Vous trouverez ci-dessous les publications des membres de la Chaire en macroéconomie et prévisions :
2025
- Charpentier, Arthur, et Xavier Vamparys (2025), « Artificial Intelligence and Personalization of Insurance: Failure or Delayed Ignition? » Big Data & Society 12(1): 20539517241291817.
- Côté, Olivier, Marie-Pier Côté, et Arthur Charpentier (2025), « A Fair Price to Pay: Exploiting Causal Graphs for Fairness in Insurance ». Journal of Risk and Insurance 92(1): 33‑75.
- Foutel-Rodier, Félix, Arthur Charpentier, et Hélène Guérin (2025), « Optimal Vaccination Policy to Prevent Endemicity: A Stochastic Model ». Journal of Mathematical Biology 90(1): 1‑55.
2024
- Castro, Rui et Pavel Ševčík (2024), « Occupational choice, human capital and financial constraints » Canadian Journal of Economics/Revue canadienne d’économique, 57(3), 674-703
- Ambler, Steve (2024) « Putting Money Back in Monetary Policy. » Canadian Public Policy/Analyse de politiques 50, 62–72. Published in the special 50th anniversary edition of the journal.
- Behrens, Kristian, Florian Mayneris, et Théophile Ndjanmou Biéda (2024), « How Densely Do Manufacturing Establishments Occupy Land? » The Review of Economics and Statistics (Forthcoming)
- Behrens, Kristian, Brahim Boualam, Julien Martin, and Florian Mayneris (2024) « Gentrification and pioneer businesses », Review of Economics and Statistics 106, no. 1: 119-132.
- Behrens, Kristian (2024), « Casualties of border changes: evidence from nighttime lights and plant exit ». Economic Policy 39(118): 359‑406.
- Behrens, Kristian, Sergei Kichko, et Jacques-Francois Thisse (2024), « Working from home: Too much of a good thing? » Regional Science and Urban Economics 105: 103990.
- Behrens, Kristian, Sergei Kichko, et Philip Ushchev (2024), « ε-Ces Preferences and Trade ». Review of International Economics 32(4): 1567‑86.
- Brault, Joshua, and Hashmat Khan (2024), « Large firms and the cyclicality of US labour productivity. » Journal of Macroeconomics 82 (2024): 103643.
- Charpentier, Arthur (2024), « The role of government versus private sector provision of insurance », Journal of Risk and Insurance 91, no.4:983-989
- Fongang, Guy Martial Takam, Jean-François Guay, et Charles Séguin (2024), « Value of direct seeding mulch-based cropping system to field crop farmers in Quebec », Journal of Agriculture and Food Research 18: 101311
- Goulet Coulombe, Philippe (2024), « The macroeconomy as a random forest », Journal of Applied Econometrics, 39(3), 401–421.
- Goulet Coulombe, Philippe (2024), « To bag is to prune », Studies in Nonlinear Dynamics & Econometrics, (0).
- Goulet Coulombe, Philippe (2024), « A Neural Phillips Curve and a Deep Output Gap », Journal of Business & Economic Statistics, December, 1–22.
- Khan, Hashmat, Jean-Francois Rouillard and Santosh Upadhayaya (2024), « Consumer Confidence and Household Investment », Accepted for publication in Economic Inquiry
- Lalé, Etienne (2024), « Assessing Labour Market Conditions in Canada with Public-Use Microdata », Canadian Public Policy 50, no. 2:217-231.
- Leduc, Sylvain, Kevin Moran, et Robert J, Vigfusson (2024), « Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications », Review of Economics and Statistics, Forthcoming
- Martin, Julien, Florian Mayneris, et Ewane Theophile (2024), « The Price of Remoteness: Product Availability and Local Cost of Living in Ethiopia », Journal of Economic Geography: lbaf005.
- Moriah, Mulah, Franck Vermet, and Arthur Charpentier (2024), « Measuring and mitigating biases in motor insurance pricing », European Actuarial Journal: 1-37.
