Details about Marie Bessec

Access statistics for papers by Marie Bessec.

Last updated 2008-07-22. Update your information in the RePEc Author Service.

Short-id: pbe185

Working Papers

2005

1. What causes the forecasting failure of Markov-Switching models? A Monte Carlo study
   Econometrics, EconWPA View citations
   See Also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2005)

2000

2. Mean-Reversion Versus Adjustment to PPP: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998
   Working Papers, Paris I - Economie Mathematique et Applications
3. Mean-Reversion versus PPP Adjustment: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society

1999

4. Modeles a changement de regime Markovien
   Working Papers, Paris I - Economie Mathematique et Applications

Journal Articles

2005

1. What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study
   Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (2), 1171-1171 View citations
   See Also Working Paper (2005)

2003

2. Mean-reversion vs. adjustment to PPP: the two regimes of exchange rate dynamics under the EMS, 1979-1998
   Economic Modelling, 2003, 20, (1), 141-164