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Information about:
Gilles Dufrénot

Personal Details | Affiliation | Works
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Personal Details

First Name: Gilles
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Last Name: Dufrénot
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RePEc Short-ID: pdu14

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Homepage: http://www.cepii.fr
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Gilles Dufrenot & Valerie Mignon & Charalambos Tsangarides, 2009. "The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach," Working Papers 2009-04, CEPII research center. [Downloadable!]

  2. Loic Batte & Agnes Benassy-Quere & Benjamin Carton & Gilles Dufrenot, 2009. "Term of Trade Shocks in a Monetary Union: an Application to West-Africa," Working Papers 2009-07, CEPII research center. [Downloadable!]

  3. Gilles Dufrenot & Dominique Guegan & Anne Peguin-Feissolle, 2008. "Changing regime volatility: A fractionally integrated SETAR model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00185369_v1, HAL. [Downloadable!]
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  4. Mohamed Boutahar & Gilles Dufrénot & Anne Peguin-Feissolle, 2008. "A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt," Working Papers halshs-00275254_v2, HAL. [Downloadable!]

  5. Gilles Dufrenot & Valerie Mignon & Anne Peguin-Feissolle, 2007. "Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries?," Working Papers 2007-24, CEPII research center. [Downloadable!]
    Other versions:

  6. Irene Andreou & Gilles Dufrénot & Alain Sand & Aleksandra Zdzienicka-Durand, 2007. "A forewarning indicator system for financial crises: the case of six Central and Eastern European countries," Working Papers 0709, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure. [Downloadable!]
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  7. Gilles Dufrénot & Roselyne Joyeux & Anne Péguin-Feissolle, 2006. "Which Predictor is the Best to Predict Inflation in Europe: the Real Money-gap or a Nominal Money Based Indicator?," Research Papers 0606, Macquarie University, Department of Economics. [Downloadable!]
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  8. Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005. "Modelling squared returns using a SETAR model with long-memory dynamics," Post-Print halshs-00179285_v1, HAL. [Downloadable!]
    Published as:

  9. Etienne B. Yehoue & Gilles J. Dufrénot, 2005. "Real Exchange Rate Misalignment: A Panel Co-Integration and Common Factor Analysis," IMF Working Papers 05/164, International Monetary Fund. [Downloadable!]

  10. Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005. "Long-memory dynamics in a SETAR model - Applications to stock markets," Post-Print halshs-00179339_v1, HAL. [Downloadable!]
    Published as:

  11. Gilles Dufrenot & Alain Sand-Zantman, 2004. "Structural reforms, macroeconomic policies and the future of Kazakhstan economy," Documents de Travail de l'OFCE 2004-11, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]

  12. Gilles Dufrénot & Alain Sand-Zantman, 2004. "Structural reforms, macroeconomic policies and the future of Kazakhstan," Post-Print halshs-00180098_v1, HAL. [Downloadable!]

  13. Gilles DUFRENOT & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003. "Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models," Macroeconomics 0309002, EconWPA. [Downloadable!]

  14. Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE, 2003. "A SETAR model with long-memory dynamics," Econometrics 0309002, EconWPA. [Downloadable!]

  15. Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON, 2003. "Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective," International Finance 0309002, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  16. 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:

  17. Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON, 2003. "Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model," Econometrics 0309001, EconWPA. [Downloadable!]

  18. G. Dufrenot & E. Grimaud & E. Latil & V. Mignon, 2003. "Real exchange rate misalignment in Hungary: a fractionally integrated threshold model," THEMA Working Papers 2003-07, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  19. G. Dufrenot & S. Lardic & V. Mignon & A. Péguin-Feissolle, 2003. "Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ?," THEMA Working Papers 2003-05, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

  20. Gilles DUFRENOT & Balazs Egert, 2003. "Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?," Development and Comp Systems 0309001, EconWPA. [Downloadable!]
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  21. Gilles Dufrénot & Valérie Mignon & Théo Naccache, . "The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy”," Discussion Papers 09/03, University of Nottingham, CREDIT. [Downloadable!]

Articles

  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)

  2. GILLES DUFRENOT & ELISABETH GRIMAUD & EUGÉNIE LATIL & VALERIE MIGNON, 2008. "Modelling The Slow Mean-Reversion Of The Central And Eastern European Countries' Real Exchange Rates," Manchester School, University of Manchester, vol. 76(1), pages 21-43, 01. [Downloadable!] (restricted)

  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)

  4. Gilles J. Dufrénot, 2007. "Macroeconomic policies in the Franc Zone, by David Fielding (Basingstoke: Palgrave Macmillan, 2005, pp. 240)," Journal of International Development, John Wiley & Sons, Ltd., vol. 19(3), pages 447-448. [Downloadable!]

  5. 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:

  6. Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005. "Modelling squared returns using a SETAR model with long-memory dynamics," Economics Letters, Elsevier, vol. 86(2), pages 237-243, February. [Downloadable!] (restricted)
    Other versions:

  7. Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005. "Long-memory dynamics in a SETAR model - applications to stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 391-406, December. [Downloadable!] (restricted)
    Other versions:

  8. Slim Chaouachi & Gilles Dufrenot & Valerie Mignon, 2004. "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, Economics Bulletin, vol. 3(19), pages 1-11. [Downloadable!]
    Other versions:

  9. Gilles Dufrenot & Valerie Mignon, 2004. "Modeling the French Consumption Function Using SETAR Models," Economics Bulletin, Economics Bulletin, vol. 3(20), pages 1-16. [Downloadable!]

  10. 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)

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (1) 2009-04-13
  2. NEP-CBA: Central Banking (4) 2007-09-16 2008-06-13 2009-04-05 2009-04-13
  3. NEP-DEV: Development (3) 2008-02-23 2009-01-03 2009-04-13
  4. NEP-DGE: Dynamic General Equilibrium (1) 2009-04-13
  5. NEP-ECM: Econometrics (1) 2003-09-08
  6. NEP-EEC: European Economics (9) 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2007-09-16 2008-01-26 2008-06-13 2009-04-05 Author is listed
  7. NEP-ETS: Econometric Time Series (6) 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2005-10-22 Author is listed
  8. NEP-FDG: Financial Development & Growth (2) 2008-02-23 2009-01-03
  9. NEP-FIN: Finance (2) 2003-09-08 2005-10-22
  10. NEP-FMK: Financial Markets (2) 2008-01-26 2008-02-23
  11. NEP-HIS: Business, Economic & Financial History (1) 2007-09-16
  12. NEP-IFN: International Finance (8) 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2007-09-16 2008-01-26 2008-06-13 Author is listed
  13. NEP-INT: International Trade (1) 2009-04-05
  14. NEP-MAC: Macroeconomics (4) 2003-09-08 2003-09-08 2004-12-20 2009-04-13
  15. NEP-MON: Monetary Economics (3) 2003-09-08 2008-06-13 2009-04-13
  16. NEP-OPM: Open MacroEconomics (2) 2008-06-13 2009-04-13
  17. NEP-RMG: Risk Management (2) 2003-09-08 2003-09-08
  18. NEP-TRA: Transition Economics (8) 2003-09-08 2003-09-08 2003-09-08 2004-12-20 2007-09-16 2008-01-26 2008-06-13 2009-04-05 Author is listed
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This page was last updated on 2009-11-25.

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