Access Statistics for Frédérique Bec

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 1 1 1 1 3 4 5 5
Assets Returns Volatility and Investment Horizon: The French Case 3 7 19 76 7 17 44 154
Assets Returns Volatility and Investment Horizon: The French Case 4 7 7 7 4 7 7 7
Assets returns volatility and investment horizon: The French case 1 6 54 102 7 25 137 195
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 7 18 18 18 22 35 35 35
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 3 12 59 298 5 29 130 711
Federal Funds Rate Stationarity: New Evidence 3 12 25 25 7 25 40 40
La transmission internationale des fluctuations: une explication de la correlation croisee des consommations 0 0 0 0 2 5 20 263
Mondialisation, mobilite du capital et stabilite macro-economique 0 0 0 1 4 8 43 533
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 1 4 24 174
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 3 50 0 2 7 78
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 4 15 36 701
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 2 6 24 232
Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement 7 21 21 21 9 34 35 35
The ACR model: a multivariate dynamic mixture autoregression 6 15 64 97 12 28 133 162
The Autoregressive Conditional Root (ACR) Model 1 5 5 5 3 11 13 13
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ? 2 4 4 4 4 8 9 9
Total Working Papers 38 108 280 705 96 263 742 3,347


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive consistent unit-root tests based on autoregressive threshold model 4 7 35 55 6 14 77 112
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 4 11 39 284 9 33 89 622
Purchasing power parity: A nonlinear multivariate perspective 4 9 26 26 5 11 37 37
Real exchange rates and real interest rates: a nonlinear perspective 2 8 8 8 7 22 23 23
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 9 13 34 68 9 16 48 96
The ACR Model: A Multivariate Dynamic Mixture Autoregression 3 3 22 22 5 9 48 48
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 2 5 30 41 9 36 152 185
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 2 3 3 3 2 4 4 4
Vector equilibrium correction models with non-linear discontinuous adjustments 0 1 11 70 2 5 26 203
Total Journal Articles 30 60 208 577 54 150 504 1,330


Statistics updated 2009-07-03