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 1 1 5 37
A simple unit root test consistent against any stationary alternative 0 0 0 42 1 1 2 35
A simple unit root test consistent against any stationary alternative 0 0 0 6 0 1 2 12
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 2 2 2 96
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 1 1 2 2
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 1 1 5 7
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 12 1 1 1 23
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 9 1 1 4 13
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 2 1 1 1 11
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 0 0 0 0 4
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 1 1 1 85
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 63 1 1 1 137
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 89 1 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 1 1 2 3
Automatic Stabilizers in a European Perspective 0 0 0 0 1 1 1 14
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 1 2 95
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 1 1 2 115
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 0 0 0 0 9
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 27 0 0 0 71
Dating business cycles in France: A reference chronology 0 0 0 20 1 1 2 20
Dating business cycles in France: A reference chronology 0 1 4 61 0 5 17 198
Dating business cycles in France: A reference chronology 0 0 1 18 2 3 8 49
Dating business cycles in France: A reference chronology 0 0 0 0 1 1 2 2
Dating business cycles in France: A reference chronology 0 0 1 1 1 1 4 6
Dating business cycles in France: a reference chronology 0 0 0 0 0 0 0 7
Dating business cycles in France: a reference chronology 0 0 0 12 1 1 6 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 1 20 1 2 6 54
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 1 1 1 80
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 4 7 1,150
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 1 1 1 308
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 0 1 102 0 0 1 187
Do stock returns rebound after bear markets? 0 0 0 0 0 0 1 11
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 24 0 1 5 25
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 4 1 1 3 34
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 1 1 1 65
Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting 0 0 3 3 1 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 1 4 205
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts 0 0 0 0 1 1 2 16
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 1 0 1 1 21
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 1 42 1 1 2 171
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 0 0 0 0 3
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 2 3 55
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 1 2 5 79
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 1 1 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 1 1 2 18
Les cycles économiques de la France: une datation de référence 0 1 4 39 0 1 5 80
Les cycles économiques de la France: une datation de référence 0 0 1 21 0 0 4 44
Les cycles économiques de la France: une datation de référence 0 0 1 1 0 0 2 3
Les cycles économiques de la France: une datation de référence 0 0 0 40 1 2 9 90
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 5 20
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
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 2 26
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing * 0 0 0 47 0 0 2 47
Mondialisation, mobilite du capital et stabilite macro-economique 0 0 0 1 2 2 2 668
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 1 1 2 298
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 0 99 1 1 2 189
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 1 20 0 0 1 104
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 0 0 124 1 1 2 291
Power of unit root tests against nonlinear and noncausal alternatives 0 0 2 73 0 3 15 47
Préface 0 0 0 0 0 0 0 0
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 0 1 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 2 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 7 767
The Autoregressive Conditional Root (ACR) Model 0 0 1 39 0 1 2 117
The European Way Out of Recessions 0 0 0 18 1 1 1 73
The European Way out of Recession 0 0 0 0 1 1 1 9
The European way out of recession 0 0 0 218 1 2 2 689
The International Transmission of Real Business Cycles 0 0 0 0 1 1 2 11
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 1 1 1 110
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ? 0 0 0 67 1 1 1 169
The possible shapes of recoveries in Markov-Switching models 0 0 1 79 0 0 1 164
The possible shapes of recoveries in Markov-switching models 0 0 1 156 0 0 2 470
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 0 0 1 15
Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics 0 0 0 0 1 1 1 226
Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics 0 0 0 0 1 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 1 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 2 54 1 1 3 79
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? 0 0 0 29 0 0 0 33
Why are inflation forecasts sticky? 0 0 0 21 1 1 3 36
Why are inflation forecasts sticky? Theory and application to France and Germany 0 0 0 34 0 0 0 44
Total Working Papers 0 2 32 3,611 56 84 242 12,557
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 1 3 340
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 2 23 1 1 9 62
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 1 1 2 114
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 1 445 0 2 4 989
Comparing the shape of recoveries: France, the UK and the US 0 0 1 50 1 1 5 152
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup 0 0 0 33 1 1 3 76
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 0 0 4 202
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 0 0 23 0 1 4 95
Federal Funds Rate Stationarity: New Evidence 0 0 1 120 1 2 12 360
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 18 1 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 0 0 3 95
Impulsions dominantes et analyse des fluctuations de l’économie française 0 0 0 14 1 1 2 118
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 2 22 1 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 1 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 1 1 2 75
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 33 1 3 5 89
Les cycles économiques de la France: une datation de référence 0 0 1 2 0 2 28 34
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 1 1 7 1 2 3 30
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 7 0 0 1 25
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 1 1 1 2 27
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 1 1 4 44 1 3 9 173
Préface 0 0 0 12 0 0 0 30
Purchasing power parity: A nonlinear multivariate perspective 0 0 1 24 1 1 3 57
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 66 3 9 36 291
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 42 433
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 1 91 2 7 36 356
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 0 0 0 101 1 1 2 498
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 1 4 24
Une évaluation empirique de l'efficience du marché des changes 0 0 0 16 1 1 2 102
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 2 8 32 498
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 3 4 0 0 8 15
Total Journal Articles 1 2 26 1,786 29 63 286 5,957


Statistics updated 2025-02-05