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
A simple unit root test consistent against any stationary alternative 0 0 0 6 0 1 7 20
A simple unit root test consistent against any stationary alternative 0 0 0 42 0 1 8 43
A simple unit root test consistent against any stationary alternative 0 0 0 11 0 1 11 50
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 0 1 7 103
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 12 1 2 11 34
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 10 0 1 20 35
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 0 1 5 8
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 2 0 0 6 19
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 1 2 11 18
An empirical testing of exchange market efficiency hypothesis 0 0 0 1 0 1 7 20
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 63 0 4 10 147
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 0 0 0 8 13
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 2 2 7 94
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 119 0 0 8 252
Assets Returns Volatility and Investment Horizon: The French Case 1 1 2 91 1 1 16 321
Assets returns volatility and investment horizon: The French case 0 0 0 167 0 0 6 386
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 2 2 0 0 10 16
Automatic Stabilizers in a European Perspective 0 0 0 0 1 1 5 11
Automatic Stabilizers in a European Perspective 0 0 0 0 0 0 12 27
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 0 0 9 66
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 62 0 0 10 147
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 38 0 0 8 104
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 27 0 0 8 81
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 26 0 0 17 132
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 0 0 0 7 16
Dating business cycles in France: A reference chronology 0 0 0 18 0 2 17 69
Dating business cycles in France: A reference chronology 0 0 0 0 0 1 10 12
Dating business cycles in France: A reference chronology 0 0 0 20 0 0 6 29
Dating business cycles in France: A reference chronology 0 0 3 67 0 1 15 219
Dating business cycles in France: a reference chronology 1 1 1 1 1 4 14 24
Dating business cycles in France: a reference chronology 0 0 0 22 0 0 14 25
Dating business cycles in France: a reference chronology 0 0 0 0 0 1 4 6
Dating business cycles in France: a reference chronology 0 0 1 9 1 2 12 20
Dating business cycles in France: a reference chronology 0 0 0 12 0 1 16 41
Dating business cycles in France:A reference chronology 0 0 0 0 0 1 10 20
Dating business cycles in France:A reference chronology 0 0 1 21 0 1 14 72
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 0 10 319
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 1 17 1,168
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 0 1 19 100
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 0 0 102 1 3 9 200
Do stock returns rebound after bear markets? 0 0 0 0 0 1 6 19
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 4 1 1 16 50
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 24 0 0 16 42
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 5 1 2 6 13
Federal Funds Rate Stationarity: New Evidence 0 0 0 84 0 0 14 221
Fiscal policies, public deficit retraints and European stabilization 0 0 0 5 1 1 4 69
Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting 0 0 0 3 0 0 5 14
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts 0 0 2 112 1 3 23 229
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 0 9 26
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 0 0 0 10 14
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 42 0 0 6 179
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 1 0 0 3 24
Inventory Investment and the Business Cycle: The usual Suspect 0 0 0 138 0 0 14 253
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 0 9 27
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 1 13 47
Is inflation driven by survey-based, VAR-based or myopic expectations? 0 0 0 31 0 0 10 68
La transmission internationale des fluctuations: une explication de la correlation croisee des consommations 0 0 0 0 0 3 5 418
Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains * 0 0 0 19 0 0 13 92
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 0 3 10
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 0 7 36
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 2 13 97
Les cycles économiques de la France: une datation de référence 0 0 0 16 0 1 9 31
Les cycles économiques de la France: une datation de référence 0 0 0 21 0 2 13 59
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 0 10 106
Les cycles économiques de la France: une datation de référence 0 0 0 1 0 0 6 10
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 7 29
Les implications de la structure des marchés financiers pour la dynamique des modèles d'équilibre général à deux pays 0 0 0 0 0 0 7 42
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 1 1 12 0 3 14 40
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 34 1 1 17 133
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing * 0 0 0 47 1 1 10 58
Mondialisation, mobilite du capital et stabilite macro-economique 0 0 0 1 0 0 10 679
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 0 1 11 309
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 1 101 0 0 11 205
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 0 20 0 2 8 113
