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 2 14
A simple unit root test consistent against any stationary alternative 0 0 0 42 0 2 3 37
A simple unit root test consistent against any stationary alternative 0 0 1 11 1 1 4 40
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 1 1 3 97
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 2 0 1 4 14
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 1 10 2 6 9 21
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 2 3 4 10
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 1 3 5 6
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 12 0 0 1 23
An empirical testing of exchange market efficiency hypothesis 0 0 0 1 0 1 4 14
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 1 1 4 88
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 0 0 3 4 8
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 63 0 2 3 139
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 89 2 4 5 309
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 119 1 1 2 245
Assets returns volatility and investment horizon: The French case 0 0 0 167 1 2 3 382
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 1 1 1 1 2 3 7 9
Automatic Stabilizers in a European Perspective 0 0 0 0 0 0 0 6
Automatic Stabilizers in a European Perspective 0 0 0 0 0 2 4 17
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 0 1 2 58
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 38 2 2 4 98
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 62 2 5 5 142
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 0 0 2 2 11
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 26 3 3 4 118
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 27 1 3 5 76
Dating business cycles in France: A reference chronology 0 0 0 20 1 4 8 27
Dating business cycles in France: A reference chronology 0 0 0 18 1 3 8 55
Dating business cycles in France: A reference chronology 0 0 2 3 0 4 10 15
Dating business cycles in France: A reference chronology 0 2 5 66 3 6 12 210
Dating business cycles in France: A reference chronology 0 0 0 0 0 2 3 4
Dating business cycles in France: a reference chronology 0 0 7 8 0 3 10 11
Dating business cycles in France: a reference chronology 0 0 0 0 0 2 5 12
Dating business cycles in France: a reference chronology 0 0 0 0 0 1 2 3
Dating business cycles in France: a reference chronology 0 0 0 22 1 3 5 14
Dating business cycles in France: a reference chronology 0 0 0 12 1 5 9 30
Dating business cycles in France:A reference chronology 0 0 0 0 1 1 4 11
Dating business cycles in France:A reference chronology 0 0 0 20 2 6 11 64
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 2 5 7 314
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 5 7 8 1,158
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 0 2 4 83
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 0 0 102 1 1 5 192
Do stock returns rebound after bear markets? 0 0 0 0 0 0 2 13
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 4 1 2 3 36
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 24 0 3 4 29
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 5 2 3 3 10
Federal Funds Rate Stationarity: New Evidence 0 0 0 84 2 3 5 210
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 0 3 0 0 2 9
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts 0 0 0 110 2 5 7 211
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 3 18
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 1 0 0 0 21
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 42 1 4 7 177
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 0 5 5 6 9
Inventory Investment and the Business Cycle: The usual Suspect 0 0 0 138 1 1 1 240
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 4 5 22
Inventory investment and the business cycle: the usual suspect 0 0 0 0 1 5 5 39
Is inflation driven by survey-based, VAR-based or myopic expectations? 0 0 0 31 0 0 4 58
La transmission internationale des fluctuations: une explication de la correlation croisee des consommations 0 0 0 0 0 2 2 415
Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains * 0 0 0 19 1 3 4 82
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 2 2 3 31
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 1 40 2 4 8 88
Les cycles économiques de la France: une datation de référence 0 0 0 16 3 5 10 27
Les cycles économiques de la France: une datation de référence 0 0 0 40 0 1 8 97
Les cycles économiques de la France: une datation de référence 0 0 0 1 0 2 3 6
Les cycles économiques de la France: une datation de référence 0 0 0 21 2 2 4 48
Les implications de la structure des marchés financiers pour la dynamique des modèles d'équilibre général à deux pays 0 0 0 0 2 3 3 38
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 24
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 11 0 3 3 29
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 34 1 4 9 120
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing * 0 0 0 47 0 4 5 52
Mondialisation, mobilite du capital et stabilite macro-economique 0 0 0 1 1 5 8 674
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 1 2 3 300
