Article

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, 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.

Monograph

Gourieroux, Christian and Monfort, Alain (2025) Affine Feedforward Stochastic (AFS) Neural Network. TSE Working Paper, n. 25-1666, Toulouse

Gourieroux, Christian, Monfort, Alain, Mouabbi, Sarah and Renne, Jean-Paul (2021) Disastrous Defaults. TSE Working Paper, n. 21-1237, Toulouse, France