Gilles Dufrénot
Names
first: |
Gilles |
last: |
Dufrénot |
Identifer
Contact
Affiliations
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Centre d'études prospectives et d'informations internationales (CEPII) (weight: 20%)
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Aix-Marseille Université
/ École d'Économie d'Aix-Marseille (weight: 80%)
Research profile
author of:
- Is Per Capita Growth in Africa Hampered by Poor Governance and Weak Institutions? An Empirical Study on the ECOWAS Countries (RePEc:adb:adbadr:567)
by Abdoulaye Diop & Gilles Dufrénot & Gilles Sanon - A Smooth Transition Long-Memory Model (RePEc:aim:wpaimx:1240)
by Marcel Aloy & Gilles Dufrénot & Charles Lai Tong & Anne Péguin-Feissolle - Business Cycles Synchronization in East Asia: A Markov-Switching Approach (RePEc:aim:wpaimx:1344)
by Gilles Dufrénot & Benjamin Keddad - Shift-Volatility Transmission in East Asian Equity Markets (RePEc:aim:wpaimx:1402)
by Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad - Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation (RePEc:aim:wpaimx:1408)
by Gilles Dufrénot & Anwar Khayat - Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model (RePEc:aim:wpaimx:1627)
by Gilles Dufrénot & Anne-Charlotte Paret Onorato - Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting? (RePEc:aim:wpaimx:1809)
by Fadia Al Hajj & Gilles Dufrenot & Benjamin Keddad - Secular Stagnation: New Challenges for the Industrialized Countries in the 21st Century (RePEc:aim:wpaimx:1818)
by Gilles Dufrenot & Meryem Rhouzlane - Potential Growth and Natural Yield Curve in Japan (RePEc:aim:wpaimx:1912)
by Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange - Does International Financial Integration Increase the Standard of Living in Africa? A Frontier Approach (RePEc:aim:wpaimx:1913)
by Gilles Dufrénot & Kimiko Sugimoto - Public finance sustainability in Europe: a behavioral model (RePEc:aim:wpaimx:1929)
by Gilles Dufrénot & Carolina Ulloa Suarez - How do inequalities affect the natural interest rate, and how do they impact monetary policy? Comparing Germany, Japan and the US (RePEc:aim:wpaimx:2123)
by Mariam Camarero & Gilles Dufrénot & Cecilio Tamarit - The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach (RePEc:aim:wpaimx:2130)
by Gilles Dufrénot & William Ginn & Marc Pourroy - Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions (RePEc:aim:wpaimx:2138)
by Imdade Chitou & Gilles Dufrénot & Julien Esposito - Fiscal Policy and Macroeconomic Imbalances (RePEc:bdi:workpa:sec_16)
by Emanuele Baldacci & Sanjeev Gupta & Carlos Mulas-Granados & Fabio Balboni & Mirko Licchetta & Alexander Klemm & Luca Agnello & Gilles Dufr�not & Ricardo M. Sousa & Raffaela Giordano & Marcello Peric - Are the effects of fiscal changes different in times of crisis and non-crisis? The French Case (RePEc:bfr:banfra:286)
by Bouthevillain, C. & Dufrénot, G. - The French Regions’ Borrowing Behaviours. How heterogeneous are they? (RePEc:bfr:banfra:289)
by Dufrénot, G. & Frouté, P. & Schalck, C. - Fiscal developments in the euro area beyond the crisis: some lessons drawn from fiscal reaction functions (RePEc:bfr:banfra:292)
by Dufrénot G. & Paul L. - The changing role of house price dynamics over the business cycle (RePEc:bfr:banfra:309)
by Dufrénot, G. & Malik, S. - Public debt ratio and its determinants in France since 1890 Does econometrics support the historical evidence? (RePEc:bfr:banfra:385)
by Dufrénot, G. & Triki, K. - Why have governments succeeded in reducing French public debt historically and can these successes inspired us for the future? An historical perspective since 1890 (RePEc:bfr:banfra:386)
by Dufrénot, G. & Triki, K. - Financial integration and growth correlation in Sub-Saharan Africa (RePEc:bfr:banfra:561)
by J. Acalin & B. Cabrillac & G. Dufrénot & L. Jacolin & S. Diop - Risk Sharing in Europe: New Empirical Evidence on the Capital Markets Channel (RePEc:bfr:banfra:781)
by Dufrénot Gilles & Gossé Jean-Baptiste & Clerc Caroline - Nouveaux défis pour la dette publique dans les pays avancés : synthèse du colloque tenu à Strasbourg les 16 et 17 septembre 2010 (RePEc:bfr:bullbf:2010:182:08)
by Bouthevillain, C. & Dufrénot, G. & Frouté, P. & Paul, L. - Indicateurs de vulnérabilité macroéconomiques et financiers dans les économies avancées. Synthèse d’une conférence organisée à Strasbourg les 13 et 14 septembre 2012 (RePEc:bfr:bullbf:2012:190:10)
