Details about Valérie Mignon

E-mail:
Homepage:	https://economix.fr/fr/membre/mignon-valerie
Postal address:	University of Paris Nanterre EconomiX 200 avenue de la Republique 92001 Nanterre Cedex France
Workplace:	Centre d'études prospectives et d'informations internationales (CEPII) (French Center in International Economics), (more information at EDIRC) EconomiX, Université Paris-Nanterre (Paris X) (University of Paris-Nanterre), (more information at EDIRC)

Access statistics for papers by Valérie Mignon.

Last updated 2024-04-06. Update your information in the RePEc Author Service.

Short-id: pmi86

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Working Papers

2024

1. Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?
   EconomiX Working Papers, University of Paris Nanterre, EconomiX
   Also in Working Papers, HAL (2024)
2. How Do Political Tensions and Geopolitical Risks Impact Oil Prices?
   Post-Print, HAL View citations (1)
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2023) View citations (4)
   Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2023) View citations (1)
   Post-Print, HAL (2023)
   Working Papers, International Network for Economic Research - INFER (2023) View citations (1)
   Working Papers, HAL (2023)
   See also Journal Article How do political tensions and geopolitical risks impact oil prices?, Energy Economics, Elsevier (2024) View citations (1) (2024)
3. On the time-varying impact of China’s bilateral political relations on its trading partners: “doux commerce” or “trade follows the flag”?
   Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg
   Also in Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2023)
   CESifo Working Paper Series, CESifo (2023)
   See also Journal Article On the time-varying impact of China's bilateral political relations on its trading partners: “Doux commerce” or “trade follows the flag”?, China Economic Review, Elsevier (2024) (2024)
4. Principles of Econometrics. Theory and Applications
   Post-Print, HAL
5. Reasons Behind Words: OPEC Narratives and the Oil Market
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
   Also in Working Papers, CEPII research center (2023)
   Working Papers, HAL (2023)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2023)
6. Reconciling Contrasting Views on the Growth Effect of Currency Undervaluations
   Working Papers, CEPII research center
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2024)
   Working Papers, HAL (2024)
7. The Industrial Cost of Fixed Exchange Rate Regimes
   Working Papers, CEPII research center
   Also in Working Papers, HAL (2024)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2024)

2023

8. Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions
   Working Papers, HAL
   Also in Post-Print, HAL (2023)
   Post-Print, HAL (2023)
   Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2022)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2023)
9. Current Account Balances' Divergence in the Euro Area: An Appraisal of the Underlying Forces
   Post-Print, HAL
   Also in Working Papers, CEPII research center (2022)
   Post-Print, HAL (2023)
   Working Papers, HAL (2023)
   See also Journal Article Current Account Balances’ Divergence in the Euro Area: An Appraisal of the Underlying Forces, The B.E. Journal of Macroeconomics, De Gruyter (2024) (2024)
10. Current account balances’ divergence in the euro area: an appraisal of the underlying forces
    EconomiX Working Papers, University of Paris Nanterre, EconomiX
11. Dating business cycles in France: a reference chronology
    (Les cycles économiques de la France: une datation de référence)
    Post-Print, HAL
    Also in Working Papers, HAL (2021) View citations (1)
    Working Papers, HAL (2021)
    Working Papers, HAL (2021)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021) View citations (2)
    Post-Print, HAL (2022)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2021)
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021) View citations (2)
    Working Papers, Association Française de Cliométrie (AFC) (2021) View citations (2)
    SciencePo Working papers Main, HAL (2021)
12. On the time-varying impact of China's bilateral political relations on its trading partners (1960-2022)
    Working Papers, HAL
    Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2023)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2023)
13. Une exploitation durable des métaux stratégiques est-elle possible ?
    Post-Print, HAL
14. What Makes Econometric Ideas Popular: The Role of Connectivity
    EconomiX Working Papers, University of Paris Nanterre, EconomiX
    Also in Working Papers, HAL (2023)
    See also Journal Article What makes econometric ideas popular: The role of connectivity, Research Policy, Elsevier (2024) (2024)

2022

15. Dividendes, actionnaires et croissance économique
    Post-Print, HAL
16. Guerre en Ukraine: bouleversements et défis énergétiques en Europe
    CEPII Policy Brief, CEPII research center View citations (5)
    Also in Post-Print, HAL (2022)
17. La dépendance de l’Europe au gaz russe: état des lieux et perspectives
    Post-Print, HAL
    See also Journal Article La dépendance de l’Europe au gaz russe: état des lieux et perspectives, Revue d'économie financière, Association d'économie financière (2022) (2022)
18. Les pays de la zone euro sont-ils suffisamment homogènes pour partager la même monnaie ?
    Post-Print, HAL
    See also Journal Article Les pays de la zone euro sont-ils suffisamment homogènes pour partager la même monnaie ?, Revue d'économie financière, Association d'économie financière (2022) (2022)
19. Métaux stratégiques et mondialisation
    Post-Print, HAL
20. Métaux stratégiques: l’hégémonie chinoise
    Post-Print, HAL
21. Not All Political Relation Shocks are Alike: Assessing the Impacts of US-China Tensions on the Oil Market
    Post-Print, HAL View citations (7)
    Also in Working Papers, HAL (2022)
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2022) View citations (15)
    Working Papers, CEPII research center (2022) View citations (15)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2022) View citations (15)
    See also Journal Article Not all political relation shocks are alike: Assessing the impacts of US–China tensions on the oil market, Energy Economics, Elsevier (2022) View citations (7) (2022)
22. On the economic desirability of the West African monetary union: would one currency fit all?
    Post-Print, HAL View citations (2)
    Also in Working Papers, CEPII research center (2021)
    See also Journal Article On the economic desirability of the West African monetary union: Would one currency fit all?, Economic Modelling, Elsevier (2022) View citations (2) (2022)
23. Reasons Behind Words: Cause and Consequences of OPEC Narratives
    Post-Print, HAL
24. Réguler les GAFAM
    Post-Print, HAL
25. Statistique et probabilités en économie-gestion (2e édition)
    Post-Print, HAL

2021

26. Currency misalignments and exchange rate regimes in Latin American countries: a trade-off issue
    Post-Print, HAL View citations (2)
    Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2020) View citations (2)
    Working Papers, HAL (2020)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2020) View citations (3)
    Working Papers, CEPII research center (2020) View citations (3)
    See also Journal Article Currency Misalignments and Exchange Rate Regimes in Latin American Countries: A Trade-Off Issue, Annals of Economics and Statistics, GENES (2021) View citations (1) (2021)
27. Dater les cycles économiques en France: pourquoi et comment ?
    Post-Print, HAL
28. Determinants of solar photovoltaic deployment in the electricity mix: Do oil prices really matter?
    Post-Print, HAL View citations (5)
    Also in Post-Print, HAL (2021) View citations (5)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2019)
    Post-Print, HAL (2019)
    See also Journal Article Determinants of solar photovoltaic deployment in the electricity mix: Do oil prices really matter?, Energy Economics, Elsevier (2021) View citations (5) (2021)
29. Devenir professeur des universités aujourd'hui: comment et quelles perspectives ?
    Post-Print, HAL
30. Does backward participation in global value chains affect countries’ current account position?
    Post-Print, HAL View citations (1)
    See also Journal Article Does backward participation in global value chains affect countries’ current account position?, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2021) View citations (1) (2021)
31. Financement de la recherche en France: un focus sur le système universitaire français
    Post-Print, HAL
32. Les cycles économiques de la France: une datation de référence
    EconomiX Working Papers, University of Paris Nanterre, EconomiX
    Also in Working Papers, Association Française de Cliométrie (AFC) (2021)
33. Les cycles économiques de la France: une datation de référence
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2021)
    Working Papers, HAL (2021)
    See also Journal Article Les cycles économiques de la France: une datation de référence, Revue économique, Presses de Sciences-Po (2023) (2023)
34. MULTIPRIL, a New Database on Multilateral Price Levels and Currency Misalignments
    Post-Print, HAL View citations (1)
    Also in Working Papers, CEPII research center (2020) View citations (1)
    See also Journal Article MULTIPRIL, a New Database on Multilateral Price Levels and Currency Misalignments, International Economics, CEPII research center (2021) View citations (1) (2021)
35. On the desirability of the West African monetary union
    EconomiX Working Papers, University of Paris Nanterre, EconomiX
    Also in Working Papers, HAL (2021)

