This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Bertrand Candelon

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

Other registered authors

Personal Details

First Name: Bertrand
Middle Name:
Last Name: Candelon
Suffix:

RePEc Short-ID: pca231

Email:
Homepage: http://www.personeel.unimaas.nl/b.candelon/bc.htm
Postal Address:
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 (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Candelon Bertrand & Metiu Norbert, 2009. "Testing for Exceptional Bulls and Bears: a Non-Parametric Perspective," Research Memoranda 017, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  2. Candelon Bertrand & Colletaz Gilbert & Hurlin Christophe, 2009. "Network Effects and Infrastructure Productivity in Developing Countries," Research Memoranda 050, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  3. Michel Beine & Bertrand Candelon & Jan Piplack, 2009. "Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach," Working Papers 09-10, Utrecht School of Economics. [Downloadable!]

  4. Holinski Nils & Vermeulen Robert, 2009. "The International Wealth Effect: A Global Error-Correcting Analysis," Research Memoranda 019, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  5. J.W.B. Bos & C. Economidou & B. Candelon, 2008. "Does Technology Spill Over across National Borders and Technology Regimes?," Working Papers 08-32, Utrecht School of Economics. [Downloadable!]

  6. Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers halshs-00329495_v1, HAL. [Downloadable!]
    Other versions:

  7. Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A., 2008. "The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?," IZA Discussion Papers 3571, Institute for the Study of Labor (IZA). [Downloadable!]
    Published as:

  8. Michel Beine & Bertrand Candelon, 2007. "Liberalization and Stock Market Co-Movement between Emerging Economies," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  9. Manner, Hans & Candelon, Bertrand, 2007. "Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas," Research Memoranda 052, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  10. Candelon, Bertrand & Muysken, Joan & Vermeulen, Robert, 2007. "Fiscal Policy and Monetary Integration in Europe: An Update," Research Memoranda 050, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Other versions:

  11. Candelon,Bertrand & Cubadda,Gianluca, 2005. "Testing for Parameter Stability in Dynamic Models across Frequencies," Research Memoranda 022, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Other versions:
    Published as:

  12. Allard Bruinshoofd & Bertrand Candelon & Katharina Raabe, 2005. "Banking Sector Strenght and the Transmission of Currency Crises," DNB Working Papers 032, Netherlands Central Bank, Research Department. [Downloadable!]
    Other versions:

  13. Bodart,Vincent & Candelon,Bertrand, 2005. "Evidences of Interdependence and Contagion using a Frequency Domain Framework," Research Memoranda 024, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Published as:

  14. Candelon,Bertrand & Kool,Clemens & Raabe,Katharina & Veen,Tom,van, 2005. "The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates," Research Memoranda 010, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Other versions:

  15. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Fractional Integration and Business Cycles Features," Faculty Working Papers 09/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    Other versions:
    Published as:

  16. 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!]
    Published as:

  17. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin American Countries," Faculty Working Papers 08/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    Published as:

  18. Candelon,Bertrand & Hecq,Alain, 2002. "Multi-Regime Common Cyclical Features," Research Memoranda 054, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  19. Candelon, Bertrand & Hecq, Alain & Lohest, Olivier, 2000. "Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2000029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

  20. Bodart, Vincent & Candelon, Bertrand, 1999. "ApprŽhender la conjoncture ˆ l'aide de la mŽthode de Stock-Watson : une application ˆ l'Žconomie belge," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1999018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

  21. Candelon, Bertrand C.B., 1998. "Inflation and the Business Cycle: Further Investigations after the Last Cycle," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1998015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

  22. Candelon, Bertrand C.B. & Hecq, Alain W.J., 1998. "Stability of Okun's Law in a Codependent System," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1998016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

  23. Candelon, B & Cudeville, E, 1996. "Politique monetaire et canal du credit : une estimation empirique sur l'economie francaise," Papiers d'Economie Mathématique et Applications 96.40, Université Panthéon-Sorbonne (Paris 1).

