Gilles Dufrénot
(Gilles Dufrenot)
Personal Details
First Name: | Gilles |
Middle Name: | |
Last Name: | Dufrenot |
Suffix: | |
RePEc Short-ID: | pdu14 |
| |
https://www.amse-aixmarseille.fr/users/dufrenot#profile-membres | |
Affiliation
(80%) École d'Économie d'Aix-Marseille
Aix-Marseille Université
Aix-en-Provence/Marseille, Francehttp://www.amse-aixmarseille.fr/
RePEc:edi:amseafr (more details at EDIRC)
(20%) Centre d'études prospectives et d'informations internationales (CEPII)
Paris, Francehttp://www.cepii.fr/
RePEc:edi:cepiifr (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022.
"Sovereign bond market integration in the euro area: a new empirical conceptualization,"
Post-Print
hal-03740521, HAL.
- Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022. "Sovereign bond market integration in the euro area: a new empirical conceptualization," Annals of Operations Research, Springer, vol. 318(1), pages 147-161, November.
- Imdade Chitou & Gilles Dufrénot & Julien Esposito, 2021.
"Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions,"
AMSE Working Papers
2138, Aix-Marseille School of Economics, France.
- Imdade Chitou & Gilles Dufrénot & Julien Esposito, 2021. "Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions," Working Papers halshs-03297198, HAL.
- Rafael Mariam Camarero & Gilles Dufrénot & Cecilio Tamarit, 2021.
"How do inequalities affect the natural interest rate, and how do they impact monetary policy? Comparing Germany, Japan and the US,"
Working Papers
2105, Department of Applied Economics II, Universidad de Valencia.
- Mariam Camarero & Gilles Dufrénot & Cecilio Tamarit, 2021. "How do inequalities affect the natural interest rate, and how do they impact monetary policy? Comparing Germany, Japan and the US," AMSE Working Papers 2123, Aix-Marseille School of Economics, France.
- Mariam Camarero & Gilles Dufrénot & Cecilio Tamarit, 2021. "How do inequalities affect the natural interest rate, and how do they impact monetary policy? Comparing Germany, Japan and the US," Working Papers halshs-03191667, HAL.
- Gilles Dufrénot & Takashi Matsuki, 2021. "Recent Econometric Techniques for Macroeconomic and Financial Data," Post-Print hal-03104302, HAL.
- Gilles Dufrénot & Takashi Matsuki & Kimiko Sugimoto, 2021.
"Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series,"
Post-Print
hal-03103726, HAL.
- Gilles Dufrénot & Takashi Matsuki & Kimiko Sugimoto, 2021. "Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 3-34, Springer.
- Gilles Dufrénot & William Ginn & Marc Pourroy, 2021.
"The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach,"
AMSE Working Papers
2130, Aix-Marseille School of Economics, France.
- Gilles Dufrénot & William Ginn & Marc Pourroy, 2021. "The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach," Working Papers halshs-03225070, HAL.
- Thomas Brand & Gilles Dufrénot & Antoine Mayerowitz, 2021.
"A State-Space Model to Estimate Potential Growth in the Industrialized Countries,"
PSE-Ecole d'économie de Paris (Postprint)
hal-03186631, HAL.
- Thomas Brand & Gilles Dufrénot & Antoine Mayerowitz, 2021. "A State-Space Model to Estimate Potential Growth in the Industrialized Countries," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 61-77, Springer.
- Thomas Brand & Gilles Dufrénot & Antoine Mayerowitz, 2021. "A State-Space Model to Estimate Potential Growth in the Industrialized Countries," Post-Print hal-03186631, HAL.
- Anne Levasseur Franceschi & Gilles Dufrénot, 2021. "Crises épidémiques et mondialisation," Post-Print hal-03186737, HAL.
- Marcel Aloy & Gilles Dufrénot & Anne Peguin-Feissolle, 2020. "Mémoire longue dans les séries financières (Chapitre 2)," Post-Print hal-03186759, HAL.
- Dufrénot Gilles & Gossé Jean-Baptiste & Clerc Caroline, 2020.
"Risk Sharing in Europe: New Empirical Evidence on the Capital Markets Channel,"
Working papers
781, Banque de France.
- Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc, 2021. "Risk sharing in Europe: new empirical evidence on the capital markets channel," Applied Economics, Taylor & Francis Journals, vol. 53(2), pages 262-276, January.
- Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc, 2021. "Risk sharing in Europe: new empirical evidence on the capital markets channel," Post-Print hal-02978130, HAL.
- Luca Agnello & Vitor Castro & Gilles Dufrénot & Fredj Jawadi & Ricardo Sousa, 2020.
"Unconventional monetary policy reaction functions: evidence from the US,"
Post-Print
hal-03101417, HAL.
- Agnello Luca & Castro Vitor & Dufrénot Gilles & Jawadi Fredj & Sousa Ricardo M., 2020. "Unconventional monetary policy reaction functions: evidence from the US," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-18, September.
- Gilles Dufrénot & Anne-Charlotte Paret, 2019.
"Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model,"
Post-Print
hal-02158001, HAL.
- Dufrénot, Gilles & Paret, Anne-Charlotte, 2019. "Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 341-359.
- Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange, 2019.
"Potential Growth and Natural Yield Curve in Japan,"
AMSE Working Papers
1912, Aix-Marseille School of Economics, France.
- Dufrénot, Gilles & Rhouzlane, Meryem & Vaccaro-Grange, Etienne, 2022. "Potential growth and natural yield curve in Japan," Journal of International Money and Finance, Elsevier, vol. 124(C).
- Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange, 2019. "Potential Growth and Natural Yield Curve in Japan," Working Papers halshs-02091035, HAL.
- Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange, 2022. "Potential growth and natural yield curve in Japan," Post-Print hal-03680259, HAL.
- Gilles Dufrénot & Kimiko Sugimoto, 2019.
"Does International Financial Integration Increase the Standard of Living in Africa? A Frontier Approach,"
Working Papers
halshs-02093938, HAL.
- Gilles Dufrénot & Kimiko Sugimoto, 2019. "Does International Financial Integration Increase the Standard of Living in Africa? A Frontier Approach," AMSE Working Papers 1913, Aix-Marseille School of Economics, France.
- Gilles Dufrénot & Carolina Ulloa Suarez, 2019.
"Public finance sustainability in Europe: a behavioral model,"
AMSE Working Papers
1929, Aix-Marseille School of Economics, France.
- Gilles Dufrénot & Carolina Ulloa Suarez, 2019. "Public finance sustainability in Europe: a behavioral model," Working Papers halshs-02356400, HAL.
- Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018.
"Recent developments in macro-econometric modeling: theory and applications,"
Post-Print
hal-01978664, HAL.
- Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018. "Recent Developments in Macro-Econometric Modeling: Theory and Applications," Econometrics, MDPI, vol. 6(2), pages 1-5, May.
- Gilles Dufrénot & Fredj Jawadi & Guillaume Khayat, 2018.
"A model of fiscal dominance under the “Reinhart Conjecture”,"
Post-Print
hal-01890414, HAL.
- Dufrénot, Gilles & Jawadi, Fredj & Khayat, Guillaume A., 2018. "A model of fiscal dominance under the “Reinhart Conjecture”," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 332-345.
- Fadia Al Hajj & Gilles Dufrenot & Benjamin Keddad, 2018.
"Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting?,"
Working Papers
halshs-01757046, HAL.
- Fadia Al Hajj & Gilles Dufrénot & Benjamin Keddad, 2021. "Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?," Applied Economics, Taylor & Francis Journals, vol. 53(3), pages 380-399, January.
- Fadia Al Hajj & Gilles Dufrénot & Benjamin Keddad, 2021. "Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?," PSE-Ecole d'économie de Paris (Postprint) hal-02935990, HAL.
- Fadia Al Hajj & Gilles Dufrénot & Benjamin Keddad, 2021. "Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?," Post-Print hal-02935990, HAL.
- Fadia Al Hajj & Gilles Dufrenot & Benjamin Keddad, 2018. "Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting?," AMSE Working Papers 1809, Aix-Marseille School of Economics, France.
- Gilles Dufrénot, 2018. "Les pauvres vont-ils révolutionner le XXIe siècle ? : transcender le capitalisme," Post-Print hal-01890540, HAL.
- Gilles Dufrénot & Anne-Charlotte Paret, 2018.
"Sovereign debt in emerging market countries: not all of them are serial defaulters,"
Post-Print
hal-01890440, HAL.
