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Details about Frédérique Bec

Homepage:http://www.crest.fr/pageperso/bec/bec_en.htm
Workplace:Centre de Recherche en Économie et Statistique (CREST) (Research Center for Economics and Statistics), Groupe des Écoles Nationales d'Économie et Statistique (GENES) (National Economics and Statistics Schools Group), (more information at EDIRC)
Théorie Économique, Modélisation, Application (THEMA) (Economic Theory, Modeling, Applications), Université de Cergy-Pontoise (University of Cergy-Pontoise), (more information at EDIRC)

Access statistics for papers by Frédérique Bec.

Last updated 2014-09-16. Update your information in the RePEc Author Service.

Short-id: pbe92


Jump to Journal Articles

Working Papers

2013

  1. Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
  2. Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors
    Economics Papers from University Paris Dauphine, Paris Dauphine University Downloads
    Also in Working papers, Banque de France (2012) Downloads

    See also Journal Article in Economics Bulletin (2013)
  3. Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ?
    Working Papers, Centre de Recherche en Economie et Statistique Downloads
    Also in Working papers, Banque de France (2013) Downloads

2012

  1. Are Southeast Asian Real Exchange Rates Mean Reverting?
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
    Also in Working Papers, HAL (2012) Downloads

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)
  2. Inventory Investment and the Business Cycle: The usual Suspect
    Working Papers, Centre de Recherche en Economie et Statistique Downloads View citations (2)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2013)
  3. Le rôle des stocks en sortie de crise: Une étude empirique sur données d’enquête
    Economics Papers from University Paris Dauphine, Paris Dauphine University
    See also Journal Article in Revue d'économie politique (2012)
  4. The European way out of recession
    Working papers, Banque de France Downloads
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2011) Downloads View citations (1)

2011

  1. The Possible Shapes of Recoveries in Markov-Switching Models
    Working Papers, Centre de Recherche en Economie et Statistique Downloads View citations (6)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2011) Downloads View citations (1)
    Working papers, Banque de France (2011) Downloads View citations (1)

2010

  1. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
    Post-Print, HAL Downloads View citations (3)
    Also in CIRANO Working Papers, CIRANO (2009) Downloads
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2004) Downloads View citations (14)

    See also Journal Article in Annales d'Economie et de Statistique (2010)

2009

  1. Assets Returns Volatility and Investment Horizon: The French Case
    CESifo Working Paper Series, CESifo Group Munich Downloads
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2008) Downloads
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2008) Downloads View citations (1)
  2. Cyclicality and Term Structure of Value-at-Risk in Europe
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (1)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2009) Downloads View citations (1)
  3. Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement
    CESifo Working Paper Series, CESifo Group Munich Downloads

2008

  1. Federal Funds Rate Stationarity: New Evidence
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
    See also Journal Article in Economics Bulletin (2009)
  2. The ACR model: a multivariate dynamic mixture autoregression
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (9)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2008)

2006

  1. Real exchange rates and real interest rates: a nonlinear perspective
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (1)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999) View citations (2)
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1999) View citations (11)

    See also Journal Article in Recherches économiques de Louvain (2006)

2005

  1. The Autoregressive Conditional Root (ACR) Model
    Working Papers, Centre de Recherche en Economie et Statistique Downloads View citations (4)
  2. The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ?
    Working Papers, Centre de Recherche en Economie et Statistique Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2007)

2002

  1. Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model
    Working Papers, Centre de Recherche en Economie et Statistique Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2008)

2000

  1. Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (3)

1999

  1. Mondialisation, mobilite du capital et stabilite macro-economique
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999)

1998

  1. Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998)

1996

  1. Fiscal policies, public deficit retraints and European stabilization
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads

1992

  1. La transmission internationale des fluctuations: une explication de la correlation croisee des consommations
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
    See also Journal Article in Revue économique (1994)

