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Pascal St-Amour

Contact

Full Professor
Department of Economics

Full Professor
Department of Economics


Contact
Pascal.St-Amour@unil.ch
Internef, room 520
Tel 021.692.34.77

Postal address
Université de Lausanne
Quartier UNIL-Chamberonne
Bâtiment Internef
1015 Lausanne

Teaching

bachelor Finances publiques
Related programme
Bachelor of Science (BSc) in Economics
master Macro Finance
Related programmes
Master of Science (MSc) in Economics
Master of Science (MSc) in Finance : Financial Entrepreneurship and Data Science
Master of Science (MSc) in Finance, Orientation Asset and Risk Management
Master of Science (MSc) in Finance, Orientation Corporate Finance
bachelor Macroéconomie II
Related programme
Bachelor of Science (BSc) in Economics

Research

Research areas

Applied Econometrics

Economic History

Financial Economics

Macroeconomics

Collaborations

Interuniversity

Financial Asset Management and Engineering (FAME)
Fellow (September 2004)
Switzerland

Swiss Finance Institute
Fellow (Fall 2006)
Switzerland

Another collaboration

Banque Mondiale
Washington
U.S.A.

Events

Conferences

Aggregate Consumption and Portfolio Shares : Evidence and Theory
Conférence CIRANO Macro Finance, Montréal, June 2003
Canada

Asset Prices with Contingent Risk Preferences
North American Summer Meetings of the Econometric Society, Montréal, June 1998<br />
(presented by Stephen Gordon)
U.S.A.

Benchmarks in Aggregate Household Portfolios
NYKREDIT Symposium on Housing, Mortgage and Portfolio Choice, Copenhagen Business School, September 2007
Danemark

Benchmarks in Aggregate Household Portfolios
Royal Economic Society, University of Warwick, April 2007
Grande-Bretagne

Direct Preferences for Wealth in Aggregate US Household Portfolios
Econometric Society European Meeting, Vienna, August 2006
Autriche

Direct Preferences for Wealth in Aggregate US Household Portfolios
Canadian Economic Association, Montreal Canada, May 2006
Canada

Direct Preferences for Wealth in Aggregate US Household Portfolios
9th Conference of the Swiss Society for Financial Market Research,<br />
SWX Swiss Exchange, Zürich, April 2006
Suisse

Direct Preferences for Wealth in Aggregate US Household Portfolios
Finrisk Risk and Portfolio Management Seminar, SWX Swiss Exchange, Zürich, January 2006
Suisse

Families, Insurance and Employment in Developing Agricultural Economies
Meetings of the Society for Economic Dynamics, Oxford University, UK, June 1997<br />
(presented by Désiré Vencatachellum)
Grande-Bretagne

Ratchet vs Blasé Investors and Asset Market
European Financial Asset Management Conference,<br />
Basel Switzerland, July 2004
Suisse

Ratchet vs Blasé Investors and Asset Market
CEMAF/ISCTE Finance Conference, Lisbon, Portugal, 16-17 March 2004
Portugal

Reputation in Elective Production Teams
Society for Computational Economics, Yale University, June 2001<br />
(presented by D. Vencatachellum)
U.S.A.

Reputation in Elective Production Teams
Center for Nonlinear Dynamics in Economics and Finance Worshop on Economic Dynamics,<br />
University Van Amsterdam, January 2001<br />
(presented by D. Vencatachellum)
Pays-Bas

Slave Prices from Succession and Bankruptcy Sales in Mauritius, 1825-1827'
Allied Social Sciences, 2-5 January 2003, Washington DC
U.S.A.

State-Dependent Risk Aversion and Asset Prices
Meetings of the Northern Finance Association, Université Laval, September 1996
Canada

State-Dependent Risk Aversion and Asset Prices
Congress of the European Economics Association, Prague, September 1995<br />
(presented by Stephen Gordon)
Tchécoslovaquie

Total Wealh, Consumption and Portfolio Shares : Evidence and Theory
North American Summer Meetings of the Econometric Society, June 2001
U.S.A.

Congres

Asset Prices with Contingent Risk Preferences
12th Congress of the Canadian Macroeconomic Study Group, Montréal, November 1998
Canada

Birds of a Feather : Teams as a Screening Mechanism
Meetings of the Society for Economic Dynamics, University of Pennsylvania, Philadelphia, PA, June 1998
U.S.A.

