Details about Nicolas Million

Access statistics for papers by Nicolas Million.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pmi58

Working Papers

2010

1. Shifting Regimes in the Relationship between Interest Rates and Inflation: A Threshold Cointegration Approach
   EcoMod2003, EcoMod

2009

2. Stock market integration in the Latin American markets: further evidence from nonlinear modeling
   Post-Print, HAL View citations (6)
   Also in Papers, arXiv.org (2009) View citations (7)
   See also Journal Article Stock market integration in the Latin American markets: further evidence from nonlinear modeling, Economics Bulletin, AccessEcon (2009) View citations (7) (2009)

2008

3. Test simultan de la non-stationnarit et de la non-lin arit: une application au taux d.int r t r el am ricain
   Working papers, Banque de France

2007

4. Effet peso: présentation théorique et application à la politique monétaire
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne View citations (1)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) View citations (1)

2006

5. Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
   Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2006)

2004

6. Instabilité de la courbe de Phillips aux Etats-Unis: un modèle explicatif à changements de régimes
   Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1)
7. The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model
   Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
   Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations (1)

Journal Articles

2010

1. Test simultané de la non-stationnarité et de la non-linéarité: une application au taux d'intérêt réel américain
   Economie & Prévision, 2010, n° 192, (1), 83-95 View citations (1)
   Also in Économie et Prévision, 2010, 192, (1), 83-95 (2010) View citations (1)

2009

2. Stock market integration in the Latin American markets: further evidence from nonlinear modeling
   Economics Bulletin, 2009, 29, (1), 162-168 View citations (7)
   See also Working Paper Stock market integration in the Latin American markets: further evidence from nonlinear modeling, Post-Print (2009) View citations (6) (2009)

2004

3. Central Bank's interventions and the Fisher hypothesis: a threshold cointegration investigation
   Economic Modelling, 2004, 21, (6), 1051-1064 View citations (29)

2003

4. The Fisher Effect revisited through an efficient non linear unit root testing procedure
   Applied Economics Letters, 2003, 10, (15), 951-954 View citations (6)