Details about Christophe Hurlin
Access statistics for papers by Christophe Hurlin.
Last updated 2023-08-30. Update your information in the RePEc Author Service.
Short-id: pch177
Jump to Journal Articles Chapters
Working Papers
2023
- Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring
Papers, arXiv.org
2022
- Explainable Performance
Working Papers, HAL
- 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)
- Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance
Working Papers, HAL
- Statistique et probabilités en économie-gestion (2e édition)
Post-Print, HAL
- 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
- 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)
- 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)
- 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
- Reproducibility Certification in Economics Research
Working Papers, HAL
2019
- A Theoretical and Empirical Comparison of Systemic Risk Measures
Working Papers, HAL View citations (4)
Also in Working Papers, HAL (2013) View citations (101)
- Certify reproducibility with confidential data
Post-Print, HAL View citations (1)
- 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)
- 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)
- 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
- Loss Functions for LGD Models Comparison
Post-Print, HAL
Also in Working Papers, HAL (2018)
2017
- CoMargin
Post-Print, HAL
Also in Working Papers, HAL (2015) 
See also Journal Article in Journal of Financial and Quantitative Analysis (2017)
- La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?
Post-Print, HAL
See also Journal Article in Revue économique (2017)
- 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)
- 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
- 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)
- Forecasting High-Frequency Risk Measures
Post-Print, HAL
See also Journal Article in Journal of Forecasting (2016)
2015
- A DARE for VaR
Post-Print, HAL View citations (4)
See also Journal Article in Finance (2015)
- Implied Risk Exposures
Post-Print, HAL View citations (3)
Also in Working Papers, HAL (2014) 
See also Journal Article in Review of Finance (2015)
- Statistique et probabilités en économie-gestion
Post-Print, HAL
2014
- 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
- 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)
- Do We Need Ultra-High Frequency Data to Forecast Variances?
Working Papers, HAL
- 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)
- The Collateral Risk of ETFs
HEC Research Papers Series, HEC Paris View citations (2)
2013
- 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)
- High-Frequency Risk Measures
Working Papers, HAL
- 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)
- 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)
- 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)
- 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)
- 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
- 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)
- Extreme Financial Cycles
Working Papers, HAL 
See also Journal Article in Revue d'économie politique (2012)
- 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)
- How to evaluate an Early Warning System ?
Working Papers, HAL View citations (51)
- Margin Backtesting
Working Papers, HAL View citations (6)
- RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results
Working Papers, HAL View citations (2)
- 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)
- 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)
- 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)
- 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
- A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR
Working Papers, HAL View citations (1)
- Does soft information matter for financial analysts' forecasts? A gravity model approach
Working Papers, HAL
- Modelling Financial Crises Mutation
LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans View citations (1)
- 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
- 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)
- 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
- 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)
- 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
- 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)
- 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)
- Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test
Working Papers, HAL View citations (39)
- Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries
Post-Print, HAL View citations (4)
- 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)
- 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)
- 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
- 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)
- 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)
- How to Estimate Public Capital Productivity?
