Details about Marie Bessec
Access statistics for papers by Marie Bessec.
Last updated 2009-03-03. Update your information in the RePEc Author Service.
Short-id: pbe185
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Journal Articles
Working Papers
2005
- What causes the forecasting failure of Markov-Switching models? A Monte Carlo study
Econometrics, EconWPA
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2000
- 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
- Modeles a changement de regime Markovien
Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
Journal Articles
2008
- The non-linear link between electricity consumption and temperature in Europe: A threshold panel approach
Energy Economics, 2008, 30, (5), 2705-2721
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2003
- 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
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