Frédérique Bec : Citation Profile


Are you Frédérique Bec?

Université de Cergy-Pontoise (75% share)
Centre de Recherche en Économie et Statistique (CREST) (25% share)

9

H index

8

i10 index

355

Citations

RESEARCH PRODUCTION:

32

Articles

80

Papers

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 12
   Journals where Frédérique Bec has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 31 (8.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe92
   Updated: 2021-03-01    RAS profile: 2021-01-11    
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Relations with other researchers


Works with:

Boucekkine, Raouf (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Frédérique Bec.

Is cited by:

Shintani, Mototsugu (8)

Paya, Ivan (7)

Klose, Jens (7)

Naraidoo, Ruthira (6)

Lamarche, Jean-Francois (6)

Koustas, Zisimos (6)

Million, Nicolas (6)

Rahbek, Anders (6)

Mogliani, Matteo (5)

Moh, Young-Kyu (5)

Osborn, Denise (5)

Cites to:

Obstfeld, Maurice (31)

Hansen, Bruce (23)

Taylor, Alan (20)

Galí, Jordi (19)

Gertler, Mark (18)

Campbell, John (17)

Piger, Jeremy (16)

Hamilton, James (16)

Granger, Clive (15)

Rogoff, Kenneth (15)

Morley, James (14)

Main data


Where Frédérique Bec has published?


Journals with more than one article published# docs
Economics Bulletin4
Revue conomique3
Studies in Nonlinear Dynamics & Econometrics3
Revue d'conomie politique3
Economic Modelling2
Annals of Economics and Statistics2
International Journal of Forecasting2
conomie et Prvision2

Working Papers Series with more than one paper published# docs
Post-Print / HAL19
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise15
Working Papers / HAL8
Working Papers / Center for Research in Economics and Statistics8
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL3
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse3
PSE-Ecole d'conomie de Paris (Postprint) / HAL2
Discussion Papers (REL - Recherches Economiques de Louvain) / Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
TSE Working Papers / Toulouse School of Economics (TSE)2
CESifo Working Paper Series / CESifo2

Recent works citing Frédérique Bec (2021 and 2020)


YearTitle of citing document
2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Working Papers. RePEc:apc:wpaper:162.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2020Subgeometrically ergodic autoregressions. (2019). Saikkonen, Pentti ; Meitz, Mika. In: Papers. RePEc:arx:papers:1904.07089.

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2020Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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2020Global Recessions. (2020). Sugawara, Naotaka ; Kose, Ayhan ; Terrones, Marco E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14397.

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2020A simple unit root test consistent against any stationary alternative. (2020). Guay, Alain ; Bec, Frdric. In: Working Papers. RePEc:crs:wpaper:2020-28.

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2020Forecast performance in times terrorism. (2020). Benchimol, Jonathan ; El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:386-402.

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2020Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis. (2020). Zhao, Zhao ; Yang, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:728-736.

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2020Stationary bubble equilibria in rational expectation models. (2020). Monfort, Alain ; Jasiak, J ; Gourieroux, C. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:714-735.

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2021Housing prices and trade surpluses in China: An inter-temporal approach. (2021). Lin, Ching-Yi ; Feng, Ling ; Chen, Qiuyu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302400.

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2020Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model. (2020). Hatemi-J, Abdulnasser ; Al Samara, Mouyad ; Mrabet, Zouhair ; Alsamara, Mouyad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:89-101.

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2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2002.

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2020Global Recessions. (2020). Kose, Ayhan ; Terrones, Marco E ; Sugawara, Naotaka. In: MPRA Paper. RePEc:pra:mprapa:98608.

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2020The impact of credit for house price overvaluations in the euro area: Evidence from threshold models. (2020). Dreger, Christian ; Roffia, Barbara ; Gerdesmeier, Dieter. In: MPRA Paper. RePEc:pra:mprapa:99523.

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2021.

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2020Global Recessions. (2020). Kose, Ayhan ; Terrones, Marco E ; Sugawara, Naotaka. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9172.

