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 0 3 40 40 1 5 28 28
A simple unit root test consistent against any stationary alternative 1 1 5 5 1 2 8 8
A simple unit root test consistent against any stationary alternative 1 3 6 6 4 11 18 18
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 25 0 2 6 90
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 8 8 0 0 4 4
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 2 2 0 1 8 8
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 1 10 10 1 3 17 17
An empirical testing of exchange market efficiency hypothesis 0 0 0 0 0 1 2 8
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 0 0 3 80
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 63 0 1 6 133
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 0 0 0 3 3
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 119 0 0 3 238
Assets returns volatility and investment horizon: The French case 0 0 0 166 1 1 2 375
Automatic Stabilizers in a European Perspective 0 0 0 0 0 0 1 3
Automatic Stabilizers in a European Perspective 0 0 0 0 0 0 0 10
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 1 1 4 50
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 62 0 0 1 135
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 0 25 1 3 5 109
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 0 0 1 4 4
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 27 0 1 2 67
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 1 415 0 3 9 1,127
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 2 20 0 0 6 76
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 1 88 0 3 13 306
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 1 2 100 0 2 7 181
Do stock returns rebound after bear markets? 0 0 0 0 1 1 2 2
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 1 2 4 0 1 4 30
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 5 0 1 1 5
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 1 20 0 4 6 14
Federal Funds Rate Stationarity: New Evidence 0 0 1 83 1 1 6 201
Fiscal policies, public deficit retraints and European stabilization 0 0 0 5 1 4 10 61
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts 1 1 2 104 1 1 9 188
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts 0 0 0 0 1 1 3 3
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 1 0 1 11 19
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 0 0 0 1 1
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 40 2 3 13 129
Inventory Investment and the Business Cycle: The usual Suspect 0 0 1 136 0 0 3 231
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 0 3 31
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 0 7 8
Is inflation driven by survey-based, VAR-based or myopic expectations? 0 0 6 28 0 0 12 32
La transmission internationale des fluctuations: une explication de la correlation croisee des consommations 0 0 0 0 0 7 29 383
Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains * 0 0 5 15 0 1 21 49
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 2 4 5
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 1 3 25
Le rôle des stocks en sortie de crise: Une étude empirique sur données d’enquête 0 0 0 0 0 0 1 13
Les implications de la structure des marchés financiers pour la dynamique des modèles d'équilibre général à deux pays 0 0 0 0 1 1 2 32
Les implications de la structure des marchés financiers pour la dynamique des modèles d'équilibre général à deux pays 0 0 0 0 1 2 3 6
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 1 11 1 3 10 22
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 1 3 7 23 2 6 30 76
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing * 0 0 1 42 0 0 7 31
Mondialisation, mobilite du capital et stabilite macro-economique 0 0 0 1 1 2 5 666
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 1 5 12 292
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 1 99 0 0 1 185
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 0 16 2 3 14 83
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 0 3 121 2 2 18 265
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 2 3 5 883
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 0 1 9 390
Real exchange rates and real interest rates: a nonlinear perspective 0 1 2 55 0 1 4 161
The ACR model: a multivariate dynamic mixture autoregression 0 0 0 194 3 15 73 713
The Autoregressive Conditional Root (ACR) Model 0 0 0 33 0 0 2 109
The European Way Out of Recessions 0 0 0 18 0 0 4 70
The European Way out of Recession 0 0 0 0 0 1 2 2
The European way out of recession 1 1 2 216 1 3 14 682
The International Transmission of Real Business Cycles 0 0 0 0 0 0 0 8
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 42 0 1 3 105
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ? 0 0 1 65 0 2 4 164
The possible shapes of recoveries in Markov-Switching models 0 0 1 75 0 0 3 157
The possible shapes of recoveries in Markov-switching models 0 1 6 147 1 7 26 432
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 0 0 1 1
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 0 1 9
Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics 0 0 0 0 0 0 0 223
Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics 0 0 0 0 0 0 3 100
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
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 1
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 10 0 0 1 21
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 49 0 1 4 69
Why are inflation forecasts sticky? 0 0 0 25 0 2 3 20
Why are inflation forecasts sticky? 0 0 0 21 0 3 5 31
Why are inflation forecasts sticky? Theory and application to France and Germany 0 0 0 34 0 0 7 39
Total Working Papers 5 17 120 2,986 35 134 585 10,657
2 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
Adaptive consistent unit-root tests based on autoregressive threshold model 0 0 1 135 0 1 5 329
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 1 15 15 0 5 35 35
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 0 2 5 104
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 3 4 7 427 5 7 24 957
Comparing the shape of recoveries: France, the UK and the US 1 2 4 45 1 3 12 132
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup 0 2 2 32 0 3 7 71
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 1 9 9 33 91 152
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 1 1 18 1 3 7 74
Federal Funds Rate Stationarity: New Evidence 0 0 4 107 2 5 28 304
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 1 1 1 18 1 1 2 91
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts 0 0 0 15 2 3 10 75
Impulsions dominantes et analyse des fluctuations de l’économie française 0 0 0 13 0 0 1 110
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 3 17 0 3 10 69
Inventory investment and the business cycle: the usual suspect 0 0 0 27 0 0 1 101
Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data 0 1 1 1 0 3 9 10
L'ajustement à seuildes processus cointégrés. Que sait-on des modèles à trois régimes ? 0 0 0 13 0 0 3 66
La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations 0 0 0 14 0 0 2 67
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 1 32 0 0 1 78
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 0 0 1 6 6
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 1 0 0 2 18
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 1 6 0 0 1 21
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 0 0 2 36 1 5 22 148
Préface 0 0 0 11 0 0 1 28
Purchasing power parity: A nonlinear multivariate perspective 0 0 1 16 0 2 5 43
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 66 1 3 15 219
Taux d'intérêt, politique monétaire et activité économique en France: un examen empirique 0 0 0 12 0 0 3 83
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 1 159 3 9 22 346
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 1 89 3 7 24 283
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 0 0 0 99 0 1 3 490
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 2 20 0 2 6 88
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 0 0 3 0 0 2 14
Une évaluation empirique de l'efficience du marché des changes 0 0 0 15 0 1 2 96
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 1 150 4 7 15 428
Total Journal Articles 5 12 50 1,647 33 110 382 5,136


Statistics updated 2021-06-03