UCL - Center for Operations Research and Econometrics (CORE)


CORE Discussion Papers 2003

Abstract
Authors + Title of the discussion paper. (Appropriate file in pdf/ps format)

2003/1 Quentin LOUVEAUX and Laurence A. WOLSEY. Lifting, superadditivity, mixed integer rounding and single node flow sets revisited. (ps)
2003/2 Philippe DE DONDER and Jean HINDRIKS. Majority support for progressive income taxation with corner preferences. (pdf)
2003/3 Christian HAFNER and Jeroen ROMBOUTS. Semiparametric multivariate GARCH models. (pdf)
2003/4 Charles FIGUIERES and Magali VERDONCK. On the core of an economy with multilateral and multidimensional environment externalities. (pdf)
2003/5 Salvador BARRIOS, Luisito BERTINELLI and Eric STROBL. Multinationals and local indigenous development. (pdf)
2003/6 Gwenaël PIASER. Labor mobility and income tax competition.
2003/7 Mathieu VAN VYVE. Algorithms for single item constant capacity lotsizing problems.
2003/8 Philippe MICHEL. Public debt and limited altruism: is Ricardian equivalence possible if altruism is limited? (pdf)
2003/9 Lajos HOVATH, Piotr KOKOSZKA and Gilles TEYSSIÈRE. Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals.
2003/10 Claude D'ASPREMONT, Rodolphe DOS SANTOS FERREIRA and Louis-André GÉRARD-VARET. Competition for market share or for market size: oligopolistic equilibria with varying competitive toughness. (pdf)
2003/11 Luc BAUWENS, Fausto GALLI and Pierre GIOT. The moments of Log-ACD models. (pdf)
2003/12 Yu. NESTEROV. Smooth minimization of non-smooth functions. (pdf)
2003/13 Yu. NESTEROV. Characteristic functions of directed graphs and applications to stochastic equilibrium problems. (pdf)
2003/14 Mathieu VAN VYVE and Francisco ORTEGA. Lot-sizing with fixed charges on stocks: the convex hull. (ps)
2003/15 Giordano MION. Spatial externalities and empirical analysis: the case of Italy. (pdf)
2003/16 Gianmarco OTTAVIANO and Jacques-François THISSE. Agglomeration and economic geography. (pdf ; figure)
2003/17 Salvador BARRIOS, Holger GORG and Eric STROBL. Multinationals' location choice, agglomeration economies and public incentives. (pdf)
2003/18 Maurice MARCHAND, Pierre PESTIEAU and Maria del Mar RACIONERO. Optimal redistribution when different workers are indistinguishable. (pdf)
2003/19 Maurice MARCHAND, Philippe MICHEL, Oliver PADDISON and Pierre PESTIEAU. Optimal education subsidy and taxes in an endogenous growth model with human capital. (pdf)
2003/20 Steve DOBSON, Carlyn RAMLOGAN and Eric STROBL. Why do rates of convergence differ? A meta-regression analysis. (pdf)
2003/21 Robin BOADWAY, Maurice MARCHAND and Motohiro SATO. An optimal contract approach to hospital financing. (pdf)
2003/22 Pierre M. PICARD and Dao-Zhi ZENG. Agricultural sector and industrial agglomeration. (pdf)
2003/23 Andrea MANTOVANI and Giordano MION. Advertising and endogenous exit in a differentiated duopoly. (pdf)
2003/24 Luciano G. GRECO. Optimal grants under asymmetric information: federalism versus devolution. (pdf)
2003/25 Andréas HEINEN and Erick RENGIFO. Multivariate modelling of time series count data: an autoregressive conditional poisson model. (pdf)
2003/26 Gilles TEYSSIÈRE. Interaction models for common long-range dependence in asset price volatilities. (pdf)
2003/27 Pierre GIOT. The information content of implied volatility indexes for forecasting volatility and market risk. (pdf)
2003/28 Pierre GIOT and Sébastien LAURENT. Market risk in commodity markets: a VaR approach. (pdf)
2003/29 Luc BAUWENS, Walid BEN OMRANE and Pierre GIOT. News announcements, market activity and volatility in the Euro/Dollar foreign exchange market. (pdf)
2003/30 Helmuth CREMER and Pierre PESTIEAU. Intergenerational transfer of human capital and optimal education policy. (pdf)
2003/31 Luc BAUWENS, Sébastien LAURENT and Jeroen V.K. ROMBOUTS. Multivariate GARCH models: a survey. (ps)
2003/32 Simon P. ANDERSON and André DE PALMA. Price dispersion. (pdf ; figure)
2003/33 Olivier GOSSNER and Tristan TOMALA. Entropy and codification in repeated games with imperfect monitoring. (pdf)
2003/34 Yvan HACHEZ and Yurii NESTEROV. Optimization problems over non-negative polynomials with interpolation constraints. (pdf)
