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Information about:
Valérie Mignon

Personal Details | Affiliation | Works
This is information that was supplied by Valérie Mignon in registering through RePEc. If you are Valérie Mignon , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Valérie
Middle Name:
Last Name: Mignon
Suffix:

RePEc Short-ID: pmi86

Email:
Homepage: http://economix.u-paris10.fr
Postal Address: University of Paris 10 EconomiX 200 avenue de la Republique 92001 Nanterre Cedex France
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Gilles Dufrenot & Valerie Mignon & Charalambos Tsangarides, 2009. "The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach," Working Papers 2009-04, CEPII research center. [Downloadable!]

  2. Agnes Benassy-Quere & Sophie Bereau & Valerie Mignon, 2009. "The Dollar in the Turmoil," Working Papers 2009-08, CEPII research center. [Downloadable!]

  3. Adeline Bachellerie & Jerome Hericourt & Valerie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say?," Working Papers 2009-01, CEPII research center. [Downloadable!]

  4. Virginie Coudert & Valérie Mignon & Alexis Penot, 2008. "Oil Price and the Dollar," Post-Print halshs-00353404_v1, HAL. [Downloadable!]

  5. Sophie Bereau & Antonia Lopez Villavicencio & Valerie Mignon, 2008. "Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling," Working Papers 2008-23, CEPII research center. [Downloadable!]

  6. François Lescaroux & Valerie Mignon, 2008. "On the Influence of Oil Prices on Economic Activity and Other Macroeconomic and Financial Variables," Working Papers 2008-05, CEPII research center. [Downloadable!]

  7. Virginie Coudert & Cecile Couharde & Valerie Mignon, 2008. "Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies," Working Papers 2008-32, CEPII research center. [Downloadable!]

  8. Agnes Benassy-Quere & Sophie Bereau & Valérie Mignon, 2008. "Equilibrium Exchange Rates: a Guidebook for the Euro-Dollar Rate," Working Papers 2008-02, CEPII research center. [Downloadable!]

  9. Agnes Benassy-Quere & Sophie Bereau & Valérie Mignon, 2008. "How Robust are Estimated Equilibrium Exchange Rates? A Panel BEER Approach," Working Papers 2008-01, CEPII research center. [Downloadable!]

  10. Gilles Dufrenot & Valerie Mignon & Anne Peguin-Feissolle, 2007. "Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries?," Working Papers 2007-24, CEPII research center. [Downloadable!]
    Other versions:

  11. Emmanuel Dubois & Jerome Hericourt & Valerie Mignon, 2007. "Costs and Benefits of Euro Membership: a Counterfactual Analysis," Working Papers 2007-17, CEPII research center. [Downloadable!]

  12. Christophe Hurlin & Valérie Mignon, 2007. "Second Generation Panel Unit Root Tests," Working Papers halshs-00159842_v1, HAL. [Downloadable!]

  13. Christophe Hurlin & Valérie Mignon, 2006. "Une Synthèse des Tests de Racine Unitaire sur Données de Panel," Post-Print halshs-00078770_v1, HAL. [Downloadable!]

  14. Vladimir Borgy & Valerie Mignon, 2006. "Taux d’interet et marches boursiers : une analyse empirique de l’intégration financiere internationale," Working Papers 2006-25, CEPII research center. [Downloadable!]

  15. Christophe Hurlin & Valérie Mignon, 2006. "Une synthèse des tests de cointégration sur données de panel," Working Papers halshs-00070887_v1, HAL. [Downloadable!]

  16. Agnes Benassy-Quere & Amina Lahreche-Revil & Valerie Mignon, 2006. "World Consistent Equilibrium Exchange Rates," Working Papers 2006-20, CEPII research center. [Downloadable!]

  17. Agnes Benassy-Quere & Valerie Mignon & Alexis Penot, 2005. "China and the Relationship Between the Oil Price and the Dollar," Working Papers 2005-16, CEPII research center. [Downloadable!]
    Published as:

  18. Agnes Benassy-Quere & Pascale Duran-Vigneron & Amina Lahreche-Revil & Valerie Mignon, 2004. "Burden Sharing and Exchange-Rate Misalignments within the Group of Twenty," Working Papers 2004-13, CEPII research center. [Downloadable!]

  19. Gilles DUFRENOT & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003. "Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models," Macroeconomics 0309002, EconWPA. [Downloadable!]

