8
H index
7
i10 index
290
Citations
Dufrénot : Citation Profile
Aix-Marseille Université (80% share) | RESEARCH PRODUCTION: 58 Articles 111 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1994 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Dufrénot. | Is cited by:
| Cites to:
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Main data
Where Dufrénot has published?
Recent works citing Dufrénot (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2019 | Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator. (2019). Golovan, Sergei ; Besstremyannaya, Galina. In: Working Papers. RePEc:abo:neswpt:w0249. Full description at Econpapers || Download paper |
| 2017 | Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). BarunÃk, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622. Full description at Econpapers || Download paper |
| 2018 | A new time-varying model for forecasting long-memory series. (2018). Bisaglia, Luisa ; Grigoletto, Matteo. In: Papers. RePEc:arx:papers:1812.07295. Full description at Econpapers || Download paper |
| 2018 | Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Qarni, Muhammad Owais ; Saqib, Gulzar. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20. Full description at Econpapers || Download paper |
| 2017 | RETURNS AND VOLATILITY SPILLOVER BETWEEN ASIAN EQUITY MARKETS: A WAVELET APPROACH. (2017). Sasikumar, Anoop ; Kamaiah, B. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:63-84. Full description at Econpapers || Download paper |
| 2017 | Foreign Direct Investment, Democracy and Economic Growth in Southern Africa. (2017). Malikane, Christopher ; Chitambara, Prosper. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:1:p:92-102. Full description at Econpapers || Download paper |
| 2018 | MONETARY AND FISCAL POLICIES INTERACTION IN MONETARY UNIONS. (2018). Foresti, Pasquale. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:1:p:226-248. Full description at Econpapers || Download paper |
| 2017 | Exchange rate misalignments and the external balance under a pegged currency system. (2017). Gnimassoun, Blaise. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:5:p:949-974. Full description at Econpapers || Download paper |
| 2018 | What role for human capital in the growth process: new evidence from endogenous latent factor panel quantile regressions. (2018). Le Gallo, Julie ; Kostov, Philip ; LeGallo, Julie . In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:65:y:2018:i:5:p:501-527. Full description at Econpapers || Download paper |
| 2018 | A Generalized ARFIMA Model with Smooth Transition Fractional Integration Parameter. (2018). Heni, Boubaker. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:10:y:2018:i:1:p:20:n:1. Full description at Econpapers || Download paper |
| 2017 | Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach. (2017). JAWADI, Fredj ; Souhir, Chlibi ; Mohamed, Sellami ; Fredj, Jawadi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:47-63:n:5. Full description at Econpapers || Download paper |
| 2019 | Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator. (2019). Besstremyannaya, Galina ; Golovan, Sergei. In: Working Papers. RePEc:cfr:cefirw:w0249. Full description at Econpapers || Download paper |
| 2019 | Identification des points de retournement du cycle économique au Canada. (2019). Kotchoni, Rachidi ; Surprenant, Stephane ; Stevanovic, Dalibor. In: CIRANO Project Reports. RePEc:cir:cirpro:2019rp-05. Full description at Econpapers || Download paper |
| 2017 | Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2017). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-7. Full description at Econpapers || Download paper |
| 2017 | Euro area fiscal stance. (2017). Palaiodimos, Georgios ; Ferdinandusse, Marien ; Checherita Westphal, Cristina ; Campos, Maria ; Bakowski, Krzysztof . In: Occasional Paper Series. RePEc:ecb:ecbops:2017182. Full description at Econpapers || Download paper |
| 2018 | Macroeconomic imbalances in the euro area: where do we stand?. (2018). Sondermann, David ; Pierluigi, Beatrice. In: Occasional Paper Series. RePEc:ecb:ecbops:2018211. Full description at Econpapers || Download paper |
| 2017 | How credible is inflation targeting in Asia? A quantile unit root perspective. (2017). Holmes, Mark ; Hassan, Gazi ; Glenn, Harold. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:194-210. Full description at Econpapers || Download paper |
| 2017 | Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11. Full description at Econpapers || Download paper |
| 2017 | Mexican real wages and the U.S. economy. (2017). Mollick, Andre ; Cabral, Rene. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:141-152. Full description at Econpapers || Download paper |
| 2018 | The impact of setting negative policy rates on banking flows and exchange rates. (2018). Khayat, Guillaume A. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:1-10. Full description at Econpapers || Download paper |
| 2018 | Identifying the nonlinear correlation between business cycle and monetary policy rule: Evidence from China and the U.S.. (2018). Liu, Dayu ; Song, Yang ; Zhao, Tingting ; Xu, Ning. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:45-54. Full description at Econpapers || Download paper |
| 2019 | Increasing linkages among European regions. The role of sectoral composition. (2019). Gómez-Loscos, Ana ; Gadea, MarÃa ; Leiva-Leon, Danilo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores. In: Economic Modelling. RePEc:eee:ecmode:v:80:y:2019:i:c:p:222-243. Full description at Econpapers || Download paper |
| 2018 | Modeling maxima with autoregressive conditional Fréchet model. (2018). Zhao, Zifeng ; Chen, Rong ; Zhang, Zhengjun. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:325-351. Full description at Econpapers || Download paper |
