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Details about Christophe Hurlin

E-mail:
Homepage:http://www.univ-orleans.fr/deg/masters/ESA/CH/churlin.htm
Workplace:Laboratoire d'Économie d'Orléans (LEO) (Orleans Economic Laboratory), Faculté de droit, d'économie et de gestion (Faculty of Law, Economics and Management), Université d'Orléans (University of Orleans), (more information at EDIRC)

Access statistics for papers by Christophe Hurlin.

Last updated 2020-01-17. Update your information in the RePEc Author Service.

Short-id: pch177


Jump to Journal Articles

Working Papers

2019

  1. A Theoretical and Empirical Comparison of Systemic Risk Measures
    Working Papers, HAL View citations (2)
    Also in Working Papers, HAL (2013) Downloads View citations (57)
  2. Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  3. Machine Learning et nouvelles sources de données pour le scoring de crédit
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans Downloads
    Also in Working Papers, HAL (2019) Downloads
  4. Pitfalls in systemic-risk scoring
    Post-Print, HAL
    Also in Working Papers, HAL (2017) View citations (1)

    See also Journal Article in Journal of Financial Intermediation (2019)

2018

  1. Loss Functions for LGD Models Comparison
    Post-Print, HAL
    Also in Working Papers, HAL (2018) Downloads

2017

  1. La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?
    Post-Print, HAL
    See also Journal Article in Revue économique (2017)
  2. Risk Measure Inference
    Post-Print, HAL View citations (3)
    Also in Working Papers, HAL (2015) Downloads View citations (4)

    See also Journal Article in Journal of Business & Economic Statistics (2017)
  3. Where the Risks Lie: A Survey on Systemic Risk
    Post-Print, HAL View citations (31)
    Also in Working Papers, HAL (2015) Downloads View citations (22)
    Working Papers, HAL (2015) View citations (3)

    See also Journal Article in Review of Finance (2017)

2016

  1. Do We Need High Frequency Data to Forecast Variances?
    Post-Print, HAL
    See also Journal Article in Annals of Economics and Statistics (2016)

2015

  1. CoMargin
    Working Papers, HAL Downloads
    See also Journal Article in Journal of Financial and Quantitative Analysis (2017)
  2. Implied Risk Exposures
    Post-Print, HAL View citations (2)
    Also in Working Papers, HAL (2014) Downloads

    See also Journal Article in Review of Finance (2015)
  3. Statistique et probabilités en économie-gestion
    Post-Print, HAL

2014

  1. Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs
    Working Papers, Economic Research Institute, Bank of Korea Downloads
  2. Currency Crises Early Warning Systems: Why They Should Be Dynamic
    Post-Print, HAL View citations (5)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2010) Downloads View citations (7)
    Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (9)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2010) Downloads View citations (4)

    See also Journal Article in International Journal of Forecasting (2014)
  3. Do We Need Ultra-High Frequency Data to Forecast Variances?
    Working Papers, HAL Downloads
  4. How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (3)
  5. The Collateral Risk of ETFs
    HEC Research Papers Series, HEC Paris Downloads View citations (2)
  6. The Counterparty Risk Exposure of ETF Investors
    Working Papers, HAL Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (2019)

2013

  1. Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors?
    Working Papers, HAL Downloads
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2011) Downloads
  2. High-Frequency Risk Measures
    Working Papers, HAL Downloads
  3. Is public capital really productive? A methodological reappraisal
    Post-Print, HAL View citations (1)
    Also in Working Papers, HAL (2012) Downloads

    See also Journal Article in European Journal of Operational Research (2013)
  4. Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation
    Post-Print, HAL
    Also in Working Papers, HAL (2012) Downloads View citations (3)
  5. Network Effects and Infrastructure Productivity in Developing Countries
    NCID Working Papers, Navarra Center for International Development, University of Navarra Downloads View citations (1)
    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)
  6. Systemic Risk Score: A Suggestion
    HEC Research Papers Series, HEC Paris Downloads View citations (3)
    Also in Working Papers, HAL (2013)
    Working Papers, HAL (2013) Downloads View citations (3)
  7. Testing Interval Forecasts: a GMM-Based Approach
    Post-Print, HAL
    Also in Working Papers, HAL (2011) Downloads View citations (1)

