirm bargaining," THEMA Working Papers 2014-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Dario Cords & Klaus Prettner, 2022.
"Technological unemployment revisited: automation in a search and matching framework [The future of work: meeting the global challenges of demographic change and automation],"
Oxford Economic Papers, Oxford University Press, vol. 74(1), pages 115-135.
- Cords, Dario & Prettner, Klaus, 2019. "Technological Unemployment Revisited: Automation in a Search and Matching Framework," GLO Discussion Paper Series 308, Global Labor Organization (GLO).
- Cords, Dario & Prettner, Klaus, 2018. "Technological unemployment revisited: Automation in a search and matching framework," Hohenheim Discussion Papers in Business, Economics and Social Sciences 19-2018, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
- Mariusz Zielinski, 2015. "Unemployment And Labor Market Policy In Visegrad Group Countries," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 10(3), pages 185-201, September.
- Xiangbo Liu & Theodore Palivos & Xiaomeng Zhang, 2017.
"Immigration, Skill Heterogeneity, And Qualification Mismatch,"
Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1231-1264, July.
- Liu, Xiangbo & Palivos, Theodore & Zhang, Xiaomeng, 2014. "Immigration, Skill Heterogeneity and Qualification Mismatch," MPRA Paper 57981, University Library of Munich, Germany.
- Michela Bia & Pierre-Jean Messe & Roberto Leombruni, 2010.
"Young-in Old-out: a new evaluation,"
TEPP Working Paper
2010-14, TEPP.
- Michella Bia & Pierre-Jean Messe & Roberto Leombruni, 2010. "Young-in Old-out: a new evaluation," Working Papers halshs-00812056, HAL.
- Vincent Charlet & Philippe Frocrain, 2017. "Les limites des allégements de charges sur les bas salaires," Working Papers hal-01695167, HAL.
- Mariusz Zielinski, 2018. "Effect of the economic situation on employment and its structure in the Central and Eastern European countries," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 17(3), pages 329-337, September.
- Clément Carbonnier, 2015. "Payroll Taxation, qualifications, wages and unemployment rates in a frictional labor market with productive interactions between segments," Working Papers hal-01203122, HAL.
- Claus-Jochen Haake & Thorsten Upmann & Papatya Duman, 2019. "The Decomposability of the Nash Bargaining Solution in Labor Markets," Working Papers CIE 128, Paderborn University, CIE Center for International Economics.
- Stéphane Grégoir & Fabrice Lenglart, 1998.
"Measuring the Probability of a Business Cycle Turning Point by Using a Multivariate Qualitative Hidden Markov Model,"
Working Papers
98-48, Center for Research in Economics and Statistics.
Cited by:
- Cyrille Lenoel & Garry Young, 2020. "Real-time turning point indicators: Review of current international practices," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-05, Economic Statistics Centre of Excellence (ESCoE).
- Benoit Bellone, 2004. "Une lecture probabiliste du cycle d’affaires américain," Econometrics 0407002, University Library of Munich, Germany, revised 28 Mar 2005.
- Ferrara, Laurent & Darné, Olivier, 2009.
"Identification of slowdowns and accelerations for the euro area economy,"
CEPR Discussion Papers
7376, C.E.P.R. Discussion Papers.
- Olivier Darné & Laurent Ferrara, 2011. "Identification of Slowdowns and Accelerations for the Euro Area Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(3), pages 335-364, June.
- Darné, O. & Ferrara, L., 2009. "Identification of slowdowns and accelerations for the euro area economy," Working papers 239, Banque de France.
- Koskinen, Lasse & Öller, Lars-Erik, 2001.
"A Classifying Procedure for Signaling Turning Points,"
SSE/EFI Working Paper Series in Economics and Finance
427, Stockholm School of Economics.
- Lars-Erik Öller & Lasse Koskinen, 2004. "A classifying procedure for signalling turning points," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 197-214.
- Adanero-Donderis , M. & Darné, O. & Ferrara, L., 2007. "Deux indicateurs probabilistes de retournement cyclique pour l’économie française," Working papers 187, Banque de France.
- Catherine Doz & Anna Petronevich, 2015.
"Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach,"
Post-Print
hal-01159200, HAL.
- Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159200, HAL.
- Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Documents de travail du Centre d'Economie de la Sorbonne 15009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Catherine Doz & Anna Petronevich, 2016. "Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 481-538, Emerald Group Publishing Limited.
