EconPapers    
Economics at your fingertips  
 

Details about Bertrand Candelon

E-mail:
Homepage:http://sites.google.com/site/candelonbertrand1/
Phone:33497442262
Postal address:CHAUSSEE DE WAVRE 7
Workplace:Institut Louis Bachelier (Louis Bachelier Institute), (more information at EDIRC)
Vakgroep Algemene Economie (Department of Economics), School of Business and Economics, Maastricht University, (more information at EDIRC)

Access statistics for papers by Bertrand Candelon.

Last updated 2017-03-05. Update your information in the RePEc Author Service.

Short-id: pca231


Jump to Journal Articles Editor

Working Papers

2015

  1. A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion
    Post-Print, HAL
    Also in Post-Print, HAL (2014)
    Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (14)
  2. How Did Markets React to Stress Tests?
    IMF Working Papers, International Monetary Fund Downloads View citations (10)
  3. Revisiting the New Normal Hypothesis
    Working Papers, Department of Research, Ipag Business School Downloads
    See also Journal Article in Journal of International Money and Finance (2016)

2014

  1. Currency Crises Early Warning Systems: Why They Should Be Dynamic
    Post-Print, HAL View citations (1)
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (2)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2010) Downloads View citations (4)
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2010) Downloads View citations (7)

    See also Journal Article in International Journal of Forecasting (2014)
  2. Detecting financial contagion in a multivariate system
    Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (1)
  3. Disentangling economic recessions and depressions
    Working Papers, Department of Research, Ipag Business School Downloads View citations (16)
    Also in Discussion Papers, Deutsche Bundesbank, Research Centre (2013) Downloads
  4. Do We Need Ultra-High Frequency Data to Forecast Variances?
    Working Papers, HAL Downloads
  5. Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling
    Working Papers, Department of Research, Ipag Business School Downloads
    Also in Working Papers, Maastricht School of Management (2012) Downloads View citations (10)

    See also Journal Article in International Economic Review (2015)
  6. Predicting and Capitalizing on Stock Market Bears in the U.S
    Working Papers, Department of Research, Ipag Business School Downloads View citations (20)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2012) Downloads View citations (3)
  7. Real Exchange rates, commodity prices and structural factors in developing countries
    Working Papers, Department of Research, Ipag Business School Downloads
    Also in Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2011) Downloads View citations (2)
    CREA Discussion Paper Series, Center for Research in Economic Analysis, University of Luxembourg (2013) Downloads View citations (21)

    See also Journal Article in Journal of International Money and Finance (2015)
  8. What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe
    Working Papers, Department of Research, Ipag Business School Downloads

2013

  1. A distribution-free test for outliers
    Discussion Papers, Deutsche Bundesbank, Research Centre Downloads View citations (3)
  2. Network Effects and Infrastructure Productivity in Developing Countries
    NCID Working Papers, Navarra Center for International Development, University of Navarra Downloads
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2009) Downloads View citations (2)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2013)

2012

  1. Extreme Financial Cycles
    Working Papers, HAL Downloads
    See also Journal Article in Revue d'économie politique (2012)
  2. Fat tails in small samples
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (1)
  3. Government bond market dynamics and sovereign risk: systemic or idiosyncratic?
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads
  4. How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods
    Post-Print, HAL
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2010) Downloads View citations (4)

    See also Journal Article in IMF Economic Review (2012)
  5. How to evaluate an Early Warning System ?
    Working Papers, HAL Downloads View citations (15)
  6. Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation
    Working Papers, HAL Downloads View citations (3)
  7. On the importance of indirect banking vulnerabilities in the Eurozone
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (2013)
  8. Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios
    Post-Print, HAL
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2011) Downloads View citations (1)

    See also Journal Article in Journal of Empirical Finance (2012)
  9. Testing for crude oil markets globalization during extreme price movements
    Post-Print, HAL
    Also in EconomiX Working Papers, University of Paris West - Nanterre la Defense, EconomiX (2012) Downloads View citations (3)
    Post-Print, HAL (2012)

