Frédérique Bec

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Contact

Affiliations

• Université de Cergy-Pontoise → Théorie Économique, Modélisation, Application (THEMA) (weight: 75%)
  • website
  • location: Cergy-Pontoise, France
• Centre de Recherche en Économie et Statistique (CREST) (weight: 25%)
  • website
  • location: Palaiseau, France

Research profile

author of:

• La transmission internationale des fluctuations: une explication de la correlation croisee des consommations.
  by Bec, F.
• Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
  by Frederique Bec & Melika Ben Salem & Marine Carrasco
• Vector equilibrium correction models with non-linear discontinuous adjustments
  by Frédérique Bec & Anders Rahbek
• Real Exchange Rates and Real Interest Rates: a nonlinear Perspective.
  by Bec, F. & Salem, M. B. & MacDonald, R.
• Mondialisation, mobilite du capital et stabilite macro-economique.
  by Bec, F.
• Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship
  by Frederic Bec & Melika Ben Salem & Marine Carrasco
• Assets Returns Volatility and Investment Horizon: The French Case
  by Bec, Frédérique & Gollier, Christian
• Adaptive consistent unit-root tests based on autoregressive threshold model
  by Bec, Frederique & Guay, Alain & Guerre, Emmanuel
• Assets returns volatility and investment horizon: The French case
  by Frédérique Bec & Christian Gollier
• Real exchange rates and real interest rates : A nonlinear perspective
  by F. Bec & M. Ben Salem & R. MacDonald
• Mondialisation, mobilité du capital et stabilité macro-économique
  by F. Bec
• The ACR model: a multivariate dynamic mixture autoregression
  by Frédérique Bec & Anders Rahbek & Neil Shephard
• The ACR Model: A Multivariate Dynamic Mixture Autoregression*
  by Frédérique Bec & Anders Rahbek & Neil Shephard
• Federal Funds Rate Stationarity: New Evidence
  by Frédérique BEC & Charbel BASSIL
• Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model
  by Frédérique Bec & Alain Guay & Emmanuel Guerre
• Real exchange rates and real interest rates : a nonlinear perspective
  by Frédérique Bec & Mélika Ben Salem & Ronald MacDonald
• Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart
  by Frederique Bec
• The Autoregressive Conditional Root (ACR) Model
  by Frédérique Bec & Anders Rahbek & Neil Shephard
• The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan : Has There Been a Structural Change ?
  by Alexia Bastien & Frédérique Bec
• Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement
  by Frédérique Bec & Christian Gollier
• Assets Returns Volatility and Investment Horizon: The French Case
  by Frédérique Bec & Christian Gollier
• Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
  by Frédérique Bec & Mélika Ben Salem & Marine Carrasco
• Real exchange rates and real interest rates : a nonlinear perspective
  by Frédérique BEC & Mélika BEN SALEM & Ronald MACDONALD
• Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics.
  by Bec, F. & Ben Salem, M.
• Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks
  by Bec Frédérique & Ben Salem Mélika & Collard Fabrice
• The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change?
  by Bec Frédérique & Bastien Alexia
• Trading costs for goods and PPP. A nonlinear alternative for real exchange rate dynamics
  by F. Bec & M. Ben Salem
• Impulsions dominantes et analyse des fluctuations de l’économie française
  by Bec, Frédérique
• Fiscal policies, public deficit retraints and European stabilization
  by Frédérique BEC & Jean-Olivier Hairault
• Cyclicality and Term Structure of Value-at-Risk in Europe
  by Bec, Frédérique & Gollier, Christian
• Federal Funds Rate Stationarity: New Evidence
  by Frédérique Bec & Charbel Bassil
• La transmission internationale des fluctuations : une explication de la corrélation croisée des consommations
  by Frédérique Bec
• Cyclicality and Term Structure of Value-at-Risk in Europe
  by Bec, Frédérique & Gollier, Christian
• Une évaluation empirique de l'efficience du marché des changes.
  by Frédérique Bec & Mélika Ben Salem & Emma Ben Youssef
• Fédéralisme budgétaire et stabilisation macroéconomique en Europe.
  by Frédérique Bec & Jean-Olivier Hairault
• L'ajustement à seuildes processus cointégrés. Que sait-on des modèles à trois régimes ?
