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Business Cycle and Stock Market Volatility: A Particle Filter Approach
Casarin, Roberto; Trecroci, Carmine - Université Paris-Dauphine (Paris IX) - 2006
The recent observed decline of business cycle variability suggests that broad macroeconomic risk may have fallen as well. This may in turn have some impact on equity risk premia. We investigate the latent structures in the volatilities of the business cycle and stock market valuations by...
Persistent link: https://www.econbiz.de/10011072864
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Macroeconomic adjustment, socio-demographic change, and the evolution of income distribution in Côte d’Ivoire. A decomposition by microsimulation
Grimm, Michael - Université Paris-Dauphine (Paris IX) - 2001
This paper proposes a microeconomic decomposition of the evolution of income inequality in Côte d’Ivoire in the 1990s … inequality in Abidjan was the result of changes in the socio-demographic population structure and of changes in unobserved …/Non-Ivorian wage differential worked toward a more equal distribution. Concerning the link between growth and inequality, it is …
Persistent link: https://www.econbiz.de/10010707891
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Inégalités de niveaux de vie des actifs et des retraites francais: Ce que nous apprend la multi-décomposition de l'indice de Gini
Legendre, Bérangère - Université Paris-Dauphine (Paris IX) - 2012
France. The multi-decomposition of an inequality measure allows us to put into perspective the role of social spending and …. However, we question the extent to which this multidimensional inequality indicator is a relevant tool for the study of … intergenerational inequalities. Does the multidimensional inequality indicator allow to deliver conclusions regarding retirement …
Persistent link: https://www.econbiz.de/10010861583
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Trade Liberalization, Inequality and Poverty in Brazilian States
Menéndez, Marta; Castilho, Marta; Sztulman, Aude - Université Paris-Dauphine (Paris IX) - 2009
This paper studies the impact of trade liberalization and international trade on household income inequality and … more exposed to tariff cuts experienced smaller reductions in household poverty and inequality. If significance of results … on Brazilian states depends on the choice of poverty and inequality indicators, robust and contrasting results emerge …
Persistent link: https://www.econbiz.de/10010707096
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Programme de lutte contre la pauvreté et stratégie de croissance au Sénégal. Les deux politiques se complètent-elles ?
Mesplé-Somps, Sandrine - Université Paris-Dauphine (Paris IX) - 2007
Since 2004, the Government of Senegal has adopted an accelerated growth program in the aim o reducing poverty by half before 2015 (Millennium Development Goal). This article criticizes thi program by analysing his pro-poor components. It shows that policies are too much oriented toward sectors...
Persistent link: https://www.econbiz.de/10010707598
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Urban Poverty Dynamics in Peru and Madagascar, 1997-99: A Panel Data Analysis
Herrera, Javier; Roubaud, François - Université Paris-Dauphine (Paris IX) - 2005
results suggest that the spatial inequality dimension should be added to analyses of income and poverty transition dynamics. …
Persistent link: https://www.econbiz.de/10010707612
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Impact des financements internationaux sur les inégalités des pays en développement
Mesplé-Somps, Sandrine; Chauvet, Lisa - Université Paris-Dauphine (Paris IX) - 2007
aid and migrants’ remittances. Results suggest that FDI increases inequality, while remittances tend to reduce inequality …
Persistent link: https://www.econbiz.de/10010707880
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Poverty Dynamics in Peru, 1997-1999
Herrera, Javier - Université Paris-Dauphine (Paris IX) - 2001
How has poverty changed during the 1997-99 period, when the Peruvian economic performance deteriorated seriously under the negative impact of the international financial crisis? The answer to this question has traditionally relied on cross-section comparisons of poverty indicators. In this paper...
Persistent link: https://www.econbiz.de/10010708046
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Etude sur la croissance partagée au Sénégal, 2001-2005
Mesplé-Somps, Sandrine; Robilliard, Anne-Sophie - Université Paris-Dauphine (Paris IX) - 2010
Persistent link: https://www.econbiz.de/10010708242
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Inequalities between retirees and workers: an empirical model to capture the effect of taxation
Legendre, Bérangère - Université Paris-Dauphine (Paris IX) - 2011
exemptions. Pensions are more equally distributed than income received from employment, and intra-cohort inequality does not seem … to be a more convincing explanation. What is the impact of differential taxation on the inequality between retirees and …
Persistent link: https://www.econbiz.de/10010708909