Total Wealh, Consumption and Portfolio Shares : Evidence and Theory
14th Congress of the Canadian Macroeconomic Study Group, Hamilton, November 2000
Canada

Seminaires

Benchmarks in Aggregate Household Portfolios
University of Birmingham, November 2007
Grande-Bretagne

Assistants

Paola Colzani
paola.colzani@unil.ch
Tel: (021 692) 34 83
Room: NEF 533

full description
  Quentin Gallea
quentin.gallea@unil.ch
Tel: (021 692) 35 76
Room: NEF 554

full description
 
Yannis Mesquida
yannis.mesquida@unil.ch
Tel: (021 692) 33 24
Room: NEF 506

full description
 

Publications

38 last publications ordered by: publication type  -  year

: Peer Reviewed

Articles

Pelgrin F. , St-Amour P. (2016). Life Cycle responses to Health Insurance Status. Journal of Health Economics, 49, 76-96. Peer Reviewed


Hugonnier J., Pelgrin F. ; St-Amour P. (2013). Health and (Other) Asset Holdings. Review of Economic Studies, 80, 663-710. Peer Reviewed


Dionne G., St-Amour P. ; Vencatachellum D. (2009). Asymmetric information and adverse selection in mauritian slave auctions. Review of Economic Studies, 76, 1269-1295. Peer Reviewed


Normandin M. , St-Amour P. (2008). An empirical analysis of aggregate household portfolios. Journal of Banking and Finance, 32, 1583-1597. Peer Reviewed


Normandin M. , St-Amour P. (2005). Recursive Measures of Total Wealth and Portfolio Return. Applied Financial Economics, 15, 287-291. Peer Reviewed


Gordon S. , St-Amour P. (2004). Asset returns and State-Dependent Risk Preferences. Journal of Business and Economic Statistics, 22, 241-252. Peer Reviewed


Breton M., St-Amour P. ; Vencatachellum D. (2003). Dynamic production teams with strategic behavior. Journal of Economic Dynamics and Control, 27, 875-905. Peer Reviewed


Chenny S., St-Amour P. ; Vencatachellum D. (2003). Slave Prices from Succession and Bankruptcy Sales in Mauritius, 1825-1827. Explorations in Economic History, 40, 419-442. Peer Reviewed


Normandin M. , St-Amour P. (2002). Canadian Consumption and Portfolio Shares. Canadian Journal of Economics / Revue Canadienne d'Économique, 35, 737-756. Peer Reviewed


Gordon S. , St-Amour P. (2000). A Preference Regime Model of Bear and Bull Markets. American Economic Review, 90, 1019-1033. Peer Reviewed


Normandin M. , St-Amour P. (1998). Substitution, Risk Aversion, Taste Shocks and Equity Premia. Journal of Applied Econometrics, 13, 265-281. Peer Reviewed


In Proceedings

Breton M., St-Amour P. ; Vencatachellum D. (1998, Jul). Birds of a feather : Teams as a Screening Mechanism. Proceedings of the 8th International Symposium on Dynamic Games and Applications. Maastricht, the Netherlands (pp. 116-124).


Technical Reports

Hugonnier J., Pelgrin F. ; St-Amour P. (2010). A Structural Analysis of the Health Expenditures and Portfolio Choices of Retired Agents. Swiss Finance Institute.


Hugonnier J., Pelgrin F. ; St-Amour P. (2009). Health and (other) Asset Holdings. NCCR (National Centre of Competence in Research), FINRISK (Financial Valuation and Risk Management).


St-Amour P. (2007). Benchmarks in Aggregate Household Portfolios. Swiss Finance Institute.


Dionne G., St-Amour P. ; Vencatachellum D. (2006). Information Asymmetry in Mauritius Slave Auctions. Université de Lausanne - HEC - DEEP.


St-Amour P. (2006). Benchmarks in Aggregate Household Portfolios. Université de Lausanne - HEC - DEEP.


Normadin M. , St-Amour P. (2005). An Empirical Analysis of U.S. Aggregate Portfolio Allocations. Université de Zürich.


Normandin M. , St-Amour P. (2005). An Empirical Analysis of U.S. Aggregate Portfolio Allocations. Université de Lausanne - HEC - DEEP.