| 2018 | Is crude oil price detrimental to domestic private investment for an emerging economy? The role of public sector investment and financial sector development in an era of globalization. (2018). Mahalik, Mantu ; Sahoo, Manoranjan ; Mallick, Hrushikesh. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:307-324. Full description at Econpapers || Download paper |
| 2019 | Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ). (2019). Baimbridge, Mark ; Litsios, Ioannis ; Adu, Raymond. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:232-249. Full description at Econpapers || Download paper |
| 2019 | Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:156-169. Full description at Econpapers || Download paper |
| 2019 | How do the Renminbi and other East Asian currencies co-move?. (2019). Keddad, Benjamin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:49-70. Full description at Econpapers || Download paper |
| 2018 | The missing spillover of base expansion into monetary aggregates: Is there a puzzle?. (2018). Arnold, Ivo ; Soederhuizen, Beau. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:64-76. Full description at Econpapers || Download paper |
| 2017 | Oil shock in the Caspian Basin: Diversification policy and subsidized economies. (2017). Bayramov, Vugar ; Abbas, Gulnara. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:149-156. Full description at Econpapers || Download paper |
| 2017 | Assessing financial and housing wealth effects through the lens of a nonlinear framework. (2017). Sousa, Ricardo ; JAWADI, Fredj ; Soparnot, Richard. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:840-850. Full description at Econpapers || Download paper |
| 2019 | The long run stability of money demand in the proposed West African monetary union. (2019). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:483-495. Full description at Econpapers || Download paper |
| 2018 | Growth by Destination: The Role of Trade in Africa’s Recent Growth Episode. (2018). Mullings, Robert ; MAHABIR, Aruneema. In: World Development. RePEc:eee:wdevel:v:102:y:2018:i:c:p:243-261. Full description at Econpapers || Download paper |
| 2017 | Monetary and fiscal policies in interaction in monetary unions. (2017). Foresti, Pasquale. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:69623. Full description at Econpapers || Download paper |
| 2018 | Public Education Spending and Economic Growth: The Governance Threshold Effect. (2018). Trabelsi, Salwa. In: Journal of Economic Development. RePEc:jed:journl:v:43:y:2018:i:1:p:101-124. Full description at Econpapers || Download paper |
| 2018 | How do Housing Prices and Business Cycles Interact in Spain? An Empirical Analysis/¿Cómo interactúan los precios de la vivienda y el ciclo económico en España? Un análisis empírico. (2018). Sala-Rios, Merce ; Torres-Sole, Teresa ; Farre-Perdiguer, Mariona. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_3_12. Full description at Econpapers || Download paper |
| 2018 | Education and Economic Growth: Empirical Evidence from Nigeria. (2018). Eregha, Perekunah ; Edafe, Joel ; Irughe, Roland I. In: Managing Global Transitions. RePEc:mgt:youmgt:v:16:y:2018:i:1:p:59-77. Full description at Econpapers || Download paper |
| 2017 | DOES DEMOCRATIC INSTITUTIONS AND FOREIGN DIRECT INVESTMENT AFFECT ECONOMIC GROWTH? EVIDENCE FROM NIGERIA. (2017). Ozekhome, Hassan O. In: Oradea Journal of Business and Economics. RePEc:ora:jrojbe:v:2:y:2017:i:2:p:27-36. Full description at Econpapers || Download paper |
| 2018 | Leading Indicators and Financial Crisis: A Multi-Sectoral Approach Using Signal Extraction. (2018). Bosupeng, Mpho. In: Journal of Empirical Studies. RePEc:pkp:joestu:2018:p:20-44. Full description at Econpapers || Download paper |
| 2018 | Modern financial repression in the euro area crisis: making high public debt sustainable?. (2018). van Riet, Ad. In: MPRA Paper. RePEc:pra:mprapa:92649. Full description at Econpapers || Download paper |
| 2017 | Openness and Growth: Is the Relationship Non-Linear?. (2017). Stander, Lardo ; GUPTA, RANGAN ; Vaona, Andrea . In: Working Papers. RePEc:pre:wpaper:201703. Full description at Econpapers || Download paper |
| 2017 | U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201742. Full description at Econpapers || Download paper |
| 2017 | Foreign Aid and Dutch Disease in Thailand. (2017). Sakurai, Hiroaki . In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:4:y:2017:i:2:p:57-64. Full description at Econpapers || Download paper |
| 2019 | Financial Inclusion and the Trade-Growth Nexus: Evidence from the Emerging Zimbabwean Economy. (2019). Maune, Alexander . In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2019:i:6:p:43-55. Full description at Econpapers || Download paper |
| 2018 | Tax compliance with uncertain income: a stochastic control model. (2018). Sparta, Gaetano T ; Stabile, Gabriele. In: Annals of Operations Research. RePEc:spr:annopr:v:261:y:2018:i:1:d:10.1007_s10479-017-2618-9. Full description at Econpapers || Download paper |
| 2017 | Time-varying persistence in US inflation. (2017). GUPTA, RANGAN ; Caporin, Massimiliano. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1144-y. Full description at Econpapers || Download paper |
| 2018 | Is inflation targeting credible in Asia? A panel GARCH approach. (2018). Holmes, Mark ; Hassan, Gazi ; Glenn, Harold. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1212-3. Full description at Econpapers || Download paper |
| 2018 | Regime-switching monetary and fiscal policy rules and their interaction: an Indian case study. (2018). Arora, Sanchit. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1265-y. Full description at Econpapers || Download paper |
