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 0 0 6 0 0 1 13
A simple unit root test consistent against any stationary alternative 0 0 1 11 0 1 3 39
A simple unit root test consistent against any stationary alternative 0 0 0 42 0 2 3 37
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 0 0 2 96
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 1 10 1 4 7 19
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 2 1 2 4 14
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 1 1 2 8
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 12 0 0 1 23
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 1 2 4 5
An empirical testing of exchange market efficiency hypothesis 0 0 0 1 0 2 4 14
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 0 0 3 87
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 63 0 2 3 139
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 0 2 3 4 8
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 89 2 2 3 307
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 119 0 0 1 244
Assets returns volatility and investment horizon: The French case 0 0 0 167 1 1 2 381
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 0 0 1 1 5 7
Automatic Stabilizers in a European Perspective 0 0 0 0 1 2 4 17
Automatic Stabilizers in a European Perspective 0 0 0 0 0 0 0 6
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 1 1 2 58
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 38 0 0 2 96
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 62 3 3 3 140
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 26 0 0 1 115
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 0 1 2 2 11
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 27 1 2 4 75
Dating business cycles in France: A reference chronology 0 0 2 3 3 4 10 15
Dating business cycles in France: A reference chronology 0 0 0 0 2 2 3 4
Dating business cycles in France: A reference chronology 0 0 0 18 1 2 7 54
Dating business cycles in France: A reference chronology 0 3 6 66 0 4 12 207
Dating business cycles in France: A reference chronology 0 0 0 20 0 3 7 26
Dating business cycles in France: a reference chronology 0 0 0 0 1 2 5 12
Dating business cycles in France: a reference chronology 0 0 7 8 2 3 10 11
Dating business cycles in France: a reference chronology 0 0 0 22 2 2 4 13
Dating business cycles in France: a reference chronology 0 0 0 0 0 1 3 3
Dating business cycles in France: a reference chronology 0 0 0 12 0 4 8 29
Dating business cycles in France:A reference chronology 0 0 0 20 3 5 10 62
Dating business cycles in France:A reference chronology 0 0 0 0 0 0 3 10
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 1 2 4 83
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 3 4 5 312
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 2 2 3 1,153
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 0 0 102 0 2 4 191
Do stock returns rebound after bear markets? 0 0 0 0 0 0 2 13
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 4 0 1 2 35
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 5 1 1 1 8
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 24 2 3 5 29
Federal Funds Rate Stationarity: New Evidence 0 0 0 84 0 1 3 208
Fiscal policies, public deficit retraints and European stabilization 0 0 0 5 0 0 1 65
Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting 0 0 0 3 0 0 2 9
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts 0 0 0 110 1 3 5 209
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 2 17
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 0 0 0 1 4
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 1 0 0 0 21
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 42 3 3 6 176
Inventory Investment and the Business Cycle: The usual Suspect 0 0 0 138 0 0 0 239
Inventory investment and the business cycle: the usual suspect 0 0 0 0 4 4 5 22
Inventory investment and the business cycle: the usual suspect 0 0 0 0 2 4 4 38
Is inflation driven by survey-based, VAR-based or myopic expectations? 0 0 0 31 0 0 5 58
La transmission internationale des fluctuations: une explication de la correlation croisee des consommations 0 0 0 0 1 2 2 415
Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains * 0 0 0 19 1 2 4 81
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 0 1 29
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 0 0 7
Les cycles économiques de la France: une datation de référence 0 0 0 16 2 2 7 24
Les cycles économiques de la France: une datation de référence 0 1 1 40 2 3 6 86
Les cycles économiques de la France: une datation de référence 0 0 0 21 0 0 2 46
Les cycles économiques de la France: une datation de référence 0 0 0 1 2 2 3 6
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 1 9 97
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 23
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 36
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 34 1 3 9 119
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 11 0 3 3 29
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing * 0 0 0 47 3 4 5 52
Mondialisation, mobilite du capital et stabilite macro-economique 0 0 0 1 3 4 7 673
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 1 1 2 299