- Pelli, Martino, et Jeanne Tschopp (2024), « Storms, early education and human capital », Journal of Environmental Economics and Management: 103104
- Takam Fongang, Guy Martial, Isambert Leunga Noukwe, Jean-François Guay, et Charles Séguin (2024), « What Determines the Adoption of Conservation Agriculture? Evidence from Quebec », Environmental Management 74(4): 775‑89
2023
- Amand, Marnix, Arnaud Chéron, Florian Pelgrin, et Anthony Terriau (2023), « Soccer labour market equilibrium and efficient training of players », European economic review 156: 104461
- Barattieri, Alessandro, Patrice Borda, Alberto Brugnoli, Martino Pelli, et Jeanne Tschopp (2023), « The short-run, dynamic employment effects of natural disasters: new insights from Puerto Rico », Ecological Economics 205: 107693
- Barattieri, Alessandro, and Matteo Cacciatore (2023), « Self-harming trade policy? Protectionism and production networks. » American Economic Journal: Macroeconomics 15, no. 2: 97-128.
- Barry, Laurence, and Arthur Charpentier (2023), « Melting contestation: insurance fairness and machine learning« , Ethics and Information Technology 25, no. 4: 49.
- Barry, Amadou, Karim Oualkacha, and Arthur Charpentier (2023), « Alternative fixed-effects panel model using weighted asymmetric least squares regression. », Statistical Methods & Applications 32, no. 3: 819-841.
- Bec, Frédérique, Alain Guay, Heino Bohn Nielsen, et Sarra Saïdi (2023), « Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price », Studies in Nonlinear Dynamics & Econometrics
- Bošković, Branko, Ujjayant Chakravorty, Martino Pelli, et Anna Risch (2023), « The effect of forest access on the market for fuelwood in India », Journal of Development Economics 160: 102956
- Carmichael, Benoît, Gilles Boevi Koumou, et Kevin Moran (2023), « Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy », Journal of Quantitative Economics 21(4): 769‑802
- Chakravorty, Ujjayant, Ridhima Gupta, et Martino Pelli (2023), « The Economics of Rural Energy Use in Developing Countries », Handbook of Labor, Human Resources and Population Economics, éd, Klaus F, Zimmermann, Cham: Springer International Publishing, 1‑21
- Diebold, Francis X., Glenn D. Rudebusch, Maximilian Göbel, Philippe Goulet Coulombe, and Boyuan Zhang (2023), « When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume. » Journal of Econometrics 236, no. 2: 105479.
- Diebold, Francis X., Maximilian Göbel, and Philippe Goulet Coulombe (2023), « Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models.« , Energy Economics 124: 106833.
- Fuchs-Schündeln, Nicola, Dirk Krueger, André Kurmann, Etienne Lalé, Alexander Ludwig & Irina Popova (2023), « The Fiscal and Welfare Effects of Policy Responses to the Covid-19 School Closures », IMF Economic Review, 71, 35–98
- Guay, Alain, et Florian Pelgrin (2023), « Structural VAR Models in the Frequency Domain », Journal of Econometrics 236(1): 105466
- Kurmann, André, and Etienne Lalé (2023), « School closures and effective in-person learning during COVID-19 », Economics of education review 95: 102422.
- Lenoir, Clémence, Julien Martin, et Isabelle Mejean (2023), « Search Frictions in International Goods Markets », Journal of the European Economic Association 21(1): 326‑66
- Martin, Julien, Isabelle Mejean, et Mathieu Parenti (2023), « Relationship Stickiness, International Trade, and Economic Uncertainty », Review of Economics and Statistics: 1‑45
- Osotimehin, Sophie, et Latchezar Popov (2023), « Misallocation and intersectoral linkages », Review of Economic Dynamics 51: 177‑98
- Pelli, Martino, Jeanne Tschopp, Natalia Bezmaternykh, et Kodjovi M, Eklou (2023), « In the eye of the storm: Firms and capital destruction in India », Journal of Urban Economics 134: 103529
- Rojas, Miguel, Hanen Khemakhem, Philip Merrigan, et Sébastien Deschênes (2023), « Growth of credit union in Costa Rica: What are the determinants? » International Journal of Co-operative Accounting and Management 6(1)
- Takam Fongang, Guy Martial, Jean-François Guay, et Charles Séguin (2023), « A composite index measuring adoption of conservation agriculture among maize and soybean farmers in Québec », Agronomy 13(3): 777
2022
- Aguilera-Bravo, Asier, Miguel Casares et Hashmat Khan (2022), « Did US business dynamism recover in the 2010s ? », Economics Letters, 211, 110247
- Barattieri, Alessandro (2022), « Asymmetric trade liberalizations and current account dynamics », Canadian Journal of Economics, John Wiley & Sons, 55(2), 905-93
- Behrens, Kristian, Brahim Boualam, Julien Martin et Florian Mayneris (2022), « Gentrification and Pioneer Businesses », Review of Economics and Statistics, 1-45
- Charpentier, Arthur, Laurence Barry, and Molly R. James (2022), « Insurance against natural catastrophes: balancing actuarial fairness and social solidarity », The Geneva Papers on Risk and Insurance-Issues and Practice 47, no. 1: 50-78.