    See also Journal Article in Journal of Forecasting (2013)

2012

  1. Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests
    Post-Print, HAL View citations (7)
    Also in Working Papers, HAL (2012) Downloads View citations (16)

    See also Journal Article in Finance (2012)
  2. Extreme Financial Cycles
    Working Papers, HAL Downloads
    See also Journal Article in Revue d'économie politique (2012)
  3. How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods
    Post-Print, HAL View citations (3)
    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)
  4. How to evaluate an Early Warning System ?
    Working Papers, HAL Downloads View citations (15)
  5. Margin Backtesting
    Working Papers, HAL Downloads View citations (6)
  6. RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results
    Working Papers, HAL Downloads
  7. Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios
    Post-Print, HAL View citations (5)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2011) Downloads View citations (2)

    See also Journal Article in Journal of Empirical Finance (2012)
  8. Testing for Granger Non-causality in Heterogeneous Panels
    Working Papers, HAL Downloads View citations (334)
    Also in Post-Print, HAL (2012) View citations (201)

    See also Journal Article in Economic Modelling (2012)
  9. The Risk Map: A New Tool for Validating Risk Models
    Working Papers, HAL Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2013)
  10. Why don't banks lend to Egypt's private sector ?
    Policy Research Working Paper Series, The World Bank Downloads View citations (3)
    See also Journal Article in Economic Modelling (2013)

2011

  1. A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR
    Working Papers, HAL
  2. Does soft information matter for financial analysts' forecasts? A gravity model approach
    Working Papers, HAL Downloads
  3. Modelling Financial Crises Mutation
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans Downloads
  4. Testing Interval Forecasts: A New GMM-based Test
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans Downloads

2010

  1. Un MEDAF à plusieurs moments réalisés
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010) Downloads

    See also Journal Article in Brussels Economic Review (2010)

2009

  1. Backtesting Value-at-Risk: A GMM Duration-Based Test
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans Downloads View citations (6)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2008) Downloads View citations (8)
    Post-Print, HAL (2008)
    Post-Print, HAL (2008) View citations (6)
    Post-Print, HAL (2008) View citations (3)
    Post-Print, HAL (2008)
    Post-Print, HAL (2008)
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2009) Downloads View citations (9)
    Working Papers, HAL (2008) Downloads View citations (8)
    Post-Print, HAL (2008)

    See also Journal Article in Journal of Financial Econometrics (2011)
  2. Energy demand models: a threshold panel specification of the 'Kuznets curve'
    Post-Print, HAL View citations (3)
    Also in Post-Print, HAL (2007)

    See also Journal Article in Applied Economics Letters (2009)

2008

  1. Estimates of Government Net Capital Stocks for 26 Developing Countries
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans View citations (3)
  2. Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002
    Post-Print, HAL
    Also in Policy Research Working Paper Series, The World Bank (2006) Downloads View citations (18)
  3. Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test
    Working Papers, HAL Downloads View citations (35)
  4. Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries
    Post-Print, HAL View citations (4)
  5. Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients
    Post-Print, HAL View citations (8)
    Also in Post-Print, HAL (2004) View citations (17)
    Post-Print, HAL (2007)
    Post-Print, HAL (2008) View citations (2)
  6. The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach
    Post-Print, HAL View citations (56)
    Also in Post-Print, HAL (2007) View citations (3)
    Post-Print, HAL (2006)
    Post-Print, HAL (2008) View citations (56)
    Post-Print, HAL (2008) View citations (55)
    Post-Print, HAL (2006)
    Post-Print, HAL (2006)
    Post-Print, HAL (2006)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2006) Downloads
    Post-Print, HAL (2006)
    Post-Print, HAL (2006) View citations (1)
    Working Papers, HAL (2007) Downloads View citations (2)

    See also Journal Article in Economic Modelling (2008)
  7. Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach
    Working Papers, HAL Downloads View citations (8)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2006) Downloads View citations (42)
    Working Papers, HAL (2006) Downloads View citations (46)
    Post-Print, HAL (2006) View citations (22)
    Post-Print, HAL (2006) View citations (22)
    Post-Print, HAL (2006) View citations (21)
    Post-Print, HAL (2006) View citations (22)
    Post-Print, HAL (2006) View citations (22)
    Post-Print, HAL (2006) View citations (21)

2007

  1. Backtesting Value-at-Risk Accuracy: A New Simple Test
    Post-Print, HAL View citations (5)
    Also in Post-Print, HAL (2006)
    Post-Print, HAL (2006)
    Post-Print, HAL (2006)
    Post-Print, HAL (2006)
    Post-Print, HAL (2006)
    Post-Print, HAL (2007) View citations (5)
    Post-Print, HAL (2006)
  2. Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule
    Post-Print, HAL View citations (10)
    See also Journal Article in Economic Systems (2007)
  3. How to Estimate Public Capital Productivity?
    Working Papers, HAL Downloads
  4. Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities
    Post-Print, HAL View citations (1)
    Also in Working Papers, HAL (2007) Downloads View citations (1)
    Post-Print, HAL (2007) View citations (1)
    Post-Print, HAL (2007)
    Post-Print, HAL (2007) View citations (1)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2007) View citations (1)
    Post-Print, HAL (2007) View citations (1)
  5. Modèles Non Linéaires et Prévisions
    Working Papers, HAL Downloads
    Also in Post-Print, HAL (2006) View citations (2)
    Post-Print, HAL (2006) View citations (2)
  6. Modèles à Changement de Régimes et Macro-économiques
    Post-Print, HAL
    Also in Post-Print, HAL (2007)
  7. Second Generation Panel Unit Root Tests
    Working Papers, HAL Downloads View citations (47)
  8. Testing Granger Non-Causality in Heterogeneous Panel Data Models
    Post-Print, HAL View citations (7)
  9. Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans View citations (9)
  10. Un Test de Validité de la Value-at-Risk
    Post-Print, HAL
    Also in Post-Print, HAL (2007)

    See also Journal Article in Revue économique (2007)
  11. Une Evaluation des Procédures de Backtesting
    Working Papers, HAL Downloads View citations (6)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2007) Downloads
  12. Une Synthèse des Tests de Cointégration sur Données de Panel
    Post-Print, HAL View citations (9)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2006) Downloads View citations (4)
    Working Papers, HAL (2006) Downloads View citations (10)

    See also Journal Article in Economie & Prévision (2007)
  13. Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes
    Post-Print, HAL
    Also in Post-Print, HAL (2007) View citations (1)
    Post-Print, HAL (2005)

    See also Journal Article in Finance (2008)
  14. What would Nelson and Plosser find had they used panel unit root tests?
    Working Papers, HAL Downloads View citations (6)
    See also Journal Article in Applied Economics (2010)

2006

  1. Backtesting VaR Accuracy: A New Simple Test
    Working Papers, HAL Downloads View citations (3)
    Also in Post-Print, HAL (2006)
  2. Backtesting VaR Accuracy: A Simple and Powerful Test
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans Downloads View citations (1)
  3. Economic Development and Energy Intensity: a Panel Data Analysis
    Post-Print, HAL View citations (6)
    Also in Post-Print, HAL (2006) View citations (11)
  4. Network effects of the productivity of infrastructure in developing countries
    Policy Research Working Paper Series, The World Bank Downloads View citations (21)
  5. Networks Effects in the Productivity of Infrastructures in Developing Countries
    Post-Print, HAL View citations (1)
  6. Une Synthèse des Tests de Racine Unitaire sur Données de Panel
    Post-Print, HAL Downloads View citations (37)
    Also in Post-Print, HAL (2005) View citations (33)

    See also Journal Article in Economie & Prévision (2005)

2005

  1. A Comment on The Dynamic Macroeconomic Effects of Public Capital
    Post-Print, HAL
  2. Downgrading in the First Job: Who and Why
    Post-Print, HAL
    See also Journal Article in Applied Economics Letters (2005)
  3. The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data
    Post-Print, HAL
    Also in CEPREMAP Working Papers (Couverture Orange), CEPREMAP (2003) Downloads View citations (1)
  4. The productivy Effects of Public Capital in Developing Countries
    Post-Print, HAL View citations (16)
  5. Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène
    Post-Print, HAL View citations (6)
    Also in Post-Print, HAL (2004) View citations (5)

    See also Journal Article in Revue économique (2005)

2004

  1. 20th Symposium on Monetary and Financial Economics
    Post-Print, HAL
  2. Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition
    Post-Print, HAL View citations (2)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2003) Downloads View citations (8)

2002

  1. A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (11)

1998

  1. La methode d'estimation des moindres carres modifies ou fully modified
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) View citations (1)

1997

  1. Taux d'actualisation public, distorsions fiscales et croissance
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads

Journal Articles

2019

  1. Pitfalls in systemic-risk scoring
    Journal of Financial Intermediation, 2019, 38, (C), 19-44 Downloads View citations (1)
    See also Working Paper (2019)
  2. The counterparty risk exposure of ETF investors
    Journal of Banking & Finance, 2019, 102, (C), 215-230 Downloads
    See also Working Paper (2014)

2018

  1. Loss functions for Loss Given Default model comparison
    European Journal of Operational Research, 2018, 268, (1), 348-360 Downloads View citations (2)

2017

  1. CoMargin
    Journal of Financial and Quantitative Analysis, 2017, 52, (5), 2183-2215 Downloads
    See also Working Paper (2015)
  2. La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?
    Revue économique, 2017, 68, (6), 1033-1062 Downloads
    See also Working Paper (2017)
  3. Risk Measure Inference
    Journal of Business & Economic Statistics, 2017, 35, (4), 499-512 Downloads View citations (4)
    See also Working Paper (2017)
  4. Where the Risks Lie: A Survey on Systemic Risk
    Review of Finance, 2017, 21, (1), 109-152 Downloads View citations (33)
    See also Working Paper (2017)

2016

  1. Do We Need High Frequency Data to Forecast Variances?
    Annals of Economics and Statistics, 2016, (123-124), 135-174 Downloads
    See also Working Paper (2016)
  2. Forecasting High‐Frequency Risk Measures
    Journal of Forecasting, 2016, 35, (3), 224-249 Downloads

2015

  1. A DARE for VaR
    Finance, 2015, 36, (1), 7-38 Downloads
  2. Implied Risk Exposures
    Review of Finance, 2015, 19, (6), 2183-2222 Downloads View citations (2)
    See also Working Paper (2015)

2014

  1. Currency crisis early warning systems: Why they should be dynamic
    International Journal of Forecasting, 2014, 30, (4), 1016-1029 Downloads View citations (10)
    See also Working Paper (2014)

2013

  1. Is public capital really productive? A methodological reappraisal
    European Journal of Operational Research, 2013, 228, (1), 122-130 Downloads View citations (1)
    See also Working Paper (2013)
  2. Network Effects and Infrastructure Productivity in Developing Countries
    Oxford Bulletin of Economics and Statistics, 2013, 75, (6), 887-913 Downloads View citations (2)
    See also Working Paper (2013)
  3. Testing Interval Forecasts: A GMM‐Based Approach
    Journal of Forecasting, 2013, 32, (2), 97-110 View citations (2)
    See also Working Paper (2013)
  4. The Risk Map: A new tool for validating risk models
    Journal of Banking & Finance, 2013, 37, (10), 3843-3854 Downloads View citations (14)
    See also Working Paper (2012)
  5. Why don't banks lend to Egypt's private sector?
    Economic Modelling, 2013, 33, (C), 347-356 Downloads View citations (5)
    See also Working Paper (2012)

