Annales d'économie et de statistique

Publications in this journal

• Article: A continuous-time Markov model for transitions between employment and non-employment: The impact of cancer diagnosis

  Joutard X, Paraponaris A, Sagaon Teyssier L, Ventelou B
  Annales d'économie et de statistique 12/2012; 107-108:239-265.
• Article: Do Panel Cointegration Tests Produce `Mixed Signals'?

  Christoph Hanck
  Annales d'économie et de statistique 01/2012;
• Article: Invited Comment on The Principles Underlying Evaluation Estimators with an Application to Matching by James J. Heckman: Special Issue on Econometric Evaluation of Public Policies: Methods and Applications

  Michael Lechner
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  ABSTRACT: This special issue of Annales d Economie et de Statistique contains a selection of original papers that were presented at the ADRESI meeting on Econometric Evaluation of Public Policies: Methods and Applications.
  Annales d'économie et de statistique 01/2010; 91-92:81-89.
• Article: Réforme de la protection de l’emploi et performance du marché du travail dans un modèle d’appariement

  olivier l'haridon, franck malherbet
  Annales d'économie et de statistique 01/2010; 99-100.
• Source

  Available from: SSRN

  Article: An Exploration of Local R&D Spillovers in France

  Jacques MAIRESSE, Benoît MULKAY
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  ABSTRACT: This paper is an attempt to assess the existence and magnitude of local research spillovers in France. We rely on the model of an extended production function (Cobb-Douglas and Trans log) with both local and neighborhood R&D capital stocks. We estimate this model on 312 employment areas as of 1999, first for the whole economy, then separately for five large manufacturing industries. The estimated elasticities of productivity with respect to R&D capital are significant and plausible, both with in own-area and across neighboring areas as well as within own-industry, but they are weaker across different industries.
  Annales d'économie et de statistique 01/2009;
• Source

  Available from: economix.fr

  Article: On the Ambiguous Effects of Repression

  Eric LANGLAIS
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  ABSTRACT: The purpose of this note is to investigate the optimal enforcement of the penal code when criminals invest in a specific class of avoidance activities termed dissembling activities (i.e. self-protection efforts undertaken by criminals to hedge their illegal gains in case of detection and arrestation). We show that the penal law may have two different screening effects: it may separate the population of potential criminals between those who commit the crime and those who do not, and in the former group, between those who undertake dissembling efforts and those who do not. Then, we show that it is never optimal to use less than the maximal fine in contrast to what may occur with avoidance detection (i.e. efforts undertaken in order to reduce the probability of arrestation: Malik, 1990); and furthermore, that the optimal penal code may imply overdeterrence. Finally, we show that any reform of the penal code has ambiguous effects when criminals undertake dissembling activities which are a by-product of illegal activities, since increasing the maximum possible fine may increase or decrease the number of crimes committed and may increase or decrease the proportion of illegal gains hedged by criminals.
  Annales d'économie et de statistique 02/2008;
• Source

  Available from: jhu.edu

  Article: Estimating Marginal Treatment Effects in Heterogeneous Populations

  Robert MOFFITT
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  ABSTRACT: This paper proposes a nonparametric method of estimating marginal treatment effects in heterogeneous populations. Building upon an insight of Heckman and Vytlacil, the conventional treatment effects model with heterogeneous effects is shown to imply that outcomes are a nonlinear function of participation probabilities. The degree of this nonlinearity, and hence the shape of the marginal response curve, can be estimated with series methods such as power series or splines. An illustration is provided for the returns to higher education in the U.K, indicating that marginal returns to higher education fall as the proportion of the population with higher education rises, thus providing evidence of heterogeneity in returns.
  Annales d'économie et de statistique 11/2007;
• Article: Marge intensive versus marge extensive dans un modèle monétaire avec appariements aléatoires.

  Sébastien Lotz, Andrei Shevchenko, Christopher Waller
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  ABSTRACT: We introduce ex-post heterogeneity into monetary search models with lotteries. Heterogeneity allows lotteries over goods to exist in equilibrium. These lotteries over goods create an intensive margin (expected production in a match) that is non-existent in all indivisible goods monetary search models. We then show there can be a tradeoff between the intensive margin and extensive margin (number of matches) when choosing the optimal monetary stock.
  Annales d'économie et de statistique 02/2007;
• Article: Endogénéité dans les modèles qualitatifs sur données longitudinales: Le cas de la fécondité dans une équation d’activité féminine

