Publications 2011-2012

ALLARD, Marie, Izabela JELOVAC and Pierre-Thomas LÉGER. “Treatment and Referral Decisions under Different Physician Payment Mechanisms,” Journal of Health Economic, Vol. 30, No. 5, May 2011, p. 880-893.

AMBEC, Stefan, Nick JOHNSTONE, Paul LANOIE and Jérémy LAURENT-LUCCHETTI. “Environmental Policy, Innovation and Performance: New Insights on the Porter Hypothesis,” Journal of Economics and Management Strategy, Vol. 20, No. 3, September 2011, p. 803-842.

AMBLER, Steven J., Alain GUAY and Louis PHANEUF. “Endogenous Business-Cycle Propagation and the Persistence Problem: The Role of Labor-Market Frictions,” Journal of Economic Dynamics and Control, Vol. 36, March 2012, p. 47-62.

ANDERSEN, Kym, John COCKBURN and Will MARTIN. “Would Freeing Up World Trade Reduce Poverty and Inequality? The Vexed Role of Agricultural Distortions,” The World Economy, Vol. 34, No. 4, April 2011, p. 487-515.

ANNABI, Nabil, David BAHAN, Bernard DECALUWÉ and André LEMELIN. “Taxation et mobilité partielle du capital dans un MEGC statique bi-régional du Québec et du reste du Canada,” L’Actualité économique / Revue d’analyse économique, Vol. 87, No. 2, June 2011, p. 175-203.

BEHRENS, Kristian. “International Integration and Regional Inequalities: How Important is National Infrastructure?,” The Manchester School Special Issue on Regional and Spatial Economics, Vol. 79, No. 5, September 2011, p. 952-971.

BEHRENS, Kristian and Gianmarco OTTAVIANO. “General Equilibrium Trade Theory and Firm Behavior,” in Daniel BERNHOFEN, Rod FALVEY, David GREENAWA and Udo KREICKEMEIER, Palgrave Handbook of International Trade, Basingstoke, England, Palgrave MacMillan, November 2011, p. 119-159.

BELLEMARE, Charles, Sabine KRÖGER and Arthur van SOEST. “Preferences, Intentions, and Expectation Violations: a Large-Scale Experiment with a Representative Subject Pool,” Journal of Economic Behavior and Organization, Vol. 78, No. 3, May 2011, p. 349-365.

BELLEMARE, Charles and Charles F. MANSKI. “Measurement and Analysis
of Subjective Expectations,” Journal of Applied Econometrics
, Special Edition, Vol. 26, No. 3, April/May 2011, p. 351-547.

BELLEMARE, Charles and Bruce S. SHEARER. “On the Relevance and Composition of Gifts within the Firm: Evidence from Field Experiments,” International Economic Review, Vol. 52, No. 3, August 2011, p. 855-882.

BERNEMAN, Corinne, Paul LANOIE, Sylvain PLOUFFE and Marie-France VERNIER. “Economic Benefits of Ecodesign,” Journal of Cleaner Production, Vol. 19, No. 6-7, April 2011, p. 573-579.

BERTRAND, Jean-Louis and Bernard SINCLAIR-DESGAGNÉ. “Environmental Risks and Financial Markets: A Two-Way Street,” in BANSAL, Pratima and Andrew J. HOFFMAN, The Oxford Handbook of Business and the Natural Environment, Oxford, United Kingdom, Oxford University Press, November 2011, p. 482-501.

BIBI, Sami, Audrey VERDIER-CHOUCHANE and Jean-Yves DUCLOS. “Assessing Absolute and Relative Pro-Poor Growth, with an Application to Selected African Countries,” Economics: The Open-Access, Open-Assessment E-Journal, Vol. 6, No. 2012-7, March 2012, p. 1-43.

BILLETTE de VILLEMEUR, Étienne and Justin LEROUX. “Sharing the Costs of Global Warning,” Scandinavian Journal of Economics – Special Edition: Climate Change and Distribution, Vol. 113, No. 4, December 2011, p. 758-783.

