Andrey V. Pavlov

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  • Paul E Carrillo, David Albouy, Jim Albrecht, Naoko Akashi, Patrick Bajari, Christina Rennhoff +5 others
  • 2010
We specify and estimate a computationally tractable stationary equilibrium model of the housing market. The model is rich and incorporates many of its unique features: buyers' and sellers' simultaneous search behavior, heterogeneity in their motivation to trade, transaction costs, a trading mechanism with posting prices and bargaining, and the availability(More)
  • Bing-Ru Teh, Job Market Paper, David Autor, Kenneth Chay, Robert Edelstein, Chang-Tai Hsieh +10 others
  • 2007
Liquor stores are a common sight in many distressed neighborhoods. But does the presence of liquor stores actually cause crime and urban decay – as suggested by situational models of criminal activity – or are liquor stores more likely to open in declining neighborhoods? In this paper, I use administrative data on the locations of alcohol outlets in the(More)
BACKGROUND Cross-sectional research has demonstrated poorer function and health-related quality of life (HRQOL) in those with multiple sclerosis (MS) but less is known about change over time. The goals of this study were to measure change in HRQOL and identify factors associated with change. METHODS HRQOL was assessed at baseline and annually over two(More)
In this thesis, we develop an extension of the Hidden Markov Model (HMM) that addresses two of the most important challenges of financial time series modeling: non-stationary and non-linearity. Specifically, we extend the HMM to include a novel exponentially weighted Expectation-Maximization (EM) algorithm to handle these two challenges. We show that this(More)
  • Wei Sun, Robert K Triest, Anthony Webb, George Downey, Andy Eschtruth, Daryl Hicks +2 others
  • 2007
A considerable literature examines the optimal decumulation of financial wealth in retirement. We extend this line of research to incorporate housing, which comprises the majority of most households' non‐pension wealth. We estimate the relationship between the returns on housing, stocks, and bonds, and simulate a variety of decumulation strategies(More)
Commercial real estate expected returns and expected rent growth rates are time-varying. Relying on transactions data from a cross-section of U.S. metropolitan areas, we find that up to 30% of the variability of realized returns to commercial real estate can be accounted for by expected return variability, while expected rent growth rate variability(More)
  • Alberto Plazzi, Walter Torous, Rossen Valkanov, We Thank, Andrea Berardi, Christopher Downing +4 others
  • 2005
and seminar participants at the following conferences for useful comments: the AREUEA, the XXXVI EWGFM, the FMA European meeting, the SAET meetings in Vigo, and the SAFE center at the University of Verona. We are especially grateful to an anonymous referee for many suggestions that have greatly improved the paper. All remaining errors are our own. Abstract(More)
  • Marcel Boyer, Peter Christoffersen, Pierre Lasserre, Andrey Pavlov, Gaz Métropolitain Hydro-Québec
  • 2003
The Burgundy Reports The Burgundy Reports are written by CIRANO Fellows on issues of general interest, and aim at encouraging discussion and debate. The observations and viewpoints expressed are the sole responsibility of the authors; they do not necessarily represent positions of CIRANO or its corporative, university or governmental partners. Les Rapports(More)
Previously, Multimer Detection System (MDS) detected scrapie infected lambs of 8 mo age at pre-clinical stage in comparison with the normal controls. Above lamb were born from scrapie infected parent sheep (VRQ/VRQ). Here, MDS was challenged twice blindly with scrapie sheep blood samples from pre-clinical stages. These sheep showed no symptoms and they died(More)