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Persistent link: https://www.econbiz.de/10005406621
This paper aim to study the impact of teacher status on the behaviour of Benin’s primary school teachers in the context of the growing expansion of the hiring of non civil servant teachers. To address this issue we estimate both negative binomial model and linear instrumental variable model to...
Persistent link: https://www.econbiz.de/10015268913
Ce papier presente une modelisation de l'indice des prix francais. L'objectif est de permettre une analyse rapide et detaillee des tendances de court terme de l'inflation ainsi que de realiser des previsions a intervalles rapproches. Les caracteristiques de cet outil sont les suivantes: un petit...
Persistent link: https://www.econbiz.de/10005036175
Persistent link: https://www.econbiz.de/10005062834
Nous proposons dans cet article un modèle théorique pour analyser les conséquences de la concurrence dans les réseaux dotés des systèmes technologiques différents. Nous nous inspirons du modèle de Demange-Ponssard (1986), en mettant l’accent sur l'incompatibilité des technologies...
Persistent link: https://www.econbiz.de/10005585713
This paper make an overview of the copula theory from a practical side. We consider different methods of copula estimation and different Goodness-of-Fit tests for model selection. In the GoF section we apply Kolmogorov-Smirnov and Cramer-von-Mises type tests and calculate power of these tests...
Persistent link: https://www.econbiz.de/10008552435
The objective of this paper is to provide a complete framework to aggregate different quantile and expectile models for obtaining more diversified Value-at-Risk and Expected Shortfall measures, by applying the diversification principle to model risk. Following Taylor (2008) and Gouriéroux and...
Persistent link: https://www.econbiz.de/10008470280
This paper deals with the international financial crisis that began around July 2007 and became evident in September 2008. It is true that to date, many of the ideas focus on the possible consequences of this crisis on the real economy and on the evaluation of the maximum time of its influence...
Persistent link: https://www.econbiz.de/10015229746
the aim of this paper is to explain the effect of "Subrime" crisis on credit default swap markets. After the problems of CDO's insttruments, protection buyers use classical credit derivatives instruments such CDS contracts.
Persistent link: https://www.econbiz.de/10015270945
The aim of this paper is to question the cognitive capitalism hypothesis: are the major transformations of the wage labour nexus and regime of accumulation, created a new capitalism era? A positive answer to this question then relegates to a second rank the thesis of financial capitalism. For...
Persistent link: https://www.econbiz.de/10005395022