2012

  1. Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests
    Finance, 2012, 33, (1), 79-112 Downloads View citations (14)
    See also Working Paper (2012)
  2. Extreme Financial cycles
    Revue d'économie politique, 2012, 122, (6), 823-831 Downloads
    See also Working Paper (2012)
  3. 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 (26)
    See also Working Paper (2012)
  4. Sampling error and double shrinkage estimation of minimum variance portfolios
    Journal of Empirical Finance, 2012, 19, (4), 511-527 Downloads View citations (9)
    See also Working Paper (2012)
  5. Testing for Granger non-causality in heterogeneous panels
    Economic Modelling, 2012, 29, (4), 1450-1460 Downloads View citations (281)
    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 (44)
    See also Working Paper (2009)

2010

  1. Are Public Investment Efficient in Creating Capital Stocks in Developing Countries?
    Economics Bulletin, 2010, 30, (4), 3177-3187 Downloads View citations (10)
  2. Un MEDAF à plusieurs moments réalisés
    Brussels Economic Review, 2010, 53, (3/4), 457-480 Downloads
    See also Working Paper (2010)
  3. What would Nelson and Plosser find had they used panel unit root tests?
    Applied Economics, 2010, 42, (12), 1515-1531 Downloads View citations (23)
    See also Working Paper (2007)

2009

  1. Energy demand models: a threshold panel specification of the 'Kuznets curve'
    Applied Economics Letters, 2009, 16, (12), 1241-1244 Downloads View citations (11)
    See also Working Paper (2009)

2008

  1. The Feldstein-Horioka puzzle: A panel smooth transition regression approach
    Economic Modelling, 2008, 25, (2), 284-299 Downloads View citations (105)
    See also Working Paper (2008)
  2. Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes »
    Finance, 2008, 29, (1), 53-80 Downloads
    See also Working Paper (2007)

2007

  1. Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule
    Economic Systems, 2007, 31, (2), 157-183 Downloads View citations (11)
    See also Working Paper (2007)
  2. Un test de validité de la Value at Risk
    Revue économique, 2007, 58, (3), 599-608 Downloads View citations (2)
    See also Working Paper (2007)
  3. Une synthèse des tests de cointégration sur données de Panel
    Economie & Prévision, 2007, n° 180-181, (4), 241-265 Downloads View citations (3)
    Also in Économie et Prévision, 2007, 180, (4), 241-265 (2007) Downloads View citations (8)

    See also Working Paper (2007)

2005

  1. Downgrading in the first job: who and why?
    Applied Economics Letters, 2005, 12, (4), 227-233 Downloads
    See also Working Paper (2005)
  2. Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries
    Journal of Economics, 2005, 86, (3), 308-312 Downloads View citations (1)
  3. Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène
    Revue économique, 2005, 56, (3), 799-809 Downloads View citations (16)
    See also Working Paper (2005)
  4. Une synthèse des tests de racine unitaire sur données de panel
    Economie & Prévision, 2005, n° 169-170-171, (3), 253-294 Downloads View citations (8)
    Also in Économie et Prévision, 2005, 169, (3), 253-294 (2005) Downloads View citations (16)

    See also Working Paper (2006)

2001

  1. Estimating the contribution of public capital with times series production functions: a case of unreliable inference
    Applied Economics Letters, 2001, 8, (2), 99-103 Downloads View citations (5)

1999

  1. La contribution du capital public à la productivité des facteurs privés: une estimation sur panel sectoriel pour dix pays de l'OCDE
    Économie et Prévision, 1999, 137, (1), 49-65 Downloads View citations (1)
  2. Taux d'actualisation public, distorsions fiscales et croissance endogène
    Annals of Economics and Statistics, 1999, (54), 173-201 Downloads
  3. Testing Convergence: A Panel Data Approach
    Annals of Economics and Statistics, 1999, (55-56), 411-427 Downloads View citations (14)

1996

  1. Le partage de la valeur ajoutée dans le cycle
    Économie et Prévision, 1996, 125, (4), 73-85 Downloads View citations (1)
 
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