L’alchimie de l’État : la construction de la différence dans le processus de sélection des immigrants au Québec.

La plupart des personnes qui émigrent au Québec le font à travers un processus administratif qui sélectionne celles qui sont estimées le plus capables de s’intégrer à la société québécoise et dont les compétences professionnelles sont le plus susceptibles d’être économiquement rentabilisées par le pays. Au terme de ce processus, ces personnes sélectionnées obtiennent la résidence permanente. Avant même leur entrée sur le territoire québécois, elles échangent des documents avec les ministères canadien et québécois de l’immigration et passent une entrevue de sélection avec un fonctionnaire, entre autres démarches. Une fois au Québec, elles poursuivent ce processus en suivant des cours de formation sur la culture et les valeurs québécoises. À l’appui d’une approche ethnographique, ce mémoire plonge dans l’expérience de quelques-uns de ces immigrants, pour comprendre la façon dont l’État s’actualise au cours de ses relations avec les individus. Ce travail rend compte de la manière dont, dans le cadre de procédures qui se développent sous une matrice d’hospitalité, l’attribution de la catégorie de « résident permanent » ainsi que les interactions face-à-face configurent un espace bureaucratique structuré par des références à la culture. À travers le processus de sélection, les individus deviennent ainsi les « eux » d’un « nous » Québécois ou Canadiens. Le désir d’intégrer ces immigrants devient réalité au prix de leur construction comme Autres.

Le syndrome métabolique et ses associations avec les troubles de la mobilité : différence de genre dans l'étude internationale sur la mobilité des personnes âgées (IMIAS)

Introduction : Peu d’études internationales ont examiné les différences entre les hommes et les femmes dans la prévalence du syndrome métabolique (SM). Objectifs : Comparer les prévalences du syndrome métabolique chez les femmes et les hommes et évaluer le rôle du genre dans les associations entre le SM et les troubles de mobilité (TM). Méthodes : Nous avons utilisé les données repères de l’étude internationale sur la mobilité des personnes âgées de 65-74 ans (n=1995), des villes de Kingston (Ontario), Saint-Hyacinthe (Québec), Tirana (Albanie), Manizales (Colombie), et Natal (Brésil). Parmi les participants, 1728 ont donné un échantillon de sang pour des analyses. Les ratios de prévalence (RP) du SM et des TM ont été dérivés par la régression de Poisson. Résultats : Les prévalences du SM étaient significativement plus élevées chez les femmes dans les villes non canadiennes, cette différence entre sexes n’était pas significative dans les villes canadiennes. Relativement aux femmes de Kingston, les prévalences du SM étaient plus élevées chez les femmes de Tirana (RP= 2,66; 95 % IC = 1,98-3,58) et de Natal (RP= 2,21; 95 % IC = 1,52-3,22) et non significatives chez celles de Manizales et de Saint-Hyacinthe. Chez les hommes, peu de différences significatives étaient observées. Le SM n’était pas associé à la mobilité dans les villes non canadiennes. Conclusion : Nos résultats suggèrent que le genre est un facteur de risque pour le SM. Des recherches sur les relations entre le SM, la mobilité et le genre devraient être entreprises. Mots-clés : Syndrome métabolique, troubles de la mobilité, genre, santé internationale

Les Gnawa du Maroc : intercesseurs de la différence ? Étude ethnomusicologique, ethnopoétique et ethnochoréologique.

réalisé en cotutelle avec l'université de Paris Ouest Nanterre La Défense

Inclusion et différence : vers une critique constructive de la reconnaissance chez Habermas

Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.

Écouter la différence? : les nouvelles, la publicité et le service public en radiodiffusion

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

La différence dans les performances visuo-spatiales des résidents en chirurgie et celles d'un groupe contrôle

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

A Theoretical Comparison Between Integrated and Realized Volatilies

In this paper, we provide both qualitative and quantitative measures of the cost of measuring the integrated volatility by the realized volatility when the frequency of observation is fixed. We start by characterizing for a general diffusion the difference between the realized and the integrated volatilities for a given frequency of observations. Then, we compute the mean and variance of this noise and the correlation between the noise and the integrated volatility in the Eigenfunction Stochastic Volatility model of Meddahi (2001a). This model has, as special examples, log-normal, affine, and GARCH diffusion models. Using some previous empirical works, we show that the standard deviation of the noise is not negligible with respect to the mean and the standard deviation of the integrated volatility, even if one considers returns at five minutes. We also propose a simple approach to capture the information about the integrated volatility contained in the returns through the leverage effect.

Reported Job Satisfaction : What Does It Mean?

By reporting his satisfaction with his job or any other experience, an individual does not communicate the number of utils that he feels. Instead, he expresses his posterior preference over available alternatives conditional on acquired knowledge of the past. This new interpretation of reported job satisfaction restores the power of microeconomic theory without denying the essential role of discrepancies between one’s situation and available opportunities. Posterior human wealth discrepancies are found to be the best predictor of reported job satisfaction. Static models of relative utility and other subjective well-being assumptions are all unambiguously rejected by the data, as well as an \"economic\" model in which job satisfaction is a measure of posterior human wealth. The \"posterior choice\" model readily explains why so many people usually report themselves as happy or satisfied, why both younger and older age groups are insensitive to current earning discrepancies, and why the past weighs more heavily than the present and the future.