2020

36. Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure
    Post-Print, HAL View citations (1)
    Also in Working Papers, HAL (2019)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2019) View citations (1)
    Working Papers, CEPII research center (2019) View citations (1)
    See also Journal Article Exchange rate pass-through to import prices: accounting for changes in the eurozone trade structure, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2020) View citations (1) (2020)
37. Heterogeneity within the euro area: New insights into an old story
    Post-Print, HAL View citations (10)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2019) View citations (7)
    Working Papers, CEPII research center (2019) View citations (7)
    Working Papers, HAL (2019)
    Post-Print, HAL (2019) View citations (5)
    See also Journal Article Heterogeneity within the euro area: New insights into an old story, Economic Modelling, Elsevier (2020) View citations (12) (2020)
38. Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database
    Post-Print, HAL View citations (6)
    Also in Working Papers, CEPII research center (2019) View citations (5)
    See also Journal Article Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database, International Economics, CEPII research center (2020) View citations (2) (2020)
39. Numérique et liberté, une équation compliquée
    Post-Print, HAL
40. On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?
    Post-Print, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2017) View citations (3)
    Working Papers, HAL (2017)
    Working Papers, CEPII research center (2017) View citations (1)
    See also Chapter On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?, Dynamic Modeling and Econometrics in Economics and Finance, Springer (2021) View citations (1) (2021)
41. The tale of two international phenomena: Migration and global imbalances
    Post-Print, HAL View citations (1)
    See also Journal Article The tale of two international phenomena: Migration and global imbalances, Journal of Macroeconomics, Elsevier (2020) View citations (1) (2020)

2019

42. Determinants of investments in solar photovoltaic: Do oil prices really matter?
    Working Papers, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2019) View citations (1)
43. La blockchain: nouvel intermédiaire de confiance ?
    Post-Print, HAL
44. Les banques face à la désintermédiation
    Post-Print, HAL

2018

45. Bons et mauvais usages des mathématiques en finance
    Post-Print, HAL
46. Do Global Value Chains Amplify Global Imbalances?
    Working Papers, CEPII research center
    Also in Working Papers, HAL (2018)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2018)
47. EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates
    Post-Print, HAL View citations (27)
    Also in Working Papers, HAL (2017) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (24)
    Working Papers, CEPII research center (2017) View citations (19)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2017) View citations (20)
    See also Journal Article EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates, International Economics, CEPII research center (2018) View citations (30) (2018)
48. Globalization and exchange rate pass-through in Europe: Is there a link?
    Post-Print, HAL View citations (1)
    See also Journal Article Globalization and Exchange-Rate Pass-Through in Europe: Is There a Link?, Journal of Economic Integration, Center for Economic Integration, Sejong University (2018) View citations (1) (2018)
49. Growth-enhancing effect of openness to trade and migrations: What is the effective transmission channel for Africa?
    Post-Print, HAL View citations (6)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) View citations (4)
    Working Papers, HAL (2016) View citations (1)
    Post-Print, HAL (2017)
    Working Papers, CEPII research center (2016) View citations (4)
    Post-Print, HAL (2017) View citations (2)
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2016) View citations (4)
    See also Journal Article Growth-enhancing Effect of Openness to Trade and Migrations: What is the Effective Transmission Channel for Africa?, Journal of African Economies, Centre for the Study of African Economies (2018) View citations (6) (2018)
50. La blockchain ou la fin des intermédiaires ?
    Post-Print, HAL
51. Oil market volatility: Is macroeconomic uncertainty systematically transmitted to oil prices?
    Post-Print, HAL
    See also Chapter Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?, Dynamic Modeling and Econometrics in Economics and Finance, Springer (2018) (2018)
52. On the current account-biofuels link in emerging and developing countries: do oil price fluctuations matter? *
    Post-Print, HAL View citations (5)
    Also in Working Papers, CEPII research center (2017) View citations (2)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2017) View citations (1)
    Working Papers, HAL (2017)
    See also Journal Article On the current account - biofuels link in emerging and developing countries: do oil price fluctuations matter?, Energy Policy, Elsevier (2018) View citations (6) (2018)
53. The tale of two international phenomena: International migration and global imbalances
    Working Papers, CEPII research center View citations (3)
    Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2018) View citations (3)
    Working Papers, HAL (2018) View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2018) View citations (3)

2017

54. Beyond average energy consumption in the French residential housing market: A household classification approach
    Post-Print, HAL View citations (16)
    Also in Post-Print, HAL (2016) View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) View citations (4)
    Working Papers, HAL (2016)
    Working Papers, HAL (2016) View citations (4)
    Post-Print, HAL (2016) View citations (1)
    See also Journal Article Beyond average energy consumption in the French residential housing market: A household classification approach, Energy Policy, Elsevier (2017) View citations (17) (2017)
55. Beyond average energy consumption in the French residential market: A household classification approach
    Post-Print, HAL View citations (15)
56. Does the volatility of commodity prices reflect macroeconomic uncertainty?
    Post-Print, HAL View citations (71)
    Also in Post-Print, HAL (2016) View citations (2)
    Working Papers, CEPII research center (2015) View citations (8)
    Working papers, Banque de France (2016) View citations (6)
    Post-Print, HAL (2016) View citations (6)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) View citations (13)
    Post-Print, HAL (2016) View citations (4)
    Post-Print, HAL (2016) View citations (4)
    Working Papers, HAL (2015)
    See also Journal Article Does the volatility of commodity prices reflect macroeconomic uncertainty?, Energy Economics, Elsevier (2017) View citations (62) (2017)
57. Déséquilibres des paiements courants et taux de change: les effets systémiques des prix de l’énergie
    Working Papers, HAL
58. Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter?
    Post-Print, HAL View citations (26)
    See also Journal Article Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter?, Journal of International Money and Finance, Elsevier (2017) View citations (25) (2017)
59. Explaining incomplete exchange rate pass-through to import prices: Does globalization matter?
    Post-Print, HAL View citations (1)
60. Jusqu’où ira la désintermédiation ?
    Post-Print, HAL
61. Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?
    Post-Print, HAL
    Also in Post-Print, HAL (2015) View citations (1)
    Post-Print, HAL (2015) View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) View citations (1)
    Working Papers, CEPII research center (2015) View citations (1)
    Working Papers, HAL (2015)
    See also Journal Article Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?, Applied Economics, Taylor & Francis Journals (2017) (2017)

