Valérie Mignon : Citation Profile


Are you Valérie Mignon?

Université Paris-Nanterre (Paris X) (80% share)
Centre d'études prospectives et d'informations internationales (CEPII) (20% share)

24

H index

37

i10 index

1690

Citations

RESEARCH PRODUCTION:

104

Articles

211

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   22 years (1996 - 2018). See details.
   Cites by year: 76
   Journals where Valérie Mignon has often published
   Relations with other researchers
   Recent citing documents: 326.    Total self citations: 75 (4.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi86
   Updated: 2019-02-13    RAS profile: 2019-02-08    
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Relations with other researchers


Works with:

COUHARDE, Cécile (36)

Razafindrabe, Tovonony (21)

Allegret, Jean-Pierre (20)

Coudert, Virginie (19)

López Villavicencio, Antonia (18)

Gnimassoun, Blaise (17)

Coulibaly, Dramane (14)

HACHE, Emmanuel (10)

OOSTERLINCK, Kim (8)

Szafarz, Ariane (8)

Delatte, Anne-Laure (8)

Grekou, Carl (7)

Chinn, Menzie (6)

Ferrara, Laurent (6)

Leboullenger, Deborah (6)

Paris, Anthony (4)

Guerreiro, David (4)

Brière, Marie (3)

Joëts, Marc (3)

Drut, Bastien (3)

Bouvatier, Vincent (2)

Gomes, Gabriel (2)

Tokpavi, Sessi (2)

El Ouadghiri, Imane (2)

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

Is cited by:

Nguyen, Duc Khuong (40)

Gnimassoun, Blaise (36)

AROURI, Mohamed (34)

Comunale, Mariarosaria (31)

Caporale, Guglielmo Maria (22)

Coulibaly, Issiaka (21)

Shahbaz, Muhammad (19)

Saadaoui, Jamel (19)

JAWADI, Fredj (18)

Gil-Alana, Luis (17)

COUHARDE, Cécile (17)

Cites to:

Teräsvirta, Timo (50)

Rogoff, Kenneth (36)

Benassy-Quere, Agnès (31)

van Dijk, Dick (31)

Kilian, Lutz (31)

MacDonald, Ronald (30)

Chinn, Menzie (30)

Milesi-Ferretti, Gian Maria (27)

Granger, Clive (25)

Phillips, Peter (24)

Pesaran, M (23)

Main data


Where Valérie Mignon has published?


Journals with more than one article published# docs
Economic Modelling7
Revue conomique7
Economics Bulletin6
Energy Economics6
La Lettre du CEPII6
conomie et Prvision6
Energy Policy5
Economie & Prvision5
International Economics4
Revue d'conomie Financire4
Applied Economics4
Journal of International Money and Finance4
Journal of Macroeconomics3
Revue d'conomie politique3
Review of International Economics3
Journal of the Japanese and International Economies3
Pacific Economic Review2
Journal of Economic Integration2

Working Papers Series with more than one paper published# docs
Post-Print / HAL94
Working Papers / CEPII research center42
EconomiX Working Papers / University of Paris Nanterre, EconomiX29
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise12
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL12
Working Papers / HAL6
International Finance / University Library of Munich, Germany2
Working Papers CEB / ULB -- Universite Libre de Bruxelles2

Recent works citing Valérie Mignon (2018 and 2017)


YearTitle of citing document
2017Working Paper 249 - Threshold Effects of Inflation on Economic Growth in Africa: Evidence from a Dynamic Panel Threshold Regression. (2017). Ndoricimpa, Arcade ; Arcade, Ndoricimpa . In: Working Paper Series. RePEc:adb:adbwps:2359.

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2017Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing. (2017). Quirion, Philippe ; Chevallier, Julien ; Frederic, Philippe Quirion . In: The Energy Journal. RePEc:aen:journl:ej37-3-branger.

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2017Fossil Fuel Price Shocks and CO2 Emissions: The Case of Spain. (2017). perez, rafaela ; Blazquez, Jorge ; Ruiz, Jesus ; Martin-Moreno, Jose Maria. In: The Energy Journal. RePEc:aen:journl:ej38-6-martinmoreno.

