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Information about:
Valérie Mignon

Personal Details | Affiliation | Works
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Personal Details

First Name: Valérie
Middle Name:
Last Name: Mignon
Suffix:

RePEc Short-ID: pmi86

Email:
Homepage: http://economix.u-paris10.fr
Postal Address: University of Paris 10 EconomiX 200 avenue de la Republique 92001 Nanterre Cedex France
Phone:

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, plain text, BibTeX, RIS (EndNote), ReDIF

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!]

  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!]

  3. Agnes Benassy-Quere & Sophie Bereau & Valérie Mignon, 2008. "How Robust are Estimated Equilibrium Exchange Rates? A Panel BEER Approach," Working Papers 2008-01, CEPII research center. [Downloadable!]

  4. 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!]

  5. Emmanuel Dubois & Jerome Hericourt & Valerie Mignon, 2007. "Costs and Benefits of Euro Membership: a Counterfactual Analysis," Working Papers 2007-17, CEPII research center. [Downloadable!]

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

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

  8. Vladimir Borgy & Valerie Mignon, 2006. "Taux d’interet et marches boursiers : une analyse empirique de l’intégration financiere internationale," Working Papers 2006-25, CEPII research center. [Downloadable!]

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

  10. Agnes Benassy-Quere & Amina Lahreche-Revil & Valerie Mignon, 2006. "World Consistent Equilibrium Exchange Rates," Working Papers 2006-20, CEPII research center. [Downloadable!]

  11. 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:

  12. 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!]

  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. E. Dubois & S. Lardic & V. Mignon, 2003. "The exact maximum likelihood-based test for fractional cointegration: critical values, power and size," THEMA Working Papers 2003-26, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    Published as:

  15. 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!]
    Published as:

  16. 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!]

  17. 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:

  18. 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!]

  19. 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!]

  20. 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.

  21. S. Chaouachi & G. Dufrenot & V.Mignon, 2003. "Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," THEMA Working Papers 2003-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    Other versions:
    Published as:

  22. S.Lardic & V. Mignon, 2003. "Robert F. Engle etW.J. Granger : Prix Nobel d'économie 2003," THEMA Working Papers 2003-44, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  23. S. Lardic & V. Mignon, 2002. "Modeling long-range dependence in European time-varying term premia," THEMA Working Papers 2002-27, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  24. 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!]

  25. S. Lardic & V. Mignon, 2002. "Fractional cointegration and term structure of interest rates," THEMA Working Papers 2002-28, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  26. S. Lardic & V. Mignon, 2002. "Term premium and long-range dependence in volatility : A FIGARCH-M estimation on some Asian countries," THEMA Working Papers 2002-26, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

Articles

  1. Agnès Bénassy-Quéré & Amina lahrèche-Révil & Valérie Mignon, 2008. "Is Asia Responsible For Exchange Rate Misalignments Within The G20?," Pacific Economic Review, Blackwell Publishing, vol. 13(1), pages 46-61, 02. [Downloadable!] (restricted)

  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)

  3. 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)

  4. Agnes Benassy-Quere & Sophie Bereau & Valerie Mignon, 2008. "Euro-Dollar: Face-to-Face," La Lettre du CEPII, CEPII research center, issue 279, June. [Downloadable!]

  5. 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)

  6. Agnes Benassy-Quere & Valerie Mignon, 2007. "Monetary and Financial Integration in Asia: Introduction," Economie Internationale, CEPII research center, issue 3Q, pages 5-8. [Downloadable!]

  7. 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:

  8. 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)

  9. 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)

  10. 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:

  11. Agnes Benassy-Quere & Valerie Mignon, 2005. "Oil and the Dollar: a Two-Way Game," La Lettre du CEPII, CEPII research center, issue 250, November. [Downloadable!]

  12. Sandrine Lardic & Valérie Mignon, 2004. "Fractional cointegration and the term structure," Empirical Economics, Springer, vol. 29(4), pages 723-736, December. [Downloadable!] (restricted)

  13. 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:

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

  15. Agnes Benassy-Quere & Amina Lahreche-Revil & Valerie Mignon, 2004. "The Dollar in the G20," La Lettre du CEPII, CEPII research center, issue 238, October. [Downloadable!]

  16. Emmanuel Dubois & Sandrine Lardic & Valérie Mignon, 2004. "The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size," Computational Economics, Springer, vol. 24(3), pages 239-255, July. [Downloadable!] (restricted)
    Other versions:

  17. 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)

  18. Sandrine Lardic & Valerie Mignon, 2004. "The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study," Economics Bulletin, Economics Bulletin, vol. 3(21), pages 1-16. [Downloadable!]
    Other versions:

  19. Sandrine Lardic & Valerie Mignon, 2003. "Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries," Economics Bulletin, Economics Bulletin, vol. 3(14), pages 1-10. [Downloadable!]

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2005-12-20
  2. NEP-CBA: Central Banking (4) 2006-12-16 2007-12-01 2008-06-07 2008-06-07 Author is listed
  3. NEP-CNA: China (1) 2005-12-20
  4. NEP-DEV: Development (1) 2008-02-23
  5. NEP-EEC: European Economics (5) 2003-09-08 2003-09-08 2003-09-08 2007-12-01 2008-06-07 Author is listed
  6. NEP-ENE: Energy Economics (2) 2005-12-20 2008-06-07
  7. NEP-ETS: Econometric Time Series (4) 2003-09-08 2003-09-08 2003-09-08 2003-09-08 Author is listed
  8. NEP-FDG: Financial Development & Growth (1) 2008-02-23
  9. NEP-FMK: Financial Markets (3) 2005-12-20 2008-02-23 2008-06-07 Author is listed
  10. NEP-IFN: International Finance (7) 2003-09-08 2003-09-08 2003-09-08 2004-11-07 2006-12-16 2008-06-07 2008-06-07 Author is listed
  11. NEP-MAC: Macroeconomics (2) 2003-09-08 2007-12-01
  12. NEP-MON: Monetary Economics (3) 2003-09-08 2007-12-01 2008-06-07 Author is listed
  13. NEP-SEA: South East Asia (1) 2005-12-20
  14. NEP-TRA: Transition Economics (2) 2003-09-08 2005-12-20
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This page was last updated on 2008-10-3.

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