Details about Valérie Mignon

E-mail:
Homepage:	https://economix.fr/membres/valrie-mignon/
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 2023-09-08. Update your information in the RePEc Author Service.

Short-id: pmi86

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Working Papers

2023

1. Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions
   Working Papers, HAL
   Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2022)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2023)
2. Current account balances’ divergence in the euro area: an appraisal of the underlying forces
   EconomiX Working Papers, University of Paris Nanterre, EconomiX
   Also in Working Papers, CEPII research center (2022)
   Working Papers, HAL (2023)
3. How Political Tensions and Geopolitical Risks Impact Oil Prices?
   Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg
   Also in Working Papers, International Network for Economic Research - INFER (2023)
4. Les cycles économiques de la France: une datation de référence
   Post-Print, HAL
   Also in Working Papers, HAL (2021)
   Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021)
   Working Papers, HAL (2021)
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2021)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021)
   See also Journal Article in Revue économique (2023)

2022

5. Dividendes, actionnaires et croissance économique
   Post-Print, HAL
6. Guerre en Ukraine: bouleversements et défis énergétiques en Europe
   CEPII Policy Brief, CEPII research center View citations (4)
7. La dépendance de l’Europe au gaz russe: état des lieux et perspectives
   Post-Print, HAL
   Also in Post-Print, HAL (2022)
   See also Journal Article in Revue d'économie financière (2022)
8. Les pays de la zone euro sont-ils suffisamment homogènes pour partager la même monnaie ?
   Post-Print, HAL
   See also Journal Article in Revue d'économie financière (2022)
9. Not All Political Relation Shocks are Alike: Assessing the Impacts of US-China Tensions on the Oil Market
   Post-Print, HAL View citations (4)
   Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2022) View citations (4)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2022) View citations (4)
   Working Papers, CEPII research center (2022) View citations (4)
   Working Papers, HAL (2022)
   See also Journal Article in Energy Economics (2022)
10. On the economic desirability of the West African monetary union: would one currency fit all?
    Post-Print, HAL View citations (1)
    Also in Working Papers, CEPII research center (2021)
    See also Journal Article in Economic Modelling (2022)
11. Statistique et probabilités en économie-gestion (2e édition)
    Post-Print, HAL

2021

12. 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 (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2020) View citations (2)
    Working Papers, HAL (2020)
    Working Papers, CEPII research center (2020) View citations (2)
    See also Journal Article in Annals of Economics and Statistics (2021)
13. Dating business cycles in France: A reference chronology
    Working Papers, Association Française de Cliométrie (AFC) View citations (1)
    Also in SciencePo Working papers Main, HAL (2021)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021) View citations (1)
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021) View citations (1)
    Working Papers, HAL (2021) View citations (1)
    Working Papers, HAL (2021)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2021)
    Working Papers, HAL (2021)
14. Determinants of solar photovoltaic deployment in the electricity mix: Do oil prices really matter?
    Post-Print, HAL View citations (4)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2019)
    Post-Print, HAL (2021) View citations (4)
    See also Journal Article in Energy Economics (2021)
15. Does backward participation in global value chains affect countries’ current account position?
    Post-Print, HAL View citations (1)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2021)
16. Financement de la recherche en France: un focus sur le système universitaire français
    Post-Print, HAL
17. Les cycles économiques de la France: une datation de référence
    Working Papers, Association Française de Cliométrie (AFC)
18. 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 in International Economics (2021)
19. On the desirability of the West African monetary union
    Working Papers, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021)

2020

20. 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, CEPII research center (2019) View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2019) View citations (1)
    Working Papers, HAL (2019)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2020)
21. Heterogeneity within the euro area: New insights into an old story
    Post-Print, HAL View citations (10)
    Also in Working Papers, HAL (2019)
    Post-Print, HAL (2019) View citations (5)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2019) View citations (7)
    Working Papers, CEPII research center (2019) View citations (7)
    See also Journal Article in Economic Modelling (2020)
22. 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 in International Economics (2020)
23. 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 (2021)
24. The tale of two international phenomena: Migration and global imbalances
    Post-Print, HAL
    See also Journal Article in Journal of Macroeconomics (2020)

