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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 11 0 1 3 39
A simple unit root test consistent against any stationary alternative 0 0 0 6 0 0 2 13
A simple unit root test consistent against any stationary alternative 0 0 0 42 2 2 3 37
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 0 0 2 96
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 2 0 1 3 13
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 12 0 0 1 23
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 1 1 3 4
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 0 0 1 7
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 1 10 3 4 6 18
An empirical testing of exchange market efficiency hypothesis 0 0 0 1 1 3 4 14
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 63 2 2 3 139
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 0 1 2 2 6
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 0 1 3 87
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 89 0 0 1 305
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 119 0 1 1 244
Assets returns volatility and investment horizon: The French case 0 0 0 167 0 1 1 380
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 0 0 0 1 4 6
Automatic Stabilizers in a European Perspective 0 0 0 0 1 1 3 16
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 1 57
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 38 0 0 2 96
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 62 0 0 0 137
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 27 1 2 3 74
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 26 0 0 1 115
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 0 1 1 1 10
Dating business cycles in France: A reference chronology 0 0 0 0 0 0 1 2
Dating business cycles in France: A reference chronology 0 0 2 3 1 1 7 12
Dating business cycles in France: A reference chronology 0 0 0 20 3 4 7 26
Dating business cycles in France: A reference chronology 2 4 6 66 3 7 14 207
Dating business cycles in France: A reference chronology 0 0 0 18 1 1 7 53
Dating business cycles in France: a reference chronology 0 0 0 0 1 1 3 3
Dating business cycles in France: a reference chronology 0 0 8 8 1 1 9 9
Dating business cycles in France: a reference chronology 0 0 0 12 4 4 8 29
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 22 0 0 2 11
Dating business cycles in France:A reference chronology 0 0 0 20 1 2 7 59
Dating business cycles in France:A reference chronology 0 0 0 0 0 0 3 10
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 1 2 3 82
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 1 2 309
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 0 1 5 1,151
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 0 0 102 0 3 4 191
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 5 0 0 0 7
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 4 1 1 2 35
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 24 1 1 3 27
Federal Funds Rate Stationarity: New Evidence 0 0 0 84 1 1 3 208
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 2 4 208
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 2 17
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 42 0 0 3 173
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 1 0 0 1 21
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 0 0 1 1 4
Inventory Investment and the Business Cycle: The usual Suspect 0 0 0 138 0 0 0 239
Inventory investment and the business cycle: the usual suspect 0 0 0 0 2 2 2 36
Inventory investment and the business cycle: the usual suspect 0 0 0 0 0 0 1 18
Is inflation driven by survey-based, VAR-based or myopic expectations? 0 0 0 31 0 0 5 58
La transmission internationale des fluctuations: une explication de la correlation croisee des consommations 0 0 0 0 1 1 1 414
Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains * 0 0 0 19 1 1 3 80
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 0 0 7
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 0 0 1 29
Les cycles économiques de la France: une datation de référence 0 1 2 40 0 2 5 84
Les cycles économiques de la France: une datation de référence 0 0 0 16 0 0 5 22
Les cycles économiques de la France: une datation de référence 0 0 0 21 0 0 2 46
Les cycles économiques de la France: une datation de référence 0 0 0 1 0 0 1 4
Les cycles économiques de la France: une datation de référence 0 0 0 40 1 3 9 97
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 1 36
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 5 23
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 34 2 3 8 118
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 11 3 3 3 29
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing * 0 0 0 47 1 1 2 49
Mondialisation, mobilite du capital et stabilite macro-economique 0 0 0 1 1 1 4 670
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 0 0 1 298
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 1 1 100 1 4 7 195
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 0 20 0 0 1 105
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 1 2 126 0 1 4 294
Power of unit root tests against nonlinear and noncausal alternatives 0 0 0 73 2 2 6 50
Préface 0 0 0 0 1 1 1 1
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 0 0 1 2 2
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 1 1 1 886
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 0 0 2 2
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 55 0 1 1 169
Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement 0 0 0 86 2 3 3 213
The ACR model: a multivariate dynamic mixture autoregression 0 0 0 195 0 2 7 772
The Autoregressive Conditional Root (ACR) Model 0 0 0 39 0 3 4 120
The European Way Out of Recessions 0 0 0 18 0 0 1 73
The European Way out of Recession 0 0 0 0 0 0 2 10
The European way out of recession 0 0 0 218 5 6 10 697
The International Transmission of Real Business Cycles 0 0 0 0 1 2 3 13
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 0 0 2 111
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 0 0 164
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 0 0 1 12
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 1 1 2 17
Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics 0 0 0 0 0 0 1 226
Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics 0 0 0 0 1 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 1 2 18
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
Why Are Inflation Forecasts Sticky ? Theory and Application to France and Germany 0 0 0 0 1 1 1 8
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 12 0 1 1 30
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 54 0 1 4 82
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 0 1 1 1 1
Why are inflation forecasts sticky? 0 0 0 21 1 1 3 38
Why are inflation forecasts sticky? 0 0 0 29 0 0 0 33
Why are inflation forecasts sticky? Theory and application to France and Germany 0 0 3 37 1 1 6 50
Total Working Papers 2 7 26 3,635 68 114 316 12,796
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 1 1 5 344
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 1 1 2 25 1 2 5 66
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 0 0 1 114
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 3 448 2 2 9 996
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 0 0 4 155
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup 0 0 0 33 0 0 1 76
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 1 2 4 206
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 0 0 23 0 0 3 97
Federal Funds Rate Stationarity: New Evidence 0 0 0 120 1 3 6 364
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 18 0 1 3 100
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 2 97
Impulsions dominantes et analyse des fluctuations de l’économie française 0 0 0 14 0 0 1 118
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 22 2 2 3 81
Inventory investment and the business cycle: the usual suspect 0 0 1 33 0 0 1 117
Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data 0 0 0 9 1 1 4 37
L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ? 0 0 0 16 1 1 1 73
La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations 0 0 0 14 1 1 3 77
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 33 0 0 3 89
Les cycles économiques de la France: une datation de référence 0 1 2 4 1 3 10 42
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 3 9 2 2 7 35
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 1 0 0 2 28
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 7 0 0 0 25
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 1 1 4 47 1 1 10 180
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price 1 1 5 5 2 4 10 10
Préface 0 0 0 12 0 0 1 31
Purchasing power parity: A nonlinear multivariate perspective 0 0 1 25 0 0 2 58
Real exchange rates and real interest rates: a nonlinear perspective 0 1 1 67 2 5 25 307
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 0 0 167 2 2 22 446
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 0 91 1 1 19 368
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 0 0 0 101 1 1 3 500
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 1 2 4 109
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 0 1 8 0 1 5 28
Une évaluation empirique de l'efficience du marché des changes 0 0 0 16 0 0 1 102
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 2 3 22 512
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 4 1 3 7 22
Total Journal Articles 3 5 23 1,807 27 44 209 6,103

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Statistics updated 2025-11-08