BOIVIN, Jean, Robert CLARK and Nicolas VINCENT. “Virtual Borders,” Journal of International Economics, Vol. 86, No. 2, March 2012, p. 327-335.

BOMMIER, Antoine, Jean-Marie LOZACHMEUR and Marie-Louise LEROUX. “On the Public Economics of Annuities with Differential Mortality,” Journal of Public Economics, Vol. 95, No. 7-8, August 2011, p. 612-623.

BOUAKEZ, Hafedh, Emanuela CARDIA and Francisco RUGE-MURCIA. “Durable Goods, Inter-Sectoral Linkages and Monetary Policy,” Journal of Economic Dynamics and Control, Vol. 35, No. 1, May 2011, p. 730-745.

BOUBAKRI, Narjess, Jean-Claude COSSET, Omrane GUEDHAMI and Walid SAFFAR. “The Political Economy of Residual State Ownership in Privatized Firms: Evidence from Emerging Markets,” Journal of Corporate Finance, Vol. 17, No. 2, April 2011, p. 244-258.

BROUILLETTE, Dany and Guy LACROIX. “Assessing the Impact of a Wage Subsidy for Single Parents on Social Assistance in Canada,” The Canadian Journal of Economics, Vol. 44, No. 4, November 2011, p. 1195-1221.

CARSON, Richard T., Tolga CENESIZOGLU and Roger PARKER. “Forecasting (Aggregate) Demand for U.S. Commercial Air Travel,” International Journal of Forecasting, Vol. 27, No. 3, July 2011, p. 923-941.

CENESIZOGLU, Tolga and Nicolas PAPAGEORGIOU. “Gestion de risque : le projet de financement de la centrale électrique Shajiao B,” Assurances et gestion des risques, Vol. 79, No. 3-4, January 2012, p. 363-380.

CHAMPAGNE, Claudia, Stéphane CHRÉTIEN and Frank COGGINS. “The Impact of Pension Fund Freezes on Firms’ Systematic and Specific Risk,” Global Review of Accounting and Finance, Vol. 3, No. 1, March 2012, p. 43-52.

CHEN, Wen-Hao and Jean-Yves DUCLOS. “Testing for Poverty Dominance: an Application to Canada,” Canadian Journal of Economics, Vol. 44, No. 3, August 2011, p. 781-803.

CHRÉTIEN, Stéphane. “Essays on Asset Pricing with Stochastic Discount Factors: New Insights on Consumption-Based Asset Pricing and Portfolio Performance Measurement,” LAP Lambert Academic Publishing, February 2012, 136 p.

CLARK, Robert and Matthias POLBORN. “Strategic Buying to Prevent Seller Exit,” Journal of Economics and Management Study, Vol. 20, No. 2, June 2011, p. 339-378.

COCKBURN, John and Ousmanou NJIKAM. “Trade Liberalization and Productivity Growth: Firm-Level Evidence from Cameroon,” The Journal of Developing Areas, Vol. 44, No. 2, April 2011, p. 279-302.

COËN, Alain, Laurent CAVENAILE and Georges HÜBNER. “The Impact of Illiquidity and Higher Moments of Hedge Fund Returns on their Risk-Adjusted Performance and Diversification Potential,” Journal of Alternative Investments, Vol. 13, No. 4, April 2011, p. 9-29.

CONSTANTATOS, Christos and Markus HERRMANN. “Market Inertia and the Introduction of Green Products: Can Strategic Effects Justify the Porter Hypothesis?,” Environmental and Resource Economics, Vol. 50, No. 2, October 2011, p. 267-284.

DAUPHIN, Anick, Abdel-Rahmen EL LAHGA, Bernard FORTIN and Guy LACROIX. “Are Children Decision-Makers with the Household?,” The Economic Journal, Vol. 121, No. 553, June 2011, p. 871-903.

DELLIS, Arnaud, Sean D’EVELYN and Katarina SHERSTYUK. “Multiple Votes, Ballot Truncation and the Two-Party System: an Experiment,” Social Choice and Welfare, Vol. 37, No. 2, July 2011, p. 171-200.

