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Details about Valérie Mignon

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

Access statistics for papers by Valérie Mignon.

Last updated 2019-10-19. Update your information in the RePEc Author Service.

Short-id: pmi86


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Working Papers

2019

  1. Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
  2. Heterogeneity within the Euro Area: New Insights into an Old Story
    Working Papers, CEPII research center Downloads View citations (2)
    Also in Post-Print, HAL (2019)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2019) Downloads View citations (1)
  3. La blockchain: nouvel intermédiaire de confiance ?
    Post-Print, HAL

2018

  1. Bons et mauvais usages des mathématiques en finance
    Post-Print, HAL
  2. Do Global Value Chains Amplify Global Imbalances?
    Working Papers, CEPII research center Downloads
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2018) Downloads
  3. EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates
    Post-Print, HAL View citations (1)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2017) Downloads View citations (7)
    Working Papers, CEPII research center (2017) Downloads View citations (7)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (9)

    See also Journal Article in International Economics (2018)
  4. Globalization and exchange rate pass-through in Europe: Is there a link?
    Post-Print, HAL
    See also Journal Article in Journal of Economic Integration (2018)
  5. Growth-enhancing effect of openness to trade and migrations: What is the effective transmission channel for Africa?
    Post-Print, HAL View citations (2)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) Downloads View citations (2)
    Post-Print, HAL (2017) View citations (2)
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2016) Downloads View citations (2)
    Working Papers, CEPII research center (2016) Downloads View citations (2)
    Post-Print, HAL (2017)
  6. La blockchain ou la fin des intermédiaires ?
    Post-Print, HAL
  7. Oil market volatility: Is macroeconomic uncertainty systematically transmitted to oil prices?
    Post-Print, HAL
  8. On the current account - biofuels link in emerging and developing countries: do oil price fluctuations matter?
    Post-Print, HAL
    Also in Working Papers, CEPII research center (2017) Downloads View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2017) Downloads View citations (1)
    Post-Print, HAL (2018) Downloads

    See also Journal Article in Energy Policy (2018)
  9. The tale of two international phenomena: International migration and global imbalances
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg Downloads View citations (1)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2018) Downloads View citations (1)
    Working Papers, CEPII research center (2018) Downloads View citations (1)

2017

  1. Beyond average energy consumption in the French residential housing market: A household classification approach
    Post-Print, HAL Downloads View citations (8)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) Downloads View citations (1)
    Post-Print, HAL (2016)
    Post-Print, HAL (2016)

    See also Journal Article in Energy Policy (2017)
  2. Beyond average energy consumption in the French residential market: A household classification approach
    Post-Print, HAL View citations (3)
  3. Does the volatility of commodity prices reflect macroeconomic uncertainty?
    Post-Print, HAL Downloads View citations (5)
    Also in Post-Print, HAL (2016) View citations (1)
    Post-Print, HAL (2016) View citations (2)
    Post-Print, HAL (2016) View citations (1)
    Post-Print, HAL (2016) View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) Downloads View citations (9)
    Post-Print, HAL (2016) View citations (1)
    Working papers, Banque de France (2016) Downloads View citations (1)
    Post-Print, HAL (2017) View citations (4)
    Working Papers, CEPII research center (2015) Downloads View citations (4)

    See also Journal Article in Energy Economics (2017)
  4. Déséquilibres des paiements courants et taux de change: les effets systémiques des prix de l’énergie
    Working Papers, HAL
  5. Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter?
    Post-Print, HAL View citations (1)
    See also Journal Article in Journal of International Money and Finance (2017)
  6. Explaining incomplete exchange rate pass-through to import prices: Does globalization matter?
    Post-Print, HAL View citations (1)
  7. Jusqu’où ira la désintermédiation ?
    Post-Print, HAL
  8. Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?
    Post-Print, HAL Downloads
    Also in Post-Print, HAL (2015) View citations (1)
    Post-Print, HAL (2016) View citations (1)
    Post-Print, HAL (2015) View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) Downloads View citations (1)
    Post-Print, HAL (2015) View citations (1)
    Working Papers, CEPII research center (2015) Downloads View citations (1)

    See also Journal Article in Applied Economics (2017)
  9. On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?
    Working Papers, CEPII research center Downloads
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2017) Downloads