- Hélène Baron & Guillaume Baron, 2002. "Un indicateur probabiliste de retournement conjoncturel dans la zone euro," Économie et Statistique, Programme National Persée, vol. 359(1), pages 101-121.
- Bellone, B. & Gautier, E. & Le Coent, S., 2005.
"Les marchés financiers anticipent-ils les retournements conjoncturels?,"
Working papers
128, Banque de France.
- Sébastien Le Coent & Erwan Gautier & Benoît Bellone, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Économie et Prévision, Programme National Persée, vol. 172(1), pages 83-99.
- Benoît Bellone & Erwan Gautier & Sébastien Le Coent, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Economie & Prévision, La Documentation Française, vol. 172(1), pages 83-99.
- Éric Dubois, 2006. "Présentation générale," Économie et Prévision, Programme National Persée, vol. 172(1), pages 1-9.
- Benoit Bellone & David Saint-Martin, 2004. "Detecting Turning Points with Many Predictors through Hidden Markov Models," Econometrics 0407001, University Library of Munich, Germany.
- Benoît Bellone, 2006. "Une lecture probabiliste du cycle d’affaires américain," Économie et Prévision, Programme National Persée, vol. 172(1), pages 63-81.
- Olivier Biau & Hélène Erkel-Rousse & Nicolas Ferrari, 2006. "Réponses individuelles aux enquêtes de conjoncture et prévision de la production manufacturière," Économie et Statistique, Programme National Persée, vol. 395(1), pages 91-116.
Articles
- Stéphane Gregoir & Tristan-Pierre Maury, 2018.
"The Negative and Persistent Impact of Social Housing on Employment,"
Annals of Economics and Statistics, GENES, issue 130, pages 133-166.
Cited by:
- Julia Jansen-van Vuuren & Hibo Rijal & Nicole Bobbette & Rosemary Lysaght & Terry Krupa & Daniella Aguilar, 2024. "Exploring the Connection between Social Housing and Employment: A Scoping Review," IJERPH, MDPI, vol. 21(9), pages 1-28, September.
- Gohl, Niklas, 2019. "House prices and spatial mobility: Lock-in effects on the German rental market," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203557, Verein für Socialpolitik / German Economic Association.
- Stéphane GREGOIR & Tristan-Pierre MAURY, 2014.
"Empowerment Zones And The Housing Market In Paris Inner City,"
Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 40, pages 69-82.
Cited by:
- Miren Lafourcade & Florian Mayneris, 2017.
"En Finir avec les ghettos urbains ?,"
PSE-Ecole d'économie de Paris (Postprint)
halshs-01884340, HAL.
- Miren Lafourcade & Florian Mayneris, 2017. "En Finir avec les ghettos urbains ?," Post-Print halshs-01884340, HAL.
- Miren Lafourcade & Florian Mayneris, 2017.
"En Finir avec les ghettos urbains ?,"
PSE-Ecole d'économie de Paris (Postprint)
halshs-01884340, HAL.
- Courtioux, Pierre & Gregoir, Stéphane & Houeto, Dede, 2014.
"Modelling the distribution of returns on higher education: A microsimulation approach,"
Economic Modelling, Elsevier, vol. 38(C), pages 328-340.
Cited by:
- Fischer, Benjamin & Hügle, Dominik, 2020. "The private and fiscal returns to higher education: A simulation approach for a young German cohort," Discussion Papers 2020/21, Free University Berlin, School of Business & Economics.
- Cathal O'Donoghue & Gijs Dekkers, 2018. "Increasing the Impact of Dynamic Microsimulation Modelling," International Journal of Microsimulation, International Microsimulation Association, vol. 11(1), pages 61-96.
- Gomis-Porqueras, Pedro & Rodrigues-Neto, José A., 2018. "Teaching technologies, attendance, learning and the optimal level of access to online materials," Economic Modelling, Elsevier, vol. 73(C), pages 329-342.
- Francisco José Collado Muñoz & Elena del Rey Canteli & Natalia Utrero González, 2017. "Estimating taxpayer subsidies and individual repayment burdens of a student loan program in Spain," Hacienda Pública Española / Review of Public Economics, IEF, vol. 220(1), pages 89-106, March.
- Sadaba, Barbara & Vujić, Sunčica & Maier, Sofia, 2024.
"Characterizing the schooling cycle,"
Economic Modelling, Elsevier, vol. 132(C).
- Sadaba, Barbara & Vujic, Suncica & Maier, Sofia, 2022. "Characterizing the Schooling Cycle," IZA Discussion Papers 15237, Institute of Labor Economics (IZA).
