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Citations of
Valérie Mignon

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. François Lescaroux & Valerie Mignon, 2008. "On the Influence of Oil Prices on Economic Activity and Other Macroeconomic and Financial Variables," Working Papers 2008-05, CEPII research center. [Downloadable!]

    Cited by:

    1. Elisaveta Archanskaïa & Jerome Creel & Paul Hubert, 2009. "Why the nature of oil shocks matters," Documents de Travail de l'OFCE 2009-02, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]

  2. Agnes Benassy-Quere & Sophie Bereau & Valérie Mignon, 2008. "Equilibrium Exchange Rates: a Guidebook for the Euro-Dollar Rate," Working Papers 2008-02, CEPII research center. [Downloadable!]

    Cited by:

    1. Minoas Koukouritakis & Nikolaos Giannellis, . "Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate," Working Papers 0901, University of Crete, Department of Economics. [Downloadable!]
    2. Agnès Bénassy-Quéré & Lionel Fontagné & Horst Raff, 2009. "Exchange-Rate Misalignments in Duopoly: The Case of Airbus and Boeing," Kiel Working Papers 1488, Kiel Institute for the World Economy. [Downloadable!]
      Other versions:

  3. Christophe Hurlin & Valérie Mignon, 2007. "Second Generation Panel Unit Root Tests," Working Papers halshs-00159842_v1, HAL. [Downloadable!]

    Cited by:

    1. Herwartz, Helmut & Reimers, Hans-Eggert, 2006. "Modelling the Fisher hypothesis: World wide evidence," Economics Working Papers 2006,04, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    2. Dieter Gerdesmeier & Barbara Roffia & Hans-Eggert Reimers, 2009. "Asset price misalignments and the role of money and credit," Working Paper Series 1068, European Central Bank. [Downloadable!]
    3. Julián Ramajo Hernández(1) & Montserrat Ferré Carracedo(2), . "Testing For Long-Run Purchasing Power Parity In The Post Bretton Woods Era: Evidence From Old And New Tests," Working Papers 24-05 Classification-JEL , Instituto de Estudios Fiscales. [Downloadable!]
    4. N. Vasudeva Murthy, 2009. "The Feldstein–Horioka puzzle in Latin American and Caribbean countries: a panel cointegration analysis," Journal of Economics and Finance, Springer, vol. 33(2), pages 176-188, April. [Downloadable!] (restricted)
    5. Antonia López Villavicencio, 2006. "Real equilibrium exchange rates. A panel data approach for advanced and emerging economies," Working Papers wpdea0605, Department of Applied Economics at Universitat Autonoma of Barcelona. [Downloadable!]
      Other versions:
    6. Helmut Herwartz & Hans-Eggert Reimers, 2006. "Panel non stationary tests of the Fisher hypothesis in a world wide context. An analysis of 114 economies during the period 1960-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3). [Downloadable!] (restricted)
    7. Haluk Erlat, . "Persistence in Turkish Real Exchange Rates: Panel Approaches," FIW Working Paper series 029, FIW. [Downloadable!]
    8. Galimberti, Jaqueson Kingeski & Cupertino, César Medeiros, 2009. "Explaining earnings persistence: a threshold autoregressive panel unit root approach," MPRA Paper 14237, University Library of Munich, Germany. [Downloadable!]
    9. Hyungsik Roger Moon & Benoit Perron, 2005. "An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors," IEPR Working Papers 05.35, Institute of Economic Policy Research (IEPR). [Downloadable!]

  4. Christophe Hurlin & Valérie Mignon, 2006. "Une Synthèse des Tests de Racine Unitaire sur Données de Panel," Post-Print halshs-00078770_v1, HAL. [Downloadable!]

    Cited by:

    1. Gaetan de Rassenfosse & Bruno van Pottelsberghe de la Potterie, 2008. "On the Price Elasticity of Demand for Patents," ECARES Working Papers 2008_031, Université Libre de Bruxelles, Ecares. [Downloadable!]
      Other versions:
    2. Okey, Mawussé Komlagan Nézan, 2009. "Consommation d’énergies et croissance du PIB dans les pays de l’UEMOA : Une analyse en données de panel
      [Energy consumption and GDP growth in WAEMU countries : A panel data analysis]      ," MPRA Paper 15521, University Library of Munich, Germany, revised 02 Jun 2009. [Downloadable!]
    3. Francis Bismans & Christelle Mougeot, 2009. "Austrian business cycle theory: Empirical evidence," The Review of Austrian Economics, Springer, vol. 22(3), pages 241-257, September. [Downloadable!] (restricted)

  5. Christophe Hurlin & Valérie Mignon, 2006. "Une synthèse des tests de cointégration sur données de panel," Working Papers halshs-00070887_v1, HAL. [Downloadable!]