2016

  1. Exchange Rate Pass-through in Emerging Countries: Do the Inflation Environment, Monetary Policy Regime and Institutional Quality Matter?
    Working Papers, CEPII research center Downloads View citations (8)
    Also in Post-Print, HAL (2016) View citations (6)
    Post-Print, HAL (2016) View citations (6)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) Downloads View citations (8)
  2. La frontière a-t-elle un rôle économique ?
    Post-Print, HAL
    Also in Post-Print, HAL (2016)
  3. On the impact of macroeconomic news surprises on Treasury-bond returns
    Post-Print, HAL View citations (1)
    See also Journal Article in Annals of Finance (2016)
  4. Reassessing the empirical relationship between the oil price and the dollar
    Post-Print, HAL View citations (6)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) Downloads View citations (8)
    Working Papers, CEPII research center (2015) Downloads

    See also Journal Article in Energy Policy (2016)
  5. Towards Greater Diversification in Central Bank Reserves
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) Downloads
    Post-Print, HAL (2016)
    Working Papers CEB, ULB -- Universite Libre de Bruxelles (2015) Downloads

    See also Journal Article in Journal of Asset Management (2016)

2015

  1. How do macroeconomic imbalances interact? Evidence from a panel VAR analysis
    Post-Print, HAL View citations (1)
    Also in Working Papers, CEPII research center (2013) Downloads View citations (2)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) Downloads View citations (3)

    See also Journal Article in Macroeconomic Dynamics (2016)
  2. Instability of the Inflation–Output Trade-Off and Time-Varying Price Rigidity
    Post-Print, HAL View citations (2)
    Also in Post-Print, HAL (2015) View citations (2)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2015)
  3. Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies
    Post-Print, HAL Downloads View citations (4)
    Also in Working Papers, CEPII research center (2014) Downloads View citations (3)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) Downloads View citations (7)
    Post-Print, HAL (2014) View citations (1)

    See also Journal Article in Economic Modelling (2015)
  4. On the impact of volatility on the real exchange rate - terms of trade nexus: Revisiting commodity currencies
    Post-Print, HAL View citations (5)
    See also Journal Article in Journal of International Money and Finance (2015)
  5. Persistence of current-account disequilibria and real exchange-rate misalignments
    Post-Print, HAL View citations (10)
    See also Journal Article in Review of International Economics (2015)
  6. Statistique et probabilités en économie-gestion
    Post-Print, HAL

2014

  1. Comovement and Contagion in Financial Markets
    Post-Print, HAL
    Also in Post-Print, HAL (2014)
  2. Current accounts and oil price fluctuations in oil-exporting countries: the role of financial development
    Post-Print, HAL Downloads View citations (11)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) Downloads View citations (9)
    Post-Print, HAL (2014) View citations (10)
    Working Papers, CEPII research center (2013) Downloads View citations (6)

    See also Journal Article in Journal of International Money and Finance (2014)
  3. Explaining US employment growth after the Great Recession: the role of output-employment non-linearities
    Post-Print, HAL View citations (3)
    See also Journal Article in Journal of Macroeconomics (2014)
  4. Nonlinearity of the inflation-output trade-off and time-varying price rigidity
    Post-Print, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) Downloads View citations (1)
    Working Papers, CEPII research center (2013) Downloads View citations (1)
  5. On the impact of macroeconomic news surprises on Treasury-bond yields
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (1)
  6. On the impact of oil price volatility on the real exchange rate
    Post-Print, HAL
  7. On the impact of oil price volatility on the real exchange rate–terms of trade nexus: Revisiting commodity currencies
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (3)
    Also in Working Papers, CEPII research center (2013) Downloads View citations (3)
  8. Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality
    Post-Print, HAL View citations (1)
    See also Journal Article in Economic Modelling (2014)
  9. 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)
    Post-Print, HAL (2014)
  10. Uncertainty transmission in commodity markets
    Post-Print, HAL

2013

  1. Current-Account Adjustments and Exchange-Rate Misalignments
    Working Papers, CEPII research center Downloads View citations (6)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) Downloads View citations (8)
  2. Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky
    Post-Print, HAL View citations (6)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (5)
    Post-Print, HAL (2013) Downloads View citations (6)