- Levin, Mark (Левин, Марк) & Matrosova, Ksenia (Матросова, Ксения), 2018. "Development and Research of Economic Behavior of Households in Changing Conditions [Разработка И Исследование Экономического Поведения Домохозяйств В Изменяющихся Условиях]," Working Papers 041825, Russian Presidential Academy of National Economy and Public Administration.
- Kidd, Michael P. & O'Leary, Nigel & Sloane, Peter, 2017. "The impact of mobility on early career earnings: A quantile regression approach for UK graduates," Economic Modelling, Elsevier, vol. 62(C), pages 90-102.
- Friedhelm Pfeiffer & Holger Stichnoth, 2021.
"Fiscal and individual rates of return to university education with and without graduation,"
Post-Print
hal-03565062, HAL.
- Pfeiffer, Friedhelm & Stichnoth, Holger, 2020. "Fiscal and individual rates of return to university education with and without graduation," ZEW Discussion Papers 20-016, ZEW - Leibniz Centre for European Economic Research.
- Friedhelm Pfeiffer & Holger Stichnoth, 2021. "Fiscal and individual rates of return to university education with and without graduation," Applied Economics Letters, Taylor & Francis Journals, vol. 28(16), pages 1432-1435, September.
- Courtioux, Pierre & Lignon, Vincent, 2016. "A good career or a good marriage: The returns of higher education in France," Economic Modelling, Elsevier, vol. 57(C), pages 221-237.
- Stéphane Gregoir & Tristan‐Pierre Maury, 2013.
"The Impact Of Social Housing On The Labour Market Status Of The Disabled,"
Health Economics, John Wiley & Sons, Ltd., vol. 22(9), pages 1124-1138, September.
Cited by:
- Julia Jansen-van Vuuren & Hibo Rijal & Nicole Bobbette & Rosemary Lysaght & Terry Krupa & Daniella Aguilar, 2024. "Exploring the Connection between Social Housing and Employment: A Scoping Review," IJERPH, MDPI, vol. 21(9), pages 1-28, September.
- Stéphane Gregoir & Mathieu Hutin & Tristan-Pierre Maury & Genevièvre Prandi, 2012.
"Measuring Local Individual Housing Returns from a Large Transaction Database,"
Annals of Economics and Statistics, GENES, issue 107-108, pages 93-131.
Cited by:
- Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2015.
"Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life,"
Harvard Business School Working Papers
16-065, Harvard Business School.
- Glaeser, Edward L. & Kominers, Scott Duke & Luca, Michael & Naik, Nikhil, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures for Urban Life," Working Paper Series 15-075, Harvard University, John F. Kennedy School of Government.
- Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life," NBER Working Papers 21778, National Bureau of Economic Research, Inc.
- Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2018. "Big Data And Big Cities: The Promises And Limitations Of Improved Measures Of Urban Life," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 114-137, January.
- Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2013.
"Market Heterogeneity and Determinants of Paris Apartment Prices: A Quantile Regression Approach,"
ERES
eres2013_79, European Real Estate Society (ERES).
- Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & François Des Rosiers, 2016. "Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach," THEMA Working Papers 2016-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Francois des Rosiers, 2017. "Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach," Urban Studies, Urban Studies Journal Limited, vol. 54(14), pages 3260-3280, November.
- Guillaume Chapelle & Jean Benoît Eyméoud, 2022.
"Can big data increase our knowledge of local rental markets? A dataset on the rental sector in France,"
Post-Print
hal-03592434, HAL.
- Guillaume Chapelle & Jean Benoît Eyméoud, 2022. "Can big data increase our knowledge of local rental markets? A dataset on the rental sector in France," PLOS ONE, Public Library of Science, vol. 17(1), pages 1-21, January.
- Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2015.
"Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life,"
Harvard Business School Working Papers
16-065, Harvard Business School.
- Pierre Courtioux & Stéphane Gregoir & Dede Houeto, 2011.
"Enseignement supérieur et durées de subvention individuelle implicite. Une analyse par microsimulation dynamique,"
Revue économique, Presses de Sciences-Po, vol. 62(5), pages 835-865.
Cited by:
- Pierre Courtioux & Vincent Lignon, 2015. "Homogamie éducative et inégalités de revenu salarial : une perspective de cycle de vie," Économie et Statistique, Programme National Persée, vol. 481(1), pages 149-183.
- Gregoir, Stéphane, 2010.
"Fully Modified Estimation Of Seasonally Cointegrated Processes,"
Econometric Theory, Cambridge University Press, vol. 26(5), pages 1491-1528, October.