2019

25. 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)
26. La blockchain: nouvel intermédiaire de confiance ?
    Post-Print, HAL
27. Les banques face à la désintermédiation
    Post-Print, HAL

2018

28. Bons et mauvais usages des mathématiques en finance
    Post-Print, HAL
29. 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)
30. EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates
    Post-Print, HAL View citations (27)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (23)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2017) View citations (20)
    Working Papers, HAL (2017) View citations (1)
    Working Papers, CEPII research center (2017) View citations (19)
    See also Journal Article in International Economics (2018)
31. Globalization and exchange rate pass-through in Europe: Is there a link?
    Post-Print, HAL View citations (1)
    See also Journal Article in Journal of Economic Integration (2018)
32. 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 Post-Print, HAL (2017)
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2016) View citations (4)
    Working Papers, CEPII research center (2016) View citations (4)
    Working Papers, HAL (2016) View citations (1)
    Post-Print, HAL (2017) View citations (2)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) View citations (4)
    See also Journal Article in Journal of African Economies (2018)
33. La blockchain ou la fin des intermédiaires ?
    Post-Print, HAL
34. Oil market volatility: Is macroeconomic uncertainty systematically transmitted to oil prices?
    Post-Print, HAL
    See also Chapter (2018)
35. 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, HAL (2017)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2017) View citations (1)
    Working Papers, CEPII research center (2017) View citations (2)
    See also Journal Article in Energy Policy (2018)
36. The tale of two international phenomena: International migration and global imbalances
    Working Papers, HAL View citations (1)
    Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2018) View citations (2)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2018) View citations (2)
    Working Papers, CEPII research center (2018) View citations (2)

2017

37. Beyond average energy consumption in the French residential housing market: A household classification approach
    Post-Print, HAL View citations (15)
    Also in Post-Print, HAL (2016) View citations (1)
    Post-Print, HAL (2016) View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) View citations (4)
    Working Papers, HAL (2016) View citations (4)
    Working Papers, HAL (2016)
    See also Journal Article in Energy Policy (2017)
38. Beyond average energy consumption in the French residential market: A household classification approach
    Post-Print, HAL View citations (14)
39. Does the volatility of commodity prices reflect macroeconomic uncertainty?
    Post-Print, HAL View citations (55)
    Also in Post-Print, HAL (2016) View citations (4)
    Working Papers, CEPII research center (2015) View citations (8)
    Working Papers, HAL (2015)
    Post-Print, HAL (2016) View citations (6)
    Working papers, Banque de France (2016) View citations (6)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) View citations (13)
    Post-Print, HAL (2016) View citations (2)
    Post-Print, HAL (2016) View citations (4)
    See also Journal Article in Energy Economics (2017)
40. Déséquilibres des paiements courants et taux de change: les effets systémiques des prix de l’énergie
    Working Papers, HAL
41. Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter?
    Post-Print, HAL View citations (22)
    See also Journal Article in Journal of International Money and Finance (2017)
42. Explaining incomplete exchange rate pass-through to import prices: Does globalization matter?
    Post-Print, HAL View citations (1)
43. Jusqu’où ira la désintermédiation ?
    Post-Print, HAL
44. 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 in Applied Economics (2017)

2016

45. 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 (12)
    Also in Post-Print, HAL (2016) View citations (19)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) View citations (13)
    Post-Print, HAL (2016) View citations (18)
    Working Papers, HAL (2016)
46. La frontière a-t-elle un rôle économique ?
    Post-Print, HAL
    Also in Post-Print, HAL (2016)
47. On the impact of macroeconomic news surprises on Treasury-bond returns
    Post-Print, HAL View citations (5)
    See also Journal Article in Annals of Finance (2016)
48. Reassessing the empirical relationship between the oil price and the dollar
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (34)
    Also in Working Papers, CEPII research center (2015)
    Working Papers, HAL (2016) View citations (1)
    Post-Print, HAL (2016) View citations (34)
    See also Journal Article in Energy Policy (2016)
49. Towards Greater Diversification in Central Bank Reserves
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in Working Papers, HAL (2015)
    Working Papers CEB, ULB -- Universite Libre de Bruxelles (2015) View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) View citations (1)
    Post-Print, HAL (2016)
    See also Journal Article in Journal of Asset Management (2016)