    See also Journal Article in Finance (2013)
  3. 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)
  4. On Currency Misalignments within the Euro Area
    Post-Print, HAL View citations (23)
    Also in Post-Print, HAL (2012) View citations (5)
    Working Papers, CEPII research center (2012) Downloads View citations (18)
    Post-Print, HAL (2012) View citations (5)
    Post-Print, HAL (2012) View citations (5)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) Downloads View citations (13)
    Post-Print, HAL (2012) View citations (5)

    See also Journal Article in Review of International Economics (2013)
  5. On price convergence in Eurozone
    Post-Print, HAL View citations (2)
    Also in Post-Print, HAL (2013) View citations (3)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) Downloads View citations (2)

    See also Journal Article in Economic Modelling (2013)
  6. On the links between stock and commodity markets’ volatility
    Post-Print, HAL View citations (73)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) Downloads View citations (1)
    Working Papers, CEPII research center (2012) Downloads View citations (1)

    See also Journal Article in Energy Economics (2013)
  7. Pegging emerging currencies in the face of dollar swings
    Post-Print, HAL View citations (2)
    Also in Working Papers, CEPII research center (2012) Downloads View citations (7)
    Post-Print, HAL (2013) View citations (2)
    Post-Print, HAL (2013) View citations (2)

    See also Journal Article in Applied Economics (2013)
  8. Post-Recession US Employment through the Lens of a Non-Linear Okun's Law
    Working Papers, CEPII research center Downloads View citations (5)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) Downloads View citations (5)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (6)
  9. Post-recession US employment through the lens of a non-linear Okun
    Post-Print, HAL View citations (2)
  10. Recent international macroeconomic and financial issues
    Post-Print, HAL
  11. Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?
    Post-Print, HAL View citations (4)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) Downloads View citations (6)
    Working Papers, CEPII research center (2012) Downloads

    See also Journal Article in Journal of Macroeconomics (2013)
  12. The ‘Forward Premium Puzzle’ and the Sovereign Default risk
    Post-Print, HAL View citations (5)
    Also in Working Papers, CEPII research center (2011) Downloads View citations (4)

    See also Journal Article in Journal of International Money and Finance (2013)

2012

  1. Carbon Price Drivers: Phase I versus Phase II Equilibrium?
    Post-Print, HAL View citations (28)
    Also in Working Papers, Chaire Economie du climat (2011) Downloads View citations (1)
    Working Papers, CEPII research center (2011) Downloads View citations (4)

    See also Journal Article in Energy Economics (2012)
  2. Currency Misalignments and Growth: A New Look using Nonlinear Panel Data Methods
    Post-Print, HAL View citations (9)
    Also in Working Papers, CEPII research center (2009) Downloads View citations (12)
    Post-Print, HAL (2011) Downloads

    See also Journal Article in Applied Economics (2012)
  3. Does OPEC still exist as a cartel? An empirical investigation
    Post-Print, HAL View citations (7)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) Downloads View citations (4)

    See also Journal Article in Energy Economics (2012)
  4. Does the banking sector structure matter for credit procyclicality
    Post-Print, HAL View citations (1)
    See also Journal Article in Economic Modelling (2012)
  5. Is price dynamics homogeneous across Eurozone countries?
    Post-Print, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) Downloads View citations (2)

    See also Journal Article in Journal of Economic Integration (2012)
  6. 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)
  7. The effects of the subprime crisis on the Latin American financial markets: an empirical assessment
    Post-Print, HAL
    Also in Working Papers, HAL (2011) Downloads View citations (17)
    Working Papers, CEPII research center (2010) Downloads View citations (2)

    See also Journal Article in Economic Modelling (2011)
  8. 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) Downloads View citations (4)

2011

  1. 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 Downloads
  2. Les effets de la crise des subprimes sur le marché financier mexicain
    Post-Print, HAL
    See also Journal Article in Revue économique (2011)
  3. On the link between credit procyclicality and bank competition
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
    Also in Working Papers, CEPII research center (2010) Downloads
  4. On the link between forward energy prices: A nonlinear panel cointegration approach
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (15)
    See also Journal Article in Energy Economics (2012)
  5. World Consistent Equilibrium Exchange Rates
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Working Papers, CEPII research center (2006) Downloads View citations (8)

