My Research

Publication

1. Guiding principles in setting cartel sanctions (with M. Boyer, A-C. Faye and E. Gravel) Concurrences No 3-2019. Available online at https://www.concurrences.com/en/review/issues/no-3-2019

2. The Continuum-GMM Estimation: Theory and Application. International Financial Markets [Book], Vol 1, June 2019. Available online at: https://doi.org/10.4324/9781315162775

3. Macroeconomic Forecast Accuracy in data-rich environment (with M. Leroux and D. Stevanovic). Journal of Applied Econometrics, July 2019, Available online at https://doi.org/10.1002/jae.2725

4. Synchronisation des Cycles Économiques au sein de la CEDEAO. Revue Internationale de Management et d'Economie Appliquée, Vol 1, No 2 Novembre 2018. [pdf]

5. Detecting and Measuring Nonlinearity. Econometrics 2018, 6(3), 37; https://doi.org/10.3390/econometrics6030037

6. Impact d'une unification monétaire de la CEDEAO sur l'économie béninoise. Revue d'Analyse des Politiques Economiques et Financieres, Vol 3, Numero 1, Fevrier 2018 [pdf]

7. Challenges and Pitfalls in Cartel Fining (with M. Boyer, A-C. Faye and E. Gravel). Canadian Competition Law Review, Vol 31, No 1, September 2018.

8. Efficient Estimation Using the Characteristic Function (with M. Carrasco). Econometric Theory. Vol 33, Issue 2, April 2017, pp. 479-526.

9. How Much Do Cartels Overcharge (with M. Boyer). Review of Industrial Organization. Vol 47, Issue 2, September 2015, pp. 119–153.

10. Are Cartel Fines Optimal? Theory and Evidence From the European Union (with M. Boyer, M-L. Allain and J-P. Ponssard). Int. Rev. of Law and Econ., Vol 42, June 2015, pp. 38-47.

11. Adaptive Realized Kernels (with M. Carrasco). Journal of Financial Econometrics, Volume 13, Issue 4, 1 September 2015, Pages 757–797.

12. The Indirect Continuum GMM Estimation. Comp. Statis. and Data Analysis, The Annals of Computational and Financial Econometrics, 2nd Issue, Vol 76, August 2014, pp. 464–488.

13. Applications of the Characteristic Function Based Continuum GMM in Finance. Comp. Statis. and Data Analysis. The Annals of Computational and Financial Econometrics, 1st issue, Vol 56 (11), November 2012, pp. 3599–3622.

Working Papers

1. Comparative Advantage and Growth Potential of the Democratic Republic of Congo (with F. M. Adoho) AfDB Working Paper No 359 [pdf]

2. Tunisie : Avantages comparatifs et développement de chaînes de valeurs africaines  (avec J. Eggoh)

3. The Unrealized Regional Trade Potential of the Democratic Republic of Congo (with F. M. Adoho) [pdf]

4. Product Space and Regional Trade in the ECOWAS [pdf]

5. Judicial errors, social costs of crime and optimal fine [pdf]

6. GDP Forecast Accuracy During Recessions (with D. Stevanovic) [pdf]

7. Optimal Binary Classification [pdf]

8. Regularized Generalized Empirical Likelihood (with M. Carrasco)

9. Investor Relation Quality and Mispricing (with Houdou Basse Mama) [pdf]

10. Aggregate Productivity Shocks, Zeros and Gravity (with B. Larue)

Reports and Book Chapters

1. Potentiel d'expansion des échanges commerciaux entre le Canada et les pays francophones d'Afrique de l'ouest. OFE-RP  no. 6

2. Potentiel d’expansion des échanges commerciaux entre les pays francophones d’Afrique de l’Ouest. OFE-RP  no. 1

3. Identification des points de retournement du cycle économique au Canada (avec Stevanovic et Surprenant). CIRANO 2019RP-05.

4. Prévisions de l'activité économique en temps de crise ( avec M. Paquette-Dupuis et D. Stevanovic).  CIRANO 2019RP-04.

5. Prévision de l’activité économique au Québec ( avec M. Leroux et D. Stevanovic).  CIRANO 2016RP-08.