Benoit Bellone
Personal Details
First Name: | Benoit |
Middle Name: | |
Last Name: | Bellone |
Suffix: | |
RePEc Short-ID: | pbe140 |
| |
http://bellone.ensae.net | |
OECD Organisation for Economic Co-Operation and Development, Economics Department, Country Branch, Italy-Norway desk 2, rue Andre Pascal 75016 Paris - France | |
33 1 45 24 95 18 |
Affiliation
Economics Department
Organisation de Coopération et de Développement Économiques (OCDE)
Paris, Francehttp://www.oecd.org/eco/
RePEc:edi:edoecfr (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Benoît Bellone & Alexandra Bibbee, 2006. "The Ageing Challenge in Norway: Ensuring a Sustainable Pension and Welfare System," OECD Economics Department Working Papers 480, OECD Publishing.
- Bellone, B. & Gautier, E. & Le Coent, S., 2005.
"Les marchés financiers anticipent-ils les retournements conjoncturels?,"
Working papers
128, Banque de France.
- Sébastien Le Coent & Erwan Gautier & Benoît Bellone, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Économie et Prévision, Programme National Persée, vol. 172(1), pages 83-99.
- Benoît Bellone & Erwan Gautier & Sébastien Le Coent, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Economie & Prévision, La Documentation Française, vol. 172(1), pages 83-99.
- Benoit Bellone, 2005. "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib," Econometrics 0508017, University Library of Munich, Germany.
- Benoit Bellone, 2004. "Une lecture probabiliste du cycle d’affaires américain," Econometrics 0407002, University Library of Munich, Germany, revised 28 Mar 2005.
- Benoit Bellone & David Saint-Martin, 2004. "Detecting Turning Points with Many Predictors through Hidden Markov Models," Econometrics 0407001, University Library of Munich, Germany.
- Benoit Bellone & Alexandre Vincent, 2004. "Présentation de la Maquette Retraites MARS-2003," Public Economics 0407003, University Library of Munich, Germany.
- Benoit Bellone, 2004. "MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models," Econometrics 0406004, University Library of Munich, Germany.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Benoît Bellone & Alexandra Bibbee, 2006.
"The Ageing Challenge in Norway: Ensuring a Sustainable Pension and Welfare System,"
OECD Economics Department Working Papers
480, OECD Publishing.
Cited by:
- International Monetary Fund, 2007. "Norway: Selected Issues," IMF Staff Country Reports 2007/197, International Monetary Fund.
- Mr. Daniel Leigh & Mr. Etibar Jafarov, 2007. "Alternative Fiscal Rules for Norway," IMF Working Papers 2007/241, International Monetary Fund.
- Bellone, B. & Gautier, E. & Le Coent, S., 2005.
"Les marchés financiers anticipent-ils les retournements conjoncturels?,"
Working papers
128, Banque de France.
- Sébastien Le Coent & Erwan Gautier & Benoît Bellone, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Économie et Prévision, Programme National Persée, vol. 172(1), pages 83-99.
- Benoît Bellone & Erwan Gautier & Sébastien Le Coent, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Economie & Prévision, La Documentation Française, vol. 172(1), pages 83-99.
Cited by:
- Coffinet, J., 2008. "La prévision des taux d’intérêt à partir de contrats futures : l’apport de variables économiques et financières," Working papers 193, Banque de France.
- Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009.
"Un indicateur probabiliste du cycle d’accélération pour l’économie française,"
Économie et Prévision, Programme National Persée, vol. 189(3), pages 95-114.
- Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009. "Un indicateur probabiliste du cycle d'accélération pour l'économie française," Economie & Prévision, La Documentation Française, vol. 0(3), pages 95-114.
- Niang, Abdou-Aziz & Diagne, Abdoulaye & Pichery, Marie-Claude, 2010.
"Exploring the finance-real economy link in U.S.: Empirical evidence from Panel Unit Root and Cointegration Analysis,"
MPRA Paper
23531, University Library of Munich, Germany.
- Abdou-Aziz Niang & Abdoulaye Diagne & Marie-Claude Pichery, 2011. "Exploring the finance-real economy link in U.S.: empirical evidence from panel unit root and cointegration analysis," Empirical Economics, Springer, vol. 40(1), pages 253-268, February.
- Ferrara, L., 2008. "The contribution of cyclical turning point indicators to business cycle analysis," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 49-61, Autumn.
- Adanero-Donderis , M. & Darné, O. & Ferrara, L., 2007. "Deux indicateurs probabilistes de retournement cyclique pour l’économie française," Working papers 187, Banque de France.
- Benoit Bellone, 2005.
"Classical Estimation of Multivariate Markov-Switching Models using MSVARlib,"
Econometrics
0508017, University Library of Munich, Germany.
Cited by:
- Fabrizio Almeida Marodin & Marcelo Savino Portugal, 2019. "Exchange Rate Pass-Through in Brazil: À Markov Switching DSGE Estimation for the Inflation Targeting Period," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 36-66, March.
