Access Statistics for Gilles Dufrénot

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
A FOREWARNING INDICATOR SYSTEM FOR FINANCIAL CRISES: THE CASE OF SIX CENTRAL AND EASTERN EUROPEAN COUNTRIES 2 7 27 69 4 14 71 96
A SETAR model with long-memory dynamics 8 18 59 358 14 35 112 618
A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt 0 4 19 22 1 5 30 38
A forewarning indicator system for financial crises: the case of six Central and Eastern European countries 0 2 10 51 0 4 39 91
A forewarning indicator system for financial crises: the case of six Central and Eastern European countries 6 12 35 35 8 22 37 37
A forewarning indicator system for financial crises: the case of six Central and Eastern European countries 0 2 25 59 0 4 45 117
A forewarning indicator system for financial crises: the case of six central and eastern european countries 0 2 9 84 1 6 30 57
Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models 2 4 9 191 6 12 32 450
Changing regime volatility: A fractionally integrated SETAR model 1 2 10 12 4 8 21 25
Changing-regime volatility: A fractionally integrated SETAR model 2 2 2 2 2 3 3 3
Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ? 0 0 0 32 2 4 19 183
Long-memory dynamics in a SETAR model - Applications to stock markets 1 4 14 33 1 6 24 52
Modelling squared returns using a SETAR model with long-memory dynamics 1 3 9 16 5 8 27 43
Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective 0 1 7 44 0 2 28 198
Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective 3 5 13 172 8 12 54 577
Persistent misalignments of the European exchange rates: some evidence from nonlinear cointegration 0 3 16 43 1 7 26 137
Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration 0 2 12 156 1 7 26 366
Real Exchange Rate Misalignment: A Panel Co-Integration and Common Factor Analysis 4 10 42 223 8 16 80 465
Real Exchange Rates in Central and Eastern Europe: What Scope for the Underlying Fundamentals? 1 5 22 228 11 29 103 710
Real Exchange Rates in Central and Eastern Europe: What Scope for the Underlying Fundamentals? 0 1 14 157 0 8 36 396
Real exchange rate misalignment in Hungary: a fractionally integrated threshold model 0 1 7 46 0 5 22 154
Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model 1 3 15 169 2 5 38 681
Structural reforms, macroeconomic policies and the future of Kazakhstan 1 2 6 15 2 4 15 36
Structural reforms, macroeconomic policies and the future of Kazakhstan economy 1 2 9 70 2 3 23 229
TESTING THE FINANCE-GROWTH LINK: IS THERE A DIFFERENCE BETWEEN DEVELOPED AND DEVELOPING COUNTRIES? 2 4 58 58 5 13 55 55
Term of Trade Shocks in a Monetary Union: an Application to West-Africa 3 6 30 30 8 21 45 45
Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries? 1 3 21 86 5 10 61 170
The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach 3 8 33 33 7 21 71 71
The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy” 3 6 6 6 25 45 45 45
Which Predictor is the Best to Predict Inflation in Europe: the Real Money-gap or a Nominal Money Based Indicator? 2 3 12 54 5 12 62 199
Which predictor is the best to predict inflation in Europe: the real money-gap or a nominal money based indicator? 3 3 6 10 3 3 18 29
Total Working Papers 51 130 557 2,564 141 354 1,298 6,373
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t 1 2 7 13 3 7 22 46
Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models 1 4 5 42 1 4 8 103
Explaining the European exchange rates deviations: Long memory or non-linear adjustment? 2 3 23 26 3 7 41 48
Long-memory dynamics in a SETAR model - applications to stock markets 1 1 3 33 1 1 6 83
MODELLING THE SLOW MEAN-REVERSION OF THE CENTRAL AND EASTERN EUROPEAN COUNTRIES' REAL EXCHANGE RATES 0 0 2 9 0 1 8 34
Macroeconomic policies in the Franc Zone, by David Fielding (Basingstoke: Palgrave Macmillan, 2005, pp. 240) 0 0 3 3 1 1 4 4
Modeling the French Consumption Function Using SETAR Models 3 6 34 120 7 14 79 404
Modelling squared returns using a SETAR model with long-memory dynamics 2 2 4 19 6 11 23 122
Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective 0 0 9 68 1 1 24 433
Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration 0 0 6 41 0 2 18 127
Total Journal Articles 10 18 96 374 23 49 233 1,404

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Statistics updated 2009-11-04