Details about Frédérique Bec

Homepage:	https://sites.google.com/view/frederique-bec
Workplace:	Théorie Économique, Modélisation, Application (THEMA) (Economic Theory, Modeling, Applications), Université de Cergy-Pontoise (University of Cergy-Pontoise), (more information at EDIRC) Centre de Recherche en Économie et Statistique (CREST) (Center for Research in Economics and Statistics), (more information at EDIRC)

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Last updated 2025-04-24. Update your information in the RePEc Author Service.

Short-id: pbe92

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Working Papers

2023

1. Dating business cycles in France: a reference chronology
   (Les cycles économiques de la France: une datation de référence)
   PSE-Ecole d'économie de Paris (Postprint), HAL
   Also in Working Papers, HAL (2021)
   SciencePo Working papers Main, HAL (2021)
   Working Papers, HAL (2021) View citations (1)
   Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021) View citations (2)
   Post-Print, HAL (2022)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021) View citations (2)
   Post-Print, HAL (2023)
   SciencePo Working papers Main, HAL (2023)
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2021)
   Working Papers, HAL (2021)
   Working Papers, Association Française de Cliométrie (AFC) (2021) View citations (2)
2. Forecast Performance of Noncausal Autoregressions and the Importance of Unit Root Pretesting
   Working Papers, HAL
3. Why Are Inflation Forecasts Sticky ? Theory and Application to France and Germany
   Post-Print, HAL View citations (1)
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2017)
   Working Papers, HAL (2017)
   Working papers, Banque de France (2017)
   Post-Print, HAL (2023) View citations (1)
   See also Journal Article Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany, International Journal of Central Banking, International Journal of Central Banking (2023) View citations (1) (2023)

2022

4. Power of unit root tests against nonlinear and noncausal alternatives
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (1)

2021

5. Les cycles économiques de la France: une datation de référence
   EconomiX Working Papers, University of Paris Nanterre, EconomiX
   Also in Working Papers, Association Française de Cliométrie (AFC) (2021)
6. Les cycles économiques de la France: une datation de référence
   Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg
   Also in Working Papers, HAL (2021)
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2021)
   See also Journal Article Les cycles économiques de la France: une datation de référence, Revue économique, Presses de Sciences-Po (2023) (2023)

2020

7. A simple unit root test consistent against any stationary alternative
   Working Papers, Center for Research in Economics and Statistics View citations (1)
   Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2020) View citations (1)
   Working Papers, HAL (2020) View citations (1)
8. An asymmetrical overshooting correction model for G20 nominal effective exchange rates
   Post-Print, HAL
   Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2020)
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2020)
   Working Papers, HAL (2020)
   PSE Working Papers, HAL (2020)
   See also Journal Article An asymmetrical overshooting correction model for G20 nominal effective exchange rates, Economics Bulletin, AccessEcon (2020) (2020)

2019

9. Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates
   Erudite Working Paper, Erudite
   Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2019)
   Working Papers, HAL (2019)
10. Is inflation driven by survey-based, VAR-based or myopic expectations?
    Working Papers, HAL View citations (1)
11. Le modèle autorégressif autorégressif à seuil avec effet rebond: Une application aux rendements boursiers français et américains *
    Working Papers, HAL
12. Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing
    Working Papers, Center for Research in Economics and Statistics View citations (3)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2019) View citations (3)
    Working Papers, HAL (2019) View citations (3)
    See also Journal Article Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2020) View citations (9) (2020)

2017

13. Why are inflation forecasts sticky?
    Working Papers, Center for Research in Economics and Statistics
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2017)

2016

14. How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts
    Post-Print, HAL View citations (7)
    See also Journal Article How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts, Economic Modelling, Elsevier (2016) View citations (15) (2016)

2015

15. Comparing the shapes of recoveries: France, the UK and the US
    Post-Print, HAL View citations (6)
    See also Journal Article Comparing the shape of recoveries: France, the UK and the US, Economic Modelling, Elsevier (2015) View citations (17) (2015)
16. Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup
    Post-Print, HAL View citations (1)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2014)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2014)
17. Do stock returns rebound after bear markets?
    Post-Print, HAL View citations (1)