- BenSaïda, Ahmed & Litimi, Houda & Abdallah, Oussama, 2018.
"Volatility spillover shifts in global financial markets,"
Economic Modelling, Elsevier, vol. 73(C), pages 343-353.
- Ahmed Bensaïda & Houda Litimi & Oussama Abdallah, 2018. "Volatility spillover shifts in global financial markets," Post-Print hal-02869496, HAL.
- Bušs, Ginters, 2010.
"Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia,"
MPRA Paper
20688, University Library of Munich, Germany.
- Ginters BUSS, 2010. "Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(2(12)/Sum), pages 48-58.
- Adel Bosch & Franz Ruch, 2012.
"An Alternative Business Cycle Dating Procedure for South Africa,"
Working Papers
5210, South African Reserve Bank.
- Adél Bosch & Franz Ruch, 2013. "An Alternative Business Cycle Dating Procedure for South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 81(4), pages 491-516, December.
- Adél Bosch & Franz Ruch, 2012. "An alternative business cycle dating procedure for South Africa," Working Papers 267, Economic Research Southern Africa.
- Xiaowei Cai & Kyle Stiegert & Stephen Koontz, 2011.
"Regime switching and oligopsony power: the case of U.S. beef processing,"
Agricultural Economics, International Association of Agricultural Economists, vol. 42(1), pages 99-109, January.
- Cai, Xiaowei & Stiegert, Kyle W. & Coonz, Steven R., 2010. "Regime Switching and Oligopsony Power: The Case of U.S. Beef Processing," Working Papers 201442, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
- Chambers, Robert G. & Tzouvelekas, Vangelis, 2013.
"Estimating population dynamics without population data,"
Journal of Environmental Economics and Management, Elsevier, vol. 66(3), pages 510-522.
- Robert G. Chambers & Vangelis Tzouvelekas, 2012. "Estimating Population Dynamics without Population Data," Working Papers 1210, University of Crete, Department of Economics.
- Sophie Pardo & Nicolas Rautureau & Thomas Vallée, 2011.
"Optimal versus realized policy rules in a regime-switching framework,"
Post-Print
hal-03193657, HAL.
- Pardo, S. & Rautureau, N. & Vallée, T., 2011. "Optimal versus realized policy rules in a regime-switching framework," Economic Modelling, Elsevier, vol. 28(6), pages 2761-2775.
- Sophie Pardo & Nicolas Rautureau & Thomas Vallée, 2010. "Optimal versus realized policy rules in a regime-switching framework," Working Papers hal-00462957, HAL.
- Robert G. Chambers & Margarita Genius & Vangelis Tzouvelekas, 2021. "Invariant Risk Preferences and Supply Response under Price Risk," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(5), pages 1802-1819, October.
- Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009.
"Un indicateur probabiliste du cycle d’accélération pour l’économie française,"
Économie et Prévision, Programme National Persée, vol. 189(3), pages 95-114.
- Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009. "Un indicateur probabiliste du cycle d'accélération pour l'économie française," Economie & Prévision, La Documentation Française, vol. 0(3), pages 95-114.
- Robert G. Chambers & Margarita Genius & Vangelis Tzouvelekas, 2012. "A Supply-Response Model Under Invariant Risk Preferences," Working Papers 1209, University of Crete, Department of Economics.
- Roy Kwon & Jonathan Li, 2016. "A stochastic semidefinite programming approach for bounds on option pricing under regime switching," Annals of Operations Research, Springer, vol. 237(1), pages 41-75, February.
- Sulaiman Al-Abduljader & Imad Moosa, 2007. "A Test of the News Model of Stock Price Determination in an Emerging Market: The Case of Kuwait," Working Papers 710, Economic Research Forum, revised 01 Jan 2007.
- Adanero-Donderis , M. & Darné, O. & Ferrara, L., 2007. "Deux indicateurs probabilistes de retournement cyclique pour l’économie française," Working papers 187, Banque de France.
- Roy H. Kwon & Jonathan Y. Li, 2016. "A stochastic semidefinite programming approach for bounds on option pricing under regime switching," Annals of Operations Research, Springer, vol. 237(1), pages 41-75, February.
- Klaus Abberger & Wolfgang Nierhaus, 2010.
"Markov-Switching and the Ifo Business Climate: the Ifo Business Cycle Traffic Lights,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(2), pages 1-13.
- Klaus Abberger & Wolfgang Nierhaus, 2010. "Markov-Switching and the Ifo Business Climate: The Ifo Business Cycle Traffic Lights," CESifo Working Paper Series 2936, CESifo.
- Bellone, B. & Gautier, E. & Le Coent, S., 2005.
"Les marchés financiers anticipent-ils les retournements conjoncturels?,"
Working papers
128, Banque de France.
- Sébastien Le Coent & Erwan Gautier & Benoît Bellone, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Économie et Prévision, Programme National Persée, vol. 172(1), pages 83-99.
