Details about Gilles Dufrénot

Access statistics for papers by Gilles Dufrénot.

Last updated 2008-11-07. Update your information in the RePEc Author Service.

Short-id: pdu14

Working Papers

2008

1. A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt
   Working Papers, HAL
2. Changing regime volatility: A fractionally integrated SETAR model
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
   Also in
   Post-Print, HAL (2008)
3. Which predictor is the best to predict inflation in Europe: the real money-gap or a nominal money based indicator?
   Working Papers, HAL
   Also in
   Research Papers, Macquarie University, Department of Economics (2006)

2007

4. A FOREWARNING INDICATOR SYSTEM FOR FINANCIAL CRISES: THE CASE OF SIX CENTRAL AND EASTERN EUROPEAN COUNTRIES
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School
   Also in
   Post-Print, HAL (2007)
   Working Papers, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure (2007)
   Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2007)
5. Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries?
   Working Papers, CEPII research center

2005

6. Long-memory dynamics in a SETAR model - Applications to stock markets
   Post-Print, HAL View citations
   See Also Journal Article in Journal of International Financial Markets, Institutions and Money (2005)
7. Modelling squared returns using a SETAR model with long-memory dynamics
   Post-Print, HAL
   See Also Journal Article in Economics Letters (2005)
8. Real Exchange Rate Misalignment: A Panel Co-Integration and Common Factor Analysis
   IMF Working Papers, International Monetary Fund View citations

2004

9. Structural reforms, macroeconomic policies and the future of Kazakhstan
   Post-Print, HAL
10. Structural reforms, macroeconomic policies and the future of Kazakhstan economy
    Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE)

2003

11. A SETAR model with long-memory dynamics
    Econometrics, EconWPA View citations
12. Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models
    Macroeconomics, EconWPA
13. Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ?
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
14. Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
    Also in
    International Finance, EconWPA (2003)
    See Also Journal Article in Economics Bulletin (2004)
15. Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration
    International Finance, EconWPA
    Also in
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002)
    See Also Journal Article in Applied Economics (2006)
16. Real Exchange Rates in Central and Eastern Europe: What Scope for the Underlying Fundamentals?
    Development and Comp Systems, EconWPA View citations
    Also in
    Development and Comp Systems, EconWPA (2003) View citations
17. Real exchange rate misalignment in Hungary: a fractionally integrated threshold model
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
18. Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model
    Econometrics, EconWPA

Journal Articles

2008

1. A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t
   Computational Economics, 2008, 31, (3), 225-241
2. Explaining the European exchange rates deviations: Long memory or non-linear adjustment?
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (3), 207-215
3. MODELLING THE SLOW MEAN-REVERSION OF THE CENTRAL AND EASTERN EUROPEAN COUNTRIES' REAL EXCHANGE RATES
   Manchester School, 2008, 76, (1), 21-43

2006

4. Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration
   Applied Economics, 2006, 38, (2), 203-229
   See Also Working Paper (2003)

2005

5. Long-memory dynamics in a SETAR model - applications to stock markets
   Journal of International Financial Markets, Institutions and Money, 2005, 15, (5), 391-406 View citations
   See Also Working Paper (2005)
6. Modelling squared returns using a SETAR model with long-memory dynamics
   Economics Letters, 2005, 86, (2), 237-243
   See Also Working Paper (2005)

2004

7. Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models
   Economic Modelling, 2004, 21, (1), 37-71 View citations
8. Modeling the French Consumption Function Using SETAR Models
   Economics Bulletin, 2004, 3, (20), 1-16 View citations
9. Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective
   Economics Bulletin, 2004, 3, (19), 1-11
   See Also Working Paper (2003)