Cited by:
- Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR, 2015.
"Semi-Parametric Seasonal Unit Root Tests,"
Essex Finance Centre Working Papers
16807, University of Essex, Essex Business School.
- del Barrio Castro, Tomás & Rodrigues, Paulo M.M. & Robert Taylor, A.M., 2018. "Semi-Parametric Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 34(2), pages 447-476, April.
- Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2015. "Semi-Parametric Seasonal Unit Root Tests," DEA Working Papers 72, Universitat de les Illes Balears, Departament d'Economía Aplicada.
- Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2022.
"On cointegration for processes integrated at different frequencies,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 412-435, May.
- Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2020. "On Cointegration for Processes Integrated at Different Frequencies," CEIS Research Paper 502, Tor Vergata University, CEIS, revised 11 Sep 2020.
- del Barrio Castro, Tomás & Cubada, Ginaluca & Osborn, Denise R., 2020. "On cointegration for processes integrated at different frequencies," MPRA Paper 102611, University Library of Munich, Germany.
- del Barrio Castro, Tomás & Rachinger, Heiko, 2021.
"Aggregation of Seasonal Long-Memory Processes,"
Econometrics and Statistics, Elsevier, vol. 17(C), pages 95-106.
- del Barrio Castro, Tomás & Rachinger, Heiko, 2020. "Aggregation of Seasonal Long-Memory Processes," MPRA Paper 102890, University Library of Munich, Germany.
- del Barrio Castro, Tomás & Osborn, Denise R., 2023. "Periodic Integration and Seasonal Unit Roots," MPRA Paper 117935, University Library of Munich, Germany, revised 2023.
- Bauer, Dietmar, 2019. "Periodic and seasonal (co-)integration in the state space framework," Economics Letters, Elsevier, vol. 174(C), pages 165-168.
- Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR, 2015.
"Semi-Parametric Seasonal Unit Root Tests,"
Essex Finance Centre Working Papers
16807, University of Essex, Essex Business School.
- Belan, Pascal & Carré, Martine & Gregoir, Stéphane, 2010.
"Subsidizing low-skilled jobs in a dual labor market,"
Labour Economics, Elsevier, vol. 17(5), pages 776-788, October.
See citations under working paper version above.
- Pascal Belan & Martine Carré & Stéphane Gregoir, 2007. "Subsidizing low-skilled jobs in a dual labor market," THEMA Working Papers 2007-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Gregoir, Stephane & Weill, Pierre-Olivier, 2007.
"Restricted perception equilibria and rational expectation equilibrium,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 81-109, January.
Cited by:
- Giacomo Rondina & Todd Walker, 2016. "Learning and Informational Stability of Dynamic REE with Incomplete Information," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 147-159, July.
- Rondina, Giacomo & Walker, Todd B., 2021.
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Econometric Theory, Cambridge University Press, vol. 29(6), pages 1289-1313, December.
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Quaderni di Dipartimento
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"Semi-Parametric Seasonal Unit Root Tests,"
Essex Finance Centre Working Papers
16807, University of Essex, Essex Business School.
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- Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2015. "Semi-Parametric Seasonal Unit Root Tests," DEA Working Papers 72, Universitat de les Illes Balears, Departament d'Economía Aplicada.
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"The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests,"
Econometric Theory, Cambridge University Press, vol. 29(6), pages 1289-1313, December.
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Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 412-435, May.
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"Aggregation of Seasonal Long-Memory Processes,"
Econometrics and Statistics, Elsevier, vol. 17(C), pages 95-106.
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"Complex Unit Roots And Business Cycles: Are They Real?,"
Econometric Theory, Cambridge University Press, vol. 17(5), pages 962-983, October.
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"A Canonical Form for Unit Root Processes in the State Space Framework,"
Diskussionsschriften
dp0204, Universitaet Bern, Departement Volkswirtschaft.
- Dietmar Bauer & Martin Wagner, 2003. "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften dp0312, Universitaet Bern, Departement Volkswirtschaft.
- Francesca Di Iorio & Stefano Fachin, 2019.
"Fiscal reaction functions for the advanced economies revisited,"
DSS Empirical Economics and Econometrics Working Papers Series
2019/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Francesca Di Iorio & Stefano Fachin, 2022. "Fiscal reaction functions for the advanced economies revisited," Empirical Economics, Springer, vol. 62(6), pages 2865-2891, June.
- Lütkepohl, H. & Saikkonen, P., 1997.