2011

  1. Are there Spillover Effects From Munis?
    IMF Working Papers, International Monetary Fund Downloads View citations (4)
  2. Fiscal Policy in Good and Bad Times
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2013)
  3. Liberalisation and stock market co-movement between emerging economies
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (16)
    Also in CESifo Working Paper Series, CESifo Group Munich (2007) Downloads View citations (6)

    See also Journal Article in Quantitative Finance (2011)
  4. Modelling Financial Crises Mutation
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans Downloads
  5. Real Exchanges Rates in Commodity Producing Countries: A Reappraisal
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (7)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011) Downloads

    See also Journal Article in Journal of International Money and Finance (2012)
  6. Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (127)
    Also in IMF Working Papers, International Monetary Fund (2011) Downloads View citations (87)

2010

  1. Banking and Debt Crisis in Europe: The Dangerous Liaisons?
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (5)
    See also Journal Article in De Economist (2010)
  2. Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads

2009

  1. Backtesting value-at-risk: a GMM duration-based test
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (9)
    Also in Working Papers, HAL (2008) Downloads View citations (8)

    See also Journal Article in Journal of Financial Econometrics (2011)
  2. Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach
    Working Papers, Utrecht School of Economics Downloads
  3. Testing for Exceptional Bulls and Bears: a Non-Parametric Perspective
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (1)

2008

  1. Does Technology Spill Over across National Borders and Technology Regimes?
    Working Papers, Utrecht School of Economics Downloads
  2. Fiscal Policy and Monetary Integration in Europe: An Update
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2007) Downloads View citations (10)

    See also Journal Article in Oxford Economic Papers (2010)
  3. The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads
    See also Journal Article in Applied Economics (2009)

2007

  1. Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (1)
    See also Journal Article in Pacific Economic Review (2010)

2006

  1. Testing for Parameter Stability in Dynamic Models Across Frequencies
    CEIS Research Paper, Tor Vergata University, CEIS Downloads View citations (2)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2005) Downloads

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)

2005

  1. Banking Sector Strenght and the Transmission of Currency Crises
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2005) Downloads
  2. Evidences of Interdependence and Contagion using a Frequency Domain Framework
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (1)
    See also Journal Article in Emerging Markets Review (2009)
  3. The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates
    Working Papers, Utrecht School of Economics Downloads
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2005) Downloads

2004

  1. Fractional Integration and Business Cycles Features
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (9)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001) Downloads

    See also Journal Article in Empirical Economics (2004)
  2. Nonlinear monetary policy in europe: fact or myth?
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department Downloads View citations (4)
    See also Journal Article in Economics Letters (2005)
  3. Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads

2003

  1. EMU membership and business cycle phases in Europe: a Markov switching VAR analysis
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
    See also Journal Article in Journal of Economic Integration (2003)
  2. Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999) Downloads View citations (3)

2002

  1. Multi-Regime Common Cyclical Features
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (1)

2001

  1. Testing for short and long-run causality: The case of the yield spread and economic growth
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads

2000

  1. Common cycles: A frequency domain approach
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (4)
  2. Determining a perfect optimum currency area using common cycles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  3. Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (1)
  4. On the reliability of chow type test for parameter constancy in multivariate dynamic models
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (3)
    See also Journal Article in Economics Letters (2001)
  5. Was there a regime change in the German monetary transmission mechanism in 1983?
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads

1999

  1. Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (2)
    See also Journal Article in Économie et Prévision (2000)

1998

  1. Inflation and the Business Cycle: Further Investigations after the Last Cycle
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
  2. Stability of Okun's Law in a Codependent System
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (6)

1996

  1. Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads
  2. La modelisation multivariee des contributions: une tentative d'explication des derniers retournements de la conjoncture
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
  3. Politique monetaire et canal du credit: une estimation empirique sur l'economie francaise
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) View citations (1)

