Gravitational energy as dark energy: Towards concordance cosmology without Lambda

I briefly outline a new physical interpretation to the average cosmological parameters for an inhomogeneous universe with backreaction. The variance in local geometry and gravitational energy between ideal isotropic observers in bound structures and isotropic observers at the volume average location in voids plays a crucial role. Fits of a model universe to observational data suggest the possibility of a new concordance cosmology, in which dark energy is revealed as a mis-identification of gravitational energy gradients that become important when voids grow at late epochs.Comment: 8 pages, 1 figure; in E. Pecontal, T. Buchert, Ph. Di Stefano and Y. Copin (eds), "Dark Energy and Dark Matter: Observations, Experiments and Theories", Proceedings, Lyon, 7-11 July, 200

Supernovae data: Cosmological Constant or ruling out the Cosmological Principle ?

Analysed in the framework of homogeneous FLRW models, the magnitude-redshift data from high redshift supernovae yield, as a primary result, a strictly positive cosmological constant. Another reading of the currently published measurements does not exclude a possible ruling out of the Cosmological Principle and, thus, also, of the cosmological constant hypothesis. It is shown how shortly coming data can be used to settle this fondamental issue, pertaining to both cosmology and particle physics.Comment: 4 LaTex pages, to be published in the Proceedings of COSMO-99, International Workshop on Particle Physics and the Early Universe, World Scientific, 200

Forecasting inflation in France.

The paper develops a model for forecasting inflation in France. As this model has to be integrated in the Eurosystem projection exercises, the projections are conditional to specific assumptions and must be consistent with the Macroeconomic projection exercise of the Banque de France. The specification of the model is thus highly constrained. The theoretical foundations of the model are based on the markup model for prices, but the resulting empirical model also has elements relating to the purchasing power parity and the Phillips curve. The model aggregates forecasts of the main HICP subcomponents. We show that the model exhibits better performance than a standard AR(4) model.Inflation , Out-of-sample forecast , Economic modelling.