  24. Candelon, B., 1996. "La modelisation multivariee des contributions: une tentative d'explication des derniers retournements de la conjoncture," Papiers d'Economie Mathématique et Applications 96.03, Université Panthéon-Sorbonne (Paris 1).

  25. Hénin, Pierre-Yves & Candelon, Bertrand, 1996. "Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers," CEPREMAP Working Papers (Couverture Orange) 9608, CEPREMAP.

  26. J. Breitung & B. Candelon, . "Testing for short and long-run causality: The case of the yield spread and economic growth," Sonderforschungsbereich 373 2001-96, Humboldt Universitaet Berlin.

  27. M. Beine & B. Candelon & K. Sekkat, . "Stabilization Policy and Business Cycle Phases in Europe: A Markov Switching VAR Analysis," Sonderforschungsbereich 373 1999-91, Humboldt Universitaet Berlin.

  28. B. Candelon & H. Lütkepohl, . "On the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models," Sonderforschungsbereich 373 2000-95, Humboldt Universitaet Berlin.
    Published as:

  29. J. Breitung & B. Candelon, . "Common Cycles: A Frequency Domain Approach," Sonderforschungsbereich 373 2000-99, Humboldt Universitaet Berlin.

  30. B. Candelon & H. Lütkepohl, . "Was There a Regime Change in the German Monetary Transmission Mechanism in 1983?," Sonderforschungsbereich 373 2000-17, Humboldt Universitaet Berlin.

Articles

  1. B. Candelon & A. Dupuy & L. Gil-Alana, 2009. "The nature of occupational unemployment rates in the United States: hysteresis or structural?," Applied Economics, Taylor and Francis Journals, vol. 41(19), pages 2483-2493. [Downloadable!] (restricted)
    Other versions:

  2. Bertrand Candelon & Jan Piplack & Stefan Straetmans, 2009. "Multivariate Business Cycle Synchronization in Small Samples," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 715-737, October. [Downloadable!] (restricted)

  3. Bodart, Vincent & Candelon, Bertrand, 2009. "Evidence of interdependence and contagion using a frequency domain framework," Emerging Markets Review, Elsevier, vol. 10(2), pages 140-150, June. [Downloadable!] (restricted)
    Other versions:

  4. Candelon, Bertrand & Piplack, Jan & Straetmans, Stefan, 2008. "On measuring synchronization of bulls and bears: The case of East Asia," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1022-1035, June. [Downloadable!] (restricted)

  5. van den Berg, Jeroen & Candelon, Bertrand & Urbain, Jean-Pierre, 2008. "A cautious note on the use of panel models to predict financial crises," Economics Letters, Elsevier, vol. 101(1), pages 80-83, October. [Downloadable!] (restricted)

  6. Candelon, Bertrand & Kool, Clemens & Raabe, Katharina & van Veen, Tom, 2007. "Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003," Journal of Comparative Economics, Elsevier, vol. 35(1), pages 87-107, March. [Downloadable!] (restricted)

  7. Bertrand Candelon & Luis A. Gil-Alana, 2006. "Mean Reversion of Short-run Interest Rates in Emerging Countries," Review of International Economics, Blackwell Publishing, vol. 14(1), pages 119-135, 02. [Downloadable!] (restricted)

  8. Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models across Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December. [Downloadable!] (restricted)
    Other versions:

  9. Breitung, Jorg & Candelon, Bertrand, 2006. "Testing for short- and long-run causality: A frequency-domain approach," Journal of Econometrics, Elsevier, vol. 132(2), pages 363-378, June. [Downloadable!] (restricted)

  10. Candelon, Bertrand & Straetmans, Stefan, 2006. "Testing for multiple regimes in the tail behavior of emerging currency returns," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1187-1205, November. [Downloadable!] (restricted)

  11. Candelon, Bertrand & Hecq, Alain & Verschoor, Willem F.C., 2005. "Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1317-1334, December. [Downloadable!] (restricted)