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Works by Frédérique Bec:


YearTitleTypeCited
1993Une étude empirique des sources des fluctuations économiques dans le cadre dun modéle à tendances communes In: Annals of Economics and Statistics.
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article4
2010Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model In: Annals of Economics and Statistics.
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article30
2009Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2009) In: CIRANO Working Papers.
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paper
2010Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2010) In: Post-Print.
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paper
2004Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2004) In: RCER Working Papers.
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paper
2017Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany In: AMSE Working Papers.
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2017Why are inflation forecasts sticky? Theory and application to France and Germany.(2017) In: Working papers.
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paper
2017Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany.(2017) In: Working Papers.
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paper
2004Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship In: Journal of Business & Economic Statistics.
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article70
2011The possible shapes of recoveries in Markov-switching models In: Working papers.
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paper2
2011The Possible Shapes of Recoveries in Markov-Switching Models.(2011) In: Working Papers.
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paper
2011The possible shapes of recoveries in Markov-Switching models.(2011) In: THEMA Working Papers.
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paper
2012The European way out of recession In: Working papers.
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paper1
2011The European Way Out of Recessions.(2011) In: THEMA Working Papers.
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This paper has another version. Agregated cites: 1
paper
2013The European Way out of Recession.(2013) In: Post-Print.
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This paper has another version. Agregated cites: 1
paper
2012Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors. In: Working papers.
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paper1
2013Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors.(2013) In: Economics Bulletin.
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2013Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors.(2013) In: Post-Print.
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2013Inventory Investment Dynamics and Recoveries : A Comparison of Manufacturing and Retail Trade Sectors.(2013) In: Post-Print.
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paper
2013Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? In: Working papers.
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paper8
2013Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2015Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?.(2015) In: International Journal of Forecasting.
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article
2014How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts. In: Working papers.
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2008The ACR Model: A Multivariate Dynamic Mixture Autoregression* In: Oxford Bulletin of Economics and Statistics.
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article24
2008The ACR model: a multivariate dynamic mixture autoregression.(2008) In: THEMA Working Papers.
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paper
2007The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2005The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan : Has There Been a Structural Change ?.(2005) In: Working Papers.
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2013Inventory investment and the business cycle: the usual suspect In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2012Inventory Investment and the Business Cycle : The usual Suspect.(2012) In: Working Papers.
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2013Inventory investment and the business cycle: the usual suspect.(2013) In: Post-Print.
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paper
2013Inventory investment and the business cycle: the usual suspect.(2013) In: PSE-Ecole d'économie de Paris (Postprint).
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paper
2002Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks In: Studies in Nonlinear Dynamics & Econometrics.
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article91
2002Mondialisation, mobilité du capital et volatilité macro-économique In: Economie & Prévision.
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2002Mondialisation, mobilité du capital et volatilité macro-économique.(2002) In: Économie et Prévision.
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2006Real exchange rates and real interest rates : a nonlinear perspective In: Recherches économiques de Louvain.
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article13
2006Real exchange rates and real interest rates : a nonlinear perspective.(2006) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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1999Real exchange rates and real interest rates : A nonlinear perspective.(1999) In: THEMA Working Papers.
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paper
1999Real Exchange Rates and Real Interest Rates: a nonlinear Perspective..(1999) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
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2004Lajustement à seuildes processus cointégrés. Que sait-on des modèles à trois régimes ? In: Revue d'économie politique.
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article0
2012Préface In: Revue d'économie politique.
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article0
2012Le rôle des stocks en sortie de crise : Une étude empirique sur données denquête In: Revue d'économie politique.
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2012Le rôle des stocks en sortie de crise : Une étude empirique sur données d’enquête.(2012) In: Post-Print.
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2012Le rôle des stocks en sortie de crise : Une étude empirique sur données denquête.(2012) In: Post-Print.
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2012Le rôle des stocks en sortie de crise : Une étude empirique sur données denquête.(2012) In: PSE-Ecole d'économie de Paris (Postprint).
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paper
2009Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement In: CESifo Working Paper Series.
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2009Assets Returns Volatility and Investment Horizon: The French Case In: CESifo Working Paper Series.
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paper2
2008Assets returns volatility and investment horizon: The French case.(2008) In: THEMA Working Papers.
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2008Assets Returns Volatility and Investment Horizon: The French Case.(2008) In: IDEI Working Papers.
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2002Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model In: Working Papers.
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2008Adaptive consistent unit-root tests based on autoregressive threshold model.(2008) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 28
article
2005The Autoregressive Conditional Root (ACR) Model In: Working Papers.
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paper1
2017Why are inflation forecasts sticky? In: Working Papers.
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2017Why are inflation forecasts sticky?.(2017) In: THEMA Working Papers.
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2019Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing In: Working Papers.
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2019Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing.(2019) In: THEMA Working Papers.
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2019Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing *.(2019) In: Working Papers.
