Information about:
Bertrand Candelon

Other registered authors

Email:
Homepage: http://www.personeel.unimaas.nl/b.candelon/bc.htm
Postal Address:
Phone:

Affiliation

• Maastricht research school of Economics of TEchnology and ORganizations (METEOR)
  School of Business and Economics
  Maastricht University

  Location: Maastricht, Netherlands
  Homepage: http://www.fdewb.unimaas.nl/meteor/
  Email:
  Phone: + 31 (0) 43 388 3830
  Fax: + 31 (0) 43 325 8544
  Postal: P.O. Box 616, 6200 MD Maastricht
  Handle: RePEc:edi:meteonl (registered authors at this institution)

Working papers

1. Michel Beine & Bertrand Candelon & Jan Piplack, 2009. "Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach," Working Papers 09-10, Utrecht School of Economics. [Downloadable!]

2. Candelon Bertrand & Metiu Norbert, 2009. "Testing for Exceptional Bulls and Bears: a Non-Parametric Perspective," Research Memoranda 019, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

3. J.W.B. Bos & C. Economidou & B. Candelon, 2008. "Does Technology Spill Over across National Borders and Technology Regimes?," Working Papers 08-32, Utrecht School of Economics. [Downloadable!]

4. Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers halshs-00329495_v1, HAL. [Downloadable!]

5. Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A., 2008. "The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?," IZA Discussion Papers 3571, Institute for the Study of Labor (IZA). [Downloadable!]
   Published as:
   • B. Candelon & A. Dupuy & L. Gil-Alana, 2009. "The nature of occupational unemployment rates in the United States: hysteresis or structural?," Applied Economics, Taylor and Francis Journals, vol. 41(19), pages 2483-2493. [Downloadable!] (restricted)

6. Michel Beine & Bertrand Candelon, 2007. "Liberalization and Stock Market Co-Movement between Emerging Economies," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

7. Manner, Hans & Candelon, Bertrand, 2007. "Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas," Research Memoranda 052, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

8. Candelon, Bertrand & Muysken, Joan & Vermeulen, Robert, 2007. "Fiscal Policy and Monetary Integration in Europe: An Update," Research Memoranda 050, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
   Other versions:
   • Candelon, Bertrand & Muysken, Joan & Vermeulen, Robert, 2008. "Fiscal Policy and Monetary Integration in Europe: An Update," Research Memoranda 038, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

9. Candelon,Bertrand & Cubadda,Gianluca, 2005. "Testing for Parameter Stability in Dynamic Models across Frequencies," Research Memoranda 022, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
   Other versions:
   • Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper 82, Tor Vergata University, CEIS. [Downloadable!]
   
   Published as:
   • Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models across Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December. [Downloadable!] (restricted)

10. Allard Bruinshoofd & Bertrand Candelon & Katharina Raabe, 2005. "Banking Sector Strenght and the Transmission of Currency Crises," DNB Working Papers 032, Netherlands Central Bank, Research Department. [Downloadable!]
    Other versions:
    • Bruinshoofd,Allard & Candelon,Bertrand & Raabe,Katharina, 2005. "Banking Sector Strength and the Transmission of Currency Crises," Research Memoranda 023, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

11. Bodart,Vincent & Candelon,Bertrand, 2005. "Evidences of Interdependence and Contagion using a Frequency Domain Framework," Research Memoranda 024, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Published as:
    • Bodart, Vincent & Candelon, Bertrand, 2009. "Evidence of interdependence and contagion using a frequency domain framework," Emerging Markets Review, Elsevier, vol. 10(2), pages 140-150, June. [Downloadable!] (restricted)

12. Candelon,Bertrand & Kool,Clemens & Raabe,Katharina & Veen,Tom,van, 2005. "The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates," Research Memoranda 010, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Other versions:
    • Bertrand Candelon & Clemens Kool & Katharina Raabe & Tom van Veen, 2005. "The Feasibility of a Fixed Exchange Rate Regime for New EU-members: Evidence from Real Exchange Rates," Working Papers 05-09, Utrecht School of Economics. [Downloadable!]
    • Clemens J M Kool & Tom Van Veen & Bertrand Chandelon & Katharina Raabe, 2005. "The Feasibility of a Fixed Exchange Rate Regime for New EU-members Evidence from Real Exchange Rates," Money Macro and Finance (MMF) Research Group Conference 2005 20, Money Macro and Finance Research Group. [Downloadable!]

13. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Fractional Integration and Business Cycles Features," Faculty Working Papers 09/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    Other versions:
    • B. Candelon & L. Gil-Alana, . "Fractional Integration and Business Cycle Features," Sonderforschungsbereich 373 2001-46, Humboldt Universitaet Berlin.
    