DIONNE, Georges, Geneviève GAUTHIER, Nadia OUERTANI and Nabil TAHANI. “Heterogeneous Basket Options Pricing Using Analytical Approximations,” Multinational Finance Journal, Vol. 15, No. 1-2, June 2011, p. 47-85.

DIONNE, Georges, Geneviève GAUTHIER, Khemaïs HAMMAMI and Jean-Guy SIMONATO. “A Reduced Form Model of Default Spreads with Markov Switching Macroeconomic Factors,” Journal of Banking and Finance, Vol. 35, No. 8, August 2011, p. 1984-2000.

DIONNE, Georges and Jingyuan LI. “The Impact of Prudence on Optimal Prevention Revisited,” Economic Letters, Vol. 113, November 2011, p. 147-149.

DIONNE, Georges and Karima OUEDERNI. “Corporate Risk Management and Dividend Signaling Theory,” Finance Research Letters, Vol. 8, December 2011, p. 188-195.

DIONNE, Georges and Jean PINQUET. “Analyse empirique du pouvoir prédictif des infractions au code de la sécurité routière sur les risques d’accident,” in CANIS, Lucienne and Dominique MIGNOT, Pour une économie de la sécurité routière – Émergence d’une approche pour l’élaboration de politiques publiques, France, Economica, January 2012, p. 123-139.

DONG, Ming, Jean-Sébastien MICHEL and Ari PANDES. “Underwriter Quality and Long-Run IPO Performance,” Financial Management, Vol. 40, No. 1, April 2011, p. 219-251.

DOSTIE, Benoit. “Wages, Productivity and Aging,” De Economist, Vol. 159, No. 2, June 2011, p. 1239-158.

DOSTIE, Benoit and Rajshri JAYARAMAN. “Organizational Redesign, Information Technologies and Workplace Productivity,” The B.E. Journal of Economic Analysis & Policy (Advances), Vol. 12, No. 1, January 2012, p. 1-39.

DOSTIE, Benoit et al. “Des employés en santé, des employés productifs,” in GODBOUT, Luc, Marcelin JOANIS and Nathalie de MARCELLIS-WARIN, Le Québec économique 2011. Un bilan de santé du Québec, Québec, Les Presses de l’Université Laval, February 2012, p. 125-150.

DUCLOS, Jean-Yves, David SAHN and Steve YOUNGER. “Partial Multidimensional Inequality Orderings,” Journal of Public Economics, Vol. 95, No. 3-4, April 2011, p. 225-238.

DUCLOS, Jean-Yves and Audrey VERDIER-CHOUCHANE. “Analyzing Pro-Poor Growth in Southern Africa: Lessons from Mauritius and South Africa,” African Development Review, Vol. 23, No. 2, June 2011, p. 121-146.

DUCLOS, Jean-Yves, David SAHN and Josée LEBLANC. “Comparing Population Distributions from Bin-Aggregated Sample Data: An Application to Historical Height Data from France,” Economics and Human Biology, Vol. 9, No. 4, December 2011, p. 419-437.

DUCLOS, Jean-Yves. “Les enjeux méthodologiques des comparaisons interrégionales et interprovinciales, et pistes de solution,” in FRÉCHET, Guy, Danielle GAUVREAU and Jean POIRIER, Statistiques sociales, pauvreté et exclusion sociale, Montréal, Les Presses de l’Université de Montréal, January 2012, p. 281-284.

DUMONT, Étienne, Bernard FORTIN, Nicolas JACQUEMET and Bruce S. SHEARER. “Rémunération mixte et comportement professionnel des spécialistes,” in GODBOUT, Luc, Marcellin JOANNIS and Nathalie de MARCELLIS-WARIN, Le Québec économique 2011. Un bilan de santé du Québec, Québec, Les Presses de l’Université Laval, February 2012, p. 197-208.

EMONS, Winand, Bruno and Claude-Denys FLUET. “Non-Comparative Versus Comparative Advertising as a Quality Signal,” International Journal of Industrial Organization, Vol. 30, March 2012, p. 352-360.

