Details about Christophe Hurlin

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 2023-08-30. Update your information in the RePEc Author Service.

Short-id: pch177

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Working Papers

2023

1. Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring
   Papers, arXiv.org

2022

2. Explainable Performance
   Working Papers, HAL
3. Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects
   Post-Print, HAL View citations (12)
   See also Journal Article in European Journal of Operational Research (2022)
4. Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance
   Working Papers, HAL
5. Statistique et probabilités en économie-gestion (2e édition)
   Post-Print, HAL
6. The Fairness of Credit Scoring Models
   Papers, arXiv.org View citations (2)
   Also in Working Papers, HAL (2021) View citations (4)
   LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2021) View citations (4)

2021

7. Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
   Post-Print, HAL View citations (6)
   Also in Working Papers, University of Geneva, Geneva School of Economics and Management (2020)
   Working Papers, HAL (2020) View citations (3)
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2019) View citations (1)
   See also Journal Article in Management Science (2021)
8. Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds
   Working Papers, HAL View citations (1)
   Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2020) View citations (2)
9. Non-Standard Errors
   Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz View citations (1)
   Also in Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (1)

2020

10. Reproducibility Certification in Economics Research
    Working Papers, HAL

2019

11. A Theoretical and Empirical Comparison of Systemic Risk Measures
    Working Papers, HAL View citations (4)
    Also in Working Papers, HAL (2013) View citations (101)
12. Certify reproducibility with confidential data
    Post-Print, HAL View citations (1)
13. 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 View citations (4)
    Also in Post-Print, HAL (2019) View citations (2)
    Working Papers, HAL (2019) View citations (3)
    See also Journal Article in Revue d'économie financière (2019)
14. Pitfalls in systemic-risk scoring
    Post-Print, HAL View citations (21)
    Also in Working Papers, HAL (2017) View citations (3)
    See also Journal Article in Journal of Financial Intermediation (2019)
15. The counterparty risk exposure of ETF investors
    Post-Print, HAL View citations (2)
    Also in Working Papers, HAL (2014) View citations (1)
    See also Journal Article in Journal of Banking & Finance (2019)

2018

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

2017

17. CoMargin
    Post-Print, HAL
    Also in Working Papers, HAL (2015)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2017)
18. La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?
    Post-Print, HAL
    See also Journal Article in Revue économique (2017)
19. Risk Measure Inference
    Post-Print, HAL View citations (7)
    Also in Working Papers, HAL (2015) View citations (6)
    See also Journal Article in Journal of Business & Economic Statistics (2017)
20. Where the Risks Lie: A Survey on Systemic Risk
    Post-Print, HAL View citations (181)
    Also in Working Papers, HAL (2015) View citations (30)
    Working Papers, HAL (2015) View citations (21)
    See also Journal Article in Review of Finance (2017)

2016

21. Do We Need High Frequency Data to Forecast Variances?
    Post-Print, HAL View citations (5)
    See also Journal Article in Annals of Economics and Statistics (2016)
22. Forecasting High-Frequency Risk Measures
    Post-Print, HAL
    See also Journal Article in Journal of Forecasting (2016)

2015

23. A DARE for VaR
    Post-Print, HAL View citations (4)
    See also Journal Article in Finance (2015)
24. Implied Risk Exposures
    Post-Print, HAL View citations (3)
    Also in Working Papers, HAL (2014)
    See also Journal Article in Review of Finance (2015)
25. Statistique et probabilités en économie-gestion
    Post-Print, HAL

2014

26. 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
27. Currency Crises Early Warning Systems: Why They Should Be Dynamic
    Post-Print, HAL View citations (15)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2010) View citations (12)
    Working Papers, Department of Research, Ipag Business School (2014) View citations (30)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2010) View citations (12)
    See also Journal Article in International Journal of Forecasting (2014)
28. Do We Need Ultra-High Frequency Data to Forecast Variances?
    Working Papers, HAL
29. How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (3)
30. The Collateral Risk of ETFs
    HEC Research Papers Series, HEC Paris View citations (2)