    See also Journal Article in Journal of the Japanese and International Economies (2011)

2010

  1. Exchange Rate Flexibility Across Financial Crises
    Working Papers, CEPII research center Downloads View citations (5)
    Also in CEPN Working Papers, HAL (2010) Downloads View citations (3)

    See also Journal Article in Journal of Banking & Finance (2011)
  2. L'intégration commerciale est-elle une condition préalable à l'intégration financière ?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    See also Journal Article in Revue économique (2010)
  3. On the complementarity of equilibrium exchange-rate approaches
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (21)
    See also Journal Article in Review of International Economics (2010)
  4. Testing the finance-growth link: is there a difference between developed and developing countries?
    Working Papers, HAL Downloads
    Also in Working Papers, HAL (2008) Downloads View citations (1)
    Working Papers, CEPII research center (2007) Downloads View citations (3)

    See also Journal Article in Economics Bulletin (2010)

2009

  1. From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Working Papers, CEPII research center (2009) Downloads

    See also Journal Article in Aussenwirtschaft (2009)
  2. Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ?
    Post-Print, HAL
  3. On Equilibrium Exchange Rates: Is Emerging Asia Different?
    Working Papers, CEPII research center Downloads View citations (3)
  4. 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 (22)
    See also Journal Article in Scottish Journal of Political Economy (2009)
  5. Taux de change d'équilibre: une question d'horizon
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    See also Journal Article in Revue économique (2009)
  6. The Dollar in the Turmoil
    Working Papers, CEPII research center Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)

    See also Journal Article in Journal of the Japanese and International Economies (2009)
  7. The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach
    Working Papers, CEPII research center Downloads View citations (9)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2010)

2008

  1. China and the relationship between the oil price and the dollar
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (14)
    Also in Post-Print, HAL (2007) View citations (60)
    Working Papers, CEPII research center (2005) Downloads View citations (19)

    See also Journal Article in Energy Policy (2007)
  2. Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies
    Working Papers, CEPII research center Downloads View citations (21)
    See also Journal Article in The World Economy (2011)
  3. Equilibrium Exchange Rates: a Guidebook for the Euro-Dollar Rate
    Working Papers, CEPII research center Downloads View citations (13)
  4. Euro-dollar: le face-à-face
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
  5. Explaining the European exchange rates deviations: long memory or nonlinear adjustment?
    Post-Print, HAL View citations (6)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2008)
  6. How Robust are Estimated Equilibrium Exchange Rates? A Panel BEER Approach
    Working Papers, CEPII research center Downloads View citations (13)
  7. Is Asia responsible for exchange-rate misalignments within the G20?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (4)
    See also Journal Article in Pacific Economic Review (2008)
  8. 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)
  9. Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling
    Working Papers, CEPII research center Downloads View citations (8)
    See also Journal Article in Economic Modelling (2010)
  10. Oil Price and the Dollar
    Post-Print, HAL Downloads View citations (63)
  11. On the Influence of Oil Prices on Economic Activity and Other Macroeconomic and Financial Variables
    Working Papers, CEPII research center Downloads View citations (87)
    See also Journal Article in OPEC Energy Review (2008)
  12. Taux de change de l'euro: perspectives à moyen et long termes
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL

2007

  1. Costs and Benefits of Euro Membership: a Counterfactual Analysis
    Working Papers, CEPII research center Downloads View citations (3)
  2. Monetary and financial integration in Asia: introduction
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    See also Journal Article in Economie Internationale (2007)
  3. Second Generation Panel Unit Root Tests
    Working Papers, HAL Downloads View citations (47)

2006

  1. Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration
    Post-Print, HAL View citations (8)
    Also in International Finance, University Library of Munich, Germany (2003) Downloads
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002) Downloads View citations (4)

    See also Journal Article in Applied Economics (2006)
  2. Taux d’intérêt et marchés boursiers: une analyse empirique de l’intégration financière internationale
    Working Papers, CEPII research center Downloads View citations (5)
    See also Journal Article in Economie & Prévision (2009)
  3. Une Synthèse des Tests de Racine Unitaire sur Données de Panel
    Post-Print, HAL Downloads View citations (35)
    Also in Post-Print, HAL (2005) View citations (33)