Undated

  1. Entry and Exit Dynamics in Business Cycles
    EcoMod2002, EcoMod Downloads

Journal Articles

2016

  1. Do We Need High Frequency Data to Forecast Variances?
    Annals of Economics and Statistics, 2016, (123-124), 135-174 Downloads
  2. Does knowledge spill over across borders and technology regimes?
    Journal of Productivity Analysis, 2016, 46, (1), 63-82 Downloads
  3. Revisiting the new normal hypothesis
    Journal of International Money and Finance, 2016, 66, (C), 5-31 Downloads
    See also Working Paper (2015)

2015

  1. Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe
    Journal of Banking & Finance, 2015, 59, (C), 1-13 Downloads View citations (9)
  2. HIERARCHICAL ORGANIZATION AND PERFORMANCE INEQUALITY: EVIDENCE FROM PROFESSIONAL CYCLING
    International Economic Review, 2015, 56, 1207-1236 Downloads View citations (3)
    See also Working Paper (2014)
  3. Real exchanges rates, commodity prices and structural factors in developing countries
    Journal of International Money and Finance, 2015, 51, (C), 264-284 Downloads View citations (3)
    See also Working Paper (2014)
  4. Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (3), 355-376 Downloads

2014

  1. Currency crisis early warning systems: Why they should be dynamic
    International Journal of Forecasting, 2014, 30, (4), 1016-1029 Downloads View citations (3)
    See also Working Paper (2014)
  2. Market Power in the Credit Rating Industry: State of Play and Proposal for Reforms
    Antitrust Chronicle, 2014, 1 Downloads View citations (1)

2013

  1. Fiscal policy in good and bad times
    Journal of Economic Dynamics and Control, 2013, 37, (12), 2679-2694 Downloads View citations (24)
    See also Working Paper (2011)
  2. Long-term asset tail risks in developed and emerging markets
    Journal of Banking & Finance, 2013, 37, (6), 1832-1844 Downloads View citations (10)
  3. Network Effects and Infrastructure Productivity in Developing Countries
    Oxford Bulletin of Economics and Statistics, 2013, 75, (6), 887-913 Downloads View citations (1)
    See also Working Paper (2013)
  4. On the importance of indirect banking vulnerabilities in the Eurozone
    Journal of Banking & Finance, 2013, 37, (12), 5007-5024 Downloads View citations (3)
    See also Working Paper (2012)
  5. Testing for Granger causality in distribution tails: An application to oil markets integration
    Economic Modelling, 2013, 31, (C), 276-285 Downloads View citations (10)

2012

  1. Extreme Financial cycles
    Revue d'économie politique, 2012, 122, (6), 823-831 Downloads
    See also Working Paper (2012)
  2. How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods
    IMF Economic Review, 2012, 60, (1), 75-113 Downloads View citations (14)
    See also Working Paper (2012)
  3. Real exchanges rates in commodity producing countries: A reappraisal
    Journal of International Money and Finance, 2012, 31, (6), 1482-1502 Downloads View citations (17)
    See also Working Paper (2011)
  4. Sampling error and double shrinkage estimation of minimum variance portfolios
    Journal of Empirical Finance, 2012, 19, (4), 511-527 Downloads View citations (3)
    See also Working Paper (2012)

2011

  1. Backtesting Value-at-Risk: A GMM Duration-Based Test
    Journal of Financial Econometrics, 2011, 9, (2), 314-343 Downloads View citations (36)
    See also Working Paper (2009)
  2. Liberalisation and stock market co-movement between emerging economies
    Quantitative Finance, 2011, 11, (2), 299-312 Downloads View citations (19)
    See also Working Paper (2011)