- Gilles Dufrénot & Anne-Charlotte Paret, 2018. "Sovereign debt in emerging market countries: not all of them are serial defaulters," Applied Economics, Taylor & Francis Journals, vol. 50(59), pages 6406-6443, December.
- Michel Aglietta & Gilles Dufrénot & Anne Faivre, 2018. "Inflation et macroéconomie dans la globalisation," Post-Print hal-01890604, HAL.
- Gilles Dufrénot, 2018. "The third demographic dividend: measuring the “demographic tax” in the Arab Countries in Transition," Working Papers 2018-15, CEPII research center.
- Gilles Dufrenot & Meryem Rhouzlane, 2018.
"Secular Stagnation: New Challenges for the Industrialized Countries in the 21st Century,"
AMSE Working Papers
1818, Aix-Marseille School of Economics, France.
- Gilles Dufrénot & Meryem Rhouzlane, 2018. "Secular Stagnation: New Challenges for the Industrialized Countries in the 21st Century," Working Papers halshs-01821669, HAL.
- Gilles Dufrénot & Guillaume A. Khayat, 2017.
"Monetary Policy Switching in the Euro Area and Multiple Steady States: An Empirical Investigation,"
Post-Print
hal-01590000, HAL.
- Dufrénot, Gilles & Khayat, Guillaume A., 2017. "Monetary Policy Switching In The Euro Area And Multiple Steady States: An Empirical Investigation," Macroeconomic Dynamics, Cambridge University Press, vol. 21(5), pages 1175-1188, July.
- Gilles Dufrénot & Fredj Jawadi, 2017.
"Introduction: recent developments of switching models for financial data,"
Post-Print
hal-01589999, HAL.
- Dufrénot Gilles & Jawadi Fredj, 2017. "Introduction: recent developments of switching models for financial data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 1-2, February.
- Marcel Aloy & Gilles Dufrenot & Anne Peguin-Feissolle & Michel Aglietta, 2017. "Austérité budgétaire : remède ou poison ? La zone euro à l'épreuve de la crise," Post-Print hal-01683179, HAL.
- Gilles Dufrénot & Fredj Jawadi, 2016.
"Advances and challenges in decision-making, monetary policy and financial markets,"
Post-Print
hal-01446195, HAL.
- Dufrénot, Gilles & Jawadi, Fredj, 2016. "Advances and challenges in decision-making, monetary policy and financial markets," Economic Modelling, Elsevier, vol. 52(PA), pages 1-2.
- Gilles Dufrénot & Karine Gente & Frédia Monsia, 2016.
"Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view,"
Post-Print
hal-01440301, HAL.
- Dufrénot, Gilles & Gente, Karine & Monsia, Frédia, 2016. "Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 123-146.
- Carine Bouthevillain & Gilles Dufrénot, 2016.
"Fiscal policies enhancing growth in Europe: does one size fit all?,"
Post-Print
hal-01446204, HAL.
- Carine Bouthevillain & Gilles Dufrénot, 2016. "Fiscal policies enhancing growth in Europe: does one size fit all?," Oxford Economic Papers, Oxford University Press, vol. 68(4), pages 1146-1165.
- Gilles Dufrénot, 2016. "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 ?]," Post-Print hal-01505780, HAL.
- Gilles Dufrénot & Anne-Charlotte Paret Onorato, 2016.
"Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model,"
AMSE Working Papers
1627, Aix-Marseille School of Economics, France.
- Gilles Dufrénot & Anne-Charlotte Paret-Onorato, 2016. "Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model," Working Papers halshs-01357797, HAL.
- Gilles Dufrénot & Aurélia Jambois & Laurine Jambois & Guillaume Khayat, 2016.
"Regime-Dependent Fiscal Multipliers in the United States,"
Post-Print
hal-01447865, HAL.
- Gilles Dufrénot & Aurélia Jambois & Laurine Jambois & Guillaume Khayat, 2016. "Regime-Dependent Fiscal Multipliers in the United States," Open Economies Review, Springer, vol. 27(5), pages 923-944, November.
- Gilles Dufrénot & Hélène Ehrhart, 2015. "The ECOWAS countries’ growth rates: what makes them similar and what makes them different? A quantile regression analysis," Post-Print hal-01457380, HAL.
- J. Acalin & B. Cabrillac & G. Dufrénot & L. Jacolin & S. Diop, 2015. "Financial integration and growth correlation in Sub-Saharan Africa," Working papers 561, Banque de France.
- Marcel Aloy & Gilles Dufrénot, 2015.
"A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis,"
Post-Print
hal-01456110, HAL.
- Marcel Aloy & Gilles Dufrénot, 2015. "A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis," International Symposia in Economic Theory and Econometrics, in: Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, volume 24, pages 419-449, Emerald Group Publishing Limited.
- Fadia Al Hajj & Gilles Dufrénot & Kimiko Sugimoto & Romain Wolf, 2015.
"Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa,"
Post-Print
hal-01457315, HAL.
- Fadia Al Hajj & Gilles Dufrénot & Kimiko Sugimoto & Romain Wolf, 2015. "Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa," The Developing Economies, Institute of Developing Economies, vol. 53(4), pages 237-271, December.
- Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2015.
"Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain,"
Post-Print
hal-01457314, HAL.
- Agnello, Luca & Dufrénot, Gilles & Sousa, Ricardo M., 2015. "Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain," Economic Modelling, Elsevier, vol. 44(C), pages 358-362.
- Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2014. "Fiscal Policy and Asset Price Cycles: Evidence from Four European Countries," Post-Print hal-01463933, HAL.
- Gilles Dufrénot & Roselyne Joyeux & Anne Péguin-Feissolle, 2014. "Which of the real money gap or nominal money gap helped predict inflation in Europe? A retrospective analysis," Post-Print hal-01474423, HAL.
- Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad, 2014. "Shift-volatility transmission in East Asian equity markets: new indicators," Post-Print hal-01410782, HAL.
- Gilles Dufrénot & Fredj Jawadi & Waël Louhichi, 2014.
"Market microstructure and nonlinear dynamics : keeping financial crisis in context,"
Post-Print
hal-01474273, HAL.
- Gilles Dufrénot & Fredj Jawadi & Waël Louhichi, 2014. "Market microstructure and nonlinear dynamics : keeping financial crisis in context," Grenoble Ecole de Management (Post-Print) hal-01474273, HAL.
- Gilles Dufrénot & Anwar Khayat, 2014.
"Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation,"
AMSE Working Papers
1408, Aix-Marseille School of Economics, France, revised Jan 2014.
- Gilles Dufrénot & Anwar Khayat, 2014. "Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation," Working Papers halshs-00973504, HAL.
- Gilles Dufrénot & Olivier Damette & Philippe Frouté, 2014. "Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching : The Case of the Euro Area," Post-Print hal-01463764, HAL.
- 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, 2014. "Fiscal Policy and Macroeconomic Imbalances," Workshop and Conferences 16, Bank of Italy, Economic Research and International Relations Area.
- Gilles Dufrénot & Adelya Ospanova & Alain Sand-Zantman, 2014. "A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process [Working papers]," Working Papers halshs-00926223, HAL.
- Gilles Dufrénot & Benjamin Keddad, 2014.
"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,"
Post-Print
hal-01474429, HAL.
- Dufrénot, Gilles & Keddad, Benjamin, 2014. "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," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 17-32.
- Vladimir Borgy & Carine Bouthevillain & Claude Diebolt & Gilles Dufrénot, 2014.
"New tools to assess fiscal and financial vulnerabilities in advanced economies,"
Post-Print
hal-01474251, HAL.
- Vladimir Borgy & Carine Bouthevillain & Claude Diebolt & Gilles Dufr鮯t, 2014. "New tools to assess fiscal and financial vulnerabilities in advanced economies," Applied Economics, Taylor & Francis Journals, vol. 46(6), pages 587-588, February.
- Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014.
"Managing the fragility of the Eurozone by Paul de Grauwe,"
Post-Print
hal-01474271, HAL.
- Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014. "MANAGING THE FRAGILITY OF THE EUROZONE BY PAUL De GRAUWE," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 3-11, January.
- Marcel Aloy & Gilles Dufrénot & Anne Péguin-Feissolle, 2014.
"Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II,"
Post-Print
hal-01463920, HAL.
- Marcel Aloy & Gilles Dufr鮯t & Anne P駵in-Feissolle, 2014. "Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II," Applied Economics, Taylor & Francis Journals, vol. 46(6), pages 629-637, February.
- Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad, 2014.
"Shift-Volatility Transmission in East Asian Equity Markets,"
AMSE Working Papers
1402, Aix-Marseille School of Economics, France, revised Mar 2014.
- Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad, 2013. "Shift-Volatility Transmission in East Asian Equity Markets," Working Papers halshs-00935364, HAL.
- Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014.
"Global Imbalances And Financial Sector Instabilities: Introduction,"
Post-Print
hal-01463908, HAL.
- Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014. "Global Imbalances And Financial Sector Instabilities: Introduction," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 1-2, January.
- Gilles Dufrénot & Benjamin Keddad, 2013.
"Business Cycles Synchronization in East Asia: A Markov-Switching Approach,"
Working Papers
halshs-00861901, HAL.
- Dufrénot, Gilles & Keddad, Benjamin, 2014. "Business cycles synchronization in East Asia: A Markov-switching approach," Economic Modelling, Elsevier, vol. 42(C), pages 186-197.
- Gilles Dufrénot & Benjamin Keddad, 2014. "Business cycles synchronization in East Asia: A Markov-switching approach," Post-Print hal-01463108, HAL.
- Gilles Dufrénot & Benjamin Keddad, 2013. "Business Cycles Synchronization in East Asia: A Markov-Switching Approach," AMSE Working Papers 1344, Aix-Marseille School of Economics, France, revised Sep 2013.
- Gilles Dufrénot & Fredj Jawadi, 2013.
"Computational tools in econometric modeling for macroeconomics and finance,"
Post-Print
hal-01499642, HAL.
- Dufrénot, Gilles & Jawadi, Fredj, 2013. "Computational tools in econometric modeling for macroeconomics and finance," Economic Modelling, Elsevier, vol. 34(C), pages 1-4.
- Gilles Dufrénot & Fredj Jawadi, 2013. "Computational tools in econometric modeling for macroeconomics and finance," Grenoble Ecole de Management (Post-Print) hal-01499642, HAL.
- Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2013.
"Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices,"
Post-Print
hal-01498264, HAL.
- Agnello, Luca & Dufrénot, Gilles & Sousa, Ricardo M., 2013. "Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices," Economic Modelling, Elsevier, vol. 34(C), pages 25-36.
- Gilles Dufrénot & Adelya Ospanova & Alain Sand-Zantman, 2013.
"A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process,"
Working Papers
1344, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Gilles Dufrenot & Adelya Ospanova & Alain Sand-Zantman, 2014. "A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process," Economic Change and Restructuring, Springer, vol. 47(1), pages 1-39, February.
- Gilles Dufrénot & Adelya Ospanova & Alain Sand-Zantman, 2014. "A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process," Post-Print hal-01463114, HAL.
- Fadia Al Hajj & Gilles Dufr??not, & Kimiko Sugimoto & Romain Wolf, 2013. "Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Ghana, South Africa and the WAEMU," William Davidson Institute Working Papers Series wp1062, William Davidson Institute at the University of Michigan.
- Fred Celimene & Gilles Dufrenot & Gisele Mophou & Gaston N'Guerekata, 2013.
"Tax evasion,tax corruption and stochastic growth,"
Documents de Travail
2013-05, CEREGMIA, Université des Antilles et de la Guyane.
- Célimène, Fred & Dufrénot, Gilles & Mophou, Gisèle & N'Guérékata, Gaston, 2016. "Tax evasion, tax corruption and stochastic growth," Economic Modelling, Elsevier, vol. 52(PA), pages 251-258.
- Fred C??lim??ne & Gilles Dufr??not & Gis??le Mophou & Gaston N???Gu??r??kata, 2013. "Tax evasion, tax corruption and stochastic growth," William Davidson Institute Working Papers Series wp1043, William Davidson Institute at the University of Michigan.
- Fred Célimène & Gilles Dufrénot & Gisèle Mophou & Gaston M. N'Guérékata, 2016. "Tax evasion, tax corruption and stochastic growth," Post-Print hal-01447874, HAL.
- Gilles Dufrénot & Kimiko Sugimoto, 2013.
"West African Single Currency and Competitiveness,"
Post-Print
hal-01500863, HAL.
- Gilles Dufrénot & Kimiko Sugimoto, 2013. "West African Single Currency and Competitiveness," Review of Development Economics, Wiley Blackwell, vol. 17(4), pages 763-777, November.
- Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2012. "Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework," NIPE Working Papers 20/2012, NIPE - Universidade do Minho.
- Marcel Aloy & Gilles Dufrénot & Charles Lai Tong & Anne Péguin-Feissolle, 2012.
"A Smooth Transition Long-Memory Model,"
AMSE Working Papers
1240, Aix-Marseille School of Economics, France, revised Dec 2012.
- Aloy Marcel & Dufrénot Gilles & Tong Charles Lai & Peguin-Feissolle Anne, 2013. "A smooth transition long-memory model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 281-296, May.
- Marcel Aloy & Gilles Dufrénot & Charles Lai-Tong & Anne Peguin-Feissolle, 2013. "A smooth transition long-memory model," Post-Print hal-01498270, HAL.
- Marcel Aloy & Gilles Dufrenot & Charles Lai-Tong & Anne Peguin-Feissolle, 2012. "A Smooth Transition Long-Memory Model," Working Papers halshs-00793680, HAL.
- Dufrénot, G. & Triki, K., 2012. "Why have governments succeeded in reducing French public debt historically and can these successes inspired us for the future? An historical perspective since 1890," Working papers 386, Banque de France.
- Dufrénot, G. & Triki, K., 2012. "Public debt ratio and its determinants in France since 1890 Does econometrics support the historical evidence?," Working papers 385, Banque de France.
- Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011.
"Les effets de la crise des subprimes sur le marché financier mexicain,"
Post-Print
halshs-00595338, HAL.
- Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2011. "Les effets de la crise des subprimes sur le marché financier mexicain," Revue économique, Presses de Sciences-Po, vol. 62(3), pages 461-470.
- Gilles Dufrénot & Philippe Frouté & Christophe Schalck, 2011. "The Borrowing Behaviors of French Regions. How Heterogeneous Are They? [Les comportements d'emprunt des régions françaises. Quel degré d'hétérogénéité?]," Post-Print hal-02335975, HAL.
- Olivier Damette & Gilles Dufrénot & Philippe Frouté, 2011. "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," Post-Print hal-02335947, HAL.
- Dufrénot G. & Paul L., 2010. "Fiscal developments in the euro area beyond the crisis: some lessons drawn from fiscal reaction functions," Working papers 292, Banque de France.
- Dufrénot, G. & Frouté, P. & Schalck, C., 2010. "The French Regions’ Borrowing Behaviours. How heterogeneous are they?," Working papers 289, Banque de France.
- Gilles Dufrénot & Alain Sand-Zantman, 2010. "Après la Crise : les politiques économique dans le monde," Post-Print halshs-00952088, HAL.
- Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman, 2010.
"Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets,"
Documents de Travail de l'OFCE
2010-34, Observatoire Francais des Conjonctures Economiques (OFCE).
- Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman, 2010. "Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets," Post-Print halshs-00952114, HAL.
- Agnès Bénassy-Quéré & Loïc Batté & Benjamin Carton & Gilles Dufrénot, 2010.
"Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00634785, HAL.
- Benjamin Carton & Agnès Bénassy-Quéré & Gilles Dufrénot & Loïc Batté, 2010. "Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa," Journal of African Economies, Centre for the Study of African Economies, vol. 19(5), pages 657-690, November.
- Agnès Bénassy-Quéré & Loïc Batté & Benjamin Carton & Gilles Dufrénot, 2010. "Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa," Post-Print hal-00634785, HAL.
- Bouthevillain, C. & Dufrénot, G., 2010.
"Are the effects of fiscal changes different in times of crisis and non-crisis? The French Case,"
Working papers
286, Banque de France.
- Carine Bouthevillain & Gilles Dufrénot, 2011. "Are the effects of fiscal changes different in times of crisis and non crisis? The French case," Revue d'économie politique, Dalloz, vol. 121(3), pages 371-407.
- Gilles DUFRENOT & Adelya OSPANOVA & Alain SAND-ZANTMAN, 2010. "Modeling transition in Central Asia: the Case of Kazakhstan," William Davidson Institute Working Papers Series wp1001, William Davidson Institute at the University of Michigan.
- Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2010.
