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 42 2 3 7 42
A simple unit root test consistent against any stationary alternative 0 0 0 6 2 3 5 18
A simple unit root test consistent against any stationary alternative 0 0 0 11 4 5 10 48
Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model 0 0 0 29 1 2 6 102
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 2 0 1 7 19
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 12 3 4 7 30
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 10 1 8 19 33
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 2 3 8 15
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 0 0 0 0 4 6
An empirical testing of exchange market efficiency hypothesis 0 0 0 1 1 3 9 19
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 29 2 3 7 92
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 63 1 2 6 143
Are Southeast Asian Real Exchange Rates Mean Reverting? 0 0 0 0 0 2 7 11
Assets Returns Volatility and Investment Horizon: The French Case 0 0 0 119 1 4 9 252
Assets Returns Volatility and Investment Horizon: The French Case 1 1 1 90 6 7 15 320
Assets returns volatility and investment horizon: The French case 0 0 0 167 0 0 6 385
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 1 1 1 3 10 14
Automatic Stabilizers in a European Perspective 0 0 0 0 2 3 4 10
Automatic Stabilizers in a European Perspective 0 0 0 0 3 3 12 27
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 2 4 10 66
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 62 1 3 10 147
Cyclicality and Term Structure of Value-at-Risk in Europe 0 0 0 38 2 3 8 104
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 26 2 9 15 130
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 0 1 3 6 15
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup 0 0 0 27 3 3 8 80
Dating business cycles in France: A reference chronology 0 0 0 20 0 1 7 29
Dating business cycles in France: A reference chronology 1 1 5 67 3 5 17 217
Dating business cycles in France: A reference chronology 0 0 0 18 3 7 14 65
Dating business cycles in France: A reference chronology 0 0 0 0 4 4 8 10
Dating business cycles in France: a reference chronology 0 0 1 9 3 5 9 17
Dating business cycles in France: a reference chronology 0 0 0 22 2 5 14 25
Dating business cycles in France: a reference chronology 0 0 0 0 0 0 3 5
Dating business cycles in France: a reference chronology 0 0 0 0 1 3 9 19
Dating business cycles in France: a reference chronology 0 0 0 12 0 5 15 39
Dating business cycles in France:A reference chronology 0 0 1 21 0 2 14 70
Dating business cycles in France:A reference chronology 0 0 0 0 2 4 9 19
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 416 4 5 17 1,167
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 88 0 4 10 318
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 0 0 0 21 1 4 16 96
Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries 0 0 0 102 0 2 8 196
Do stock returns rebound after bear markets? 0 0 0 0 0 3 5 18
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 4 2 7 15 49
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 5 0 0 4 11
Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates 0 0 0 24 1 9 17 42
Federal Funds Rate Stationarity: New Evidence 0 0 0 84 2 7 14 220
Fiscal policies, public deficit retraints and European stabilization 0 0 0 5 1 1 3 68
Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting 0 0 0 3 0 1 5 13
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts 0 1 1 111 5 9 17 223
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts 0 0 0 0 2 4 10 26
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 42 0 1 7 179
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 1 2 2 3 24
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 0 0 1 11 14
Inventory Investment and the Business Cycle: The usual Suspect 0 0 0 138 4 9 14 253
Inventory investment and the business cycle: the usual suspect 0 0 0 0 4 5 11 45
Inventory investment and the business cycle: the usual suspect 0 0 0 0 3 4 9 26
Is inflation driven by survey-based, VAR-based or myopic expectations? 0 0 0 31 3 5 11 68
La transmission internationale des fluctuations: une explication de la correlation croisee des consommations 0 0 0 0 0 0 2 415
Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains * 0 0 0 19 4 5 12 91
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 1 3 7 36
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 0 2 2 3 10
Les cycles économiques de la France: une datation de référence 0 0 1 40 2 2 13 94
Les cycles économiques de la France: une datation de référence 0 0 0 16 0 3 9 30
Les cycles économiques de la France: une datation de référence 0 0 0 1 3 3 6 9
Les cycles économiques de la France: une datation de référence 0 0 0 40 3 3 12 106
Les cycles économiques de la France: une datation de référence 0 0 0 21 5 9 11 57
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 5 26
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 7 42
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 11 2 2 10 36
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 0 34 3 3 20 131
Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing * 0 0 0 47 1 2 10 57
Mondialisation, mobilite du capital et stabilite macro-economique 0 0 0 1 1 2 10 679
Mondialisation, mobilité du capital et stabilité macro-économique 0 0 0 0 2 3 10 308
Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart 0 0 2 101 3 4 15 204
