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 0 0 0 10
A simple unit root test consistent against any stationary alternative 0 1 3 9 0 1 3 32
A simple unit root test consistent against any stationary alternative 0 0 1 42 1 1 3 34
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 1 29 0 0 1 94
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 0 0 0 0
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 2 0 0 0 10
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 9 1 1 2 10
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 12 0 0 1 22
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 0 0 2 2
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 63 0 1 1 136
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 0 0 0 84
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 119 0 0 1 241
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 89 0 0 1 302
Assets returns volatility and investment horizon: The French case 0 0 0 167 0 0 1 378
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 0 0 0 0 1 1
Automatic Stabilizers in a European Perspective 0 0 0 0 0 0 1 6
Automatic Stabilizers in a European Perspective 0 0 0 0 0 0 0 13
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 0 0 0 54
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 38 0 0 1 93
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 62 0 0 0 136
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 26 0 0 0 113
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 1 71
Dating business cycles in France: A reference chronology 0 1 2 20 1 2 5 19
Dating business cycles in France: A reference chronology 1 3 11 58 3 9 39 184
Dating business cycles in France: A reference chronology 0 0 1 17 0 0 8 41
Dating business cycles in France: A reference chronology 0 0 0 0 0 1 2 2
Dating business cycles in France: a reference chronology 0 0 0 12 1 2 2 17
Dating business cycles in France: a reference chronology 0 0 3 22 0 0 4 7
Dating business cycles in France:A reference chronology 0 0 0 0 0 0 5 7
Dating business cycles in France:A reference chronology 0 0 1 19 1 1 5 49
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 0 1 1 79
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 2 7 1,143
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 0 0 307
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 0 0 101 0 0 1 186
Do stock returns rebound after bear markets? 0 0 0 0 0 0 0 10
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 4 1 1 1 32
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 24 2 2 3 22
Federal Funds Rate Stationarity: New Evidence 0 0 0 84 0 0 2 204
Fiscal policies, public deficit retraints and European stabilization 0 0 0 5 0 0 0 64
Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting 0 0 0 0 0 0 0 0
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts 0 0 0 108 0 0 4 201
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 1 3 14
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 41 0 0 4 169
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 1 0 0 0 20
Inventory Investment and the Business Cycle: The usual Suspect 0 0 1 137 0 0 2 238
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 0 2 16
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 0 0 33
Is inflation driven by survey-based, VAR-based or myopic expectations? 0 0 0 31 0 0 8 52
La transmission internationale des fluctuations: une explication de la correlation croisee des consommations 0 0 0 0 0 2 3 413
Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains * 0 0 2 19 0 0 7 74
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 0 0 28
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 0 1 4 16
Les cycles économiques de la France: une datation de référence 0 0 0 0 0 0 1 1
Les cycles économiques de la France: une datation de référence 1 1 2 21 1 1 8 41
Les cycles économiques de la France: une datation de référence 0 1 2 40 2 6 11 83
Les cycles économiques de la France: une datation de référence 0 0 2 35 0 1 5 75
Les cycles économiques de la France: une datation de référence 0 0 0 0 0 0 4 7
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 34
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 4 15
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 2 4 32 0 4 10 106
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 11 1 2 3 25
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing * 0 0 0 47 1 1 2 46
Mondialisation, mobilite du capital et stabilite macro-economique 0 0 0 1 0 0 0 666
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 0 0 2 296
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 0 99 1 2 2 188
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 1 2 19 0 1 3 103
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 0 1 124 0 0 4 289
Power of unit root tests against nonlinear and noncausal alternatives 0 4 6 71 2 6 16 34
Préface 0 0 0 0 0 0 0 0
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 0 0 0 0 0
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 1 396
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 0 0 0
Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement 0 0 0 86 0 1 1 209
The ACR model: a multivariate dynamic mixture autoregression 0 0 1 195 2 5 14 762
The Autoregressive Conditional Root (ACR) Model 0 0 0 38 0 0 1 115
The European Way Out of Recessions 0 0 0 18 0 0 0 72
The European Way out of Recession 0 0 0 0 0 0 0 8
The European way out of recession 0 0 1 218 0 0 1 687
The International Transmission of Real Business Cycles 0 0 0 0 0 0 1 9
The Possible Shapes of Recoveries in Markov-Switching Models 0 1 1 44 0 3 3 109
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ? 0 1 1 67 0 1 1 168
The possible shapes of recoveries in Markov-Switching models 1 1 3 79 1 1 3 164
The possible shapes of recoveries in Markov-switching models 0 0 1 155 1 3 6 469
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 0 3 4 9
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 0 1 14
Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics 0 0 0 0 0 0 0 225
Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics 0 0 0 0 0 0 0 101
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 13
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 0 2
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 12 0 0 1 29
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 1 1 2 53 1 1 3 77
Why are inflation forecasts sticky? 0 0 0 29 0 0 1 33
Why are inflation forecasts sticky? 0 0 0 21 1 1 3 34
Why are inflation forecasts sticky? Theory and application to France and Germany 0 0 0 34 0 0 4 44
Total Working Papers 4 18 55 3,583 25 72 267 12,340
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 0 135 0 0 3 337
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 2 21 0 1 6 53
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 0 0 1 112
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 3 444 0 0 6 985
Comparing the shape of recoveries: France, the UK and the US 0 0 1 49 0 1 2 147
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup 0 0 0 33 0 0 0 73
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 1 14 1 1 3 199
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 1 1 23 0 2 5 91
Federal Funds Rate Stationarity: New Evidence 0 0 5 119 2 3 22 350
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 18 0 0 0 96
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts 0 0 1 21 0 3 5 92
Impulsions dominantes et analyse des fluctuations de l’économie française 0 0 0 14 0 0 0 116
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 20 0 0 0 76
Inventory investment and the business cycle: the usual suspect 0 0 1 31 0 0 1 112
Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data 0 0 1 8 0 0 4 29
L'ajustement à seuildes processus cointégrés. Que sait-on des modèles à trois régimes ? 0 0 1 16 0 1 2 71
La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations 0 0 0 14 0 0 0 73
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 33 0 0 1 84
Les cycles économiques de la France: une datation de référence 0 0 1 1 0 2 6 6
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 6 0 0 3 27
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 7 0 0 0 24
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 1 0 0 1 25
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 1 1 1 41 1 1 3 165
Préface 0 0 0 12 0 0 1 30
Purchasing power parity: A nonlinear multivariate perspective 1 3 4 24 1 4 6 55
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 66 0 2 16 255
Taux d'intérêt, politique monétaire et activité économique en France: un examen empirique 0 0 0 14 0 0 0 91
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 1 2 164 0 4 21 391
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 0 90 0 3 17 320
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 0 0 1 101 0 0 1 496
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 1 22 0 1 5 102
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 1 1 7 0 1 2 20
Une évaluation empirique de l'efficience du marché des changes 0 0 0 16 0 0 0 100
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 0 3 20 466
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 1 1 1 4 8 8
Total Journal Articles 2 7 29 1,762 6 37 171 5,677


Statistics updated 2024-03-04