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by INSEE and the French Treasury. This working paper presents the new version of the model. The data used in the re-estimation … supply-side determinants. The re-estimation of the model has enabled us to take into account the structural evolutions of the … French economy that have occurred since the last estimation (notably in terms of changes in labour productivity growth, the …
Persistent link: https://www.econbiz.de/10008466043
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Standard empirical investigations of jump dynamics in returns and volatility are fairly complicated due to the presence of latent continuous-time factors. We present a new discrete-time framework that combines heteroskedastic processes with rich specifications of jumps in returns and volatility....
Persistent link: https://www.econbiz.de/10004976985
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We analyze the contract-based relationship between a local community and a private operator in charge of a water utility. An important feature of the regulation model is the existence of water network losses that may reduce the operator's cost. We derive solutions to the optimal contract both...
Persistent link: https://www.econbiz.de/10005627158
Si la simulation est une méthode de recherche de moins en moins obscure en sciences de gestion, son utilisation n … perpétuelle interaction avec leur environnement. À travers deux modèles de simulation illustratifs fondés sur la tradition de la … dynamique des systèmes, il propose de faire apparaitre l'intérêt de la simulation, à la fois pour le chercheur en sciences de …
Persistent link: https://www.econbiz.de/10009651545
formelle, puisque reposant sur la construction d’un modèle de simulation. Ainsi, à partir d’une collecte de données recensant …
Persistent link: https://www.econbiz.de/10008532419
construire un modèle de simulation informatique à travers un automate cellulaire. Notre modèle est, dans un second temps …
Persistent link: https://www.econbiz.de/10008532553
aux conditions initiales, émergence, changement brutal d’équilibre et coévolution. Ensuite, la simulation, à partir de …
Persistent link: https://www.econbiz.de/10008532625