Tests of Conditional Asset Pricing Models in the Brazilian Stock Market

In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the 1976-1992 period. We also test a conditional APT model by using the difference between the 30-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. The conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from a total of 25 securities exchanged on the Brazilian markets. The inclusion of this second factor proves to be crucial for the appropriate pricing of the portfolios.

Aggregations and Marginalization of GARCH and Stochastic Volatility Models

The GARCH and Stochastic Volatility paradigms are often brought into conflict as two competitive views of the appropriate conditional variance concept : conditional variance given past values of the same series or conditional variance given a larger past information (including possibly unobservable state variables). The main thesis of this paper is that, since in general the econometrician has no idea about something like a structural level of disaggregation, a well-written volatility model should be specified in such a way that one is always allowed to reduce the information set without invalidating the model. To this respect, the debate between observable past information (in the GARCH spirit) versus unobservable conditioning information (in the state-space spirit) is irrelevant. In this paper, we stress a square-root autoregressive stochastic volatility (SR-SARV) model which remains true to the GARCH paradigm of ARMA dynamics for squared innovations but weakens the GARCH structure in order to obtain required robustness properties with respect to various kinds of aggregation. It is shown that the lack of robustness of the usual GARCH setting is due to two very restrictive assumptions : perfect linear correlation between squared innovations and conditional variance on the one hand and linear relationship between the conditional variance of the future conditional variance and the squared conditional variance on the other hand. By relaxing these assumptions, thanks to a state-space setting, we obtain aggregation results without renouncing to the conditional variance concept (and related leverage effects), as it is the case for the recently suggested weak GARCH model which gets aggregation results by replacing conditional expectations by linear projections on symmetric past innovations. Moreover, unlike the weak GARCH literature, we are able to define multivariate models, including higher order dynamics and risk premiums (in the spirit of GARCH (p,p) and GARCH in mean) and to derive conditional moment restrictions well suited for statistical inference. Finally, we are able to characterize the exact relationships between our SR-SARV models (including higher order dynamics, leverage effect and in-mean effect), usual GARCH models and continuous time stochastic volatility models, so that previous results about aggregation of weak GARCH and continuous time GARCH modeling can be recovered in our framework.

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form

Conditional heteroskedasticity is an important feature of many macroeconomic and financial time series. Standard residual-based bootstrap procedures for dynamic regression models treat the regression error as i.i.d. These procedures are invalid in the presence of conditional heteroskedasticity. We establish the asymptotic validity of three easy-to-implement alternative bootstrap proposals for stationary autoregressive processes with m.d.s. errors subject to possible conditional heteroskedasticity of unknown form. These proposals are the fixed-design wild bootstrap, the recursive-design wild bootstrap and the pairwise bootstrap. In a simulation study all three procedures tend to be more accurate in small samples than the conventional large-sample approximation based on robust standard errors. In contrast, standard residual-based bootstrap methods for models with i.i.d. errors may be very inaccurate if the i.i.d. assumption is violated. We conclude that in many empirical applications the proposed robust bootstrap procedures should routinely replace conventional bootstrap procedures for autoregressions based on the i.i.d. error assumption.

Aversion Analysis

In this paper : a) the consumer’s problem is studied over two periods, the second one involving S states, and the consumer being endowed with S+1 incomes and having access to N financial assets; b) the consumer is then representable by a continuously differentiable system of demands, commodity demands, asset demands and desirabilities of incomes (the S+1 Lagrange multiplier of the S+1 constraints); c) the multipliers can be transformed into subjective Arrow prices; d) the effects of the various incomes on these Arrow prices decompose into a compensation effect (an Antonelli matrix) and a wealth effect; e) the Antonelli matrix has rank S-N, the dimension of incompleteness, if the consumer can financially adjust himself when facing income shocks; f) the matrix has rank S, if not; g) in the first case, the matrix represents a residual aversion; in the second case, a fundamental aversion; the difference between them is an aversion to illiquidity; this last relation corresponds to the Drèze-Modigliani decomposition (1972); h) the fundamental aversion decomposes also into an aversion to impatience and a risk aversion; i) the above decompositions span a third decomposition; if there exists a sure asset (to be defined, the usual definition being too specific), the fundamental aversion admits a three-component decomposition, an aversion to impatience, a residual aversion and an aversion to the illiquidity of risky assets; j) the formulas of the corresponding financial premiums are also presented.

Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.

This paper derives optimal monetary policy rules in setups where certainty equivalence does not hold because either central bank preferences are not quadratic, and/or the aggregate supply relation is nonlinear. Analytical results show that these features lead to sign and size asymmetries, and nonlinearities in the policy rule. Reduced-form estimates indicate that US monetary policy can be characterized by a nonlinear policy rule after 1983, but not before 1979. This finding is consistent with the view that the Fed's inflation preferences during the Volcker-Greenspan regime differ considerably from the ones during the Burns-Miller regime.

Etude des instabilités d'interface du procédé de coextrusion

Ecole polytechnique de Montréal, département de mathématiques, André Fortin, et Pierre Carreau du département de génie chimique

L'obligation d'accommodement raisonnable et l'adaptation de la société à la diversité religieuse

Un résumé en anglais est également disponible.