UCL - Center for Operations Research and Econometrics (CORE)


CORE Discussion Papers 2006

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

2006/1 Kristian BEHRENS and Yasuhiro SATO. Labor market integration and migration: Impacts on skill formation and the wage structure. (pdf)
2006/2 Noemi NAVARRO. Asymmetric information, word-of-mouth and social networks: from the market for lemons to efficiency. (pdf)
2006/3 Parkash CHANDER and Henry TULKENS. Cooperation, stability and self-enforcement in international environmental agreements: a conceptual discussion. (pdf)
2006/4 Sergio O. PARREIRAS and Anna RUBINCHIK-PESSACH. Contests with heterogeneous agents. (pdf)
2006/5 David CRAINICH, Hervé LELEU and Ana MAULEON. The optimality of hospital financing system: the role of physician-manager interactions. (pdf)
2006/6 Ingmar SCHUMACHER and Benteng ZOU. Habit in pollution. A challenge for intergenerational equity. (pdf)
2006/7 Anna BOGOMOLNAIA, Michel LE BRETON, Alexei SAVVATEEV and Shlomo WEBER. Stability under unanimous consent, free mobility and core. (pdf)
2006/8 Rabah AMIR, Filomena GARCIA and Malgorzata KNAUFF. Endogenous heterogeneity in strategic models: symmetry-breaking via strategic substitutes and nonconcavities. (pdf)
2006/9 Saltuk OZERTURK. Hedge markets for executives and corporate agency. (pdf)
2006/10 Luc BAUWENS, Walid BEN OMRANE and Erick RENGIFO. Intra-daily FX optimal portfolio allocation. (pdf)
2006/11 Luc BAUWENS, Arie PREMINGER and Jeroen ROMBOUTS. Regime switching GARCH models. (pdf)
2006/12 Luc BAUWENS, Christian HAFNER and Jeroen ROMBOUTS. Multivariate mixed normal conditional heteroskedasticity. (pdf)
2006/13 Michel BAES. Smoothing techniques in Euclidean Jordan algebras. (pdf)
2006/14 Paul BELLEFLAMME and Cecilia VERGARI. Incentives to innovate in oligopolies. (pdf)
2006/15 Helmuth CREMER, Firouz GAHVARI and Pierre PESTIEAU. Pensions with heterogenous individuals and endogenous fertility. (pdf)
2006/16 Helmuth CREMER, Jean-Marie LOZACHMEUR and Pierre PESTIEAU. Disability testing and retirement. (pdf)
2006/17 Helmuth CREMER, Jean-Marie LOZACHMEUR and Pierre PESTIEAU. Social desirability of earnings tests. (pdf)
2006/18 Helmut CREMER and Pierre PESTIEAU. Piracy prevention and the pricing of information goods. (pdf)
2006/19 Helmuth CREMER, Jean-Marie LOZACHMEUR and Pierre PESTIEAU. Social security and retirement decision: A positive and normative approach. (pdf)
2006/20 Gani ALDASHEV. Political information acquisition for social exchange. (pdf)
2006/21 Luc BAUWENS and Genaro SUCCARAT. General to specific modelling of exchange rate volatility: a forecast evaluation. (pdf)
2006/22 Thierry BRECHET and Stéphane LAMBRECHT. Intertemporal equilibrium with a resource bequest motive. (pdf - figures)
2006/23 Jakub GROWIEC. Fertility choice and semi-endogenous growth: where Becker meets Jones. (pdf)
2006/24 Raouf BOUCEKKINE, David DE LA CROIX and Omar LICANDRO. Vintage capital. (pdf)
2006/25 Jean-Pierre FLORENS, Jan JOHANNES and Sébastien VAN BELLEGEM. Instrumental regression in partially linear models. (pdf)
2006/26 Roland Iwan LUTTENS and Erwin OOGHE. Is it fair to 'make work pay'? (pdf)
2006/27 Raouf BOUCEKKINE, Fernando DEL RIO and Blanca MARTINEZ. Technological progress, obsolescence and depreciation. (pdf)
2006/28 Yu. NESTEROV. Towards nonsymmetric conic optimization. (pdf)
2006/29 David CRAINICH, Hervé LELEU and Ana MAULEON. Hospital's activity-based financing system and manager-physician interaction. (pdf)
2006/30 Yu. NESTEROV. Constructing self-concordant barriers for convex cones. (pdf)