- Charpentier, Arthur, and Emmanuel Flachaire (2022), « Pareto models for top incomes and wealth » The Journal of Economic Inequality 20, no. 1: 1-25.
- Fortin-Gagnon, Olivier, Maxime Leroux, Dalibor Stevanovic et Stéphane Surprenant (2022), « A Large Canadian Database for Macroeconomic Analysis », Canadian Journal of Economics, 55(4), 1799-1833
- Foroni, Claudia, Massimiliano Marcellino et Dalibor Stevanovic (2022), « Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis », International Journal of Forecasting, 38(2), 596-612
- Kostyshyna, Olena et Etienne Lalé (2022), « On the evolution of multiple jobholding in Canada », Canadian Journal of Economics/Revue canadienne d’économique, 55(2), 1095-1134
- Lafrogne-Joussier, Raphael, Julien Martin et Isabelle Mejean (2022), « Supply Shocks in Supply Chains: Evidence from the Early Lockdown in China », IMF Economic Review
- Lyonnet, Victor, Julien Martin et Isabelle Mejean (2022), « Invoicing Currency and Financial Hedging », accepté pour publication dans Journal of Money, Credit and Banking
- Goulet Coulombe, Phillipe, Maxime Leroux, Dalibor Stevanovic et Stéphane Surprenant (2022), « How is Machine Learning Useful for Macroeconomic Forecasting? », Journal of Applied Econometrics, 37(5), 920-964
- Martin, Julien et Florian Mayneris (2022), « The Factory and the Hub: An Anatomy of Canada’s Import Dependence on the US », Canadian Public Policy, 48(3), 360-373
- Moran, Kevin, Dalibor Stevanovic et Adam Kader Touré (2022), « Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy », Canadian Journal of Economics – Special Issue on COVID Economics, 55(S1), 379-405
- Naguib, Costanza, Martino Pelli, David Poirier et Jeanne Tschopp (2022), « The impact of cyclones on local economic growth: Evidence from local projections », Economics Letters, 220, 110871
- Pelgrin, Florian et Alain Venditti (2022), « On the long-run fluctuations of inheritance in two-sector OLG models », Journal of Mathematical Economics, 101, 102670
2021
- Goulet Coulombe, Phillipe, Maxime Leroux, Dalibor Stevanovic et Stéphane Surprenant (2021), « Macroeconomic data transformations matter », Journal of Applied Econometrics, 37(4), 1338-1354
- Phaneuf, Louis et Jean Gardy Victor (2021), « On time-dependent nominal contracting models with positive trend inflation », Journal of Economic Dynamics and Control, 124, 104076
- Gupta, Ridhima et Martino Pelli (2021), « Electrification and cooking fuel choice in rural India », World Development, 146, 105539
- Hugonnier, Julien, Florian Pelgrin et Pascal St-Amour (2021), « Valuing Life as an Asset, as a Statistic and at Gunpoint », The Economic Journal, 132(643), 1095-1122
- Leduc, Sylvain, Kevin Moran et Robert J. Vigfusson (2021), « Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications », The Review of Economics and Statistics, 1-45
- Latzer, Hélène et Florian Mayneris (2021), « Average income, income inequality and export unit values », Journal of Economic Behavior & Organization, 185, 625-646
- Barattieri, Alessandro, Laura Moretti et Vincenzo Quadrini (2021), « Banks Funding, Leverage, and Investment », Journal of Financial Economics, 141(1), 148-171
- Barattieri, Alessandro, Matteo Cacciatore et Fabio Ghironi (2021), « Protectionism and the Business Cycle », Journal of International Economics, 129, 103417
- Casares, Miguel, Paul Gomme et Hashmat Khan (2021), « COVID-19 pandemic and economic scenarios for Ontario », Canadian Journal of Economics – Special Issue on COVID Economics, 55(S1), 503-539
- Brault, Joshua et Hashmat Khan (2021), « The Real Interest Rate Channel Is Structural in Contemporary New-Keynesian Models », Journal of Money, Credit and Banking, 54(5), 1551-1563