2013

31. Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors?
    Working Papers, HAL
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2011)
32. High-Frequency Risk Measures
    Working Papers, HAL
33. Is public capital really productive? A methodological reappraisal
    Post-Print, HAL View citations (4)
    Also in Working Papers, HAL (2012)
    See also Journal Article in European Journal of Operational Research (2013)
34. Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation
    Post-Print, HAL View citations (4)
    Also in Working Papers, HAL (2012) View citations (4)
    See also Chapter (2013)
35. Network Effects and Infrastructure Productivity in Developing Countries
    NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (9)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2009) View citations (2)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2013)
36. Systemic Risk Score: A Suggestion
    Working Papers, HAL View citations (2)
    Also in Working Papers, HAL (2013) View citations (3)
    HEC Research Papers Series, HEC Paris (2013) View citations (3)
37. Testing Interval Forecasts: a GMM-Based Approach
    Post-Print, HAL View citations (2)
    Also in Working Papers, HAL (2011) View citations (1)
    See also Journal Article in Journal of Forecasting (2013)

2012

38. Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests
    Post-Print, HAL View citations (18)
    Also in Working Papers, HAL (2012) View citations (19)
    See also Journal Article in Finance (2012)
39. Extreme Financial Cycles
    Working Papers, HAL
    See also Journal Article in Revue d'économie politique (2012)
40. How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods
    Post-Print, HAL View citations (52)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2010) View citations (9)
    See also Journal Article in IMF Economic Review (2012)
41. How to evaluate an Early Warning System ?
    Working Papers, HAL View citations (51)
42. Margin Backtesting
    Working Papers, HAL View citations (6)
43. RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results
    Working Papers, HAL View citations (2)
44. Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios
    Post-Print, HAL View citations (12)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2011) View citations (8)
    See also Journal Article in Journal of Empirical Finance (2012)
45. Testing for Granger Non-causality in Heterogeneous Panels
    Post-Print, HAL View citations (1074)
    Also in Working Papers, HAL (2012) View citations (1124)
    See also Journal Article in Economic Modelling (2012)
46. The Risk Map: A New Tool for Validating Risk Models
    Working Papers, HAL View citations (2)
    See also Journal Article in Journal of Banking & Finance (2013)
47. Why don't banks lend to Egypt's private sector ?
    Policy Research Working Paper Series, The World Bank View citations (3)
    See also Journal Article in Economic Modelling (2013)

2011

48. A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR
    Working Papers, HAL View citations (1)
49. Does soft information matter for financial analysts' forecasts? A gravity model approach
    Working Papers, HAL
50. Modelling Financial Crises Mutation
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans View citations (1)
51. 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

2010

52. Un MEDAF à plusieurs moments réalisés
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010)
    Post-Print, HAL (2010)
    See also Journal Article in Brussels Economic Review (2010)
53. What would Nelson and Plosser find had they used panel unit root tests?
    Post-Print, HAL View citations (1)
    Also in Working Papers, HAL (2007) View citations (6)
    See also Journal Article in Applied Economics (2010)

2009

54. 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 View citations (7)
    Also in Working Papers, HAL (2008) View citations (12)
    Post-Print, HAL (2008) View citations (3)
    Post-Print, HAL (2008) View citations (7)
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2009) View citations (3)
    Post-Print, HAL (2008) View citations (3)
    Post-Print, HAL (2008) View citations (3)
    Post-Print, HAL (2008) View citations (3)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2008) View citations (14)
    Post-Print, HAL (2008) View citations (10)
    See also Journal Article in The Journal of Financial Econometrics (2011)
55. Energy demand models: a threshold panel specification of the 'Kuznets curve'
    Post-Print, HAL View citations (11)
    Also in Post-Print, HAL (2007)
    See also Journal Article in Applied Economics Letters (2009)