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 0 0 126 1 1 22 316
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price 0 0 0 0 0 0 0 0
Power of unit root tests against nonlinear and noncausal alternatives 0 0 0 73 0 1 8 56
Préface 0 0 0 0 0 0 6 6
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 0 0 0 3 5
Quantifying Uncertainty in France's Debt Trajectory: A VAR-Based Analysis 0 0 0 0 1 3 6 6
Quantifying Uncertainty in France’s Debt Trajectory: A VAR Based Analysis 0 0 14 14 3 3 45 45
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 0 0 16 901
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 0 1 8 413
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 0 0 0 4 6
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 55 0 1 19 188
Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement 0 0 0 86 0 0 12 223
The ACR model: a multivariate dynamic mixture autoregression 0 0 0 195 0 2 12 784
The Autoregressive Conditional Root (ACR) Model 0 0 0 39 1 8 17 137
The European Way Out of Recessions 0 0 0 18 0 1 10 83
The European Way out of Recession 0 0 0 0 0 0 3 13
The European way out of recession 0 0 0 218 0 0 13 705
The International Transmission of Real Business Cycles 0 0 0 0 0 0 10 22
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 0 0 10 121
The Stochastic Simulations of the Commission's Debt Sustainability Analysis: A Refined Approach 0 0 1 1 0 1 5 5
The Stochastic Simulations of the Commission’s Debt Sustainability Analysis: A Refined Approach 0 0 11 11 1 1 27 27
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ? 0 0 0 67 0 0 7 176
The possible shapes of recoveries in Markov-Switching models 0 0 0 79 0 0 4 168
The possible shapes of recoveries in Markov-switching models 0 0 0 156 0 2 19 492
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 1 2 10 22
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 0 9 25
Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics 0 0 0 0 0 0 6 232
Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics 0 0 0 0 0 0 7 109
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 5 23
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 5 8
Why Are Inflation Forecasts Sticky ? Theory and Application to France and Germany 0 0 0 0 0 0 3 10
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 54 1 2 12 94
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 12 0 0 15 45
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 0 0 0 12 12
Why are inflation forecasts sticky? 0 0 0 29 0 0 8 41
Why are inflation forecasts sticky? 0 0 0 21 2 3 9 46
Why are inflation forecasts sticky? Theory and application to France and Germany 0 0 0 37 0 0 11 60
Total Working Papers 2 3 40 3,670 27 97 1,157 13,874
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 0 136 0 3 20 363
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 1 25 0 0 14 79
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 0 2 10 124
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 1 449 1 1 20 1,014
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 1 1 15 170
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup 0 0 0 33 0 0 15 91
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 0 1 18 223
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 1 1 24 0 1 17 114
Federal Funds Rate Stationarity: New Evidence 0 0 0 120 0 3 18 381
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 18 0 1 11 111
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts 0 0 0 22 0 0 15 112
Impulsions dominantes et analyse des fluctuations de l’économie française 0 0 0 14 0 0 11 129
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 22 0 1 7 86
Inventory investment and the business cycle: the usual suspect 0 0 0 33 0 1 12 129
Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data 0 0 0 9 2 2 12 48
L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ? 0 0 1 17 0 1 18 90
La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations 0 0 0 14 0 0 14 90
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 33 0 0 11 100
Les cycles économiques de la France: une datation de référence 0 0 1 5 0 0 21 62
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 9 1 3 22 55
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 7 1 2 10 35
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 1 1 1 5 33
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 0 0 4 50 2 4 29 208
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price 0 0 1 5 2 3 17 25
Préface 0 0 0 12 0 0 7 38
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 25 0 0 14 72
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 67 1 3 21 326
Taux d'intérêt, politique monétaire et activité économique en France: un examen empirique 0 0 0 14 0 1 5 98
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 1 168 0 4 24 468
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 0 91 0 6 33 400
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 0 0 0 101 0 0 8 507
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 0 2 9 117
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 0 0 8 0 1 14 42
Une évaluation empirique de l'efficience du marché des changes 0 0 0 16 0 2 8 110
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 0 7 22 532
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 2 6 1 1 15 36
Total Journal Articles 0 1 13 1,817 13 58 542 6,618

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11