Access Statistics for Frédérique Bec

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple unit root test consistent against any stationary alternative 1 2 2 2 3 4 4 4
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 25 2 2 7 87
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 2 9 9 1 8 13 13
An empirical testing of exchange market efficiency hypothesis 0 0 0 0 0 0 2 7
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 0 2 2 2 2
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 1 2 6 80
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 63 1 1 8 132
Assets Returns Volatility and Investment Horizon: The French Case 1 1 3 84 2 2 14 277
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 119 0 0 4 237
Assets returns volatility and investment horizon: The French case 0 0 0 166 0 0 4 374
Automatic Stabilizers in a European Perspective 0 0 0 0 0 0 2 10
Automatic Stabilizers in a European Perspective 0 0 0 0 1 1 3 3
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 0 2 7 48
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 62 0 0 3 135
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 38 0 0 0 92
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 1 25 0 1 5 106
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 0 1 3 3 3
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 27 0 0 1 66
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 2 88 2 2 14 302
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 1 1 2 415 2 3 9 1,124
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 1 1 2 20 4 5 6 76
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 1 2 99 2 5 8 179
Do stock returns rebound after bear markets? 0 0 0 0 1 1 1 1
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 5 0 0 1 4
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 1 3 1 1 8 29
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 1 1 1 20 1 1 2 9
Federal Funds Rate Stationarity: New Evidence 0 1 1 83 0 1 6 200
Fiscal policies, public deficit retraints and European stabilization 0 0 0 5 1 3 4 55
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts 0 0 3 103 1 2 12 186
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts 0 0 0 0 0 1 1 1
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 1 1 7 9 11 18
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 0 0 1 1 1
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 40 1 3 7 121
Inventory Investment and the Business Cycle: The usual Suspect 0 1 2 136 0 1 3 229
Inventory investment and the business cycle: the usual suspect 0 0 0 0 2 2 8 8
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 1 6 31
Is inflation driven by survey-based, VAR-based or myopic expectations? 3 3 7 27 3 4 18 30
La transmission internationale des fluctuations: une explication de la correlation croisee des consommations 0 0 0 0 1 1 15 359
Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains * 1 3 8 15 2 8 23 42
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 1 2 23
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 0 2 2
Le rôle des stocks en sortie de crise: Une étude empirique sur données d’enquête 0 0 0 0 1 1 5 13
Les implications de la structure des marchés financiers pour la dynamique des modèles d'équilibre général à deux pays 0 0 0 0 0 1 1 31
Les implications de la structure des marchés financiers pour la dynamique des modèles d'équilibre général à deux pays 0 0 0 0 0 1 4 4
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 3 11 0 2 13 19
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 5 18 3 10 32 64
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing * 0 1 2 42 0 3 10 30
Mondialisation, mobilite du capital et stabilite macro-economique 0 0 0 1 1 2 5 664
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 3 4 12 287
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 1 99 0 0 2 185
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 0 16 0 0 13 74
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 2 5 121 1 5 22 259
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 1 2 5 880
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 1 4 7 388
Real exchange rates and real interest rates: a nonlinear perspective 1 1 2 54 2 2 7 159
Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement 0 0 2 86 0 0 5 205
The ACR model: a multivariate dynamic mixture autoregression 0 0 1 194 7 26 55 683
The Autoregressive Conditional Root (ACR) Model 0 0 1 33 0 0 7 109
The European Way Out of Recessions 0 0 0 18 1 3 7 70
The European Way out of Recession 0 0 0 0 0 1 1 1
The European way out of recession 0 0 3 215 0 2 22 678
The International Transmission of Real Business Cycles 0 0 0 0 0 0 5 8
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 42 2 2 2 104
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ? 1 1 1 65 1 1 3 161
The possible shapes of recoveries in Markov-Switching models 0 0 1 75 0 1 3 156
The possible shapes of recoveries in Markov-switching models 1 1 24 143 2 5 133 421
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 0 1 1 1
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 0 1 8
Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics 0 0 0 0 0 0 1 223
Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics 0 0 0 0 0 0 6 99
Une analyse empirique de différentes structures de taux d'intérêt: une comparaison entre les Etats-Unis et la France 0 0 0 0 0 0 1 1
Une analyse empirique de différentes structures de taux d'intérêt: une comparaison entre les Etats-Unis et la France 0 0 0 0 0 0 0 9
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 2 49 0 0 9 68
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 10 0 0 4 20
Why are inflation forecasts sticky? 0 0 0 21 0 2 5 28
Why are inflation forecasts sticky? 0 0 1 25 0 0 3 17
Why are inflation forecasts sticky? Theory and application to France and Germany 0 0 1 34 1 3 9 38
Total Working Papers 12 23 102 3,081 72 168 677 10,871

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 0 1 3 135 0 1 8 327
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 6 14 14 4 13 27 27
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 1 1 6 102
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 3 422 1 6 20 948
Comparing the shape of recoveries: France, the UK and the US 0 1 4 43 0 4 10 126
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup 0 0 0 30 1 1 3 66
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 2 9 9 14 49 97
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 0 1 17 2 3 7 71
Federal Funds Rate Stationarity: New Evidence 0 0 5 107 3 8 29 298
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 17 1 1 5 90
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts 0 0 0 15 1 4 12 71
Impulsions dominantes et analyse des fluctuations de l’économie française 0 0 0 13 0 0 9 110
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 2 3 17 1 4 8 66
Inventory investment and the business cycle: the usual suspect 0 0 0 27 0 0 0 100
Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data 0 0 0 0 1 2 7 7
L'ajustement à seuildes processus cointégrés. Que sait-on des modèles à trois régimes ? 0 0 0 13 0 1 3 66
La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations 0 0 0 14 0 0 1 65
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 1 2 32 0 1 5 78
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 1 0 0 5 18
Mondialisation, mobilité du capital et volatilité macro-économique 0 1 1 6 0 1 4 21
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 0 1 3 36 3 7 25 140
Préface 0 0 0 11 0 1 1 28
Purchasing power parity: A nonlinear multivariate perspective 0 1 2 16 0 2 4 41
Real exchange rates and real interest rates: a nonlinear perspective 0 0 1 66 2 3 13 214
Taux d'intérêt, politique monétaire et activité économique en France: un examen empirique 0 0 0 12 0 1 5 82
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 0 158 0 5 15 334
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 0 88 3 8 16 271
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 0 0 0 99 1 1 2 489
The way out of recessions: A forecasting analysis for some Euro area countries 1 2 2 20 1 3 6 86
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 0 1 3 1 1 5 13
Une évaluation empirique de l'efficience du marché des changes 0 0 1 15 0 0 3 95
Vector equilibrium correction models with non-linear discontinuous adjustments 0 1 2 150 1 3 9 420
Total Journal Articles 1 17 50 1,632 37 100 322 4,967
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Statistics updated 2021-01-03