    Published as:
    • Bertrand Candelon & Luis A. Gil-Alana, 2004. "Fractional integration and business cycle features," Empirical Economics, Springer, vol. 29(2), pages 343-359, 05. [Downloadable!] (restricted)

14. W.A. Bruinshoofd & B. Candelon, 2004. "Nonlinear monetary policy in europe: fact or myth?," WO Research Memoranda (discontinued) 758, Netherlands Central Bank, Research Department. [Downloadable!]
    Published as:
    • Bruinshoofd, Allard & Candelon, Bertrand, 2005. "Nonlinear monetary policy in Europe: fact or myth?," Economics Letters, Elsevier, vol. 86(3), pages 399-403, March. [Downloadable!] (restricted)

15. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin American Countries," Faculty Working Papers 08/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    Published as:
    • Candelon, B. & Gil-Alana, L. A., 2004. "Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 301-313, April. [Downloadable!] (restricted)

16. Candelon,Bertrand & Hecq,Alain, 2002. "Multi-Regime Common Cyclical Features," Research Memoranda 054, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

17. Candelon, Bertrand & Hecq, Alain & Lohest, Olivier, 2000. "Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2000029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

18. Bodart, Vincent & Candelon, Bertrand, 1999. "ApprŽhender la conjoncture ˆ l'aide de la mŽthode de Stock-Watson : une application ˆ l'Žconomie belge," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1999018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

19. Candelon, Bertrand C.B., 1998. "Inflation and the Business Cycle: Further Investigations after the Last Cycle," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1998015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

20. Candelon, Bertrand C.B. & Hecq, Alain W.J., 1998. "Stability of Okun's Law in a Codependent System," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1998016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

21. Candelon, B & Cudeville, E, 1996. "Politique monetaire et canal du credit : une estimation empirique sur l'economie francaise," Papiers d'Economie Mathématique et Applications 96.40, Université Panthéon-Sorbonne (Paris 1).

22. Candelon, B., 1996. "La modelisation multivariee des contributions: une tentative d'explication des derniers retournements de la conjoncture," Papiers d'Economie Mathématique et Applications 96.03, Université Panthéon-Sorbonne (Paris 1).

23. Hénin, Pierre-Yves & Candelon, Bertrand, 1996. "Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers," CEPREMAP Working Papers (Couverture Orange) 9608, CEPREMAP.

24. J. Breitung & B. Candelon, . "Testing for short and long-run causality: The case of the yield spread and economic growth," Sonderforschungsbereich 373 2001-96, Humboldt Universitaet Berlin.

25. M. Beine & B. Candelon & K. Sekkat, . "Stabilization Policy and Business Cycle Phases in Europe: A Markov Switching VAR Analysis," Sonderforschungsbereich 373 1999-91, Humboldt Universitaet Berlin.

26. B. Candelon & H. Lütkepohl, . "On the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models," Sonderforschungsbereich 373 2000-95, Humboldt Universitaet Berlin.
    Published as:
    • Candelon, Bertrand & Lutkepohl, Helmut, 2001. "On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models," Economics Letters, Elsevier, vol. 73(2), pages 155-160, November. [Downloadable!] (restricted)

27. J. Breitung & B. Candelon, . "Common Cycles: A Frequency Domain Approach," Sonderforschungsbereich 373 2000-99, Humboldt Universitaet Berlin.

28. B. Candelon & H. Lütkepohl, . "Was There a Regime Change in the German Monetary Transmission Mechanism in 1983?," Sonderforschungsbereich 373 2000-17, Humboldt Universitaet Berlin.

1. B. Candelon & A. Dupuy & L. Gil-Alana, 2009. "The nature of occupational unemployment rates in the United States: hysteresis or structural?," Applied Economics, Taylor and Francis Journals, vol. 41(19), pages 2483-2493. [Downloadable!] (restricted)
   Other versions:
   • Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A., 2008. "The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?," IZA Discussion Papers 3571, Institute for the Study of Labor (IZA). [Downloadable!]

2. Candelon, Bertrand & Piplack, Jan & Straetmans, Stefan, 2008. "On measuring synchronization of bulls and bears: The case of East Asia," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1022-1035, June. [Downloadable!] (restricted)

3. van den Berg, Jeroen & Candelon, Bertrand & Urbain, Jean-Pierre, 2008. "A cautious note on the use of panel models to predict financial crises," Economics Letters, Elsevier, vol. 101(1), pages 80-83, October. [Downloadable!] (restricted)

4. Candelon, Bertrand & Kool, Clemens & Raabe, Katharina & van Veen, Tom, 2007. "Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003," Journal of Comparative Economics, Elsevier, vol. 35(1), pages 87-107, March. [Downloadable!] (restricted)

5. Bertrand Candelon & Luis A. Gil-Alana, 2006. "Mean Reversion of Short-run Interest Rates in Emerging Countries," Review of International Economics, Blackwell Publishing, vol. 14(1), pages 119-135, 02. [Downloadable!] (restricted)

6. Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models across Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December. [Downloadable!] (restricted)
   Other versions:
   • Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper 82, Tor Vergata University, CEIS. [Downloadable!]
   • Candelon,Bertrand & Cubadda,Gianluca, 2005. "Testing for Parameter Stability in Dynamic Models across Frequencies," Research Memoranda 022, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

