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 2 3 15
A simple unit root test consistent against any stationary alternative 0 0 0 42 2 2 4 39
A simple unit root test consistent against any stationary alternative 0 0 1 11 3 4 6 43
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 3 4 4 100
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 0 2 4 6
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 12 3 3 3 26
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 2 4 5 7 18
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 1 10 4 7 12 25
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 2 5 5 12
An empirical testing of exchange market efficiency hypothesis 0 0 0 1 2 2 6 16
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 1 2 4 89
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 63 2 2 4 141
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 0 1 3 5 9
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 119 3 4 5 248
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 89 4 8 8 313
Assets returns volatility and investment horizon: The French case 0 0 0 167 3 5 6 385
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 1 1 1 2 5 8 11
Automatic Stabilizers in a European Perspective 0 0 0 0 1 1 1 7
Automatic Stabilizers in a European Perspective 0 0 0 0 7 8 10 24
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 4 5 6 62
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 38 3 5 6 101
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 62 2 7 7 144
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 27 1 3 6 77
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 0 1 2 3 12
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 26 3 6 6 121
Dating business cycles in France: A reference chronology 0 0 0 20 1 2 8 28
Dating business cycles in France: A reference chronology 0 0 0 0 2 4 4 6
Dating business cycles in France: A reference chronology 0 0 0 18 3 5 9 58
Dating business cycles in France: A reference chronology 0 0 5 66 2 5 14 212
Dating business cycles in France: A reference chronology 0 0 2 3 2 5 11 17
Dating business cycles in France: a reference chronology 0 0 0 22 6 9 11 20
Dating business cycles in France: a reference chronology 0 0 0 0 2 2 4 5
Dating business cycles in France: a reference chronology 0 0 0 0 4 5 9 16
Dating business cycles in France: a reference chronology 1 1 8 9 1 3 11 12
Dating business cycles in France: a reference chronology 0 0 0 12 4 5 12 34
Dating business cycles in France:A reference chronology 1 1 1 21 4 9 14 68
Dating business cycles in France:A reference chronology 0 0 0 0 4 5 7 15
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 4 11 12 1,162
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 9 10 12 92
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 5 6 314
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 0 0 102 2 3 7 194
Do stock returns rebound after bear markets? 0 0 0 0 2 2 4 15
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 24 4 6 8 33
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 5 1 4 4 11
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 4 6 7 8 42
Federal Funds Rate Stationarity: New Evidence 0 0 0 84 3 5 8 213
Fiscal policies, public deficit retraints and European stabilization 0 0 0 5 2 2 2 67
Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting 0 0 0 3 3 3 4 12
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts 0 0 0 110 3 6 9 214
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts 0 0 0 0 4 5 6 22
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 42 1 5 7 178
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 0 4 9 10 13
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 1 1 1 1 22
Inventory Investment and the Business Cycle: The usual Suspect 0 0 0 138 4 5 5 244
Inventory investment and the business cycle: the usual suspect 0 0 0 0 1 4 6 40
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 4 5 22
Is inflation driven by survey-based, VAR-based or myopic expectations? 0 0 0 31 5 5 8 63
La transmission internationale des fluctuations: une explication de la correlation croisee des consommations 0 0 0 0 0 1 2 415
Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains * 0 0 0 19 4 6 7 86
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 2 4 4 33
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 1 1 1 8
Les cycles économiques de la France: une datation de référence 0 0 0 16 0 5 9 27
Les cycles économiques de la France: une datation de référence 0 0 1 40 4 8 12 92
Les cycles économiques de la France: une datation de référence 0 0 0 21 0 2 4 48
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 40 6 6 13 103
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 6 26
Les implications de la structure des marchés financiers pour la dynamique des modèles d'équilibre général à deux pays 0 0 0 0 1 3 4 39
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 34 8 10 17 128
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 11 5 5 8 34
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing * 0 0 0 47 3 6 8 55
Mondialisation, mobilite du capital et stabilite macro-economique 0 0 0 1 3 7 9 677
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 5 7 7 305
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 1 1 2 101 3 5 11 200