2015

50. How do macroeconomic imbalances interact? Evidence from a panel VAR analysis
    Post-Print, HAL View citations (2)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (3)
    Working Papers, HAL (2014)
    Working Papers, CEPII research center (2013) View citations (5)
    See also Journal Article in Macroeconomic Dynamics (2016)
51. Instability of the Inflation–Output Trade-Off and Time-Varying Price Rigidity
    Post-Print, HAL View citations (3)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2015)
52. 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, CEPII research center (2014) View citations (5)
    Post-Print, HAL (2015) View citations (23)
    Working Papers, HAL (2014)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (9)
    Post-Print, HAL (2014) View citations (4)
    See also Journal Article in Economic Modelling (2015)
53. On the impact of volatility on the real exchange rate - terms of trade nexus: Revisiting commodity currencies
    Post-Print, HAL View citations (27)
    See also Journal Article in Journal of International Money and Finance (2015)
54. Persistence of current-account disequilibria and real exchange-rate misalignments
    Post-Print, HAL View citations (24)
    See also Journal Article in Review of International Economics (2015)
55. Statistique et probabilités en économie-gestion
    Post-Print, HAL

2014

56. Comovement and Contagion in Financial Markets
    Post-Print, HAL
57. Current accounts and oil price fluctuations in oil-exporting countries: the role of financial development
    Post-Print, HAL View citations (45)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) View citations (11)
    Working Papers, HAL (2013) View citations (2)
    Working Papers, CEPII research center (2013) View citations (9)
    Post-Print, HAL (2014) View citations (45)
    See also Journal Article in Journal of International Money and Finance (2014)
58. 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 in Journal of Macroeconomics (2014)
59. Nonlinearity of the inflation-output trade-off and time-varying price rigidity
    Post-Print, HAL
    Also in Working Papers, CEPII research center (2013) View citations (1)
    Working Papers, HAL (2013)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) View citations (1)
60. 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)
61. On the impact of oil price volatility on the real exchange rate
    Post-Print, HAL
62. On the impact of oil price volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies
    Working Papers, HAL
    Also in Working Papers, CEPII research center (2013) View citations (4)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (3)
63. Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality
    Post-Print, HAL View citations (3)
    See also Journal Article in Economic Modelling (2014)
64. 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)
65. Uncertainty transmission in commodity markets
    Post-Print, HAL

2013

66. 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)
67. 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 in Finance (2013)
68. Les mésalignements de taux de change réels à l’intérieur de la zone euro
    Post-Print, HAL
    See also Journal Article in Revue de l'OFCE (2013)
69. On Currency Misalignments within the Euro Area
    Post-Print, HAL View citations (52)
    Also in Post-Print, HAL (2012) View citations (17)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (21)
    Post-Print, HAL (2012) View citations (17)
    Working Papers, HAL (2012)
    Post-Print, HAL (2012) View citations (17)
    Post-Print, HAL (2012) View citations (17)
    Working Papers, CEPII research center (2012) View citations (21)
    See also Journal Article in Review of International Economics (2013)
70. On price convergence in Eurozone
    Post-Print, HAL View citations (7)
    Also in Working Papers, HAL (2011)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) View citations (2)
    See also Journal Article in Economic Modelling (2013)
71. On the links between stock and commodity markets’ volatility
    Post-Print, HAL View citations (220)
    Also in Working Papers, HAL (2012)
    Working Papers, CEPII research center (2012) View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (1)
    See also Journal Article in Energy Economics (2013)
72. 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 in Applied Economics (2013)
73. Post-Recession US Employment through the Lens of a Non-Linear Okun's Law
    Working Papers, CEPII research center View citations (7)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (7)
    Working Papers, HAL (2013)
74. Post-recession US employment through the lens of a non-linear Okun
    Post-Print, HAL View citations (2)
75. 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, CEPII research center (2012) View citations (2)
    Working Papers, HAL (2012)
    See also Journal Article in Journal of Macroeconomics (2013)
76. The ‘Forward Premium Puzzle’ and the Sovereign Default risk
    Post-Print, HAL View citations (11)
    Also in Working Papers, CEPII research center (2011) View citations (4)
    See also Journal Article in Journal of International Money and Finance (2013)

