Contract theory; insurance economics; labor economics; public economics; theoretical and applied econometrics.
I have taught microeconomics, macroeconomics, econometrics at various levels and in various places.
This year I am teaching Microeconomics (1st year Masters).
The Economics of Contracts: A Primer, MIT Press, 1997 (translated into Japanese by Keiso Shobo Publishers, 2000; and into Chinese by Shanghai University Press, 2002.) New edition (2005): improved and updated, but still mercifully short (translated into French by Economica, 2012; a Russian edition is in preparation at Delo Publishing House.)
The Microeconomics of Market Failures, MIT Press, 2000 (translated into Chinese by Shanghai University Press, 2004.)
The Economics of Taxation, MIT Press, 2003 (translated into Chinese by Shanghai University Press, 2005.) New, improved and updated edition (2011.)
Estimation of Multimarket Fix-Price Models: an Application of Pseudo-Maximum Likelihood Methods, Econometrica (1989), 57, 831-860 (with Guy Laroque.)
Long Term, Short Term, and Renegotiation: On the Value of Commitment in Contracting, Econometrica (1990), 58, 597-619 (with Patrick Rey.)
Sélection adverse et aversion pour le risque, Annales d'économie et de statistique (1990), 18, 131-149.
Wage and Price Adjustment in a Multimarket Disequilibrium Model, Journal of Applied Econometrics (1991), 6, 1-15.
Spéculation, prix et bien-être, Annales d'Economie et de Statistique (1991), 24, 209-246 (with Stéphane Gregoir.)
Simulation-based Estimation of Models with Lagged Latent Variables, Journal of Applied Econometrics (1993), 8, S119-S133 (with Guy Laroque), reprinted in Econometric Inference Using Simulation Techniques, H. Van Dijk, A. Monfort et B. Brown eds, John Wiley (1995.)
Repeated Moral Hazard: the Role of Memory and Commitment, European Economic Review (1994), 38, 1527-1553 (with Pierre-André Chiappori, Ines Macho and Patrick Rey.)
Estimating the Canonical Disequilibrium Model: Asymptotic Theory and Finite Sample Properties, Journal of Econometrics (1994), 62, 165-210 (with Guy Laroque.)
Measuring the Incidence of Insider Trading: A Comment on Shin, Economic Journal (1994), 104, 1418-1419 (with Bruno Jullien.)
Macroeconometric Disequilibrium Models, in the Handbook of Applied Econometrics: Macroeconomics, H. Pesaran and M. Wickens eds, Basil Blackwell (1995) (with Guy Laroque.)
Un modèle de déséquilibre de la courbe de Phillips en France et en Allemagne, Annales d'économie et de statistique (1996), 44, 1-28 (with Guy Laroque.)
On the Value of Commitment in Contracting with Asymmetric Information", Econometrica (1996), 64, 1395-1414 (with Patrick Rey.)
Empirical Contract Theory: The Case of Insurance Data, European Economic Review (1997), 41, 943-950 (with Pierre-André Chiappori.)
La réglementation des monopoles naturels, in A. Perrot ed., Réglementation et concurrence, Economica (with Pierre-Philippe Combes and Bruno Jullien) (1997.)
Normal Estimators for Cointegrating Relationships, Economics Letters (1997), 55, 184-189 (with Guy Laroque.)
Le partage des profits agrégés, Annales d'Economie et de Statistique (1998), 51, 169-185.
Développements récents en économétrie des contrats, Revue Economique (1999), 50, 611-620.
Early Starters vs Late Beginners (with Pierre-André Chiappori and Julie Valentin), Journal of Political Economy (1999), 107, 731-760.
Guide pratique des séries non-stationnaires, Economie et Prévision (1999), 137, 119-141.
Should More Risk-Averse Agents Exert More Effort? (with Bruno Jullien and François Salanié), Geneva Papers on Risk and Insurance Theory (1999), 24, 19-28; reprinted in the Geneva Risk and Insurance Review 40th anniversary issue (2015).
Testing for Asymmetric Information in Insurance Markets (with Pierre-André Chiappori), Journal of Political Economy (2000), 108, 56-78.
Estimating Preferences under Risk: The Case of Racetrack Bettors (with Bruno Jullien), Journal of Political Economy (2000), 108, 503-530.
Prélèvements et transferts sociaux : une analyse descriptive des effets incitatifs (with Guy Laroque), Economie et statistique (2000), 328.
Une décomposition du non-emploi en France (with Guy Laroque), Economie et statistique (2000), 331.
Une maquette analytique du marché du travail à long terme, Economie et prévision (2000), 146, 1-13.
Labor Market Institutions and Employment in France (with Guy Laroque), Journal of Applied Econometrics (2002), 17, 25-48. This paper was awarded the Richard Stone Prize in 2004.
Optimal Demogrants with Imperfect tagging, Economics Letters (2002), 75, 319-324.
Temps partiel féminin et incitations financières à l'emploi" (with Guy Laroque), Revue Economique (2002), 53, 1127-1147.