2016

62. Exchange Rate Pass-through in Emerging Countries: Do the Inflation Environment, Monetary Policy Regime and Institutional Quality Matter?
    Working Papers, CEPII research center View citations (14)
    Also in Post-Print, HAL (2016) View citations (19)
    Post-Print, HAL (2016) View citations (18)
    Working Papers, HAL (2016)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) View citations (15)
63. La frontière a-t-elle un rôle économique ?
    Post-Print, HAL
    Also in Post-Print, HAL (2016)
64. On the impact of macroeconomic news surprises on Treasury-bond returns
    Post-Print, HAL View citations (5)
    See also Journal Article On the impact of macroeconomic news surprises on Treasury-bond returns, Annals of Finance, Springer (2016) View citations (6) (2016)
65. Reassessing the empirical relationship between the oil price and the dollar
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (36)
    Also in Working Papers, HAL (2016) View citations (1)
    Working Papers, CEPII research center (2015)
    Post-Print, HAL (2016) View citations (36)
    See also Journal Article Reassessing the empirical relationship between the oil price and the dollar, Energy Policy, Elsevier (2016) View citations (34) (2016)
66. Towards Greater Diversification in Central Bank Reserves
    Post-Print, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) View citations (1)
    Working Papers, HAL (2015)
    Working Papers CEB, ULB -- Universite Libre de Bruxelles (2015) View citations (1)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2016) View citations (1)
    See also Journal Article Towards greater diversification in central bank reserves, Journal of Asset Management, Palgrave Macmillan (2016) View citations (1) (2016)

2015

67. How do macroeconomic imbalances interact? Evidence from a panel VAR analysis
    Post-Print, HAL View citations (2)
    Also in Working Papers, CEPII research center (2013) View citations (5)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (3)
    Working Papers, HAL (2014)
    See also Journal Article HOW DO MACROECONOMIC IMBALANCES INTERACT? EVIDENCE FROM A PANEL VAR ANALYSIS, Macroeconomic Dynamics, Cambridge University Press (2016) View citations (24) (2016)
68. Instability of the Inflation–Output Trade-Off and Time-Varying Price Rigidity
    Post-Print, HAL View citations (3)
    See also Journal Article Instability of the Inflation–Output Trade-Off and Time-Varying Price Rigidity, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2015) View citations (3) (2015)
69. Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies
    Post-Print, HAL View citations (29)
    Also in Working Papers, HAL (2014)
    Post-Print, HAL (2014) View citations (4)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (9)
    Post-Print, HAL (2015) View citations (23)
    Working Papers, CEPII research center (2014) View citations (5)
    See also Journal Article Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies, Economic Modelling, Elsevier (2015) View citations (33) (2015)
70. On the impact of volatility on the real exchange rate - terms of trade nexus: Revisiting commodity currencies
    Post-Print, HAL View citations (26)
    See also Journal Article On the impact of volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies, Journal of International Money and Finance, Elsevier (2015) View citations (28) (2015)
71. Persistence of current-account disequilibria and real exchange-rate misalignments
    Post-Print, HAL View citations (25)
    See also Journal Article Persistence of Current-account Disequilibria and Real Exchange-rate Misalignments, Review of International Economics, Wiley Blackwell (2015) View citations (30) (2015)
72. Statistique et probabilités en économie-gestion
    Post-Print, HAL

2014

73. Comovement and Contagion in Financial Markets
    Post-Print, HAL
    Also in Post-Print, HAL (2014)
74. Current accounts and oil price fluctuations in oil-exporting countries: the role of financial development
    Post-Print, HAL View citations (52)
    Also in Post-Print, HAL (2014) View citations (48)
    Working Papers, HAL (2013) View citations (2)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) View citations (11)
    Working Papers, CEPII research center (2013) View citations (9)
    See also Journal Article Current accounts and oil price fluctuations in oil-exporting countries: The role of financial development, Journal of International Money and Finance, Elsevier (2014) View citations (51) (2014)
75. Explaining US employment growth after the Great Recession: the role of output-employment non-linearities
    Post-Print, HAL View citations (9)
    See also Journal Article Explaining US employment growth after the great recession: The role of output–employment non-linearities, Journal of Macroeconomics, Elsevier (2014) View citations (10) (2014)
76. Nonlinearity of the inflation-output trade-off and time-varying price rigidity
    Post-Print, HAL
    Also in Working Papers, HAL (2013)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) View citations (1)
    Working Papers, CEPII research center (2013) View citations (1)
77. On the impact of macroeconomic news surprises on Treasury-bond yields
    Working Papers, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (1)
78. On the impact of oil price volatility on the real exchange rate
    Post-Print, HAL
79. On the impact of oil price volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies
    Working Papers, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (3)
    Working Papers, CEPII research center (2013) View citations (4)
80. Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality
    Post-Print, HAL View citations (3)
    See also Journal Article Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality, Economic Modelling, Elsevier (2014) View citations (5) (2014)
81. Un bref aperçu des principaux développements en dynamique économique depuis les années 1970: la diversité des explications des fluctuations économiques
    Post-Print, HAL
    Also in Post-Print, HAL (2014)
82. Uncertainty transmission in commodity markets
    Post-Print, HAL

2013

83. Current-Account Adjustments and Exchange-Rate Misalignments
    Working Papers, CEPII research center View citations (10)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) View citations (10)
    Working Papers, HAL (2013) View citations (1)
84. Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky
    Post-Print, HAL View citations (19)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2012) View citations (6)
    See also Journal Article Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky, Finance, Presses universitaires de Grenoble (2013) View citations (13) (2013)
85. Les mésalignements de taux de change réels à l’intérieur de la zone euro
    Post-Print, HAL
    See also Journal Article Les mésalignements de taux de change réels à l'intérieur de la zone euro, Revue de l'OFCE, Presses de Sciences-Po (2013) (2013)
86. On Currency Misalignments within the Euro Area
    Post-Print, HAL View citations (52)
    Also in Working Papers, CEPII research center (2012) View citations (21)
    Post-Print, HAL (2012) View citations (17)
    Working Papers, HAL (2012)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (21)
    Post-Print, HAL (2012) View citations (17)
    Post-Print, HAL (2012) View citations (17)
    Post-Print, HAL (2012) View citations (17)
    See also Journal Article On Currency Misalignments within the Euro Area, Review of International Economics, Wiley Blackwell (2013) View citations (56) (2013)
87. On price convergence in Eurozone
    Post-Print, HAL View citations (7)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) View citations (2)
    Working Papers, HAL (2011)
    See also Journal Article On price convergence in Eurozone, Economic Modelling, Elsevier (2013) View citations (9) (2013)
88. On the links between stock and commodity markets’ volatility
    Post-Print, HAL View citations (223)
    Also in Working Papers, CEPII research center (2012) View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (1)
    Working Papers, HAL (2012)
    See also Journal Article On the links between stock and commodity markets' volatility, Energy Economics, Elsevier (2013) View citations (320) (2013)
89. Pegging emerging currencies in the face of dollar swings
    Post-Print, HAL View citations (6)
    Also in Post-Print, HAL (2013) View citations (6)
    Post-Print, HAL (2013) View citations (6)
    Working Papers, CEPII research center (2012) View citations (7)
    See also Journal Article Pegging emerging currencies in the face of dollar swings, Applied Economics, Taylor & Francis Journals (2013) View citations (7) (2013)
90. Post-Recession US Employment through the Lens of a Non-Linear Okun's Law
    Working Papers, CEPII research center View citations (7)
    Also in Working Papers, HAL (2013)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (7)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) View citations (6)
91. Post-recession US employment through the lens of a non-linear Okun
    Post-Print, HAL View citations (2)
92. Recent international macroeconomic and financial issues
    Post-Print, HAL
93. Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?
    Post-Print, HAL View citations (17)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (9)
    Working Papers, HAL (2012)
    Working Papers, CEPII research center (2012) View citations (2)
    See also Journal Article Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?, Journal of Macroeconomics, Elsevier (2013) View citations (18) (2013)
94. The ‘Forward Premium Puzzle’ and the Sovereign Default risk
    Post-Print, HAL View citations (15)
    Also in Working Papers, CEPII research center (2011) View citations (4)
    See also Journal Article The “forward premium puzzle” and the sovereign default risk, Journal of International Money and Finance, Elsevier (2013) View citations (40) (2013)