"The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment,"
Working Papers
2010-11, CEPII research center.
- Dufrénot, Gilles & Mignon, Valérie & Péguin-Feissolle, Anne, 2011. "The effects of the subprime crisis on the Latin American financial markets: An empirical assessment," Economic Modelling, Elsevier, vol. 28(5), pages 2342-2357, September.
- Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2012. "The effects of the subprime crisis on the Latin American financial markets: an empirical assessment," Post-Print hal-01411539, HAL.
- Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011. "The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment," Working Papers halshs-00587460, HAL.
- Dufrénot, G. & Malik, S., 2010.
"The changing role of house price dynamics over the business cycle,"
Working papers
309, Banque de France.
- Dufrénot, Gilles & Malik, Sheheryar, 2012. "The changing role of house price dynamics over the business cycle," Economic Modelling, Elsevier, vol. 29(5), pages 1960-1967.
- Gilles Duffrenot & Kimiko Sugimoto, 2010. "Pegging the future West African single currency in regard to internal/external competitiveness: a counterfactual analysis," William Davidson Institute Working Papers Series wp974, William Davidson Institute at the University of Michigan.
- Gilles Dufrénot & Valérie Mignon & Théo Naccache, 2009.
"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.
- Gilles Dufrénot & Valérie Mignon & Théo Naccache, 2012. "The slow convergence of per capita income between the developing countries: ‘growth resistance’ and sometimes ‘growth tragedy’," Post-Print hal-01385800, HAL.
- Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2009. "Finite sample properties of tests for STGARCH models and application to the US stock returns," Post-Print halshs-00403714, HAL.
- Gilles Dufrénot & Valérie Mignon & Charalambos Tsangarides, 2009.
"The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach,"
Working Papers
2009-04, CEPII research center.
- Gilles Dufrenot & Valerie Mignon & Charalambos Tsangarides, 2010. "The trade-growth nexus in the developing countries: a quantile regression approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(4), pages 731-761, December.
- Loïc Batté & Agnès Bénassy-Quéré & Benjamin Carton & Gilles Dufrénot, 2009. "Term of Trade Shocks in a Monetary Union: an Application to West-Africa," Working Papers 2009-07, CEPII research center.
- Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2009. "Le comportement du taux de change allemand : mémoire longue ou dynamique non linéaire ?," Post-Print halshs-00403717, HAL.
- Mohamed Boutahar & Gilles Dufrénot & Anne Peguin-Feissolle, 2008. "A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10]," Working Papers halshs-00275254, HAL.
- Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2008.
"Explaining the European exchange rates deviations: long memory or nonlinear adjustment?,"
Post-Print
halshs-00390141, HAL.
- 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.
- Gilles Dufrenot & Elisabeth Grimaud & Eugenie Latil & Valerie Mignon, 2008.
"Modelling the slow mean-reversion of the Central and Eastern European countries ' real exchange rates,"
Post-Print
hal-00693052, HAL.
- 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, January.
- Mohamed Boutahar & Gilles Dufrénot & Anne Peguin-Feissolle, 2008.
"A simple fractionally integrated model with a time-varying long memory parameter dt,"
Post-Print
halshs-00390136, HAL.
- Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle, 2008. "A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t," Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 225-241, April.
- Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2007.
"Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries?,"
Working Papers
2007-24, CEPII research center.
- Gilles Dufrenot & Valerie Mignon & Anne Peguin-Feissolle, 2010. "Testing the finance-growth link: is there a difference between developed and developing countries?," Economics Bulletin, AccessEcon, vol. 30(3), pages 1794-1807.
- Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2010. "Testing the finance-growth link: is there a difference between developed and developing countries?," Working Papers halshs-00536160, HAL.
- Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2008. "Testing The Finance-Growth Link: Is There A Difference Between Developed And Developing Countries?," Working Papers halshs-00348350, HAL.
- Irene Andreou & Gilles Dufrénot & Alain Sand & Aleksandra Zdzienicka-Durand, 2007.
"A forewarning indicator system for financial crises: the case of six Central and Eastern European countries,"
Working Papers
0709, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Andreou, Irène & Dufrénot, Gilles, 2009. "A Forewarning Indicator System for Financial Crises: the Case of Six Central and Eastern European Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 87-115.
- Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2009. "A forewarning indicator system for financial crises: the case of six Central and Eastern European countries," Post-Print halshs-00372728, HAL.
- Irene Andreou & Gilles Dufrenot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2007. "A Forewarning Indicator System For Financial Crises : The Case Of Six Central And Eastern European Countries," William Davidson Institute Working Papers Series wp901, William Davidson Institute at the University of Michigan.
- Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2007. "A forewarning indicator system for financial crises: the case of six central and eastern european countries," Documents de Travail de l'OFCE 2007-27, Observatoire Francais des Conjonctures Economiques (OFCE).
- Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2007. "A forewarning indicator system for financial crises: the case of six Central and Eastern European countries," Post-Print halshs-00142433, HAL.
- Anne Peguin-Feissolle & Gilles Dufrénot & Dominique Guegan, 2006.
"Changing-regime volatility : A fractionally integrated SETAR model,"
Working Papers
halshs-00410540, HAL.
- Gilles Dufrenot & Dominique Guegan & Anne Peguin-Feissolle, 2008. "Changing-regime volatility: A fractionally integrated SETAR model," PSE-Ecole d'économie de Paris (Postprint) halshs-00185369, HAL.
- Gilles Dufrenot & Dominique Guegan & Anne Peguin-Feissolle, 2008. "Changing-regime volatility: A fractionally integrated SETAR model," Post-Print halshs-00185369, HAL.
- Gilles Dufrenot & Dominique Guegan & Anne Peguin-Feissolle, 2008. "Changing-regime volatility: A fractionally integrated SETAR model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00185369, HAL.
- Gilles Dufrénot & Roselyne Joyeux & Anne Péguin-Feissolle, 2006.
"Which Predictor is the Best to Predict Inflation in Europe: the Real Money-gap or a Nominal Money Based Indicator?,"
Research Papers
0606, Macquarie University, Department of Economics.
- Gilles Dufrénot & Roseline Joyeux & Anne Peguin-Feissolle, 2008. "Which predictor is the best to predict inflation in Europe: the real money-gap or a nominal money based indicator?," Working Papers hal-00207497, HAL.
- Mr. Etienne B Yehoue & Gilles J. Dufrénot, 2005. "Real Exchange Rate Misalignment: A Panel Co-Integration and Common Factor Analysis," IMF Working Papers 2005/164, International Monetary Fund.
- Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005.
"Modelling squared returns using a SETAR model with long-memory dynamics,"
Post-Print
halshs-00179285, HAL.
- Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005. "Modelling squared returns using a SETAR model with long-memory dynamics," Economics Letters, Elsevier, vol. 86(2), pages 237-243, February.
- Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005.
"Long-memory dynamics in a SETAR model - Applications to stock markets,"
Post-Print
halshs-00179339, HAL.
- Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005. "Long-memory dynamics in a SETAR model - applications to stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 391-406, December.
- Gilles Dufrenot & Alain Sand-Zantman, 2004.
"Structural reforms, macroeconomic policies and the future of Kazakhstan economy,"
Documents de Travail de l'OFCE
2004-11, Observatoire Francais des Conjonctures Economiques (OFCE).
- Gilles DUFRENOT & Alain SAND, 2010. "Structural Reforms, Macroeconomic Policies and the Future of Kazakhstan Economy," EcoMod2004 330600046, EcoMod.
- Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2004.
"Cointégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue ?,"
Post-Print
halshs-00390151, HAL.
- Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Péguin-Feissolle, 2004. "Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?," Revue économique, Presses de Sciences-Po, vol. 55(3), pages 449-458.
- Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2004.
"Modeling the volatility of the US S&P500 index using an LSTGARCH model,"
Post-Print
halshs-00390147, HAL.
- Gilles Dufrénot & Velayoudom Marimoutou & Anne Péguin-Feissolle, 2004. "Modeling the volatility of the US SαP 500 index using an LSTGARCH model," Revue d'économie politique, Dalloz, vol. 114(4), pages 453-465.
- Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2004.
"Business Cycles Asymmetry and Monetary Policy: A Further Investigation using MRSTAR Models,"
Post-Print
halshs-00390154, HAL.
- 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.
- Gilles Dufrénot & Alain Sand-Zantman, 2004. "Structural reforms, macroeconomic policies and the future of Kazakhstan," Post-Print halshs-00180098, HAL.