    See also Journal Article in Economie & Prévision (2005)
  4. 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 Downloads View citations (4)
    Also in Working Papers, HAL (2006) Downloads View citations (10)

    See also Journal Article in Economie & Prévision (2007)

2004

  1. Burden Sharing and Exchange-Rate Misalignments within the Group of Twenty
    Working Papers, CEPII research center Downloads View citations (62)
  2. Business Cycles Asymmetry and Monetary Policy: A Further Investigation using MRSTAR Models
    Post-Print, HAL View citations (4)
    See also Journal Article in Economic Modelling (2004)
  3. 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

  1. Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models
    Macroeconomics, University Library of Munich, Germany Downloads View citations (1)
  2. 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
  3. 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 Downloads
  4. 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 Downloads
    Also in International Finance, University Library of Munich, Germany (2003) Downloads

    See also Journal Article in Economics Bulletin (2004)
  5. Real exchange rate misalignment in Hungary: a fractionally integrated threshold model
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
  6. Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model
    Econometrics, University Library of Munich, Germany Downloads
  7. Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
  8. 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 Downloads View citations (3)
    See also Journal Article in Computational Economics (2004)
  9. 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 Downloads View citations (2)
    See also Journal Article in Economics Bulletin (2004)

2002

  1. 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 Downloads
  2. Fractional cointegration and term structure of interest rates
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
  3. Modeling long-range dependence in European time-varying term premia
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
  4. 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 Downloads

Journal Articles

2018

  1. EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates
    International Economics, 2018, (156), 206-230 Downloads View citations (1)
    Also in International Economics, 2018, 156, (C), 206-230 (2018) Downloads View citations (1)

    See also Working Paper (2018)
  2. Editorial
    International Economics, 2018, (153), 1-2 Downloads
  3. Globalization and Exchange-Rate Pass-Through in Europe: Is There a Link?
    Journal of Economic Integration, 2018, 33, (4), 773-786 Downloads
    See also Working Paper (2018)
  4. On the current account - biofuels link in emerging and developing countries: do oil price fluctuations matter?
    Energy Policy, 2018, 116, (C), 60-67 Downloads
    See also Working Paper (2018)

2017

  1. Baisse du dollar: tous perdants au sein de la zone euro ?
    La Lettre du CEPII, 2017, (381) Downloads
  2. Beyond average energy consumption in the French residential housing market: A household classification approach
    Energy Policy, 2017, 107, (C), 82-95 Downloads View citations (8)
    See also Working Paper (2017)
  3. Does the volatility of commodity prices reflect macroeconomic uncertainty?
    Energy Economics, 2017, 68, (C), 313-326 Downloads View citations (4)
    See also Working Paper (2017)
  4. 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 Downloads View citations (1)
    See also Working Paper (2017)
  5. Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?
    Applied Economics, 2017, 49, (18), 1774-1793 Downloads
    See also Working Paper (2017)
  6. Sur- et sous-évaluations de change en zone euro?: vers une correction soutenable des déséquilibres??
    La Lettre du CEPII, 2017, (375) Downloads View citations (4)

2016

  1. HOW DO MACROECONOMIC IMBALANCES INTERACT? EVIDENCE FROM A PANEL VAR ANALYSIS
    Macroeconomic Dynamics, 2016, 20, (07), 1717-1741 Downloads View citations (5)
    See also Working Paper (2015)
  2. On the impact of macroeconomic news surprises on Treasury-bond returns
    Annals of Finance, 2016, 12, (1), 29-53 Downloads View citations (1)
    See also Working Paper (2016)
  3. Reassessing the empirical relationship between the oil price and the dollar
    Energy Policy, 2016, 95, (C), 147-157 Downloads View citations (8)
    See also Working Paper (2016)
  4. Towards greater diversification in central bank reserves
    Journal of Asset Management, 2016, 17, (4), 295-312 Downloads
    See also Working Paper (2016)

2015

  1. Instability of the Inflation–Output Trade-Off and Time-Varying Price Rigidity
    Oxford Bulletin of Economics and Statistics, 2015, 77, (5), 634-654 Downloads View citations (2)
    See also Working Paper (2015)
  2. Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies
    Economic Modelling, 2015, 49, (C), 232-247 Downloads View citations (8)
    See also Working Paper (2015)
  3. 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 Downloads View citations (8)
    See also Working Paper (2015)
  4. Persistence of Current-account Disequilibria and Real Exchange-rate Misalignments
    Review of International Economics, 2015, 23, (1), 137-159 Downloads View citations (15)
    See also Working Paper (2015)