  Stéfan Lollivier
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  ABSTRACT: Statistical methods taking into account endogenous variables are now available with longitudinal data if the explanatory variables are continuous. But few papers deal with qualitative data. The paper proposes a method to estimate a model in which the female decision of activity depends on a qualitative endogenous explanatory variable (the number of children). Rather than a full parametric framework, the paper proposes a three-step method with less specification restrictions and more convenient to implement with panel data. Conditional on usual explanatory variables, the endogeneity of the number of children is rejected, as in cross-section. Moreover, panel data allow the identification of the effects of time-varying variables, as the partner’s income.
  Annales d'économie et de statistique 02/2007;
• Source

  Available from: psu.edu

  Article: Making decisions in large worlds

  Ken Binmore
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  ABSTRACT: Bayesian decision theory was created by Leonard Savage. In his "Foundations of Statistics", he says that it would be "preposterous" to use the theory when making decisions in a context in which it is not feasible to fully anticipate all possible pieces of data that may prove relevant in the future. This paper defends Savage's position and considers how Bayesian decision theory might be modified to allow a wider range of legitimate application.
  Annales d'économie et de statistique 02/2007;
• Article: "The emergence and of complex social networks", a discussion

  Tristan Tomala
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  ABSTRACT: Comment on the article "Emergence and resilience of social networks: a general theoretical framework" by Erhardt, Marsili and Vega-Redondo
  Annales d'économie et de statistique 02/2007;
• Article: Comment on "Making Decision in Large Worlds", by Ken Binmore

  Francis Bloch
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  ABSTRACT: Comment on the article "Making Decision in Large Worlds" by Ken Binmore
  Annales d'économie et de statistique 02/2007;
• Article: Comment on "Emergence and Resilience of social networks"

  Francis Bloch
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  ABSTRACT: Comment on the article "Emergence and resilience of social networks: a general theoretical framework" by Erhardt, Marsili and Vega-Redondo
  Annales d'économie et de statistique 02/2007;
• Source

  Available from: ens.fr

  Article: Politique monétaire en union monétaire et en change flexible : une approche analytique

  Daniel Laskar
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  ABSTRACT: Using a two-country model of the "New Open-Economy Macroeconomics" which is analytically solved through a second-order approximation, we consider optimal monetary policies in a monetary union and in a flexible exchange rate regime. Comparing these two regimes, we show that a monetary union is prefered in case of mark-up shocks which affect price determination, and that the symmetry or asymmetry of shocks is not necessarily relevant anymore.
  Annales d'économie et de statistique 02/2007;
• Source

  Available from: greqam.fr

  Article: Modélisation dynamique de la participation au marché du travail des femmes en couple

  Cyriaque Edon, Thierry Kamionka
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  ABSTRACT: Nous considérons une modélisation dynamique de la décision de participation au marché français du travail des femmes en couple pour la période allant de 1994 à 2001. Nous estimons, sur les données du volet français du panel Européen, par la méthode du maximum de vraisemblance simulée, un modèle probit dynamique à effet aléatoire sur une base mensuelle et annuelle en tenant compte du problème des conditions initiales. La décision de participation des femmes en couple dépend des caractéristiques individuelles et est caractérisée par une dépendance importante de l’état. Les composantes d’hétérogénéité non observables jouent un rôle central dans la dynamique de la participation. Ces composantes non observables reflètent des différences au niveau des préférences individuelles concernant l’arbitrage consommation-loisir. Par ailleurs, nous trouvons que les termes d’erreur du modèle sont corrélés négativement. Nous montrons l’importance de la composante du revenu permanent dans la décision de participation.
  Annales d'économie et de statistique 02/2007;
• Article: Contraintes horaires sur le marché du travail français : une caractérisation du sous-emploi et du sur-emploi féminin

  Hélène Couprie, Xavier Joutard
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  ABSTRACT: A mismatch between labour demand and supply occurs very often and in several ways. Besides the so-called "constrained" part-time which implies under-employment, over-employment can take place. In the spirit of Van Soest and al. [1990], we estimate a structural microeconometric model of female labour supply in the presence of hours restrictions. The hours distribution is split between full-time (40 hours), reduced-time (35 hours) and part-time (20 hours). This fits quite well the French case as three usual contracting agreements are usually encountered. Moreover, we estimate the effect of individual heterogeneity on the probability to find a job. Young people and people born in France appear to have an increased probability to receive job offers. We find an excess of part-time demand on the French labour market. Finally, we stress the fact that 1 over 5 employed women could have an increased welfare by adjusting her working time.
  Annales d'économie et de statistique 02/2007;
• Article: Bayesian Foundations for Game Theory, a comment on "Making Decision in Large Worlds", by Ken Binmore

  Fabrice Le Lec, Alain Leroux
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  ABSTRACT: Comment on the article "Making Decision in Large Worlds" by Ken Binmore
  Annales d'économie et de statistique 02/2007;