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 6 1 1 7 20
A simple unit root test consistent against any stationary alternative 0 0 0 42 1 1 8 43
A simple unit root test consistent against any stationary alternative 0 0 0 11 1 1 12 50
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 1 1 7 103
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 1 1 5 8
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 10 0 1 20 35
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 1 1 10 17
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 12 1 1 10 33
An empirical testing of exchange market efficiency hypothesis 0 0 0 1 0 1 8 20
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 63 3 4 10 147
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 0 0 2 8 13
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 0 0 5 92
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 0 119 0 0 8 252
Assets returns volatility and investment horizon: The French case 0 0 0 167 0 1 6 386
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 1 2 2 0 1 10 16
Automatic Stabilizers in a European Perspective 0 0 0 0 0 0 4 10
Automatic Stabilizers in a European Perspective 0 0 0 0 0 0 12 27
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 38 0 0 8 104
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 within a threshold autoregression setup 0 0 0 27 0 0 8 81
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 26 0 0 17 132
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 0 0 0 7 16
Dating business cycles in France: A reference chronology 0 0 0 20 0 0 6 29
Dating business cycles in France: A reference chronology 0 0 0 0 1 1 10 12
Dating business cycles in France: A reference chronology 0 0 4 67 0 2 16 219
Dating business cycles in France: A reference chronology 0 0 0 18 1 3 17 69
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 3 3 13 23
Dating business cycles in France: a reference chronology 0 0 0 0 1 1 4 6
Dating business cycles in France: a reference chronology 0 0 1 9 1 1 11 19
Dating business cycles in France: a reference chronology 0 0 0 12 1 2 16 41
Dating business cycles in France:A reference chronology 0 0 1 21 1 2 15 72
Dating business cycles in France:A reference chronology 0 0 0 0 1 1 10 20
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 0 3 19 100
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 0 11 319
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 1 1 17 1,168
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 0 0 102 2 3 10 199
Do stock returns rebound after bear markets? 0 0 0 0 1 1 6 19
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 4 0 0 15 49
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 5 1 1 5 12
Federal Funds Rate Stationarity: New Evidence 0 0 0 84 0 0 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 2 4 22 228
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 1 0 0 3 24
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 10 14
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 1 2 13 47
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 2 3 5 418
Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains * 0 0 0 19 0 0 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 1 1 9 31
Les cycles économiques de la France: une datation de référence 0 0 1 40 1 2 14 97
Les cycles économiques de la France: une datation de référence 0 0 0 21 2 2 13 59
Les cycles économiques de la France: une datation de référence 0 0 0 1 0 0 6 10
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 0 10 106
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 6 28
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 16 132
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 1 1 1 12 3 3 14 40
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 0 1 11 309
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 1 101 0 0 12 205
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 0 20 2 2 8 113
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 0 0 126 0 0 21 315
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 0 1 8 56
Préface 0 0 0 0 0 0 6 6
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 0 0 0 3 5
Quantifying Uncertainty in France's Debt Trajectory: A VAR-Based Analysis 0 0 0 0 1 2 5 5
Quantifying Uncertainty in France’s Debt Trajectory: A VAR Based Analysis 0 0 14 14 0 2 42 42
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 0 0 16 901
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 1 1 8 413
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 55 0 1 19 188
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 12 223
The ACR model: a multivariate dynamic mixture autoregression 0 0 0 195 0 2 13 784
The Autoregressive Conditional Root (ACR) Model 0 0 0 39 0 7 16 136
The European Way Out of Recessions 0 0 0 18 1 2 10 83
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 0 14 705
The International Transmission of Real Business Cycles 0 0 0 0 0 0 10 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 0 1 1 0 1 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 2 2 19 492
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 1 1 9 21
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 0 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 5 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 0 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 0 0 0 12 12
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 54 1 1 12 93
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 12 0 0 15 45
Why are inflation forecasts sticky? 0 0 0 21 0 1 7 44
Why are inflation forecasts sticky? 0 0 0 29 0 0 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 1 3 40 3,668 47 91 1,143 13,847
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 1 3 20 363
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 10 124
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 1 1 18 223
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 1 1 1 24 1 1 17 114
Federal Funds Rate Stationarity: New Evidence 0 0 0 120 0 3 19 381
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 18 0 1 11 111
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 0 1 7 86
Inventory investment and the business cycle: the usual suspect 0 0 0 33 1 1 12 129
Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data 0 0 0 9 0 0 10 46
L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ? 0 0 1 17 0 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 1 5 0 0 22 62
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 9 1 2 21 54
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 7 0 1 9 34
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 1 0 0 4 32
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 0 0 4 50 1 3 27 206
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price 0 0 1 5 0 1 16 23
Préface 0 0 0 12 0 0 7 38
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 25 0 0 14 72
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 67 0 3 21 325
Taux d'intérêt, politique monétaire et activité économique en France: un examen empirique 0 0 0 14 1 1 5 98
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 1 168 2 4 24 468
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 0 91 0 6 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 2 2 9 117
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 0 0 8 1 1 15 42
Une évaluation empirique de l'efficience du marché des changes 0 0 0 16 0 2 8 110
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 1 7 23 532
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 2 6 0 0 15 35
Total Journal Articles 1 1 13 1,817 14 52 537 6,605

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Statistics updated 2026-09-10