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 1 100 1 3 8 196
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 0 20 1 1 2 106
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 0 2 126 1 1 5 295
Power of unit root tests against nonlinear and noncausal alternatives 0 0 0 73 1 3 4 51
Préface 0 0 0 0 1 2 2 2
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 0 0 0 2 2
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 2 3 3 888
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 0 0 7 405
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 55 1 1 2 170
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 0 2 2 3 4
Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement 0 0 0 86 1 3 4 214
The ACR model: a multivariate dynamic mixture autoregression 0 0 0 195 1 2 7 773
The Autoregressive Conditional Root (ACR) Model 0 0 0 39 0 0 3 120
The European Way Out of Recessions 0 0 0 18 1 1 2 74
The European Way out of Recession 0 0 0 0 1 1 3 11
The European way out of recession 0 0 0 218 1 7 11 698
The International Transmission of Real Business Cycles 0 0 0 0 0 1 3 13
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 2 2 4 113
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ? 0 0 0 67 0 0 1 169
The possible shapes of recoveries in Markov-Switching models 0 0 0 79 1 1 1 165
The possible shapes of recoveries in Markov-switching models 0 0 0 156 0 0 3 473
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 0 0 1 12
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 2 3 4 19
Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics 0 0 0 0 2 2 3 228
Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics 0 0 0 0 0 1 2 103
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 2 18
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 3
Why Are Inflation Forecasts Sticky ? Theory and Application to France and Germany 0 0 0 0 2 3 3 10
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 54 2 3 6 84
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 12 1 1 2 31
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 0 1 2 2 2
Why are inflation forecasts sticky? 0 0 0 21 1 2 4 39
Why are inflation forecasts sticky? 0 0 0 29 1 1 1 34
Why are inflation forecasts sticky? Theory and application to France and Germany 0 0 3 37 0 1 6 50
Total Working Papers 0 4 24 3,635 96 177 394 12,892
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
Adaptive consistent unit-root tests based on autoregressive threshold model 0 0 0 136 4 5 9 348
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 1 2 25 0 2 5 66
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 1 1 2 115
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 3 448 3 5 11 999
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 1 1 5 156
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup 0 0 0 33 2 2 3 78
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 4 5 8 210
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 0 0 23 1 1 4 98
Federal Funds Rate Stationarity: New Evidence 0 0 0 120 0 2 6 364
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 18 0 0 3 100
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts 0 0 0 22 1 1 3 98
Impulsions dominantes et analyse des fluctuations de l’économie française 0 0 0 14 1 1 2 119
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 22 0 2 3 81
Inventory investment and the business cycle: the usual suspect 0 0 1 33 2 2 3 119
Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data 0 0 0 9 1 2 5 38
L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ? 0 0 0 16 1 2 2 74
La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations 0 0 0 14 0 1 3 77
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 33 0 0 2 89
Les cycles économiques de la France: une datation de référence 1 1 3 5 3 5 11 45
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 3 9 3 5 10 38
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 1 0 0 2 28
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 7 3 3 3 28
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 0 1 4 47 1 2 10 181
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price 0 1 5 5 1 4 11 11
Préface 0 0 0 12 0 0 1 31
Purchasing power parity: A nonlinear multivariate perspective 0 0 1 25 2 2 4 60
Real exchange rates and real interest rates: a nonlinear perspective 0 0 1 67 3 6 25 310
Taux d'intérêt, politique monétaire et activité économique en France: un examen empirique 0 0 0 14 0 0 0 93
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 1 1 1 168 3 5 22 449
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 0 91 7 8 24 375
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 0 0 0 101 1 2 4 501
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 2 3 6 111
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 0 1 8 0 1 5 28
Une évaluation empirique de l'efficience du marché des changes 0 0 0 16 1 1 2 103
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 5 8 25 517
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 4 2 4 9 24
Total Journal Articles 2 5 25 1,809 59 94 253 6,162

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Statistics updated 2025-12-06