by Bouthevillain, C. & Borgy, V. & Dufrenot, G. - New challenges for public debt in advanced economies Summary of the conference held in Strasbourg on 16-17 September 2010 (RePEc:bfr:quarte:2010-2011:20:05)
by Bouthevillain, C. & Dufrénot, G. & Frouté, P. & Paul, L. - Macroeconomic and financial vulnerability indicators in advanced economies Summary of the conference of 13-14 September 2012 organised by the Banque de France and the University of Strasbourg (RePEc:bfr:quarte:2012:28:05)
by C. Bouthevillain. & V. Borgy. & G. Dufrenot. - Testing Catching-Up Between The Developing Countries: “Growth Resistance” And Sometimes “Growth Tragedy” (RePEc:bla:buecrs:v:64:y:2012:i:4:p:470-508)
by Gilles Dufrénot & Valérie Mignon & Théo Naccache - Credit Policy Stress In The West African Economic And Monetary Union (RePEc:bla:deveco:v:47:y:2009:i:4:p:410-435)
by Gilles DUFRÉNOT - Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa (RePEc:bla:deveco:v:53:y:2015:i:4:p:237-271)
by Fadia Al Hajj & Gilles Dufrénot & Kimiko Sugimoto & Romain Wolf - Modelling The Slow Mean‐Reversion Of The Central And Eastern European Countries' Real Exchange Rates (RePEc:bla:manchs:v:76:y:2008:i:1:p:21-43)
by Gilles Dufrenot & Elisabeth Grimaud & Eugénie Latil & Valerie Mignon - West African Single Currency and Competitiveness (RePEc:bla:rdevec:v:17:y:2013:i:4:p:763-777)
by Gilles Dufrénot & Kimiko Sugimoto - Methods In Economics: Testing For Linearity (RePEc:bpj:jeehcn:v:5:y:1994:i:2-3:p:16:n:8)
by Dufrenot Gilles & Mathieu Laurent - A smooth transition long-memory model (RePEc:bpj:sndecm:v:17:y:2013:i:3:p:281-296:n:4)
by Aloy Marcel & Tong Charles Lai & Peguin-Feissolle Anne & Dufrénot Gilles - Introduction: recent developments of switching models for financial data (RePEc:bpj:sndecm:v:21:y:2017:i:1:p:1-2:n:7)
by Dufrénot Gilles & Jawadi Fredj - Unconventional monetary policy reaction functions: evidence from the US (RePEc:bpj:sndecm:v:24:y:2020:i:4:p:18:n:3)
by Agnello Luca & Castro Vitor & Dufrénot Gilles & Jawadi Fredj & Sousa Ricardo M. - La cointégration non linéaire : une note méthodologique (RePEc:cai:ecoldc:ecop_155_0117)
by Gilles Dufrénot & Valérie Mignon - Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ? (RePEc:cai:recosp:reco_553_0449)
by Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Péguin-Feissolle - Les effets de la crise des subprimes sur le marché financier mexicain (RePEc:cai:recosp:reco_623_0461)
by Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle - Les comportements d'emprunt des régions françaises. Quel degré d'hétérogénéité ? (RePEc:cai:recosp:reco_625_0919)
by Gilles Dufrénot & Philippe Frouté & Christophe Schalck - Nouveaux défis pour la dette publique dans les pays avancés (RePEc:cai:recosp:reco_626_0965)
by Carine Bouthevillain & Gilles Dufrénot & Pierre Jaillet - New Challenges for Public Debt in Advanced Economies (RePEc:cai:recosp:reco_626_0971)
by Carine Bouthevillain & Gilles Dufrénot & Pierre Jaillet - L'impact des fondamentaux macroéconomiques sur les spreads souverains de la zone euro est-il influencé par les réformes financières ? (RePEc:cai:recosp:reco_626_1135)
by Olivier Damette & Gilles Dufrénot & Philippe Frouté - L'Amérique latine dans la globalisation financière : a-t-on appris des crises passées ? (RePEc:cai:refaef:ecofi_124_0061)
by Gilles Dufrénot - Risque de stagnation séculaire et conséquences sur les taux d’intérêt réels (RePEc:cai:refaef:ecofi_145_0065)
by Gilles Dufrénot - Modeling the volatility of the US SαP 500 index using an LSTGARCH model (RePEc:cai:repdal:redp_144_0453)
by Gilles Dufrénot & Velayoudom Marimoutou & Anne Péguin-Feissolle - Are the effects of fiscal changes different in times of crisis and non crisis? The French case (RePEc:cai:repdal:redp_213_0371)
by Carine Bouthevillain & Gilles Dufrénot - Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries? (RePEc:cii:cepidt:2007-24)
by Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle - The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach (RePEc:cii:cepidt:2009-04)
by Gilles Dufrénot & Valérie Mignon & Charalambos Tsangarides - Term of Trade Shocks in a Monetary Union: an Application to West-Africa (RePEc:cii:cepidt:2009-07)
by Loïc Batté & Agnès Bénassy-Quéré & Benjamin Carton & Gilles Dufrénot - The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment (RePEc:cii:cepidt:2010-11)
by Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle - The third demographic dividend: measuring the “demographic tax” in the Arab Countries in Transition (RePEc:cii:cepidt:2018-15)
by Gilles Dufrénot - Tax evasion,tax corruption and stochastic growth (RePEc:crg:wpaper:dt2013-05)
by Fred Celimene & Gilles Dufrenot & Gisele Mophou & Gaston N'Guerekata - Monetary Policy Switching In The Euro Area And Multiple Steady States: An Empirical Investigation (RePEc:cup:macdyn:v:21:y:2017:i:05:p:1175-1188_00)
by Dufrénot, Gilles & Khayat, Guillaume A. - Modeling the French Consumption Function Using SETAR Models (RePEc:ebl:ecbull:eb-04c20018)
by Valerie Mignon & Gilles Dufrenot - Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective (RePEc:ebl:ecbull:eb-04c20019)
by Valerie Mignon & Gilles Dufrenot & Slim Chaouachi - Testing the finance-growth link: is there a difference between developed and developing countries? (RePEc:ebl:ecbull:eb-10-00212)
by Gilles Dufrenot & Valerie Mignon & Anne Peguin-Feissolle - How do inequalities affect the natural interest rate, and how do they impact monetary policy? Comparing Germany, Japan and the US (RePEc:eec:wpaper:2105)
by Rafael Mariam Camarero & Gilles Dufrénot & Cecilio Tamarit - A model of fiscal dominance under the “Reinhart Conjecture” (RePEc:eee:dyncon:v:93:y:2018:i:c:p:332-345)
by Dufrénot, Gilles & Jawadi, Fredj & Khayat, Guillaume A. - Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models (RePEc:eee:ecmode:v:21:y:2004:i:1:p:37-71)
by Dufrenot, Gilles & Mignon, Valerie & Peguin-Feissolle, Anne - The effects of the subprime crisis on the Latin American financial markets: An empirical assessment (RePEc:eee:ecmode:v:28:y:2011:i:5:p:2342-2357)
by Dufrénot, Gilles & Mignon, Valérie & Péguin-Feissolle, Anne - The changing role of house price dynamics over the business cycle (RePEc:eee:ecmode:v:29:y:2012:i:5:p:1960-1967)
by Dufrénot, Gilles & Malik, Sheheryar - Computational tools in econometric modeling for macroeconomics and finance (RePEc:eee:ecmode:v:34:y:2013:i:c:p:1-4)
by Dufrénot, Gilles & Jawadi, Fredj - Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices (RePEc:eee:ecmode:v:34:y:2013:i:c:p:25-36)
by Agnello, Luca & Dufrénot, Gilles & Sousa, Ricardo M. - Business cycles synchronization in East Asia: A Markov-switching approach (RePEc:eee:ecmode:v:42:y:2014:i:c:p:186-197)
by Dufrénot, Gilles & Keddad, Benjamin - Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain (RePEc:eee:ecmode:v:44:y:2015:i:c:p:358-362)
by Agnello, Luca & Dufrénot, Gilles & Sousa, Ricardo M. - Advances and challenges in decision-making, monetary policy and financial markets (RePEc:eee:ecmode:v:52:y:2016:i:pa:p:1-2)
by Dufrénot, Gilles & Jawadi, Fredj - Tax evasion, tax corruption and stochastic growth (RePEc:eee:ecmode:v:52:y:2016:i:pa:p:251-258)
by Célimène, Fred & Dufrénot, Gilles & Mophou, Gisèle & N'Guérékata, Gaston - Modelling squared returns using a SETAR model with long-memory dynamics (RePEc:eee:ecolet:v:86:y:2005:i:2:p:237-243)
by Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne - Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data (RePEc:eee:finana:v:33:y:2014:i:c:p:17-32)
by Dufrénot, Gilles & Keddad, Benjamin - Long-memory dynamics in a SETAR model - applications to stock markets (RePEc:eee:intfin:v:15:y:2005:i:5:p:391-406)
by Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne - Explaining the European exchange rates deviations: Long memory or non-linear adjustment? (RePEc:eee:intfin:v:18:y:2008:i:3:p:207-215)
by Dufrénot, Gilles & Lardic, Sandrine & Mathieu, Laurent & Mignon, Valérie & Péguin-Feissolle, Anne - Potential growth and natural yield curve in Japan (RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000316)
by Dufrénot, Gilles & Rhouzlane, Meryem & Vaccaro-Grange, Etienne - Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view (RePEc:eee:jimfin:v:67:y:2016:i:c:p:123-146)
by Dufrénot, Gilles & Gente, Karine & Monsia, Frédia - Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model (RePEc:eee:jmacro:v:60:y:2019:i:c:p:341-359)
by Dufrénot, Gilles & Paret, Anne-Charlotte - Structural Reforms, Macroeconomic Policies and the Future of Kazakhstan Economy (RePEc:ekd:003306:330600046)
by Gilles DUFRENOT & Alain SAND - Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration (RePEc:ema:worpap:2002-29)
by G. Dufrenot & L. Mathieu & V. Mignon, & A. Peguin-Feissolle - Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective (RePEc:ema:worpap:2003-03)
