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Long-run relationships between international stock prices : further evidence from fractional cointegration tests

Aloy, Marcel; Boutahar, Mohamed; Gente, Karine; … - In: Applied economics 45 (2013) 7/9, pp. 817-828

Persistent link: https://www.econbiz.de/10009718502

Expliquer les déviations des taux de change européens : mémoire longue ou ajustement non linéaire?

Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001760395

Is financial repression a solution to reduce fiscal vulnerability? : the example of France since the end of World War II

Aloy, Marcel; Dufrénot, Gilles; Péguin-Feissolle, Anne - In: Applied economics 46 (2014) 4/6, pp. 629-637

Persistent link: https://www.econbiz.de/10010358751

Long-memory dynamics in a SETAR model : applications to stock markets

Dufrénot, Gilles; Guégan, Dominique; … - In: Journal of international financial markets, … 15 (2005) 5, pp. 391-406

Persistent link: https://www.econbiz.de/10003270564

Coi͏̈ntégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue?

Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - In: Revue économique : revue bimestrielle 55 (2004) 3, pp. 449-458

Persistent link: https://www.econbiz.de/10002068730

Modelling squared returns using a SETAR model with long-memory dynamics

Dufrénot, Gilles; Guégan, Dominique; … - In: Economics letters 86 (2005) 2, pp. 237-243

Persistent link: https://www.econbiz.de/10002584436

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

Non-linéarité et chaos dans les séries macro-économiques françaises

Dufrénot, Gilles - In: Revue d'économie politique 104 (1994) 2, pp. 381-406

Persistent link: https://www.econbiz.de/10001165832

Modeling the French consumption functions using SETAR models

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

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

Are the Effects of Fiscal Changes Different in Times of Crisis and Non-Crisis? The French Case

Bouthevillain, Carine - 2010

This paper shows that the impact of changes in budgetary variables on major macroeconomic variables varies in sign and magnitude in times of crisis and non-crisis in France. We find that these nonlinearities are both frequent (as they exist on all behaviors analyzed: real GDP, private...

Persistent link: https://www.econbiz.de/10013139576