Details about Laurent Mathieu

Access statistics for papers by Laurent Mathieu.

Last updated 2022-12-24. Update your information in the RePEc Author Service.

Short-id: pma3235

Working Papers

2016

1. Cadrage macroéconomique et faits stylisés
   Post-Print, HAL

2009

2. Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ?
   Post-Print, HAL

2008

3. Explaining the European exchange rates deviations: long memory or nonlinear adjustment?
   Post-Print, HAL View citations (23)
   See also Journal Article Explaining the European exchange rates deviations: Long memory or non-linear adjustment?, Journal of International Financial Markets, Institutions and Money, Elsevier (2008) View citations (26) (2008)

2006

4. Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration
   Post-Print, HAL View citations (16)
   Also in International Finance, University Library of Munich, Germany (2003)
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002) View citations (5)
   See also Journal Article Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration, Applied Economics, Taylor & Francis Journals (2006) View citations (23) (2006)

2004

5. Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ?
   Post-Print, HAL
   See also Journal Article Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?, Revue économique, Presses de Sciences-Po (2004) (2004)

1998

6. Le taux de change du dollar contre le mark suit-il une dynamique non-linéaire? Une évaluation empirique sur données infra-journalières
   Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)

Journal Articles

2008

1. Explaining the European exchange rates deviations: Long memory or non-linear adjustment?
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (3), 207-215 View citations (26)
   See also Working Paper Explaining the European exchange rates deviations: long memory or nonlinear adjustment?, Post-Print (2008) View citations (23) (2008)

2006

2. Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration
   Applied Economics, 2006, 38, (2), 203-229 View citations (23)
   See also Working Paper Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration, Post-Print (2006) View citations (16) (2006)

2004

3. Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?
   Revue économique, 2004, 55, (3), 449-458
   See also Working Paper Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ?, Post-Print (2004) (2004)

1994

4. Les théories explicatives du taux de change: de Cassel au début des années quatre-vingt
   Revue Française d'Économie, 1994, 9, (3), 53-111
5. METHODS IN ECONOMICS: TESTING FOR LINEARITY
   Journal des Economistes et des Etudes Humaines, 1994, 5, (2-3), 393-408