2003/35 Yurii NESTEROV. Excessive gap technique in non-smooth convex minimization. (ps)
2003/36 Salvador BARRIOS, Luisito BERTINELLI and Eric STROBL. Geographic concentration and establishment scale: can panel data tell us more ? (pdf)
2003/37 Axel GAUTIER and Minipushpak MITRA. Financing infrastructure under budget constraints. (pdf)
2003/38 Rabah AMIR, Effrosyni DIAMANTOUDI and Licun XUE. Merger performance under uncertain efficiency gains. (pdf)
2003/39 Sylvie CHARLOT, Carl GAIGNÉ, Frédéric ROBERT-NICOUD and Jacques-François THISSE. Agglomeration and welfare: the core-periphery model in the light of Bentham, Kaldor, and Rawls. (pdf ; figure)
2003/40 Luisito BERTINELLI. Does urbanization always foster human capital accumulation? (pdf)
2003/41 Yurii NESTEROV and Boris POLYAK. Cubic regularization of a Newton scheme and its global performance. (pdf)
2003/42 Daniel DE WOLF. Using column generation to solve an industrial mixing problem. (pdf)
2003/43 Salvador BARRIOS and Eric STROBL. Industry mobility and geographic concentration in the European Union. (pdf)
2003/44 Jean J. GABSZEWICZ and Didier LAUSSEL. Increasing returns, entrepreneurship and imperfect competition. (pdf)
2003/45 Claude D'ASPREMONT, Jacques CRÉMER and Louis-André GÉRARD-VARET. Correlation, independence, and Bayesian incentives. (pdf)
2003/46 Parkash CHANDER. The g-core and coalition formation. (revised version january 2005)
2003/47 Aviad HEIFETZ, Chris SHANNON and Yossi SPIEGEL. What to maximize if you must. (pdf)
2003/48 Aviad HEIFETZ and Elle SEGEV. Escalation and delay in protracted international conflicts. (pdf)
2003/49 Anindya BHATTACHARYA and Abderrahmane ZIAD. On conservative stable standard of behaviour in situations with perfect foresight. (pdf)
2003/50 Luc BAUWENS, Alan KIRMAN, Michel LUBRANO and Camelia PROTOPOPESCU. Ranking economics departments in Europe: a statistical approach. (pdf)
2003/51 Yu. NESTEROV and Arkadi NEMIROVSKI. Central path and Riemannian distances. (pdf)
2003/52 Aviad HEIFETZ. The positive foundation of the common prior assumption. (pdf)
2003/53 Helena BELTRAN LOPEZ and Alain DURRÉ. The determinants of consumer confidence: the case of the United States and Belgium. (pdf)
2003/54 Lionel ARTIGE, Carmen CAMACHO and David DE LA CROIX. Wealth breeds decline: reversals of leadership and consumption habits. (pdf)
2003/55 Raouf BOUCEKKINE, Cagri SAGLAM and Thomas VALLÉE. Technology adoption under embodiment: a two-stage optimal control approach. (pdf)
2003/56 Geoffroy DE CLIPPEL. Invariance with respect to re-evaluations of coalitional power. (pdf)
2003/57 Matthias DAHM and Nicolas PORTEIRO. The political economy of interest groups: pressure and information. (pdf)
2003/58 David DE LA CROIX and Frédéric DOCQUIER. Diverging patterns of education premium and school attendance in France and the US: a Walrasian view. (pdf)
2003/59 Etienne LOUTE. Gaussian elimination as a computational paradigm. (pdf)
2003/60 Takatoshi TABUCHI and Jacques-François THISSE. Regional specialization, urban hierarchy, and commuting costs. (pdf)
2003/61 Salvador BARRIOS, Luisito BERTINELLI and Eric STROBL. Dry times in Africa: Rainfall and Africa's growth performance. (pdf)
2003/62 Andréas HEINEN. Modelling time series count data: an Autoregressive Conditional Poisson model. (pdf)
2003/63 Alain JOUSTEN, Barbara LIPSZYC, Maurice MARCHAND and Pierre PESTIEAU. Long-term care insurance and optimal taxation for altruistic children. (pdf)
2003/64 Philippe DE DONDER and Jean HINDRIKS. Policy-oriented parties and the choice between social and private insurance. (pdf)
2003/65 Rabah AMIR. Market structure, scale economies and industry performance. (pdf)
2003/66 Rabah AMIR and Val LAMBSON. Entry, exit, and imperfect competition in the long run. (pdf)
2003/67 Salvador BARRIOS, Luisito BERTINELLI, Eric STROBL and Antinio TEIXEIRA. Agglomeration economies and the location of industries: a comparison of three small European countries. (pdf)
2003/68 Yu. NESTEROV. Dual extrapolation and its applications for solving variational inequalities and related problems. (pdf)
2003/69 Andréa ATTAR. Financial contracting along the business cycle. (pdf)
2003/70 Walid BEN OMRANE and Andréas HEINEN. The response of individual FX dealers' quoting activity to macroeconomic news announcements. (pdf)
