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 42 0 0 7 42
A simple unit root test consistent against any stationary alternative 0 0 0 6 0 1 6 19
A simple unit root test consistent against any stationary alternative 0 0 0 11 0 1 11 49
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 0 0 6 102
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 0 1 9 16
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 2 0 0 7 19
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 0 1 4 7
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 12 0 2 9 32
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 10 1 2 21 35
An empirical testing of exchange market efficiency hypothesis 0 0 0 1 1 1 9 20
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 63 1 1 7 144
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 0 0 6 92
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 0 0 2 9 13
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 119 0 0 9 252
Assets Returns Volatility and Investment Horizon: The French Case 0 0 1 90 0 0 15 320
Assets returns volatility and investment horizon: The French case 0 0 0 167 0 1 7 386
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 1 2 2 0 2 11 16
Automatic Stabilizers in a European Perspective 0 0 0 0 0 0 12 27
Automatic Stabilizers in a European Perspective 0 0 0 0 0 0 4 10
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 1 9 81
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 26 0 2 17 132
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 0 0 1 7 16
Dating business cycles in France: A reference chronology 0 0 0 20 0 0 7 29
Dating business cycles in France: A reference chronology 0 0 0 18 1 3 16 68
Dating business cycles in France: A reference chronology 0 0 5 67 1 2 19 219
Dating business cycles in France: A reference chronology 0 0 0 0 0 1 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 0 1 10 20
Dating business cycles in France: a reference chronology 0 0 1 9 0 1 10 18
Dating business cycles in France: a reference chronology 0 0 0 12 0 1 15 40
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 0 9 19
Dating business cycles in France:A reference chronology 0 0 1 21 0 1 14 71
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 1 11 319
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 0 17 1,167
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 1 4 20 100
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 0 0 102 0 1 9 197
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 5 0 0 4 11
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 4 0 0 15 49
Federal Funds Rate Stationarity: New Evidence 0 0 0 84 0 1 14 221
Fiscal policies, public deficit retraints and European stabilization 0 0 0 5 0 0 3 68
Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting 0 0 0 3 0 1 5 14
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts 0 1 2 112 0 3 20 226
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 42 0 0 6 179
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 0 0 0 11 14
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 1 12 46
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 1 9 27
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 1 1 3 416
Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains * 0 0 0 19 0 1 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 16 0 0 8 30
Les cycles économiques de la France: une datation de référence 0 0 1 40 1 2 14 96
Les cycles économiques de la France: une datation de référence 0 0 0 21 0 0 11 57
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 0 12 106
Les cycles économiques de la France: une datation de référence 0 0 0 1 0 1 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 0 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 0 7 42
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 34 0 1 17 132
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 11 0 1 11 37
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing * 0 0 0 47 0 0 9 57
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 1 1 11 309
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 2 101 0 1 14 205
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 0 20 0 1 6 111
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 0 1 126 0 0 22 315
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 1 2 8 56
Préface 0 0 0 0 0 0 6 6
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 0 0 0 4 5
Quantifying Uncertainty in France's Debt Trajectory: A VAR-Based Analysis 0 0 0 0 1 2 4 4
Quantifying Uncertainty in France’s Debt Trajectory: A VAR Based Analysis 0 0 14 14 0 3 42 42
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 0 1 16 901
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 0 0 7 412
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 55 1 2 20 188
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 0 13 223
The ACR model: a multivariate dynamic mixture autoregression 0 0 0 195 2 2 14 784
The Autoregressive Conditional Root (ACR) Model 0 0 0 39 7 7 19 136
The European Way Out of Recessions 0 0 0 18 0 1 9 82
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 1 14 705
The International Transmission of Real Business Cycles 0 0 0 0 0 2 11 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 1 1 1 1 4 5 5
The Stochastic Simulations of the Commission’s Debt Sustainability Analysis: A Refined Approach 0 0 11 11 0 1 26 26
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 0 17 490
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 0 0 8 20
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 1 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 6 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 2 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 0 11 92
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? Theory and Application to France and Germany 0 0 0 12 0 2 16 45
Why are inflation forecasts sticky? 0 0 0 21 1 1 7 44
Why are inflation forecasts sticky? 0 0 0 29 0 1 8 41
Why are inflation forecasts sticky? Theory and application to France and Germany 0 0 0 37 0 0 11 60
Total Working Papers 0 3 42 3,667 23 88 1,129 13,800
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 2 2 19 362
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 1 25 0 0 15 79
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 1 4 9 123
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 1 449 0 2 19 1,013
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 0 1 14 169
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 0 18 222
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 0 0 23 0 2 16 113
Federal Funds Rate Stationarity: New Evidence 0 0 0 120 3 8 20 381
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 18 1 2 12 111
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 1 1 7 86
Inventory investment and the business cycle: the usual suspect 0 0 0 33 0 0 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 0 1 10 46
L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ? 0 0 1 17 1 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 2 5 0 1 23 62
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 9 1 1 20 53
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 1 1 9 34
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 0 0 4 50 1 3 26 205
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price 0 0 1 5 1 1 17 23
Préface 0 0 0 12 0 0 7 38
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 25 0 1 14 72
Real exchange rates and real interest rates: a nonlinear perspective 0 0 1 67 2 3 23 325
Taux d'intérêt, politique monétaire et activité économique en France: un examen empirique 0 0 0 14 0 0 4 97
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 1 168 2 3 22 466
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 0 91 6 7 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 0 8 115
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 0 0 8 0 1 14 41
Une évaluation empirique de l'efficience du marché des changes 0 0 0 16 2 2 8 110
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 6 6 22 531
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 1 2 6 0 1 16 35
Total Journal Articles 0 1 14 1,816 31 55 532 6,591

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Statistics updated 2026-08-07