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Reactions to shocks and monetary policy regimes : inflation targeting versus flexible currency board in Sub-Saharan Africa

Hajj, Fadia Al; Dufrénot, Gilles; Sugimoto, Kimiko; … - In: The developing economies 53 (2015) 4, pp. 237-271

Persistent link: https://www.econbiz.de/10011458792

Exchange rate policy and external vulnerabilities in Sub-Saharan Africa : nominal, real or mixed targeting?

Al Hajj, Fadia; Dufrénot, Gilles; Keddad, Benjamin - In: Applied economics 53 (2021) 3, pp. 380-399

Persistent link: https://www.econbiz.de/10012416050

Quantile and Copula spectrum : a new approach to investigate cyclical dependence in economic time series

Dufrénot, Gilles; Matsuki, Takashi; Sugimoto, Kimiko - In: Recent econometric techniques for macroeconomic and …, (pp. 3-34). 2021

This chapter presents a survey of some recent methods used in economics and finance to account for cyclical dependence and account for their multifaced dynamics: nonlinearities, extreme events, asymmetries, non-stationarity, time-varying moments. To circumvent the caveats of the standard...

Persistent link: https://www.econbiz.de/10012395263

West African Single Currency and Competitiveness

Dufrénot, Gilles; Sugimoto, Kimiko - In: Review of Development Economics 17 (2013) 4, pp. 763-777

Persistent link: https://www.econbiz.de/10010722560

A smooth transition long-memory model

Aloy, Marcel; Dufrénot, Gilles; Lai-Tong, Charles; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 281-296

Persistent link: https://www.econbiz.de/10009740335

Special Issue: Second International Symposium in Computational Economics and Finance

Dufrénot, Gilles (contributor) - 2013

Persistent link: https://www.econbiz.de/10009740763

The ECOWAS countries’ growth rates: what makes them similar and what makes them different? : A quantile regression analysis

Dufrénot, Gilles; Ehrhart, Hélène - In: Canadian journal of development studies 36 (2015) 3, pp. 345-365

Persistent link: https://www.econbiz.de/10011487210

A model of fiscal dominance under the "Reinhart Conjecture"

Dufrénot, Gilles; Jawadi, Fredj; Khayat, Guillaume A. - In: Journal of economic dynamics & control 93 (2018), pp. 332-345

Persistent link: https://www.econbiz.de/10011974538

Regime-dependent fiscal multipliers in the United States

Dufrénot, Gilles; Jambois, Aurélia; Jambois, Laurine; … - In: Open economies review 27 (2016) 5, pp. 923-944

Persistent link: https://www.econbiz.de/10011717058

Fiscal policies enhancing growth in Europe : does one size fit all?

Bouthevillain, Carine; Dufrénot, Gilles - In: Oxford economic papers 68 (2016) 4, pp. 1146-1165

Persistent link: https://www.econbiz.de/10011578918