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 0 20 2 3 4 108
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 0 2 126 11 14 17 308
Power of unit root tests against nonlinear and noncausal alternatives 0 0 0 73 2 3 6 53
Préface 0 0 0 0 1 2 3 3
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 0 2 2 3 4
Quantifying Uncertainty in France’s Debt Trajectory: A VAR Based Analysis 1 13 13 13 7 28 28 28
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 3 7 8 893
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 1 1 8 406
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 0 1 4 4 6
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 55 9 10 11 179
Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement 0 0 0 86 5 8 11 221
The ACR model: a multivariate dynamic mixture autoregression 0 0 0 195 0 1 6 773
The Autoregressive Conditional Root (ACR) Model 0 0 0 39 3 4 7 124
The European Way Out of Recessions 0 0 0 18 4 7 7 80
The European Way out of Recession 0 0 0 0 1 2 3 12
The European way out of recession 0 0 0 218 4 6 14 703
The International Transmission of Real Business Cycles 0 0 0 0 3 4 6 17
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 4 8 9 119
The Stochastic Simulations of the Commission’s Debt Sustainability Analysis: A Refined Approach 0 9 9 9 3 12 12 12
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ? 0 0 0 67 4 4 4 173
The possible shapes of recoveries in Markov-Switching models 0 0 0 79 2 3 3 167
The possible shapes of recoveries in Markov-switching models 0 0 0 156 13 13 16 486
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 2 4 5 16
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 3 5 7 22
Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics 0 0 0 0 2 5 5 231
Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics 0 0 0 0 2 2 3 105
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 3
Une analyse empirique de différentes structures de taux d'intérêt: une comparaison entre les Etats-Unis et la France 0 0 0 0 4 4 6 22
Why Are Inflation Forecasts Sticky ? Theory and Application to France and Germany 0 0 0 0 0 2 3 10
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 54 1 3 6 85
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 0 4 6 7 7
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 12 5 10 11 40
Why are inflation forecasts sticky? 0 0 0 21 1 3 5 41
Why are inflation forecasts sticky? 0 0 0 29 3 4 4 37
Why are inflation forecasts sticky? Theory and application to France and Germany 0 0 3 37 6 8 14 58
Total Working Papers 4 26 49 3,661 321 546 776 13,342
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 6 15 19 359
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 2 25 5 7 11 73
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 2 3 3 117
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 1 4 449 4 12 19 1,008
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 7 10 13 165
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup 0 0 0 33 1 5 5 81
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 4 11 15 217
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 0 0 23 8 10 12 107
Federal Funds Rate Stationarity: New Evidence 0 0 0 120 3 4 8 368
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 18 3 5 7 105
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts 0 0 0 22 5 6 8 103
Impulsions dominantes et analyse des fluctuations de l’économie française 0 0 0 14 5 7 7 125
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 22 3 3 5 84
Inventory investment and the business cycle: the usual suspect 0 0 1 33 2 5 6 122
Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data 0 0 0 9 2 3 6 40
L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ? 0 1 1 17 5 10 11 83
La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations 0 0 0 14 6 7 9 84
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 33 9 9 9 98
Les cycles économiques de la France: une datation de référence 0 1 3 5 6 10 18 52
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 2 9 8 12 17 47
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 1 2 3 4 31
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 7 1 5 5 30
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 0 0 3 47 9 12 19 192
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price 0 0 5 5 4 5 15 15
Préface 0 0 0 12 5 6 7 37
Purchasing power parity: A nonlinear multivariate perspective 0 0 1 25 4 7 8 65
Real exchange rates and real interest rates: a nonlinear perspective 0 0 1 67 5 10 26 317
Taux d'intérêt, politique monétaire et activité économique en France: un examen empirique 0 0 0 14 3 3 3 96
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 1 1 168 6 11 24 457
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 0 91 5 13 25 381
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 0 0 0 101 5 6 8 506
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 1 3 7 112
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 0 1 8 7 7 11 35
Une évaluation empirique de l'efficience du marché des changes 0 0 0 16 1 3 3 105
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 1 8 22 520
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 4 3 6 13 28
Total Journal Articles 0 4 25 1,811 156 262 408 6,365

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Statistics updated 2026-02-12