Les prédicteurs dynamiques (pré-traitement et en cours de traitement) en lien avec la récidive criminelle chez les agresseurs sexuels adultes

La récidive sexuelle est un sujet d’intérêt pour plusieurs chercheurs et intervenants qui travaillent auprès des délinquants sexuels. Afin de mieux prévenir la récidive sexuelle, il importe de bien connaître les causes sous-jacentes à cette problématique. De cette manière, il sera possible d’élaborer des programmes de traitement efficaces et spécifiques à la problématique. Au cours des dernières années, les études sur les prédicteurs de la récidive sexuelle ont mis l’accent essentiellement sur les prédicteurs statiques, mais aussi et de plus en plus sur les prédicteurs dynamiques. Cependant, il ressort de ces études que les caractéristiques inhérentes à l’implication du délinquant à l’intérieur de son programme de traitement ont été peu étudiées. Conséquemment, le but de cette étude est d’analyser les prédicteurs dynamiques de la récidive, l’alliance thérapeutique, la motivation en cours de traitement et le support social en lien à la récidive sexuelle. Pour ce faire, un échantillon de 299 agresseurs sexuels adultes de sexe masculin est pris en considération. Les données pour mener à terme les analyses statistiques sont recueillies avant le début du traitement et en cours de traitement. Trois types de récidive sont considérés : 1) sexuelle, 2) violente, 3) générale. Les variables indépendantes portent sur des outils psychométriques et sont de deux ordres : 1) pré-traitement, 2) en cours de traitement. Deux variables contrôles sont utilisées : 1) traitement complété ou non, 2) type de traitement; cognitivo-comportemental ou mixte. Ainsi, des analyses préliminaires (test T pour groupes indépendants) sont effectuées afin de sélectionner les variables utilisées pour la réalisation des analyses de survie. En raison de la faible prévalence de récidive sexuelle (5,4%), seules les récidives violentes (10,5%) et générales (18,7%) sont considérées. L’étude nous apprend que les résultats aux analyses de survie pour les récidives violentes et générales tendent à être en continuité à celles retrouvées dans les études existantes sur le sujet. Effectivement, l’étude actuelle informe de la pertinence de compléter un programme de traitement comme facteur de protection contribuant à réduire le risque probable de récidive. Le fait de présenter des croyances pédophiliques ou encore, de ne pas présenter de traits de personnalité compulsive sont des facteurs qui contribuent à augmenter les risques relatifs de récidive criminelle.

The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity.

This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized least squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating vector that has a limiting mixed normal distribution. Simulation results suggest that this new estimator compares favorably with others already proposed in the literature. We apply these new estimators to the testing of purchasing power parity (PPP) among the G-7 countries. The test based on the efficient estimates rejects the PPP hypothesis for most countries.

A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks.

This paper proposes a systematic framework for analyzing the dynamic effects of permanent and transitory shocks on a system of \"n\" economic variables.

Non-Commitment and Savings in Dynamic Risk-Sharing Contracts

We characterize the solution to a model of consumption smoothing using financing under non-commitment and savings. We show that, under certain conditions, these two different instruments complement each other perfectly. If the rate of time preference is equal to the interest rate on savings, perfect smoothing can be achieved in finite time. We also show that, when random revenues are generated by periodic investments in capital through a concave production function, the level of smoothing achieved through financial contracts can influence the productive investment efficiency. As long as financial contracts cannot achieve perfect smoothing, productive investment will be used as a complementary smoothing device.

Testing for a Unit Root in Panels with Dynamic Factors

This paper studies testing for a unit root for large n and T panels in which the cross-sectional units are correlated. To model this cross-sectional correlation, we assume that the data is generated by an unknown number of unobservable common factors. We propose unit root tests in this environment and derive their (Gaussian) asymptotic distribution under the null hypothesis of a unit root and local alternatives. We show that these tests have significant asymptotic power when the model has no incidental trends. However, when there are incidental trends in the model and it is necessary to remove heterogeneous deterministic components, we show that these tests have no power against the same local alternatives. Through Monte Carlo simulations, we provide evidence on the finite sample properties of these new tests.

Methods to Estimate Dynamic Stochastic General Equilibrium Models

This paper employs the one-sector Real Business Cycle model as a testing ground for four different procedures to estimate Dynamic Stochastic General Equilibrium (DSGE) models. The procedures are: 1 ) Maximum Likelihood, with and without measurement errors and incorporating Bayesian priors, 2) Generalized Method of Moments, 3) Simulated Method of Moments, and 4) Indirect Inference. Monte Carlo analysis indicates that all procedures deliver reasonably good estimates under the null hypothesis. However, there are substantial differences in statistical and computational efficiency in the small samples currently available to estimate DSGE models. GMM and SMM appear to be more robust to misspecification than the alternative procedures. The implications of the stochastic singularity of DSGE models for each estimation method are fully discussed.

Dynamic Measures of Individual Deprivation

We introduce and axiomatize a one-parameter class of individual deprivation measures. Motivated by a suggestion of Runciman, we modify Yitzhaki’s index by multiplying it by a function that is interpreted as measuring the part of deprivation generated by an agent’s observation that others in its reference group move on to a higher level of income than itself. The parameter reflects the relative weight given to these dynamic considerations, and the standard Yitzhaki index is obtained as a special case. In addition, we characterize more general classes of measures that pay attention to this important dynamic aspect of deprivation.

The Dynamic (In)efficiency of Monetary Policy by Committee

This paper develops a model where the value of the monetary policy instrument is selected by a heterogenous committee engaged in a dynamic voting game. Committee members differ in their institutional power and, in certain states of nature, they also differ in their preferred instrument value. Preference heterogeneity and concern for the future interact to generate decisions that are dynamically ineffcient and inertial around the previously-agreed instrument value. This model endogenously generates autocorrelation in the policy variable and provides an explanation for the empirical observation that the nominal interest rate under the central bank’s control is infrequently adjusted.

The Dynamic Evolution of Factor Accumulations and Revealed Comparative Advantage in Canada.

Rapport de recherche

A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks.

This paper proposes a systematic framework for analyzing the dynamic effects of permanent and transitory shocks on a system of n economic variables.

On the Profitability of Production Constraints in a Dynamic Natural Resource Oligopoly

Static oligopoly analysis predicts that if a single firm in Cournot equilibrium were to be constrained to contract its production marginally, its profits would fall. on the other hand, if all the firms were simultaneously constrained to reduce their productino, thus moving the industry towards monopoly output, each firm's profit would rise. We show that these very intuitive results may not hold in a dynamic oligopoly.