“...The aim of this paper is to characterize the one-dimensional stochastic differential equations, for which the eigenfunctions of the infinitesimal generator are...”

“...This paper shows that introducing habit persistence in a limited participation model allows to reproduce a persistent liquidity effect. Furthermore, the...”

“...On the basis of French individual data, this paper compares the effects of demographic change, changes in morbidity and changes in practices on the growth in...”

“...In many developed countries attempts to reform physicians payment schemes have failed. To analyze some of the difficulties, this paper studies reforms of...”

“...If the set of households which are income poor does not fully overlap with the set of the consumption poor, it could well be that income and consumption...”

“...The exponential affine pricing principle is applied to the family of skewed Laplace historical distributions. The risk-neutral distribution is shown to belong...”

“...To assess the uncertainty of calibrated parameters in computable general equilibrium (CGE), we study two methods for building confidence sets on these...”

“...We are interested in proving an equilibrium existence result in a general equilibrium model with incomplete nominal asset markets. When we relax the assumption...”

“...The purpose of this paper is to provide a flexible parametric methodology to measure nonmonotone relationships between two variables. Indeed, in this context,...”