In this paper we propose a multivariate analysis of a cointegrated vectorial autoregressive model with structural breaks affecting the cointegrating vectors. These changes are previously recognized using a single-equation methodology. Asymptotic properties of the breaks dates estimators allow us...

The paper presents the GAMEO model. It is a dynamic microsimulation model which aims at analyse educational output. It develops a generational approach and put the stress on the ditribution of educational output differentiated by type an level of degree.

Housing returns are an important element in households’ housing tenure choices (buy/rent) and investors’ portfolio compositions. Usually in the absence of individual data, practitioners resort to the ratio of the average of rents to transaction prices over large areas to proxy these returns,...

The paper presents the GAMEO model. It is a dynamic microsimulation model which aims at analyse educational output. It develops a generational approach and put the stress on the ditribution of educational output differentiated by type an level of degree.