- Gilles DUFRENOT & Balazs Egert, 2003.
"Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?,"
Development and Comp Systems
0309001, University Library of Munich, Germany.
- Gilles DUFRENOT & Balazs Egert, 2003. "Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?," Development and Comp Systems 0309002, University Library of Munich, Germany.
- Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2003. "LSTGARCH effects in stock returns : the case of U.S., U.K. and France," Post-Print halshs-00403739, HAL.
- 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.
- 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, University Library of Munich, Germany.
- Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON, 2003.
"Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective,"
International Finance
0309002, University Library of Munich, Germany.
- Valerie Mignon & Gilles Dufrenot & Slim Chaouachi, 2004. "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-11.
- 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.
- 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, University Library of Munich, Germany.
- Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2003. "Further Monte Carlo results on tests of GARCH against STGARCH models," Post-Print halshs-00403731, HAL.
- 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.
- Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE, 2003. "A SETAR model with long-memory dynamics," Econometrics 0309002, University Library of Munich, Germany.
- 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, University Library of Munich, Germany.
- Gilles Dufrenot & Laurent Mathieu & Valerie Mignon & Anne Peguin-Feissolle, 2006. "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Applied Economics, Taylor & Francis Journals, vol. 38(2), pages 203-229.
- G. Dufrenot & L. Mathieu & V. Mignon, & A. Peguin-Feissolle, 2002. "Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration," THEMA Working Papers 2002-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Gilles Dufrénot & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2006. "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Post-Print halshs-00256876, HAL.
- Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2001. "Testing for transition variable in STGARCH Models," Post-Print halshs-00403737, HAL.
- Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2001. "Modeling stock returns with multivariate LSTGARCH models," Post-Print halshs-00403720, HAL.
- Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2001.
"Modeling volatilities with LSTGARCH models : application to US, UK and France stock returns,"
Post-Print
halshs-00403735, HAL.
repec:hal:journl:hal-03552386 is not listed on IDEAS
Articles
- Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022.
"Sovereign bond market integration in the euro area: a new empirical conceptualization,"
Annals of Operations Research, Springer, vol. 318(1), pages 147-161, November.
- Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022. "Sovereign bond market integration in the euro area: a new empirical conceptualization," Post-Print hal-03740521, HAL.
- Gilles Dufrénot, 2022. "Risque de stagnation séculaire et conséquences sur les taux d’intérêt réels," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 65-83.
- Dufrénot, Gilles & Rhouzlane, Meryem & Vaccaro-Grange, Etienne, 2022.
"Potential growth and natural yield curve in Japan,"
Journal of International Money and Finance, Elsevier, vol. 124(C).
- Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange, 2019. "Potential Growth and Natural Yield Curve in Japan," Working Papers halshs-02091035, HAL.
- Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange, 2019. "Potential Growth and Natural Yield Curve in Japan," AMSE Working Papers 1912, Aix-Marseille School of Economics, France.
- Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange, 2022. "Potential growth and natural yield curve in Japan," Post-Print hal-03680259, HAL.
- Fadia Al Hajj & Gilles Dufrénot & Benjamin Keddad, 2021.
"Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?,"
Applied Economics, Taylor & Francis Journals, vol. 53(3), pages 380-399, January.
- Fadia Al Hajj & Gilles Dufrénot & Benjamin Keddad, 2021. "Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?," PSE-Ecole d'économie de Paris (Postprint) hal-02935990, HAL.
- Fadia Al Hajj & Gilles Dufrénot & Benjamin Keddad, 2021. "Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?," Post-Print hal-02935990, HAL.
- Fadia Al Hajj & Gilles Dufrenot & Benjamin Keddad, 2018. "Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting?," AMSE Working Papers 1809, Aix-Marseille School of Economics, France.
- Fadia Al Hajj & Gilles Dufrenot & Benjamin Keddad, 2018. "Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting?," Working Papers halshs-01757046, HAL.
- Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc, 2021.
"Risk sharing in Europe: new empirical evidence on the capital markets channel,"
Applied Economics, Taylor & Francis Journals, vol. 53(2), pages 262-276, January.
- Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc, 2021. "Risk sharing in Europe: new empirical evidence on the capital markets channel," Post-Print hal-02978130, HAL.
- Dufrénot Gilles & Gossé Jean-Baptiste & Clerc Caroline, 2020. "Risk Sharing in Europe: New Empirical Evidence on the Capital Markets Channel," Working papers 781, Banque de France.
- Agnello Luca & Castro Vitor & Dufrénot Gilles & Jawadi Fredj & Sousa Ricardo M., 2020.
"Unconventional monetary policy reaction functions: evidence from the US,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-18, September.
- Luca Agnello & Vitor Castro & Gilles Dufrénot & Fredj Jawadi & Ricardo Sousa, 2020. "Unconventional monetary policy reaction functions: evidence from the US," Post-Print hal-03101417, HAL.
- Dufrénot, Gilles & Paret, Anne-Charlotte, 2019.
"Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 341-359.
- Gilles Dufrénot & Anne-Charlotte Paret, 2019. "Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model," Post-Print hal-02158001, HAL.
- Dufrénot, Gilles & Jawadi, Fredj & Khayat, Guillaume A., 2018.
"A model of fiscal dominance under the “Reinhart Conjecture”,"
Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 332-345.
- Gilles Dufrénot & Fredj Jawadi & Guillaume Khayat, 2018. "A model of fiscal dominance under the “Reinhart Conjecture”," Post-Print hal-01890414, HAL.
- Gilles Dufrénot & Anne-Charlotte Paret, 2018.
"Sovereign debt in emerging market countries: not all of them are serial defaulters,"
Applied Economics, Taylor & Francis Journals, vol. 50(59), pages 6406-6443, December.
- Gilles Dufrénot & Anne-Charlotte Paret, 2018. "Sovereign debt in emerging market countries: not all of them are serial defaulters," Post-Print hal-01890440, HAL.
- Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018.
"Recent Developments in Macro-Econometric Modeling: Theory and Applications,"
Econometrics, MDPI, vol. 6(2), pages 1-5, May.
- Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018. "Recent developments in macro-econometric modeling: theory and applications," Post-Print hal-01978664, HAL.
- Dufrénot, Gilles & Khayat, Guillaume A., 2017.
"Monetary Policy Switching In The Euro Area And Multiple Steady States: An Empirical Investigation,"
Macroeconomic Dynamics, Cambridge University Press, vol. 21(5), pages 1175-1188, July.
- Gilles Dufrénot & Guillaume A. Khayat, 2017. "Monetary Policy Switching in the Euro Area and Multiple Steady States: An Empirical Investigation," Post-Print hal-01590000, HAL.
- Dufrénot Gilles & Jawadi Fredj, 2017.
"Introduction: recent developments of switching models for financial data,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 1-2, February.
- Gilles Dufrénot & Fredj Jawadi, 2017. "Introduction: recent developments of switching models for financial data," Post-Print hal-01589999, HAL.
- Célimène, Fred & Dufrénot, Gilles & Mophou, Gisèle & N'Guérékata, Gaston, 2016.
"Tax evasion, tax corruption and stochastic growth,"
Economic Modelling, Elsevier, vol. 52(PA), pages 251-258.
- Fred C??lim??ne & Gilles Dufr??not & Gis??le Mophou & Gaston N???Gu??r??kata, 2013. "Tax evasion, tax corruption and stochastic growth," William Davidson Institute Working Papers Series wp1043, William Davidson Institute at the University of Michigan.
- Fred Celimene & Gilles Dufrenot & Gisele Mophou & Gaston N'Guerekata, 2013. "Tax evasion,tax corruption and stochastic growth," Documents de Travail 2013-05, CEREGMIA, Université des Antilles et de la Guyane.
- Fred Célimène & Gilles Dufrénot & Gisèle Mophou & Gaston M. N'Guérékata, 2016. "Tax evasion, tax corruption and stochastic growth," Post-Print hal-01447874, HAL.
- Dufrénot, Gilles & Gente, Karine & Monsia, Frédia, 2016.
"Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view,"
Journal of International Money and Finance, Elsevier, vol. 67(C), pages 123-146.
- Gilles Dufrénot & Karine Gente & Frédia Monsia, 2016. "Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view," Post-Print hal-01440301, HAL.
- Dufrénot, Gilles & Jawadi, Fredj, 2016.
"Advances and challenges in decision-making, monetary policy and financial markets,"
Economic Modelling, Elsevier, vol. 52(PA), pages 1-2.
