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Academic literature on the topic 'Microéconomie – Modèles économétriques'
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Dissertations / Theses on the topic "Microéconomie – Modèles économétriques"
Lazrak, Ali. "Essais en microéconomie des marchés financiers en temps continu." Toulouse 1, 1996. http://www.theses.fr/1996TOU10070.
Full textShould young people be less risk averse? Can one revover the utility function from the consumption and the investment strategies? Can one embed a descriptive model for asset price and interest rates by an equilibrium pure exchange economy endogenous asset price and interest rate? This thesis considers these problems in the context of a continuous time model for financial markets. In a general environment, we prove a martingale property of the risk tolerance process, and this martingale condition proves to be a very convenient tool to solve our problems. An important part of the analysis is devoted to the stochastic volatility model, and certain independent results concerning the role of options are established in the context of this model. Mathematical tools involved are the martingale representation theorem, the comparison theorem of the stochastic differential equations, and the theory of stochastic control
Colliard, Jean-Édouard. "Trois essais en microéconomie de la finance et de la banque." Paris, EHESS, 2012. http://www.theses.fr/2012EHES0010.
Full textThis dissertation includes three theory papers studying how institutional and regulatory frictions on financial markets can explain their dysfunctions, from temporary illiquidity episodes to full-fledged financial crises. This agenda, associated to what is sometimes called institutional finance is developed here through several applications : the regulation of banks, the revelation of information on financial markets, and the dynamics of limit order markets. The common theme of these papers is to show how financial markets are affected by the interaction of small frictions and strategic behavior, and, when applicable, study possible remedies
Venditti, Alain. "Fluctuations endogènes dans les modèles de croissance optimale : le rôle de l'arbitrage entre préférences intertemporelles, préférences statiques et structure technologique." Aix-Marseille 2, 1994. http://www.theses.fr/1994AIX24019.
Full textWe study the conditions for the existence of endogenous fluctuations in continuous and discrete time optimal growth models. We make use of the calculus of variations to study the stability of the steady state. The optimal paths depend on several exogenous elements: - a discount rate which describes the representative agent's intertemporal preferences; - the indirect utility function concavity properties. We prove that these properties arises from the agent's static preferences (i. E. The curvature of the instantaneous utility function) and the technological structure (i. E. The curvature of the production functions) the two main results are the following : - there exists for some values of the discount rate some optimal periodic paths in discrete and continuous time models, and some optimal quasi-periodic paths in the discrete model. - if the indirect utility function is weakly concave then the periodic paths may exist for arbitrarily low discount rate. This condition is in particular verified if static preferences are weakly concave and if the consumption good technology's return to scale are weakly decreasing
Bontemps, Christian. "Modèles de recherche d'emploi d'équilibre." Paris 1, 1998. http://www.theses.fr/1998PA010045.
Full textThis thesis is a contribution to the study of equilibrium search models. It consists of three parts the first one is dedicated to a survey of this kind of literature whereas the next two ones expose the models we develop and which incorporate (and generalise) features of previously developed equili- brium search models. In particular, the models allow for on-the-job search. Two kinds of heterogeneity are studied: in the second chapter, we introduce firms' heterogeneity and in the third chapter, we introduce both workers' and firms' heterogeneity. For both cases the equilibrium of the economy is studied in details. When the distribution of firms' productivities is continuous, there is a one-to-one function between wage offered and productivity. An important part of the theoretical analysis concerns the derivation of qualitative features of the equilibrium wage distributions. In fact, the existing models have the drawback of generating a wage earning distribution rather different from the empirical one. Firms' heterogeneity is necessary for a good fit. Other qualitative results relate the shape of the tail of the productivity distribution to the shape ot the tail of the wage offer distributions. In addition to this, we allow for mandatory minimum wage in the models and we derive necessary and sufficient conditions for the wage distributions to display a peak at the mandatory minimum wage. We develop a semi-parametric structural estimation method, based on an inversion from wages to productivities. This is applied to longitudinal data issued from the french labour survey enquête- emploi de l'INSEE)
Jardin, Mathieu. "Trois essais sur la relation entre performance et salaire : une application à l'économie du sport." Rennes 1, 2012. http://www.theses.fr/2012REN1G017.
Full textThis dissertation compile three studies aiming at illustrate both aspects of sports economics through the relation between performance and salary. The first aspect considers sport as an object of study (Chap. 3). The second one is about the utilization of sport as a laboratory where economical theories can be tested (Chap. 1 et 2). Chapter 1 study the relation between the intra-organization wage concentration and its performance. We propose to model a tournament where a team probability of victory is function (among others) of the wage concentration. The relation can be positive or negative depending of a parameter value. We then estimate this parameter value for a sample of American baseball matches. Our results show that wage concentration decreases the performance. Chapter 2 question the linearity of the wage concentration / performance relation. We replicate the parametric specifications usually employed with some modifications regarding to the estimations framework scale (same sample as in Chap. 1). Then, we compare these results with some semi-parametrical estimations which allow the relation to be established freely. We are thus able to demonstrate the relation non linearity. Chapter 3 evaluates the French first division football clubs efficiency between 2005 and 2009, with a Data Envelopment Analysis (DEA). In addition, we compute Malmquist indexes from clubs performances of each season in order to know the efficiency evolution. French clubs are globally efficient but the average performance has been decreasing over the studied period
Randriamboarison, Radonandrasana. "Modélisation et estimation de la demande touristique : un essai pour l'explication du paradoxe du secteur touristique français." Perpignan, 2003. http://www.theses.fr/2003PERP0523.