2014

  1. 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 Downloads View citations (19)
    See also Working Paper (2014)
  2. Explaining US employment growth after the great recession: The role of output–employment non-linearities
    Journal of Macroeconomics, 2014, 42, (C), 118-129 Downloads View citations (6)
    See also Working Paper (2014)
  3. Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality
    Economic Modelling, 2014, 37, (C), 127-136 Downloads View citations (2)
    See also Working Paper (2014)

2013

  1. Introduction: Recent international macroeconomic and financial issues
    International Economics, 2013, (133), 1-7 Downloads
  2. Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky
    Finance, 2013, 34, (1), 7-41 Downloads View citations (11)
    See also Working Paper (2013)
  3. Les mésalignements de taux de change réels à l'intérieur de la zone euro
    Revue de l'OFCE, 2013, N° 127, (1), 35-56 Downloads
    See also Working Paper (2013)
  4. On Currency Misalignments within the Euro Area
    Review of International Economics, 2013, 21, (1), 35-48 Downloads View citations (37)
    See also Working Paper (2013)
  5. On price convergence in Eurozone
    Economic Modelling, 2013, 34, (C), 42-51 Downloads View citations (5)
    See also Working Paper (2013)
  6. On the links between stock and commodity markets' volatility
    Energy Economics, 2013, 37, (C), 16-28 Downloads View citations (161)
    See also Working Paper (2013)
  7. Pegging emerging currencies in the face of dollar swings
    Applied Economics, 2013, 45, (36), 5076-5085 Downloads View citations (6)
    See also Working Paper (2013)
  8. Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?
    Journal of Macroeconomics, 2013, 38, (PB), 428-441 Downloads View citations (7)
    See also Working Paper (2013)
  9. The “forward premium puzzle” and the sovereign default risk
    Journal of International Money and Finance, 2013, 32, (C), 491-511 Downloads View citations (31)
    See also Working Paper (2013)

2012

  1. Carbon price drivers: Phase I versus Phase II equilibrium?
    Energy Economics, 2012, 34, (1), 327-334 Downloads View citations (73)
    See also Working Paper (2012)
  2. Currency misalignments and growth: a new look using nonlinear panel data methods
    Applied Economics, 2012, 44, (27), 3503-3511 Downloads View citations (33)
    See also Working Paper (2012)
  3. Does OPEC still exist as a cartel? An empirical investigation
    Energy Economics, 2012, 34, (1), 125-131 Downloads View citations (28)
    See also Working Paper (2012)
  4. Does the banking sector structure matter for credit procyclicality?
    Economic Modelling, 2012, 29, (4), 1035-1044 Downloads View citations (5)
    See also Working Paper (2012)
  5. Is Price Dynamics Homogeneous Across Eurozone Countries?
    Journal of Economic Integration, 2012, 27, 609-632 View citations (1)
    See also Working Paper (2012)
  6. Les déterminants des prix du carbone. Une comparaison entre les phases I et II
    Revue économique, 2012, 63, (3), 601-610 Downloads
    See also Working Paper (2012)
  7. On the link between forward energy prices: A nonlinear panel cointegration approach
    Energy Economics, 2012, 34, (4), 1170-1175 Downloads View citations (7)
    See also Working Paper (2011)
  8. TESTING CATCHING-UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY”
    Bulletin of Economic Research, 2012, 64, (4), 470-508 Downloads View citations (2)