- Gilles Dufrénot & Fredj Jawadi, 2016. "Advances and challenges in decision-making, monetary policy and financial markets," Post-Print hal-01446195, HAL.
- Gilles Dufrénot, 2016. "L'Amérique latine dans la globalisation financière : a-t-on appris des crises passées ?," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 61-77.
- Gilles Dufrénot & Aurélia Jambois & Laurine Jambois & Guillaume Khayat, 2016.
"Regime-Dependent Fiscal Multipliers in the United States,"
Open Economies Review, Springer, vol. 27(5), pages 923-944, November.
- Gilles Dufrénot & Aurélia Jambois & Laurine Jambois & Guillaume Khayat, 2016. "Regime-Dependent Fiscal Multipliers in the United States," Post-Print hal-01447865, HAL.
- Carine Bouthevillain & Gilles Dufrénot, 2016.
"Fiscal policies enhancing growth in Europe: does one size fit all?,"
Oxford Economic Papers, Oxford University Press, vol. 68(4), pages 1146-1165.
- Carine Bouthevillain & Gilles Dufrénot, 2016. "Fiscal policies enhancing growth in Europe: does one size fit all?," Post-Print hal-01446204, HAL.
- Agnello, Luca & Dufrénot, Gilles & Sousa, Ricardo M., 2015.
"Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain,"
Economic Modelling, Elsevier, vol. 44(C), pages 358-362.
- Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2015. "Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain," Post-Print hal-01457314, HAL.
- Fadia Al Hajj & Gilles Dufrénot & Kimiko Sugimoto & Romain Wolf, 2015.
"Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa,"
The Developing Economies, Institute of Developing Economies, vol. 53(4), pages 237-271, December.
- Fadia Al Hajj & Gilles Dufrénot & Kimiko Sugimoto & Romain Wolf, 2015. "Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa," Post-Print hal-01457315, HAL.
- Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014.
"Global Imbalances And Financial Sector Instabilities: Introduction,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 1-2, January.
- Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014. "Global Imbalances And Financial Sector Instabilities: Introduction," Post-Print hal-01463908, HAL.
- Dufrénot, Gilles & Keddad, Benjamin, 2014.
"Business cycles synchronization in East Asia: A Markov-switching approach,"
Economic Modelling, Elsevier, vol. 42(C), pages 186-197.
- Gilles Dufrénot & Benjamin Keddad, 2013. "Business Cycles Synchronization in East Asia: A Markov-Switching Approach," Working Papers halshs-00861901, HAL.
- Gilles Dufrénot & Benjamin Keddad, 2014. "Business cycles synchronization in East Asia: A Markov-switching approach," Post-Print hal-01463108, HAL.
- Gilles Dufrénot & Benjamin Keddad, 2013. "Business Cycles Synchronization in East Asia: A Markov-Switching Approach," AMSE Working Papers 1344, Aix-Marseille School of Economics, France, revised Sep 2013.
- Gilles Dufrenot & Adelya Ospanova & Alain Sand-Zantman, 2014.
"A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process,"
Economic Change and Restructuring, Springer, vol. 47(1), pages 1-39, February.
- Gilles Dufrénot & Adelya Ospanova & Alain Sand-Zantman, 2014. "A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process," Post-Print hal-01463114, HAL.
- Gilles Dufrénot & Adelya Ospanova & Alain Sand-Zantman, 2013. "A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process," Working Papers 1344, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Vladimir Borgy & Carine Bouthevillain & Claude Diebolt & Gilles Dufr鮯t, 2014.
"New tools to assess fiscal and financial vulnerabilities in advanced economies,"
Applied Economics, Taylor & Francis Journals, vol. 46(6), pages 587-588, February.
- Vladimir Borgy & Carine Bouthevillain & Claude Diebolt & Gilles Dufrénot, 2014. "New tools to assess fiscal and financial vulnerabilities in advanced economies," Post-Print hal-01474251, HAL.
- Marcel Aloy & Gilles Dufr鮯t & Anne P駵in-Feissolle, 2014.
"Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II,"
Applied Economics, Taylor & Francis Journals, vol. 46(6), pages 629-637, February.
- Marcel Aloy & Gilles Dufrénot & Anne Péguin-Feissolle, 2014. "Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II," Post-Print hal-01463920, HAL.
- Dufrénot, Gilles & Keddad, Benjamin, 2014.
"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,"
International Review of Financial Analysis, Elsevier, vol. 33(C), pages 17-32.
- Gilles Dufrénot & Benjamin Keddad, 2014. "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," Post-Print hal-01474429, HAL.
- Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014.
"MANAGING THE FRAGILITY OF THE EUROZONE BY PAUL De GRAUWE,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 3-11, January.
- Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014. "Managing the fragility of the Eurozone by Paul de Grauwe," Post-Print hal-01474271, HAL.
- Dufrénot, Gilles & Jawadi, Fredj, 2013.
"Computational tools in econometric modeling for macroeconomics and finance,"
Economic Modelling, Elsevier, vol. 34(C), pages 1-4.
- Gilles Dufrénot & Fredj Jawadi, 2013. "Computational tools in econometric modeling for macroeconomics and finance," Post-Print hal-01499642, HAL.
- Gilles Dufrénot & Fredj Jawadi, 2013. "Computational tools in econometric modeling for macroeconomics and finance," Grenoble Ecole de Management (Post-Print) hal-01499642, HAL.
- Gilles Dufrénot & Kimiko Sugimoto, 2013.
"West African Single Currency and Competitiveness,"
Review of Development Economics, Wiley Blackwell, vol. 17(4), pages 763-777, November.
- Gilles Dufrénot & Kimiko Sugimoto, 2013. "West African Single Currency and Competitiveness," Post-Print hal-01500863, HAL.
- Agnello, Luca & Dufrénot, Gilles & Sousa, Ricardo M., 2013.
"Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices,"
Economic Modelling, Elsevier, vol. 34(C), pages 25-36.
- Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2013. "Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices," Post-Print hal-01498264, HAL.
- Aloy Marcel & Dufrénot Gilles & Tong Charles Lai & Peguin-Feissolle Anne, 2013.
"A smooth transition long-memory model,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 281-296, May.
- Marcel Aloy & Gilles Dufrénot & Charles Lai-Tong & Anne Peguin-Feissolle, 2013. "A smooth transition long-memory model," Post-Print hal-01498270, HAL.
- Marcel Aloy & Gilles Dufrenot & Charles Lai-Tong & Anne Peguin-Feissolle, 2012. "A Smooth Transition Long-Memory Model," Working Papers halshs-00793680, HAL.
- Marcel Aloy & Gilles Dufrénot & Charles Lai Tong & Anne Péguin-Feissolle, 2012. "A Smooth Transition Long-Memory Model," AMSE Working Papers 1240, Aix-Marseille School of Economics, France, revised Dec 2012.
- Gilles Dufrénot & Valérie Mignon & Théo Naccache, 2012. "Testing Catching-Up Between The Developing Countries: “Growth Resistance” And Sometimes “Growth Tragedy”," Bulletin of Economic Research, Wiley Blackwell, vol. 64(4), pages 470-508, October.
- Bouthevillain, C. & Borgy, V. & Dufrenot, G., 2012. "Indicateurs de vulnérabilité macroéconomiques et financiers dans les économies avancées. Synthèse d’une conférence organisée à Strasbourg les 13 et 14 septembre 2012," Bulletin de la Banque de France, Banque de France, issue 190, pages 135-142.
- C. Bouthevillain. & V. Borgy. & G. Dufrenot., 2012. "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," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 28, pages 101-109, Winter.
- Dufrénot, Gilles & Malik, Sheheryar, 2012.
"The changing role of house price dynamics over the business cycle,"
Economic Modelling, Elsevier, vol. 29(5), pages 1960-1967.
- Dufrénot, G. & Malik, S., 2010. "The changing role of house price dynamics over the business cycle," Working papers 309, Banque de France.
- Dufrénot, Gilles & Mignon, Valérie & Péguin-Feissolle, Anne, 2011.
"The effects of the subprime crisis on the Latin American financial markets: An empirical assessment,"
Economic Modelling, Elsevier, vol. 28(5), pages 2342-2357, September.
- Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2012. "The effects of the subprime crisis on the Latin American financial markets: an empirical assessment," Post-Print hal-01411539, HAL.
- Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011. "The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment," Working Papers halshs-00587460, HAL.
- Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2010. "The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment," Working Papers 2010-11, CEPII research center.