2012

77. Carbon Price Drivers: Phase I versus Phase II Equilibrium?
    Post-Print, HAL View citations (119)
    Also in Working Papers, Chaire Economie du climat (2011) View citations (4)
    Working Papers, CEPII research center (2011) View citations (6)
    See also Journal Article in Energy Economics (2012)
78. 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 in Applied Economics (2012)
79. Does OPEC still exist as a cartel? An empirical investigation
    Post-Print, HAL View citations (43)
    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 in Energy Economics (2012)
80. Does the banking sector structure matter for credit procyclicality
    Post-Print, HAL View citations (10)
    See also Journal Article in Economic Modelling (2012)
81. Is price dynamics homogeneous across Eurozone countries?
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (2)
    Also in Post-Print, HAL (2012) View citations (2)
    Working Papers, HAL (2012)
    See also Journal Article in Journal of Economic Integration (2012)
82. Les déterminants des prix du carbone: une comparaison entre les phases I et II
    Post-Print, HAL
    See also Journal Article in Revue économique (2012)
83. 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 (29)
    See also Journal Article in Economic Modelling (2011)
84. The slow convergence of per capita income between the developing countries: ‘growth resistance’ and sometimes ‘growth tragedy’
    Post-Print, HAL
    Also in Discussion Papers, University of Nottingham, CREDIT (2009) View citations (5)

2011

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

2010

90. 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 in Journal of Banking & Finance (2011)
91. L'intégration commerciale est-elle une condition préalable à l'intégration financière ?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (2010) View citations (1)
    See also Journal Article in Revue économique (2010)
92. 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 in Review of International Economics (2010)
93. Testing the finance-growth link: is there a difference between developed and developing countries?
    Working Papers, HAL View citations (4)
    Also in Working Papers, HAL (2008) View citations (1)
    Working Papers, CEPII research center (2007) View citations (3)
    See also Journal Article in Economics Bulletin (2010)

2009

94. From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?
    Post-Print, HAL
    Also in Working Papers, CEPII research center (2009)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)
    See also Journal Article in Aussenwirtschaft (2009)
95. Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ?
    Post-Print, HAL
96. On Equilibrium Exchange Rates: Is Emerging Asia Different?
    Working Papers, CEPII research center View citations (4)
97. 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 in Scottish Journal of Political Economy (2009)
98. Taux de change d'équilibre: une question d'horizon
    Post-Print, HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) View citations (1)
    See also Journal Article in Revue économique (2009)
99. 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 in Journal of the Japanese and International Economies (2009)
100. The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach
     Working Papers, CEPII research center View citations (14)
     See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2010)

2008

101. 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 (32)
     Post-Print, HAL (2007) View citations (131)
     See also Journal Article in Energy Policy (2007)
102. 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 in The World Economy (2011)
103. Equilibrium Exchange Rates: a Guidebook for the Euro-Dollar Rate
     Working Papers, CEPII research center View citations (18)
104. Euro-dollar: le face-à-face
     Post-Print, HAL
     Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008)
105. Explaining the European exchange rates deviations: long memory or nonlinear adjustment?
     Post-Print, HAL View citations (23)
     See also Journal Article in Journal of International Financial Markets, Institutions and Money (2008)
106. How Robust are Estimated Equilibrium Exchange Rates? A Panel BEER Approach
     Working Papers, CEPII research center View citations (17)
107. Is Asia responsible for exchange-rate misalignments within the G20?
     Post-Print, HAL View citations (11)
     Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (11)
     See also Journal Article in Pacific Economic Review (2008)
108. Modelling the slow mean-reversion of the Central and Eastern European countries ' real exchange rates
     Post-Print, HAL
     See also Journal Article in Manchester School (2008)
109. 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 Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling, Economic Modelling, Elsevier View citations (34)
110. Oil Price and the Dollar
     Post-Print, HAL View citations (81)
111. On the Influence of Oil Prices on Economic Activity and Other Macroeconomic and Financial Variables
     Working Papers, CEPII research center View citations (134)
112. Taux de change de l'euro: perspectives à moyen et long termes
     Post-Print, HAL
     Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008)