2011

  1. 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 Downloads View citations (38)
    See also Working Paper (2008)
  2. Exchange rate volatility across financial crises
    Journal of Banking & Finance, 2011, 35, (11), 3010-3018 Downloads View citations (38)
    See also Working Paper (2010)
  3. L'impact des crises financières globales sur les marchés des changes des pays émergents
    Revue économique, 2011, 62, (3), 451-460 Downloads
  4. Les effets de la crise des subprimes sur le marché financier mexicain
    Revue économique, 2011, 62, (3), 461-470 Downloads
    See also Working Paper (2011)
  5. On the impact of inflation on output growth: Does the level of inflation matter?
    Journal of Macroeconomics, 2011, 33, (3), 455-464 Downloads View citations (72)
  6. Quelques éléments empiriques sur la crise financière récente
    Revue d'économie financière, 2011, N° 103, (3), 21-40 Downloads
    Also in Revue d'Économie Financière, 2011, 103, (3), 21-40 (2011) Downloads
  7. Recent developments on commodity, energy and carbon markets: an introduction
    International Economics, 2011, (126-127), 5–12 Downloads
  8. The effects of the subprime crisis on the Latin American financial markets: An empirical assessment
    Economic Modelling, 2011, 28, (5), 2342-2357 Downloads View citations (17)
    See also Working Paper (2012)
  9. World-consistent equilibrium exchange rates
    Journal of the Japanese and International Economies, 2011, 25, (2), 12-32 Downloads View citations (11)
    See also Working Paper (2011)

2010

  1. L'intégration commerciale est-elle une condition préalable à l'intégration financière ?
    Revue économique, 2010, 61, (3), 477-487 Downloads
    See also Working Paper (2010)
  2. 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 Downloads View citations (26)
    See also Working Paper (2008)
  3. On the Complementarity of Equilibrium Exchange‐Rate Approaches
    Review of International Economics, 2010, 18, (4), 618-632 Downloads View citations (30)
    See also Working Paper (2010)
  4. 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 Downloads
  5. Testing the finance-growth link: is there a difference between developed and developing countries?
    Economics Bulletin, 2010, 30, (3), 1794-1807 Downloads
    See also Working Paper (2010)
  6. The trade-growth nexus in the developing countries: a quantile regression approach
    Review of World Economics (Weltwirtschaftliches Archiv), 2010, 146, (4), 731-761 Downloads View citations (26)
    See also Working Paper (2009)

2009

  1. From various degrees of trade to various degrees of financial integration: What do interest rates have to say?
    Aussenwirtschaft, 2009, 64, (03), 365-402 Downloads
    See also Working Paper (2009)
  2. 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 Downloads View citations (1)
  3. MEASURING THE EFFECTS OF OIL PRICES ON CHINA'S ECONOMY: A FACTOR‐AUGMENTED VECTOR AUTOREGRESSIVE APPROACH
    Pacific Economic Review, 2009, 14, (3), 410-425 Downloads View citations (21)
  4. ROBUST ESTIMATIONS OF EQUILIBRIUM EXCHANGE RATES WITHIN THE G20: A PANEL BEER APPROACH
    Scottish Journal of Political Economy, 2009, 56, (5), 608-633 Downloads View citations (35)
    See also Working Paper (2009)
  5. Taux d'intérêt et marchés boursiers: une analyse empirique de l'intégration financière internationale
    Economie & Prévision, 2009, n° 187, (1), 105-121 Downloads View citations (1)
    Also in Économie et Prévision, 2009, 187, (1), 105-121 (2009) Downloads View citations (1)

    See also Working Paper (2006)
  6. Taux de change d'équilibre. Une question d'horizon
    Revue économique, 2009, 60, (3), 657-666 Downloads View citations (5)
    See also Working Paper (2009)
  7. Terms of Trade and Exchange Rates: a Relationship Complicated by Anchor Policies
    La Lettre du CEPII, 2009, (285) Downloads
  8. The dollar in the turmoil
    Journal of the Japanese and International Economies, 2009, 23, (4), 427-436 Downloads View citations (1)
    See also Working Paper (2009)
  9. 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 Downloads View citations (11)