    Cited by:

    1. Okey, Mawussé Komlagan Nézan, 2009. "Consommation d’énergies et croissance du PIB dans les pays de l’UEMOA : Une analyse en données de panel
      [Energy consumption and GDP growth in WAEMU countries : A panel data analysis]      ," MPRA Paper 15521, University Library of Munich, Germany, revised 02 Jun 2009. [Downloadable!]
    2. Marion Leturcq, 2009. "Would you civil union me? Civil unions and taxes in France: Did the reform of income taxation raise the rate of civil unions?," PSE Working Papers 2009-17, PSE (Ecole normale supérieure). [Downloadable!]

  6. Agnes Benassy-Quere & Valerie Mignon & Alexis Penot, 2005. "China and the Relationship Between the Oil Price and the Dollar," Working Papers 2005-16, CEPII research center. [Downloadable!]
    Published as:

    Cited by:

    1. Elisaveta Archanskaïa & Jerome Creel & Paul Hubert, 2009. "Why the nature of oil shocks matters," Documents de Travail de l'OFCE 2009-02, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
    2. Hedi Bchir & Sebastien Jean & David Laborde, 2005. "Binding Overhang and Tariff-Cutting Formulas," Working Papers 2005-18, CEPII research center. [Downloadable!]
      Other versions:
    3. Houssein Boumellassa & Deniz Unal-Kesenci, 2006. "Base de donnees CHELEM-BAL du CEPII," Working Papers 2006-08, CEPII research center. [Downloadable!]

  7. Agnes Benassy-Quere & Pascale Duran-Vigneron & Amina Lahreche-Revil & Valerie Mignon, 2004. "Burden Sharing and Exchange-Rate Misalignments within the Group of Twenty," Working Papers 2004-13, CEPII research center. [Downloadable!]

    Cited by:

    1. Oscar Bernal, 2006. "Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan," Working Papers DULBEA 06-03.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
    2. Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007. "Intervention Policy of the BoJ: a Unified Approach," Working Papers of CREFI-LSF (Centre of Research in Finance - Luxembourg School of Finance) 07-19, CREFI-LSF, University of Luxembourg. [Downloadable!]
      Other versions:
    3. Sebastian Edwards, 2005. "The End of Large Current Account Deficits, 1970-2002: Are There Lessons for the United States?," NBER Working Papers 11669, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006. "The renminbi equilibrium exchange rate: an agnostic view," Documents de Travail de l'OFCE 2006-13, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
    5. Jorge Carrera & Romain Restout, 2008. "Long Run Determinants of Real Exchange Rates in Latin America," Post-Print halshs-00276402_v1, HAL. [Downloadable!]
      Other versions:
    6. Antonia López Villavicencio, 2006. "Real equilibrium exchange rates. A panel data approach for advanced and emerging economies," Working Papers wpdea0605, Department of Applied Economics at Universitat Autonoma of Barcelona. [Downloadable!]
      Other versions:
    7. Bassem Kamar & Jean-Etienne Carlotti & Russell C. Krueger, 2009. "Establishing Conversion Values for New Currency Unions: Method and Application to the planned Gulf Cooperation Council (GCC) Currency Union," IMF Working Papers 09/184, International Monetary Fund. [Downloadable!]
    8. Michel Beine & Paul De Grauwe & Marianna Grimaldi, 2005. "The Impact of FX Central Bank Intervention in a Noise Trading Framework," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    9. John Williamson, 2009. "Exchange Rate Economics," Open Economies Review, Springer, vol. 20(1), pages 123-146, February. [Downloadable!] (restricted)
    10. Reza Y. Siregar, 2007. "Models of Equilibrium Real Exchange Rates Revisited: A Selective Review of the Literature," Working Papers id:1198, esocialsciences.com. [Downloadable!]
    11. Sebastian Edwards, 2005. "Is the U.S. Current Account Deficit Sustainable? And If Not, How Costly is Adjustment Likely To Be?," NBER Working Papers 11541, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. Michel Beine & Oscar Bernal, 2005. "Why do central banks intervene secretly? Preliminary evidence from the BoJ," Working Papers DULBEA 05-09.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
      Other versions:
    13. Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault, 2009. "International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    14. Oscar Bernal & Jean-Yves Gnabo, 2007. "Talks, financial operations or both? Generalizing central banks’ FX reaction functions," Working Papers DULBEA 07-03.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]

  8. S. Lardic & V. Mignon, 2003. "The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study," THEMA Working Papers 2003-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

    Cited by:

    1. S. Lardic & V. Mignon & F. Murtin, 2003. "Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth," THEMA Working Papers 2003-08, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  9. 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, EconWPA. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Megumi Kubota, . "Real Exchange Rate Misalignments: Theoretical Modelling and Empirical Evidence," Discussion Papers 09/24, Department of Economics, University of York. [Downloadable!]

  10. S. Lardic & V. Mignon, 2002. "Analyse intraquotidienne de l'impact des "news" sur le marché boursier français," THEMA Working Papers 2002-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

    Cited by:

    1. Taoufik Bouraoui, 2008. "L'impact des spams boursiers sur les volumes : Application de la méthodologie des études d’événement," EconomiX Working Papers 2008-11, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]

Articles

  1. François Lescaroux & Valérie Mignon, 2009. "Measuring The Effects Of Oil Prices On China'S Economy: A Factor-Augmented Vector Autoregressive Approach," Pacific Economic Review, Blackwell Publishing, vol. 14(3), pages 410-425, 08. [Downloadable!] (restricted)

    Cited by:

    1. Chen , Guifu & Hamori, Shigeyuki, 2009. "Energy prices and China’s international competitiveness," MPRA Paper 18827, University Library of Munich, Germany. [Downloadable!]