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2018The Global Vector Error Correction Model application on the dynamics and drivers of the World Butter Export Prices: Evidence from the U.S., the EU, and New Zealand. (2018). Xue, Huidan ; Wang, Liming ; Li, Chenguang. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273971.

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2017Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Papaioannou, Panagiotis G ; Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas . In: Papers. RePEc:arx:papers:1708.07063.

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2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

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2017A Unified Approach on the Local Power of Panel Unit Root Tests. (2017). Liang, Zhongwen. In: Papers. RePEc:arx:papers:1710.02944.

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2018Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2018Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017. (2018). Wkatorek, Marcin ; Stanuszek, Marek ; O'Swicecimka, Pawel ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:1812.08548.

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2019Impact of Import and Export on GDP of Egypt: Application of ARDL Model. (2019). Sulaiman, Amal ; Al-Hadi, Azrina Abdullah ; Baharin, Roziana. In: International Journal of Asian Social Science. RePEc:asi:ijoass:2019:p:1-10.

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2017Capital inflows, crisis and recovery in small open economies. (2017). Kinsella, Stephen ; Zoega, Gylfi ; Raza, Hamid. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1709.

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2017Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1.

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2018Price and cost competitiveness misalignments of the euro area and of its main economies according to a quarterly BEER model, 1999-2017. (2018). Giordano, Claire. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_444_18.

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2018Real exchange rate misalignments in the euro area. (2018). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1162_18.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2018Okun´s law in Colombia: a non-linear cointegration. (2018). Ramos-Veloza, Mario ; Florez, Luz ; Pulido-Mahecha, Karen L. In: Borradores de Economia. RePEc:bdr:borrec:1039.

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2018STRUCTURAL AND CYCLICAL FACTORS OF SERBIA’S CURRENT ACCOUNT. (2018). Kovaevi, Radovan. In: Economic Annals. RePEc:beo:journl:v:63:y:2018:i:217:p:75-98.

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2019Price effect of mutual fund flows on the corporate bond market. The French case. (2019). Coudert, Virginie ; Salakhova, Dilyara. In: Working papers. RePEc:bfr:banfra:706.

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2018Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: BIS Working Papers. RePEc:bis:biswps:716.

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2018A key currency view of global imbalances. (2018). McCauley, Robertn ; Ito, Hiro. In: BIS Working Papers. RePEc:bis:biswps:762.

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2017Macro-financial linkages: the role of liquidity dependence. (2017). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps24.

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2017Oil and the Naira: A Markov Switching Perspective. (2017). Ayodeji, Idowu. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:4:p:562-574.

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2018Monnaie unique et intégration par le marché en Afrique: le cas de la CEEAC et de la CEDEAO. (2018). Mignamissi, Dieudonn. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:1:p:71-85.

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2018EXCHANGE RATE PASS‐THROUGH IN A SMALL OPEN ECONOMY: A STRUCTURAL VAR APPROACH. (2018). Tunc, Cengiz ; Kilinc, Mustafa. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:4:p:410-422.

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2017Responses of Economic Activity to Global Oil Market Shocks: A Comparative Analysis of Major Net Oil-Producing and -Consuming Countries. (2017). Mavromaras, Kostas ; Worthington, Andrew C ; Sotoudeh, M-Ali . In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i::p:70-85.

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2018Dealing with the consequences of exchange rate misalignments for macroeconomic adjustments in the EMU. (2018). Duwicquet, Vincent ; Saadaoui, Jamel ; Mazier, Jacques. In: Metroeconomica. RePEc:bla:metroe:v:69:y:2018:i:4:p:737-767.

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2017Thousands of BEERs: Take your pick. (2017). Grisse, Christian ; Adler, Konrad . In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:5:p:1078-1104.

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2017Exchange 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.

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2018What 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.

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2018Monetary union in West Africa and business cycles synchronicity: New evidence. (2018). Simons, Daniel ; Louis, Rosmy Jean. In: The World Economy. RePEc:bla:worlde:v:41:y:2018:i:10:p:2828-2848.

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2017MACROECONOMIC IMPACTS OF OIL PRICE SHOCKS: AN EMPIRICAL ANALYSIS BASED ON THE SVAR MODELS. (2017). Zerrin, Kilicarslan ; Yasemin, Dumrul. In: Revista Economica. RePEc:blg:reveco:v:69:y:2017:i:5:p:55-72.

