Bernard Gress
Here are my basic infos...:
My Curriculum Vitae (PDF) (Word.doc)
My CV and Job Market Paper (PDF)
... my Papers:
Semi-parametric Spatial Auto-covariance Models of Regional Growth Behaviour in Europe (PDF)... My Mathematica Package Nonparametrix.m for estimating non-parametric densities and regressions.
Co-authored with Roberto Basile, ISAE.
In this paper we use the regression approach to examine the growth behaviour of European regions in the period 1988-2000. We claim that the traditional neoclassical approach proposed by Barro and Sala-i-Martin (1991, 1992) and implemented by Mankiw, Romer and Weil (1992) for the analysis of countries’ growth behaviour cannot automatically be applied at the regional scale in Europe, since it does not consider the effects of labour market imperfection and does not take account of the presence of spatial dependence and of non-linearities (or multiple regimes) in growth behaviour. Thus, we propose a semi-parametric spatial auto-covariance model of regional growth behaviour in Europe which simultaneously controls for the effect of unemployment and takes account of the problems of non-linearities and spatial dependence.
Small Sample Properties of the Spatial AutoRegressive with Exogenous Variables (SARX) Model (PDF)
Chapter of Thesis. Analyzes the small-sample properties of a spatially autoregressive model with monte-carlo simulations.
Finding the Optimal Window-Width in the SPARX Model (PDF)
Chapter of Thesis. Analyzes the selection of optimal window-widths and optimal kernels in a semi-parametric spatially autocorrelated model through monte-carlo simulations.
A Fuzzy-ish Model of Learning and Forgetting in Consumer Choice (PDF)
Introduces a framework for incorporating dynamic updating of the consumer's preference ordering that can mimic learning and forgetting behaviour. Uses methods similar to those used in fuzzy logic.
A Model for Inconsistency in Consumer Choice (PDF)
Introduces a practical model for the simulation of imperfect choice within the traditional preference model of consumer behaviour.
... and SpatialEconometrics.m - a Package for doing spatial statistics and regression estimation.
... and some analysis of the Distributions of the S&P 100
This page has some pretty animations of non-parametric density estimations of stock returns evolving over time.
... and some-other-hobbies page.
