Three essays in applied economics with panel data

Thesis: This dissertation is composed of three empirical articles resorting to econometric methods in panel data analysis to address various research questions. The main article investigates the evolution of the level of price transmission for the three major cereals (wheat, maize and rice) from the international commodity markets down to the local producers for 52 countries between 1970 and 2013 while attempting to identify the main drivers of the heterogeneity in pass-through. The second article measures the elasticity of air-traffic to GDP around the world and demonstrates that the relationship is very stable across régions and through time. Eventually, the third article models the mechanisms through which French life-insurers set the rate of return they pay annually to their policyholders.

Author(s)

Pierre-Emmanuel Darpeix

Date of publication
  • 2018
Keywords
  • Panel data
  • Air transportation
  • French life insurance
  • Price pass-Through
  • Cointegration
  • Error correction models
  • Dynamic panels
Issuing body(s)
  • Université Paris sciences et lettres
Date of defense
  • 01/10/2018
Thesis director(s)
  • François Bourguignon
Pages
  • 191 p.
Version
  • 1