2012

95. Carbon Price Drivers: Phase I versus Phase II Equilibrium?
    Post-Print, HAL View citations (138)
    Also in Working Papers, CEPII research center (2011) View citations (6)
    Working Papers, Chaire Economie du climat (2011) View citations (4)
    See also Journal Article Carbon price drivers: Phase I versus Phase II equilibrium?, Energy Economics, Elsevier (2012) View citations (144) (2012)
96. Currency Misalignments and Growth: A New Look using Nonlinear Panel Data Methods
    Post-Print, HAL View citations (30)
    Also in Working Papers, CEPII research center (2009) View citations (14)
    See also Journal Article Currency misalignments and growth: a new look using nonlinear panel data methods, Applied Economics, Taylor & Francis Journals (2012) View citations (63) (2012)
97. Does OPEC still exist as a cartel? An empirical investigation
    Post-Print, HAL View citations (47)
    Also in Working Papers, HAL (2011) View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) View citations (11)
    Working Papers, HAL (2011) View citations (11)
    See also Journal Article Does OPEC still exist as a cartel? An empirical investigation, Energy Economics, Elsevier (2012) View citations (59) (2012)
98. Does the banking sector structure matter for credit procyclicality
    Post-Print, HAL View citations (10)
    See also Journal Article Does the banking sector structure matter for credit procyclicality?, Economic Modelling, Elsevier (2012) View citations (13) (2012)
99. Is price dynamics homogeneous across Eurozone countries?
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (2)
    Also in Working Papers, HAL (2012)
    Post-Print, HAL (2012) View citations (2)
    See also Journal Article Is Price Dynamics Homogeneous Across Eurozone Countries?, Journal of Economic Integration, Center for Economic Integration, Sejong University (2012) View citations (3) (2012)
100. Les déterminants des prix du carbone: une comparaison entre les phases I et II
     Post-Print, HAL
     See also Journal Article Les déterminants des prix du carbone. Une comparaison entre les phases I et II, Revue économique, Presses de Sciences-Po (2012) (2012)
101. The effects of the subprime crisis on the Latin American financial markets: an empirical assessment
     Post-Print, HAL
     Also in Working Papers, CEPII research center (2010) View citations (2)
     Working Papers, HAL (2011) View citations (30)
     See also Journal Article The effects of the subprime crisis on the Latin American financial markets: An empirical assessment, Economic Modelling, Elsevier (2011) View citations (29) (2011)
102. The slow convergence of per capita income between the developing countries: ‘growth resistance’ and sometimes ‘growth tragedy’
     Post-Print, HAL View citations (1)
     Also in Discussion Papers, University of Nottingham, CREDIT (2009) View citations (5)

2011

103. Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy
     Working Papers, HAL
     Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011)
104. Les effets de la crise des subprimes sur le marché financier mexicain
     Post-Print, HAL
     See also Journal Article Les effets de la crise des subprimes sur le marché financier mexicain, Revue économique, Presses de Sciences-Po (2011) (2011)
105. On the link between credit procyclicality and bank competition
     EconomiX Working Papers, University of Paris Nanterre, EconomiX
     Also in Working Papers, CEPII research center (2010)
     Working Papers, HAL (2011)
106. On the link between forward energy prices: A nonlinear panel cointegration approach
     Working Papers, HAL View citations (2)
     Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) View citations (18)
     See also Journal Article On the link between forward energy prices: A nonlinear panel cointegration approach, Energy Economics, Elsevier (2012) View citations (18) (2012)
107. World Consistent Equilibrium Exchange Rates
     PSE-Ecole d'économie de Paris (Postprint), HAL View citations (5)
     Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) View citations (5)
     Working Papers, CEPII research center (2006) View citations (11)
     Post-Print, HAL (2011) View citations (5)
     See also Journal Article World-consistent equilibrium exchange rates, Journal of the Japanese and International Economies, Elsevier (2011) View citations (15) (2011)

2010

108. Exchange Rate Flexibility Across Financial Crises
     Working Papers, CEPII research center View citations (6)
     Also in CEPN Working Papers, HAL (2010) View citations (7)
     Working Papers, HAL (2010) View citations (7)
     See also Journal Article Exchange rate volatility across financial crises, Journal of Banking & Finance, Elsevier (2011) View citations (62) (2011)
109. L'intégration commerciale est-elle une condition préalable à l'intégration financière ?
     Post-Print, HAL View citations (1)
     Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (1)
     See also Journal Article L'intégration commerciale est-elle une condition préalable à l'intégration financière ?, Revue économique, Presses de Sciences-Po (2010) View citations (1) (2010)
110. On the complementarity of equilibrium exchange-rate approaches
     Post-Print, HAL View citations (28)
     Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (35)
     See also Journal Article On the Complementarity of Equilibrium Exchange‐Rate Approaches, Review of International Economics, Wiley Blackwell (2010) View citations (42) (2010)
111. Testing the finance-growth link: is there a difference between developed and developing countries?
     Working Papers, HAL View citations (4)
     Also in Working Papers, CEPII research center (2007) View citations (3)
     Working Papers, HAL (2008) View citations (1)
     See also Journal Article Testing the finance-growth link: is there a difference between developed and developing countries?, Economics Bulletin, AccessEcon (2010) View citations (5) (2010)

2009

112. From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?
     Post-Print, HAL
     Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)
     Working Papers, CEPII research center (2009)
     See also Journal Article From various degrees of trade to various degrees of financial integration: What do interest rates have to say?, Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research (2009) (2009)
113. Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ?
     Post-Print, HAL
114. On Equilibrium Exchange Rates: Is Emerging Asia Different?
     Working Papers, CEPII research center View citations (4)
115. Robust estimations of equilibrium exchange rates within the G20: a panel BEER approach
     Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (44)
     Also in Post-Print, HAL (2009) View citations (36)
     See also Journal Article ROBUST ESTIMATIONS OF EQUILIBRIUM EXCHANGE RATES WITHIN THE G20: A PANEL BEER APPROACH, Scottish Journal of Political Economy, Scottish Economic Society (2009) View citations (61) (2009)
116. Taux de change d'équilibre: une question d'horizon
     Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
     Also in Post-Print, HAL (2009) View citations (1)
     See also Journal Article Taux de change d'équilibre. Une question d'horizon, Revue économique, Presses de Sciences-Po (2009) View citations (6) (2009)
117. The Dollar in the Turmoil
     Working Papers, CEPII research center
     Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)
     Post-Print, HAL (2009)
     See also Journal Article The dollar in the turmoil, Journal of the Japanese and International Economies, Elsevier (2009) View citations (1) (2009)
118. The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach
     Working Papers, CEPII research center View citations (14)
     See also Journal Article The trade-growth nexus in the developing countries: a quantile regression approach, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2010) View citations (61) (2010)

