We use the French “Customs files”, which provide an exhaustive account of the international tradetransactions carried out by firms across the period 1986-1992, to analyze the link between imports,exports, and the employment of manufacturing firms. Firms constantly involved in international...

In this paper we explain how to use the rating histories provided by theinternal scoring systems of banks and by rating agencies in order to predictthe future risk of a given borrower or of a set of borrowers. The method isdeveloped following the steps suggested by the Basle Committee. To...

The purpose of this paper is to investigate the frequency polygon as a densityestimator for stationary random fields indexed by multidimensional lattice pointsspace. Optimal bin widths which asymptotically minimize integrated errors (IMSE)are derived. Under weak conditions, frequency polygons...

We prove uniform convergence results like a law of large numbers and a central limit theoremfor the integrated periodogram of a weak dependent time series. Those probabilistic results areused for Whittle’s parametric estimation. Using a general weakly dependent frame, we derivenew results,...

Intermarket network externalities take place when the utility of a good produced in a givenindustry varies with the size of the demand for a good produced in another. A particularlysignificant example of this phenomenon is provided by the interaction between the media andadvertising industries....