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ? 0 0 0 20 0 2 5 110
Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? 0 0 1 126 2 7 22 315
Power of unit root tests against nonlinear and noncausal alternatives 0 0 0 73 0 1 7 54
Préface 0 0 0 0 1 3 6 6
Purchasing power parity: A nonlinear multivariate perspective 0 0 0 0 0 1 4 5
Quantifying Uncertainty in France’s Debt Trajectory: A VAR Based Analysis 0 1 14 14 4 11 39 39
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 4 7 15 900
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 4 6 7 412
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 55 4 7 18 186
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 2 2 13 223
The ACR model: a multivariate dynamic mixture autoregression 0 0 0 195 4 9 12 782
The Autoregressive Conditional Root (ACR) Model 0 0 0 39 4 5 12 129
The European Way Out of Recessions 0 0 0 18 0 1 8 81
The European Way out of Recession 0 0 0 0 1 1 3 13
The European way out of recession 0 0 0 218 0 1 13 704
The International Transmission of Real Business Cycles 0 0 0 0 2 3 9 20
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 0 2 10 121
The Stochastic Simulations of the Commission’s Debt Sustainability Analysis: A Refined Approach 0 2 11 11 4 13 25 25
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ? 0 0 0 67 3 3 7 176
The possible shapes of recoveries in Markov-Switching models 0 0 0 79 0 1 4 168
The possible shapes of recoveries in Markov-switching models 0 0 0 156 1 4 17 490
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 3 4 8 20
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 1 3 9 25
Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics 0 0 0 0 0 1 6 232
Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics 0 0 0 0 3 3 6 108
Une analyse empirique de différentes structures de taux d'intérêt: une comparaison entre les Etats-Unis et la France 0 0 0 0 2 3 3 6
Une analyse empirique de différentes structures de taux d'intérêt: une comparaison entre les Etats-Unis et la France 0 0 0 0 1 1 7 23
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 12 2 3 14 43
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 54 2 7 11 92
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 0 0 0 0 2 5 12 12
Why are inflation forecasts sticky? 0 0 0 21 0 2 6 43
Why are inflation forecasts sticky? 0 0 0 29 3 3 7 40
Why are inflation forecasts sticky? Theory and application to France and Germany 0 0 0 37 1 2 11 60
Total Working Papers 2 6 39 3,664 189 384 1,066 13,709
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 0 1 20 360
An asymmetrical overshooting correction model for G20 nominal effective exchange rates 0 0 2 25 2 6 17 79
Are Southeast Asian real exchange rates mean reverting? 0 0 0 26 2 2 5 119
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks 0 0 1 449 1 3 18 1,011
Comparing the shape of recoveries: France, the UK and the US 0 0 0 50 0 3 16 168
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup 0 0 0 33 9 10 15 91
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model 0 0 0 14 2 5 20 222
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries 0 0 0 23 2 4 14 111
Federal Funds Rate Stationarity: New Evidence 0 0 0 120 2 5 12 373
Fédéralisme budgétaire et stabilisation macroéconomique en Europe 0 0 0 18 3 4 11 109
How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts 0 0 0 22 6 9 16 112
Impulsions dominantes et analyse des fluctuations de l’économie française 0 0 0 14 3 4 11 129
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors 0 0 0 22 1 1 6 85
Inventory investment and the business cycle: the usual suspect 0 0 1 33 3 6 12 128
Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data 0 0 0 9 3 5 9 45
L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ? 0 0 1 17 2 6 17 89
La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations 0 0 0 14 3 6 15 90
Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête 0 0 0 33 1 2 11 100
Les cycles économiques de la France: une datation de référence 0 0 2 5 7 9 24 61
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing 0 0 1 9 4 5 21 52
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 1 0 1 4 32
Mondialisation, mobilité du capital et volatilité macro-économique 0 0 0 7 2 3 8 33
Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? 0 3 4 50 5 10 26 202
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price 0 0 2 5 2 7 17 22
Préface 0 0 0 12 0 1 8 38
Purchasing power parity: A nonlinear multivariate perspective 0 0 1 25 3 6 14 71
Real exchange rates and real interest rates: a nonlinear perspective 0 0 1 67 1 5 24 322
Taux d'intérêt, politique monétaire et activité économique en France: un examen empirique 0 0 0 14 0 1 4 97
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 0 1 168 3 6 23 463
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 0 91 3 12 31 393
The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? 0 0 0 101 1 1 8 507
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 23 3 3 8 115
Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes 0 0 1 8 1 5 14 40
Une évaluation empirique de l'efficience du marché des changes 0 0 0 16 2 3 6 108
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 1 5 20 525
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany 1 1 1 5 4 6 17 34
Total Journal Articles 1 4 19 1,815 87 171 522 6,536

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Statistics updated 2026-05-06