St-Amour P. (2005). Direct Preference for Wealth in Aggregate Household Portfolios. Université de Lausanne - HEC - DEEP.


St-Amour P. (2004). Ratchet vs Blasé Investors and Asset Markets. CIRANO (Centre interuniversitaire de recherche en analyse des organisations).


Thesis

Signé L. A., St-Amour P. , Pelgrin F. (Dir.) (2014). Studies on the interaction between health and financial allocations. Université de Lausanne, Faculté des hautes études commerciales.


Puddu S., St-Amour P. (Dir.) (2012). Indicators, feedbacks and policies : three essays in empirical banking. Université de Lausanne, Faculté des hautes études commerciales.


Jaccard I., St-Amour P. (Dir.) (2006). Asset pricing, real estate markets, and the business cycle: a dynamic general equilibrium approach. Université de Lausanne, Faculté des hautes études commerciales.


Master Thesis

Anderegg P., St-Amour P. (Dir.) (2011). Impact on Banking of Regulation Reform in OTC Derivatives Market (Zürcher Kantonal Bank - Zürich). Université de Lausanne, Faculté des hautes études commerciales.


Li X., St-Amour P. (Dir.) (2011). The high reserve holdings in China: What' the explanation?. Université de Lausanne, Faculté des hautes études commerciales.


Barmaz L., St-Amour P. (Dir.) (2010). Tax Competition among Swiss Cantons (BAK Basel Economics AG - Basel). Université de Lausanne, Faculté des hautes études commerciales.


Chassot S., St-Amour P. (Dir.) (2010). Household Price Elasticity of Electricity. Université de Lausanne, Faculté des hautes études commerciales.


Probst M., St-Amour P. (Dir.) (2010). The Business Cycle, Health, and Wealth: A Dynamic Analysis for the USA. Université de Lausanne, Faculté des hautes études commerciales.


Wu Y., St-Amour P. (Dir.) (2010). Testing U.S-East Asian Differences in Risk Preferences with C-CAPM. Université de Lausanne, Faculté des hautes études commerciales.


Jacquier S., St-Amour P. (Dir.) (2008). The Energy Market in Switzerland. Université de Lausanne, Faculté des hautes études commerciales.


Bissig M., St-Amour P. (Dir.) (2007). The Impact of Decentralization on Economic Growth: An Analysis of the Transmission Channels. Université de Lausanne, Faculté des hautes études commerciales.


Bui V., St-Amour P. (Dir.) (2005). An Empirical Analysis of the Relation between Debt and Growth in Developing Countries. Université de Lausanne, Faculté des hautes études commerciales.


Touré M., St-Amour P. (Dir.) (2005). Efficience Allocative et Organisationnelle des Association Rotatives d'Épargne et de Crédit. HEC - Montréal.


Essid B. O., St-Amour P. (Dir.) (2003). Modèle asymétrique non linéaire à transition lisse (ANST-GARCH) appliqué aux données canadiennes. HEC - Montréal.


Gabriele E., St-Amour P. (Dir.) (2003). Instruments Obligataires Brady : Modélisation et Evaluation Empirique. HEC - Montréal.


Rybicki H., St-Amour P. (Dir.) (2003). L'effet de l'introduction des options sur le rendement et le volume des contrats à terme: une analyse empirique. HEC - Montréal.


Tetiali O., St-Amour P. (Dir.) (2003). Richesse Totale et Prix des Actifs: Le Cas Canadien. HEC - Montréal.


Curriculum

Education

PhD Economics
(June 1995)
Queen's University
Kingston, Ontario, Canada

MA Economics
(June 1989)
McGill University
Montréal, Québec, Canada

BA Economics
(Nov. 1986)
McGill University
Montréal, Québec, Canada

Work experience

Assistant professor
Université Laval, Québec, Canada
1994-1999

Assistant professor
Ecole des Hautes Etudes Commerciales (HEC), Montréal, Québec, Canada
1999-2000

Associate professor
Ecole des Hautes Etudes Commerciales (HEC), Montréal, Québec, Canada
2000-2004

Keywords

  • asset pricing
  • economics history (2)
  • finance (6)
  • financial economics
  • macroeconomics

 
 
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