Zobrazeno 1 - 10
of 121
pro vyhledávání: '"Florian Pelgrin"'
Publikováno v:
European Economic Review. 156:104461
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9af750d0535f654452d002b2942aa988
https://doi.org/10.1016/j.euroecorev.2023.104461
https://doi.org/10.1016/j.euroecorev.2023.104461
Autor:
Florian Pelgrin, Alain Venditti
Publikováno v:
Journal of Mathematical Economics
Journal of Mathematical Economics, 2022, 101, pp.102670. ⟨10.1016/j.jmateco.2022.102670⟩
Journal of Mathematical Economics, 2022, 101, pp.102670. ⟨10.1016/j.jmateco.2022.102670⟩
This paper provides a long-run cycle perspective to explain the behavior of the annual flow of inheritance as identified by Piketty [51] for France and Atkinson [3] for the UK. Using a two-sector Barro-type [9] OLG model with non-separable preference
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::95ca64ec403194bbd5aceb111561ebbb
https://halshs.archives-ouvertes.fr/halshs-03080407/document
https://halshs.archives-ouvertes.fr/halshs-03080407/document
Autor:
Florian Pelgrin, Salima El Kolei
Publikováno v:
Statistics & Probability Letters. 130:63-70
We propose a consistent and asymptotically normal parametric estimator for autoregressive heteroscedastic models with errors in variables based on contrast minimization and give an example for a discrete time observed CIR process with additive noises
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::168b9cfef8ca7569836bc47ff0e92ff2
https://doi.org/10.1016/j.spl.2017.07.011
https://doi.org/10.1016/j.spl.2017.07.011
Autor:
Florian Pelgrin, Pascal St-Amour
Publikováno v:
Journal of Health Economics. 49:76-96
Health insurance status can change over the life cycle for exogenous reasons (e.g. Medicare for the elders, PPACA for younger agents, termination of coverage at retirement in employer-provided plans). Durability of the health capital, endogenous mort
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cd86cd8f0bd0c7257a77e7d9725775cd
https://doi.org/10.1016/j.jhealeco.2016.06.007
https://doi.org/10.1016/j.jhealeco.2016.06.007
Publikováno v:
SSRN Electronic Journal.
The Human Capital (HK) and Statistical Life Values (VSL) differ sharply in their empirical pricing of a human life and lack a common theoretical background to justify these differences. We first contribute to the theory and measurement of life value
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9ea47c9c19b0c8cc1236d4aef293647b
https://doi.org/10.2139/ssrn.3156911
https://doi.org/10.2139/ssrn.3156911
Publikováno v:
SSRN Electronic Journal.
Near the end of life, health declines, mortality risk increases and curative is replaced by uninsured long-term care, accelerating the fall in wealth. Whereas standard explanations emphasize inevitable aging processes, we propose a com- plementary cl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a34dfeb7247fdfdc1ba73ee22c63ac50
https://doi.org/10.2139/ssrn.2938545
https://doi.org/10.2139/ssrn.2938545
Autor:
Alain Guay, Florian Pelgrin
Publikováno v:
Econometric Reviews. 35:344-372
In this article, we investigate the use of implied probabilities (Back and Brown, 1993) to improve estimation in unconditional moment conditions models. Using the seminal contributions of Bonnal and Renault (2001) and Antoine et al. (2007), we propos
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bec2960aa2124ef3dba542719d22d03b
https://doi.org/10.1080/07474938.2014.966630
https://doi.org/10.1080/07474938.2014.966630
Autor:
Eric Jondeau, Florian Pelgrin
Publikováno v:
Economics Letters. 124:341-347
The aggregation of individual random AR(1) models generally leads to an AR(∞) process. We provide two consistent estimators of aggregate dynamics based on either a parametric regression or a minimum distance approach for use when only macro data ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cbc28301efae0dd547cd08e688176b7f
https://doi.org/10.1016/j.econlet.2014.06.012
https://doi.org/10.1016/j.econlet.2014.06.012
Publikováno v:
Review of Economic Studies. 80(2):663-710
Despite clear evidence of correlations between financial and medical statuses and decisions, most models treat financial and health-related choices separately. This article bridges this gap by proposing a tractable dynamic framework for the joint det
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6d47a8cd3a5def9a0c7619a6dd4f8eb3
http://hdl.handle.net/10.1093/restud/rds033
http://hdl.handle.net/10.1093/restud/rds033
Autor:
Florian Pelgrin, Marnix Amand
Publikováno v:
SSRN Electronic Journal.
We show that, in heterogeneous-firm international trade models, common forms of heterogeneity and uncertainty drive a (multiplicative random) wedge between the observable exports distribution and the latent distribution of firm productivity. Even if
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::53d7c21c15060bca394516f8ab157f99
https://doi.org/10.2139/ssrn.2879623
https://doi.org/10.2139/ssrn.2879623