| 2018 | What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z. Full description at Econpapers || Download paper |
| 2017 | Natural gas, trade and sustainable growth: empirical evidence from the top gas consumers of the developing world. (2017). Shahbaz, Muhammad ; Paramati, Sudharshan Reddy ; Bhattacharya, Mita ; Samsul, MD. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:7:p:635-649. Full description at Econpapers || Download paper |
| 2017 | The impact of trade openness on economic growth: The case of Cote d’Ivoire. (2017). Keho, Yaya ; Wang, Miao Grace. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1332820. Full description at Econpapers || Download paper |
| 2017 | Public education expenditure and economic growth: the educational quality threshold effect. (2017). Trabelsi, Salwa. In: Region et Developpement. RePEc:tou:journl:v:45:y:2017:p:99-112. Full description at Econpapers || Download paper |
| 2017 | Exchange rate dynamics and monetary integration in the EAC contries. (2017). Cuiabano, Simone ; Opoku-Afari, Maxwell. In: TSE Working Papers. RePEc:tse:wpaper:32101. Full description at Econpapers || Download paper |
| 2017 | U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN. In: Working papers. RePEc:uct:uconnp:2017-10. Full description at Econpapers || Download paper |
| 2017 | Trade Openness and Industrial Growth: Evidence from Nigeria. (2017). Adamu, Fahad Muhammad ; Doan, Ergun. In: Panoeconomicus. RePEc:voj:journl:v:64:y:2017:i:3:p:297-314. Full description at Econpapers || Download paper |
Works by Dufrénot:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Is Per Capita Growth in Africa Hampered by Poor Governance and Weak Institutions? An Empirical Study on the ECOWAS Countries In: African Development Review. [Citation analysis] | article | 8 |
| 2012 | A Smooth Transition Long-Memory Model In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | A smooth transition long-memory model.(2013) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2013 | A smooth transition long-memory model.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2012 | A Smooth Transition Long-Memory Model.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Business Cycles Synchronization in East Asia: A Markov-Switching Approach In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2014 | Business cycles synchronization in East Asia: A Markov-switching approach.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2013 | Business Cycles Synchronization in East Asia: A Markov-Switching Approach.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2014 | Business cycles synchronization in East Asia: A Markov-switching approach.(2014) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2014 | Shift-Volatility Transmission in East Asian Equity Markets In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Shift-Volatility Transmission in East Asian Equity Markets.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Fiscal Policy and Macroeconomic Imbalances In: Workshop and Conferences. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Are the effects of fiscal changes different in times of crisis and non-crisis? The French Case In: Working papers. [Full Text][Citation analysis] | paper | 8 |
| 2011 | Are the effects of fiscal changes different in times of crisis and non crisis? The French case.(2011) In: Revue d'économie politique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2010 | The French Regions’ Borrowing Behaviours. How heterogeneous are they? In: Working papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Fiscal developments in the euro area beyond the crisis: some lessons drawn from fiscal reaction functions In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The changing role of house price dynamics over the business cycle In: Working papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | The changing role of house price dynamics over the business cycle.(2012) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2012 | Public debt ratio and its determinants in France since 1890 Does econometrics support the historical evidence? In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Why have governments succeeded in reducing French public debt historically and can these successes inspired us for the future? An historical perspective since 1890. In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Financial integration and growth correlation in Sub-Saharan Africa. In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Nouveaux défis pour la dette publique dans les pays avancés : synthèse du colloque tenu à Strasbourg les 16 et 17 septembre 2010. In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2012 | Indicateurs de vulnérabilité macroéconomiques et financiers dans les économies avancées. Synthèse d’une conférence organisée à Strasbourg les 13 et 14 septembre 2012. In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2010 | New challenges for public debt in advanced economies Summary of the conference held in Strasbourg on 16-17 September 2010. In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2012 | Macroeconomic and financial vulnerability indicators in advanced economies Summary of the conference of 13-14 September 2012 organised by the Banque de France and the University of Strasbourg In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2012 | TESTING CATCHING-UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 2 |
| 2009 | CREDIT POLICY STRESS IN THE WEST AFRICAN ECONOMIC AND MONETARY UNION In: The Developing Economies. [Full Text][Citation analysis] | article | 0 |