7. Breitung, Jorg & Candelon, Bertrand, 2006. "Testing for short- and long-run causality: A frequency-domain approach," Journal of Econometrics, Elsevier, vol. 132(2), pages 363-378, June. [Downloadable!] (restricted)

8. Candelon, Bertrand & Straetmans, Stefan, 2006. "Testing for multiple regimes in the tail behavior of emerging currency returns," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1187-1205, November. [Downloadable!] (restricted)

9. Candelon, Bertrand & Hecq, Alain & Verschoor, Willem F.C., 2005. "Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1317-1334, December. [Downloadable!] (restricted)

10. Jörg Breitung & Bertrand Candelon, 2005. "Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 141(1), pages 124-140, April. [Downloadable!] (restricted)

11. Bruinshoofd, Allard & Candelon, Bertrand, 2005. "Nonlinear monetary policy in Europe: fact or myth?," Economics Letters, Elsevier, vol. 86(3), pages 399-403, March. [Downloadable!] (restricted)
    Other versions:
    • W.A. Bruinshoofd & B. Candelon, 2004. "Nonlinear monetary policy in europe: fact or myth?," WO Research Memoranda (discontinued) 758, Netherlands Central Bank, Research Department. [Downloadable!]

12. Bertrand Candelon & Luis A. Gil-Alana, 2004. "Fractional integration and business cycle features," Empirical Economics, Springer, vol. 29(2), pages 343-359, 05. [Downloadable!] (restricted)
    Other versions:
    • B. Candelon & L. Gil-Alana, . "Fractional Integration and Business Cycle Features," Sonderforschungsbereich 373 2001-46, Humboldt Universitaet Berlin.
    • Luis A. Gil-Alana & Bertrand Candelon, 2004. "Fractional Integration and Business Cycles Features," Faculty Working Papers 09/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]

13. Candelon, B. & Gil-Alana, L. A., 2004. "Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 301-313, April. [Downloadable!] (restricted)
    Other versions:
    • Luis A. Gil-Alana & Bertrand Candelon, 2004. "Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin American Countries," Faculty Working Papers 08/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]

14. Jörg Breitung & Bertrand Candelon, 2001. "Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 331-338.

15. Candelon, Bertrand & Lutkepohl, Helmut, 2001. "On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models," Economics Letters, Elsevier, vol. 73(2), pages 155-160, November. [Downloadable!] (restricted)
    Other versions:
    • B. Candelon & H. Lütkepohl, . "On the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models," Sonderforschungsbereich 373 2000-95, Humboldt Universitaet Berlin.

16. Candelon, Bertrand & Hecq, Alain, 2000. "Stability of Activity-Unemployment Relationship in a Codependent System," Applied Economics Letters, Taylor and Francis Journals, vol. 7(10), pages 687-93, October. [Downloadable!] (restricted)

17. Michel Beine & Bertrand Candelon & Alain Hecq, 2000. "Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach," Empirica, Springer, vol. 27(2), pages 115-132, June. [Downloadable!] (restricted)

1. NEP-CBA: Central Banking (3) 2004-08-16 2008-02-02 2008-11-18
2. NEP-CWA: Central & Western Asia (2) 2005-04-16 2005-09-29
3. NEP-ECM: Econometrics (6) 2005-09-29 2006-08-05 2008-02-02 2008-07-14 2008-10-21 2009-05-09 Author is listed
4. NEP-EEC: European Economics (4) 2004-08-16 2005-10-29 2008-02-02 2008-11-18
5. NEP-EFF: Efficiency & Productivity (1) 2008-11-04
6. NEP-ETS: Econometric Time Series (5) 2001-09-10 2005-09-29 2005-09-29 2006-08-05 2009-05-23 Author is listed
7. NEP-FMK: Financial Markets (5) 2005-09-29 2005-09-29 2005-10-29 2009-05-09 2009-05-23 Author is listed
8. NEP-IFN: International Finance (3) 2005-04-09 2005-09-29 2005-10-29
9. NEP-INO: Innovation (1) 2008-11-04
10. NEP-LTV: Unemployment, Inequality & Poverty (1) 2002-02-10
11. NEP-MAC: Macroeconomics (6) 2005-09-29 2005-09-29 2006-08-05 2008-02-02 2008-07-14 2008-11-18 Author is listed
12. NEP-MON: Monetary Economics (3) 2005-04-16 2008-02-02 2008-11-18
13. NEP-MST: Market Microstructure (1) 2009-05-23
14. NEP-PKE: Post Keynesian Economics (1) 2005-09-29
15. NEP-RMG: Risk Management (1) 2008-10-21
16. NEP-SEA: South East Asia (2) 2005-04-16 2008-02-02
17. NEP-TRA: Transition Economics (2) 2005-04-09 2005-10-29

This page was last updated on 2009-10-26.