finance
Tree-based conditional copula estimation
This article proposes a regression tree procedure to estimate conditional copulas. The associated algorithm determines classes of observations based on covariate values and fits a simple parametric co ...
Dependence Modeling, Volume 13, Issue 1, 2025
economics
Private Wealth Over the Life Cycle: A Meeting Between Microsimulation and Structural Approaches
This paper embeds a structural model of private wealth accumulation over the life cycle within a dynamic microsimulation model designed for long-run projections of pensions. In such an environment, th ...
The Review of Income and Wealth, Volume 71, Issue 1, 2025
economics
Compensating against fuel price inflation: Price subsidies or transfers?
Compensating agents against substantial and sudden shocks requires both targeting tax policies and taking behavioral responses into account. Based on transaction-level data from France, this article e ...
Journal of Environmental Economics and Management, Volume 129, January, 2025