Paris School of Economics - École d'Économie de Paris

La science économique au service de la société

Jean-Pierre Danthine

Jean-Pierre Danthine

Professeur associé à PSE

Campus Jourdan – 48 Boulevard Jourdan 75014 Paris

5e étage, bureau 49

Tél. 01 80 52 17 05

Président du Conseil d'Administration

  • Santé
  • Dynamique macroéconomique
  • Économie financière
  • Macroéconomie et accumulation d’actifs
  • Marché du travail
  • Politiques monétaires et budgétaires
  • Risques, marchés financiers et assurance
  • Économie Européenne

Articles dans des revues à comité de lecture

  • Danthine, J.-P., „Martingale, Market Efficiency and Commodity Prices”, European Economic Review, vol. 10, pp. 1-17, 1977.
  • Danthine, J.-P., „Information, Futures Prices and Stabilizing Speculation“, Journal of Economic Theory, vol. 17, pp. 79-98, 1978, reprinted as Chapter 8, in The Theory of Futures Markets, editor Paul Weller, Blackwell, Oxford, 1992, and in Time in Economic Theory, editor Stefano Zamagni and Elettra Agliardi, Edward Elgar, Cheltenham Glos, 2002.
  • Anderson R.W. and J.P. Danthine, „Hedging and Joint Production : Theory and Illustrations”, The Journal of Finance, vol. 35, pp. 487-498, 1980.
  • Anderson, R.W. and J.-P. Danthine, „Cross Hedging”, The Journal of Political Economy, vol. 89, pp. 1182-1196, 1981.
  • Danthine, J.-P., and J.B. Donaldson, „Stochastic Properties of Fast vs. Slow Growing Economies”, Econometrica, vol. 49, pp. 1007-1033, 1981. Reprinted in Growth Theory II, R. Becker and E. Burmeister, eds., International Library of Critical Writings in Economics, M. Blaug ed., Edward Elgar Publishing,  London.
  • Danthine, J.-P., and J.B. Donaldson, „Certainty Planning in an Uncertain World : a Reconsideration”, The Review of Economic Studies, vol. 48, pp. 507-510, 1981.
  • Anderson, R.W. and J.-P. Danthine, „The Time Pattern of Hedging and the Volatility of Futures Prices”, The Review of Economic Studies, vol. 50, pp. 249-266, 1983.
  • Anderson, R.W. and J.-P. Danthine, „Hedger Diversity in Futures Markets”, The Economic Journal, vol. 93, pp.370-389, 1983.
  • Danthine, J.-P., J.B. Donaldson and R. Mehra, „On the Impact of Shock Persistence on the Dynamics of a Recursive Economy”, European Economic Review, vol. 21, pp. 147-166, 1983.
  • Danthine, J.-P., and J.B Donaldson, „Investment, Stability and Taxation in a Long Run Macroeconomic Model”, Journal of Economic Dynamics and Control, vol. 7, pp. 79-110, 1984.
  • Danthine, J.-P., and M. Peytrignet, „Complement to Rationing Macroeconomics : A Graphical Exposition“: Aggregate Demand and supply”, European Economic Review, vol. 26, pp. 203-208, 1984.
  • Danthine, J.-P., and J.B. Donaldson, „A Note on the Effects of Capital Income Taxation on the Dynamics of a Competitive Economy”, Journal of Public Economics, vol. 28, pp. 255-265, 1985.
  • Danthine, J.-P., and Michael J.P. Magill, „Investment in Information Acquisition”, Economics Letters, vol. 19, pp. 221-225, 1985.
  • Danthine, J.-P., and J.B. Donaldson, „Inflation and Asset Prices in an Exchange Economy”, Econometrica vol. 54, pp. 585-605, 1986.
  • Danthine, J.-P., J.B. Donaldson and L. Smith, „On the Superneutrality of Money in a Stochastic Dynamic Macroeconomic Model”, Journal of Monetary Economics, North-Holland, vol. 20, pp. 475-499, 1987.
  • Danthine, J.-P., and J.C. Lambelet, „The Swiss Recipe : Conservative Policies ain't Enough”, Economic Policy, No. 5, Londres, pp. 147-179, 1987, translated as „Le miracle suisse. Il ne suffit pas d'être libéral”.
  • Danthine, J.-P., „Financial and Futures Markets; Introduction”, European Economic Review, vol. 31, pp. 221-225, 1987.
  • Danthine, J.-P., and M. Girardin, „Business Cycles in Switzerland : A Comparative Study”, European Economic Review, vol. 33, pp. 31-50, 1989.
  • Danthine, J.-P., J.-B. Donaldson and R. Mehra, „On some Computational Aspects of Equilibrium Business Cycle Theory”, Journal of Economic and Dynamics and Control, vol. 13, pp. 449-470, 1989.
  • Danthine, J.-P., „Modélisation des fluctuations conjoncturelles : survol de quelques récents développements”, Recherches économiques de Louvain, vol. 55, pp. 213-244, 1989.
  • Danthine, J.-P., and J.B. Donaldson, „Efficiency Wages and the Real Business Cycles”, European Economic Review, vol. 34, pp. 1275-1301, 1990.