2008

56. 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 (6)
57. Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002
    Post-Print, HAL View citations (2)
    Also in Policy Research Working Paper Series, The World Bank (2006) View citations (24)
58. Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test
    Working Papers, HAL View citations (39)
59. Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries
    Post-Print, HAL View citations (4)
60. Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients
    Post-Print, HAL View citations (11)
    Also in Post-Print, HAL (2008) View citations (3)
    Post-Print, HAL (2007)
    Post-Print, HAL (2004) View citations (52)
61. The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach
    Post-Print, HAL View citations (134)
    Also in Post-Print, HAL (2008) View citations (134)
    Post-Print, HAL (2006)
    Post-Print, HAL (2006)
    Post-Print, HAL (2006)
    Post-Print, HAL (2006) View citations (1)
    Post-Print, HAL (2008) View citations (134)
    Post-Print, HAL (2007) View citations (5)
    Post-Print, HAL (2006)
    Post-Print, HAL (2006)
    Working Papers, HAL (2007) View citations (2)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2006)
    See also Journal Article in Economic Modelling (2008)
62. Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach
    Working Papers, HAL View citations (10)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2006) View citations (119)
    Post-Print, HAL (2006) View citations (117)
    Working Papers, HAL (2006) View citations (116)
    Post-Print, HAL (2006) View citations (111)
    Post-Print, HAL (2006) View citations (111)
    Post-Print, HAL (2006) View citations (104)
    Post-Print, HAL (2006) View citations (105)
    Post-Print, HAL (2006) View citations (104)

2007

63. Backtesting Value-at-Risk Accuracy: A New Simple Test
    Post-Print, HAL View citations (7)
    Also in Post-Print, HAL (2006) View citations (6)
    Post-Print, HAL (2006) View citations (5)
    Post-Print, HAL (2006) View citations (5)
    Post-Print, HAL (2007) View citations (7)
    Post-Print, HAL (2006) View citations (5)
    Post-Print, HAL (2006) View citations (4)
    Post-Print, HAL (2006) View citations (4)
64. Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule
    Post-Print, HAL View citations (14)
    See also Journal Article in Economic Systems (2007)
65. How to Estimate Public Capital Productivity?
    Working Papers, HAL
66. Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities
    Post-Print, HAL View citations (1)
    Also in Working Papers, HAL (2007) View citations (1)
    Post-Print, HAL (2007) View citations (1)
    Post-Print, HAL (2007) View citations (1)
    Post-Print, HAL (2007) View citations (1)
    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)
67. Modèles Non Linéaires et Prévisions
    Working Papers, HAL
    Also in Post-Print, HAL (2006) View citations (2)
    Post-Print, HAL (2006) View citations (2)
68. Modèles à Changement de Régimes et Macro-économiques
    Post-Print, HAL
    Also in Post-Print, HAL (2007)
69. Second Generation Panel Unit Root Tests
    Working Papers, HAL View citations (73)
70. Testing Granger Non-Causality in Heterogeneous Panel Data Models
    Post-Print, HAL View citations (8)
71. 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 (14)
72. 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)
73. Une Evaluation des Procédures de Backtesting
    Working Papers, HAL View citations (6)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2007)
74. Une Synthèse des Tests de Cointégration sur Données de Panel
    Post-Print, HAL View citations (9)
    Also in Working Papers, HAL (2006) View citations (10)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2006) View citations (4)
    See also Journal Article in Economie & Prévision (2007)
75. Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes
    Post-Print, HAL View citations (1)
    Also in Post-Print, HAL (2007)
    Post-Print, HAL (2005)
    See also Journal Article in Finance (2008)

2006

76. Backtesting VaR Accuracy: A New Simple Test
    Working Papers, HAL View citations (3)
    Also in Post-Print, HAL (2006)
77. 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 View citations (2)
78. Economic Development and Energy Intensity: a Panel Data Analysis
    Post-Print, HAL View citations (6)
    Also in Post-Print, HAL (2006) View citations (12)
    See also Chapter (2007)
79. Network effects of the productivity of infrastructure in developing countries
    Policy Research Working Paper Series, The World Bank View citations (24)
80. Networks Effects in the Productivity of Infrastructures in Developing Countries
    Post-Print, HAL View citations (2)
81. Une Synthèse des Tests de Racine Unitaire sur Données de Panel
    Post-Print, HAL View citations (36)
    Also in Post-Print, HAL (2005) View citations (41)
    See also Journal Article in Économie et Prévision (2005)

2005

82. A Comment on The Dynamic Macroeconomic Effects of Public Capital
    Post-Print, HAL
83. Downgrading in the First Job: Who and Why
    Post-Print, HAL
    See also Journal Article in Applied Economics Letters (2005)
84. 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) View citations (3)
85. The productivy Effects of Public Capital in Developing Countries
    Post-Print, HAL View citations (17)
86. Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène
    Post-Print, HAL View citations (7)
    Also in Post-Print, HAL (2004) View citations (5)
    See also Journal Article in Revue économique (2005)

2004

87. 20th Symposium on Monetary and Financial Economics
    Post-Print, HAL
88. 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) View citations (7)

2002

89. A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland
    NBP Working Papers, Narodowy Bank Polski View citations (14)

1999

90. Testing Convergence: A Panel Data Approach
    Post-Print, HAL View citations (15)
    See also Journal Article in Annals of Economics and Statistics (1999)

1998

91. 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

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

Journal Articles

2022

1. Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
   European Journal of Operational Research, 2022, 297, (3), 1178-1192 View citations (12)
   See also Working Paper (2022)

2021

2. Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
   Management Science, 2021, 67, (9), 5730-5754
   See also Working Paper (2021)

2019

3. Machine learning et nouvelles sources de données pour le scoring de crédit
   Revue d'économie financière, 2019, N° 135, (3), 21-50 View citations (4)
   See also Working Paper (2019)
4. Pitfalls in systemic-risk scoring
   Journal of Financial Intermediation, 2019, 38, (C), 19-44 View citations (21)
   See also Working Paper (2019)
5. The counterparty risk exposure of ETF investors
   Journal of Banking & Finance, 2019, 102, (C), 215-230 View citations (2)
   See also Working Paper (2019)

2018

6. Loss functions for Loss Given Default model comparison
   European Journal of Operational Research, 2018, 268, (1), 348-360 View citations (12)

2017

7. CoMargin
   Journal of Financial and Quantitative Analysis, 2017, 52, (5), 2183-2215
   See also Working Paper (2017)
8. La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?
   Revue économique, 2017, 68, (6), 1033-1062
   See also Working Paper (2017)
9. Risk Measure Inference
   Journal of Business & Economic Statistics, 2017, 35, (4), 499-512 View citations (8)
   See also Working Paper (2017)
10. Where the Risks Lie: A Survey on Systemic Risk
    Review of Finance, 2017, 21, (1), 109-152 View citations (181)
    See also Working Paper (2017)

2016

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

2015

13. A DARE for VaR
    Finance, 2015, 36, (1), 7-38 View citations (4)
    See also Working Paper (2015)
14. Implied Risk Exposures
    Review of Finance, 2015, 19, (6), 2183-2222 View citations (3)
    See also Working Paper (2015)

2014

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

2013

16. Is public capital really productive? A methodological reappraisal
    European Journal of Operational Research, 2013, 228, (1), 122-130 View citations (4)
    See also Working Paper (2013)
17. Network Effects and Infrastructure Productivity in Developing Countries
    Oxford Bulletin of Economics and Statistics, 2013, 75, (6), 887-913 View citations (9)
    See also Working Paper (2013)
18. Testing Interval Forecasts: A GMM‐Based Approach
    Journal of Forecasting, 2013, 32, (2), 97-110 View citations (2)
    See also Working Paper (2013)
19. The Risk Map: A new tool for validating risk models
    Journal of Banking & Finance, 2013, 37, (10), 3843-3854 View citations (26)
    See also Working Paper (2012)
20. Why don't banks lend to Egypt's private sector?
    Economic Modelling, 2013, 33, (C), 347-356 View citations (5)
    See also Working Paper (2012)

2012

21. Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests
    Finance, 2012, 33, (1), 79-112 View citations (19)
    See also Working Paper (2012)
22. Extreme Financial cycles
    Revue d'économie politique, 2012, 122, (6), 823-831
    See also Working Paper (2012)
23. 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 View citations (57)
    See also Working Paper (2012)
24. Sampling error and double shrinkage estimation of minimum variance portfolios
    Journal of Empirical Finance, 2012, 19, (4), 511-527 View citations (14)
    See also Working Paper (2012)
25. Testing for Granger non-causality in heterogeneous panels
    Economic Modelling, 2012, 29, (4), 1450-1460 View citations (1086)
    See also Working Paper (2012)

2011

26. Backtesting Value-at-Risk: A GMM Duration-Based Test
    The Journal of Financial Econometrics, 2011, 9, (2), 314-343 View citations (53)
    See also Working Paper (2009)

2010

27. Are Public Investment Efficient in Creating Capital Stocks in Developing Countries?
    Economics Bulletin, 2010, 30, (4), 3177-3187 View citations (12)
28. Un MEDAF à plusieurs moments réalisés
    Brussels Economic Review, 2010, 53, (3/4), 457-480
    See also Working Paper (2010)
29. What would Nelson and Plosser find had they used panel unit root tests?
    Applied Economics, 2010, 42, (12), 1515-1531 View citations (31)
    See also Working Paper (2010)

2009

30. Energy demand models: a threshold panel specification of the 'Kuznets curve'
    Applied Economics Letters, 2009, 16, (12), 1241-1244 View citations (18)
    See also Working Paper (2009)

2008

31. The Feldstein-Horioka puzzle: A panel smooth transition regression approach
    Economic Modelling, 2008, 25, (2), 284-299 View citations (130)
    See also Working Paper (2008)
32. Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes »
    Finance, 2008, 29, (1), 53-80 View citations (4)
    See also Working Paper (2007)

2007

33. 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 View citations (16)
    See also Working Paper (2007)
34. Un test de validité de la Value at Risk
    Revue économique, 2007, 58, (3), 599-608 View citations (2)
    See also Working Paper (2007)
35. Une synthèse des tests de cointégration sur données de Panel
    Economie & Prévision, 2007, n° 180-181, (4), 241-265 View citations (3)
    Also in Économie et Prévision, 2007, 180, (4), 241-265 (2007) View citations (8)
    See also Working Paper (2007)

2005

36. Downgrading in the first job: who and why?
    Applied Economics Letters, 2005, 12, (4), 227-233
    See also Working Paper (2005)
37. Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries
    Journal of Economics, 2005, 86, (3), 308-312 View citations (1)
38. Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène
    Revue économique, 2005, 56, (3), 799-809 View citations (18)
    See also Working Paper (2005)
39. Une synthèse des tests de racine unitaire sur données de panel
    Économie et Prévision, 2005, 169, (3), 253-294 View citations (26)
    Also in Economie & Prévision, 2005, n° 169-170-171, (3), 253-294 (2005) View citations (17)
    See also Working Paper (2006)

2001

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

1999

41. 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 View citations (1)
42. Taux d'actualisation public, distorsions fiscales et croissance endogène
    Annals of Economics and Statistics, 1999, (54), 173-201
43. Testing Convergence: A Panel Data Approach
    Annals of Economics and Statistics, 1999, (55-56), 411-427 View citations (8)
    See also Working Paper (1999)

1996

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

Chapters

2013

1. Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation
   A chapter in VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, 2013, vol. 32, pp 395-427
   See also Working Paper (2013)

2007

2. Economic Development and Energy Intensity: A Panel Data Analysis
   Palgrave Macmillan View citations (15)
   See also Working Paper (2006)