  2. Lardic, Sandrine & Mignon, Valérie, 2008. "Oil prices and economic activity: An asymmetric cointegration approach," Energy Economics, Elsevier, vol. 30(3), pages 847-855, May. [Downloadable!] (restricted)

    Cited by:

    1. Korhonen, Iikka & Ledyaeva, Svetlana, 2008. "Trade linkages and macroeconomic effects of the price of oil," BOFIT Discussion Papers 16/2008, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    2. Mohamed El Hedi Arouri & Julien Fouquau, 2009. "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Working Papers hal-00387103_v1, HAL. [Downloadable!]
      Other versions:

  3. 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. [Downloadable!] (restricted)

    Cited by:

    1. 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, vol. 31(3), pages 225-241, April. [Downloadable!] (restricted)

  4. Benassy-Quere, Agnes & Mignon, Valerie & Penot, Alexis, 2007. "China and the relationship between the oil price and the dollar," Energy Policy, Elsevier, vol. 35(11), pages 5795-5805, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Lardic, Sandrine & Mignon, Valerie, 2006. "The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration," Energy Policy, Elsevier, vol. 34(18), pages 3910-3915, December. [Downloadable!] (restricted)

    Cited by:

    1. Mohamed El Hedi Arouri & Julien Fouquau, 2009. "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Working Papers hal-00387103_v1, HAL. [Downloadable!]
      Other versions:
    2. Tang, Weiqi & Wu, Libo & Zhang, ZhongXiang, 2009. "Oil price shocks and their short- and long-term effects on the Chinese economy," MPRA Paper 14703, University Library of Munich, Germany. [Downloadable!]
      Other versions:

  6. Benassy-Quere, Agnes & Coeure, Benoit & Mignon, Valerie, 2006. "On the identification of de facto currency pegs," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 112-127, March. [Downloadable!] (restricted)

    Cited by:

    1. Tony Cavoli & Ramkishen S. Rajan, 2005. "Have Exchange Rate Regimes in Asia become More Flexible Post crisis? Re- Visiting the Evidence," SCAPE Policy Research Working Paper Series 0519, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
      Other versions:
    2. Frankel, Jeffrey A & Wei, Shang-Jin, 2007. "Assessing China’s Exchange Rate Regime," CEPR Discussion Papers 6264, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    3. Olivier Darne & Laetitia Ripoll-Bresson, 2004. "Exchange rate regime classification and real performances: new empirical evidence," Money Macro and Finance (MMF) Research Group Conference 2003 21, Money Macro and Finance Research Group. [Downloadable!]
    4. Cruz Rodriguez, Alexis, 2009. "Choosing and assessing exchange rate regimes: A survey of the literature," MPRA Paper 16314, University Library of Munich, Germany. [Downloadable!]
    5. Jeffrey A. Frankel, 2009. "New Estimation of China's Exchange Rate Regime," NBER Working Papers 14700, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    6. Jeffrey A. Frankel & Shang-Jin Wei, 2008. "Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights," NBER Working Papers 14016, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. George Tavlas & Harris Dellas & Alan Stockman, 2008. "The Classification and Perfomance of Alternative Exchange-Rate Systems," Working Papers 90, Bank of Greece. [Downloadable!]
      Other versions:
    8. Patnaik, Ila, 2007. "Indian currency regime and its consequences," Working Papers 07/49, National Institute of Public Finance and Policy. [Downloadable!]

  7. Gilles Dufrénot & Laurent Mathieu & Valérie Mignon & Anne Péguin-Feissolle, 2006. "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Applied Economics, Taylor and Francis Journals, vol. 38(2), pages 203-229, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. 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. [Downloadable!] (restricted)

    Cited by:

    1. Carlo Altavilla & Luigi Landolfo, 2005. "Do central banks act asymmetrically? Empirical evidence from the ECB and the Bank of England," Applied Economics, Taylor and Francis Journals, vol. 37(5), pages 507-519, March. [Downloadable!] (restricted)
    2. W.A. Bruinshoofd & B. Candelon, 2004. "Nonlinear monetary policy in europe: fact or myth?," WO Research Memoranda (discontinued) 758, Netherlands Central Bank, Research Department. [Downloadable!]
      Other versions:
    3. Gilles Dufrénot & Laurent Mathieu & Valérie Mignon & Anne Péguin-Feissolle, 2006. "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Applied Economics, Taylor and Francis Journals, vol. 38(2), pages 203-229, February. [Downloadable!] (restricted)
      Other versions:
    4. Remzi Uctum, 2007. "Econométrie des modèles à changements de régimes: un essai de synthèse," Post-Print halshs-00174034_v1, HAL. [Downloadable!]

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This page was last updated on 2010-1-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.