2008

119. China and the relationship between the oil price and the dollar
     Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (24)
     Also in Post-Print, HAL (2008) View citations (15)
     Working Papers, CEPII research center (2005) View citations (33)
     Post-Print, HAL (2007) View citations (139)
     See also Journal Article China and the relationship between the oil price and the dollar, Energy Policy, Elsevier (2007) View citations (168) (2007)
120. Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies
     Working Papers, CEPII research center View citations (31)
     See also Journal Article Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies, The World Economy, Wiley Blackwell (2011) View citations (59) (2011)
121. Equilibrium Exchange Rates: a Guidebook for the Euro-Dollar Rate
     Working Papers, CEPII research center View citations (18)
122. Euro-dollar: le face-à-face
     Post-Print, HAL
     Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008)
123. 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)
124. How Robust are Estimated Equilibrium Exchange Rates? A Panel BEER Approach
     Working Papers, CEPII research center View citations (17)
125. Is Asia responsible for exchange-rate misalignments within the G20?
     Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (11)
     Also in Post-Print, HAL (2008) View citations (11)
     See also Journal Article IS ASIA RESPONSIBLE FOR EXCHANGE RATE MISALIGNMENTS WITHIN THE G20?, Pacific Economic Review, Wiley Blackwell (2008) View citations (12) (2008)
126. Modelling the slow mean-reversion of the Central and Eastern European countries ' real exchange rates
     Post-Print, HAL
     See also Journal Article MODELLING THE SLOW MEAN‐REVERSION OF THE CENTRAL AND EASTERN EUROPEAN COUNTRIES' REAL EXCHANGE RATES*, Manchester School, University of Manchester (2008) View citations (1) (2008)
127. Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling
     Working Papers, CEPII research center View citations (9)
     See also Journal Article Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling, Economic Modelling, Elsevier (2010) View citations (36) (2010)
128. Oil Price and the Dollar
     Post-Print, HAL View citations (81)
129. On the Influence of Oil Prices on Economic Activity and Other Macroeconomic and Financial Variables
     Working Papers, CEPII research center View citations (145)
130. Taux de change de l'euro: perspectives à moyen et long termes
     Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
     Also in Post-Print, HAL (2008)

2007

131. Costs and Benefits of Euro Membership: a Counterfactual Analysis
     Working Papers, CEPII research center View citations (4)
132. Monetary and financial integration in Asia: introduction
     Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
     Also in Post-Print, HAL (2007)
     See also Journal Article Monetary and Financial Integration in Asia: Introduction, Economie Internationale, CEPII research center (2007) (2007)
133. Second Generation Panel Unit Root Tests
     Working Papers, HAL View citations (75)

2006

134. Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration
     Post-Print, HAL View citations (16)
     Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002) View citations (5)
     International Finance, University Library of Munich, Germany (2003)
     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)
135. Taux d’intérêt et marchés boursiers: une analyse empirique de l’intégration financière internationale
     Working Papers, CEPII research center View citations (5)
     See also Journal Article Taux d'intérêt et marchés boursiers: une analyse empirique de l'intégration financière internationale, Economie & Prévision, La Documentation Française (2009) View citations (1) (2009)
136. 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 Une synthèse des tests de racine unitaire sur données de panel, Economie & Prévision, La Documentation Française (2005) View citations (17) (2005)
137. Une synthèse des tests de co-intégration sur données de panel
     LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans View citations (4)
     Also in Working Papers, HAL (2006) View citations (10)
     See also Journal Article Une synthèse des tests de cointégration sur données de Panel, Economie & Prévision, La Documentation Française (2007) View citations (3) (2007)

2004

138. Burden Sharing and Exchange-Rate Misalignments within the Group of Twenty
     Working Papers, CEPII research center View citations (67)
     Also in Post-Print, HAL (2004) View citations (49)
139. Business Cycles Asymmetry and Monetary Policy: A Further Investigation using MRSTAR Models
     Post-Print, HAL View citations (14)
     See also Journal Article Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models, Economic Modelling, Elsevier (2004) View citations (19) (2004)
140. 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)

2003

141. Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models
     Macroeconomics, University Library of Munich, Germany View citations (1)
142. Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ?
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
143. Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
144. Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
     Also in International Finance, University Library of Munich, Germany (2003)
     See also Journal Article Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective, Economics Bulletin, AccessEcon (2004) View citations (2) (2004)
145. Real exchange rate misalignment in Hungary: a fractionally integrated threshold model
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
146. Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model
     Econometrics, University Library of Munich, Germany
147. Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
148. The exact maximum likelihood-based test for fractional cointegration: critical values, power and size
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (3)
     See also Journal Article The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size, Computational Economics, Springer (2004) View citations (4) (2004)
149. The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (2)
     See also Journal Article The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study, Economics Bulletin, AccessEcon (2004) View citations (2) (2004)

2002

150. Analyse intraquotidienne de l'impact des "news" sur le marché boursier français
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (2)
151. Fractional cointegration and term structure of interest rates
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
152. Modeling long-range dependence in European time-varying term premia
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
153. Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise

Journal Articles

2024

1. Current Account Balances’ Divergence in the Euro Area: An Appraisal of the Underlying Forces
   The B.E. Journal of Macroeconomics, 2024, 24, (1), 353-398
   See also Working Paper Current Account Balances' Divergence in the Euro Area: An Appraisal of the Underlying Forces, Post-Print (2023) (2023)
2. Hommage à Gilbert Abraham-Frois (1934-2024)
   Revue d'économie politique, 2024, 134, (3), 367-369
3. How do political tensions and geopolitical risks impact oil prices?
   Energy Economics, 2024, 129, (C) View citations (1)
   See also Working Paper How Do Political Tensions and Geopolitical Risks Impact Oil Prices?, Post-Print (2024) View citations (1) (2024)
4. On the time-varying impact of China's bilateral political relations on its trading partners: “Doux commerce” or “trade follows the flag”?
   China Economic Review, 2024, 85, (C)
   See also Working Paper On the time-varying impact of China’s bilateral political relations on its trading partners: “doux commerce” or “trade follows the flag”?, Working Papers of BETA (2024) (2024)
5. What makes econometric ideas popular: The role of connectivity
   Research Policy, 2024, 53, (7)
   See also Working Paper What Makes Econometric Ideas Popular: The Role of Connectivity, EconomiX Working Papers (2023) (2023)

2023

6. Les cycles économiques de la France: une datation de référence
   Revue économique, 2023, 74, (2), 5-52
   See also Working Paper Les cycles économiques de la France: une datation de référence, Working Papers of BETA (2021) (2021)
7. Russie: sanctions occidentales et échappatoires orientales
   La Lettre du CEPII, 2023, (439)

2022

8. La dépendance de l’Europe au gaz russe: état des lieux et perspectives
   Revue d'économie financière, 2022, N° 147, (3), 227-242
   See also Working Paper La dépendance de l’Europe au gaz russe: état des lieux et perspectives, Post-Print (2022) (2022)
9. Les pays de la zone euro sont-ils suffisamment homogènes pour partager la même monnaie ?
   Revue d'économie financière, 2022, N° 145, (1), 49-64
   See also Working Paper Les pays de la zone euro sont-ils suffisamment homogènes pour partager la même monnaie ?, Post-Print (2022) (2022)
10. Métaux stratégiques: la clairvoyance chinoise
    La Lettre du CEPII, 2022, (428)
11. Not all political relation shocks are alike: Assessing the impacts of US–China tensions on the oil market
    Energy Economics, 2022, 114, (C) View citations (7)
    See also Working Paper Not All Political Relation Shocks are Alike: Assessing the Impacts of US-China Tensions on the Oil Market, Post-Print (2022) View citations (7) (2022)
12. On the economic desirability of the West African monetary union: Would one currency fit all?
    Economic Modelling, 2022, 113, (C) View citations (2)
    See also Working Paper On the economic desirability of the West African monetary union: would one currency fit all?, Post-Print (2022) View citations (2) (2022)

2021

13. Currency Misalignments and Exchange Rate Regimes in Latin American Countries: A Trade-Off Issue
    Annals of Economics and Statistics, 2021, (141), 71-102 View citations (1)
    See also Working Paper Currency misalignments and exchange rate regimes in Latin American countries: a trade-off issue, Post-Print (2021) View citations (2) (2021)
14. Determinants of solar photovoltaic deployment in the electricity mix: Do oil prices really matter?
    Energy Economics, 2021, 97, (C) View citations (5)
    See also Working Paper Determinants of solar photovoltaic deployment in the electricity mix: Do oil prices really matter?, Post-Print (2021) View citations (5) (2021)
15. Does backward participation in global value chains affect countries’ current account position?
    Review of World Economics (Weltwirtschaftliches Archiv), 2021, 157, (1), 65-86 View citations (1)
    See also Working Paper Does backward participation in global value chains affect countries’ current account position?, Post-Print (2021) View citations (1) (2021)
16. MULTIPRIL, a New Database on Multilateral Price Levels and Currency Misalignments
    International Economics, 2021, (165), 94-117 View citations (1)
    Also in International Economics, 2021, 165, (C), 94-117 (2021) View citations (1)
    See also Working Paper MULTIPRIL, a New Database on Multilateral Price Levels and Currency Misalignments, Post-Print (2021) View citations (1) (2021)