  20. E. Dubois & S. Lardic & V. Mignon, 2003. "The exact maximum likelihood-based test for fractional cointegration: critical values, power and size," THEMA Working Papers 2003-26, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    Published as:

  21. S. Lardic & V. Mignon, 2003. "The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study," THEMA Working Papers 2003-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    Published as:

  22. S. Lardic & V. Mignon & F. Murtin, 2003. "Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth," THEMA Working Papers 2003-08, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  23. Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003. "Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration," International Finance 0309003, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  24. Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON, 2003. "Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model," Econometrics 0309001, EconWPA. [Downloadable!]

  25. G. Dufrenot & E. Grimaud & E. Latil & V. Mignon, 2003. "Real exchange rate misalignment in Hungary: a fractionally integrated threshold model," THEMA Working Papers 2003-07, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  26. G. Dufrenot & S. Lardic & V. Mignon & A. Péguin-Feissolle, 2003. "Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ?," THEMA Working Papers 2003-05, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

  27. S. Chaouachi & G. Dufrenot & V.Mignon, 2003. "Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," THEMA Working Papers 2003-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    Other versions:
    Published as:

  28. S.Lardic & V. Mignon, 2003. "Robert F. Engle etW.J. Granger : Prix Nobel d'économie 2003," THEMA Working Papers 2003-44, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  29. S. Lardic & V. Mignon, 2002. "Modeling long-range dependence in European time-varying term premia," THEMA Working Papers 2002-27, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  30. S. Lardic & V. Mignon, 2002. "Analyse intraquotidienne de l'impact des "news" sur le marché boursier français," THEMA Working Papers 2002-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  31. S. Lardic & V. Mignon, 2002. "Fractional cointegration and term structure of interest rates," THEMA Working Papers 2002-28, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  32. S. Lardic & V. Mignon, 2002. "Term premium and long-range dependence in volatility : A FIGARCH-M estimation on some Asian countries," THEMA Working Papers 2002-26, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  33. Gilles Dufrénot & Valérie Mignon & Théo Naccache, . "The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy”," Discussion Papers 09/03, University of Nottingham, CREDIT. [Downloadable!]

Articles

  1. François Lescaroux & Valérie Mignon, 2009. "Measuring The Effects Of Oil Prices On China'S Economy: A Factor-Augmented Vector Autoregressive Approach," Pacific Economic Review, Blackwell Publishing, vol. 14(3), pages 410-425, 08. [Downloadable!] (restricted)

  2. Virginie Coudert & Cecile Couharde & Valerie Mignon, 2009. "Terms of Trade and Exchange Rates: a Relationship Complicated by Anchor Policies," La Lettre du CEPII, CEPII research center, issue 285, March. [Downloadable!]

  3. Agnès Bénassy-Quéré & Amina lahrèche-Révil & Valérie Mignon, 2008. "Is Asia Responsible For Exchange Rate Misalignments Within The G20?," Pacific Economic Review, Blackwell Publishing, vol. 13(1), pages 46-61, 02. [Downloadable!] (restricted)

  4. Lardic, Sandrine & Mignon, Valérie, 2008. "Oil prices and economic activity: An asymmetric cointegration approach," Energy Economics, Elsevier, vol. 30(3), pages 847-855, May. [Downloadable!] (restricted)

  5. GILLES DUFRENOT & ELISABETH GRIMAUD & EUGÉNIE LATIL & VALERIE MIGNON, 2008. "Modelling The Slow Mean-Reversion Of The Central And Eastern European Countries' Real Exchange Rates," Manchester School, University of Manchester, vol. 76(1), pages 21-43, 01. [Downloadable!] (restricted)

  6. François Lescaroux & Valérie Mignon, 2008. "On the influence of oil prices on economic activity and other macroeconomic and financial variables *," OPEC Review, Organization of the Petroleum Exporting Countries, vol. 32(4), pages 343-380, December. [Downloadable!] (restricted)

  7. Agnes Benassy-Quere & Sophie Bereau & Valerie Mignon, 2008. "Euro-Dollar: Face-to-Face," La Lettre du CEPII, CEPII research center, issue 279, June. [Downloadable!]

  8. Dufrénot, Gilles & Lardic, Sandrine & Mathieu, Laurent & Mignon, Valérie & Péguin-Feissolle, Anne, 2008. "Explaining the European exchange rates deviations: Long memory or non-linear adjustment?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 207-215, July. [Downloadable!] (restricted)

  9. Agnes Benassy-Quere & Valerie Mignon, 2007. "Monetary and Financial Integration in Asia: Introduction," Economie Internationale, CEPII research center, issue 3Q, pages 5-8. [Downloadable!]

