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Pascal St-Amour

Coordonnées

Professeur ordinaire
Département d'économie

Professeur ordinaire
Département d'économie


Contact
Pascal.St-Amour@unil.ch
Internef, bureau 520
Tél 021.692.34.77

Adresse postale
Université de Lausanne
Quartier UNIL-Chamberonne
Bâtiment Internef
1015 Lausanne

Enseignements

bachelor Finances publiques
Formation concernée
Baccalauréat universitaire ès Sciences en économie politique
master Macro Finance
Formations concernées
Maîtrise universitaire ès Sciences en économie politique
Maîtrise universitaire ès Sciences en finance, Orientation finance d'entreprise
Maîtrise universitaire ès Sciences en finance : Entrepreneuriat financier et science des données
Maîtrise universitaire ès Sciences en finance, Orientation gestion des actifs et des risques
bachelor Macroéconomie II
Formation concernée
Baccalauréat universitaire ès Sciences en économie politique

Recherches

Axes de recherche

Econométrie appliquée

Economie financière

Histoire économique

Macroéconomie

Collaborations

Interuniversitaires

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

Swiss Finance Institute
Fellow (Fall 2006)
Suisse

Autres collaborations

Banque Mondiale
Washington
U.S.A.

Evénements

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
Royal Economic Society, University of Warwick, April 2007
Grande-Bretagne

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

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
Congress of the European Economics Association, Prague, September 1995<br />
(presented by Stephen Gordon)
Tchécoslovaquie

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

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
Tél: (021 692) 34 83
Bureau: NEF 533

page personnelle
  Quentin Gallea
quentin.gallea@unil.ch
Tél: (021 692) 35 76
Bureau: NEF 554

page personnelle
 
Yannis Mesquida
yannis.mesquida@unil.ch
Tél: (021 692) 33 24
Bureau: NEF 506

 

Publications

42 dernières publications classées par: type de publication  -  année

: Revue avec comité de lecture

Articles

Pelgrin F. , St-Amour P. (2016). Life Cycle responses to Health Insurance Status. Journal of Health Economics, 49, 76-96. Revue avec comité de lecture


Hugonnier J., Pelgrin F. ; St-Amour P. (2013). Health and (Other) Asset Holdings. Review of Economic Studies, 80, 663-710. Revue avec comité de lecture


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


Normandin M. , St-Amour P. (2008). An empirical analysis of aggregate household portfolios. Journal of Banking and Finance, 32, 1583-1597. Revue avec comité de lecture


Normandin M. , St-Amour P. (2005). Recursive Measures of Total Wealth and Portfolio Return. Applied Financial Economics, 15, 287-291. Revue avec comité de lecture


Gordon S. , St-Amour P. (2004). Asset returns and State-Dependent Risk Preferences. Journal of Business and Economic Statistics, 22, 241-252. Revue avec comité de lecture


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


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. Revue avec comité de lecture


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


Gordon S. , St-Amour P. (2000). A Preference Regime Model of Bear and Bull Markets. American Economic Review, 90, 1019-1033. Revue avec comité de lecture


Normandin M. , St-Amour P. (1998). Substitution, Risk Aversion, Taste Shocks and Equity Premia. Journal of Applied Econometrics, 13, 265-281. Revue avec comité de lecture


Actes de conférence (partie)

Breton M., St-Amour P. ; Vencatachellum D. (1998, Juil). 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).


Rapports

Hugonnier J., Pelgrin F. ; St-Amour P. (2017). Valuing Life at Gunpoint. HEC Lausanne.


Hugonnier J., Pelgrin F. ; St-Amour P. (2017). Self-Inflicted Unemployment Scarring and Stigma. HEC Lausanne.


Hugonnier J., Pelgrin F. ; St-Amour P. (2016). Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life. HEC Lausanne.


Mesquida Y. , St-Amour P. (2016). Joint Lifetime Financial, Work, and Health Decisions: Thrifty and Healthy Enough for the Long Run?. HEC Lausanne.


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).


Thèses

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.


Mémoires

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

Formations

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

Expériences professionnelles

Professeur assistant
Université Laval, Québec, Canada
1994-1999

Professeur assistant
Ecole des Hautes Etudes Commerciales (HEC), Montréal, Québec, Canada
1999-2000

Professeur associé
Ecole des Hautes Etudes Commerciales (HEC), Montréal, Québec, Canada
2000-2004

Mots-clés

  • economie financière
  • finance (6)
  • histoire économique
  • macroéconomie
  • prix des actifs

 
 
Recherche


Internef - CH-1015 Lausanne - Suisse  -   Tél. +41 21 692 33 00  -   Fax +41 21 692 33 05
Swiss University