2020

17. Exchange rate pass-through to import prices: accounting for changes in the eurozone trade structure
    Review of World Economics (Weltwirtschaftliches Archiv), 2020, 156, (4), 835-858 View citations (1)
    See also Working Paper Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure, Post-Print (2020) View citations (1) (2020)
18. Heterogeneity within the euro area: New insights into an old story
    Economic Modelling, 2020, 90, (C), 428-444 View citations (12)
    See also Working Paper Heterogeneity within the euro area: New insights into an old story, Post-Print (2020) View citations (10) (2020)
19. Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database
    International Economics, 2020, (161), 237-247 View citations (2)
    Also in International Economics, 2020, 161, (C), 237-247 (2020) View citations (9)
    See also Working Paper Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database, Post-Print (2020) View citations (6) (2020)
20. The tale of two international phenomena: Migration and global imbalances
    Journal of Macroeconomics, 2020, 66, (C) View citations (1)
    See also Working Paper The tale of two international phenomena: Migration and global imbalances, Post-Print (2020) View citations (1) (2020)

2019

21. Editorial, International Economics
    International Economics, 2019, (160), 1-2

2018

22. EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates
    International Economics, 2018, (156), 206-230 View citations (30)
    Also in International Economics, 2018, 156, (C), 206-230 (2018) View citations (34)
    See also Working Paper EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates, Post-Print (2018) View citations (27) (2018)
23. Editorial
    International Economics, 2018, (153), 1-2
24. Globalization and Exchange-Rate Pass-Through in Europe: Is There a Link?
    Journal of Economic Integration, 2018, 33, (4), 773-786 View citations (1)
    See also Working Paper Globalization and exchange rate pass-through in Europe: Is there a link?, Post-Print (2018) View citations (1) (2018)
25. Growth-enhancing Effect of Openness to Trade and Migrations: What is the Effective Transmission Channel for Africa?
    Journal of African Economies, 2018, 27, (4), 369-404 View citations (6)
    See also Working Paper Growth-enhancing effect of openness to trade and migrations: What is the effective transmission channel for Africa?, Post-Print (2018) View citations (6) (2018)
26. On the current account - biofuels link in emerging and developing countries: do oil price fluctuations matter?
    Energy Policy, 2018, 116, (C), 60-67 View citations (6)
    See also Working Paper On the current account-biofuels link in emerging and developing countries: do oil price fluctuations matter? *, Post-Print (2018) View citations (5) (2018)

2017

27. Baisse du dollar: tous perdants au sein de la zone euro ?
    La Lettre du CEPII, 2017, (381)
28. Beyond average energy consumption in the French residential housing market: A household classification approach
    Energy Policy, 2017, 107, (C), 82-95 View citations (17)
    See also Working Paper Beyond average energy consumption in the French residential housing market: A household classification approach, Post-Print (2017) View citations (16) (2017)
29. Does the volatility of commodity prices reflect macroeconomic uncertainty?
    Energy Economics, 2017, 68, (C), 313-326 View citations (62)
    See also Working Paper Does the volatility of commodity prices reflect macroeconomic uncertainty?, Post-Print (2017) View citations (71) (2017)
30. Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter?
    Journal of International Money and Finance, 2017, 79, (C), 20-38 View citations (25)
    See also Working Paper Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter?, Post-Print (2017) View citations (26) (2017)
31. Hommage à Hélène Raymond-Feingold (1966-2017)
    Revue économique, 2017, 68, (HS1), 5-7
32. Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?
    Applied Economics, 2017, 49, (18), 1774-1793
    See also Working Paper Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?, Post-Print (2017) (2017)
33. Sur- et sous-évaluations de change en zone euro?: vers une correction soutenable des déséquilibres??
    La Lettre du CEPII, 2017, (375) View citations (4)

2016

34. HOW DO MACROECONOMIC IMBALANCES INTERACT? EVIDENCE FROM A PANEL VAR ANALYSIS
    Macroeconomic Dynamics, 2016, 20, (7), 1717-1741 View citations (24)
    See also Working Paper How do macroeconomic imbalances interact? Evidence from a panel VAR analysis, Post-Print (2015) View citations (2) (2015)
35. On the impact of macroeconomic news surprises on Treasury-bond returns
    Annals of Finance, 2016, 12, (1), 29-53 View citations (6)
    See also Working Paper On the impact of macroeconomic news surprises on Treasury-bond returns, Post-Print (2016) View citations (5) (2016)
36. Reassessing the empirical relationship between the oil price and the dollar
    Energy Policy, 2016, 95, (C), 147-157 View citations (34)
    See also Working Paper Reassessing the empirical relationship between the oil price and the dollar, EconomiX Working Papers (2016) View citations (36) (2016)
37. Towards greater diversification in central bank reserves
    Journal of Asset Management, 2016, 17, (4), 295-312 View citations (1)
    See also Working Paper Towards Greater Diversification in Central Bank Reserves, Post-Print (2016) (2016)

2015

38. Instability of the Inflation–Output Trade-Off and Time-Varying Price Rigidity
    Oxford Bulletin of Economics and Statistics, 2015, 77, (5), 634-654 View citations (3)
    See also Working Paper Instability of the Inflation–Output Trade-Off and Time-Varying Price Rigidity, Post-Print (2015) View citations (3) (2015)
39. Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies
    Economic Modelling, 2015, 49, (C), 232-247 View citations (33)
    See also Working Paper Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies, Post-Print (2015) View citations (29) (2015)
40. On the impact of volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies
    Journal of International Money and Finance, 2015, 58, (C), 110-127 View citations (28)
    See also Working Paper On the impact of volatility on the real exchange rate - terms of trade nexus: Revisiting commodity currencies, Post-Print (2015) View citations (26) (2015)
41. Persistence of Current-account Disequilibria and Real Exchange-rate Misalignments
    Review of International Economics, 2015, 23, (1), 137-159 View citations (30)
    See also Working Paper Persistence of current-account disequilibria and real exchange-rate misalignments, Post-Print (2015) View citations (25) (2015)

2014

42. Current accounts and oil price fluctuations in oil-exporting countries: The role of financial development
    Journal of International Money and Finance, 2014, 47, (C), 185-201 View citations (51)
    See also Working Paper Current accounts and oil price fluctuations in oil-exporting countries: the role of financial development, Post-Print (2014) View citations (52) (2014)
43. Explaining US employment growth after the great recession: The role of output–employment non-linearities
    Journal of Macroeconomics, 2014, 42, (C), 118-129 View citations (10)
    See also Working Paper Explaining US employment growth after the Great Recession: the role of output-employment non-linearities, Post-Print (2014) View citations (9) (2014)
44. Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality
    Economic Modelling, 2014, 37, (C), 127-136 View citations (5)
    See also Working Paper Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality, Post-Print (2014) View citations (3) (2014)

