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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 11 0 0 3 38
A simple unit root test consistent against any stationary alternative 0 0 0 6 0 0 3 13
A simple unit root test consistent against any stationary alternative 0 0 0 42 0 0 1 35
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 0 2 0 0 2 12
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 0 1 2 3
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 1 10 0 0 3 14
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 0 0 2 7
An empirical testing of exchange market efficiency hypothesis 0 0 0 1 0 1 1 11
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 1 1 2 86
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 63 0 0 1 137
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 119 0 0 1 243
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 89 0 0 3 305
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 0 2 4
Automatic Stabilizers in a European Perspective 0 0 0 0 0 0 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 1 56
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 0 0 1 137
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 26 0 0 2 115
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 27 0 0 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 1 2 3 3 1 2 7 10
Dating business cycles in France: A reference chronology 0 0 0 20 0 0 3 22
Dating business cycles in France: A reference chronology 0 0 2 62 0 0 10 200
Dating business cycles in France: A reference chronology 0 0 0 0 0 0 1 2
Dating business cycles in France: A reference chronology 0 0 0 18 0 2 6 52
Dating business cycles in France: a reference chronology 0 0 0 22 0 1 3 11
Dating business cycles in France: a reference chronology 0 0 0 0 0 1 3 10
Dating business cycles in France: a reference chronology 0 0 0 12 0 1 7 24
Dating business cycles in France: a reference chronology 0 0 8 8 0 0 8 8
Dating business cycles in France: a reference chronology 0 0 0 0 0 0 2 2
Dating business cycles in France:A reference chronology 0 0 0 20 0 2 5 57
Dating business cycles in France:A reference chronology 0 0 0 0 0 1 3 10
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 0 1 308
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 0 4 1,150
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 0 0 1 80
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 0 1 102 0 0 2 188
Do stock returns rebound after bear markets? 0 0 0 0 0 0 3 13
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 4 0 0 2 34
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 5 0 0 0 7
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 24 0 1 3 26
Federal Funds Rate Stationarity: New Evidence 0 0 0 84 0 1 2 206
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 2 3 0 0 6 8
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts 0 0 0 110 0 0 3 206
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 0 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 0 42 1 1 3 173
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 34
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 1 2 18
Is inflation driven by survey-based, VAR-based or myopic expectations? 0 0 0 31 0 1 6 58
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 0 4 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 0 1 29
Les cycles économiques de la France: une datation de référence 0 0 0 16 0 1 5 21
Les cycles économiques de la France: une datation de référence 0 0 4 39 1 1 6 82
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 2 8 94
Les cycles économiques de la France: une datation de référence 0 0 0 21 0 1 4 46
Les cycles économiques de la France: une datation de référence 0 0 1 1 1 1 3 4
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 0 35
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 6 22
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 34 1 2 3 113
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 0 0 3 669
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 0 0 1 298
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 0 99 1 2 3 191
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 1 20 0 0 2 105
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 0 1 125 0 1 4 293
Power of unit root tests against nonlinear and noncausal alternatives 0 0 1 73 1 1 8 48
Préface 0 0 0 0 0 0 0 0
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 0 0 0 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 1 7 405
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 0 0 0 2 2
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 55 0 0 0 168
Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement 0 0 0 86 0 0 0 210
The ACR model: a multivariate dynamic mixture autoregression 0 0 0 195 0 1 5 770
The Autoregressive Conditional Root (ACR) Model 0 0 0 39 0 0 1 117
The European Way Out of Recessions 0 0 0 18 0 0 1 73
The European Way out of Recession 0 0 0 0 0 0 2 10
The European way out of recession 0 0 0 218 0 1 4 691
The International Transmission of Real Business Cycles 0 0 0 0 0 0 2 11
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 0 0 2 111
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 0 0 0 164
The possible shapes of recoveries in Markov-switching models 0 0 1 156 0 0 4 473
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 0 0 2 12
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 0 2 16
Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics 0 0 0 0 0 0 1 226
Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics 0 0 0 0 0 0 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 0 2 16
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 0 0 0 7
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 1 54 0 2 4 81
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 0 0 0 0 0 0
Why are inflation forecasts sticky? 0 0 0 21 0 0 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 0 1 3 37 0 1 5 49
Total Working Papers 1 3 32 3,628 8 37 257 12,670
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 1 2 4 342
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 1 1 24 0 1 4 63
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 0 0 1 114
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 1 4 448 0 2 7 993
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 2 2 3 154
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup 0 0 0 33 0 0 1 76
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 1 2 4 204
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 0 0 23 0 0 4 97
Federal Funds Rate Stationarity: New Evidence 0 0 0 120 0 1 6 361
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 18 0 0 1 98
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 2 96
Impulsions dominantes et analyse des fluctuations de l’économie française 0 0 0 14 0 0 1 118
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 1 22 0 0 2 79
Inventory investment and the business cycle: the usual suspect 0 1 2 33 0 1 2 117
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 4 36
L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ? 0 0 0 16 0 0 0 72
La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations 0 0 0 14 0 0 1 75
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 33 0 0 3 89
Les cycles économiques de la France: une datation de référence 0 0 2 3 0 2 22 38
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 1 3 9 0 1 4 32
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 0 0 1 25
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 0 0 5 46 0 2 11 178
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price 0 2 4 4 0 3 6 6
Préface 0 0 0 12 0 0 0 30
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 24 0 0 1 57
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 66 2 6 32 302
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 0 0 1 167 2 6 34 444
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 1 91 2 6 29 366
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 0 0 0 101 0 0 2 499
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 0 0 3 107
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 0 0 7 0 0 4 26
Une évaluation empirique de l'efficience du marché des changes 0 0 0 16 0 0 1 102
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 2 6 28 509
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 3 4 1 1 8 18
Total Journal Articles 0 6 29 1,800 13 45 238 6,044

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Statistics updated 2025-07-04