2010

  1. Banking Sector Fragility and the Transmission of Currency Crises
    Open Economies Review, 2010, 21, (2), 263-292 Downloads View citations (1)
  2. Banking and Debt Crises in Europe: The Dangerous Liaisons?
    De Economist, 2010, 158, (1), 81-99 Downloads View citations (17)
    See also Working Paper (2010)
  3. Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons?
    De Economist, 2010, 158, (3), 337-340 Downloads View citations (13)
  4. Fiscal policy and monetary integration in Europe: an update
    Oxford Economic Papers, 2010, 62, (2), 323-349 Downloads View citations (28)
    See also Working Paper (2008)
  5. INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION
    Pacific Economic Review, 2010, 15, (3), 336-339 Downloads
  6. TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME-VARYING COPULAS
    Pacific Economic Review, 2010, 15, (3), 364-384 Downloads View citations (4)
    See also Working Paper (2007)

2009

  1. Evidence of interdependence and contagion using a frequency domain framework
    Emerging Markets Review, 2009, 10, (2), 140-150 Downloads View citations (41)
    See also Working Paper (2005)
  2. Multivariate Business Cycle Synchronization in Small Samples
    Oxford Bulletin of Economics and Statistics, 2009, 71, (5), 715-737 Downloads View citations (5)
  3. The nature of occupational unemployment rates in the United States: hysteresis or structural?
    Applied Economics, 2009, 41, (19), 2483-2493 Downloads View citations (2)
    See also Working Paper (2008)

2008

  1. A cautious note on the use of panel models to predict financial crises
    Economics Letters, 2008, 101, (1), 80-83 Downloads View citations (30)
  2. On measuring synchronization of bulls and bears: The case of East Asia
    Journal of Banking & Finance, 2008, 32, (6), 1022-1035 Downloads View citations (59)

2007

  1. Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003
    Journal of Comparative Economics, 2007, 35, (1), 87-107 Downloads View citations (16)

2006

  1. Mean Reversion of Short-run Interest Rates in Emerging Countries
    Review of International Economics, 2006, 14, (1), 119-135 Downloads View citations (10)
  2. Testing for Parameter Stability in Dynamic Models across Frequencies
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 741-760 Downloads View citations (1)
    See also Working Paper (2006)
  3. Testing for multiple regimes in the tail behavior of emerging currency returns
    Journal of International Money and Finance, 2006, 25, (7), 1187-1205 Downloads View citations (14)
  4. Testing for short- and long-run causality: A frequency-domain approach
    Journal of Econometrics, 2006, 132, (2), 363-378 Downloads View citations (123)

2005

  1. Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion
    Journal of International Money and Finance, 2005, 24, (8), 1317-1334 Downloads View citations (26)
  2. Nonlinear monetary policy in Europe: fact or myth?
    Economics Letters, 2005, 86, (3), 399-403 Downloads View citations (7)
    See also Working Paper (2004)
  3. Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks
    Review of World Economics (Weltwirtschaftliches Archiv), 2005, 141, (1), 124-140 Downloads View citations (29)

2004

  1. Fractional integration and business cycle features
    Empirical Economics, 2004, 29, (2), 343-359 Downloads View citations (9)
    See also Working Paper (2004)
  2. Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries
    Journal of Policy Modeling, 2004, 26, (3), 301-313 Downloads View citations (1)

2003

  1. EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis
    Journal of Economic Integration, 2003, 18, 214-242 View citations (5)
    See also Working Paper (2003)

2001

  1. Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2001, 70, (3), 331-338 Downloads View citations (5)
  2. On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
    Economics Letters, 2001, 73, (2), 155-160 Downloads View citations (55)
    See also Working Paper (2000)

2000

  1. Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge
    Économie et Prévision, 2000, 146, (5), 141-153 Downloads View citations (1)
    See also Working Paper (1999)
  2. Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach
    Empirica, 2000, 27, (2), 115-132 Downloads View citations (3)
  3. Stability of activity-unemployment relationship in a codependent system
    Applied Economics Letters, 2000, 7, (10), 687-693 Downloads

1995

  1. La récession des années quatre-vingt dix a-t-elle été exceptionnelle ?
    Économie et Prévision, 1995, 120, (4), 51-71 Downloads View citations (5)

Editor

  1. Empirical Economics
    Springer
 
Page updated 2017-06-24