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Housing wealth accumulation: The role of public housing

Goffette-Nagot, Florence; Sidibé, Modibo - HAL - 2014

The public housing sector provides housing units at below-market rents, potentially allowing its tenants to save for a downpayment more quickly than they would have otherwise. In this paper, we analyze the effect of a spell in public housing on age at first-time homeownership using the French...

Persistent link: https://www.econbiz.de/10010732220

The role of education and family background in marriage, childbearing and labor market participation in Senegal

Marchetta, Francesca; Sahn, David - HAL - 2012

-equation framework that allows us to account for the endogeneity that arises from the simultaneity of the decisions that we model …

Persistent link: https://www.econbiz.de/10010899785

The anatomy of prices on the French fish market

Gobillon, Laurent; Wolff, François-Charles; … - HAL - 2013

Hedonic price regressions have become a standard tool to study how prices of commodity goods are related to quality attributes. In this paper, we extend the traditional price specification by incorporating three sources of unobserved heterogeneity related to sellers, buyers, and matches between...

Persistent link: https://www.econbiz.de/10010739032

The econometrics of auctions with asymmetric anonymous bidders

Lamy, Laurent - HAL - 2008

We consider standard auction models when bidders' identities are not observed by the econometrician. First, we adapt the definition of identifiability to a framework with anonymous bids and we explore the extent to which anonymity reduces the possibility to identify private value auction models....

Persistent link: https://www.econbiz.de/10010739122

Unemployment and employment dynamics in the Mexican segmented labour market

Joutard, Xavier; Teyssier, Luis A.I. Sagaon - HAL - 2006

This paper analyses unemployment and employment dynamics in the urban Mexican labour market. We use amethod to distinguish between the effects of duration dependence and unobserved heterogeneity. Cohort effects are added and identified within the dependent concurrent risks model. We consider the...

Persistent link: https://www.econbiz.de/10008793753

A Smooth Transition Long-Memory Model

Aloy, Marcel; Dufrenot, Gilles; Tong, Charles Lai; … - HAL - 2012

This paper proposes a new fractional model with a time-varying long-memory parameter. The latter evolves nonlinearly according to a transition variable through a logistic function. We present a LR-based test that allows to discriminate between the standard fractional model and our model. We...

Persistent link: https://www.econbiz.de/10010933920

Exchange Rate Flexibility across Financial Crises

Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - HAL - 2010

This paper studies the impact of global financial turmoil on the exchange rate policies in emerging countries. Many emerging countries have loosened the link of their currencies to the US dollar since the bursting of the subprime crisis in July 2007. Spillovers from advanced financial markets to...

Persistent link: https://www.econbiz.de/10011026166

An exponential FISTAR model applied to the US real effective exchange rate

Boutahar, Mohamed; Mootamri, Imene; Peguin-Feissolle, Anne - HAL - 2007

The aim of this paper is to study the dynamics of the US real effective exchange rate by capturing nonlinearity and …

Persistent link: https://www.econbiz.de/10008794103

A fractionally integrated exponential STAR model applied to the US real effective exchange rate

Boutahar, Mohamed; Mootamri, Imene; Peguin-Feissolle, Anne - HAL - 2008

The aim of this paper is to study the dynamics of the US real effective exchange rate by capturing nonlinearity and …

Persistent link: https://www.econbiz.de/10008794371

Large sample properties of the matrix exponential spatial specification with an application to FDI

Debarsy, Nicolas; Jin, Fei; Lee, Lung-Fei - HAL - 2013

quasi-maximum likelihood estimator (QMLE) for the MESS is consistent under heteroskedasticity, a property not shared by the …,1), the QMLE can be consistent under unknown heteroskedasticity when the spatial weights matrices in the two MESS processes … efficient than the QMLE under non-normality. In the heteroskedastic case, an optimal GMME can be more efficient than the QMLE …

Persistent link: https://www.econbiz.de/10010935045