Publications and working papers

Publications

• "The Effects of a Fat Tax on French Households' purchases: A nutritional approach", with P. Bertail et V. Nichèle, forthcoming in the American Journal of Agricultural Economics.

• "Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions",  with Y. Algan and W. Den Haan, Journal of Economic Dynamics and Control, 2010, vol. 34(1), p 59-68.

•  "Macroeconomic Implications of Financial Policy", with Y. Algan and E. Cárceles-Poveda, Review of Economic Dynamics, 2009, vol. 12(14), p 678-696. We would like to thank Pijoan-Mas, J. for providing us the code of his paper “Pricing Risk in Economies with Heterogeneous Agents and Incomplete Markets”, JEEA, 2007.

• "Using decomposed household food acquisitions as inputs of a Kinetic Dietary Exposure Model", with J. Tressou, Statistical Modelling, 2009, vol 9, p 27-50.

• "Solving Heterogenous-Agent Models with Parameterized Cross-Sectional Distributions", with Y. Algan and W. Den Haan, Journal of Economic Dynamics and Control, 2008, vol 32, p 875-908.

• "Capturing structural changes in French meat and fish demand over the period 1991-2002", with V. Nichèle,European Review of Agricultural Economics, 2007, vol 34, p 517-538.

• "Incomplete Unemployment Insurance under Aggregate fluctuations" with Y. Algan, Economics Bulletin, 2004, vol 5.

• "Local substitution and habit persistence: matching the moments of the equity premium and the risk-free rate", Review of Economic Dynamics, 2004, vol 7, p 265-296.

• "Histoire des peurs alimentaires, du Moyen Âge à l'aube du XXe siècle", ed Seuil, M. Ferrières, Comments on book with A. Lhuissier, Cahiers d'Economie et Sociologie Rurales, 2003, vol 66.

• "Habitudes de consommation et prime de risque sur le marché actions dans les pays du G7", with L. Cadiou et S. Dées. Economie et Prévision, 2001/1, vol 147, p 1-18.

Working papers

• AJAE appendix: The Effects of a Fat Tax on French Households' purchases: A nutritional approach", June 2008, with P. Bertail et V. Nichèle.

• "Markov Switching AIDS model: a technical note", October 2007.

Liste de références bibliographiques avec résumés, liens ou accès direct sur le texte des documents. (Source Prodinra, base de données institutionnelle).

Programs

Programs to simulate models without cross-sectional sampling variation. (Paper in JEDC 2008)

Matlab programs

• main program.
• example function that specifies a simple example savings function.
• external function.
• external function needed if fminsearch is used.
• external function needed if fminunc is used.


Note that the user only has to change bfunc and a small section of the main program.

Fortran programs

• main program.
• subroutines.


Note that the user only has to change the subroutine bfunc (in simul.f) and a small section of the main program.

Input files (used by both Fortran and Matlab programs)

• coefficients of the savings function.
• realizations of aggregate shock.
• coefficients of initial density for unemployed.
• coefficients of initial density for employed.
• transition probabilities.

Programs used for the coputational comparison project. (Paper in JEDC 2009)

• Read me file.
• Main programs and inputs files (zip file).

Programs to decompose a series of household quantities into individual quantities. (Paper in Statistical modelling)

SAS programs

• Individualization.
• SAS Macro.

Data

• Databases description.
• Databases(ZIP).