2007

113. Costs and Benefits of Euro Membership: a Counterfactual Analysis
     Working Papers, CEPII research center View citations (4)
114. Monetary and financial integration in Asia: introduction
     Post-Print, HAL
     Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007)
     See also Journal Article in Economie Internationale (2007)
115. Second Generation Panel Unit Root Tests
     Working Papers, HAL View citations (73)

2006

116. 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 in Applied Economics (2006)
117. 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 in Economie & Prévision (2009)
118. 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)
119. 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 in Economie & Prévision (2007)

2004

120. 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)
121. Business Cycles Asymmetry and Monetary Policy: A Further Investigation using MRSTAR Models
     Post-Print, HAL View citations (14)
     See also Journal Article in Economic Modelling (2004)
122. Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ?
     Post-Print, HAL
     See also Journal Article in Revue économique (2004)

2003

123. Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models
     Macroeconomics, University Library of Munich, Germany View citations (1)
124. 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
125. 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
126. 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 in Economics Bulletin (2004)
127. Real exchange rate misalignment in Hungary: a fractionally integrated threshold model
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
128. Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model
     Econometrics, University Library of Munich, Germany
129. Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
130. 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 in Computational Economics (2004)
131. 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 in Economics Bulletin (2004)

2002

132. 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)
133. Fractional cointegration and term structure of interest rates
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
134. Modeling long-range dependence in European time-varying term premia
     THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
135. 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

2023

1. Les cycles économiques de la France: une datation de référence
   Revue économique, 2023, 74, (2), 5-52
   See also Working Paper (2023)

2022

2. 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 (2022)
3. 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 (2022)
4. Métaux stratégiques: la clairvoyance chinoise
   La Lettre du CEPII, 2022, (428)
5. 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 (4)
   See also Working Paper (2022)
6. On the economic desirability of the West African monetary union: Would one currency fit all?
   Economic Modelling, 2022, 113, (C) View citations (1)
   See also Working Paper (2022)

2021

7. 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 (2021)
8. Determinants of solar photovoltaic deployment in the electricity mix: Do oil prices really matter?
   Energy Economics, 2021, 97, (C) View citations (4)
   See also Working Paper (2021)
9. 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 (2021)
10. 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 (2021)

2020

11. 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 (2020)
12. Heterogeneity within the euro area: New insights into an old story
    Economic Modelling, 2020, 90, (C), 428-444 View citations (11)
    See also Working Paper (2020)
13. Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database
    International Economics, 2020, 161, (C), 237-247 View citations (9)
    Also in International Economics, 2020, (161), 237-247 (2020) View citations (1)
    See also Working Paper (2020)
14. The tale of two international phenomena: Migration and global imbalances
    Journal of Macroeconomics, 2020, 66, (C)
    See also Working Paper (2020)

2019

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

2018

16. EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates
    International Economics, 2018, (156), 206-230 View citations (26)
    Also in International Economics, 2018, 156, (C), 206-230 (2018) View citations (30)
    See also Working Paper (2018)
17. Editorial
    International Economics, 2018, (153), 1-2
18. 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 (2018)
19. 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 (2018)
20. 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 (2018)

2017

21. Baisse du dollar: tous perdants au sein de la zone euro ?
    La Lettre du CEPII, 2017, (381)
22. Beyond average energy consumption in the French residential housing market: A household classification approach
    Energy Policy, 2017, 107, (C), 82-95 View citations (16)
    See also Working Paper (2017)
23. Does the volatility of commodity prices reflect macroeconomic uncertainty?
    Energy Economics, 2017, 68, (C), 313-326 View citations (61)
    See also Working Paper (2017)
24. 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 (21)
    See also Working Paper (2017)
25. Hommage à Hélène Raymond-Feingold (1966-2017)
    Revue économique, 2017, 68, (HS1), 5-7
26. 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 (2017)
27. 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