2014

18. How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts
    Working papers, Banque de France View citations (1)
19. The way out of recessions: A forecasting analysis for some Euro area countries
    Post-Print, HAL View citations (16)
    See also Journal Article The way out of recessions: A forecasting analysis for some Euro area countries, International Journal of Forecasting, Elsevier (2014) View citations (19) (2014)
20. The way out of recessions: Evidence from a bounce-back augmented threshold regression
    Post-Print, HAL

2013

21. Are Southeast Asian Real Exchange Rates Mean Reverting?
    Post-Print, HAL View citations (5)
    Also in Working Papers, HAL (2012) View citations (1)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2012)
    See also Journal Article Are Southeast Asian real exchange rates mean reverting?, Journal of International Financial Markets, Institutions and Money, Elsevier (2013) View citations (6) (2013)
22. 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
    See also Journal Article Do stock returns rebound after bear markets? An empirical analysis from five OECD countries, Journal of Empirical Finance, Elsevier (2015) View citations (1) (2015)
23. Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors
    Post-Print, HAL
    Also in Working papers, Banque de France (2012) View citations (4)
    Post-Print, HAL (2013)
    See also Journal Article Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors, Economics Bulletin, AccessEcon (2013) (2013)
24. Inventory investment and the business cycle: the usual suspect
    Post-Print, HAL View citations (5)
    Also in Working Papers, Center for Research in Economics and Statistics (2012) View citations (4)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2013) View citations (5)
    See also Journal Article Inventory investment and the business cycle: the usual suspect, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2013) View citations (6) (2013)
25. Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ?
    Working Papers, Center for Research in Economics and Statistics View citations (2)
    Also in Working papers, Banque de France (2013) View citations (1)
    See also Journal Article Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?, International Journal of Forecasting, Elsevier (2015) View citations (10) (2015)
26. The European Way out of Recession
    Post-Print, HAL
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2011) View citations (1)
    Working papers, Banque de France (2012) View citations (1)

2012

27. Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Post-Print, HAL (2012)
    See also Journal Article Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête, Revue d'économie politique, Dalloz (2012) (2012)
28. Préface
    Post-Print, HAL
    See also Journal Article Préface, Revue d'économie politique, Dalloz (2012) (2012)

2011

29. The Possible Shapes of Recoveries in Markov-Switching Models
    Working Papers, Center for Research in Economics and Statistics View citations (9)
    Also in Working papers, Banque de France (2011) View citations (7)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2011) View citations (7)

2010

30. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
    Post-Print, HAL View citations (21)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2004) View citations (22)
    CIRANO Working Papers, CIRANO (2009) View citations (2)
    See also Journal Article Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model, Annals of Economics and Statistics, GENES (2010) View citations (21) (2010)

2009

31. Assets Returns Volatility and Investment Horizon: The French Case
    CESifo Working Paper Series, CESifo View citations (4)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2008) View citations (1)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2008)
32. Cyclicality and Term Structure of Value-at-Risk in Europe
    TSE Working Papers, Toulouse School of Economics (TSE) View citations (1)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2009) View citations (1)
33. Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement
    CESifo Working Paper Series, CESifo View citations (5)

2008

34. Federal Funds Rate Stationarity: New Evidence
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (1)
    See also Journal Article Federal Funds Rate Stationarity: New Evidence, Economics Bulletin, AccessEcon (2009) View citations (7) (2009)
35. Purchasing power parity: A nonlinear multivariate perspective
    Post-Print, HAL View citations (1)
    See also Journal Article Purchasing power parity: A nonlinear multivariate perspective, Economics Bulletin, AccessEcon (2008) View citations (2) (2008)
36. The ACR model: a multivariate dynamic mixture autoregression
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (34)
    See also Journal Article The ACR Model: A Multivariate Dynamic Mixture Autoregression*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2008) View citations (32) (2008)

2006

37. Real exchange rates and real interest rates: a nonlinear perspective
    Post-Print, HAL
    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 (12)
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2006) View citations (3)
    See also Journal Article Real exchange rates and real interest rates: a nonlinear perspective, Recherches économiques de Louvain, De Boeck Université (2006) View citations (3) (2006)

