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

11

i10 index

463

Citations

RESEARCH PRODUCTION:

35

Articles

100

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: 11.    Total self citations: 43 (8.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe92
   Updated: 2024-07-05    RAS profile: 2023-05-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Mignon, Valérie (13)

Heyer, Eric (13)

Ferrara, Laurent (13)

DIEBOLT, Claude (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:

Paya, Ivan (9)

Shintani, Mototsugu (8)

Rahbek, Anders (8)

Hecq, Alain (8)

Klose, Jens (8)

Phiri, Andrew (7)

Naraidoo, Ruthira (7)

Mogliani, Matteo (6)

Koustas, Zisimos (6)

Million, Nicolas (6)

Lamarche, Jean-Francois (6)

Cites to:

Obstfeld, Maurice (44)

Hansen, Bruce (25)

Ferrara, Laurent (25)

Rogoff, Kenneth (25)

Taylor, Alan (24)

Hamilton, James (19)

Piger, Jeremy (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 conomique3
Revue d'conomie politique3
Oxford Bulletin of Economics and Statistics2
conomie et Prvision2
International Journal of Forecasting2
Annals of Economics and Statistics2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Post-Print / HAL24
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
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL3
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse3
PSE-Ecole d'conomie de Paris (Postprint) / HAL3
Working Papers / Association Franaise de Cliomtrie (AFC)2
CESifo Working Paper Series / CESifo2
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
TSE Working Papers / Toulouse School of Economics (TSE)2
EconomiX Working Papers / University of Paris Nanterre, EconomiX2