  • Danthine, J.-P., and J.B. Donaldson, “Risk Sharing, the Minimum Wage, and the Business Cycle”, in William A. Barnett, Bernard Cornet, Claude d'Aspremont, Jean Gabszewicz and Andreu Mas-Colell (eds), Equilibrium Theory and Applications, Proceedings of the Sixth International Symposium in Economic Theory and Econometrics, Chapter 13, Cambridge: Cambridge University Press, pp. 299-318, Reprinted in Imperfect Competition, Non Clearing markets and Businesss Cycles, Jean-Pascal Bénassy ed., The International Library of Critical Writings in Economics, London: Edward Edgar Publishing Ltd.
  • Danthine, J.-P., and J.B. Donaldson, „Risk Sharing in the Business Cycle”, European Economic Review, vol. 36, pp. 468-475, 1992.
  • Danthine, J.-P., J.B. Donaldson and R. Mehra, „The Equity Premium and the Allocation of Income Risk”, Journal of Economic Dynamics and Control, vol. 16, pp. 509-532, 1992.
  • Danthine, J.-P., and J.B. Donaldson, „Methodological and Empirical Issues in Real Business Cycle Theory”, European Economic Review, vol. 37, (1), pp. 1-35, 1993.
  • Danthine, J.-P., and S. Moresi, „Volatility, Information and Noise Trading”, European Economic Review, vol. 37, (5), June 1993.
  • Danthine, J.-P., and J. Hunt, „Wage Bargaining Structures, Employment and Economic Integration”, The Economic Journal, vol. 104, pp. 528-541, May 1994.
  • Danthine, J.-P., „In Search of a Successor to IS-LM”, Oxford Review of Economic Policy, vol. 13, (3), pp. 135-144, 1997.
  • Danthine, J.-P., and Serge Moresi, „Front-running by Mutual Fund Managers: A Mixed Bag”, European Finance Review, vol. 2, pp. 29-56, 1998.
  • Danthine, J.-P., J.B. Donaldson and Thore Johnsen, „Productivity Growth, Consumer Confidence and the Business Cycle”, European Economic Review, vol. 42, pp. 1113-1140, 1998.
  • Danthine, J.-P., „A la poursuite du Graal : le successeur d’IS-LM est-il identifié ?” L’Actualité économique, Revue d’analyse économique, vol. 74, (4), pp. 607-620, décembre 1998.
  • Danthine, J.-P., and with J.B. Donaldson, „Non Falsified Expectations and General Equilibrium Asset Pricing: the Power of the Peso”, The Economic Journal, vol. 109, pp. 607-635, 1999.
  • Zurn, P., G. Carrin, J.-P., Danthine, R., Kammerlander, and M. Kane, „The Economics of Hepatitis B Virus Vaccination: An Analysis of Cost-Effectiveness Results for Switzerland”, Disease Management and Health Outcomes, vol. 7 (6), pp.331-347, June 2000.
  • Danthine, J.-P., and J.B. Donaldson, „Labor Relations and Asset Pricing”, Review of Economic Studies, vol. 69, pp. 41-64, 2002.
  • Danthine, J.P., et J.B. Donaldson, „A Note on NNS Models: Introducing Physical Capital – Avoiding Rationing“, Economics Letters, vol. 77 (3), pp. 433-437, 2002.
  • Danthine, J.P., A. Kurmann, „Fair Wages in a New Keynesian Model of the Business Cycle“, Review of Economic Dynamics, vol. 7, pp. 107-142, 2004.
  • Adjaouté, K., J.P. Danthine, „Portfolio Diversification: Alive and well in Euroland”, Applied Financial Economics, vol. 14, pp. 1225-1231, November 2004.
  • Danthine, J.P., J.B. Donaldson, Christos Giannikos et Hany Guirguis, „On the Consequences of State Dependent Preferences for the Pricing of Financial Assets“, Finance Research Letters, vol. 1, (3), pp. 143-153, September 2004.
  • Adjaouté K. and J.P. Danthine, „Equity Returns and Integration: Is Europe Changing?”, Oxford Review of Economic Policy, vol. 20 (4), pp. 555-570, 2004; reprinted as Chapter 19, Handbook of European Financial Markets and Institutions, X. Freixas, Ph. Hartmann and C. Mayer, eds., Oxford University Press, 2008.
  • Danthine, J.P. and André Kurmann, „Efficiency Wages Revisited: The Internal Reference Perspective“, Economics Letters, vol. 90, pp. 278-284, 2006.
  • Danthine, J.P. and X. Jin, „Intangible Capital, Firm Valuation and Asset Pricing“, Economic Theory, vol. 32, pp. 157-177, 2007.
  • Danthine, J.P. and André Kurmann, „The Macroeconomic Consequences of Reciprocity in Labor Relations,“ Scandinavian Journal of Economics, vol. 109, (4), pp.857-881, 2007.
  • Danthine, J.P. and J.B. Donaldson, Executive Compensation: A General Equilibrium Perspective, Review of Economic Dynamics, vol. 18, 2, pp. 269-286, 2015.