2003/71 Yu. NESTEROV. Random walk in a simplex and quadratic optimization over convex polytopes. (pdf)
2003/72 Susana PERALTA, Xavier WAUTHY and Tanguy VAN YPERSELE. Should countries control international profit shifting? (pdf)
2003/73 Christian M. HAFNER and Jeroen V.K. ROMBOUTS. Estimation of temporally aggregated multivariate GARCH models. (pdf)
2003/74 Masahisa FUJITA and Jacques-François THISSE. Globalization and the evolution of the supply chain: who gains and who loses? (pdf - fig.)
2003/75 Eric STROBL and Frank WALSH. Estimating the shirking model with variable effort. (pdf)
2003/76 Luisito BERTINELLI and Eric STROBL. Urbanization, urban concentration and economic growth in developing countries. (pdf)
2003/77 Vincenzo GALASSO and Paola PROFETA. Lessons for an aging society: the political sustainability of social security systems. (pdf)
2003/78 Pierre GIOT. The Asian financial crisis: the start of a regime switch in volatility. (pdf)
2003/79 Eric STROBL and Frank WALSH. Dealing with monopsony power: the case for using employment subsidies. (pdf)
2003/80 Raouf BOUCEKKINE and Patricia CRIFO. Human capital accumulation and the transition from specialization to multi-tasking. (pdf)
2003/81 Ruslan SADYKOV and Laurence WOLSEY. Integer programming and constraint programming in solving a multi-machine assignment scheduling problem with deadlines and release dates. (pdf)
2003/82 David DE LA CROIX and Matthias DOEPKE. To segregate or to integrate: education politics and democracy. (pdf)
2003/83 Cuong LE VAN and Cagri SAGLAM. Optimal growth models and the Lagrange Multipliers. (pdf)
2003/84 Axel GAUTIER and Manipushpak MITRA. Regulation of an open access essential facility. (pdf)
2003/85 Jacques H. DRÈZE and P. Jean-Jacques HERINGS. Sequentially complete markets remain incomplete. (ps)
2003/86 Yu. NESTEROV. Modified Gauss-Newton scheme with worst-case guarantees for its global performance. (pdf)
2003/87 Luc BAUWENS and Jeroen ROMBOUTS. Bayesian clustering of many GARCH models. (pdf)
2003/88 Johan EYCKMANS and Michael FINUS. Coalition formation in a global warming game: how the design of protocols affects the success of environmental treaty-making. (pdf)
2003/89 Paula GONZALEZ. The "gatekeeping" role of General Practitioners. Does patients' information matter? (pdf)
2003/90 Michel MOUCHART and Jeroen V.K. ROMBOUTS. Clustered panel data models: an efficient approach for nowcasting from poor data. (pdf)
2003/91 Miren LAFOURCADE and Giordano MION. Concentration, spatial clustering and the size of plants: disentangling the sources of co-location externalities. (pdf)
2003/92 Michel MOUCHART and Marie VANDRESSE. A measure of market imperfection by frontier analysis. (ps)
2003/93 Enrico MINELLI and Salvatore MODICA. Credit market failures and policy. (pdf)
2003/94 Jesus T. PASTOR, Knox LOVELL and Henry TULKENS. Evaluating the financial performance of bank branches. (pdf)
2003/95 Masahisa FUJITA and Shlomo WEBER. Strategic immigration policies and welfare in heterogeneous countries. (pdf - fig.1 - fig.2)
2003/96 Yu. NESTEROV. Unconstrained convex minimization in relative scale. (pdf)
2003/97 Vincent D. BLONDEL and Yu. NESTEROV. Fast and precise approximations of the joint spectral radius. (pdf)
2003/98 Vincent VAN STEENBERGHE. CO2 abatement costs and permits price: exploring the impact of banking and the role of future commitments. (pdf)
2003/99 Rabah AMIR, Igor V. EVSTIGNEEV, Thorsten HENS and Klaus Reiner SCHENK-HOPPÉ. Market selection and survival of investment strategies. (pdf)
2003/100 André DE PALMA and Karim KILANI. (Un)conditional distribution of compensating variation in discrete choice models. (pdf)
2003/101 Pierre M. PICARD and Takatoshi TABUCHI. Natural agglomeration. (pdf - fig)
2003/102 Andrea ATTAR, Dipjiyoti MAJUMDAR, Gwenaël PIASER and Nicolàs PORTEIRO. Common agency games with separable preferences. (pdf)
2003/103 Luc BAUWENS and Nikolaus HAUTSCH. Dynamic latent factor models for intensity processes. (pdf)
2003/104 Rabah AMIR. Supermodularity and complementarity in economics: an elementary survey. (pdf - fig)
   

 

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