In the past twenty years, household wealth undergoes profound changes and in particular a notable increase of the share of financial wealth. The hike of stock market prices in the late 1990s, the burst of the speculative bubble since the summer of 2000 and the continued upsurge of housing prices...

Cet article se propose d’étudier l’influence de l’âge sur la composition des patrimoines, notamment sur la détention d’actifs risqués. En effet, une hypothèse souvent avancée est que, plus l’horizon de vie se raccourcit, plus la détention d’actifs risqués devrait se réduire....

Les relations entre les variables sociodémographiques et la pauvreté ont été étudiées à partir des données issues du recensement général de la population et de l'habitation de 2002 avec un modèle de régression fondé sur les caractéristiques d'habitation et les conditions de vie des...

A microsimulation of demographic behaviours using the 1997 Insee Survey about Young People and Job Histories (Robert-Bobée 2001) leads to the following results: if demographic behaviours remain the same as the ones observed in 1995-1996, completed fertility may decrease to less than 2 children...

This paper provides evidence based on French macroeconomic data, that shocks on the cost of oil inputs are transmitted asymmetrically to the prices of fuel. We use an error correction model to estimate the dynamics of the transmission of the cost of crude oil expressed in French currency, to the...

This paper examines whether patenting increases the private incentives to innovate in manufacturing. In order to study this issue, we build a model in which the value of an innovation depends both on the type of innovation implemented (product, process) and on the existence or not of a patent...

This paper presents a new modelling of demographic events in the microsimulation model Destinie: union formations, union disruptions and births. The previous modelling was based on the 1997 Insee Survey on Young People and Job Histories, whose sample was of limited size (20 000 persons aged 19...

The author constructs a formal analytic framework to simulate the impact of various economic shocks on the household debt-service ratio, using data from the Canadian Financial Monitor (CFM) survey. The impact of these shocks on individual households depends on the socio-economic characteristics...

We use a multivariate hazard model to analyse the ratification behaviour of ILO conventions by developing countries. The model accounts for two random effects: one at the country level, the other at the convention level. After investigating identification, we use a semi-parametric Bayesian...

Compte tenu de l'importance de l'étude de la dépendance extrême, nous avons essayé de déterminer l'approche qui semble être la meilleure pour l'étude des risques extrêmes. Pour atteindre ce but, nous avons mené une étude du coefficient de dépendance de queue pour les trois approche :...