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 1 100 1 3 9 197
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 0 20 0 1 2 106
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 0 2 126 2 3 7 297
Power of unit root tests against nonlinear and noncausal alternatives 0 0 0 73 0 3 4 51
Préface 0 0 0 0 0 2 2 2
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 0 0 0 2 2
Quantifying Uncertainty in France’s Debt Trajectory: A VAR Based Analysis 12 12 12 12 21 21 21 21
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 2 5 5 890
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 0 0 7 405
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 0 1 3 3 5
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 55 0 1 2 170
Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement 0 0 0 86 2 5 6 216
The ACR model: a multivariate dynamic mixture autoregression 0 0 0 195 0 1 7 773
The Autoregressive Conditional Root (ACR) Model 0 0 0 39 1 1 4 121
The European Way Out of Recessions 0 0 0 18 2 3 4 76
The European Way out of Recession 0 0 0 0 0 1 3 11
The European way out of recession 0 0 0 218 1 7 11 699
The International Transmission of Real Business Cycles 0 0 0 0 1 2 4 14
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 2 4 6 115
The Stochastic Simulations of the Commission’s Debt Sustainability Analysis: A Refined Approach 9 9 9 9 9 9 9 9
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 1 1 165
The possible shapes of recoveries in Markov-switching models 0 0 0 156 0 0 3 473
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 2 2 3 14
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 3 4 19
Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics 0 0 0 0 1 3 4 229
Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics 0 0 0 0 0 1 2 103
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
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 18
Why Are Inflation Forecasts Sticky ? Theory and Application to France and Germany 0 0 0 0 0 3 3 10
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 54 0 2 6 84
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 12 4 5 6 35
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 0 1 3 3 3
Why are inflation forecasts sticky? 0 0 0 29 0 1 1 34
Why are inflation forecasts sticky? 0 0 0 21 1 3 5 40
Why are inflation forecasts sticky? Theory and application to France and Germany 0 0 3 37 2 3 8 52
Total Working Papers 22 24 45 3,657 129 293 511 13,021
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 0 136 5 10 14 353
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 1 2 25 2 3 7 68
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 0 1 2 115
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 1 1 4 449 5 10 15 1,004
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 2 3 7 158
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup 0 0 0 33 2 4 5 80
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 3 8 11 213
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 0 0 23 1 2 4 99
Federal Funds Rate Stationarity: New Evidence 0 0 0 120 1 2 6 365
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 18 2 2 5 102
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 1 3 98
Impulsions dominantes et analyse des fluctuations de l’économie française 0 0 0 14 1 2 3 120
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 22 0 2 3 81
Inventory investment and the business cycle: the usual suspect 0 0 1 33 1 3 4 120
Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data 0 0 0 9 0 2 5 38
L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ? 1 1 1 17 4 6 6 78
La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations 0 0 0 14 1 2 4 78
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 33 0 0 1 89
Les cycles économiques de la France: une datation de référence 0 1 3 5 1 5 12 46
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 2 9 1 6 10 39
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 1 1 1 3 29
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 7 1 4 4 29
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 0 1 4 47 2 4 11 183
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price 0 1 5 5 0 3 11 11
Préface 0 0 0 12 1 1 2 32
Purchasing power parity: A nonlinear multivariate perspective 0 0 1 25 1 3 5 61
Real exchange rates and real interest rates: a nonlinear perspective 0 0 1 67 2 7 24 312
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 1 1 168 2 7 21 451
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 0 91 1 9 22 376
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 0 0 0 101 0 2 4 501
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 0 3 6 111
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 0 1 8 0 0 5 28
Une évaluation empirique de l'efficience du marché des changes 0 0 0 16 1 2 3 104
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 2 9 23 519
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 4 1 4 10 25
Total Journal Articles 2 7 26 1,811 47 133 281 6,209

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Statistics updated 2026-01-08