  10. Benassy-Quere, Agnes & Mignon, Valerie & Penot, Alexis, 2007. "China and the relationship between the oil price and the dollar," Energy Policy, Elsevier, vol. 35(11), pages 5795-5805, November. [Downloadable!] (restricted)
    Other versions:

  11. Lardic, Sandrine & Mignon, Valerie, 2006. "The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration," Energy Policy, Elsevier, vol. 34(18), pages 3910-3915, December. [Downloadable!] (restricted)

  12. Benassy-Quere, Agnes & Coeure, Benoit & Mignon, Valerie, 2006. "On the identification of de facto currency pegs," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 112-127, March. [Downloadable!] (restricted)

  13. Gilles Dufrénot & Laurent Mathieu & Valérie Mignon & Anne Péguin-Feissolle, 2006. "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Applied Economics, Taylor and Francis Journals, vol. 38(2), pages 203-229, February. [Downloadable!] (restricted)
    Other versions:

  14. Agnes Benassy-Quere & Valerie Mignon, 2005. "Oil and the Dollar: a Two-Way Game," La Lettre du CEPII, CEPII research center, issue 250, November. [Downloadable!]

  15. Sandrine Lardic & Valérie Mignon, 2004. "Fractional cointegration and the term structure," Empirical Economics, Springer, vol. 29(4), pages 723-736, December. [Downloadable!] (restricted)

  16. Slim Chaouachi & Gilles Dufrenot & Valerie Mignon, 2004. "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, Economics Bulletin, vol. 3(19), pages 1-11. [Downloadable!]
    Other versions:

  17. Gilles Dufrenot & Valerie Mignon, 2004. "Modeling the French Consumption Function Using SETAR Models," Economics Bulletin, Economics Bulletin, vol. 3(20), pages 1-16. [Downloadable!]

  18. Agnes Benassy-Quere & Amina Lahreche-Revil & Valerie Mignon, 2004. "The Dollar in the G20," La Lettre du CEPII, CEPII research center, issue 238, October. [Downloadable!]

  19. Emmanuel Dubois & Sandrine Lardic & Valérie Mignon, 2004. "The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size," Computational Economics, Springer, vol. 24(3), pages 239-255, July. [Downloadable!] (restricted)
    Other versions:

  20. Dufrenot, Gilles & Mignon, Valerie & Peguin-Feissolle, Anne, 2004. "Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models," Economic Modelling, Elsevier, vol. 21(1), pages 37-71, January. [Downloadable!] (restricted)

  21. Sandrine Lardic & Valerie Mignon, 2004. "The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study," Economics Bulletin, Economics Bulletin, vol. 3(21), pages 1-16. [Downloadable!]
    Other versions:

  22. Sandrine Lardic & Valerie Mignon, 2003. "Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries," Economics Bulletin, Economics Bulletin, vol. 3(14), pages 1-10. [Downloadable!]

  23. Sandrine Lardic & Valérie Mignon, 1999. "Prévision ARFIMA des taux de change : les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ?," Annales d'Economie et de Statistique, ADRES, issue 54, pages 03, Avril-Jui. [Downloadable!]

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2005-12-20
  2. NEP-CBA: Central Banking (6) 2006-12-16 2007-12-01 2008-06-07 2008-06-07 2009-01-03 2009-04-18 Author is listed
  3. NEP-CNA: China (1) 2005-12-20
  4. NEP-DEV: Development (2) 2008-02-23 2009-01-03
  5. NEP-EEC: European Economics (5) 2003-09-08 2003-09-08 2003-09-08 2007-12-01 2008-06-07 Author is listed
  6. NEP-ENE: Energy Economics (2) 2005-12-20 2008-06-07
  7. NEP-ETS: Econometric Time Series (5) 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2009-01-03 Author is listed
  8. NEP-FDG: Financial Development & Growth (2) 2008-02-23 2009-01-03
  9. NEP-FMK: Financial Markets (3) 2005-12-20 2008-02-23 2008-06-07
  10. NEP-IFN: International Finance (9) 2003-09-08 2003-09-08 2003-09-08 2004-11-07 2006-12-16 2008-06-07 2008-06-07 2009-01-03 2009-04-18 Author is listed
  11. NEP-INT: International Trade (1) 2009-04-05
  12. NEP-MAC: Macroeconomics (2) 2003-09-08 2007-12-01
  13. NEP-MON: Monetary Economics (4) 2003-09-08 2007-12-01 2008-06-07 2009-04-18 Author is listed
  14. NEP-OPM: Open MacroEconomics (1) 2009-01-03
  15. NEP-SEA: South East Asia (1) 2005-12-20
  16. NEP-TRA: Transition Economics (2) 2003-09-08 2005-12-20
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This page was last updated on 2009-10-27.

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