2008

  1. Déterminants du prix du pétrole et impacts sur l'économie
    Revue Française d'Économie, 2008, 23, (2), 179-214 Downloads View citations (1)
  2. Euro-Dollar: Face-to-Face
    La Lettre du CEPII, 2008, (279) Downloads
  3. 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 Downloads View citations (23)
    See also Working Paper (2008)
  4. IS ASIA RESPONSIBLE FOR EXCHANGE RATE MISALIGNMENTS WITHIN THE G20?
    Pacific Economic Review, 2008, 13, (1), 46-61 Downloads View citations (4)
    See also Working Paper (2008)
  5. MODELLING THE SLOW MEAN‐REVERSION OF THE CENTRAL AND EASTERN EUROPEAN COUNTRIES' REAL EXCHANGE RATES*
    Manchester School, 2008, 76, (1), 21-43 Downloads View citations (1)
    See also Working Paper (2008)
  6. Oil prices and economic activity: An asymmetric cointegration approach
    Energy Economics, 2008, 30, (3), 847-855 Downloads View citations (133)
  7. On the influence of oil prices on economic activity and other macroeconomic and financial variables *
    OPEC Energy Review, 2008, 32, (4), 343-380 Downloads View citations (58)
    See also Working Paper (2008)

2007

  1. China and the relationship between the oil price and the dollar
    Energy Policy, 2007, 35, (11), 5795-5805 Downloads View citations (99)
    See also Working Paper (2008)
  2. Monetary and Financial Integration in Asia: Introduction
    Economie Internationale, 2007, (111), 5-8 Downloads
    See also Working Paper (2007)
  3. Une synthèse des tests de cointégration sur données de Panel
    Economie & Prévision, 2007, n° 180-181, (4), 241-265 Downloads View citations (3)
    Also in Économie et Prévision, 2007, 180, (4), 241-265 (2007) Downloads View citations (8)

    See also Working Paper (2006)

2006

  1. On the identification of de facto currency pegs
    Journal of the Japanese and International Economies, 2006, 20, (1), 112-127 Downloads View citations (55)
  2. Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration
    Applied Economics, 2006, 38, (2), 203-229 Downloads View citations (21)
    See also Working Paper (2006)
  3. The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration
    Energy Policy, 2006, 34, (18), 3910-3915 Downloads View citations (70)

2005

  1. Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue
    Revue d'économie politique, 2005, 115, (1), 129-160 Downloads
  2. Pétrole et dollar: un jeu à double sens
    La Lettre du CEPII, 2005, (250) Downloads View citations (1)
  3. Une synthèse des tests de racine unitaire sur données de panel
    Economie & Prévision, 2005, n° 169-170-171, (3), 253-294 Downloads View citations (8)
    Also in Économie et Prévision, 2005, 169, (3), 253-294 (2005) Downloads View citations (16)

    See also Working Paper (2006)

2004

  1. Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models
    Economic Modelling, 2004, 21, (1), 37-71 Downloads View citations (18)
    See also Working Paper (2004)
  2. Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?
    Revue économique, 2004, 55, (3), 449-458 Downloads
    See also Working Paper (2004)
  3. Fractional cointegration and the term structure
    Empirical Economics, 2004, 29, (4), 723-736 Downloads View citations (7)
  4. Introduction générale: l'importance des non linéarités sur les marchés financiers
    Revue d'économie politique, 2004, 114, (4), 439-451 Downloads
  5. Le dollar dans le G20
    La Lettre du CEPII, 2004, (238) Downloads
  6. Le yuan et le G20
    Revue d'Économie Financière, 2004, 77, (4), 127-146 Downloads
  7. Modeling the French Consumption Function Using SETAR Models
    Economics Bulletin, 2004, 3, (20), 1-16 Downloads View citations (6)
  8. Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective
    Economics Bulletin, 2004, 3, (19), 1-11 Downloads View citations (1)
    See also Working Paper (2003)
  9. Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003
    Revue d'économie politique, 2004, 114, (1), 1-15 Downloads
  10. The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size
    Computational Economics, 2004, 24, (3), 239-255 Downloads View citations (1)
    See also Working Paper (2003)
  11. The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study
    Economics Bulletin, 2004, 3, (21), 1-16 Downloads View citations (1)
    See also Working Paper (2003)

2003

  1. Cointégration fractionnaire entre la consommation et le revenu
    Economie & Prévision, 2003, 158, (2), 123-142 Downloads
    Also in Économie et Prévision, 2003, 158, (2), 123-142 (2003) Downloads
  2. 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 Downloads View citations (9)

2002

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

1999

  1. 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 Downloads

1998

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

1996

  1. Les tests de mémoire longue appartiennent-ils au "camp du démon" ?
    Revue Économique, 1996, 47, (3), 531-540 Downloads View citations (1)

Editor

  1. International Economics
    Elsevier
 
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