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 11 1 5 11 49
A simple unit root test consistent against any stationary alternative 0 0 0 6 1 4 6 19
A simple unit root test consistent against any stationary alternative 0 0 0 42 0 2 7 42
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 0 1 6 102
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 1 3 9 16
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 12 2 6 9 32
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 1 1 4 7
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 2 0 1 7 19
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 10 1 3 20 34
An empirical testing of exchange market efficiency hypothesis 0 0 0 1 0 1 8 19
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 0 0 0 7 11
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 0 3 7 92
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 63 0 2 6 143
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 119 0 2 9 252
Assets Returns Volatility and Investment Horizon: The French Case 0 1 1 90 0 7 15 320
Assets returns volatility and investment horizon: The French case 0 0 0 167 0 0 6 385
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 1 1 1 2 11 15
Automatic Stabilizers in a European Perspective 0 0 0 0 0 3 12 27
Automatic Stabilizers in a European Perspective 0 0 0 0 0 2 4 10
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 0 2 10 66
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 38 0 3 8 104
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 62 0 1 10 147
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 26 2 6 17 132
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 0 1 2 7 16
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 27 1 4 9 81
Dating business cycles in France: A reference chronology 0 1 5 67 0 5 17 217
Dating business cycles in France: A reference chronology 0 0 0 18 1 6 14 66
Dating business cycles in France: A reference chronology 0 0 0 20 0 1 7 29
Dating business cycles in France: A reference chronology 0 0 0 0 1 5 9 11
Dating business cycles in France: a reference chronology 0 0 0 0 0 0 3 5
Dating business cycles in France: a reference chronology 0 0 0 0 1 3 10 20
Dating business cycles in France: a reference chronology 0 0 1 9 1 5 10 18
Dating business cycles in France: a reference chronology 0 0 0 12 0 4 15 39
Dating business cycles in France: a reference chronology 0 0 0 22 0 4 14 25
Dating business cycles in France:A reference chronology 0 0 0 0 0 4 9 19
Dating business cycles in France:A reference chronology 0 0 1 21 0 2 13 70
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 1 2 11 319
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 4 17 1,167
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 1 2 17 97
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 0 0 102 0 2 8 196
Do stock returns rebound after bear markets? 0 0 0 0 0 0 5 18
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 4 0 3 15 49
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 5 0 0 4 11
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 24 0 4 16 42
Federal Funds Rate Stationarity: New Evidence 0 0 0 84 1 6 15 221
Fiscal policies, public deficit retraints and European stabilization 0 0 0 5 0 1 3 68
Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting 0 0 0 3 0 1 5 13
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts 0 1 1 111 1 9 18 224
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 2 10 26
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 0 0 1 11 14
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 42 0 1 7 179
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 1 0 2 3 24
Inventory Investment and the Business Cycle: The usual Suspect 0 0 0 138 0 5 14 253
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 3 8 26
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 4 11 45
Is inflation driven by survey-based, VAR-based or myopic expectations? 0 0 0 31 0 3 10 68
La transmission internationale des fluctuations: une explication de la correlation croisee des consommations 0 0 0 0 0 0 2 415
Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains * 0 0 0 19 1 5 13 92
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 2 3 10
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 2 7 36
Les cycles économiques de la France: une datation de référence 0 0 1 40 1 3 14 95
Les cycles économiques de la France: une datation de référence 0 0 0 16 0 1 9 30
Les cycles économiques de la France: une datation de référence 0 0 0 1 1 4 7 10
Les cycles économiques de la France: une datation de référence 0 0 0 21 0 7 11 57
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 3 12 106
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 5 27
Les implications de la structure des marchés financiers pour la dynamique des modèles d'équilibre général à deux pays 0 0 0 0 0 3 7 42
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 34 0 3 19 131
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 11 1 3 11 37
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing * 0 0 0 47 0 1 10 57
Mondialisation, mobilite du capital et stabilite macro-economique 0 0 0 1 0 1 10 679
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 0 3 10 308