2005

38. The Autoregressive Conditional Root (ACR) Model
    Working Papers, Center for Research in Economics and Statistics View citations (4)
39. The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ?
    Working Papers, Center for Research in Economics and Statistics
    See also Journal Article The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change?, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2007) View citations (2) (2007)

2002

40. Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model
    Working Papers, Center for Research in Economics and Statistics View citations (7)
    See also Journal Article Adaptive consistent unit-root tests based on autoregressive threshold model, Journal of Econometrics, Elsevier (2008) View citations (42) (2008)
41. Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks
    Post-Print, HAL View citations (1)
    See also Journal Article Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2002) View citations (113) (2002)

2000

42. Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (14)

1999

43. 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

44. 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)

1997

45. An empirical testing of exchange market efficiency hypothesis
    (Une évaluation empirique de l'efficience du marché deschanges)
    Post-Print, HAL
46. Automatic Stabilizers in a European Perspective
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (1997)
47. Les implications de la structure des marchés financiers pour la dynamique des modèles d'équilibre général à deux pays
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (1997) View citations (1)

1996

48. 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)

1995

49. The International Transmission of Real Business Cycles
    Post-Print, HAL View citations (2)

1992

50. 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 La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations, Revue Économique, Programme National Persée (1994) View citations (4) (1994)

1991

51. Une analyse empirique de différentes structures de taux d'intérêt: une comparaison entre les Etats-Unis et la France
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (1991)

Journal Articles

2025

1. Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price
   Studies in Nonlinear Dynamics & Econometrics, 2025, 29, (1), 1-18

2023

2. Les cycles économiques de la France: une datation de référence
   Revue économique, 2023, 74, (2), 5-52
   See also Working Paper Les cycles économiques de la France: une datation de référence, Working Papers of BETA (2021) (2021)
3. Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany
   International Journal of Central Banking, 2023, 19, (4), 215-249 View citations (1)
   See also Working Paper Why Are Inflation Forecasts Sticky ? Theory and Application to France and Germany, Post-Print (2023) View citations (1) (2023)

2020

4. An asymmetrical overshooting correction model for G20 nominal effective exchange rates
   Economics Bulletin, 2020, 40, (3), 1937-1947
   See also Working Paper An asymmetrical overshooting correction model for G20 nominal effective exchange rates, Post-Print (2020) (2020)
5. Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data
   The North American Journal of Economics and Finance, 2020, 51, (C) View citations (2)
6. Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing
   Oxford Bulletin of Economics and Statistics, 2020, 82, (6), 1413-1428 View citations (9)
   See also Working Paper Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing, Working Papers (2019) View citations (3) (2019)

2016

7. How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts
   Economic Modelling, 2016, 53, (C), 75-88 View citations (15)
   See also Working Paper How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts, Post-Print (2016) View citations (7) (2016)

2015

8. Comparing the shape of recoveries: France, the UK and the US
   Economic Modelling, 2015, 44, (C), 327-334 View citations (17)
   See also Working Paper Comparing the shapes of recoveries: France, the UK and the US, Post-Print (2015) View citations (6) (2015)
9. Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup
   Bankers, Markets & Investors, 2015, (134), 18-32 View citations (1)
10. Do stock returns rebound after bear markets? An empirical analysis from five OECD countries
    Journal of Empirical Finance, 2015, 30, (C), 50-61 View citations (1)
    See also Working Paper Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries, THEMA Working Papers (2013) (2013)
11. Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?
    International Journal of Forecasting, 2015, 31, (4), 1021-1042 View citations (10)
    See also Working Paper Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ?, Working Papers (2013) View citations (2) (2013)

2014

12. The way out of recessions: A forecasting analysis for some Euro area countries
    International Journal of Forecasting, 2014, 30, (3), 539-549 View citations (19)
    See also Working Paper The way out of recessions: A forecasting analysis for some Euro area countries, Post-Print (2014) View citations (16) (2014)

