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Information about:
Marie Bessec

Personal Details | Affiliation | Works

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Other registered authors

Personal Details

First Name: Marie
Middle Name:
Last Name: Bessec
Suffix:

RePEc Short-ID: pbe185

Email:
Homepage: http://www.dauphine.fr/eurisco/marie.bessec.html
Postal Address:
Phone:

Affiliation

(in no particular order)

Équipe Universitaire de Recherche "Institutions: Coordination, Organisation" (EURIsCO) (University Research Team on Coordination and Organization of Institutions)
Départment d'Économie Appliquée (Department of Applied Economics)
Université Paris-Dauphine (Paris IX)
Location: Paris, France
Homepage: http://www.dauphine.fr/eurisco/
Email:
Phone: 01 44 05 45 42
Fax: 01 44 05 48 92
Postal: Place du Maréchal de Lattre de Tassigny, 75775 Paris cédex 16
Handle: RePEc:edi:eurp9fr (registered authors at this institution)

Works

Working papers

Marie Bessec & Othman Bouabdallah, 2005. "What causes the forecasting failure of Markov-Switching models? A Monte Carlo study," Econometrics 0503018, EconWPA. [Downloadable!]
Published as:
- Marie Bessec & Othman Bouabdallah, 2005. "What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 9(2), pages 1171-1171. [Downloadable!] (restricted)
Bessec, M., 2000. "Mean-Reversion Versus Adjustment to PPP: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998," Papers 2000.102, Paris I - Economie Mathematique et Applications.
Marie Bessec, 2000. "Mean-Reversion versus PPP Adjustment: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998," Econometric Society World Congress 2000 Contributed Papers 1305, Econometric Society. [Downloadable!]
Bessec, M. & N'Diaye, P. MB. P., 1999. "Modeles a changement de regime Markovien," Papers 1999.56, Paris I - Economie Mathematique et Applications.

Articles

Marie Bessec & Othman Bouabdallah, 2005. "What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 9(2), pages 1171-1171. [Downloadable!] (restricted)
Other versions:
- Marie Bessec & Othman Bouabdallah, 2005. "What causes the forecasting failure of Markov-Switching models? A Monte Carlo study," Econometrics 0503018, EconWPA. [Downloadable!]
Bessec, Marie, 2003. "Mean-reversion vs. adjustment to PPP: the two regimes of exchange rate dynamics under the EMS, 1979-1998," Economic Modelling, Elsevier, vol. 20(1), pages 141-164, January. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (1) 2005-04-16 Author is listed
NEP-ETS: Econometric Time Series (1) 2005-04-16 Author is listed

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This page was last updated on 2008-5-6.

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.