References of "Dubois, David"
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See detailA Monte Carlo Analysis of the VAR-Based Indirect Inference Estimation of DSGE Models
Dubois, David ULg

E-print/Working paper (2011)

In this paper we study estimation of DSGE models. More specifically, in the indirect inference framework, we analyze how critical is the choice of the reduced form model for estimation purposes. As it ... [more ▼]

In this paper we study estimation of DSGE models. More specifically, in the indirect inference framework, we analyze how critical is the choice of the reduced form model for estimation purposes. As it turns out, simple VAR parameters performs better than commonly used impulse response functions. This can be attributed to the fact that IRF worsen identifica- tion issues for models that are already plagued by that phenomenon. [less ▲]

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See detailUnexpected Correlations in Fama-MacBeth Methodology Outcomes
Cavenaile, Laurent ULg; Dubois, David ULg; Hlávka, Jaroslav

in IUP Journal of Financial Economics (2011), IX(1), 7-23

This paper examines the Fama-MacBeth test of asset pricing models through its application to the Fama and French model. The Fama and French 25 sorted portfolios, 30 industrial portfolios and their ... [more ▼]

This paper examines the Fama-MacBeth test of asset pricing models through its application to the Fama and French model. The Fama and French 25 sorted portfolios, 30 industrial portfolios and their combination have been used. The data of monthly observations span over the period 1963-2008. Fama-MacBeth results reject the validity of the Fama and French model, but the presence of unexpected correlation casts doubt on these results. [less ▲]

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See detailAn empirical analysis of income convergence in the European Union
Cavenaile, Laurent ULg; Dubois, David ULg

in Applied Economics Letters (2011), 18(17), 1705-1708

In this article, we investigate the convergence process within the European Union. More particularly, we study the convergence process of the new entrants from Central and Eastern Europe and of the 15 ... [more ▼]

In this article, we investigate the convergence process within the European Union. More particularly, we study the convergence process of the new entrants from Central and Eastern Europe and of the 15 Western countries between 1990 and 2007. Applying a panel approach to the convergence equation derived from the Solow model, we show that new entrants and former members of the European Union can be seen as belonging to different groups of convergence. The existence of heterogeneity in the European Union or the Eurozone might affect their stability as the recent Greece’s sovereign debt crisis illustrates it. [less ▲]

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See detailAn Empirical Analysis of Income convergence in the European Union
Cavenaile, Laurent ULg; Dubois, David ULg

E-print/Working paper (2010)

In this paper, we investigate the convergence process within the European Union (27 countries). More particularly, we study the convergence process of the new entrants from Central and Eastern Europe and ... [more ▼]

In this paper, we investigate the convergence process within the European Union (27 countries). More particularly, we study the convergence process of the new entrants from Central and Eastern Europe and of the 15 Western countries between 1990 and 2007. Applying a panel approach to the convergence equation derived by Mankiw et al. (1992) from the Solow model, we highlight the existence of heterogeneity in the European Union and show that new entrants and former members of the European Union can be seen as belonging to significantly differ- ent groups of convergence. The existence of heterogeneity in the European Union or the Eurozone might affect their stability as the recent Greece’s sovereign debt crisis illustrates it. [less ▲]

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See detailEtude relative à l'évaluation du dispositif PERICLES (Partenariat Economique pour le Redéploiement Industriel et les Clusters par l'Economie Sociale)
Fecher-Bourgeois, Fabienne ULg; Van Caillie, Didier ULg; Crutzen, Nathalie ULg et al

Report (2009)

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See detailGuide méthodologique pour l'accompagnement des porteurs de projet en économie sociale
Van Caillie, Didier ULg; Fecher-Bourgeois, Fabienne ULg; Crutzen, Nathalie ULg et al

Report (2009)

This guide provides to Public Authorities and consultants guidelines and a structured questionnaire adapted for accompanying entrepreneurs in social economy.

Detailed reference viewed: 41 (8 ULg)