| 2015 | Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa In: The Developing Economies. [Full Text][Citation analysis] | article | 0 |
| 2015 | Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | MODELLING THE SLOW MEAN-REVERSION OF THE CENTRAL AND EASTERN EUROPEAN COUNTRIES REAL EXCHANGE RATES In: Manchester School. [Full Text][Citation analysis] | article | 1 |
| 2008 | Modelling the slow mean-reversion of the Central and Eastern European countries real exchange rates.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | West African Single Currency and Competitiveness In: Review of Development Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | West African Single Currency and Competitiveness.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1994 | METHODS IN ECONOMICS: TESTING FOR LINEARITY In: Journal des Economistes et des Etudes Humaines. [Full Text][Citation analysis] | article | 0 |
| 2017 | Introduction: recent developments of switching models for financial data In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Introduction: recent developments of switching models for financial data.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | La cointégration non linéaire : une note méthodologique In: Economie & Prévision. [Full Text][Citation analysis] | article | 1 |
| 2002 | La cointégration non linéaire : une note méthodologique.(2002) In: Économie et Prévision. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2004 | Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ? In: Revue économique. [Full Text][Citation analysis] | article | 0 |
| 2004 | Cointégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue ?.(2004) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Les effets de la crise des subprimes sur le marché financier mexicain In: Revue économique. [Full Text][Citation analysis] | article | 0 |
| 2011 | Les effets de la crise des subprimes sur le marché financier mexicain.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Les comportements demprunt des régions françaises. Quel degré dhétérogénéité? In: Revue économique. [Full Text][Citation analysis] | article | 0 |
| 2011 | Nouveaux défis pour la dette publique dans les pays avancés In: Revue économique. [Full Text][Citation analysis] | article | 0 |
| 2011 | New Challenges for Public Debt in Advanced Economies In: Revue économique. [Full Text][Citation analysis] | article | 0 |
| 2011 | Limpact des fondamentaux macroéconomiques sur les spreads souverains de la zone euro est-il influencé par les réformes financières ? In: Revue économique. [Full Text][Citation analysis] | article | 0 |
| 2016 | LAmérique latine dans la globalisation financière : a-t-on appris des crises passées ? In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
| 2016 | LAmérique latine dans la globalisation financière : a-t-on appris des crises passées ?.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2004 | Modeling the volatility of the US S?P 500 index using an LSTGARCH model In: Revue d'économie politique. [Full Text][Citation analysis] | article | 0 |
| 2004 | Modeling the volatility of the US S&P500 index using an LSTGARCH model.(2004) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2007 | Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries? In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | TESTING THE FINANCE-GROWTH LINK: IS THERE A DIFFERENCE BETWEEN DEVELOPED AND DEVELOPING COUNTRIES?.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Testing the finance-growth link: is there a difference between developed and developing countries?.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Testing the finance-growth link: is there a difference between developed and developing countries?.(2010) In: Economics Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2009 | The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach In: Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2010 | The trade-growth nexus in the developing countries: a quantile regression approach.(2010) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 2009 | Term of Trade Shocks in a Monetary Union: an Application to West-Africa In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2010 | The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2011 | The effects of the subprime crisis on the Latin American financial markets: An empirical assessment.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2012 | The effects of the subprime crisis on the Latin American financial markets: an empirical assessment.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2011 | The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2013 | Tax evasion,tax corruption and stochastic growth In: Documents de Travail. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Tax evasion, tax corruption and stochastic growth.(2016) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2013 | Tax evasion, tax corruption and stochastic growth.(2013) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Tax evasion, tax corruption and stochastic growth.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | MONETARY POLICY SWITCHING IN THE EURO AREA AND MULTIPLE STEADY STATES: AN EMPIRICAL INVESTIGATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Monetary Policy Switching in the Euro Area and Multiple Steady States: An Empirical Investigation.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2004 | Modeling the French Consumption Function Using SETAR Models In: Economics Bulletin. [Full Text][Citation analysis] | article | 6 |
