Frédérique Bec : Citation Profile


Are you Frédérique Bec?

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

8

H index

8

i10 index

343

Citations

RESEARCH PRODUCTION:

30

Articles

66

Papers

RESEARCH ACTIVITY:

   28 years (1991 - 2019). See details.
   Cites by year: 12
   Journals where Frédérique Bec has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 24 (6.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe92
   Updated: 2020-04-04    RAS profile: 2020-03-16    
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Relations with other researchers


Works with:

Ferrara, Laurent (4)

Boucekkine, Raouf (4)

Gollier, Christian (3)

Mogliani, Matteo (3)

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

Is cited by:

Paya, Ivan (7)

Klose, Jens (7)

Kose, Ayhan (6)

Million, Nicolas (6)

Naraidoo, Ruthira (6)

Lamarche, Jean-Francois (6)

Rahbek, Anders (6)

Koustas, Zisimos (6)

Moh, Young-Kyu (5)

Shintani, Mototsugu (5)

Mogliani, Matteo (5)

Cites to:

Obstfeld, Maurice (31)

Hansen, Bruce (28)

Campbell, John (24)

Taylor, Alan (20)

Piger, Jeremy (17)

Morley, James (16)

Hamilton, James (16)

Rogoff, Kenneth (15)

Granger, Clive (15)

Andrews, Donald (13)

Gertler, Mark (13)

Main data


Where Frédérique Bec has published?


Journals with more than one article published# docs
Revue d'conomie politique3
Revue conomique3
Studies in Nonlinear Dynamics & Econometrics3
Economics Bulletin3
Annals of Economics and Statistics2
International Journal of Forecasting2
Economic Modelling2
conomie et Prvision2

Working Papers Series with more than one paper published# docs
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise13
Post-Print / HAL12
Working Papers / Center for Research in Economics and Statistics8
Working Papers / HAL6
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL3
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse3
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
CESifo Working Paper Series / CESifo Group Munich2
TSE Working Papers / Toulouse School of Economics (TSE)2

Recent works citing Frédérique Bec (2019 and 2018)


YearTitle of citing document
2018Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?. (2018). Chung, Chanjin ; Machado, Pedro Celso. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274841.

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

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2019Stationarity and ergodicity of vector STAR models. (2019). Saikkonen, Pentti ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:1805.11311.

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2019Stochastic model specification in Markov switching vector error correction models. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529.

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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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2019Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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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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2018Nowcasting economic activity with electronic payments data: A predictive modeling approach. (2018). Ortega, Fabio ; León, Carlos ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1037.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2017Construction crises and business cycle: consequences for GDP forecasts. (2017). Monnet, Eric ; Thubin, C. In: Rue de la Banque. RePEc:bfr:rueban:2017:39.

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2018Unit Root Testing in Multiple Smooth Break Models with Nonlinear Dynamics. (2018). Sandberg, Rickard. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:942-952.

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2019Forecast Performance in Times of Terrorism. (2019). El-Shagi, Makram ; Benchimol, Jonathan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.08.

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2018State-Dependent Transmission of Monetary Policy in the Euro Area. (2018). Neuenkirch, Matthias ; Nockel, Matthias ; Burgard, Jan Pablo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7074.

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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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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

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2018Predicting US inflation: Evidence from a new approach. (2018). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158.

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2018Asymmetric import cost pass-through in GCC countries: Evidence from nonlinear panel analysis. (2018). Al Samara, Mouyad ; Dombrecht, Michel ; Mrabet, Zouhair ; Alsamara, Mouyad. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:432-440.

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2019An outperforming investment strategy under fractional Brownian motion. (2019). Zhao, Yonghong ; Xiang, Yun ; Liu, Qiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:505-515.

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2018Revisiting the forecasting accuracy of Phillips curve: The role of oil price. (2018). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:334-356.

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2019Effects of crude oil shocks on the PPI system based on variance decomposition network analysis. (2019). Liu, Siyao ; Wang, ZE ; Guo, Sui ; Gao, Xiangyun ; Sun, Qingru ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:189:y:2019:i:c:s0360544219320730.

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2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:358-365.

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2019Asymmetric oil price transmission to the purchasing power of the U.S. dollar: A multiple threshold NARDL modelling approach. (2019). Mitra, Subrata Kumar ; Pal, Debdatta. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719302314.

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2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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2017Nonlinear adjustment effects in the purchasing power parity. (2017). Phiri, Andrew. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2017_08.

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2018The Stochastic Stationary Root Model. (2018). Hetland, Andreas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:39-:d:165046.

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2018Predicting risk with risk measures : an empirical study. (2018). Dacorogna, Michel ; Kratz, Marie ; Brautigam, Marcel. In: Working Papers. RePEc:hal:wpaper:hal-01791026.

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2017Reassessing the Impact of the US Fiscal Stimulus: The Role of the Monetary Policy Stance. (2017). Schreiber, Sven ; Rannenberg, Ansgar ; Hughes Hallett, Andrew. In: International Business Research. RePEc:ibn:ibrjnl:v:10:y:2017:i:4:p:12-31.

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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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2017Untangling the causal relationship between tax burden distribution and economic growth in 23 OECD countries: Fresh evidence from linear and non-linear Granger causality. (2017). FARHAT, Abdeljelil ; Haj, Meriem Bel ; Saafi, Sami . In: European Journal of Comparative Economics. RePEc:liu:liucej:v:14:y:2017:i:2:p:265-301.