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 2 101 1 4 15 205
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 0 20 1 3 6 111
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 0 1 126 0 3 22 315
Power of unit root tests against nonlinear and noncausal alternatives 0 0 0 73 1 1 8 55
Préface 0 0 0 0 0 1 6 6
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 0 0 1 4 5
Quantifying Uncertainty in France’s Debt Trajectory: A VAR Based Analysis 0 1 14 14 1 8 40 40
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 1 7 16 901
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 0 5 7 412
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 55 1 6 19 187
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 0 0 0 4 6
Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement 0 0 0 86 0 2 13 223
The ACR model: a multivariate dynamic mixture autoregression 0 0 0 195 0 6 12 782
The Autoregressive Conditional Root (ACR) Model 0 0 0 39 0 4 12 129
The European Way Out of Recessions 0 0 0 18 0 0 8 81
The European Way out of Recession 0 0 0 0 0 1 3 13
The European way out of recession 0 0 0 218 1 1 14 705
The International Transmission of Real Business Cycles 0 0 0 0 2 4 11 22
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 0 1 10 121
The Stochastic Simulations of the Commission’s Debt Sustainability Analysis: A Refined Approach 0 2 11 11 0 9 25 25
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ? 0 0 0 67 0 3 7 176
The possible shapes of recoveries in Markov-Switching models 0 0 0 79 0 1 4 168
The possible shapes of recoveries in Markov-switching models 0 0 0 156 0 1 17 490
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 0 4 8 20
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 2 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 1 4 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 1 7 23
Une analyse empirique de différentes structures de taux d'intérêt: une comparaison entre les Etats-Unis et la France 0 0 0 0 2 4 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 0 2 11 92
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 12 2 4 16 45
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 0 0 5 12 12
Why are inflation forecasts sticky? 0 0 0 29 1 4 8 41
Why are inflation forecasts sticky? 0 0 0 21 0 1 6 43
Why are inflation forecasts sticky? Theory and application to France and Germany 0 0 0 37 0 2 11 60
Total Working Papers 0 6 39 3,664 40 307 1,096 13,749
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 0 19 360
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 1 25 0 3 16 79
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 1 3 6 120
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 1 449 0 3 18 1,011
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 0 2 16 168
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup 0 0 0 33 0 10 15 91
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 0 4 19 222
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 0 0 23 2 6 16 113
Federal Funds Rate Stationarity: New Evidence 0 0 0 120 5 9 17 378
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 18 1 4 12 110
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 8 16 112
Impulsions dominantes et analyse des fluctuations de l’économie française 0 0 0 14 0 3 11 129
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 22 0 1 6 85
Inventory investment and the business cycle: the usual suspect 0 0 0 33 0 5 11 128
Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data 0 0 0 9 1 5 10 46
L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ? 0 0 1 17 0 4 17 89
La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations 0 0 0 14 0 5 15 90
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 33 0 1 11 100
Les cycles économiques de la France: une datation de référence 0 0 2 5 1 9 24 62
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 9 0 4 20 52
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 1 0 0 4 32
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 7 0 3 8 33
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 0 1 4 50 1 8 25 203
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price 0 0 1 5 0 4 16 22
Préface 0 0 0 12 0 1 8 38
Purchasing power parity: A nonlinear multivariate perspective 0 0 1 25 1 5 15 72
Real exchange rates and real interest rates: a nonlinear perspective 0 0 1 67 0 1 22 322
Taux d'intérêt, politique monétaire et activité économique en France: un examen empirique 0 0 0 14 0 1 4 97
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 1 168 1 4 22 464
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 0 91 1 8 30 394
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 0 0 0 101 0 1 8 507
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 0 3 8 115
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 0 1 8 1 4 15 41
Une évaluation empirique de l'efficience du marché des changes 0 0 0 16 0 2 6 108
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 0 2 18 525
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 1 2 2 6 1 6 18 35
Total Journal Articles 1 3 16 1,816 17 142 522 6,553

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Statistics updated 2026-06-04