Frédérique Bec
Names
first: |
Frédérique |
last: |
Bec |
in English: |
Frederique Bec |
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