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article6
2010Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article38
2009Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2009) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2010Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2004Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model.(2004) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2021Les cycles économiques de la France : une datation de référence In: Working Papers.
[Full Text][Citation analysis]
paper0
2021Les cycles économiques de la France : une datation de référence.(2021) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2021Dating business cycles in France: A reference chronology In: Working Papers.
[Full Text][Citation analysis]
paper2
2021Dating business cycles in France: A reference chronology.(2021) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Dating business cycles in France:A reference chronology.(2021) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Dating business cycles in France: a reference chronology.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Dating business cycles in France:A reference chronology.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Dating business cycles in France: A reference chronology..(2021) In: Working Papers of BETA.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2017Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany In: AMSE Working Papers.
[Full Text][Citation analysis]
paper0
2017Why are inflation forecasts sticky? Theory and application to France and Germany.(2017) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany.(2023) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2004Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article80
2011The possible shapes of recoveries in Markov-switching models In: Working papers.
[Full Text][Citation analysis]
paper3
2011The Possible Shapes of Recoveries in Markov-Switching Models.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2011The possible shapes of recoveries in Markov-Switching models.(2011) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2012The European way out of recession In: Working papers.
[Full Text][Citation analysis]
paper1
2011The European Way Out of Recessions.(2011) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2013The European Way out of Recession.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2012Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors. In: Working papers.
[Full Text][Citation analysis]
paper4
2013Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors.(2013) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2013Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2013Inventory Investment Dynamics and Recoveries : A Comparison of Manufacturing and Retail Trade Sectors.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2013Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? In: Working papers.
[Full Text][Citation analysis]
paper12
2013Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2015Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
article
2014How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts. In: Working papers.
[Full Text][Citation analysis]
paper1
2008The ACR Model: A Multivariate Dynamic Mixture Autoregression* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article30
2008The ACR model: a multivariate dynamic mixture autoregression.(2008) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2020Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article9
2019Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2019Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing.(2019) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2019Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing *.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2007The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article1
2005The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan : Has There Been a Structural Change ?.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2013Inventory investment and the business cycle: the usual suspect In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article1
2012Inventory Investment and the Business Cycle : The usual Suspect.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2013Inventory investment and the business cycle: the usual suspect.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2013Inventory investment and the business cycle: the usual suspect.(2013) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2002Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article113
2002Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks.(2002) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113
paper
2002Mondialisation, mobilité du capital et volatilité macro-économique In: Economie & Prévision.
[Full Text][Citation analysis]
article0
2002Mondialisation, mobilité du capital et volatilité macro-économique.(2002) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2023Les cycles économiques de la France : une datation de référence In: Revue économique.
[Full Text][Citation analysis]
article0
2021Les cycles économiques de la France : une datation de référence.(2021) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Les cycles économiques de la France : une datation de référence.(2023) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2021Les cycles économiques de la France : une datation de référence..(2021) In: Working Papers of BETA.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2006Real exchange rates and real interest rates : a nonlinear perspective In: Recherches économiques de Louvain.
[Full Text][Citation analysis]
article13
2006Real exchange rates and real interest rates : a nonlinear perspective.(2006) In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
1999Real exchange rates and real interest rates : A nonlinear perspective.(1999) In: THEMA Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
1999Real Exchange Rates and Real Interest Rates: a nonlinear Perspective..(1999) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2006Real exchange rates and real interest rates : a nonlinear perspective.(2006) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2004Lajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ? In: Revue d'économie politique.
[Full Text][Citation analysis]
article0
2012Préface In: Revue d'économie politique.
[Full Text][Citation analysis]
article0
2012Préface.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2012Le rôle des stocks en sortie de crise : Une étude empirique sur données denquête In: Revue d'économie politique.
[Full Text][Citation analysis]
article0
2012Le rôle des stocks en sortie de crise : Une étude empirique sur données denquête.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2012Le rôle des stocks en sortie de crise : Une étude empirique sur données denquête.(2012) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2009Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper5
2009Assets Returns Volatility and Investment Horizon: The French Case In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper5
2008Assets returns volatility and investment horizon: The French case.(2008) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2008Assets Returns Volatility and Investment Horizon: The French Case.(2008) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2002Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model In: Working Papers.
[Full Text][Citation analysis]
paper32
2008Adaptive consistent unit-root tests based on autoregressive threshold model.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
2005The Autoregressive Conditional Root (ACR) Model In: Working Papers.
[Full Text][Citation analysis]
paper1
2017Why are inflation forecasts sticky? In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Why are inflation forecasts sticky?.(2017) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020A simple unit root test consistent against any stationary alternative In: Working Papers.
[Full Text][Citation analysis]
paper1
2020A simple unit root test consistent against any stationary alternative.(2020) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2020A simple unit root test consistent against any stationary alternative.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
1996Fiscal policies, public deficit retraints and European stabilization In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]
paper0
2009Federal Funds Rate Stationarity: New Evidence In: Economics Bulletin.
[Full Text][Citation analysis]
article8
2008Federal Funds Rate Stationarity: New Evidence.(2008) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2008Purchasing power parity: A nonlinear multivariate perspective In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2008Purchasing power parity: A nonlinear multivariate perspective.(2008) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates.(2020) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates.(2020) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates.(2020) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates.(2020) In: PSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2000Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper14
2004Vector equilibrium correction models with non-linear discontinuous adjustments In: Econometrics Journal.
[Full Text][Citation analysis]
article37
2015Comparing the shape of recoveries: France, the UK and the US In: Economic Modelling.
[Full Text][Citation analysis]
article12
2015Comparing the shapes of recoveries: France, the UK and the US.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2016How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts In: Economic Modelling.
[Full Text][Citation analysis]
article11
2016How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
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.
[Full Text][Citation analysis]
article2
2015Do stock returns rebound after bear markets? An empirical analysis from five OECD countries In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article0
2013Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries.(2013) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2013Are Southeast Asian real exchange rates mean reverting? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article5
2012Are Southeast Asian Real Exchange Rates Mean Reverting?.(2012) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2013Are Southeast Asian Real Exchange Rates Mean Reverting?.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2012Are Southeast Asian Real Exchange Rates Mean Reverting?.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2014The way out of recessions: A forecasting analysis for some Euro area countries In: International Journal of Forecasting.
[Full Text][Citation analysis]
article5
2014The way out of recessions: A forecasting analysis for some Euro area countries.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2019Dornsbush revisited from an asymmetrical perspective : Evidence from G20 nominal effective exchange rates In: THEMA Working Papers.
[Full Text][Citation analysis]
paper0
2019Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates.(2019) In: Erudite Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2019Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2022Power of unit root tests against nonlinear and noncausal alternatives In: THEMA Working Papers.
[Full Text][Citation analysis]
paper0
1998Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics In: THEMA Working Papers.
[Citation analysis]
paper0
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..
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1999Mondialisation, mobilité du capital et stabilité macro-économique In: THEMA Working Papers.
[Citation analysis]
paper0
1999Mondialisation, mobilite du capital et stabilite macro-economique..(1999) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1992La transmission internationale des fluctuations: une explication de la correlation croisee des consommations. In: Papiers d'Economie Mathématique et Applications.
[Citation analysis]
paper4
1994La transmission internationale des fluctuations : une explication de la corrélation croisée des consommations.(1994) In: Revue Économique.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
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).
[Citation analysis]
paper0
1997Les implications de la structure des marchés financiers pour la dynamique des modèles déquilibre général à deux pays.(1997) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
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).
[Citation analysis]
paper0
1991Une analyse empirique de différentes structures de taux dintérêt : une comparaison entre les Etats-Unis et la France.(1991) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1997Automatic Stabilizers in a European Perspective In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
paper1
1997Automatic Stabilizers in a European Perspective.(1997) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2014The way out of recessions: Evidence from a bounce-back augmented threshold regression In: Post-Print.
[Citation analysis]
paper0
1997An empirical testing of exchange market efficiency hypothesis. In: Post-Print.
[Full Text][Citation analysis]
paper0
2015Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup In: Post-Print.
[Citation analysis]
paper0
2014Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup.(2014) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2014Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup.(2014) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015Do stock returns rebound after bear markets? In: Post-Print.
[Citation analysis]
paper0
1995The International Transmission of Real Business Cycles In: Post-Print.
[Citation analysis]
paper2
2019Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains * In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Is inflation driven by survey-based, VAR-based or myopic expectations? In: Working Papers.
[Full Text][Citation analysis]
paper1
2021Les cycles économiques de la France : une datation de référence In: Working Papers.
[Citation analysis]
paper0
2009Cyclicality and Term Structure of Value-at-Risk in Europe In: IDEI Working Papers.
[Full Text][Citation analysis]
paper1
2009Cyclicality and Term Structure of Value-at-Risk in Europe.(2009) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
1993Taux dintérêt, politique monétaire et activité économique en France : un examen empirique In: Économie et Prévision.
[Full Text][Citation analysis]
article1
1997Fédéralisme budgétaire et stabilisation macroéconomique en Europe. In: Revue Économique.
[Full Text][Citation analysis]
article0
1997Une évaluation empirique de lefficience du marché des changes. In: Revue Économique.
[Full Text][Citation analysis]
article0
2015Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup In: Bankers, Markets & Investors.
[Full Text][Citation analysis]
article0
1994Impulsions dominantes et analyse des fluctuations de l’économie française In: L'Actualité Economique.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team