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2018Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2018). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:953.

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2017Modeling 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.

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2018Missing wage growth in the euro area: is the wage Philips curve non-linear?. (2018). Zekaite, Zivile ; Byrne, David. In: Economic Letters. RePEc:cbi:ecolet:9/el/18.

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2017Households energy consumption and transition towards cleaner energy sources.. (2017). Delacote, Philippe ; Damette, Olivier ; del Lo, Gaye. In: Working Papers. RePEc:cec:wpaper:1702.

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2018Energy Consumption in the French Residential Sector: How Much Do Individual Preferences Matter?. (2018). CHARLIER, Dorothée ; Bakaloglou, Salome. In: Working Papers. RePEc:cec:wpaper:1803.

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2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6482.

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2017OPEC, Shale Oil, and Global Warming - On the Importance of the Order of Extraction. (2017). Withagen, Cees ; van der Meijden, Gerard ; Benchekroun, Hassan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6746.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2017Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis.. (2017). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:805.

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2018Currency Misalignments and Economic Growth: The Foreign Currency-Denominated Debt Channel. (2018). Grekou, Carl. In: Working Papers. RePEc:cii:cepidt:2018-12.

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2018Some Unpleasant Euro Arithmetic. (2018). Vicard, Vincent ; Gaulier, Guillaume. In: CEPII Policy Brief. RePEc:cii:cepipb:2018-21.

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2018The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Bohl, Martin T ; Sulewski, Christoph. In: CQE Working Papers. RePEc:cqe:wpaper:7718.

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2017Modelling stock price-exchange rate nexus in OECD countries - A new perspective. (2017). Salisu, Afees ; Ndako, Umar. In: Working Papers. RePEc:cui:wpaper:0038.

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2018Testing the predictability of commodity prices in stock returns: A new perspective. (2018). Salisu, Afees ; Raheem, Ibrahim D ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0061.

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2017MONETARY POLICY SWITCHING IN THE EURO AREA AND MULTIPLE STEADY STATES: AN EMPIRICAL INVESTIGATION. (2017). Dufrénot, Gilles ; Khayat, Guillaume A ; Dufrenot, Gilles. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:05:p:1175-1188_00.

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2017Central Bank Policy Rates: Are They Cointegrated?. (2017). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1648.

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2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1667.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2017Inflation Targeting and the Forward Bias Puzzle in Emerging Countries. (2017). Kempf, Hubert ; Coulibaly, Dramane. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-12.

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2017Model economic phenomena with CART and Random Forest algorithms. (2017). David, Benjamin . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-46.

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2018The role of exchange rate undervaluations on the inflation-growth nexus. (2018). Morvillier, Florian. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-15.

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2018THE DIASPORA AND ECONOMIC DEVELOPMENT IN AFRICA. (2018). Gnimassoun, Blaise ; Anyanwu, John. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-16.

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2018On the impact of the launch of the euro on EMU macroeconomic vulnerability. (2018). Morvillier, Florian. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-51.

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2018Regional Integration: Do intra-African trade and migration improve income in Africa?. (2018). Gnimassoun, Blaise. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-9.

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2017Oil Price Shocks and Economic Performance in Africa’s Oil Exporting Countries. (2017). Rotimi, Mathew Ekundayo ; Ngalawa, Harold. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:5:p:169-188.

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2017Investigating the link between the exchange rate regime and underlying misalignments. (2017). Owoundi, Ferdinand. In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00640.

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2017The effects on economic growth of natural resources in Sub-Saharan Africa: Does the quality of institutions matters?. (2017). TSOPMO, Pierre Christian ; Mondjeli, Itchoko Motande . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00550.

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2017Oil Price Shocks and Sectoral Outputs: Empirical Evidence from Malaysia. (2017). Liew, Venus ; Balasubramaniam, Arunnan . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00598.

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2017A panel VAR analysis of macro-financial imbalances in the EU. (2017). Comunale, Mariarosaria. In: Working Paper Series. RePEc:ecb:ecbwps:20172026.

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2017Real exchange rate misalignments in the euro area. (2017). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20172108.