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1996Fiscal policies, public deficit retraints and European stabilization In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2009Federal Funds Rate Stationarity: New Evidence In: Economics Bulletin.
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article6
2008Federal Funds Rate Stationarity: New Evidence.(2008) In: THEMA Working Papers.
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2008Purchasing power parity: A nonlinear multivariate perspective In: Economics Bulletin.
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article1
2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates In: Economics Bulletin.
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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates.(2020) In: THEMA Working Papers.
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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates.(2020) In: PSE Working Papers.
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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates.(2020) In: Working Papers.
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2000Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart In: Econometric Society World Congress 2000 Contributed Papers.
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paper6
2004Vector equilibrium correction models with non-linear discontinuous adjustments In: Econometrics Journal.
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2015Comparing the shape of recoveries: France, the UK and the US In: Economic Modelling.
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2015Comparing the shapes of recoveries: France, the UK and the US.(2015) In: Post-Print.
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2016How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts In: Economic Modelling.
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article9
2016How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts.(2016) In: Post-Print.
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2020Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data In: The North American Journal of Economics and Finance.
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2015Do stock returns rebound after bear markets? An empirical analysis from five OECD countries In: Journal of Empirical Finance.
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2013Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries.(2013) In: THEMA Working Papers.
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2013Are Southeast Asian real exchange rates mean reverting? In: Journal of International Financial Markets, Institutions and Money.
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2012Are Southeast Asian Real Exchange Rates Mean Reverting?.(2012) In: THEMA Working Papers.
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2013Are Southeast Asian Real Exchange Rates Mean Reverting?.(2013) In: Post-Print.
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2012Are Southeast Asian Real Exchange Rates Mean Reverting?.(2012) In: Working Papers.
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2014The way out of recessions: A forecasting analysis for some Euro area countries In: International Journal of Forecasting.
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article4
2014The way out of recessions: A forecasting analysis for some Euro area countries.(2014) In: Post-Print.
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2019Dornsbush revisited from an asymmetrical perspective : Evidence from G20 nominal effective exchange rates In: THEMA Working Papers.
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2019Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates.(2019) In: Erudite Working Paper.
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2019Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates.(2019) In: Working Papers.
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2020A simple unit root test consistent against any stationary alternative In: THEMA Working Papers.
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2020A simple unit root test consistent against any stationary alternative.(2020) In: Working Papers.
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1998Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics In: THEMA Working Papers.
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1998Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics..(1998) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
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1999Mondialisation, mobilité du capital et stabilité macro-économique In: THEMA Working Papers.
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1999Mondialisation, mobilite du capital et stabilite macro-economique..(1999) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
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1992La transmission internationale des fluctuations: une explication de la correlation croisee des consommations. In: Papiers d'Economie Mathématique et Applications.
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1994La transmission internationale des fluctuations : une explication de la corrélation croisée des consommations.(1994) In: Revue Économique.
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1997Les implications de la structure des marchés financiers pour la dynamique des modèles déquilibre général à deux pays In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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1997Les implications de la structure des marchés financiers pour la dynamique des modèles déquilibre général à deux pays.(1997) In: Post-Print.
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1991Une analyse empirique de différentes structures de taux dintérêt : une comparaison entre les Etats-Unis et la France In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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1991Une analyse empirique de différentes structures de taux dintérêt : une comparaison entre les Etats-Unis et la France.(1991) In: Post-Print.
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1997Automatic Stabilizers in a European Perspective In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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1997Automatic Stabilizers in a European Perspective.(1997) In: Post-Print.
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2014The way out of recessions: Evidence from a bounce-back augmented threshold regression In: Post-Print.
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1997An empirical testing of exchange market efficiency hypothesis. In: Post-Print.
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2015Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup In: Post-Print.
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2014Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup.(2014) In: IDEI Working Papers.
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2014Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup.(2014) In: TSE Working Papers.
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2015Do stock returns rebound after bear markets? In: Post-Print.
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1995The International Transmission of Real Business Cycles In: Post-Print.
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2019Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains * In: Working Papers.
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2019Is inflation driven by survey-based, VAR-based or myopic expectations? In: Working Papers.
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2009Cyclicality and Term Structure of Value-at-Risk in Europe In: IDEI Working Papers.
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2009Cyclicality and Term Structure of Value-at-Risk in Europe.(2009) In: TSE Working Papers.
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1993Taux dintérêt, politique monétaire et activité économique en France : un examen empirique In: Économie et Prévision.
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1997Fédéralisme budgétaire et stabilisation macroéconomique en Europe. In: Revue Économique.
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1997Une évaluation empirique de lefficience du marché des changes. In: Revue Économique.
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2015Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup In: Bankers, Markets & Investors.
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1994Impulsions dominantes et analyse des fluctuations de l’économie française In: L'Actualité Economique.
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