by S. Chaouachi & G. Dufrenot & V.Mignon - Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ? (RePEc:ema:worpap:2003-05)
by G. Dufrenot & S. Lardic & V. Mignon & A. Péguin-Feissolle - Real exchange rate misalignment in Hungary: a fractionally integrated threshold model (RePEc:ema:worpap:2003-07)
by G. Dufrenot & E. Grimaud & E. Latil & V. Mignon - A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis (RePEc:eme:isetez:s1571-038620150000024024)
by Marcel Aloy & Gilles Dufrénot - Structural reforms, macroeconomic policies and the future of Kazakhstan economy (RePEc:fce:doctra:0411)
by Gilles Dufrenot & Alain Sand-Zantman - A forewarning indicator system for financial crises: the case of six central and eastern european countries (RePEc:fce:doctra:0727)
by Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand - Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets (RePEc:fce:doctra:1034)
by Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman - Recent Developments in Macro-Econometric Modeling: Theory and Applications (RePEc:gam:jecnmx:v:6:y:2018:i:2:p:25-:d:146317)
by Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov - A forewarning indicator system for financial crises: the case of six Central and Eastern European countries (RePEc:gat:wpaper:0709)
by Irene Andreou & Gilles Dufrénot & Alain Sand & Aleksandra Zdzienicka-Durand - A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process (RePEc:gat:wpaper:1344)
by Gilles Dufrénot & Adelya Ospanova & Alain Sand-Zantman - Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa (RePEc:hal:cesptp:hal-00634785)
by Agnès Bénassy-Quéré & Loïc Batté & Benjamin Carton & Gilles Dufrénot - Changing-regime volatility: A fractionally integrated SETAR model (RePEc:hal:cesptp:halshs-00185369)
by Gilles Dufrenot & Dominique Guegan & Anne Peguin-Feissolle - Market microstructure and nonlinear dynamics : keeping financial crisis in context (RePEc:hal:gemptp:hal-01474273)
by Gilles Dufrénot & Fredj Jawadi & Waël Louhichi - Computational tools in econometric modeling for macroeconomics and finance (RePEc:hal:gemptp:hal-01499642)
by Gilles Dufrénot & Fredj Jawadi - Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa (RePEc:hal:journl:hal-00634785)
by Agnès Bénassy-Quéré & Loïc Batté & Benjamin Carton & Gilles Dufrénot - Modelling the slow mean-reversion of the Central and Eastern European countries ' real exchange rates (RePEc:hal:journl:hal-00693052)
by Gilles Dufrenot & Elisabeth Grimaud & Eugenie Latil & Valerie Mignon - The slow convergence of per capita income between the developing countries: ‘growth resistance’ and sometimes ‘growth tragedy’ (RePEc:hal:journl:hal-01385800)
by Gilles Dufrénot & Valérie Mignon & Théo Naccache - Shift-volatility transmission in East Asian equity markets: new indicators (RePEc:hal:journl:hal-01410782)
by Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad - The effects of the subprime crisis on the Latin American financial markets: an empirical assessment (RePEc:hal:journl:hal-01411539)
by Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle - Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view (RePEc:hal:journl:hal-01440301)
by Gilles Dufrénot & Karine Gente & Frédia Monsia - Advances and challenges in decision-making, monetary policy and financial markets (RePEc:hal:journl:hal-01446195)
by Gilles Dufrénot & Fredj Jawadi - Fiscal policies enhancing growth in Europe: does one size fit all? (RePEc:hal:journl:hal-01446204)
by Carine Bouthevillain & Gilles Dufrénot - Regime-Dependent Fiscal Multipliers in the United States (RePEc:hal:journl:hal-01447865)
by Gilles Dufrénot & Aurélia Jambois & Laurine Jambois & Guillaume Khayat - Tax evasion, tax corruption and stochastic growth (RePEc:hal:journl:hal-01447874)
by Fred Célimène & Gilles Dufrénot & Gisèle Mophou & Gaston M. N'Guérékata - A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis (RePEc:hal:journl:hal-01456110)
by Marcel Aloy & Gilles Dufrénot - Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain (RePEc:hal:journl:hal-01457314)
by Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa - Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa (RePEc:hal:journl:hal-01457315)
by Fadia Al Hajj & Gilles Dufrénot & Kimiko Sugimoto & Romain Wolf - The ECOWAS countries’ growth rates: what makes them similar and what makes them different? A quantile regression analysis (RePEc:hal:journl:hal-01457380)