28. HOW DO MACROECONOMIC IMBALANCES INTERACT? EVIDENCE FROM A PANEL VAR ANALYSIS
    Macroeconomic Dynamics, 2016, 20, (7), 1717-1741 View citations (21)
    See also Working Paper (2015)
29. On the impact of macroeconomic news surprises on Treasury-bond returns
    Annals of Finance, 2016, 12, (1), 29-53 View citations (5)
    See also Working Paper (2016)
30. 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 (2016)
31. Towards greater diversification in central bank reserves
    Journal of Asset Management, 2016, 17, (4), 295-312
    See also Working Paper (2016)

2015

32. 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 (2015)
33. Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies
    Economic Modelling, 2015, 49, (C), 232-247 View citations (30)
    See also Working Paper (2015)
34. 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 (29)
    See also Working Paper (2015)
35. Persistence of Current-account Disequilibria and Real Exchange-rate Misalignments
    Review of International Economics, 2015, 23, (1), 137-159 View citations (27)
    See also Working Paper (2015)

2014

36. 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 (47)
    See also Working Paper (2014)
37. 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 (2014)
38. Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality
    Economic Modelling, 2014, 37, (C), 127-136 View citations (5)
    See also Working Paper (2014)

2013

39. Introduction: Recent international macroeconomic and financial issues
    International Economics, 2013, (133), 1-7
40. 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 (2013)
41. 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 (2013)
42. On Currency Misalignments within the Euro Area
    Review of International Economics, 2013, 21, (1), 35-48 View citations (55)
    See also Working Paper (2013)
43. On price convergence in Eurozone
    Economic Modelling, 2013, 34, (C), 42-51 View citations (8)
    See also Working Paper (2013)
44. On the links between stock and commodity markets' volatility
    Energy Economics, 2013, 37, (C), 16-28 View citations (317)
    See also Working Paper (2013)
45. Pegging emerging currencies in the face of dollar swings
    Applied Economics, 2013, 45, (36), 5076-5085 View citations (7)
    See also Working Paper (2013)
46. 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 (2013)
47. The “forward premium puzzle” and the sovereign default risk
    Journal of International Money and Finance, 2013, 32, (C), 491-511 View citations (36)
    See also Working Paper (2013)

2012

48. Carbon price drivers: Phase I versus Phase II equilibrium?
    Energy Economics, 2012, 34, (1), 327-334 View citations (125)
    See also Working Paper (2012)
49. Currency misalignments and growth: a new look using nonlinear panel data methods
    Applied Economics, 2012, 44, (27), 3503-3511 View citations (60)
    See also Working Paper (2012)
50. Does OPEC still exist as a cartel? An empirical investigation
    Energy Economics, 2012, 34, (1), 125-131 View citations (55)
    See also Working Paper (2012)
51. Does the banking sector structure matter for credit procyclicality?
    Economic Modelling, 2012, 29, (4), 1035-1044 View citations (10)
    See also Working Paper (2012)
52. Is Price Dynamics Homogeneous Across Eurozone Countries?
    Journal of Economic Integration, 2012, 27, 609-632 View citations (3)
    See also Working Paper (2012)
53. 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 (2012)
54. On the link between forward energy prices: A nonlinear panel cointegration approach
    Energy Economics, 2012, 34, (4), 1170-1175 View citations (13)
    See also Working Paper (2011)
55. 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