2013

45. Introduction: Recent international macroeconomic and financial issues
    International Economics, 2013, (133), 1-7
46. Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky
    Finance, 2013, 34, (1), 7-41 View citations (13)
    See also Working Paper Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky, Post-Print (2013) View citations (19) (2013)
47. Les mésalignements de taux de change réels à l'intérieur de la zone euro
    Revue de l'OFCE, 2013, N° 127, (1), 35-56
    See also Working Paper Les mésalignements de taux de change réels à l’intérieur de la zone euro, Post-Print (2013) (2013)
48. On Currency Misalignments within the Euro Area
    Review of International Economics, 2013, 21, (1), 35-48 View citations (56)
    See also Working Paper On Currency Misalignments within the Euro Area, Post-Print (2013) View citations (52) (2013)
49. On price convergence in Eurozone
    Economic Modelling, 2013, 34, (C), 42-51 View citations (9)
    See also Working Paper On price convergence in Eurozone, Post-Print (2013) View citations (7) (2013)
50. On the links between stock and commodity markets' volatility
    Energy Economics, 2013, 37, (C), 16-28 View citations (320)
    See also Working Paper On the links between stock and commodity markets’ volatility, Post-Print (2013) View citations (223) (2013)
51. Pegging emerging currencies in the face of dollar swings
    Applied Economics, 2013, 45, (36), 5076-5085 View citations (7)
    See also Working Paper Pegging emerging currencies in the face of dollar swings, Post-Print (2013) View citations (6) (2013)
52. Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?
    Journal of Macroeconomics, 2013, 38, (PB), 428-441 View citations (18)
    See also Working Paper Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?, Post-Print (2013) View citations (17) (2013)
53. The “forward premium puzzle” and the sovereign default risk
    Journal of International Money and Finance, 2013, 32, (C), 491-511 View citations (40)
    See also Working Paper The ‘Forward Premium Puzzle’ and the Sovereign Default risk, Post-Print (2013) View citations (15) (2013)

2012

54. Carbon price drivers: Phase I versus Phase II equilibrium?
    Energy Economics, 2012, 34, (1), 327-334 View citations (144)
    See also Working Paper Carbon Price Drivers: Phase I versus Phase II Equilibrium?, Post-Print (2012) View citations (138) (2012)
55. Currency misalignments and growth: a new look using nonlinear panel data methods
    Applied Economics, 2012, 44, (27), 3503-3511 View citations (63)
    See also Working Paper Currency Misalignments and Growth: A New Look using Nonlinear Panel Data Methods, Post-Print (2012) View citations (30) (2012)
56. Does OPEC still exist as a cartel? An empirical investigation
    Energy Economics, 2012, 34, (1), 125-131 View citations (59)
    See also Working Paper Does OPEC still exist as a cartel? An empirical investigation, Post-Print (2012) View citations (47) (2012)
57. Does the banking sector structure matter for credit procyclicality?
    Economic Modelling, 2012, 29, (4), 1035-1044 View citations (13)
    See also Working Paper Does the banking sector structure matter for credit procyclicality, Post-Print (2012) View citations (10) (2012)
58. Is Price Dynamics Homogeneous Across Eurozone Countries?
    Journal of Economic Integration, 2012, 27, 609-632 View citations (3)
    See also Working Paper Is price dynamics homogeneous across Eurozone countries?, EconomiX Working Papers (2012) View citations (2) (2012)
59. Les déterminants des prix du carbone. Une comparaison entre les phases I et II
    Revue économique, 2012, 63, (3), 601-610
    See also Working Paper Les déterminants des prix du carbone: une comparaison entre les phases I et II, Post-Print (2012) (2012)
60. On the link between forward energy prices: A nonlinear panel cointegration approach
    Energy Economics, 2012, 34, (4), 1170-1175 View citations (18)
    See also Working Paper On the link between forward energy prices: A nonlinear panel cointegration approach, Working Papers (2011) View citations (2) (2011)
61. TESTING CATCHING-UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY”
    Bulletin of Economic Research, 2012, 64, (4), 470-508 View citations (2)

2011

62. Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies
    The World Economy, 2011, 34, (9), 1557-1592 View citations (59)
    See also Working Paper Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies, Working Papers (2008) View citations (31) (2008)
63. Exchange rate volatility across financial crises
    Journal of Banking & Finance, 2011, 35, (11), 3010-3018 View citations (62)
    See also Working Paper Exchange Rate Flexibility Across Financial Crises, Working Papers (2010) View citations (6) (2010)
64. L'impact des crises financières globales sur les marchés des changes des pays émergents
    Revue économique, 2011, 62, (3), 451-460
65. Les effets de la crise des subprimes sur le marché financier mexicain
    Revue économique, 2011, 62, (3), 461-470
    See also Working Paper Les effets de la crise des subprimes sur le marché financier mexicain, Post-Print (2011) (2011)
66. On the impact of inflation on output growth: Does the level of inflation matter?
    Journal of Macroeconomics, 2011, 33, (3), 455-464 View citations (126)
67. Quelques éléments empiriques sur la crise financière récente
    Revue d'économie financière, 2011, N° 103, (3), 21-40
    Also in Revue d'Économie Financière, 2011, 103, (3), 21-40 (2011)
68. Recent developments on commodity, energy and carbon markets: an introduction
    International Economics, 2011, (126-127), 5–12
69. The effects of the subprime crisis on the Latin American financial markets: An empirical assessment
    Economic Modelling, 2011, 28, (5), 2342-2357 View citations (29)
    See also Working Paper The effects of the subprime crisis on the Latin American financial markets: an empirical assessment, Post-Print (2012) (2012)
70. World-consistent equilibrium exchange rates
    Journal of the Japanese and International Economies, 2011, 25, (2), 12-32 View citations (15)
    See also Working Paper World Consistent Equilibrium Exchange Rates, PSE-Ecole d'économie de Paris (Postprint) (2011) View citations (5) (2011)

2010

71. L'intégration commerciale est-elle une condition préalable à l'intégration financière ?
    Revue économique, 2010, 61, (3), 477-487 View citations (1)
    See also Working Paper L'intégration commerciale est-elle une condition préalable à l'intégration financière ?, Post-Print (2010) View citations (1) (2010)
72. Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling
    Economic Modelling, 2010, 27, (1), 404-416 View citations (36)
    See also Working Paper Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling, Working Papers (2008) View citations (9) (2008)
73. On the Complementarity of Equilibrium Exchange‐Rate Approaches
    Review of International Economics, 2010, 18, (4), 618-632 View citations (42)
    See also Working Paper On the complementarity of equilibrium exchange-rate approaches, Post-Print (2010) View citations (28) (2010)
74. Taux de change des pays exportateurs de matières premières. L'importance des termes de l'échange et de la monnaie d'ancrage
    Revue économique, 2010, 61, (3), 499-509 View citations (3)
75. Testing the finance-growth link: is there a difference between developed and developing countries?
    Economics Bulletin, 2010, 30, (3), 1794-1807 View citations (5)
    See also Working Paper Testing the finance-growth link: is there a difference between developed and developing countries?, Working Papers (2010) View citations (4) (2010)
76. The trade-growth nexus in the developing countries: a quantile regression approach
    Review of World Economics (Weltwirtschaftliches Archiv), 2010, 146, (4), 731-761 View citations (61)
    See also Working Paper The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach, Working Papers (2009) View citations (14) (2009)