by Gilles Dufrénot & Hélène Ehrhart - Business cycles synchronization in East Asia: A Markov-switching approach (RePEc:hal:journl:hal-01463108)
by Gilles Dufrénot & Benjamin Keddad - A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process (RePEc:hal:journl:hal-01463114)
by Gilles Dufrénot & Adelya Ospanova & Alain Sand-Zantman - Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching : The Case of the Euro Area (RePEc:hal:journl:hal-01463764)
by Gilles Dufrénot & Olivier Damette & Philippe Frouté - Global Imbalances And Financial Sector Instabilities: Introduction (RePEc:hal:journl:hal-01463908)
by Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot - Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II (RePEc:hal:journl:hal-01463920)
by Marcel Aloy & Gilles Dufrénot & Anne Péguin-Feissolle - Fiscal Policy and Asset Price Cycles: Evidence from Four European Countries (RePEc:hal:journl:hal-01463933)
by Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa - New tools to assess fiscal and financial vulnerabilities in advanced economies (RePEc:hal:journl:hal-01474251)
by Vladimir Borgy & Carine Bouthevillain & Claude Diebolt & Gilles Dufrénot - Managing the fragility of the Eurozone by Paul de Grauwe (RePEc:hal:journl:hal-01474271)
by Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot - Market microstructure and nonlinear dynamics : keeping financial crisis in context (RePEc:hal:journl:hal-01474273)
by Gilles Dufrénot & Fredj Jawadi & Waël Louhichi - Which of the real money gap or nominal money gap helped predict inflation in Europe? A retrospective analysis (RePEc:hal:journl:hal-01474423)
by Gilles Dufrénot & Roselyne Joyeux & Anne Péguin-Feissolle - Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data (RePEc:hal:journl:hal-01474429)
by Gilles Dufrénot & Benjamin Keddad - Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices (RePEc:hal:journl:hal-01498264)
by Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa - A smooth transition long-memory model (RePEc:hal:journl:hal-01498270)
by Marcel Aloy & Gilles Dufrénot & Charles Lai-Tong & Anne Peguin-Feissolle - Computational tools in econometric modeling for macroeconomics and finance (RePEc:hal:journl:hal-01499642)
by Gilles Dufrénot & Fredj Jawadi - West African Single Currency and Competitiveness (RePEc:hal:journl:hal-01500863)
by Gilles Dufrénot & Kimiko Sugimoto - Latin American Countries in Financial Globalization: Do We Have Learned from Past Crises?
[L'Amérique latine dans la globalisation financière : a-t-on appris des crises passées ?] (RePEc:hal:journl:hal-01505780)
by Gilles Dufrénot - Introduction: recent developments of switching models for financial data (RePEc:hal:journl:hal-01589999)
by Gilles Dufrénot & Fredj Jawadi - Monetary Policy Switching in the Euro Area and Multiple Steady States: An Empirical Investigation (RePEc:hal:journl:hal-01590000)
by Gilles Dufrénot & Guillaume A. Khayat - Austérité budgétaire : remède ou poison ? La zone euro à l'épreuve de la crise (RePEc:hal:journl:hal-01683179)
by Marcel Aloy & Gilles Dufrenot & Anne Peguin-Feissolle & Michel Aglietta - A model of fiscal dominance under the “Reinhart Conjecture” (RePEc:hal:journl:hal-01890414)
by Gilles Dufrénot & Fredj Jawadi & Guillaume Khayat - Sovereign debt in emerging market countries: not all of them are serial defaulters (RePEc:hal:journl:hal-01890440)
by Gilles Dufrénot & Anne-Charlotte Paret - Les pauvres vont-ils révolutionner le XXIe siècle ? : transcender le capitalisme (RePEc:hal:journl:hal-01890540)
by Gilles Dufrénot - Inflation et macroéconomie dans la globalisation (RePEc:hal:journl:hal-01890604)
by Michel Aglietta & Gilles Dufrénot & Anne Faivre - Recent developments in macro-econometric modeling: theory and applications (RePEc:hal:journl:hal-01978664)
by Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov - Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model (RePEc:hal:journl:hal-02158001)
by Gilles Dufrénot & Anne-Charlotte Paret - Is the Impact of Macroeconomic Fundamentals on the Euro Area Sovereign Spread Influenced by Financial Reforms?
[L'impact des fondamentaux macroéconomiques sur les spreads souverains de la zone euro (RePEc:hal:journl:hal-02335947)
by Olivier Damette & Gilles Dufrénot & Philippe Frouté - The Borrowing Behaviors of French Regions. How Heterogeneous Are They?
