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Publications

by members of

Departement für Quantitative Wirtschaftsforschung
Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät
Université de Fribourg - Universität Freiburg
Fribourg/Freiburg, Switzerland

(Department of Quantitative Economics, Faculty of Economics and Social Sciences, University of Fribourg)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2016

  1. DESCHAMPS, Philippe J., 2016. "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE 2016050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

2015

  1. Deschamps, P., 2015. "Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors," LIDAM Discussion Papers CORE 2015020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

2004

  1. Ansgar Belke & Barbara Styczynska, 2004. "The Allocation of Power in the Enlarged ECB Governing Council: An Assessment of the ECB Rotation Model," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 242/2004, Department of Economics, University of Hohenheim, Germany.

1997

  1. Deschamps, P. J., 1997. "Full maximum likelihood estimation of dynamic demand models," LIDAM Reprints CORE 1291, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1996

  1. Deschamps, P. J., 1996. "Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression," LIDAM Reprints CORE 1234, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1995

  1. DESCHAMPS , Philippe J., 1995. "Full Sample Maximum Likelihood Estimation of Dynamic Demand Models," LIDAM Discussion Papers CORE 1995049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1992

  1. Deschamps, P.J., 1992. "On the estimated variances of regression coefficients in misspecified error components models," Other publications TiSEM d0937309-75c2-411b-a9fa-f, Tilburg University, School of Economics and Management.

1990

  1. Deschamps, P., 1990. "Expectations And Intertemporal Separability In An Empirical Model Of Consumption And Investment Under Uncertainty," Papers 9010, Tilburg - Center for Economic Research.
  2. Deschamps, P.J., 1990. "On Fractional Demand Systems And Budget Share Positivity," Papers 9016, Tilburg - Center for Economic Research.
  3. Deschamps, P.J., 1990. "Joint Tests For Regularity And Autocorrelation In Allocation Systems," Papers 9042, Tilburg - Center for Economic Research.

1977

  1. DESCHAMPS, Philippe J., 1977. "Pricing for congestion in telephone networks: A numerical example," LIDAM Reprints CORE 286, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Journal articles

2012

  1. Deschamps, Philippe J., 2012. "Bayesian estimation of generalized hyperbolic skewed student GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3035-3054.

2011

  1. Deschamps, Philippe J., 2011. "Bayesian estimation of an extended local scale stochastic volatility model," Journal of Econometrics, Elsevier, vol. 162(2), pages 369-382, June.

2008

  1. Philippe J. Deschamps, 2008. "Comparing smooth transition and Markov switching autoregressive models of US unemployment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 435-462.

2006

  1. Deschamps, Philippe J., 2006. "A flexible prior distribution for Markov switching autoregressions with Student-t errors," Journal of Econometrics, Elsevier, vol. 133(1), pages 153-190, July.

2003

  1. Philippe J. Deschamps, 2003. "Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 209-236.

2000

  1. Deschamps, Philippe J., 2000. "Exact small-sample inference in stationary, fully regular, dynamic demand models," Journal of Econometrics, Elsevier, vol. 97(1), pages 51-91, July.

1998

  1. Deschamps, Philippe J., 1998. "Full maximum likelihood estimation of dynamic demand models," Journal of Econometrics, Elsevier, vol. 82(2), pages 335-359, February.

1996

  1. Philippe J. Deschamps, 1996. "Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression," Annals of Economics and Statistics, GENES, issue 43, pages 149-169.

1993

  1. Deschamps, P J, 1993. "Joint Tests for Regularity and Autocorrelation in Allocation Systems," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(2), pages 195-211, April-Jun.

1992

  1. Deschamps, Philippe J, 1992. "Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty," Empirical Economics, Springer, vol. 17(3), pages 419-450.

1991

  1. Deschamps, Philippe J., 1991. "On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models," Econometric Theory, Cambridge University Press, vol. 7(3), pages 369-384, September.

1988

  1. Deschamps, Philippe J., 1988. "A note on the maximum likehood estimation of allocation systems," Computational Statistics & Data Analysis, Elsevier, vol. 6(2), pages 109-112, March.

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