2009

77. From various degrees of trade to various degrees of financial integration: What do interest rates have to say?
    Aussenwirtschaft, 2009, 64, (03), 365-402
    See also Working Paper From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?, Post-Print (2009) (2009)
78. Les liens entre les fluctuations du prix du pétrole et du taux de change du dollar
    Revue d'Économie Financière, 2009, 94, (1), 187-195 View citations (2)
79. MEASURING THE EFFECTS OF OIL PRICES ON CHINA'S ECONOMY: A FACTOR‐AUGMENTED VECTOR AUTOREGRESSIVE APPROACH
    Pacific Economic Review, 2009, 14, (3), 410-425 View citations (28)
80. ROBUST ESTIMATIONS OF EQUILIBRIUM EXCHANGE RATES WITHIN THE G20: A PANEL BEER APPROACH
    Scottish Journal of Political Economy, 2009, 56, (5), 608-633 View citations (61)
    See also Working Paper Robust estimations of equilibrium exchange rates within the G20: a panel BEER approach, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2009) View citations (44) (2009)
81. Taux d'intérêt et marchés boursiers: une analyse empirique de l'intégration financière internationale
    Economie & Prévision, 2009, n° 187, (1), 105-121 View citations (1)
    Also in Économie et Prévision, 2009, 187, (1), 105-121 (2009) View citations (1)
    See also Working Paper Taux d’intérêt et marchés boursiers: une analyse empirique de l’intégration financière internationale, Working Papers (2006) View citations (5) (2006)
82. Taux de change d'équilibre. Une question d'horizon
    Revue économique, 2009, 60, (3), 657-666 View citations (6)
    See also Working Paper Taux de change d'équilibre: une question d'horizon, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2009) View citations (1) (2009)
83. Terms of Trade and Exchange Rates: a Relationship Complicated by Anchor Policies
    La Lettre du CEPII, 2009, (285)
84. The dollar in the turmoil
    Journal of the Japanese and International Economies, 2009, 23, (4), 427-436 View citations (1)
    See also Working Paper The Dollar in the Turmoil, Working Papers (2009) (2009)
85. What if the euro had never been launched? A counterfactual analysis of the macroeconomic impact of euro membership
    Economics Bulletin, 2009, 29, (3), 2241-2255 View citations (14)

2008

86. Déterminants du prix du pétrole et impacts sur l'économie
    Revue Française d'Économie, 2008, 23, (2), 179-214 View citations (1)
87. Euro-Dollar: Face-to-Face
    La Lettre du CEPII, 2008, (279)
88. 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)
89. IS ASIA RESPONSIBLE FOR EXCHANGE RATE MISALIGNMENTS WITHIN THE G20?
    Pacific Economic Review, 2008, 13, (1), 46-61 View citations (12)
    See also Working Paper Is Asia responsible for exchange-rate misalignments within the G20?, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2008) View citations (11) (2008)
90. Les ambiguïtés de la théorie de l'efficience informationnelle des marchés financiers
    Regards croisés sur l'économie, 2008, n° 3, (1), 104-117
91. MODELLING THE SLOW MEAN‐REVERSION OF THE CENTRAL AND EASTERN EUROPEAN COUNTRIES' REAL EXCHANGE RATES*
    Manchester School, 2008, 76, (1), 21-43 View citations (1)
    See also Working Paper Modelling the slow mean-reversion of the Central and Eastern European countries ' real exchange rates, Post-Print (2008) (2008)
92. Oil prices and economic activity: An asymmetric cointegration approach
    Energy Economics, 2008, 30, (3), 847-855 View citations (206)

2007

93. China and the relationship between the oil price and the dollar
    Energy Policy, 2007, 35, (11), 5795-5805 View citations (168)
    See also Working Paper China and the relationship between the oil price and the dollar, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2008) View citations (24) (2008)
94. Monetary and Financial Integration in Asia: Introduction
    Economie Internationale, 2007, (111), 5-8
    See also Working Paper Monetary and financial integration in Asia: introduction, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2007) (2007)
95. 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 Une synthèse des tests de co-intégration sur données de panel, LEO Working Papers / DR LEO (2006) View citations (4) (2006)

2006

96. On the identification of de facto currency pegs
    Journal of the Japanese and International Economies, 2006, 20, (1), 112-127 View citations (76)
97. 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)
98. The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration
    Energy Policy, 2006, 34, (18), 3910-3915 View citations (138)

2005

99. Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue
    Revue d'économie politique, 2005, 115, (1), 129-160
100. Pétrole et dollar: un jeu à double sens
     La Lettre du CEPII, 2005, (250) View citations (2)
101. Une synthèse des tests de racine unitaire sur données de panel
     Economie & Prévision, 2005, n° 169-170-171, (3), 253-294 View citations (17)
     Also in Économie et Prévision, 2005, 169, (3), 253-294 (2005) View citations (26)
     See also Working Paper Une Synthèse des Tests de Racine Unitaire sur Données de Panel, Post-Print (2006) View citations (36) (2006)

2004

102. Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models
     Economic Modelling, 2004, 21, (1), 37-71 View citations (19)
     See also Working Paper Business Cycles Asymmetry and Monetary Policy: A Further Investigation using MRSTAR Models, Post-Print (2004) View citations (14) (2004)
103. 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)
104. Fractional cointegration and the term structure
     Empirical Economics, 2004, 29, (4), 723-736 View citations (8)
105. Introduction générale: l'importance des non linéarités sur les marchés financiers
     Revue d'économie politique, 2004, 114, (4), 439-451
106. Le dollar dans le G20
     La Lettre du CEPII, 2004, (238)
107. Le yuan et le G20
     Revue d'Économie Financière, 2004, 77, (4), 127-146
108. Modeling the French Consumption Function Using SETAR Models
     Economics Bulletin, 2004, 3, (20), 1-16 View citations (7)
109. Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective
     Economics Bulletin, 2004, 3, (19), 1-11 View citations (2)
     See also Working Paper Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective, THEMA Working Papers (2003) (2003)
110. Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003
     Revue d'économie politique, 2004, 114, (1), 1-15 View citations (1)
111. The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size
     Computational Economics, 2004, 24, (3), 239-255 View citations (4)
     See also Working Paper The exact maximum likelihood-based test for fractional cointegration: critical values, power and size, THEMA Working Papers (2003) View citations (3) (2003)
112. The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study
     Economics Bulletin, 2004, 3, (21), 1-16 View citations (2)
     See also Working Paper The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study, THEMA Working Papers (2003) View citations (2) (2003)

2003

113. Cointégration fractionnaire entre la consommation et le revenu
     Économie et Prévision, 2003, 158, (2), 123-142
     Also in Economie & Prévision, 2003, 158, (2), 123-142 (2003)
114. Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries
     Economics Bulletin, 2003, 3, (14), 1-10 View citations (18)

2002

115. La cointégration non linéaire: une note méthodologique
     Économie et Prévision, 2002, 155, (4), 117-137 View citations (1)
     Also in Economie & Prévision, 2002, 155, (4), 117-137 (2002) View citations (1)
116. Étude d’événements sur données intraquotidiennes françaises: les réactions des actionnaires aux annonces
     Revue d'Économie Financière, 2002, 66, (2), 335-340 View citations (3)

1999

117. Prévision ARFIMA des taux de change: les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ?
     Annals of Economics and Statistics, 1999, (54), 47-68 View citations (6)

1998

118. Méthodes d'estimation de l'exposant de Hurst. Application aux rentabilités boursières
     Économie et Prévision, 1998, 132, (1), 193-214 View citations (1)

1996

119. Les tests de mémoire longue appartiennent-ils au "camp du démon" ?
     Revue Économique, 1996, 47, (3), 531-540 View citations (2)

Chapters

2021

1. On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?
   Springer View citations (1)
   See also Working Paper On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?, HAL (2020) (2020)

2018

2. Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?
   Springer
   See also Working Paper Oil market volatility: Is macroeconomic uncertainty systematically transmitted to oil prices?, HAL (2018) (2018)

2011

3. Chapter 8 On Emerging Asian Equilibrium Exchange Rates
   A chapter in The Evolving Role of Asia in Global Finance, 2011, pp 181-211

Editor

1. International Economics
   Elsevier