  12. Jörg Breitung & Bertrand Candelon, 2005. "Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 141(1), pages 124-140, April. [Downloadable!] (restricted)

  13. Bruinshoofd, Allard & Candelon, Bertrand, 2005. "Nonlinear monetary policy in Europe: fact or myth?," Economics Letters, Elsevier, vol. 86(3), pages 399-403, March. [Downloadable!] (restricted)
    Other versions:

  14. Bertrand Candelon & Luis A. Gil-Alana, 2004. "Fractional integration and business cycle features," Empirical Economics, Springer, vol. 29(2), pages 343-359, 05. [Downloadable!] (restricted)
    Other versions:

  15. Candelon, B. & Gil-Alana, L. A., 2004. "Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 301-313, April. [Downloadable!] (restricted)
    Other versions:

  16. Jörg Breitung & Bertrand Candelon, 2001. "Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 331-338.

  17. Candelon, Bertrand & Lutkepohl, Helmut, 2001. "On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models," Economics Letters, Elsevier, vol. 73(2), pages 155-160, November. [Downloadable!] (restricted)
    Other versions:

  18. Candelon, Bertrand & Hecq, Alain, 2000. "Stability of Activity-Unemployment Relationship in a Codependent System," Applied Economics Letters, Taylor and Francis Journals, vol. 7(10), pages 687-93, October. [Downloadable!] (restricted)

  19. Michel Beine & Bertrand Candelon & Alain Hecq, 2000. "Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach," Empirica, Springer, vol. 27(2), pages 115-132, June. [Downloadable!] (restricted)

NEP Fields

22 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2004-08-16 2008-02-02 2008-11-18
  2. NEP-CBE: Cognitive & Behavioural Economics (1) 2009-04-18
  3. NEP-CDM: Collective Decision-Making (1) 2009-04-18
  4. NEP-CWA: Central & Western Asia (2) 2005-04-16 2005-09-29
  5. NEP-ECM: Econometrics (6) 2005-09-29 2006-08-05 2008-02-02 2008-07-14 2008-10-21 2009-05-09 Author is listed
  6. NEP-EEC: European Economics (4) 2004-08-16 2005-10-29 2008-02-02 2008-11-18
  7. NEP-EFF: Efficiency & Productivity (1) 2008-11-04
  8. NEP-ETS: Econometric Time Series (5) 2001-09-10 2005-09-29 2005-09-29 2006-08-05 2009-05-23 Author is listed
  9. NEP-EVO: Evolutionary Economics (1) 2009-04-18
  10. NEP-FMK: Financial Markets (5) 2005-09-29 2005-09-29 2005-10-29 2009-05-09 2009-05-23 Author is listed
  11. NEP-HPE: History & Philosophy of Economics (1) 2009-04-18
  12. NEP-IFN: International Finance (3) 2005-04-09 2005-09-29 2005-10-29
  13. NEP-INO: Innovation (1) 2008-11-04
  14. NEP-LTV: Unemployment, Inequality & Poverty (1) 2002-02-10
  15. NEP-MAC: Macroeconomics (6) 2005-09-29 2005-09-29 2006-08-05 2008-02-02 2008-07-14 2008-11-18 Author is listed
  16. NEP-MON: Monetary Economics (3) 2005-04-16 2008-02-02 2008-11-18
  17. NEP-MST: Market Microstructure (1) 2009-05-23
  18. NEP-PKE: Post Keynesian Economics (1) 2005-09-29
  19. NEP-POL: Positive Political Economics (1) 2009-04-18
  20. NEP-RMG: Risk Management (1) 2008-10-21
  21. NEP-SEA: South East Asia (2) 2005-04-16 2008-02-02
  22. NEP-TRA: Transition Economics (2) 2005-04-09 2005-10-29
  23. NEP-UPT: Utility Models & Prospect Theory (1) 2009-04-18
Did you know? IDEAS also indexes software components.

This page was last updated on 2009-11-21.

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.