Gourieroux, Christian, Monfort, Alain and Renne, Jean-Paul
(2022)
Required Capital for Long-Run Risks.
Journal of Economic Dynamics and Control, vol.144 (104502).
Gourieroux, Christian, Monfort, Alain
, Mouabbi, Sarah
and Renne, Jean-Paul
(2021)
Disastrous Defaults.
TSE Working Paper, n. 21-1237, Toulouse, France
Gourieroux, Christian, Jasiak, Joann
and Monfort, Alain
(2020)
Stationary Bubble Equilibria in Rational Expectation Models.
Journal of Econometrics, vol.218 (n°2).
pp. 714-735.
Gourieroux, Christian, Monfort, Alain
and Renne, Jean-Paul
(2020)
Identification and Estimation in Nonfundamental Structural Models.
Review of Economic Studies, vol.87 (n°4).
pp. 1915-1953.
Florens, Jean-Pierre, Gourieroux, Christian
and Monfort, Alain
(2019)
Model Risk Management: Limits and Future of Bayesian Approaches.
The Annals of Economics and Statistics, vol. 136.
pp. 1-26.
Gourieroux, Christian, Monfort, Alain
and Zakoïan, Jean-Michel
(2019)
Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations.
Econometrica, 87 (1).
pp. 327-345.
Gourieroux, Christian, Laffont, Jean-Jacques
and Monfort, Alain
(1983)
Révision Adaptative des Anticipations et Convergence vers les Anticipations Rationnelle.
Économie Appliquée.
Gourieroux, Christian, Laffont, Jean-Jacques
and Monfort, Alain
(1982)
Rational Expectations in Dynamic Linear Models: Analysis of the Solution.
Econometrica, 50 (2).
pp. 409-426.
Gourieroux, Christian, Laffont, Jean-Jacques
and Monfort, Alain
(1981)
Modèles Linéaires avec Anticipations Rationnelles : Solutions et Critères de Selection.
Cahiers du Séminaire d'Économétrie (n° 23).
pp. 15-46.
Gouriéroux, Christian, Laffont, Jean-Jacques
and Monfort, Alain
(1980)
Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Regimes.
Econometrica, 48 (3).
pp. 675-696.
Gourieroux, Christian, Laffont, Jean-Jacques
and Monfort, Alain
(1980)
Test of the Equilibrium Versus Disequilibrium Hypothesis : a Comment.
International Economic Review, 21 (1).
pp. 245-247.
Gourieroux, Christian, Laffont, Jean-Jacques
and Monfort, Alain
(1980)
Desiquilibrium Econometrics in Simultaneous Equations Systems.
Econometrica, 48 (1).
pp. 75-96.
Gourieroux, Christian, Laffont, Jean-Jacques
and Monfort, Alain
(1980)
On the Backward-Forward Procedure.
Economics Letters, vol. 5 (n° 3).
pp. 215-217.
Laffont, Jean-Jacques and Monfort, Alain
(1979)
Disequilibrium Econometrics in Dynamic Models.
Journal of Econometrics, 11 (2-3).
pp. 353-361.
Laffont, Jean-Jacques and Monfort, Alain
(1976)
Méthodes d'Estimation pour les Modèles d'Équilibre avec Rationnement.
Annales de l'INSEE.