56. 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 (57)
    See also Working Paper (2008)
57. Exchange rate volatility across financial crises
    Journal of Banking & Finance, 2011, 35, (11), 3010-3018 View citations (57)
    See also Working Paper (2010)
58. L'impact des crises financières globales sur les marchés des changes des pays émergents
    Revue économique, 2011, 62, (3), 451-460
59. Les effets de la crise des subprimes sur le marché financier mexicain
    Revue économique, 2011, 62, (3), 461-470
    See also Working Paper (2011)
60. On the impact of inflation on output growth: Does the level of inflation matter?
    Journal of Macroeconomics, 2011, 33, (3), 455-464 View citations (118)
61. 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)
62. Recent developments on commodity, energy and carbon markets: an introduction
    International Economics, 2011, (126-127), 5–12
63. The effects of the subprime crisis on the Latin American financial markets: An empirical assessment
    Economic Modelling, 2011, 28, (5), 2342-2357 View citations (28)
    See also Working Paper (2012)
64. World-consistent equilibrium exchange rates
    Journal of the Japanese and International Economies, 2011, 25, (2), 12-32 View citations (15)
    See also Working Paper (2011)

2010

65. 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 (2010)
66. On the Complementarity of Equilibrium Exchange‐Rate Approaches
    Review of International Economics, 2010, 18, (4), 618-632 View citations (41)
    See also Working Paper (2010)
67. 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)
68. Testing the finance-growth link: is there a difference between developed and developing countries?
    Economics Bulletin, 2010, 30, (3), 1794-1807 View citations (4)
    See also Working Paper (2010)
69. 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 (58)
    See also Working Paper (2009)

2009

70. 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 (2009)
71. 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 (1)
72. 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 (23)
73. 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 (59)
    See also Working Paper (2009)
74. 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 (2006)
75. Taux de change d'équilibre. Une question d'horizon
    Revue économique, 2009, 60, (3), 657-666 View citations (6)
    See also Working Paper (2009)
76. Terms of Trade and Exchange Rates: a Relationship Complicated by Anchor Policies
    La Lettre du CEPII, 2009, (285)
77. The dollar in the turmoil
    Journal of the Japanese and International Economies, 2009, 23, (4), 427-436 View citations (1)
    See also Working Paper (2009)
78. 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

79. Déterminants du prix du pétrole et impacts sur l'économie
    Revue Française d'Économie, 2008, 23, (2), 179-214 View citations (1)
80. Euro-Dollar: Face-to-Face
    La Lettre du CEPII, 2008, (279)
81. 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 (2008)
82. 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 (2008)
83. Les ambiguïtés de la théorie de l'efficience informationnelle des marchés financiers
    Regards croisés sur l'économie, 2008, n° 3, (1), 104-117
84. 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 (2008)
85. Oil prices and economic activity: An asymmetric cointegration approach
    Energy Economics, 2008, 30, (3), 847-855 View citations (198)

2007

86. China and the relationship between the oil price and the dollar
    Energy Policy, 2007, 35, (11), 5795-5805 View citations (160)
    See also Working Paper (2008)
87. Monetary and Financial Integration in Asia: Introduction
    Economie Internationale, 2007, (111), 5-8
    See also Working Paper (2007)
88. 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 (2006)

2006

89. On the identification of de facto currency pegs
    Journal of the Japanese and International Economies, 2006, 20, (1), 112-127 View citations (74)
90. 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 (2006)
91. 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 (128)

2005

92. Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue
    Revue d'économie politique, 2005, 115, (1), 129-160
93. Pétrole et dollar: un jeu à double sens
    La Lettre du CEPII, 2005, (250) View citations (2)
94. 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)

2004

95. 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 (2004)
96. 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 (2004)
97. Fractional cointegration and the term structure
    Empirical Economics, 2004, 29, (4), 723-736 View citations (8)
98. Introduction générale: l'importance des non linéarités sur les marchés financiers
    Revue d'économie politique, 2004, 114, (4), 439-451
99. Le dollar dans le G20
    La Lettre du CEPII, 2004, (238)
100. Le yuan et le G20
     Revue d'Économie Financière, 2004, 77, (4), 127-146
101. Modeling the French Consumption Function Using SETAR Models
     Economics Bulletin, 2004, 3, (20), 1-16 View citations (7)
102. 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 (2003)
103. 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)
104. 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 (2003)
105. 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 (2003)

2003

106. 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)
107. 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

108. 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)
109. 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

110. 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

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

1996

112. 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 (2020)

2018

2. Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?
   Springer
   See also Working Paper (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