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La modélisation VAR structurel : application à la politique monétaire en France.

Bruneau, C.; De Bandt, O. - Banque de France - 1998

This paper discusses the purposes and limits of " structural " VAR modeling. It explains the choices that modelers have to make at different stages of the procedure. An illustration is provided by an analysis of monetary policy shocks in France over the 1972 : 1-1995 : 2. Compared with previous...

Persistent link: https://www.econbiz.de/10008566303

Stochastic nonlinearities in high frequency exchange rates : evidence from the US dollar - French franc, the US dollar - Deutsche Mark, and the Deutsche Mark - French franc

Drunat, Jérôme - In: Rivista internazionale di scienze economiche e … 43 (1996) 4, pp. 897-926

Persistent link: https://www.econbiz.de/10001213075

Persistence in the CEEC's exchange rate misalignments : an empirical analysis based on FI-STARMA models

Dufrénot, Gilles; Grimaud, Elisabeth; Latil, Eugénie; … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002436004

Modeling the French consumption functions using SETAR models

Dufrénot, Gilles (contributor); … - In: Economics bulletin : EB (2004)

Persistent link: https://www.econbiz.de/10003072890

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

Testing catching-up between the developing countries : "growth resistance" and sometimes "growth tragedy"

Dufrénot, Gilles; Mignon, Valérie; Naccache, Théo - In: Bulletin of economic research 64 (2012) 4, pp. 470-508

Persistent link: https://www.econbiz.de/10009722630

Testing real convergence in the ECOWAS countries in presence of heterogeneous long-run growths : a panel data study

Dufrénot, Gilles (contributor); Sanon, Gilles (contributor) - 2005

Persistent link: https://www.econbiz.de/10003313217

Changing-regime volatility : a fractionally integrated SETAR model

Dufrénot, Gilles; Guégan, Dominique; … - In: Applied financial economics 18 (2008) 7/9, pp. 519-526

Persistent link: https://www.econbiz.de/10003739214

The effect of ENSO shocks on commodity prices : a multi-time scale approach

Dufrénot, Gilles; Ginn, William; Pourroy, Marc - 2021

Persistent link: https://www.econbiz.de/10012548152

Unconventional monetary policy reaction functions : evidence from the US

Agnello, Luca; Castro, Vítor; Dufrénot, Gilles; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10012299601

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