ERTUR, Cem and Wilfried KOCH. “A Contribution to the Theory and Empirics of Schumpeterian Growth with Worldwide Interactions,” Journal of Economic Growth, Vol. 16, No. 3, September 2011, p. 215-255.

GILBERT, Lucie, Thierry KAMIONKA and Guy LACROIX. “The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men,” in Miroslav VERBIČ, Advances in Econometrics-Theory and Applications, Rijeka, InTech, Chapter 4, July 2011, p. 47-78.

FONSECA, Raquel and Henri R. SNEESSENS. “Spanish Unemployment and Beveridge Curve Shifts,” in Samir AMINE, Labor Markets: Dynamics, Trends and Economic Impact, Hauppauge, United-States, Nova Science Publishers, December 2011.

FONSECA, Raquel, Kathleen J. MULLEN, Gema ZAMARRO and Julie ZISSIMOPOULOS. “Gender Gap in Financial Literacy,” Journal of Consumer Affairs, Vol. 46, No. 1, January 2012, p. 90-106.

FRANÇOIS, Pascal, Georges HÜBNER and Jean-Roch SIBILLE. “A Structural Balance Sheet Model of Sovereign Credit Risk,” Finance – Revue de l’Association française de finance, Vol. 32, No. 2, December 2011, p. 137-165.

GAILEY, Adam, Dana GOLDMAN, Darius LAKDAWALLA, Pierre-Carl MICHAUD and Yuhui ZHENG. “Differences in Health Between Americans and Western Europeans: Effects on Longevity and Public Finance,” Social Science and Medicine, Vol. 73, No. 2, July 2011, p. 254-263.

GUGL, Elisabeth and Justin LEROUX. “Share the Gain, Share the Pain? Almost Transferable Utility, Changes in Production Possibilities and Bargaining Solutions,” Mathematical Social Sciences, Vol. 62, No. 3, November 2011, p. 133-143.

HOCQUARD, Alexandre, Sunny NG and Nicolas PAPAGEORGIOU. “How to Manage Tail Risk,” Canadian Investment Review, Winner of the 2011 AIMA Canada – Hillsdale Research Award, July 2011, 12 p.

HOCQUARD, Alexandre, Nicolas PAPAGEORGIOU, Bruno RÉMILLARD et al. “Optimal Hedging of American Options in Discrete Time,” in CARMONA, René, Pierre DEL MORAL, Peng HU and Nadia OUDJANE, Numerical Methods in Finance, New York, Springer Proceeding in Mathematics, March 2012, p. 145-170.

HODGSON, Douglas. “Age-Price Profiles for Canadian Painters at Auction,” Journal of Cultural Economics, Vol. 35, No. 4, November 2011, p. 287-308.

HODGSON, Douglas and John W. GALBRAITH. “Dimension Reduction and Model Averaging in Estimating Artists’ Age-Valuation Profiles,” European Economic Review, Vol. 56, No. 3, March 2012, p. 422-435.

HÖRNER, Johannes and Nicolas SAHUGUET. “A War of Attrition with Endogenous Effort Levels,” Journal of Economic Theory, Vol. 47, No. 1, May 2011, p. 1-27.

KAPTEYN, Arie, Pierre-Carl MICHAUD, James P. SMITH and Arthur VAN SOEST. “The Effects of Attrition and Non-Response in the Health and Retirement Study,” Longitudinal and Life Course Studies, Vol. 2, No. 2, June 2011, p. 145-169.

LAURENT-LUCCHETTI, Jérémy and Marc SANTUGINI. “Ownership Risk and the Use of Common-Pool Natural Resources,” Journal of Environmental Economics and Management, Vol. 63, No. 2, June 2011, p. 242-259.

LAURENT-LUCCHETTI, Jérémy and Justin LEROUX. “Choosing and Sharing,” Games and Economic Behavior, Vol. 73, No. 1, September 2011, p. 296-300.

LEROUX, Justin. “Une entreprise peut-elle être sociale dans une économie
de marché? - Recension d’ouvrage,” by Sophie Swaton, La revue de philosophie économique, Vol. 12, No. 2, December 2011.