2006/31 Paula GONZALEZ, Jean HINDRIKS, Ben LOCKWOOD and Nicolas PORTEIRO. Political budget cycles and fiscal decentralization. (pdf)
2006/32 Philippe DE DONDER and Jean HINDRIKS. Does propitious selection explain why riskier people buy less insurance? (pdf)
2006/33 Philippe DE DONDER and Jean HINDRIKS. Equilibrium social insurance with policy-motivated parties. (pdf)
2006/34 Yu. NESTEROV. Nonsymmetric potential-reduction methods for general cones. (pdf)
2006/35 Thierry BRECHET and Stéphane LAMBRECHT. Family altruism with a renewable resource and population growth. (pdf - figures)
2006/36 Anna BOGOMOLNAIA, Michel LE BRETON, Alexei SAVVATEEV and Shlomo WEBER. Heterogeneity gap in stable jurisdiction structures. (pdf)
2006/37 Malgorzata KNAUFF. Market transparency and Bertrand competition. (pdf)
2006/38 Hylke VANDENBUSSCHE and Maurizio ZANARDI. The global chilling effects of antidumping proliferation. (pdf)
2006/39 Yu. NESTEROV. Cubic regularization of Newton's method for convex problems with constraints. (pdf)
2006/40 Thierry BRECHET and Pierre-André JOUVET. Environmental innovation and the cost of pollution abatement. (pdf - figures)
2006/41 Françoise FORGES. Correlated equilibrium in games with incomplete information revisited. (pdf)
2006/42 Arie PREMINGER and Christian M. HAFNER. Deciding between GARCH and stochastic volatility via strong decision rules. (pdf)
2006/43 Jean J. GABSZEWICZ and Skerdilajda ZANAJ. Upstream market foreclosure. (pdf)
2006/44 Marco DI SUMMA and Laurence A. WOLSEY. Lot-sizing on a tree. (pdf)
2006/45 David DE LA CROIX and Alessandro SOMMACAL. A theory of medicine effectiveness, differential mortality, income inequality and growth for pre-industrial England. (pdf)
2006/46 Salvador BARRIOS, Luisito BERTINELLI and Eric STROBL. Climatic change and rural-urban migration: the case of sub-Saharan Africa. (pdf)
2006/47 Helmuth CREMER, Philippe DE DONDER, Dario MALDONADO and Pierre PESTIEAU. Designing a linear pension scheme with forced savings and wage heterogeneity. (pdf)
2006/48 Tanguy ISAAC. Information revelation in markets with pairwise meetings: dynamic case with constant entry flow. (pdf)
2006/49 Kristian BEHRENS and Yasusada MURATA. Gains from trade and efficiency under monopolistic competition: a variable elasticity case. (pdf)
2006/50 Luc BAUWENS and Michel LUBRANO. Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market. (pdf)
2006/51 Jacques DREZE with Fernanda ESTEVAN. Research and higher education in economics: can we deliver the Lisbon objectives? (pdf)
2006/52 Luisito BERTINELLI, Eric STROBL and Benteng ZOU. Polluting technologies and sustainable economic development. (pdf)
2006/53 Ana MAULEON, Huasheng SONG and Vincent VANNETELBOSCH. Networks of free trade agreements among heterogeneous countries. (pdf)
2006/54 Pierre PESTIEAU, Gregory PONTHIERE and Motohiro SATO. Longevity and Pay-as-you-Go pensions. (pdf)
2006/55 Pierre M. PICARD and Dao-Zhi ZENG. Industrial location: a synthesis of Chamberlin and Ricardo. (pdf)
2006/56 Jakub GROWIEC. A new class of production functions and an argument against purely labor-augmenting technical change. (pdf)
2006/57 Luisito BERTINELLI, Eric STROBL and Benteng ZOU. Sustainable economic development and the environment: theory and evidence. (pdf)
2006/58 Raouf BOUCEKKINE, Blanca MARTINEZ and Cagri SAGLAM. Capital maintenance Vs technology adoption under embodied technical progress. (pdf)
2006/59 Paul BELLEFLAMME and Francis BLOCH. Sustainable collusion on separate markets. (pdf)