- Goulet Coulombe, Philippe et Maximilian Göbel (2021), « Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis », Journal of Climate, 34(13), 5523-5541
- Dolado, Juan J., Etienne Lalé et Nawid Siassi (2021), « From Dual To Unified Employment Protection: Transition And Steady State », Quantitative Economics, 12(2): 547–585
- Goulet Coulombe, Philippe, Massimiliano Marcellino et Dalibor Stevanovic (2021), « Can Machine Learning Catch the COVID-19 Recession? », National Institute Economic Review, 256, 71-109
- Guay, Alain (2021), « Identification of Structural Vector Autoregressions Through Higher Unconditional Moments? », Journal of Econometrics, 225(1), 27-46
- Charpentier, Arthur, Romuald Elie, and Carl Remlinger (2021), « Reinforcement learning in economics and finance », Computational Economics: 1-38.
- Charpentier, Arthur, Stéphane Mussard, and Téa Ouraga (2021), « Principal component analysis: A generalized Gini approach », European Journal of Operational Research 294, no. 1: 236-249.
- Denuit, Michel, Arthur Charpentier, and Julien Trufin (2021), « Autocalibration and Tweedie-dominance for insurance pricing with machine learning », Insurance: Mathematics and Economics 101: 485-497.
- Garon, Jean-Denis, et Charles Séguin (2021), « Environmental Tax Reform in a Federation with Rent-Induced Migration », Environmental and Resource Economics 78(3): 487‑519
- Leblanc, Gabriel, Marc Lucotte, Frédéric Mertens, et Charles Séguin (2021), « Profitability prospects, risk aversion and time preferences of soybean producers in the region of Santarém, Brazilian Amazon: perspectives for an ecological transition », Renewable Agriculture and Food Systems 36(3): 290‑98
- Purdon, Mark, Julie Witcover, Colin Murphy, Sonya Ziaja, Mark Winfield, Genevieve Giuliano, Charles Séguin, et al (2021), « Climate and Transportation Policy Sequencing in California and Quebec », Review of Policy Research 38(5): 596‑630
2020
- Ariu, Andrea, Florian Mayneris et Mathieu Parenti (2020), « One way to the top: How services boost the demand for goods », Journal of International Economics, 123, 103278
- Fontaine, François, Julien Martin et Isabelle Mejean (2020), « Price discrimination within and across EMU markets: Evidence from French exporters », Journal of International Economics, 124, 103300
- Kramarz, Francis, Julien Martin et Isabelle Mejean (2020), « Volatility in the small and in the large: The lack of diversification in international trade », Journal of International Economics, 122, 103276
- Behrens, Kristian, Brahim Boualam et Julien Martin (2020), « Are clusters resilient? Evidence from Canadian textile industries », Journal of Economic Geography, 20(1), 1-36
- Casares, Miguel, Hashmat Khan et Jean-Christophe Poutineau (2020), « The extensive margin and US aggregate fluctuations: A quantitative assessment », Journal of Economic Dynamics and Control, 120, 1-20
- Casares, Miguel et Hashmat Khan (2020), « The Timing and Intensity of Social Distancing to Flatten the COVID-19 Curve: The Case of Spain », International Journal of Environmental Research and Public Health, 17(19), 72-83
- Borowczyk-Martins, Daniel et Etienne Lalé (2020). « The Ins and Outs of Involuntary Part-time Employment », Labour Economics, 67, 1019-40
- Jacques, Philippe, Marie-Louise Leroux, et Dalibor Stevanovic (2020) « Poverty Among the Elderly: The Role of Public Pension Systems », International Tax and Public Finance, 28, 24–67
- Khan, Hashmat, Louis Phaneuf et Jean Gardy Victor (2020). « Rule-Based Monetary Policy and the Threat of Indeterminacy When Trend Inflation Is Low », Journal of Monetary Economics, 114, 317-333
- Barattieri, Alessandro, Maya Eden et Dalibor Stevanovic (2020) « Risk sharing, efficiency of capital allocation, and the connection between banks and the real economy », Journal of Corporate Finance, 60, 1015-1038.
