Similar Search Results

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

Croissance, fluctuations et chaos

Dufrénot, Gilles - 1999

Persistent link: https://www.econbiz.de/10001402144

Methods in economics : testing for linearities

Dufrénot, Gilles - In: Journal des économistes et des études humaines : JEEH … 5 (1994) 2, pp. 393-408

Persistent link: https://www.econbiz.de/10001188482

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

Recent developments in nonlinear cointegration with applications to macroeconomics and finance

Dufrénot, Gilles; Mignon, Valérie - 2002

Persistent link: https://www.econbiz.de/10001665206

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

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

A simple fractionally integrated model with a time-varying long memory parameter d t

Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-241

Persistent link: https://www.econbiz.de/10003691880

Recent econometric techniques for macroeconomic and financial data

Dufrénot, Gilles (ed.); Matsuki, Takashi (ed.) - 2021

The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and...

Persistent link: https://www.econbiz.de/10012265811