| 2004 | Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2003 | Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective.(2003) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2003 | Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective.(2003) In: International Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2004 | Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
| 2004 | Business Cycles Asymmetry and Monetary Policy: A Further Investigation using MRSTAR Models.(2004) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2013 | Computational tools in econometric modeling for macroeconomics and finance In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2013 | Computational tools in econometric modeling for macroeconomics and finance.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2013 | Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2015 | Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | Advances and challenges in decision-making, monetary policy and financial markets In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2016 | Advances and challenges in decision-making, monetary policy and financial markets.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2005 | Modelling squared returns using a SETAR model with long-memory dynamics In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2005 | Modelling squared returns using a SETAR model with long-memory dynamics.(2005) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2014 | Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2014 | Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2005 | Long-memory dynamics in a SETAR model - applications to stock markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 8 |
| 2005 | Long-memory dynamics in a SETAR model - Applications to stock markets.(2005) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2008 | Explaining the European exchange rates deviations: Long memory or non-linear adjustment? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 23 |
| 2008 | Explaining the European exchange rates deviations: long memory or nonlinear adjustment?.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2016 | Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
| 2016 | Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2003 | Structural Reforms, Macroeconomic Policies and the Future of Kazakhstan Economy In: EcoMod2004. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Structural reforms, macroeconomic policies and the future of Kazakhstan economy.(2004) In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2006 | Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2006 | Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration.(2006) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
| 2003 | Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration.(2003) In: International Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2003 | Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ? In: THEMA Working Papers. [Citation analysis] | paper | 0 |
| 2003 | Real exchange rate misalignment in Hungary: a fractionally integrated threshold model In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 1 |
| 2015 | A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2007 | A forewarning indicator system for financial crises: the case of six central and eastern european countries In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] | paper | 10 |
| 2007 | A forewarning indicator system for financial crises: the case of six Central and Eastern European countries.(2007) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2009 | A forewarning indicator system for financial crises: the case of six Central and Eastern European countries.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2007 | A forewarning indicator system for financial crises: the case of six Central and Eastern European countries.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2007 | A FOREWARNING INDICATOR SYSTEM FOR FINANCIAL CRISES : THE CASE OF SIX CENTRAL AND EASTERN EUROPEAN COUNTRIES.(2007) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2009 | A Forewarning Indicator System for Financial Crises: the Case of Six Central and Eastern European Countries.(2009) In: Journal of Economic Integration. [Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2010 | Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets.(2010) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process.(2014) In: Economic Change and Restructuring. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2010 | Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 3 |
| 2010 | Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa.(2010) In: Journal of African Economies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2008 | Changing-regime volatility: A fractionally integrated SETAR model In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 3 |
| 2006 | Changing-regime volatility : A fractionally integrated SETAR model.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2008 | Changing-regime volatility: a fractionally integrated SETAR model.(2008) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2012 | The slow convergence of per capita income between the developing countries: ‘growth resistance’ and sometimes ‘growth tragedy’ In: Post-Print. [Citation analysis] | paper | 4 |
| 2009 | The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy”.(2009) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | Shift-volatility transmission in East Asian equity markets: new indicators In: Post-Print. [Citation analysis] | paper | 3 |
| 2016 | Fiscal policies enhancing growth in Europe: does one size fit all? In: Post-Print. [Citation analysis] | paper | 2 |