[Les comportements d'emprunt des régions françaises. Quel degré d'hétérogénéité?] (RePEc:hal:journl:hal-02335975)
by Gilles Dufrénot & Philippe Frouté & Christophe Schalck - Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting? (RePEc:hal:journl:hal-02935990)
by Fadia Al Hajj & Gilles Dufrénot & Benjamin Keddad - Risk sharing in Europe: new empirical evidence on the capital markets channel (RePEc:hal:journl:hal-02978130)
by Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc - Unconventional monetary policy reaction functions: evidence from the US (RePEc:hal:journl:hal-03101417)
by Luca Agnello & Vitor Castro & Gilles Dufrénot & Fredj Jawadi & Ricardo Sousa - Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series (RePEc:hal:journl:hal-03103726)
by Gilles Dufrénot & Takashi Matsuki & Kimiko Sugimoto - Recent Econometric Techniques for Macroeconomic and Financial Data (RePEc:hal:journl:hal-03104302)
by Gilles Dufrénot & Takashi Matsuki - A State-Space Model to Estimate Potential Growth in the Industrialized Countries (RePEc:hal:journl:hal-03186631)
by Thomas Brand & Gilles Dufrénot & Antoine Mayerowitz - Crises épidémiques et mondialisation (RePEc:hal:journl:hal-03186737)
by Anne Levasseur Franceschi & Gilles Dufrénot - Mémoire longue dans les séries financières (Chapitre 2) (RePEc:hal:journl:hal-03186759)
by Marcel Aloy & Gilles Dufrénot & Anne Peguin-Feissolle - Unknown item RePEc:hal:journl:hal-03552386 (paper)
- Potential growth and natural yield curve in Japan (RePEc:hal:journl:hal-03680259)
by Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange - Sovereign bond market integration in the euro area: a new empirical conceptualization (RePEc:hal:journl:hal-03740521)
by Gilles Dufrénot & Fredj Jawadi & Zied Ftiti - A forewarning indicator system for financial crises: the case of six Central and Eastern European countries (RePEc:hal:journl:halshs-00142433)
by Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand - Modelling squared returns using a SETAR model with long-memory dynamics (RePEc:hal:journl:halshs-00179285)
by Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle - Long-memory dynamics in a SETAR model - Applications to stock markets (RePEc:hal:journl:halshs-00179339)
by Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle - Structural reforms, macroeconomic policies and the future of Kazakhstan (RePEc:hal:journl:halshs-00180098)
by Gilles Dufrénot & Alain Sand-Zantman - Changing-regime volatility: A fractionally integrated SETAR model (RePEc:hal:journl:halshs-00185369)
by Gilles Dufrenot & Dominique Guegan & Anne Peguin-Feissolle - Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration (RePEc:hal:journl:halshs-00256876)
by Gilles Dufrénot & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle - A forewarning indicator system for financial crises: the case of six Central and Eastern European countries (RePEc:hal:journl:halshs-00372728)
by Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand - A simple fractionally integrated model with a time-varying long memory parameter dt (RePEc:hal:journl:halshs-00390136)
by Mohamed Boutahar & Gilles Dufrénot & Anne Peguin-Feissolle - Explaining the European exchange rates deviations: long memory or nonlinear adjustment? (RePEc:hal:journl:halshs-00390141)
by Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle - Modeling the volatility of the US S&P500 index using an LSTGARCH model (RePEc:hal:journl:halshs-00390147)
by Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle - Cointégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue ? (RePEc:hal:journl:halshs-00390151)
by Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle - Business Cycles Asymmetry and Monetary Policy: A Further Investigation using MRSTAR Models (RePEc:hal:journl:halshs-00390154)
by Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle - Finite sample properties of tests for STGARCH models and application to the US stock returns (RePEc:hal:journl:halshs-00403714)
by Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle - Le comportement du taux de change allemand : mémoire longue ou dynamique non linéaire ? (RePEc:hal:journl:halshs-00403717)
by Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle - Modeling stock returns with multivariate LSTGARCH models (RePEc:hal:journl:halshs-00403720)
by Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle - Further Monte Carlo results on tests of GARCH against STGARCH models (RePEc:hal:journl:halshs-00403731)
by Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle - Modeling volatilities with LSTGARCH models : application to US, UK and France stock returns (RePEc:hal:journl:halshs-00403735)
by Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle - Testing for transition variable in STGARCH Models (RePEc:hal:journl:halshs-00403737)
by Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle - LSTGARCH effects in stock returns : the case of U.S., U.K. and France (RePEc:hal:journl:halshs-00403739)
by Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle - Les effets de la crise des subprimes sur le marché financier mexicain (RePEc:hal:journl:halshs-00595338)
by Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle - Après la Crise : les politiques économique dans le monde (RePEc:hal:journl:halshs-00952088)
