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 1 10 0 1 5 37
A simple unit root test consistent against any stationary alternative 0 0 0 42 0 1 1 35
A simple unit root test consistent against any stationary alternative 0 0 0 6 1 1 3 13
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 0 2 2 96
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 0 1 2 2
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 0 1 5 7
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 12 0 1 1 23
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 2 0 1 1 11
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 1 1 1 10 1 2 4 14
An empirical testing of exchange market efficiency hypothesis 0 0 0 1 0 0 0 10
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 63 0 1 1 137
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 0 0 0 0 4
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 0 1 1 85
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 89 0 1 3 305
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 119 0 0 2 243
Assets returns volatility and investment horizon: The French case 0 0 0 167 0 0 1 379
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 0 0 0 1 2 3
Automatic Stabilizers in a European Perspective 0 0 0 0 1 2 2 15
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 0 0 2 56
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 38 1 2 3 96
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 62 0 0 1 137
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 26 0 1 2 115
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 27 1 1 1 72
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 0 0 0 0 9
Dating business cycles in France: A reference chronology 0 0 0 0 0 1 2 2
Dating business cycles in France: A reference chronology 1 2 4 62 1 4 15 199
Dating business cycles in France: A reference chronology 0 0 0 20 0 1 1 20
Dating business cycles in France: A reference chronology 0 0 1 1 1 2 5 7
Dating business cycles in France: A reference chronology 0 0 1 18 0 2 8 49
Dating business cycles in France: a reference chronology 0 0 0 12 0 1 5 22
Dating business cycles in France: a reference chronology 0 0 0 22 0 0 2 9
Dating business cycles in France: a reference chronology 0 0 0 0 1 1 1 8
Dating business cycles in France:A reference chronology 0 0 0 0 0 1 1 8
Dating business cycles in France:A reference chronology 0 0 1 20 0 2 5 54
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 0 7 1,150
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 1 1 308
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 0 1 1 80
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 0 1 102 1 1 2 188
Do stock returns rebound after bear markets? 0 0 0 0 2 2 3 13
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 4 0 1 2 34
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 24 0 1 3 25
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 5 0 0 0 7
Federal Funds Rate Stationarity: New Evidence 0 0 0 84 0 0 1 205
Fiscal policies, public deficit retraints and European stabilization 0 0 0 5 0 1 1 65
Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting 0 0 3 3 0 1 8 8
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts 0 0 2 110 1 2 5 206
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 2 16
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 1 0 0 1 21
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 0 0 0 0 3
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 1 42 0 1 2 171
Inventory Investment and the Business Cycle: The usual Suspect 0 0 1 138 0 0 1 239
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 0 1 17
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 0 1 34
Is inflation driven by survey-based, VAR-based or myopic expectations? 0 0 0 31 1 3 4 56
La transmission internationale des fluctuations: une explication de la correlation croisee des consommations 0 0 0 0 0 0 0 413
Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains * 0 0 0 19 0 2 5 79
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 0 0 7
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 1 1 29
Les cycles économiques de la France: une datation de référence 0 0 0 16 0 1 2 18
Les cycles économiques de la France: une datation de référence 0 0 4 39 0 0 5 80
Les cycles économiques de la France: une datation de référence 0 0 0 40 1 3 8 91
Les cycles économiques de la France: une datation de référence 0 0 0 21 0 0 3 44
Les cycles économiques de la France: une datation de référence 0 0 1 1 0 0 2 3
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 1 35
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 6 21
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 2 34 0 1 5 111
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 11 0 0 1 26
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing * 0 0 0 47 0 0 1 47
Mondialisation, mobilite du capital et stabilite macro-economique 0 0 0 1 1 3 3 669
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 0 1 2 298
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 0 99 0 1 1 189
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 1 20 1 1 2 105
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 1 1 1 125 1 2 3 292
Power of unit root tests against nonlinear and noncausal alternatives 0 0 2 73 0 0 13 47
Préface 0 0 0 0 0 0 0 0
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 0 0 1 1 1
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 0 0 0 885
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 0 0 2 398
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 55 0 0 0 168
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 0 0 1 2 2
Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement 0 0 0 86 0 0 1 210
The ACR model: a multivariate dynamic mixture autoregression 0 0 0 195 1 2 6 768
The Autoregressive Conditional Root (ACR) Model 0 0 1 39 0 0 2 117
The European Way Out of Recessions 0 0 0 18 0 1 1 73
The European Way out of Recession 0 0 0 0 0 1 1 9
The European way out of recession 0 0 0 218 1 3 3 690
The International Transmission of Real Business Cycles 0 0 0 0 0 1 2 11
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 0 1 1 110
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ? 0 0 0 67 0 1 1 169
The possible shapes of recoveries in Markov-Switching models 0 0 0 79 0 0 0 164
The possible shapes of recoveries in Markov-switching models 0 0 1 156 3 3 4 473
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 0 0 2 11
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 1 1 2 16
Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics 0 0 0 0 0 1 1 226
Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics 0 0 0 0 0 1 1 102
Une analyse empirique de différentes structures de taux d'intérêt: une comparaison entre les Etats-Unis et la France 0 0 0 0 0 1 1 3
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 3 16
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 12 0 0 0 29
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 1 54 0 1 2 79
Why are inflation forecasts sticky? 0 0 0 21 1 2 3 37
Why are inflation forecasts sticky? 0 0 0 29 0 0 0 33
Why are inflation forecasts sticky? Theory and application to France and Germany 2 2 2 36 4 4 4 48
Total Working Papers 5 6 33 3,616 29 96 246 12,586
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 1 136 0 1 3 340
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 2 23 0 1 9 62
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 0 1 2 114
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 1 1 2 446 1 2 5 990
Comparing the shape of recoveries: France, the UK and the US 0 0 1 50 0 1 5 152
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup 0 0 0 33 0 1 3 76
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 0 0 3 202
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 0 0 23 2 3 6 97
Federal Funds Rate Stationarity: New Evidence 0 0 1 120 0 2 10 360
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 18 0 1 2 98
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts 0 0 1 22 1 1 4 96
Impulsions dominantes et analyse des fluctuations de l’économie française 0 0 0 14 0 1 2 118
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 2 22 0 1 3 79
Inventory investment and the business cycle: the usual suspect 0 0 1 32 0 0 4 116
Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data 0 0 1 9 0 1 5 34
L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ? 0 0 0 16 0 0 1 72
La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations 0 0 0 14 0 1 2 75
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 33 0 2 5 89
Les cycles économiques de la France: une datation de référence 0 0 1 2 0 0 28 34
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 1 1 7 0 2 3 30
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 1 1 2 3 28
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 7 0 0 1 25
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 1 2 4 45 1 3 9 174
Préface 0 0 0 12 0 0 0 30
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 24 0 1 2 57
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 66 2 8 38 293
Taux d'intérêt, politique monétaire et activité économique en France: un examen empirique 0 0 0 14 0 0 2 93
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 3 167 3 9 45 436
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 1 91 2 7 38 358
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 0 0 0 101 1 2 3 499
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 1 23 0 0 3 105
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 0 0 7 1 2 5 25
Une évaluation empirique de l'efficience du marché des changes 0 0 0 16 0 1 2 102
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 2 8 34 500
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 3 4 1 1 8 16
Total Journal Articles 2 4 26 1,788 18 66 298 5,975

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Statistics updated 2025-03-03