| 2016 | Fiscal policies enhancing growth in Europe: does one size fit all?.(2016) In: Oxford Economic Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2016 | Regime-Dependent Fiscal Multipliers in the United States In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Regime-Dependent Fiscal Multipliers in the United States.(2016) In: Open Economies Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | The ECOWAS countries’ growth rates: what makes them similar and what makes them different? A quantile regression analysis In: Post-Print. [Citation analysis] | paper | 2 |
| 2014 | Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching: The Case of the Euro Area In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Global Imbalances And Financial Sector Instabilities: Introduction In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | GLOBAL IMBALANCES AND FINANCIAL SECTOR INSTABILITIES: INTRODUCTION.(2014) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2014 | Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II In: Post-Print. [Citation analysis] | paper | 6 |
| 2014 | Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2014 | Fiscal Policy and Asset Price Cycles: Evidence from Four European Countries In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | New tools to assess fiscal and financial vulnerabilities in advanced economies In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | New tools to assess fiscal and financial vulnerabilities in advanced economies.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2014 | Managing the fragility of the Eurozone by Paul de Grauwe In: Post-Print. [Citation analysis] | paper | 2 |
| 2014 | MANAGING THE FRAGILITY OF THE EUROZONE BY PAUL De GRAUWE.(2014) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2014 | Market Microstructure and Nonlinear Dynamics - Keeping Financial Crisis in Context In: Post-Print. [Citation analysis] | paper | 1 |
| 2014 | Which of the real money gap or nominal money gap helped predict inflation in Europe? A retrospective analysis In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Austérité budgétaire : remède ou poison ? La zone euro à lépreuve de la crise In: Post-Print. [Citation analysis] | paper | 0 |
| 2004 | Structural reforms, macroeconomic policies and the future of Kazakhstan In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A simple fractionally integrated model with a time-varying long memory parameter dt In: Post-Print. [Citation analysis] | paper | 4 |
| 2008 | A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t.(2008) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2009 | Finite sample properties of tests for STGARCH models and application to the US stock returns In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Le comportement du taux de change allemand : mémoire longue ou dynamique non linéaire ? In: Post-Print. [Citation analysis] | paper | 0 |
| 2001 | Modeling stock returns with multivariate LSTGARCH models In: Post-Print. [Citation analysis] | paper | 0 |
| 2003 | Further Monte Carlo results on tests of GARCH against STGARCH models In: Post-Print. [Citation analysis] | paper | 0 |
| 2001 | Modeling volatilities with LSTGARCH models : application to US, UK and France stock returns In: Post-Print. [Citation analysis] | paper | 0 |
| 2001 | Testing for transition variable in STGARCH Models In: Post-Print. [Citation analysis] | paper | 0 |
| 2003 | LSTGARCH effects in stock returns : the case of U.S., U.K. and France In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Après la Crise : les politiques économique dans le monde In: Post-Print. [Citation analysis] | paper | 0 |
| 2008 | Which predictor is the best to predict inflation in Europe: the real money-gap or a nominal money based indicator? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10] In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2014 | A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process [Working papers] In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Real Exchange Rate Misalignment; A Panel Co-Integration and Common Factor Analysis In: IMF Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2012 | Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1994 | Les théories explicatives du taux de change : de Cassel au début des années quatre-vingt In: Revue Française d'Économie. [Full Text][Citation analysis] | article | 0 |
| 2010 | Modeling transition in Central Asia: the Case of Kazakhstan In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Pegging the future West African single currency in regard to internal/external competitiveness: a counterfactual analysis In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Ghana, South Africa and the WAEMU In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Macroeconomic policies in the Franc Zone, by David Fielding (Basingstoke: Palgrave Macmillan, 2005, pp. 240) In: Journal of International Development. [Full Text][Citation analysis] | article | 0 |
| 2011 | Monetary autonomy in the West African countries: What do the policy rules tell us? In: Journal of International Development. [Full Text][Citation analysis] | article | 0 |
| 2003 | Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals? In: Development and Comp Systems. [Full Text][Citation analysis] | paper | 7 |
| 2003 | Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?.(2003) In: Development and Comp Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2003 | Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model In: Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2003 | A SETAR model with long-memory dynamics In: Econometrics. [Full Text][Citation analysis] | paper | 6 |
| 2003 | Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models In: Macroeconomics. [Full Text][Citation analysis] | paper | 1 |
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