"Testing for the Cointegrating Rank of a VAR Process with a Time Trend,"
SFB 373 Discussion Papers
1997,79, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lutkepohl, Helmut & Saikkonen, Pentti, 2000. "Testing for the cointegrating rank of a VAR process with a time trend," Journal of Econometrics, Elsevier, vol. 95(1), pages 177-198, March.
- Banerjee, A. & Russell, B., 2000.
"The Relationship between the Markup and Inflation in the G7 plus One Economies,"
Economics Working Papers
eco2000/7, European University Institute.
- Anindya Banerjee & Bill Russell, 2000. "The Relationship Between the Markup and Inflation in the G7 Plus One Economies," Econometric Society World Congress 2000 Contributed Papers 0242, Econometric Society.
- Banerjee, A. & Russell, B., 1999. "The Relationship Between the Markup and Inflation in the G7 Plus One Economies," Economics Series Working Papers 99205, University of Oxford, Department of Economics.
- Murasawa, Yasutomo, 2019.
"Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration,"
MPRA Paper
91979, University Library of Munich, Germany.
- Murasawa Yasutomo, 2022. "Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(3), pages 387-415, June.
- Javier Gómez Biscarri & Javier Hualde, 2014.
"A residual-based ADF test for stationary cointegration in I (2) settings,"
Economics Working Papers
1439, Department of Economics and Business, Universitat Pompeu Fabra.
- Gomez-Biscarri, Javier & Hualde, Javier, 2015. "A residual-based ADF test for stationary cointegration in I(2) settings," Journal of Econometrics, Elsevier, vol. 184(2), pages 280-294.
- Javier Gómez Biscarri & Javier Hualde, 2014. "A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings," Working Papers 779, Barcelona School of Economics.
- Andrade, Philippe & Bruneau, Catherine & Gregoir, Stephane, 2005. "Testing for the cointegration rank when some cointegrating directions are changing," Journal of Econometrics, Elsevier, vol. 124(2), pages 269-310, February.
- Brendan K Beare & Massimo Franchi & Phil Howlett, 2024.
"The general solution to an autoregressive law of motion,"
Working Papers
2024-01, University of Sydney, School of Economics.
- Brendan K. Beare & Massimo Franchi & Phil Howlett, 2024. "The general solution to an autoregressive law of motion," Papers 2402.01966, arXiv.org, revised Sep 2024.
- Mármol, Francesc, 1998. "FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes," DES - Working Papers. Statistics and Econometrics. WS 4672, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Haldrup, Niels & Salmon, Mark, 1998. "Representations of I(2) cointegrated systems using the Smith-McMillan form," Journal of Econometrics, Elsevier, vol. 84(2), pages 303-325, June.
- Andy Snell, "undated".
"Testing For R Versus R-1 Cointegrating Vectors,"
Discussion Papers
1995-10, Edinburgh School of Economics, University of Edinburgh.
- Snell, Andy, 1998. "Testing for r versus r-1 cointegrating vectors," Journal of Econometrics, Elsevier, vol. 88(1), pages 151-191, November.
- Martin Wagner, 2010.
"Cointegration analysis with state space models,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(3), pages 273-305, September.
- Wagner, Martin, 2010. "Cointegration Analysis with State Space Models," Economics Series 248, Institute for Advanced Studies.
- Luca Fanelli & Emanuele Bacchiocchi, 2005. "Testing the purchasing power parity through I(2) cointegration techniques," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 749-770.
- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2001.
"An I(2) analysis of inflation and the markup,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 221-240.
- Banerjee, A. & Cockerell, L. & Russell, B., 1998. "An I(2) Analysis of Inflation and the Markup," Economics Series Working Papers 99203, University of Oxford, Department of Economics.
- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2000. "An I(2) Analysis of Inflation and the Markup," Dundee Discussion Papers in Economics 120, Economic Studies, University of Dundee.
- Dietmar Bauer & Martin Wagner, 2003. "On Polynomial Cointegration in the State Space Framework," Diskussionsschriften dp0313, Universitaet Bern, Departement Volkswirtschaft.
- Gonzalo Camba-Mendez & George Kapetanios, 2005. "Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling," Working Papers 541, Queen Mary University of London, School of Economics and Finance.
- Gregoir, Stéphane & Laroque, Guy, 1993.
"Multivariate Time Series: A Polynomial Error Correction Representation Theorem,"
Econometric Theory, Cambridge University Press, vol. 9(3), pages 329-342, June.
Cited by:
- Antoine d'Autume, 1992.