2013

13. Are Southeast Asian real exchange rates mean reverting?
    Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 265-282 View citations (6)
    See also Working Paper Are Southeast Asian Real Exchange Rates Mean Reverting?, Post-Print (2013) View citations (5) (2013)
14. Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors
    Economics Bulletin, 2013, 33, (3), 2209-2222
    See also Working Paper Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors, Post-Print (2013) (2013)
15. Inventory investment and the business cycle: the usual suspect
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (3), 335-343 View citations (6)
    See also Working Paper Inventory investment and the business cycle: the usual suspect, Post-Print (2013) View citations (5) (2013)

2012

16. Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête
    Revue d'économie politique, 2012, 122, (6), 811-822
    See also Working Paper Le rôle des stocks en sortie de crise: Une étude empirique sur données d'enquête, PSE-Ecole d'économie de Paris (Postprint) (2012) (2012)
17. Préface
    Revue d'économie politique, 2012, 122, (6), 789-789
    See also Working Paper Préface, Post-Print (2012) (2012)

2010

18. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model
    Annals of Economics and Statistics, 2010, (99-100), 395-427 View citations (21)
    See also Working Paper Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model, Post-Print (2010) View citations (21) (2010)

2009

19. Federal Funds Rate Stationarity: New Evidence
    Economics Bulletin, 2009, 29, (2), 867-872 View citations (7)
    See also Working Paper Federal Funds Rate Stationarity: New Evidence, THEMA Working Papers (2008) View citations (1) (2008)

2008

20. Adaptive consistent unit-root tests based on autoregressive threshold model
    Journal of Econometrics, 2008, 142, (1), 94-133 View citations (42)
    See also Working Paper Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model, Working Papers (2002) View citations (7) (2002)
21. Purchasing power parity: A nonlinear multivariate perspective
    Economics Bulletin, 2008, 6, (39), 1-6 View citations (2)
    See also Working Paper Purchasing power parity: A nonlinear multivariate perspective, Post-Print (2008) View citations (1) (2008)
22. The ACR Model: A Multivariate Dynamic Mixture Autoregression*
    Oxford Bulletin of Economics and Statistics, 2008, 70, (5), 583-618 View citations (32)
    See also Working Paper The ACR model: a multivariate dynamic mixture autoregression, THEMA Working Papers (2008) View citations (34) (2008)

2007

23. 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), 25 View citations (2)
    See also Working Paper The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ?, Working Papers (2005) (2005)

2006

24. Real exchange rates and real interest rates: a nonlinear perspective
    Recherches économiques de Louvain, 2006, 72, (2), 177-194 View citations (3)
    See also Working Paper Real exchange rates and real interest rates: a nonlinear perspective, Post-Print (2006) (2006)

2004

25. L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ?
    Revue d'économie politique, 2004, 114, (4), 467-488
26. 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 View citations (88)
27. Vector equilibrium correction models with non-linear discontinuous adjustments
    Econometrics Journal, 2004, 7, (2), 628-651 View citations (43)

2002

28. Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (2), 22 View citations (113)
    See also Working Paper Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks, Post-Print (2002) View citations (1) (2002)
29. Mondialisation, mobilité du capital et volatilité macro-économique
    Economie & Prévision, 2002, n° 152-153, (1), 29-53
    Also in Économie et Prévision, 2002, 152, (1), 29-53 (2002)

1997

30. Fédéralisme budgétaire et stabilisation macroéconomique en Europe
    Revue Économique, 1997, 48, (3), 505-517
31. Une évaluation empirique de l'efficience du marché des changes
    Revue Économique, 1997, 48, (4), 921-936

1994

32. Impulsions dominantes et analyse des fluctuations de l’économie française
    L'Actualité Economique, 1994, 70, (1), 5-26
33. La transmission internationale des fluctuations: une explication de la corrélation croisée des consommations
    Revue Économique, 1994, 45, (1), 89-114 View citations (4)
    See also Working Paper La transmission internationale des fluctuations: une explication de la correlation croisee des consommations, Papiers d'Economie Mathématique et Applications (1992) (1992)

1993

34. Taux d'intérêt, politique monétaire et activité économique en France: un examen empirique
    Économie et Prévision, 1993, 109, (3), 13-24 View citations (1)
35. Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes
    Annals of Economics and Statistics, 1993, (30), 85-120 View citations (8)