LEROUX, Marie-Louise, Pierre PESTIEAU and Maria RACIONERO. “Voting on Pensions: Sex and Marriage,” European Journal of Political Economy, Vol. 27, No. 2, June 2011, p. 281-296.

MACKINNON, Mary and Daniel PARENT. “Resisting the Melting Pot: The Long Term Impact of Maintaining Identity for Franco-Americans in New England,” Explorations in Economic History, Vol. 49, No. 1, January 2012, p. 30-59.

MICHAUD, Pierre-Carl and Frederic VERMEULEN. “Collective Labor Supply Models: Identification and Estimation in the Presence of Externalities,” Labour Economics, Vol. 18, No. 2, April 2011, p. 159-167.

MICHAUD, Pierre-Carl and Konstantinos TATSIRAMOS. “Fertility and Female Employment Dynamics in Europe: The Effect of Using Alternative Econometric Modeling Assumptions,” Journal of Applied Econometrics, Vol. 26, No. 4, June 2011, p. 641-668.

MILLER, Victoria and Luc Vallée. “Central Bank Balance Sheets and the Transmission of Financial Crises,” Open Economies Review, Vol. 22, No. 2, April 2011, p. 355-363.

NIMUBONA, Alain-Désiré and Bernard SINCLAIR-DESGAGNÉ. “Polluters and Abaters,” Annals of Economics and Statistics, Vol. 103/104, December 2011, p. 9-24.

PARK, John L., Victoria SALIN et Gabriel POWER. “Strategic Options Associated with Cooperative Member’s Equity,” Agricultural Finance Review, Vol. 72, No. 1, 2012, p. 48-67.

POWER, Gabriel and Calum TURVEY. “What Explains Long Memory in Commodity Futures Prices Volatility?,” Applied Economics, Vol. 43, No. 24, June 2011, p. 3395-3404.

POWER, Gabriel et al. “Impact of Copula Choice on the Modeling of Crop Yield Basis Risk,” Agricultural Economics, Vol. 42, Edition s1, November 2011, p. 101-112.

RAVENNA, Federico and Carl WALSH. “The Welfare Consequences of Monetary Policy and the Role of the Labor Market: A Tax Interpretation,” Journal of Monetary Economics, Vol. 59, No. 2, March 2012, p. 180-195.

RAVENNA, Federico. “Optimal Monetary Policy and Model Selection in a Real-Time Learning Environment,” Economic Letters, Vol. 114, No. 3, March 2012, p. 322-325.

RAVENNA, Federico and Carl E. WALSH. “Welfare-Based Optimal Monetary Policy with Unemployment and Sticky Prices: a Linear-Quadratic Framework,” American Economic Journal: Macroeconomics, Vol. 3, No. 2, April 2011, p. 130-162.

ROMBOUTS, Jeroen V.K. and Lars STENTOFT. “Multivariate Option Pricing with Time Varying Volatility and Correlations,” Journal of Banking and Finance, Vol. 35, No. 9, September 2011, p. 2267-2281.

SAHUGUET, Nicolas. “A Model of Repeat Advertising,” Economics Letters, Vol. 111, No. 1, April 2011, p. 20-22.

SIMONATO, Jean-Guy. “The Performance of Johnson Distributions for Computing Value at Risk and Expected Shortfall,” Journal of Derivatives, Vol. 19, No. 1, September 2011, p. 7-24.

SIMONATO, Jean-Guy. “Computing American Option Prices in the Lognormal Jump-Diffusion Framework with a Markov Chain,” Finance Research Letters, Vol. 8, No. 4, November 2011, p. 220-226.

SIMONATO, Jean-Guy. “Johnson Binomial Trees,” Quantitative Finance, Vol. 11, No. 8, December 2011, p. 1165-1176.

STENTOFT, Lars. “American Option Pricing with Discrete and Continuous Time Models: an Empirical Comparison,” Journal of Empirical Finance, Vol. 18, No. 5, December 2012, p. 880-902.

 

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