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2018Are Eastern European Taylor Reaction Functions Asymmetric in Inflation or Output: Empirical Evidence for four Countries. (2018). Klose, Jens. In: MAGKS Papers on Economics. RePEc:mar:magkse:201808.

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2017Asymmetric Exchange Rate Policy in Inflation Targeting Developing Countries. (2017). Cömert, Hasan ; Comert, Hasan ; Benlialper, Ahmet ; Ocal, Nadir. In: ERC Working Papers. RePEc:met:wpaper:1702.

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2018Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets. (2018). Phiri, Andrew ; Apopo, Natalya ; de Villiers, David. In: Working Papers. RePEc:mnd:wpaper:1826.

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2019Towards resolving the Purchasing Power Parity (PPP) ‘puzzle’ in Newly Industrialized Countries (NIC’s). (2019). Phiri, Andrew ; de Villiers, David. In: Working Papers. RePEc:mnd:wpaper:1908.

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2017Are linear models really unuseful to describe business cycle data?. (2017). Silva Lopes, Artur ; Zsurkis, Gabriel Florin . In: MPRA Paper. RePEc:pra:mprapa:79413.

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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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2019Limits of regional food price differences and invisible hand. (2019). Shemyakina, Kira ; Skrobotov, Anton ; Perevyshin, Yury ; Dobronravova, Elizaveta. In: Applied Econometrics. RePEc:ris:apltrx:0360.

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2017Endogeneity and nonlinearities in Central Bank of Brazil’s reaction functions: an inverse quantile regression approach. (2017). Medeiros, Gabriela Bezerra ; da Silva, Edilean Kleber ; Portugal, Marcelo Savino. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1195-0.

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2018More powerful threshold cointegration tests. (2018). Oh, Dong-Yop ; Meng, Ming ; Lee, Hyejin. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1243-4.

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2018Exchange rate economics is always and everywhere controversial. (2018). Manzur, Meher. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:3:p:216-232.

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2017El esquema de objetivos de inflación: Evidencia para América Latina (1999-2015). (2017). Barros-Campello, Esther ; Pateiro-Lopez, Carlos ; Salcines-Cristal, Venancio J ; Pateiro-Rodriguez, Carlos. In: Estudios de Economia. RePEc:udc:esteco:v:44:y:2017:i:2:p:223-250.

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2017El esquema de objetivos de inflación: Evidencia para América Latina (1999-2015). (2017). Barros-Campello, Esther ; Pateiro-Lopez, Carlos ; Salcines-Cristal, Venancio J ; Pateiro-Rodriguez, Carlos. In: Estudios de Economia. RePEc:udc:esteco:v:44:y:2017:i:2:p:97-124.

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2017Are PIIGS so Different? An Empirical Analysis of Demand and Supply Shocks. (2017). Andrade, João ; Syssoyevamasson, Irina. In: Panoeconomicus. RePEc:voj:journl:v:64:y:2017:i:2:p:189-222.

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2017Are linear models really unuseful to describe business cycle data?. (2017). Zsurkis, Gabriel Florin ; Lopes, Artur Silva . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20175.

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2017Asymmetric exchange rate policy in inflation targeting developing countries. (2017). Cömert, Hasan ; Ocal, Nadir ; Comert, Hasan ; Benlialper, Ahmet . In: IPE Working Papers. RePEc:zbw:ipewps:862017.

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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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2010Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model In: Annals of Economics and Statistics.
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article25
2009Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2009) In: CIRANO Working Papers.
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2004Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2004) In: RCER Working Papers.
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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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2017Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany.(2017) In: Working Papers.
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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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article66
2011The possible shapes of recoveries in Markov-switching models In: Working papers.
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2011The Possible Shapes of Recoveries in Markov-Switching Models.(2011) In: Working Papers.
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2011The possible shapes of recoveries in Markov-Switching models.(2011) In: THEMA Working Papers.
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2012The European way out of recession In: Working papers.
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2011The European Way Out of Recessions.(2011) In: THEMA Working Papers.
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2012Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors. In: Working papers.
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2013Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors.(2013) In: Economics Bulletin.
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2013Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? In: Working papers.
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2013Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?.(2013) In: Working Papers.
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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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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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2008The ACR model: a multivariate dynamic mixture autoregression.(2008) In: THEMA Working Papers.
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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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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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2012Inventory Investment and the Business Cycle : The usual Suspect.(2012) In: Working Papers.
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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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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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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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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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2012Préface In: Revue d'économie politique.
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2012Le rôle des stocks en sortie de crise : Une étude empirique sur données denquête In: Revue d'économie politique.
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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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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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2005The Autoregressive Conditional Root (ACR) Model In: Working Papers.
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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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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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2000Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart In: Econometric Society World Congress 2000 Contributed Papers.
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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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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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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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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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2008Assets returns volatility and investment horizon: The French case 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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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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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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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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1997Automatic Stabilizers in a European Perspective In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model In: Post-Print.
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1997Les implications de la structure des marchés financiers pour la dynamique des modèles déquilibre général à deux pays 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: 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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2015Comparing the shapes of recoveries: France, the UK and the US In: Post-Print.
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