Advanced Search

Gilles Dufrénot

Contents:

This is information that was supplied by Gilles Dufrénot in registering through RePEc. If you are Gilles Dufrénot , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Gilles
Middle Name:
Last Name: Dufrénot
Suffix:

RePEc Short-ID: pdu14

Email:
Homepage: http://www.cepii.fr
Postal Address:
Phone:

Affiliation

(in no particular order)

Works


Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Dufrénot, G. & Malik, S., 2010. "The changing role of house price dynamics over the business cycle," Working papers 309, Banque de France.
  2. Bouthevillain, C. & Dufrénot, G., 2010. "Are the effects of fiscal changes different in times of crisis and non-crisis? The French Case," Working papers 286, Banque de France.
  3. Gilles DUFRENOT & Adelya OSPANOVA & Alain SAND-ZANTMAN, 2010. "Modeling transition in Central Asia: the Case of Kazakhstan," William Davidson Institute Working Papers Series wp1001, William Davidson Institute at the University of Michigan.
  4. Dufrénot G. & Paul L., 2010. "Fiscal developments in the euro area beyond the crisis: some lessons drawn from fiscal reaction functions," Working papers 292, Banque de France.
  5. Gilles Duffrenot & Kimiko Sugimoto, 2010. "Pegging the future West African single currency in regard to internal/external competitiveness: a counterfactual analysis," William Davidson Institute Working Papers Series wp974, William Davidson Institute at the University of Michigan.
  6. Gilles Dufrenot & Valerie Mignon & Anne Peguin-Feissolle, 2010. "The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment," Working Papers 2010-11, CEPII research center.
  7. Dufrénot, G. & Frouté, P. & Schalck, C., 2010. "The French Regions’ Borrowing Behaviours. How heterogeneous are they?," Working papers 289, Banque de France.
  8. Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman, 2010. "Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets," Documents de Travail de l'OFCE 2010-34, Observatoire Francais des Conjonctures Economiques (OFCE).
  9. 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.
  10. 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.
  11. 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, HAL.
  12. 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.
  13. 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.
  14. 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.
  15. Anne Peguin-Feissolle & Gilles Dufrénot & Dominique Guegan, 2006. "Changing-regime volatility : A fractionally integrated SETAR model," Working Papers halshs-00410540, HAL.
  16. Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005. "Modelling squared returns using a SETAR model with long-memory dynamics," Post-Print halshs-00179285, HAL.
  17. Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005. "Long-memory dynamics in a SETAR model - Applications to stock markets," Post-Print halshs-00179339, HAL.
  18. 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.
  19. 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).
  20. Gilles Dufrénot & Alain Sand-Zantman, 2004. "Structural reforms, macroeconomic policies and the future of Kazakhstan," Post-Print halshs-00180098, HAL.
  21. 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.
  22. Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE, 2003. "A SETAR model with long-memory dynamics," Econometrics 0309002, EconWPA.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.