  by Frédérique Bec & Mélika Ben Salem
• The Possible Shapes of Recoveries in Markov-Switching Models
  by Frédérique BEC & Othman BOUABDALLAH & Laurent FERRARA
• The possible shapes of recoveries in Markov-Switching models
  by Bec Frederique & Othman Bouabdallah & Laurent Ferrara
• The possible shapes of recoveries in Markov-switching models
  by Bec, F. & Bouabdallah, O. & Ferrara, L.
• The European way out of recession
  by Bec, F. & Bouabdallah, O. & Ferrara, L.
• The European Way Out of Recessions
  by Frédérique Bec & Othman Bouabdallah & Laurent Ferrara
• Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
  by Frédérique Bec & Mélika Ben Salem & Marine Carrasco
• Are Southeast Asian Real Exchange Rates Mean Reverting?
  by Frédérique Bec & Songlin Zeng
• Are Southeast Asian Real Exchange Rates Mean Reverting?
  by Frédérique Bec & Songlin Zeng
• Inventory Investment and the Business Cycle : The usual Suspect
  by Frédérique Bec & Mélika Ben Salem
• Taux d'intérêt, politique monétaire et activité économique en France : un examen empirique
  by Frédérique Bec & Jean-Olivier Hairault
• Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors.
  by Bec, F. & Bessec, M.
• Are Southeast Asian real exchange rates mean reverting?
  by Bec, Frédérique & Zeng, Songlin
• Préface
  by Frédérique Bec & Mélika Ben Salem
• Le rôle des stocks en sortie de crise : Une étude empirique sur données d'enquête
  by Frédérique Bec & Mélika Ben Salem & Marie Bessec
• Purchasing power parity: A nonlinear multivariate perspective
  by Frédérique Bec & Anders Rahbek & Mélika Ben Salem
• Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries
  by Frédérique BEC & Songlin ZENG
• Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?
  by Bec, F. & Mogliani, M.
• Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors
  by Frederique Bec & Marie Bessec
• Inventory investment and the business cycle: the usual suspect
  by Bec Frédérique & Salem Melika Ben
• Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?
  by Frédérique Bec & Matteo Mogliani
• The way out of recessions: A forecasting analysis for some Euro area countries
  by Bec, Frédérique & Bouabdallah, Othman & Ferrara, Laurent
• Mondialisation, mobilité du capital et volatilité macro-économique
  by Frédérique Bec
• Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup
  by Bec, Frédérique & Gollier, Christian
• Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup
  by Bec, Frédérique & Gollier, Christian
• How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts.
  by F. Bec & A. De Gaye
• Comparing the shape of recoveries: France, the UK and the US
  by Bec, Frédérique & Bouabdallah, Othman & Ferrara, Laurent
• Do stock returns rebound after bear markets? An empirical analysis from five OECD countries
  by Zeng, Songlin & Bec, Frédérique
• Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup
  by Frédérique Bec & Christian Gollier
• Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?
  by Bec, Frédérique & Mogliani, Matteo
• Inventory investment and the business cycle: the usual suspect
  by Frédérique Bec & Mélika Ben Salem
• Le rôle des stocks en sortie de crise : Une étude empirique sur données d'enquête
  by Frédérique Bec & Mélika Ben Salem & Marie Bessec
• Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model
  by Frédérique Bec & Mélika Ben Salem & Marine Carrasco
• How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts
  by Bec, Frédérique & De Gaye, Annabelle
• Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes
  by Frédérique Bec & Jean-Olivier Hairaut
• Une analyse empirique de différentes structures de taux d'intérêt : une comparaison entre les Etats-Unis et la France
  by Frédérique Bec & Jean-Olivier Hairault
• Mondialisation, mobilité du capital et volatilité macro-économique
  by Frédérique Bec
• Les implications de la structure des marchés financiers pour la dynamique des modèles d'équilibre général à deux pays
  by Frédérique Bec & Jean-Olivier Hairault
• Automatic Stabilizers in a European Perspective
  by Frédérique Bec & Jean-Olivier Hairault
• The International Transmission of Real Business Cycles
  by Frédérique Bec
• Comparing the shapes of recoveries: France, the UK and the US
  by Frederique Bec & Othman Bouabdallah & Laurent Ferrara
