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6 Research products, page 1 of 1

  • European Commission
  • ECODEC
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  • Publication . Preprint . Article . Other literature type . 2017
    Open Access English
    Authors: 
    Luc Bauwens; Jean-François Carpantier; Arnaud Dufays;
    Publisher: HAL CCSD
    Countries: Belgium, France
    Project: ANR | ECODEC (ANR-11-LABX-0047), EC | SanDAL (811017)

    Markov-switching models are usually specified under the assumption that all the parameters change when a regime switch occurs. Relaxing this hypothesis and being able to detect which parameters evolve over time is relevant for interpreting the changes in the dynamics of...

  • English
    Authors: 
    Berger, Loïc; Berger, Nicolas; Bosetti, Valentina; Gilboa, Itzhak; Hansen, Lars,; Jarvis, Christopher; Marinacci, Massimo; Smith, Richard,;
    Publisher: HAL CCSD
    Country: France
    Project: ANR | IPS (ANR-11-IDEX-0003), ANR | INDUCED (ANR-17-CE03-0008), EC | RISICO (336703), ANR | ECODEC (ANR-11-LABX-0047), EC | INDIMACRO (670337)

    Policymaking during a pandemic can be extremely challenging. As COVID-19 is a new disease and its global impacts are unprecedented, decisions need to be made in a highly uncertain, complex and rapidly changing environment. In such a context, in which human lives and the...

  • Publication . Article . 2021
    Open Access English
    Authors: 
    Loïc Berger; Nicolas Berger; Valentina Bosetti; Itzhak Gilboa; Lars Peter Hansen; Christopher I Jarvis; Massimo Marinacci; Richard D. Smith;
    Publisher: Proceedings of the National Academy of Sciences
    Countries: United Kingdom, France, Italy
    Project: ANR | IPS (ANR-11-IDEX-0003), EC | RISICO (336703), ANR | ECODEC (ANR-11-LABX-0047), EC | INDIMACRO (670337), ANR | INDUCED (ANR-17-CE03-0008)

    International audience; Policymaking during a pandemic can be extremely challenging. As COVID-19 is a new disease and its global impacts are unprecedented, decisions are taken in a highly uncertain, complex, and rapidly changing environment. In such a context, in which ...

  • Open Access English
    Authors: 
    Gautier, Eric; Hoderlein, Stefan;
    Country: France
    Project: ANR | ECODEC (ANR-11-LABX-0047), ANR | IPS (ANR-11-IDEX-0003), ANR | IPANEMA (ANR-13-BSH1-0004), EC | POEMH (337665)

    In this paper we study nonparametric estimation in a binary treatment model where the outcome equation is of unrestricted form, and the selection equation contains multiple unobservables that enter through a nonparametric random coefficients specification. This specific...

  • Other research product . Other ORP type . 2019
    English
    Authors: 
    Martin, Julien; Martinez, Alejandra; Mejean, Isabelle;
    Publisher: HAL CCSD
    Country: France
    Project: ANR | ECODEC (ANR-11-LABX-0047), EC | TRADENET (714597)

    International audience; More than three years after the unexpected Brexit vote of June 2016, there is still no exit agreement between the United Kingdom and the European Union. Although the conditions of Brexit and the corresponding economic consequences are still unkno...

  • Other research product . Other ORP type . 2020
    English
    Authors: 
    Gerschel, Elie; Martinez, Alejandra; Mejean, Isabelle;
    Publisher: HAL CCSD
    Country: France
    Project: EC | TRADENET (714597), ANR | ECODEC (ANR-11-LABX-0047)

    International audience; Before spreading globally, the Covid-19 epidemic was concentrated in the Hubei province. To contain the spread of the virus, the Chinese government has imposed quarantine measures and travel restrictions, entailing the slowdown of economic activi...