2006/60 Pierre M. PICARD and David E. WILDASIN. Labor market pooling, outsourcing and contracts in Chamberlinian regions. (pdf)
2006/61 Massimo DEL GATTO, Giordano MION and Gianmarco I.P. OTTAVIANO. Trade integration, firm selection and the costs of non-Europe. (pdf)
2006/62 Carmen HERRERO, Juan D. MORENO-TERNERO and Giovanni PONTI. On the adjudication of conflicting claims: an experimental study. (pdf)
2006/63 Jakub GROWIEC and Ingmar SCHUMACHER. On technical change in the elasticities of resource inputs. (pdf)
2006/64 David DE LA CROIX, Thomas LINDH and Bo MALMBERG. Growth and longevity from the industrial revolution to the future of an aging society. (pdf)
2006/65 Francis BLOCH and Axel GAUTIER. Access pricing and entry in the postal sector. (pdf)
2006/66 Carmen HERRERO and Ricardo MARTINEZ. Balanced allocation methods for claims problems with indivisibilities. (pdf)
2006/67 Antonio COSMA and Fausto GALLI. A nonparametric ACD model. (pdf)
2006/68 Arie PREMINGER and Giuseppe STORTI. A GARCH (1,1) estimator with (almost) no moment conditions on the error term. (pdf)
2006/69 Simone MORICONI and Yasuhiro SATO. International commodity taxation in the presence of unemployment. (pdf)
2006/70 Helmuth CREMER, Jean-Marie LOZACHMEUR and Pierre PESTIEAU. Desirable misuse of unemployment benefits: the economics of ``Canada Dry" retirement. (pdf)
2006/71 Christian M. HAFNER and Arie PREMINGER. Asymptotic theory for a factor GARCH model. (pdf)
2006/72 Raouf BOUCEKKINE, Carmen CAMACHO and Benteng ZOU. Bridging the gap between growth theory and the new economic geography: the spatial Ramsey model. (pdf)
2006/73 Pierre PESTIEAU and Uri POSSEN. Prodigality and myopia. Two rationales for social security. (pdf)
2006/74 Pierre PESTIEAU and Motohiro SATO. Limiting the number of charities. (pdf)
2006/75 Biung-Ghi JU and Juan D. MORENO-TERNERO. Progressivity, inequality reduction and merging-proofness in taxation. (pdf)
2006/76 Juan D. MORENO-TERNERO. The proportional rule for multi-issue brankruptcy problems. (pdf)
2006/77 Laura CORONEO and David VEREDAS. Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation. (pdf)
2006/78 Mika MEITZ and Pentti SAIKKONEN. Stability of nonlinear AR-GARCH models. (pdf)
2006/79 Helmuth CREMER, Philippe DE DONDER, Dario MALDONADO and Pierre PESTIEAU. Voting over type and generosity of a pension system when some individuals are myopic. (pdf)
2006/80 Luc BAUWENS and Nikolaus HAUTSCH. Modelling financial high frequency data using point processes. (pdf)
2006/81 David DE LA CROIX and Axel GOSSERIES. Population policy through tradable procreation entitlements. (pdf)
2006/82 Genaro SUCARRAT. The first stage in Hendry's reduction theory revisited. (pdf)
2006/83 Guillaume R. FRECHETTE, François MANIQUET and Massimo MORELLI. Incumbents' interests, voters' bias and gender quotas. (pdf)
2006/84 Olivier BOCHET and François MANIQUET. Virtual Nash implementation with admissible support. (pdf)
2006/85 Taoufik BOUEZMARNI and Jeroen V.K. ROMBOUTS. Nonparametric density estimation for positive time series. (pdf)
2006/86 Jean J. GABSZEWICZ, Didier LAUSSEL and Nathalie SONNAC. Advertising and competitive access pricing to internet services or pay-TV. (pdf)
2006/87 Jean J. GABSZEWICZ, Didier LAUSSEL and Nathalie SONNAC. Advertising and the rise of the free daily newspapers. (pdf)
2006/88 Pierre GIOT and Mikael PETITJEAN. International stock return predictability: statistical evidence and economic significance. (pdf)