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2017Asymmetric and Dynamic Effects of Oil Price Shocks and Exchange Rate Fluctuations: Evidence from a Panel of Economic Community of West African States (ECOWAS). (2017). Gbatu, Abimelech Paye ; Repha, Isaac Yak ; Presley, J R ; Wang, Zhen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-01.

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2017Does Oil Prices Uncertainty Affect Stock Returns in Russia: A Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean Approach. (2017). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-27.

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2017Oil Price Shocks and Stock Market Returns in the Three Largest Oil-producing Countries. (2017). Marashdeh, Hazem ; Afandi, Akhsyim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-05-35.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2018Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-16.

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2018The Relationship between the Oil Price Shocks and the Stock Markets: The Example of Commonwealth of Independent States Countries. (2018). Syzdykova, Aziza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-20.

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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

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2018Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:132-141.

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2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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2019Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data. (2019). van Eyden, Renee ; Wohar, Mark E ; Gupta, Rangan ; Difeto, Mamothoana. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:612-621.

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2017The long and short of commodity tails and their relationship to Asian equity markets. (2017). Vo, Duc ; Powell, Robert ; Pham, Thach ; Singh, Abhay K. In: Journal of Asian Economics. RePEc:eee:asieco:v:52:y:2017:i:c:p:32-44.

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2017Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises. (2017). Leung, Henry ; Schroeder, Florian ; Schiereck, Dirk. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:169-180.

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2017Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:388-408.

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2017The demand of energy from an optimal portfolio choice perspective. (2017). Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:478-494.

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2017Mexican 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.

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2017Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model. (2017). Mongeau Ospina, Christian Alexander ; Granville, Brigitte ; Bagnai, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:524-538.

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2017Understanding Chinese provincial real estate investment: A Global VAR perspective. (2017). Rudkin, Simon ; Chen, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:248-260.

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2018Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals. (2018). Omura, Akihiro ; Todorova, Neda ; Chung, Richard ; Li, Bin. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:496-510.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Identifying 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.

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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

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2018Forecasting the prices of crude oil using the predictor, economic and combined constraints. (2018). Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:237-245.

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2019Persistence of prices in the Eurozone capital cities: Evidence from the Economist Intelligence Unit City Data. (2019). Ogrokhina, Olena. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:330-338.

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2018Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:12-33.

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2017Revisiting inflation in the euro area allowing for long memory. (2017). Iacone, Fabrizio ; Hualde, Javier. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:145-150.

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2018The myth of economic recovery: The case of crises in neighboring countries. (2018). Sever, Can . In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:65-69.

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2018Current account and real effective exchange rate misalignments in Central Eastern EU countries: An update using the macroeconomic balance approach. (2018). Comunale, Mariarosaria. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:3:p:414-436.

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2018Winners and losers from the €uro. (2018). Gomis-Porqueras, Pedro ; Puzzello, Laura . In: European Economic Review. RePEc:eee:eecrev:v:108:y:2018:i:c:p:129-152.

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2017Inflation and economic growth in a Schumpeterian model with endogenous entry of heterogeneous firms. (2017). Furukawa, Yuichi ; Cozzi, Guido ; Chu, Angus ; Liao, Chih-Hsing. In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:392-409.

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2018Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis H ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:42-63.

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2018Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

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2017Historical energy price shocks and their changing effects on the economy. (2017). Fouquet, Roger ; van De, Dirk Jan . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:204-216.

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2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

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2017OPEC vs US shale: Analyzing the shift to a market-share strategy. (2017). Ritz, Robert ; Behar, Alberto. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:185-198.

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2017Oil price pass-through along the price chain in the euro area. (2017). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca ; Castro, Cesar . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:24-30.

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2017Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.

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2017Dynamic spillover between commodities and commodity currencies during United States Q.E.. (2017). Yip, Pick Schen ; Do, Hung Xuan ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:399-410.

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2017Can investor attention predict oil prices?. (2017). Yin, Libo ; Han, Liyan ; Lv, Qiuna. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558.

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2017Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter ; Batten, Jonathan ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

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More than 100 citations found, this list is not complete...

Valérie Mignon is editor of


Journal
International Economics

Works by Valérie Mignon:


YearTitleTypeCited
1999Prévision ARFIMA des taux de change : les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ? In: Annals of Economics and Statistics.
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2016Does the volatility of commodity prices reflect macroeconomic uncertainty ? In: Working papers.
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2015Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2015) In: Working Papers.
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2015Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2015) In: EconomiX Working Papers.
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2017Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2017) In: Energy Economics.
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2016Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2016) In: Post-Print.
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2016Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2016) In: Post-Print.
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paper
2016Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2016) In: Post-Print.
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paper
2017Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2017) In: Post-Print.
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paper
2016Does the volatility of commodity prices reflects macroeconomic uncertainty?.(2016) In: Post-Print.
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paper
2016Does the volatility of commodity prices reflects macroeconomic uncertainty?.(2016) In: Post-Print.
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2017Does the volatility of commodity prices reflect macroeconomic uncertainty?.(2017) In: Post-Print.
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2012TESTING CATCHING-UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” In: Bulletin of Economic Research.
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2008MODELLING THE SLOW MEAN-REVERSION OF THE CENTRAL AND EASTERN EUROPEAN COUNTRIES REAL EXCHANGE RATES In: Manchester School.
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2008Modelling the slow mean-reversion of the Central and Eastern European countries real exchange rates.(2008) In: Post-Print.
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2015Instability of the Inflation–Output Trade-Off and Time-Varying Price Rigidity In: Oxford Bulletin of Economics and Statistics.
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2015Instability of the inflation-output trade-off and time-varying price rigidity.(2015) In: Post-Print.
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2015Instability of the Inflation–Output Trade-Off and Time-Varying Price Rigidity.(2015) In: Post-Print.
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2008On the influence of oil prices on economic activity and other macroeconomic and financial variables * In: OPEC Energy Review.
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2008On the Influence of Oil Prices on Economic Activity and Other Macroeconomic and Financial Variables.(2008) In: Working Papers.
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2008IS ASIA RESPONSIBLE FOR EXCHANGE RATE MISALIGNMENTS WITHIN THE G20? In: Pacific Economic Review.
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2008Is Asia responsible for exchange-rate misalignments within the G20?.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2009MEASURING THE EFFECTS OF OIL PRICES ON CHINAS ECONOMY: A FACTOR-AUGMENTED VECTOR AUTOREGRESSIVE APPROACH In: Pacific Economic Review.
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2010On the Complementarity of Equilibrium Exchange-Rate Approaches In: Review of International Economics.
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article24
2010On the complementarity of equilibrium exchange-rate approaches.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2013On Currency Misalignments within the Euro Area In: Review of International Economics.
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2012On currency misalignments within the euro area.(2012) In: Working Papers.
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2012On currency misalignments within the euro area.(2012) In: EconomiX Working Papers.
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2013On Currency Misalignments within the Euro Area.(2013) In: Post-Print.
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2012On currency misalignments within the euro area.(2012) In: Post-Print.
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2012On currency misalignments within the euro area.(2012) In: Post-Print.
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2012On currency misalignments within the euro area.(2012) In: Post-Print.
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2012On currency misalignments within the euro area.(2012) In: Post-Print.
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paper
2015Persistence of Current-account Disequilibria and Real Exchange-rate Misalignments In: Review of International Economics.
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2015Persistence of current-account disequilibria and real exchange-rate misalignments.(2015) In: Post-Print.
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2009ROBUST ESTIMATIONS OF EQUILIBRIUM EXCHANGE RATES WITHIN THE G20: A PANEL BEER APPROACH In: Scottish Journal of Political Economy.
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article25
2009Robust estimations of equilibrium exchange rates within the G20: a panel BEER approach.(2009) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper
2011Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies In: The World Economy.
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article44
2008Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies.(2008) In: Working Papers.
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2002La cointégration non linéaire : une note méthodologique In: Economie & Prévision.
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2002La cointégration non linéaire : une note méthodologique.(2002) In: Économie et Prévision.
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article
2003Cointégration fractionnaire entre la consommation et le revenu In: Economie & Prévision.
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2003Cointégration fractionnaire entre la consommation et le revenu.(2003) In: Économie et Prévision.
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2005Une synthèse des tests de racine unitaire sur données de panel In: Economie & Prévision.
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2006Une Synthèse des Tests de Racine Unitaire sur Données de Panel.(2006) In: Post-Print.
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2005Une synthèse des tests de racine unitaire sur données de panel.(2005) In: Économie et Prévision.
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2007Une synthèse des tests de cointégration sur données de Panel In: Economie & Prévision.
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article28
2006Une synthèse des tests de cointégration sur données de panel.(2006) In: Working Papers.
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2006Une synthèse des tests de co-intégration sur données de panel.(2006) In: LEO Working Papers / DR LEO.
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2007Une synthèse des tests de cointégration sur données de panel.(2007) In: Économie et Prévision.
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2009Taux dintérêt et marchés boursiers : une analyse empirique de lintégration financière internationale In: Economie & Prévision.
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2006Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale.(2006) In: Working Papers.
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2009Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale.(2009) In: Économie et Prévision.
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article
2013Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky In: Finance.
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2013Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky.(2013) In: Post-Print.
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2013Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky.(2013) In: Post-Print.
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2012Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky..(2012) In: Working Papers CEB.
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2004Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ? In: Revue économique.
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2004Cointégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue ?.(2004) In: Post-Print.
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2009Taux de change déquilibre. Une question dhorizon In: Revue économique.
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2009Taux de change déquilibre : une question dhorizon.(2009) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010Lintégration commerciale est-elle une condition préalable à lintégration financière ? In: Revue économique.
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2010Lintégration commerciale est-elle une condition préalable à lintégration financière ?.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010Taux de change des pays exportateurs de matières premières. Limportance des termes de léchange et de la monnaie dancrage In: Revue économique.
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2011Limpact des crises financières globales sur les marchés des changes des pays émergents In: Revue économique.
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2011Les effets de la crise des subprimes sur le marché financier mexicain In: Revue économique.
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2011Les effets de la crise des subprimes sur le marché financier mexicain.(2011) In: Post-Print.
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2012Les déterminants des prix du carbone. Une comparaison entre les phases I et II In: Revue économique.
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2012Les déterminants des prix du carbone : une comparaison entre les phases I et II.(2012) In: Post-Print.
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2011Quelques éléments empiriques sur la crise financière récente In: Revue d'économie financière.
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2011Quelques éléments empiriques sur la crise financière récente.(2011) In: Revue d'Économie Financière.
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2013Les mésalignements de taux de change réels à lintérieur de la zone euro In: Revue de l'OFCE.
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2013Les mésalignements de taux de change réels à l’intérieur de la zone euro.(2013) In: Post-Print.
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2004Robert F. Engle et Clive W.J. Granger prix Nobel déconomie 2003 In: Revue d'économie politique.
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2004Introduction générale : limportance des non linéarités sur les marchés financiers In: Revue d'économie politique.
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2005Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue In: Revue d'économie politique.
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2011Carbon Price Drivers: Phase I versus Phase II Equilibrium? In: Working Papers.
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2011Carbon Price Drivers: Phase I Versus Phase II Equilibrium?.(2011) In: Working Papers.
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2012Carbon price drivers: Phase I versus Phase II equilibrium?.(2012) In: Energy Economics.
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2012Carbon Price Drivers: Phase I versus Phase II Equilibrium?.(2012) In: Post-Print.
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2004Burden Sharing and Exchange-Rate Misalignments within the Group of Twenty In: Working Papers.
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2005China and the Relationship Between the Oil Price and the Dollar In: Working Papers.
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2007China and the relationship between the oil price and the dollar.(2007) In: Energy Policy.
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2008China and the relationship between the oil price and the dollar.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2007China and the relationship between the oil price and the dollar.(2007) In: Post-Print.
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2006World Consistent Equilibrium Exchange Rates In: Working Papers.
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2011World-consistent equilibrium exchange rates.(2011) In: Journal of the Japanese and International Economies.
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2011World Consistent Equilibrium Exchange Rates.(2011) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2007Costs and Benefits of Euro Membership: a Counterfactual Analysis In: Working Papers.
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paper3
2007Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries? In: Working Papers.
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2010Testing the finance-growth link: is there a difference between developed and developing countries?.(2010) In: Economics Bulletin.
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2008TESTING THE FINANCE-GROWTH LINK: IS THERE A DIFFERENCE BETWEEN DEVELOPED AND DEVELOPING COUNTRIES?.(2008) In: Working Papers.
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2010Testing the finance-growth link: is there a difference between developed and developing countries?.(2010) In: Working Papers.
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2008How Robust are Estimated Equilibrium Exchange Rates? A Panel BEER Approach In: Working Papers.
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2008Equilibrium Exchange Rates: a Guidebook for the Euro-Dollar Rate In: Working Papers.
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2008Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling In: Working Papers.
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2010Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling.(2010) In: Economic Modelling.
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2009From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say? In: Working Papers.
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2009From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?.(2009) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2009From various degrees of trade to various degrees of financial integration: What do interest rates have to say?.(2009) In: Aussenwirtschaft.
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2009The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach In: Working Papers.
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2010The trade-growth nexus in the developing countries: a quantile regression approach.(2010) In: Review of World Economics (Weltwirtschaftliches Archiv).
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2009The Dollar in the Turmoil In: Working Papers.
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2009The dollar in the turmoil.(2009) In: Journal of the Japanese and International Economies.
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2009The dollar in the turmoil.(2009) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2009Currency Misalignments and Growth: a New Look Using Nonlinear Panel Data Methods In: Working Papers.
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2011Currency Misalignments and Growth: A New Look using Nonlinear Panel Data Methods.(2011) In: Post-Print.
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2012Currency Misalignments and Growth: A New Look using Nonlinear Panel Data Methods.(2012) In: Post-Print.
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2012Currency misalignments and growth: a new look using nonlinear panel data methods.(2012) In: Applied Economics.
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2009On Equilibrium Exchange Rates: Is Emerging Asia Different? In: Working Papers.
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2010Exchange Rate Flexibility Across Financial Crises In: Working Papers.
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2011Exchange rate volatility across financial crises.(2011) In: Journal of Banking & Finance.
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2010Exchange Rate Flexibility across Financial Crises.(2010) In: CEPN Working Papers.
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2010The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment In: Working Papers.
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2012The effects of the subprime crisis on the Latin American financial markets: an empirical assessment.(2012) In: Post-Print.
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2011The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment.(2011) In: Working Papers.
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2011The effects of the subprime crisis on the Latin American financial markets: An empirical assessment.(2011) In: Economic Modelling.
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2010On the Link Between Credit Procyclicality and Bank Competition In: Working Papers.
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2011On the link between credit procyclicality and bank competition.(2011) In: EconomiX Working Papers.
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2011The “Forward Premium Puzzle” and the Sovereign Default Risk In: Working Papers.
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2013The “forward premium puzzle” and the sovereign default risk.(2013) In: Journal of International Money and Finance.
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2013The ‘Forward Premium Puzzle’ and the Sovereign Default risk.(2013) In: Post-Print.
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2012Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable? In: Working Papers.
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2012Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?.(2012) In: EconomiX Working Papers.
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2013Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?.(2013) In: Journal of Macroeconomics.
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2013Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?.(2013) In: Post-Print.
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2012On the links between stock and commodity markets volatility In: Working Papers.
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2012On the links between stock and commodity markets volatility.(2012) In: EconomiX Working Papers.
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2013On the links between stock and commodity markets volatility.(2013) In: Energy Economics.
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2013On the links between stock and commodity markets’ volatility.(2013) In: Post-Print.
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2012Pegging emerging currencies in the face of dollar swings In: Working Papers.
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2013Pegging emerging currencies in the face of dollar swings.(2013) In: Post-Print.
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2013Pegging emerging currencies in the face of dollar swings.(2013) In: Post-Print.
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2013Pegging emerging currencies in the face of dollar swings.(2013) In: Post-Print.
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2013Pegging emerging currencies in the face of dollar swings.(2013) In: Applied Economics.
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2013Nonlinearity of the inflation-output trade-off and time-varying price rigidity In: Working Papers.
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2013Nonlinearity of the inflation-output trade-off and time-varying price rigidity.(2013) In: EconomiX Working Papers.
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2014Nonlinearity of the inflation-output trade-off and time-varying price rigidity.(2014) In: Post-Print.
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2003Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model In: Econometrics.
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2003Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models In: Macroeconomics.
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