"Coïntégration et modèles dynamiques,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00430037, HAL.
- Antoine d'Autume, 1992. "Coïntégration et modèles dynamiques," Économie et Prévision, Programme National Persée, vol. 106(5), pages 71-83.
- D'Autume, A., 1992. "Cointegration et Modeles Dynamiques," Papiers d'Economie Mathématique et Applications 92.42, Université Panthéon-Sorbonne (Paris 1).
- Paolo Paruolo, 1994. "The role of the drift in I(2) systems," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 3(1), pages 93-123, February.
- Comte, F., 1998. "Discrete and continuous time cointegration," Journal of Econometrics, Elsevier, vol. 88(2), pages 207-226, November.
- Banerjee, A. & Russell, B., 2000.
"The Relationship between the Markup and Inflation in the G7 plus One Economies,"
Economics Working Papers
eco2000/7, European University Institute.
- Anindya Banerjee & Bill Russell, 2000. "The Relationship Between the Markup and Inflation in the G7 Plus One Economies," Econometric Society World Congress 2000 Contributed Papers 0242, Econometric Society.
- Banerjee, A. & Russell, B., 1999. "The Relationship Between the Markup and Inflation in the G7 Plus One Economies," Economics Series Working Papers 99205, University of Oxford, Department of Economics.
- Murasawa, Yasutomo, 2019.
"Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration,"
MPRA Paper
91979, University Library of Munich, Germany.
- Murasawa Yasutomo, 2022. "Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(3), pages 387-415, June.
- Catherine Doz & Pierre Malgrange, 1992. "Modèles VAR et prévisions à court terme," Économie et Prévision, Programme National Persée, vol. 106(5), pages 109-122.
- Paruolo, Paolo & Rahbek, Anders, 1999. "Weak exogeneity in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 93(2), pages 281-308, December.
- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2001.
"An I(2) analysis of inflation and the markup,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 221-240.
- Banerjee, A. & Cockerell, L. & Russell, B., 1998. "An I(2) Analysis of Inflation and the Markup," Economics Series Working Papers 99203, University of Oxford, Department of Economics.
- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2000. "An I(2) Analysis of Inflation and the Markup," Dundee Discussion Papers in Economics 120, Economic Studies, University of Dundee.
- Paruolo, Paolo, 1996. "On the determination of integration indices in I(2) systems," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 313-356.
- Fragiskos Archontakis, 1998. "An alternative proof of Granger’s Representation Theorem forI(1) systems through Jordan matrices," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 7(2), pages 111-127, August.
- Breitung, Jörg, 1998. "On model based seasonal adjustment procedures," SFB 373 Discussion Papers 1998,12, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Antoine d'Autume, 1992.
"Coïntégration et modèles dynamiques,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00430037, HAL.
- Stéphane Gregoir & Guy Laroque, 1992.
"La place des stocks dans les fluctuations conjoncturelles,"
Annals of Economics and Statistics, GENES, issue 28, pages 39-63.
Cited by:
- C. Thubin & T. Ferrière & E. Monnet & M. Marx & V. Oung, 2016. "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers 596, Banque de France.
- Carine Bouthevillain & Didier Eyssartier, 1997. "Le rôle des variations de stocks dans les cycles d'activité des principaux pays industrialisés," Revue de l'OFCE, Programme National Persée, vol. 62(1), pages 151-202.
- Anonymous or collective, 1998. "La demande des entreprises sur le marché des biens et le marché du travail," Économie et Prévision, Programme National Persée, vol. 134(3), pages 1-19.
- Jean-Yves Fournier, 2000. "Extraction du cycle des affaires : la méthode de Baxter et King," Économie et Prévision, Programme National Persée, vol. 146(5), pages 155-178.
- Stéphane Gregoir & Bernard Salanie, 1991.
"Spéculation, prix et bien être,"
Annals of Economics and Statistics, GENES, issue 24, pages 209-246.
Cited by:
- Patrick Artus & Claude Jessua, 1996. "La spéculation," Revue Économique, Programme National Persée, vol. 47(3), pages 409-424.
- Patrick Artus, 1996. "Création d'un marché à terme, nature des imperfections financières et stabilité du prix au comptant," Revue Économique, Programme National Persée, vol. 47(5), pages 1043-1062.
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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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-LAB: Labour Economics (2) 2007-06-30 2012-09-30
- NEP-EDU: Education (1) 2009-08-02
- NEP-URE: Urban and Real Estate Economics (1) 2012-09-30
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