• The way out of recessions: Evidence from a bounce-back augmented threshold regression
  by Frederique Bec & Othman Bouabdallah & Laurent Ferrara
• Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors
  by Frédérique Bec & Marie Bessec
• Le rôle des stocks en sortie de crise : Une étude empirique sur données d’enquête
  by Frédérique Bec & Mélika Ben Salem & Marie Bessec
• Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany
  by Frédérique Bec & Raouf Boucekkine & Caroline Jardet
• Why are inflation forecasts sticky? Theory and application to France and Germany
  by F. Bec & R. Boucekkine & C. Jardet
• Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany
  by Frédérique Bec & Raouf Boucekkine & Caroline Jardet
• An empirical testing of exchange market efficiency hypothesis.
  by Frédérique Bec & Mélika Ben Salem & Emma Ben Youssef
• Why are inflation forecasts sticky?
  by Frédérique Bec & Raouf Boucekkine & Caroline Jardet
• Why are inflation forecasts sticky?
  by Frédérique BEC
• Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains *
  by Frédérique Bec & Annabelle de Gaye
• Is inflation driven by survey-based, VAR-based or myopic expectations?
  by Frédérique Bec & Patrick Kanda
• Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing *
  by Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi
• Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing
  by Frédérique BEC & Heino BOHN NIELSEN & Sarra SAÏDI
• Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing
  by Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi
• Dornsbush revisited from an asymmetrical perspective : Evidence from G20 nominal effective exchange rates
  by Frédérique Bec & Mélika Ben Salem
• Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates
  by Frédérique Bec & Mélika Ben Salem
• Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates
  by Frédérique Bec & Mélika Ben Salem
• Les implications de la structure des marchés financiers pour la dynamique des modèles d'équilibre général à deux pays
  by Frédérique Bec & Jean-Olivier Hairault
• Une analyse empirique de différentes structures de taux d'intérêt : une comparaison entre les Etats-Unis et la France
  by Frédérique Bec & Jean-Olivier Hairault
• Automatic Stabilizers in a European Perspective
  by Frédérique Bec & Jean-Olivier Hairault
• Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data
  by Bec, Frédérique & Kanda, Patrick
• Le rôle des stocks en sortie de crise : Une étude empirique sur données d'enquête
  by Frédérique Bec & Mélika Ben Salem & Marie Bessec
• Inventory investment and the business cycle: the usual suspect
  by Frédérique Bec & Mélika Ben Salem
• An asymmetrical overshooting correction model for G20 nominal effective exchange rates
  by Frédérique Bec & Mélika Ben Salem
• An asymmetrical overshooting correction model for G20 nominal effective exchange rates
  by Frederique Bec & Melika Ben Salem
• Inventory Investment Dynamics and Recoveries : A Comparison of Manufacturing and Retail Trade Sectors
  by Frédérique Bec & Marie Bessec
• Are Southeast Asian Real Exchange Rates Mean Reverting?
  by Frédérique Bec & Songlin Zeng
• How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts
  by Frédérique Bec & Annabelle de Gaye
• The way out of recessions: A forecasting analysis for some Euro area countries
  by Frédérique Bec & Othman Bouabdallah & Laurent Ferrara
• Do stock returns rebound after bear markets?
  by Frédérique Bec & Songlin Zeng
• The European Way out of Recession
  by Frédérique Bec & Othman Bouabdallah & Laurent Ferrara
• Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup
  by Frédérique Bec
• Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing
  by Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi
• A simple unit root test consistent against any stationary alternative
  by Frédérique Bec & Alain Guay
• Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing
  by Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi
• An asymmetrical overshooting correction model for G20 nominal effective exchange rates
  by Frédérique Bec & Mélika Ben Salem
• A simple unit root test consistent against any stationary alternative
  by Frédérique Bec & Alain Guay
• An asymmetrical overshooting correction model for G20 nominal effective exchange rates
  by Frédérique Bec & Mélika Ben Salem