Details about Sebastien Fries

Access statistics for papers by Sebastien Fries.

Last updated 2020-05-19. Update your information in the RePEc Author Service.

Short-id: pfr381

Working Papers

2020

1. Understanding the explosive trend in EU ETS prices -- fundamentals or speculation?
   Papers, arXiv.org View citations (5)

2019

2. Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds
   MPRA Paper, University Library of Munich, Germany View citations (1)

2017

3. Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles
   MPRA Paper, University Library of Munich, Germany View citations (12)
   See also Journal Article MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES, Econometric Theory, Cambridge University Press (2019) View citations (30) (2019)

2016

4. National natural rates of interest and the single monetary policy in the Euro Area
   Working papers, Banque de France View citations (19)
   See also Journal Article National natural rates of interest and the single monetary policy in the euro area, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (28) (2018)

Journal Articles

2019

1. MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES
   Econometric Theory, 2019, 35, (6), 1234-1270 View citations (30)
   See also Working Paper Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles, MPRA Paper (2017) View citations (12) (2017)

2018

2. National natural rates of interest and the single monetary policy in the euro area
   Journal of Applied Econometrics, 2018, 33, (6), 763-779 View citations (28)
   See also Working Paper National natural rates of interest and the single monetary policy in the Euro Area, Working papers (2016) View citations (19) (2016)