by Gilles Dufrénot & Alain Sand-Zantman - Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets (RePEc:hal:journl:halshs-00952114)
by Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman - Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting? (RePEc:hal:pseptp:hal-02935990)
by Fadia Al Hajj & Gilles Dufrénot & Benjamin Keddad - A State-Space Model to Estimate Potential Growth in the Industrialized Countries (RePEc:hal:pseptp:hal-03186631)
by Thomas Brand & Gilles Dufrénot & Antoine Mayerowitz - Changing-regime volatility: A fractionally integrated SETAR model (RePEc:hal:pseptp:halshs-00185369)
by Gilles Dufrenot & Dominique Guegan & Anne Peguin-Feissolle - Which predictor is the best to predict inflation in Europe: the real money-gap or a nominal money based indicator? (RePEc:hal:wpaper:hal-00207497)
by Gilles Dufrénot & Roseline Joyeux & Anne Peguin-Feissolle - A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10] (RePEc:hal:wpaper:halshs-00275254)
by Mohamed Boutahar & Gilles Dufrénot & Anne Peguin-Feissolle - Testing The Finance-Growth Link: Is There A Difference Between Developed And Developing Countries? (RePEc:hal:wpaper:halshs-00348350)
by Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle - Changing-regime volatility : A fractionally integrated SETAR model (RePEc:hal:wpaper:halshs-00410540)
by Anne Peguin-Feissolle & Gilles Dufrénot & Dominique Guegan - Testing the finance-growth link: is there a difference between developed and developing countries? (RePEc:hal:wpaper:halshs-00536160)
by Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle - The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment (RePEc:hal:wpaper:halshs-00587460)
by Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle - A Smooth Transition Long-Memory Model (RePEc:hal:wpaper:halshs-00793680)
by Marcel Aloy & Gilles Dufrenot & Charles Lai-Tong & Anne Peguin-Feissolle - Business Cycles Synchronization in East Asia: A Markov-Switching Approach (RePEc:hal:wpaper:halshs-00861901)
by Gilles Dufrénot & Benjamin Keddad - A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process [Working papers] (RePEc:hal:wpaper:halshs-00926223)
by Gilles Dufrénot & Adelya Ospanova & Alain Sand-Zantman - Shift-Volatility Transmission in East Asian Equity Markets (RePEc:hal:wpaper:halshs-00935364)
by Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad - Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation (RePEc:hal:wpaper:halshs-00973504)
by Gilles Dufrénot & Anwar Khayat - Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model (RePEc:hal:wpaper:halshs-01357797)
by Gilles Dufrénot & Anne-Charlotte Paret-Onorato - Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting? (RePEc:hal:wpaper:halshs-01757046)
by Fadia Al Hajj & Gilles Dufrenot & Benjamin Keddad - Secular Stagnation: New Challenges for the Industrialized Countries in the 21st Century (RePEc:hal:wpaper:halshs-01821669)
by Gilles Dufrénot & Meryem Rhouzlane - Potential Growth and Natural Yield Curve in Japan (RePEc:hal:wpaper:halshs-02091035)
by Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange - Does International Financial Integration Increase the Standard of Living in Africa? A Frontier Approach (RePEc:hal:wpaper:halshs-02093938)
by Gilles Dufrénot & Kimiko Sugimoto - Public finance sustainability in Europe: a behavioral model (RePEc:hal:wpaper:halshs-02356400)
by Gilles Dufrénot & Carolina Ulloa Suarez - How do inequalities affect the natural interest rate, and how do they impact monetary policy? Comparing Germany, Japan and the US (RePEc:hal:wpaper:halshs-03191667)
by Mariam Camarero & Gilles Dufrénot & Cecilio Tamarit - The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach (RePEc:hal:wpaper:halshs-03225070)
by Gilles Dufrénot & William Ginn & Marc Pourroy - Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions (RePEc:hal:wpaper:halshs-03297198)
by Imdade Chitou & Gilles Dufrénot & Julien Esposito - Real Exchange Rate Misalignment: A Panel Co-Integration and Common Factor Analysis (RePEc:imf:imfwpa:2005/164)
by Mr. Etienne B Yehoue & Gilles J. Dufrénot - A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t (RePEc:kap:compec:v:31:y:2008:i:3:p:225-241)
by Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle - A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process (RePEc:kap:ecopln:v:47:y:2014:i:1:p:1-39)
by Gilles Dufrenot & Adelya Ospanova & Alain Sand-Zantman - Regime-Dependent Fiscal Multipliers in the United States (RePEc:kap:openec:v:27:y:2016:i:5:d:10.1007_s11079-016-9410-3)
by Gilles Dufrénot & Aurélia Jambois & Laurine Jambois & Guillaume Khayat - Which Predictor is the Best to Predict Inflation in Europe: the Real Money-gap or a Nominal Money Based Indicator? (RePEc:mac:wpaper:0606)
by Gilles Dufrénot & Roselyne Joyeux & Anne Péguin-Feissolle - Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework (RePEc:nip:nipewp:20/2012)
by Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa - The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy” (RePEc:not:notcre:09/03)
by Gilles Dufrénot & Valérie Mignon & Théo Naccache - Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa (RePEc:oup:jafrec:v:19:y:2010:i:5:p:657-690)
by Benjamin Carton & Agnès Bénassy-Quéré & Gilles Dufrénot & Loïc Batté - Fiscal policies enhancing growth in Europe: does one size fit all? (RePEc:oup:oxecpp:v:68:y:2016:i:4:p:1146-1165.)