Testing Contract Theory: A Survey of Some Recent Work (with Pierre-André Chiappori), in Advances in Economics and Econometrics, vol 1, M. Dewatripont, L. Hansen and S. Turnovsky eds, Cambridge University Press.
Testing Contract Theory, CESifo Economic Studies (2003), 49, 461-477.
Fécondité et offre de travail des femmes (with Guy Laroque), Economie publique (2003), 13, 61-94.
Salaire minimum et emploi en présence de négociations salariales (with Guy Laroque), Annales d'Economie et de Statistique, 73, 1-22.
Fertility and Financial Incentives in France (with Guy Laroque), CESIfo Economic Studies (2004), 50, 423-450.
A Nonparametric Simulated Maximum Likelihood Estimation Method (with Jean-David Fermanian), Econometric Theory (2004), 20, 701-734.
Asymmetric Information in Insurance: General Testable Implications (with Pierre-André Chiappori, Bruno Jullien and François Salanié), Rand Journal of Economics (2006), 37, 783-798.
Screening Risk-averse Agents under Moral Hazard: Single-crossing and the CARA Case (with Bruno Jullien and François Salanié), Economic Theory (2007), 30, 151-169.
On Competitive Equilibria with Asymmetric Information (with Jérôme Pouyet and François Salanié), The B.E. Journal of Theoretical Economics (2008), Vol. 8: Iss. 1 (Topics), Article 13.
Empirical Evidence on the Preferences of Racetrack Bettors (with Bruno Jullien), in the Handbook of Investments, vol. 6: Efficiency of Sports and Lottery Betting Markets, Don Hausch and Bill Ziemba eds. (2008)
Modeling Competition and Market Equilibrium in Insurance: Empirical Issues (with Pierre-André Chiappori), American Economic Review Papers and Proceedings (2008), 98, 146-150.
Identifying Preferences under Risk from Discrete Choices (with Pierre-André Chiappori, Amit Gandhi, and François Salanié), American Economic Review Papers and Proceedings (2009.)
Asymmetric Information in Insurance Markets: Predictions and Tests (with Pierre-André Chiappori), Handbook of Insurance, 2nd edition (G. Dionne, ed. 2014)
Comment on "Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market" by Besley, Meads, and Surico, NBER Macroeconomics Annual 2012, Volume 27, Daron Acemoglu, Jonathan Parker, and Michael Woodford, eds 2014.
Identifying the Response of Fertility to Financial Incentives (with Guy Laroque), Journal of Applied Econometrics, 29, 319-332 (2014).
Partial Identification of Finite Mixtures in Econometric Models (with Marc Henry and Yuichi Kitamura), Quantitative Economics, 5, 123-144 (2014).
Homage to Richard Arnott, Economics of Transportation, 4, 5--6 (2015).
The Econometrics of Matching Models (with Pierre-André Chiappori), Journal of Economic Literature, 54, 832-861 (2016).
Inference on Two-component Mixtures under Tail Restrictions (with Koen Jochmans and Marc Henry), Econometric Theory (2017), 33, 610-635.
Higher Order Improvements for Approximate Estimators (with Dennis Kristensen), Journal of Econometrics (2017), 198, 189-208.
Equilibrium in Insurance Markets: An Empiricist's View, Geneva Risk and Insurance Review (2017), 42, 1-14.
The Econometrics and Some Properties of Separable Matching Models (with Alfred Galichon), American Economic Review Papers and Proceedings (2017), 107, 251-255.
Partner Choice, Investment in Children, and the Marital College Premium (with Pierre-André Chiappori and Yoram Weiss), American Economic Review (2017), 107, 2109-2167.
Edmond Malinvaud's Contributions to Microeconomics (with Guy Laroque), Annals of Economics and Statistics (2017), 125/126, 41-56.
Divorce and the Duality of Marital Payoff (with Pierre-André Chiappori and Natalia Radchenko), Review of Economics of the Household (2018), 10, 833-858. Read-only link to published version.
On Human Capital and Team Stability (with Pierre-André Chiappori and Alfred Galichon), forthcoming in the Journal of Human Capital (2018).
Identifying Effects of Multivalued Treatments (with Sokbae Lee), forthcoming in Econometrica (2018). Online Appendix.
From Aggregate Betting Data to Individual Risk Preferences (with Pierre-André Chiappori, François Salanié, and Amit Gandhi), forthcoming in Econometrica (2018). Online Appendix.
Cupid's Invisible Hand: Social Surplus and Identification in Matching Models (with Alfred Galichon).
Individual Decisions under Risk, Risk Sharing and Asset Prices with Regret (with Christian Gollier).
Identification in Separable Matching with Observed Transfers.
IIA in Separable Matching Models (with Alfred Galichon).
Testing for Moral Hazard When Adverse Selection is Present (with Juan Carlos Escanciano and Nese Yildiz).
Fast, "Robust", and Approximately Correct: Estimating Mixed Demand Systems (with Frank Wolak).