Articles

  1. Dufrénot, Gilles & Mignon, Valérie & Péguin-Feissolle, Anne, 2011. "The effects of the subprime crisis on the Latin American financial markets: An empirical assessment," Economic Modelling, Elsevier, vol. 28(5), pages 2342-2357, September.
  2. Olivier Damette & Gilles Dufrénot & Philippe Frouté, 2011. "L'impact des fondamentaux macroéconomiques sur les spreads souverains de la zone euro est-il influencé par les réformes financières ?," Revue économique, Presses de Sciences-Po, vol. 62(6), pages 1135-1145.
  3. Gilles Dufrénot, 2011. "Monetary autonomy in the West African countries: What do the policy rules tell us?," Journal of International Development, John Wiley & Sons, Ltd., vol. 23(1), pages 63-81, January.
  4. Carine Bouthevillain & Gilles Dufrénot & Pierre Jaillet, 2011. "New Challenges for Public Debt in Advanced Economies," Revue économique, Presses de Sciences-Po, vol. 62(6), pages 971-974.
  5. Gilles Dufrénot & Philippe Frouté & Christophe Shalck, 2011. "Les comportements d'emprunt des régions françaises. Quel degré d'hétérogénéité ?," Revue économique, Presses de Sciences-Po, vol. 62(5), pages 919-840.
  6. Carine Bouthevillain & Gilles Dufrénot, 2011. "Are the effects of fiscal changes different in times of crisis and non crisis? The French case," Revue d'économie politique, Dalloz, vol. 121(3), pages 371-407.
  7. Carine Bouthevillain & Gilles Dufrénot & Pierre Jaillet, 2011. "Nouveaux défis pour la dette publique dans les pays avancés," Revue économique, Presses de Sciences-Po, vol. 62(6), pages 965-969.
  8. Bouthevillain, C. & Dufrénot, G. & Frouté, P. & Paul, L., 2010. "New challenges for public debt in advanced economies Summary of the conference held in Strasbourg on 16-17 September 2010," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 20, pages 95-107, Winter.
  9. Gilles Dufrenot & Valerie Mignon & Anne Peguin-Feissolle, 2010. "Testing the finance-growth link: is there a difference between developed and developing countries?," Economics Bulletin, AccessEcon, vol. 30(3), pages 1794-1807.
  10. Benjamin Carton & Agnès Bénassy-Quéré & Gilles Dufrénot & Loïc Batté, 2010. "Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa," Journal of African Economies, Oxford University Press, vol. 19(5), pages 657-690, November.
  11. Gilles Dufrenot & Valerie Mignon & Charalambos Tsangarides, 2010. "The trade-growth nexus in the developing countries: a quantile regression approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 146(4), pages 731-761, December.
  12. Bouthevillain, C. & Dufrénot, G. & Frouté, P. & Paul, L., 2010. "Nouveaux défis pour la dette publique dans les pays avancés : synthèse du colloque tenu à Strasbourg les 16 et 17 septembre 2010," Bulletin de la Banque de France, Banque de France, issue 182, pages 87-94.
  13. Gilles DUFRÉNOT, 2009. "Credit Policy Stress In The West African Economic And Monetary Union," The Developing Economies, Institute of Developing Economies, vol. 47(4), pages 410-435.
  14. Andreou, Irène & Dufrénot, Gilles, 2009. "A Forewarning Indicator System for Financial Crises: the Case of Six Central and Eastern European Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 87-115.
  15. Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle, 2008. "A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t ," Computational Economics, Society for Computational Economics, vol. 31(3), pages 225-241, April.
  16. 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.
  17. 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.
  18. Gilles Dufrenot & Dominique Guegan & Anne Peguin-Feissolle, 2008. "Changing-regime volatility: a fractionally integrated SETAR model," Applied Financial Economics, Taylor and Francis Journals, vol. 18(7), pages 519-526.
  19. 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.
  20. Gilles Dufrenot & Laurent Mathieu & Valerie Mignon & Anne Peguin-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.
  21. 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.
  22. 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.
  23. Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Péguin-Feissolle, 2004. "Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?," Revue économique, Presses de Sciences-Po, vol. 55(3), pages 449-458.
  24. Valerie Mignon & Gilles Dufrenot & Slim Chaouachi, 2004. "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-11.
  25. Valerie Mignon & Gilles Dufrenot, 2004. "Modeling the French Consumption Function Using SETAR Models," Economics Bulletin, AccessEcon, vol. 3(20), pages 1-16.
  26. Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Péguin-Feissolle, 2004. "Modeling the volatility of the US SαP 500 index using an LSTGARCH model," Revue d'économie politique, Dalloz, vol. 0(4), pages 453-465.
  27. 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.
  28. Jérôme Drunat & Gilles Dufrenot & Laurent Mathieu, 1994. "Les théories explicatives du taux de change : de Cassel au début des années quatre-vingt," Revue Française d'Économie, Programme National Persée, vol. 9(3), pages 53-111.

NEP Fields

27 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (2) 2009-04-13 2010-04-04
  2. NEP-BAN: Banking (2) 2010-07-31 2011-04-30
  3. NEP-BEC: Business Economics (1) 2011-01-03
  4. NEP-CBA: Central Banking (6) 2007-09-16 2008-06-13 2009-04-05 2009-04-13 2010-08-21 2010-10-23 Author is listed
  5. NEP-CMP: Computational Economics (2) 2010-10-23 2011-04-30
  6. NEP-CWA: Central & Western Asia (1) 2011-04-30
  7. NEP-DEV: Development (4) 2008-02-23 2009-01-03 2009-04-13 2010-11-27
  8. NEP-DGE: Dynamic General Equilibrium (1) 2009-04-13
  9. NEP-ECM: Econometrics (1) 2003-09-08
  10. NEP-EEC: European Economics (10) 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 2010-10-23 Author is listed
  11. 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
  12. NEP-FDG: Financial Development & Growth (3) 2008-02-23 2009-01-03 2010-11-27
  13. NEP-FIN: Finance (2) 2003-09-08 2005-10-22
  14. NEP-FMK: Financial Markets (2) 2008-01-26 2008-02-23
  15. NEP-GEO: Economic Geography (1) 2010-08-21
  16. NEP-HIS: Business, Economic & Financial History (1) 2007-09-16
  17. NEP-IFN: International Finance (10) 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2007-09-16 2008-01-26 2008-06-13 2010-04-04 2010-12-23 Author is listed
  18. NEP-INT: International Trade (1) 2009-04-05
  19. NEP-MAC: Macroeconomics (5) 2003-09-08 2003-09-08 2004-12-20 2009-04-13 2011-04-30 Author is listed
  20. NEP-MON: Monetary Economics (4) 2003-09-08 2008-06-13 2009-04-13 2010-04-04
  21. NEP-OPM: Open MacroEconomics (2) 2008-06-13 2009-04-13
  22. NEP-PBE: Public Economics (2) 2010-08-21 2010-08-21
  23. NEP-RMG: Risk Management (4) 2003-09-08 2003-09-08 2010-07-31 2010-12-23
  24. NEP-TRA: Transition Economics (9) 2003-09-08 2003-09-08 2003-09-08 2004-12-20 2007-09-16 2008-01-26 2008-06-13 2009-04-05 2011-04-30 Author is listed
  25. NEP-URE: Urban & Real Estate Economics (1) 2011-01-03

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, Gilles Dufrénot should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to correct references and citations.

To link different versions of the same work, where versions have a different title, email the respective handles to

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.