Full textThe motivations at the base of the researches presented in this thesis are primarilly related to the will to improve comprehension of tourists'behaviour. We limit ourselves to the case of tourists having chosen France as the destination country. While seeking the determinants relating to the tourism demand, we came to enlighten the discussion regarding the imbalance between the number of tourists arrivals and the income generated by the sector of tourism, which will be qualified as "paradox of the French tourist sector" Five econometric models are successively estimated. We show that contrary to the generally accepted ideas, the low number of stays and the geographical location of France explain only to one small degree the imbalance of the French tourist market. As matter of fact, such a situation can be viewed as the corollary linked to the rigidity of tourists'demand
Alvarez, Daziano Ricardo. "A Bayesian approach to Hybrid Choice models." Thesis, Université Laval, 2010. http://www.theses.ulaval.ca/2010/27726/27726.pdf.
Full textMicroeconometric discrete choice models aim to explain the process of individual choice by consumers among a mutually exclusive, exhaustive and finite group of alternatives. Hybrid choice models are a generalization of standard discrete choice models where independent expanded models are considered simultaneously. In my dissertation I analyze, implement, and apply simultaneous estimation techniques for a hybrid choice model that, in the form of a complex generalized structural equation model, simultaneously integrates discrete choice and latent explanatory variables, such as attitudes and qualitative attributes. The motivation behind hybrid choice models is that the key to understanding choice comes through incorporating attitudinal and perceptual data to conventional economic models of decision making, taking elements from cognitive science and social psychology. The Bayesian Gibbs sampler I derive for simultaneous estimation of hybrid choice models offers a consistent and efficient estimator that outperforms frequentist full information simulated maximum likelihood. Whereas the frequentist estimator becomes fairly complex in situations with a large choice set of interdependent alternatives with a large number of latent variables, the inclusion of latent variables in the Bayesian approach translates into adding independent ordinary regressions. I also find that when using the Bayesian estimates it is easier to consider behavioral uncertainty; in fact, I show that forecasting and deriving confidence intervals for willingness to pay measures is straightforward. Finally, I confirm the capacity of hybrid choice modeling to adapt to practical situations. In particular, I analyze consumer response to innovation. For instance, I incorporate proenvironmental preferences toward low-emission vehicles into an economic model of purchase behavior where environmentally-conscious consumers are willing to pay more for sustainable solutions despite potential drawbacks. In addition, using a probit kernel and dichotomous effect indicators I show that knowledge as well as a positive attitude toward the adoption of new technologies favor the adoption of IP telephony.
Bellakhal, Rihab. "L' évaluation des politiques de formation professionnelle : problèmes méthodologiques et application micro-économétrique selon plusieurs critères d'efficacité." Paris 1, 2009. http://www.theses.fr/2009PA010043.
Full textKabla-Langlois, Isabelle. "Approche microéconomique de la clause de divulgation du brevet d'invention." Paris, EHESS, 1999. http://www.theses.fr/1999EHES0052.
Full textSonntag, Jan. "Three essays in applied microeconomics : of norms and networks." Thesis, Paris, Institut d'études politiques, 2019. http://www.theses.fr/2019IEPP0020.
Full textThis dissertation revolves around two wider topics: social norms and production networks. The first chapter investigates a specific modern-day case study where social norms are leveraged in the fight against online hate speech to shed light on how norms shape political behavior more broadly. Using machine learning techniques, I show that speaking out against hateful views is an effective way of deterring further hate speech. The mechanism that most likely explains this effect is that vociferous contradiction in fact serves as a form of non-monetary punishment that raises the salience of a social norm. The second chapter focuses on the crucial role of image concerns in explaining the effect of social norms on behavior. While there are now plenty of studies showing that image concerns affect people on average, we still know very little about which individuals specifically drive that effect. I introduce a novel laboratory experiment designed to fill this gap. It generates an individual-specific measure of image concern, shows that there is substantial heterogeneity even in a small laboratory sample, and investigates how it correlates with other social preferences. The final chapter of my thesis focuses on production networks and in particular on vertical integration. Vertical integration give rise to anticompetitive behavior or indeed be a motive for it. I discuss one such mechanism, called vertical foreclosure, by which vertically integrating firms disrupt the supply of critical inputs to competitors. I leverage novel production network data to identify mergers and acquisitions between vertically related firms and show taht these mergers affect the supply chains of their rivals, which I interpret as evidence for foreclosure