by Carine Bouthevillain & Gilles Dufrénot - La cointégration non linéaire : une note méthodologique (RePEc:prs:ecoprv:ecop_0249-4744_2002_num_155_4_6874)
by Gilles Dufrénot & Valérie Mignon - Les théories explicatives du taux de change : de Cassel au début des années quatre-vingt (RePEc:prs:rfreco:rfeco_0769-0479_1994_num_9_3_959)
by Jérôme Drunat & Gilles Dufrenot & Laurent Mathieu - A Forewarning Indicator System for Financial Crises: the Case of Six Central and Eastern European Countries (RePEc:ris:integr:0466)
by Andreou, Irène & Dufrénot, Gilles - Sovereign bond market integration in the euro area: a new empirical conceptualization (RePEc:spr:annopr:v:318:y:2022:i:1:d:10.1007_s10479-022-04847-5)
by Gilles Dufrénot & Fredj Jawadi & Zied Ftiti - Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series (RePEc:spr:dymchp:978-3-030-54252-8_1)
by Gilles Dufrénot & Takashi Matsuki & Kimiko Sugimoto - A State-Space Model to Estimate Potential Growth in the Industrialized Countries (RePEc:spr:dymchp:978-3-030-54252-8_3)
by Thomas Brand & Gilles Dufrénot & Antoine Mayerowitz - Financial Integration and Business Cycle Synchronization in Sub-Saharan Africa (RePEc:spr:dymchp:978-3-319-98714-9_6)
by Julien Acalin & Bruno Cabrillac & Gilles Dufrénot & Luc Jacolin & Samuel Diop - Recent Econometric Techniques for Macroeconomic and Financial Data (RePEc:spr:dymeef:978-3-030-54252-8)
by None - Market Microstructure and Nonlinear Dynamics (RePEc:spr:sprbok:978-3-319-05212-0)
by None - The trade-growth nexus in the developing countries: a quantile regression approach (RePEc:spr:weltar:v:146:y:2010:i:4:p:731-761)
by Gilles Dufrenot & Valerie Mignon & Charalambos Tsangarides - Unknown item RePEc:taf:apfiec:v:18:y:2008:i:7:p:519-526 (article)
- Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration (RePEc:taf:applec:v:38:y:2006:i:2:p:203-229)
by Gilles Dufrenot & Laurent Mathieu & Valerie Mignon & Anne Peguin-Feissolle - New tools to assess fiscal and financial vulnerabilities in advanced economies (RePEc:taf:applec:v:46:y:2014:i:6:p:587-588)
by Vladimir Borgy & Carine Bouthevillain & Claude Diebolt & Gilles Dufr鮯t - Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II (RePEc:taf:applec:v:46:y:2014:i:6:p:629-637)
by Marcel Aloy & Gilles Dufr鮯t & Anne P駵in-Feissolle - Sovereign debt in emerging market countries: not all of them are serial defaulters (RePEc:taf:applec:v:50:y:2018:i:59:p:6406-6443)
by Gilles Dufrénot & Anne-Charlotte Paret - Risk sharing in Europe: new empirical evidence on the capital markets channel (RePEc:taf:applec:v:53:y:2021:i:2:p:262-276)
by Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc - Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting? (RePEc:taf:applec:v:53:y:2021:i:3:p:380-399)
by Fadia Al Hajj & Gilles Dufrénot & Benjamin Keddad - A Forewarning Indicator System For Financial Crises : The Case Of Six Central And Eastern European Countries (RePEc:wdi:papers:2008-901)
by Irene Andreou & Gilles Dufrenot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand - Modeling transition in Central Asia: the Case of Kazakhstan (RePEc:wdi:papers:2010-1001)
by Gilles DUFRENOT & Adelya OSPANOVA & Alain SAND-ZANTMAN - Pegging the future West African single currency in regard to internal/external competitiveness: a counterfactual analysis (RePEc:wdi:papers:2010-974)
by Gilles Duffrenot & Kimiko Sugimoto - Tax evasion, tax corruption and stochastic growth (RePEc:wdi:papers:2013-1043)
by Fred C??lim??ne & Gilles Dufr??not & Gis??le Mophou & Gaston N???Gu??r??kata - Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Ghana, South Africa and the WAEMU (RePEc:wdi:papers:2013-1062)
by Fadia Al Hajj & Gilles Dufr??not, & Kimiko Sugimoto & Romain Wolf - Global Imbalances And Financial Sector Instabilities: Introduction (RePEc:wly:ijfiec:v:19:y:2014:i:1:p:1-2)
by Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot - MANAGING THE FRAGILITY OF THE EUROZONE BY PAUL De GRAUWE (RePEc:wly:ijfiec:v:19:y:2014:i:1:p:3-11)
by Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot - Macroeconomic policies in the Franc Zone, by David Fielding (Basingstoke: Palgrave Macmillan, 2005, pp. 240) (RePEc:wly:jintdv:v:19:y:2007:i:3:p:447-448)
by Gilles J. Dufrénot - Monetary autonomy in the West African countries: What do the policy rules tell us? (RePEc:wly:jintdv:v:23:y:2011:i:1:p:63-81)
by Gilles Dufrénot - Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals? (RePEc:wpa:wuwpdc:0309001)
by Gilles DUFRENOT & Balazs Egert - Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals? (RePEc:wpa:wuwpdc:0309002)
by Gilles DUFRENOT & Balazs Egert - Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model (RePEc:wpa:wuwpem:0309001)
by Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON - A SETAR model with long-memory dynamics (RePEc:wpa:wuwpem:0309002)
by Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE - Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective (RePEc:wpa:wuwpif:0309002)
by Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON - Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration (RePEc:wpa:wuwpif:0309003)
by Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE - Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models (RePEc:wpa:wuwpma:0309002)
by Gilles DUFRENOT & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE