Frédérique Bec : Citation Profile


Are you Frédérique Bec?

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

11

H index

12

i10 index

470

Citations

RESEARCH PRODUCTION:

35

Articles

101

Papers

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 14
   Journals where Frédérique Bec has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 43 (8.38 %)

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   Permalink: http://citec.repec.org/pbe92
   Updated: 2024-11-04    RAS profile: 2024-07-22    
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Relations with other researchers


Works with:

DIEBOLT, Claude (14)

Mignon, Valérie (14)

Heyer, Eric (14)

Ferrara, Laurent (13)

Guay, Alain (3)

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

Is cited by:

Hecq, Alain (9)

Paya, Ivan (9)

Klose, Jens (8)

Rahbek, Anders (8)

Shintani, Mototsugu (8)

Koustas, Zisimos (7)

Naraidoo, Ruthira (7)

Phiri, Andrew (7)

Mogliani, Matteo (6)

Million, Nicolas (6)

Saikkonen, Pentti (6)

Cites to:

Obstfeld, Maurice (44)

Ferrara, Laurent (25)

Hansen, Bruce (25)

Rogoff, Kenneth (25)

Taylor, Alan (24)

Piger, Jeremy (19)

Hamilton, James (19)

Galí, Jordi (19)

Gertler, Mark (18)

Campbell, John (17)

Morley, James (17)

Main data


Where Frédérique Bec has published?


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

Working Papers Series with more than one paper published# docs
Post-Print / HAL25
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise18
Working Papers / HAL11
Working Papers / Center for Research in Economics and Statistics9
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse3
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL3
PSE-Ecole d'conomie de Paris (Postprint) / HAL3
CESifo Working Paper Series / CESifo2
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
EconomiX Working Papers / University of Paris Nanterre, EconomiX2
Working Papers / Association Franaise de Cliomtrie (AFC)2
TSE Working Papers / Toulouse School of Economics (TSE)2

Recent works citing Frédérique Bec (2024 and 2023)


YearTitle of citing document
2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2024Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2023). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2306.14653.

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2023Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models. (2023). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2310.19543.

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2024Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2024Detecting turning points in the inflation cycle. (2024). van den End, Jan Willem ; Hoeberichts, Marco. In: Working Papers. RePEc:dnb:dnbwpp:808.

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2023Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296.

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2024Nonlinear dynamics of Kimchi premium. (2024). Yang, Yangzhuoran Fin ; Koo, Bonsoo ; Seo, Myung Hwan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000828.

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2024Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335.

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2024Wage – price dynamics and financial market in a disequilibrium macro model: A Keynes – Kaldor – Minsky modeling of recession and inflation using VECM. (2024). Semmler, Willi ; Chen, PU. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:433-452.

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2024A short term credibility index for central banks under inflation targeting: An application to Brazil. (2024). Hecq, Alain ; Voisin, Elisa ; Issler, Joo Victor. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000445.

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2023Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: CEIS Research Paper. RePEc:rtv:ceisrp:555.

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2023Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9.

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2024What is the effect of imported inflation and central bank credibility on the poor and rich?. (2024). Trigo, Natalia Ferreira ; de Mendona, Helder Ferreira. In: Applied Economics. RePEc:taf:applec:v:56:y:2024:i:21:p:2520-2543.

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Works by Frédérique Bec:


YearTitleTypeCited
1993Une étude empirique des sources des fluctuations économiques dans le cadre dun modéle à tendances communes In: Annals of Economics and Statistics.
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2010Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model In: Annals of Economics and Statistics.
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article39
2009Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2009) In: CIRANO Working Papers.
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2010Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2010) In: Post-Print.
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2004Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2004) In: RCER Working Papers.
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2021Les cycles économiques de la France : une datation de référence In: Working Papers.
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2021Les cycles économiques de la France : une datation de référence.(2021) In: EconomiX Working Papers.
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2021Dating business cycles in France: A reference chronology In: Working Papers.
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2021Dating business cycles in France: A reference chronology.(2021) In: EconomiX Working Papers.
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2021Dating business cycles in France:A reference chronology.(2021) In: THEMA Working Papers.
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2023Dating business cycles in France : a reference chronology.(2023) In: Post-Print.
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2022Dating business cycles in France: A reference chronology.(2022) In: Post-Print.
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2021Dating business cycles in France: a reference chronology.(2021) In: Working Papers.
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2021Dating business cycles in France:A reference chronology.(2021) In: Working Papers.
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2021Dating business cycles in France: A reference chronology..(2021) In: Working Papers of BETA.
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2017Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany In: AMSE Working Papers.
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2017Why are inflation forecasts sticky? Theory and application to France and Germany.(2017) In: Working papers.
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2017Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany.(2017) In: Working Papers.
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2023Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany.(2023) In: International Journal of Central Banking.
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2004Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship In: Journal of Business & Economic Statistics.
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article82
2011The possible shapes of recoveries in Markov-switching models In: Working papers.
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2011The Possible Shapes of Recoveries in Markov-Switching Models.(2011) In: Working Papers.
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2011The possible shapes of recoveries in Markov-Switching models.(2011) In: THEMA Working Papers.
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2012The European way out of recession In: Working papers.
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2011The European Way Out of Recessions.(2011) In: THEMA Working Papers.
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2013The European Way out of Recession.(2013) In: Post-Print.
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2012Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors. In: Working papers.
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2013Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors.(2013) In: Economics Bulletin.
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2013Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors.(2013) In: Post-Print.
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2013Inventory Investment Dynamics and Recoveries : A Comparison of Manufacturing and Retail Trade Sectors.(2013) In: Post-Print.
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2013Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? In: Working papers.
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2013Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?.(2013) In: Working Papers.
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2015Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?.(2015) In: International Journal of Forecasting.
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2014How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts. In: Working papers.
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2008The ACR Model: A Multivariate Dynamic Mixture Autoregression* In: Oxford Bulletin of Economics and Statistics.
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2008The ACR model: a multivariate dynamic mixture autoregression.(2008) In: THEMA Working Papers.
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2020Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing In: Oxford Bulletin of Economics and Statistics.
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2019Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing.(2019) In: Working Papers.
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2019Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing.(2019) In: THEMA Working Papers.
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2019Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing *.(2019) In: Working Papers.
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2007The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2005The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan : Has There Been a Structural Change ?.(2005) In: Working Papers.
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2013Inventory investment and the business cycle: the usual suspect In: Studies in Nonlinear Dynamics & Econometrics.
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2012Inventory Investment and the Business Cycle : The usual Suspect.(2012) In: Working Papers.
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2013Inventory investment and the business cycle: the usual suspect.(2013) In: Post-Print.
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2013Inventory investment and the business cycle: the usual suspect.(2013) In: PSE-Ecole d'économie de Paris (Postprint).
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2002Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks In: Studies in Nonlinear Dynamics & Econometrics.
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article113
2002Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks.(2002) In: Post-Print.
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2002Mondialisation, mobilité du capital et volatilité macro-économique In: Economie & Prévision.
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2002Mondialisation, mobilité du capital et volatilité macro-économique.(2002) In: Économie et Prévision.
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2023Les cycles économiques de la France : une datation de référence In: Revue économique.
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2021Les cycles économiques de la France : une datation de référence.(2021) In: THEMA Working Papers.
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2021Les cycles économiques de la France : une datation de référence..(2021) In: Working Papers of BETA.
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2006Real exchange rates and real interest rates : a nonlinear perspective In: Recherches économiques de Louvain.
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2006Real exchange rates and real interest rates : a nonlinear perspective.(2006) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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1999Real exchange rates and real interest rates : A nonlinear perspective.(1999) In: THEMA Working Papers.
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1999Real Exchange Rates and Real Interest Rates: a nonlinear Perspective..(1999) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
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2006Real exchange rates and real interest rates : a nonlinear perspective.(2006) In: Post-Print.
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2004Lajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ? In: Revue d'économie politique.
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2012Préface In: Revue d'économie politique.
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2012Préface.(2012) In: Post-Print.
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2012Le rôle des stocks en sortie de crise : Une étude empirique sur données denquête In: Revue d'économie politique.
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2012Le rôle des stocks en sortie de crise : Une étude empirique sur données denquête.(2012) In: Post-Print.
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2012Le rôle des stocks en sortie de crise : Une étude empirique sur données denquête.(2012) In: PSE-Ecole d'économie de Paris (Postprint).
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2009Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement In: CESifo Working Paper Series.
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2009Assets Returns Volatility and Investment Horizon: The French Case In: CESifo Working Paper Series.
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2008Assets returns volatility and investment horizon: The French case.(2008) In: THEMA Working Papers.
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2008Assets Returns Volatility and Investment Horizon: The French Case.(2008) In: IDEI Working Papers.
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2002Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model In: Working Papers.
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2008Adaptive consistent unit-root tests based on autoregressive threshold model.(2008) In: Journal of Econometrics.
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2005The Autoregressive Conditional Root (ACR) Model In: Working Papers.
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2017Why are inflation forecasts sticky? In: Working Papers.
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2017Why are inflation forecasts sticky?.(2017) In: THEMA Working Papers.
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2020A simple unit root test consistent against any stationary alternative In: Working Papers.
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2020A simple unit root test consistent against any stationary alternative.(2020) In: THEMA Working Papers.
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2020A simple unit root test consistent against any stationary alternative.(2020) In: Working Papers.
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1996Fiscal policies, public deficit retraints and European stabilization In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2009Federal Funds Rate Stationarity: New Evidence In: Economics Bulletin.
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2008Federal Funds Rate Stationarity: New Evidence.(2008) In: THEMA Working Papers.
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2008Purchasing power parity: A nonlinear multivariate perspective In: Economics Bulletin.
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2008Purchasing power parity: A nonlinear multivariate perspective.(2008) In: Post-Print.
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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates In: Economics Bulletin.
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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates.(2020) In: THEMA Working Papers.
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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates.(2020) In: Post-Print.
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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates.(2020) In: PSE-Ecole d'économie de Paris (Postprint).
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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates.(2020) In: PSE Working Papers.
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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates.(2020) In: Working Papers.
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2000Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart In: Econometric Society World Congress 2000 Contributed Papers.
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2004Vector equilibrium correction models with non-linear discontinuous adjustments In: Econometrics Journal.
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2015Comparing the shape of recoveries: France, the UK and the US In: Economic Modelling.
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2015Comparing the shapes of recoveries: France, the UK and the US.(2015) In: Post-Print.
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2016How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts In: Economic Modelling.
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2016How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts.(2016) In: Post-Print.
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2020Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data In: The North American Journal of Economics and Finance.
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2015Do stock returns rebound after bear markets? An empirical analysis from five OECD countries In: Journal of Empirical Finance.
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2013Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries.(2013) In: THEMA Working Papers.
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2013Are Southeast Asian real exchange rates mean reverting? In: Journal of International Financial Markets, Institutions and Money.
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2012Are Southeast Asian Real Exchange Rates Mean Reverting?.(2012) In: THEMA Working Papers.
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2013Are Southeast Asian Real Exchange Rates Mean Reverting?.(2013) In: Post-Print.
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2012Are Southeast Asian Real Exchange Rates Mean Reverting?.(2012) In: Working Papers.
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2014The way out of recessions: A forecasting analysis for some Euro area countries In: International Journal of Forecasting.
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2014The way out of recessions: A forecasting analysis for some Euro area countries.(2014) In: Post-Print.
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2019Dornsbush revisited from an asymmetrical perspective : Evidence from G20 nominal effective exchange rates In: THEMA Working Papers.
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2019Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates.(2019) In: Erudite Working Paper.
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2019Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates.(2019) In: Working Papers.
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2022Power of unit root tests against nonlinear and noncausal alternatives In: THEMA Working Papers.
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1998Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics In: THEMA Working Papers.
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1998Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics..(1998) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
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1999Mondialisation, mobilité du capital et stabilité macro-économique In: THEMA Working Papers.
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1999Mondialisation, mobilite du capital et stabilite macro-economique..(1999) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
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1992La transmission internationale des fluctuations: une explication de la correlation croisee des consommations. In: Papiers d'Economie Mathématique et Applications.
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1994La transmission internationale des fluctuations : une explication de la corrélation croisée des consommations.(1994) In: Revue Économique.
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1997Les implications de la structure des marchés financiers pour la dynamique des modèles déquilibre général à deux pays In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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1997Les implications de la structure des marchés financiers pour la dynamique des modèles déquilibre général à deux pays.(1997) In: Post-Print.
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1991Une analyse empirique de différentes structures de taux dintérêt : une comparaison entre les Etats-Unis et la France In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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1991Une analyse empirique de différentes structures de taux dintérêt : une comparaison entre les Etats-Unis et la France.(1991) In: Post-Print.
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1997Automatic Stabilizers in a European Perspective In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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1997Automatic Stabilizers in a European Perspective.(1997) In: Post-Print.
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2014The way out of recessions: Evidence from a bounce-back augmented threshold regression In: Post-Print.
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1997An empirical testing of exchange market efficiency hypothesis. In: Post-Print.
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2015Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup In: Post-Print.
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2014Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup.(2014) In: IDEI Working Papers.
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