- Gilles Dufrénot, 2011. "Monetary autonomy in the West African countries: What do the policy rules tell us?," Journal of International Development, John Wiley & Sons, Ltd., vol. 23(1), pages 63-81, January.
- Gilles Dufrénot & Philippe Frouté & Christophe Schalck, 2011. "Les comportements d'emprunt des régions françaises. Quel degré d'hétérogénéité ?," Revue économique, Presses de Sciences-Po, vol. 62(5), pages 919-940.
- Carine Bouthevillain & Gilles Dufrénot, 2011.
"Are the effects of fiscal changes different in times of crisis and non crisis? The French case,"
Revue d'économie politique, Dalloz, vol. 121(3), pages 371-407.
- Bouthevillain, C. & Dufrénot, G., 2010. "Are the effects of fiscal changes different in times of crisis and non-crisis? The French Case," Working papers 286, Banque de France.
- Olivier Damette & Gilles Dufrénot & Philippe Frouté, 2011. "L'impact des fondamentaux macroéconomiques sur les spreads souverains de la zone euro est-il influencé par les réformes financières ?," Revue économique, Presses de Sciences-Po, vol. 62(6), pages 1135-1145.
- Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2011.
"Les effets de la crise des subprimes sur le marché financier mexicain,"
Revue économique, Presses de Sciences-Po, vol. 62(3), pages 461-470.
- Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011. "Les effets de la crise des subprimes sur le marché financier mexicain," Post-Print halshs-00595338, HAL.
- Carine Bouthevillain & Gilles Dufrénot & Pierre Jaillet, 2011. "New Challenges for Public Debt in Advanced Economies," Revue économique, Presses de Sciences-Po, vol. 62(6), pages 971-974.
- Carine Bouthevillain & Gilles Dufrénot & Pierre Jaillet, 2011. "Nouveaux défis pour la dette publique dans les pays avancés," Revue économique, Presses de Sciences-Po, vol. 62(6), pages 965-969.
- Benjamin Carton & Agnès Bénassy-Quéré & Gilles Dufrénot & Loïc Batté, 2010.
"Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa,"
Journal of African Economies, Centre for the Study of African Economies, vol. 19(5), pages 657-690, November.
- Agnès Bénassy-Quéré & Loïc Batté & Benjamin Carton & Gilles Dufrénot, 2010. "Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa," Post-Print hal-00634785, HAL.
- Agnès Bénassy-Quéré & Loïc Batté & Benjamin Carton & Gilles Dufrénot, 2010. "Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634785, HAL.
- Gilles Dufrenot & Valerie Mignon & Charalambos Tsangarides, 2010.
"The trade-growth nexus in the developing countries: a quantile regression approach,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(4), pages 731-761, December.
- Gilles Dufrénot & Valérie Mignon & Charalambos Tsangarides, 2009. "The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach," Working Papers 2009-04, CEPII research center.
- Bouthevillain, C. & Dufrénot, G. & Frouté, P. & Paul, L., 2010. "Nouveaux défis pour la dette publique dans les pays avancés : synthèse du colloque tenu à Strasbourg les 16 et 17 septembre 2010," Bulletin de la Banque de France, Banque de France, issue 182, pages 87-94.
- Bouthevillain, C. & Dufrénot, G. & Frouté, P. & Paul, L., 2010. "New challenges for public debt in advanced economies Summary of the conference held in Strasbourg on 16-17 September 2010," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 20, pages 95-107, Winter.
- Abdoulaye Diop & Gilles Dufrénot & Gilles Sanon, 2010. "Is Per Capita Growth in Africa Hampered by Poor Governance and Weak Institutions? An Empirical Study on the ECOWAS Countries," African Development Review, African Development Bank, vol. 22(2), pages 265-275.
- Gilles Dufrenot & Valerie Mignon & Anne Peguin-Feissolle, 2010.
"Testing the finance-growth link: is there a difference between developed and developing countries?,"
Economics Bulletin, AccessEcon, vol. 30(3), pages 1794-1807.
- Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2007. "Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries?," Working Papers 2007-24, CEPII research center.
- Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2010. "Testing the finance-growth link: is there a difference between developed and developing countries?," Working Papers halshs-00536160, HAL.
- Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2008. "Testing The Finance-Growth Link: Is There A Difference Between Developed And Developing Countries?," Working Papers halshs-00348350, HAL.
- Gilles DUFRÉNOT, 2009. "Credit Policy Stress In The West African Economic And Monetary Union," The Developing Economies, Institute of Developing Economies, vol. 47(4), pages 410-435, December.
- Andreou, Irène & Dufrénot, Gilles, 2009.
"A Forewarning Indicator System for Financial Crises: the Case of Six Central and Eastern European Countries,"
Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 87-115.
- Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2009. "A forewarning indicator system for financial crises: the case of six Central and Eastern European countries," Post-Print halshs-00372728, HAL.
- Irene Andreou & Gilles Dufrenot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2007. "A Forewarning Indicator System For Financial Crises : The Case Of Six Central And Eastern European Countries," William Davidson Institute Working Papers Series wp901, William Davidson Institute at the University of Michigan.
- Irene Andreou & Gilles Dufrénot & Alain Sand & Aleksandra Zdzienicka-Durand, 2007. "A forewarning indicator system for financial crises: the case of six Central and Eastern European countries," Working Papers 0709, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2007. "A forewarning indicator system for financial crises: the case of six central and eastern european countries," Documents de Travail de l'OFCE 2007-27, Observatoire Francais des Conjonctures Economiques (OFCE).
- Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2007. "A forewarning indicator system for financial crises: the case of six Central and Eastern European countries," Post-Print halshs-00142433, HAL.
- Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle, 2008.
"A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t,"
Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 225-241, April.
- Mohamed Boutahar & Gilles Dufrénot & Anne Peguin-Feissolle, 2008. "A simple fractionally integrated model with a time-varying long memory parameter dt," Post-Print halshs-00390136, HAL.
- 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, January.
- Gilles Dufrenot & Elisabeth Grimaud & Eugenie Latil & Valerie Mignon, 2008. "Modelling the slow mean-reversion of the Central and Eastern European countries ' real exchange rates," Post-Print hal-00693052, HAL.
- 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.
- Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2008. "Explaining the European exchange rates deviations: long memory or nonlinear adjustment?," Post-Print halshs-00390141, HAL.
- Gilles J. Dufrénot, 2007. "Macroeconomic policies in the Franc Zone, by David Fielding (Basingstoke: Palgrave Macmillan, 2005, pp. 240)," Journal of International Development, John Wiley & Sons, Ltd., vol. 19(3), pages 447-448.
- Gilles Dufrenot & Laurent Mathieu & Valerie Mignon & Anne Peguin-Feissolle, 2006.
"Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration,"
Applied Economics, Taylor & Francis Journals, vol. 38(2), pages 203-229.
- G. Dufrenot & L. Mathieu & V. Mignon, & A. Peguin-Feissolle, 2002. "Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration," THEMA Working Papers 2002-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Gilles Dufrénot & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2006. "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Post-Print halshs-00256876, HAL.
- 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, University Library of Munich, Germany.
- Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005.
"Modelling squared returns using a SETAR model with long-memory dynamics,"
Economics Letters, Elsevier, vol. 86(2), pages 237-243, February.
- Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005. "Modelling squared returns using a SETAR model with long-memory dynamics," Post-Print halshs-00179285, HAL.
- Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005.
"Long-memory dynamics in a SETAR model - applications to stock markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 391-406, December.
- Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005. "Long-memory dynamics in a SETAR model - Applications to stock markets," Post-Print halshs-00179339, HAL.
- Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Péguin-Feissolle, 2004.
"Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?,"
Revue économique, Presses de Sciences-Po, vol. 55(3), pages 449-458.
- Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2004. "Cointégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue ?," Post-Print halshs-00390151, HAL.
- Gilles Dufrénot & Velayoudom Marimoutou & Anne Péguin-Feissolle, 2004.
"Modeling the volatility of the US SαP 500 index using an LSTGARCH model,"
Revue d'économie politique, Dalloz, vol. 114(4), pages 453-465.
- Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2004. "Modeling the volatility of the US S&P500 index using an LSTGARCH model," Post-Print halshs-00390147, HAL.
- Valerie Mignon & Gilles Dufrenot & Slim Chaouachi, 2004.
"Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective,"
Economics Bulletin, AccessEcon, vol. 3(19), pages 1-11.
- 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.
- Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON, 2003. "Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective," International Finance 0309002, University Library of Munich, Germany.
- 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.
- Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2004. "Business Cycles Asymmetry and Monetary Policy: A Further Investigation using MRSTAR Models," Post-Print halshs-00390154, HAL.
- Valerie Mignon & Gilles Dufrenot, 2004. "Modeling the French Consumption Function Using SETAR Models," Economics Bulletin, AccessEcon, vol. 3(20), pages 1-16.
- Gilles Dufrénot & Valérie Mignon, 2002.
"La cointégration non linéaire : une note méthodologique,"
Économie et Prévision, Programme National Persée, vol. 155(4), pages 117-137.
- Gilles Dufrénot & Valérie Mignon, 2002. "La cointégration non linéaire : une note méthodologique," Economie & Prévision, La Documentation Française, vol. 155(4), pages 117-137.
- Jérôme Drunat & Gilles Dufrenot & Laurent Mathieu, 1994. "Les théories explicatives du taux de change : de Cassel au début des années quatre-vingt," Revue Française d'Économie, Programme National Persée, vol. 9(3), pages 53-111.
- Dufrenot Gilles & Mathieu Laurent, 1994.
"Methods In Economics: Testing For Linearity,"
Journal des Economistes et des Etudes Humaines, De Gruyter, vol. 5(2-3), pages 393-408, June.
RePEc:taf:apfiec:v:18:y:2008:i:7:p:519-526 is not listed on IDEAS
Chapters
- Gilles Dufrénot & Takashi Matsuki & Kimiko Sugimoto, 2021.
"Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 3-34,
Springer.
- Gilles Dufrénot & Takashi Matsuki & Kimiko Sugimoto, 2021. "Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series," Post-Print hal-03103726, HAL.
- Thomas Brand & Gilles Dufrénot & Antoine Mayerowitz, 2021.
"A State-Space Model to Estimate Potential Growth in the Industrialized Countries,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 61-77,
Springer.
- Thomas Brand & Gilles Dufrénot & Antoine Mayerowitz, 2021. "A State-Space Model to Estimate Potential Growth in the Industrialized Countries," Post-Print hal-03186631, HAL.
- Thomas Brand & Gilles Dufrénot & Antoine Mayerowitz, 2021. "A State-Space Model to Estimate Potential Growth in the Industrialized Countries," PSE-Ecole d'économie de Paris (Postprint) hal-03186631, HAL.
- Julien Acalin & Bruno Cabrillac & Gilles Dufrénot & Luc Jacolin & Samuel Diop, 2018. "Financial Integration and Business Cycle Synchronization in Sub-Saharan Africa," Dynamic Modeling and Econometrics in Economics and Finance, in: Fredj Jawadi (ed.), Uncertainty, Expectations and Asset Price Dynamics, pages 125-146, Springer.
- Marcel Aloy & Gilles Dufrénot, 2015.
"A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis,"
International Symposia in Economic Theory and Econometrics, in: Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, volume 24, pages 419-449,
Emerald Group Publishing Limited.
- Marcel Aloy & Gilles Dufrénot, 2015. "A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis," Post-Print hal-01456110, HAL.
Books
- Gilles Dufrénot & Takashi Matsuki (ed.), 2021. "Recent Econometric Techniques for Macroeconomic and Financial Data," Dynamic Modeling and Econometrics in Economics and Finance, Springer, number 978-3-030-54252-8, March.
- Gilles Dufrénot & Fredj Jawadi & Waël Louhichi (ed.), 2014. "Market Microstructure and Nonlinear Dynamics," Springer Books, Springer, edition 127, number 978-3-319-05212-0, January.
More information
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This author is among the top 5% authors according to these criteria:- Number of Works
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 62 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-EEC: European Economics (18) 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2007-09-16 2008-01-26 2008-06-13 2010-10-23 2014-04-11 2014-04-18 2019-11-18 2019-12-02 2020-10-12 2021-04-19 2021-04-19 2021-04-26 2023-03-27. Author is listed
- NEP-MAC: Macroeconomics (17) 2003-09-08 2003-09-08 2004-12-20 2009-04-13 2011-04-30 2013-01-19 2013-09-25 2014-01-24 2014-01-24 2014-04-11 2018-07-16 2019-04-29 2020-10-12 2021-04-19 2021-04-19 2021-04-19 2021-04-26. Author is listed
- NEP-MON: Monetary Economics (15) 2003-09-08 2008-06-13 2009-04-13 2010-04-04 2014-01-24 2014-04-11 2014-04-18 2018-04-16 2018-04-30 2020-10-05 2020-10-12 2021-04-19 2021-04-19 2021-04-19 2021-04-26. Author is listed
- NEP-CBA: Central Banking (13) 2007-04-28 2007-09-16 2008-06-13 2009-04-05 2009-04-13 2010-08-21 2010-10-23 2014-01-24 2014-04-11 2014-04-18 2020-10-05 2021-04-19 2021-04-19. Author is listed
- NEP-IFN: International Finance (11) 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2007-04-28 2007-09-16 2008-01-26 2008-06-13 2010-04-04 2010-12-23. Author is listed
- NEP-TRA: Transition Economics (10) 2003-09-08 2003-09-08 2003-09-08 2004-12-20 2007-09-16 2008-01-26 2008-06-13 2009-04-05 2011-04-30 2014-01-24. Author is listed
- NEP-AFR: Africa (7) 2009-04-13 2010-04-04 2014-01-24 2018-04-16 2018-04-30 2019-04-22 2020-10-05. Author is listed
- NEP-ETS: Econometric Time Series (7) 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2008-03-15 2013-01-07. Author is listed
- NEP-FDG: Financial Development and Growth (5) 2008-02-23 2009-01-03 2013-05-19 2019-04-22 2019-04-29. Author is listed
- NEP-PBE: Public Economics (4) 2010-08-21 2010-08-21 2013-05-19 2013-08-23
- NEP-RMG: Risk Management (4) 2003-09-08 2003-09-08 2010-07-31 2010-12-23
- NEP-CMP: Computational Economics (3) 2010-10-23 2011-04-30 2014-01-24
- NEP-DEV: Development (3) 2008-02-23 2009-04-13 2010-11-27
- NEP-ECM: Econometrics (3) 2003-09-08 2007-04-28 2013-01-07
- NEP-FMK: Financial Markets (3) 2008-01-26 2008-02-23 2014-02-02
- NEP-HIS: Business, Economic and Financial History (3) 2007-09-16 2012-07-23 2012-07-23
- NEP-IUE: Informal and Underground Economics (3) 2013-05-19 2013-08-23 2016-10-16
- NEP-OPM: Open Economy Macroeconomics (3) 2008-06-13 2009-04-13 2013-09-25
- NEP-ORE: Operations Research (3) 2013-08-23 2019-04-29 2020-10-12
- NEP-PUB: Public Finance (3) 2012-07-23 2013-05-19 2013-08-23
- NEP-BAN: Banking (2) 2010-07-31 2011-04-30
- NEP-BEC: Business Economics (2) 2011-01-03 2013-09-25
- NEP-CWA: Central and Western Asia (2) 2011-04-30 2014-01-24
- NEP-EFF: Efficiency and Productivity (2) 2019-04-22 2019-04-29
- NEP-ENV: Environmental Economics (2) 2021-05-24 2021-05-24
- NEP-INT: International Trade (2) 2009-04-05 2020-10-05
- NEP-ISF: Islamic Finance (2) 2020-10-12 2021-08-16
- NEP-SEA: South East Asia (2) 2013-09-25 2014-02-02
- NEP-URE: Urban and Real Estate Economics (2) 2011-01-03 2014-01-24
- NEP-AGR: Agricultural Economics (1) 2021-05-24
- NEP-ARA: MENA - Middle East and North Africa (1) 2018-10-01
- NEP-DGE: Dynamic General Equilibrium (1) 2009-04-13
- NEP-FIN: Finance (1) 2003-09-08
- NEP-FOR: Forecasting (1) 2008-03-15
- NEP-GEO: Economic Geography (1) 2010-08-21
- NEP-GER: German Papers (1) 2014-04-11
- NEP-HEA: Health Economics (1) 2021-08-16
- NEP-LAB: Labour Economics (1) 2018-10-01
- NEP-LAM: Central and South America (1) 2013-09-25
- NEP-LTV: Unemployment, Inequality and Poverty (1) 2013-09-25
- NEP-NEU: Neuroeconomics (1) 2013-09-25
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