2006/89 Pierre GIOT and Mikael PETITJEAN. The information content of the Bond-Equity Yield Ratio: better than a random walk? (pdf)
2006/90 Pierre GIOT and Mikael PETITJEAN. Short-term market timing using the Bond-Equity Yield Ratio. (pdf)
2006/91 Jean-François MERTENS and Anna RUBINCHIK. Intergenerational equity and the discount rate for cost-benefit analysis. (pdf)
2006/92 Jean-Jacques HERINGS, Ana MAULEON and Vincent VANNETELBOSCH. Farsightedly stable networks. (pdf)
2006/93 Antonio TESORIERE. Endogenous timing with free entry. (pdf)
2006/94 Paul BELLEFLAMME and Martin PEITZ. Intermediation and investment incentives. (pdf)
2006/95 Klaus DESMET, Michel LE BRETON, Ignacio ORTUNO-ORTIN and Shlomo WEBER. Nation formation and genetic diversity. (pdf)
2006/96 Luca PANACCIONE. Inefficiency of competitive equilibrium with hidden action and financial markets. (pdf)
2006/97 Jean J. GABSZEWICZ and Skerdilajda ZANAJ. Competition in successive markets: entry and mergers. (pdf)
2006/98 David DE LA CROIX and Axel GOSSERIES. Procreation, migration and tradable quotas. (pdf)
2006/99 Giordano MION and Paolo NATICCHIONI. The spatial sorting and matching of skills and firms. (pdf)
2006/100 Maria Eugenia SANIN. Market design in wholesale electricity markets. (pdf)
2006/101 David DE LA CROIX and Clara DELAVALLADE. Growth, public investment and corruption with failing institutions. (revised version May 2008)
2006/102 Renaud BEAUPAIN, Pierre GIOT and Mikael PETITJEAN. Market-wide liquidity co-movements, volatility regimes and market cap sizes. (pdf)
2006/103 Ingmar SCHUMACHER. On optimality, endogenous discounting and wealth accumulation. (pdf)
2006/104 Ingmar SCHUMACHER. Endegeneous discounting via wealth, twin-peaks and the role of technology. (pdf)
2006/105 Thierry BRECHET and Henry TULKENS. From BAT (best available technique) to BCAT (best combination of available techniques).(pdf)
2006/106 David DE LA CROIX, Gregory DE WALQUE and Rafael WOUTERS. Dynamics and monetary policy in a fair wage model of the business cycle. (pdf)
2006/107 Yu. NESTEROV and Laura SCRIMALI. Solving strongly monotone variational and quasi-variational inequalities. (pdf)
2006/108 Laura SCRIMALI. A quasi-variational inequality approach to the financial equilibrium problem. (pdf)
2006/109 Jean HINDRIKS, Susana PERALTA and Shlomo WEBER. Competing in taxes and investment under fiscal equalization. (pdf)
2006/110 Roberto PASCUAL and David VEREDAS. Does the open limit order book matter in explaining long run volatility? (pdf)
2006/111 Jacques H. DREZE, Charles FIGUIERES and Jean HINDRIKS. Voluntary matching grants can forestall social dumping. (pdf)
2006/112 René GARCIA, Eric RENAULT and David VEREDAS. Estimation of stable distributions by indirect inference. (pdf)
2006/113 Bruno DE BORGER, Fay DUNKERLEY and Stef PROOST. The interaction between tolls and capacity investment in serial and parallel transport networks. (pdf)
2006/114 Kristian BEHRENS and Alain PHOLO BALA. Do rent-seeking and interregional transfers contribute to urban primacy in sub-Saharan Africa? (pdf)
2006/115 Pierre DEHEZ. Fixed costs and the axiomatization of Shapley's sharing rule. (pdf)
2006/116 Sarah PARLANE and Yann MENIERE. Licensing a standard: fixed fee versus royalty. (pdf)
2006/117 Michele CONFORTI, Marco DI SUMMA, Fritz EISENBRAND and Laurence A. WOLSEY. Network formulations of mixed-integer programs. (pdf)
2006/118 Taoufik BOUEZMARNI and Jeroen V.K. ROMBOUTS. Density and hazard rate estimation for censored and a-mixing data using gamma kernels. (pdf)
   

 

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