Working Papers, HAL
- 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)
- Modèles Non Linéaires et Prévisions
Working Papers, HAL 
Also in Post-Print, HAL (2006) View citations (2) Post-Print, HAL (2006) View citations (2)
- Modèles à Changement de Régimes et Macro-économiques
Post-Print, HAL
Also in Post-Print, HAL (2007)
- Second Generation Panel Unit Root Tests
Working Papers, HAL View citations (73)
- Testing Granger Non-Causality in Heterogeneous Panel Data Models
Post-Print, HAL View citations (8)
- 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)
- 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)
- 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)
- 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)
- 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
- Backtesting VaR Accuracy: A New Simple Test
Working Papers, HAL View citations (3)
Also in Post-Print, HAL (2006)
- 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)
- 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)
- Network effects of the productivity of infrastructure in developing countries
Policy Research Working Paper Series, The World Bank View citations (24)
- Networks Effects in the Productivity of Infrastructures in Developing Countries
Post-Print, HAL View citations (2)
- 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
- A Comment on The Dynamic Macroeconomic Effects of Public Capital
Post-Print, HAL
- Downgrading in the First Job: Who and Why
Post-Print, HAL
See also Journal Article in Applied Economics Letters (2005)
- 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)
- The productivy Effects of Public Capital in Developing Countries
Post-Print, HAL View citations (17)
- 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
- 20th Symposium on Monetary and Financial Economics
Post-Print, HAL
- 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
- 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
- Testing Convergence: A Panel Data Approach
Post-Print, HAL View citations (15)
See also Journal Article in Annals of Economics and Statistics (1999)
1998
- 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
- Taux d'actualisation public, distorsions fiscales et croissance
CEPREMAP Working Papers (Couverture Orange), CEPREMAP
Journal Articles
2022
- 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
- Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
Management Science, 2021, 67, (9), 5730-5754 
See also Working Paper (2021)
2019
- 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)
- Pitfalls in systemic-risk scoring
Journal of Financial Intermediation, 2019, 38, (C), 19-44 View citations (21)
See also Working Paper (2019)
- 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
- Loss functions for Loss Given Default model comparison
European Journal of Operational Research, 2018, 268, (1), 348-360 View citations (12)
2017
- CoMargin
Journal of Financial and Quantitative Analysis, 2017, 52, (5), 2183-2215 
See also Working Paper (2017)
- 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)
- Risk Measure Inference
Journal of Business & Economic Statistics, 2017, 35, (4), 499-512 View citations (8)
See also Working Paper (2017)
- 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
- 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)
- Forecasting High‐Frequency Risk Measures
Journal of Forecasting, 2016, 35, (3), 224-249 
See also Working Paper (2016)
2015
- A DARE for VaR
Finance, 2015, 36, (1), 7-38 View citations (4)
See also Working Paper (2015)
- Implied Risk Exposures
Review of Finance, 2015, 19, (6), 2183-2222 View citations (3)
See also Working Paper (2015)
2014
- 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
- 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)
- 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)
- Testing Interval Forecasts: A GMM‐Based Approach
Journal of Forecasting, 2013, 32, (2), 97-110 View citations (2)
See also Working Paper (2013)
- 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)
- 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
- 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)
- Extreme Financial cycles
Revue d'économie politique, 2012, 122, (6), 823-831 
See also Working Paper (2012)
- 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)
- 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)
- Testing for Granger non-causality in heterogeneous panels
Economic Modelling, 2012, 29, (4), 1450-1460 View citations (1086)
See also Working Paper (2012)
2011
- 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
- Are Public Investment Efficient in Creating Capital Stocks in Developing Countries?
Economics Bulletin, 2010, 30, (4), 3177-3187 View citations (12)
- Un MEDAF à plusieurs moments réalisés
Brussels Economic Review, 2010, 53, (3/4), 457-480 
See also Working Paper (2010)
- 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
- 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
- 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)
- 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
- 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)
- Un test de validité de la Value at Risk
Revue économique, 2007, 58, (3), 599-608 View citations (2)
See also Working Paper (2007)
- 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
- Downgrading in the first job: who and why?
Applied Economics Letters, 2005, 12, (4), 227-233 
See also Working Paper (2005)
- 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)
- 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)
- 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
- 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
- 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)
- Taux d'actualisation public, distorsions fiscales et croissance endogène
Annals of Economics and Statistics, 1999, (54), 173-201
- 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
- Le partage de la valeur ajoutée dans le cycle
Économie et Prévision, 1996, 125, (4), 73-85 View citations (1)
Chapters
2013
- 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
- Economic Development and Energy Intensity: A Panel Data Analysis
Palgrave Macmillan View citations (15)
See also Working Paper (2006)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|