Journal Articles

2014

  1. The way out of recessions: A forecasting analysis for some Euro area countries
    International Journal of Forecasting, 2014, 30, (3), 539-549 Downloads

2013

  1. Are Southeast Asian real exchange rates mean reverting?
    Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 265-282 Downloads View citations (1)
    See also Working Paper (2012)
  2. Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors
    Economics Bulletin, 2013, 33, (3), 2209-2222 Downloads
    See also Working Paper (2013)
  3. Inventory investment and the business cycle: the usual suspect
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (3), 335-343 Downloads
    See also Working Paper (2012)

2012

  1. Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête
    Revue d'économie politique, 2012, 122, (6), 811-822 Downloads
    See also Working Paper (2012)
  2. Préface
    Revue d'économie politique, 2012, 122, (6), 789-789 Downloads

2010

  1. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model
    Annales d'Economie et de Statistique, 2010, (99-100), 395-427 Downloads View citations (2)
    See also Working Paper (2010)

2009

  1. Federal Funds Rate Stationarity: New Evidence
    Economics Bulletin, 2009, 29, (2), 867-872 Downloads View citations (1)
    See also Working Paper (2008)

2008

  1. Adaptive consistent unit-root tests based on autoregressive threshold model
    Journal of Econometrics, 2008, 142, (1), 94-133 Downloads View citations (24)
    See also Working Paper (2002)
  2. Purchasing power parity: A nonlinear multivariate perspective
    Economics Bulletin, 2008, 6, (39), 1-6 Downloads View citations (1)
  3. The ACR Model: A Multivariate Dynamic Mixture Autoregression
    Oxford Bulletin of Economics and Statistics, 2008, 70, (5), 583-618 Downloads View citations (7)
    See also Working Paper (2008)

2007

  1. The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change?
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (4), 1-25 Downloads View citations (1)
    See also Working Paper (2005)

2006

  1. Real exchange rates and real interest rates: a nonlinear perspective
    Recherches économiques de Louvain, 2006, 72, (2), 177-194 Downloads View citations (1)
    See also Working Paper (2006)

2004

  1. L'ajustement à seuildes processus cointégrés. Que sait-on des modèles à trois régimes ?
    Revue d'économie politique, 2004, Volume 114, (4), 467-488 Downloads
  2. Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship
    Journal of Business & Economic Statistics, 2004, 22, 382-395 Downloads View citations (42)
  3. Vector equilibrium correction models with non-linear discontinuous adjustments
    Econometrics Journal, 2004, 7, (2), 628-651 Downloads View citations (16)

2002

  1. Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (2), 1-22 Downloads View citations (58)
  2. Mondialisation, mobilité du capital et volatilité macro-économique
    Économie et Prévision, 2002, 152, (1), 29-53 Downloads

1997

  1. Fédéralisme budgétaire et stabilisation macroéconomique en Europe
    Revue économique, 1997, n° 48, (3), 505-517 Downloads
    Also in Revue Économique, 1997, 48, (3), 505-517 (1997) Downloads
  2. Une évaluation empirique de l'efficience du marché des changes
    Revue économique, 1997, n° 48, (4), 921-936 Downloads
    Also in Revue Économique, 1997, 48, (4), 921-936 (1997) Downloads

1994

  1. Impulsions dominantes et analyse des fluctuations de l’économie française
    L'Actualité Economique, 1994, 70, (1), 5-26 Downloads
  2. La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations
    Revue économique, 1994, n° 45, (1), 89-114 Downloads
    Also in Revue Économique, 1994, 45, (1), 89-114 (1994) Downloads

    See also Working Paper (1992)

1993

  1. Taux d'intérêt, politique monétaire et activité économique en France: un examen empirique
    Économie et Prévision, 1993, 109, (3), 13-24 Downloads
  2. Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes
    Annales d'Economie et de Statistique, 1993, (30), 85-120 Downloads View citations (2)
 
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