- Boivin, Jean, Marc P. Giannoni et Dalibor Stevanovic (2020). « Dynamic Effects of Credit Shocks in a Data-Rich Environment », Journal of Business & Economic Statistics, 38(2): 272-284
- Ambler, Steve and Jeremy Kronick (2020). « Predicting Financial Crises: The Search for the Most Telling Red Flag in the Economy », C.D. Howe Institute Commentary, 564
- Barry, Laurence, and Arthur Charpentier (2020) « Personalization as a promise: Can Big Data change the practice of insurance? », Big Data & Society 7, no. 1: 2053951720935143.
- Charpentier, Arthur, and Ewen Gallic (2020), « La démographie historique peut-elle tirer profit des données collaboratives des sites de généalogie? », Population 75, no. 2-3: 391-421.
- Charpentier, Arthur, Romuald Elie, Mathieu Laurière, and Viet Chi Tran (2020), « COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability », Mathematical Modelling of Natural Phenomena 15: 57.
- Michaud, Pierre-Carl, Arthur Van Soest, and Luc Bissonnette (2020), « Understanding joint retirement. », Journal of economic behavior & organization 173: 386-401.
2019
- Borowczyk-Martins, Daniel et Etienne Lalé (2019). « Employment Adjustment and Part-time Work: Lessons from the United States and the United Kingdom », American Economic Journal: Macroeconomics, 11(1), 389-435.
- Lalé, Etienne (2019). « Labor-market Frictions, Incomplete Insurance and Severance Payments », Review of Economic Dynamics, 31, 411-435.
- Ambler, Steve and Jeremy Kronick (2019). « Do Demographics Affect Monetary Policy Effectiveness in Canada? », International Journal of Finance and Economics. 24(2), 787–811.
- Ambler, Steve and Fabio Rumler (2019). « The Effectiveness of Unconventional Monetary Policy in the Euro Area: An Event and Econometric Study », Journal of International Money and Finance, 94, 48–61
- Mukoyama, Toshihiko et Sophie Osotimehin (2019). « Barriers to reallocation and economic growth: the effects of firing costs », American Economic Journal: Macroeconomics, 11(4), 235-270
- Osotimehin, Sophie (2019). « Aggregate productivity and the allocation of resources over the business cycle », Review of Economic Dynamics, 32, 180-205
- Foroni, Claudia, Massimiliano Marcellino et Dalibor Stevanovic (2019). « Mixed frequency models with moving‐average components ». Journal of Applied Econometrics; 34(5), 688–706.
- Kotchoni, Rachidi, Maxime Leroux et Dalibor Stevanovic (2019). « Macroeconomic forecast accuracy in a data‐rich environment ». Journal of Applied Econometrics; 34(7), 1050– 1072.
- Barattieri, Alessandro, Maya Eden et Dalibor Stevanovic (2019). « Financial sector interconnectedness and monetary policy transmission », Macroeconomic Dynamics, 23(3), 1074-1101.
- Phaneuf, Louis et Jean Gardy Victor (2019). « Long‐Run Inflation and the Distorting Effects of Sticky Wages and Technical Change », Journal of Money, Credit and Banking, 51(1), 5-42
- Beaudry, Paul, Patrick Fève, Alain Guay et Franck Portier (2019) « When is Nonfundamentalness in VARs a Real Problem? », Review of Economic Dynamics, 34, 221-243
- Fève, Patrick et Alain Guay (2019). « Sentiments in SVARs », Economic Journal, 129(618), 877-896.
- Fortin, Pierre (2019). « Le programme de péréquation canadien : principes, formule et application », Revue de planification fiscale et financière, 39(2), 173-188.