- Benoît Bellone & Erwan Gautier & Sébastien Le Coent, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Economie & Prévision, La Documentation Française, vol. 172(1), pages 83-99.
- Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72.
- Fuentes, Cesar A. & Rios, Ronald, 2014. "Non-explicit FOREX intervention: The role of the Central Reserve Bank in a dollarized economy and its effects on expectations from the “peso problem” perspective: The case of Peru," Journal of Business Research, Elsevier, vol. 67(4), pages 558-566.
- Klaus Abberger & Wolfgang Nierhaus, 2008. "Markov Switching and the Ifo Business Climate," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(10), pages 25-30, May.
- Benoît Bellone, 2006. "Une lecture probabiliste du cycle d’affaires américain," Économie et Prévision, Programme National Persée, vol. 172(1), pages 63-81.
- Benoit Bellone, 2004.
"Une lecture probabiliste du cycle d’affaires américain,"
Econometrics
0407002, University Library of Munich, Germany, revised 28 Mar 2005.
Cited by:
- Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009.
"Un indicateur probabiliste du cycle d’accélération pour l’économie française,"
Économie et Prévision, Programme National Persée, vol. 189(3), pages 95-114.
- Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009. "Un indicateur probabiliste du cycle d'accélération pour l'économie française," Economie & Prévision, La Documentation Française, vol. 0(3), pages 95-114.
- Benoit Bellone, 2004. "MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models," Econometrics 0406004, University Library of Munich, Germany.
- Bellone, B. & Gautier, E. & Le Coent, S., 2005.
"Les marchés financiers anticipent-ils les retournements conjoncturels?,"
Working papers
128, Banque de France.
- Sébastien Le Coent & Erwan Gautier & Benoît Bellone, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Économie et Prévision, Programme National Persée, vol. 172(1), pages 83-99.
- Benoît Bellone & Erwan Gautier & Sébastien Le Coent, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Economie & Prévision, La Documentation Française, vol. 172(1), pages 83-99.
- Benoît Bellone, 2006. "Une lecture probabiliste du cycle d’affaires américain," Économie et Prévision, Programme National Persée, vol. 172(1), pages 63-81.
- Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009.
"Un indicateur probabiliste du cycle d’accélération pour l’économie française,"
Économie et Prévision, Programme National Persée, vol. 189(3), pages 95-114.
- Benoit Bellone & David Saint-Martin, 2004.
"Detecting Turning Points with Many Predictors through Hidden Markov Models,"
Econometrics
0407001, University Library of Munich, Germany.
Cited by:
- Benoit Bellone, 2004. "Une lecture probabiliste du cycle d’affaires américain," Econometrics 0407002, University Library of Munich, Germany, revised 28 Mar 2005.
- Lahiani, A. & Scaillet, O., 2009.
"Testing for threshold effect in ARFIMA models: Application to US unemployment rate data,"
International Journal of Forecasting, Elsevier, vol. 25(2), pages 418-428.
- Amine LAHIANI & Olivier SCAILLET, 2008. "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," Swiss Finance Institute Research Paper Series 08-42, Swiss Finance Institute.
- Li, Yushu & Reese, Simon, 2012.
"Wavelet Improvement in Turning Point Detection using a Hidden Markov Model,"
Working Papers
2012:14, Lund University, Department of Economics, revised 05 Apr 2014.
- Li, Yushu & Reese, Simon, 2014. "Wavelet improvement in turning point detection using a Hidden Markov Model," Discussion Papers 2014/10, Norwegian School of Economics, Department of Business and Management Science.
- Benoit Bellone, 2005. "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib," Econometrics 0508017, University Library of Munich, Germany.
- Mendoza, Liu & Morales, Daniel, 2013. "Construyendo un índice coincidente de recesión: Una aplicación para la economía peruana," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 81-100.
- Mendoza, Liu & Morales, Daniel, 2012. "Constructing a real-time coincident recession index: an application to the Peruvian economy," Working Papers 2012-020, Banco Central de Reserva del Perú.
- Benoit Bellone, 2004. "MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models," Econometrics 0406004, University Library of Munich, Germany.
- Medhioub, Imed, 2007. "Asymétrie des cycles économiques et changement de régimes : cas de la Tunisie," L'Actualité Economique, Société Canadienne de Science Economique, vol. 83(4), pages 529-553, décembre.
- Bellone, B. & Gautier, E. & Le Coent, S., 2005.
"Les marchés financiers anticipent-ils les retournements conjoncturels?,"
Working papers
128, Banque de France.
- Sébastien Le Coent & Erwan Gautier & Benoît Bellone, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Économie et Prévision, Programme National Persée, vol. 172(1), pages 83-99.
- Benoît Bellone & Erwan Gautier & Sébastien Le Coent, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Economie & Prévision, La Documentation Française, vol. 172(1), pages 83-99.
- Yushu Li & Simon Reese, 2014. "Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction," Computational Statistics, Springer, vol. 29(6), pages 1481-1496, December.
- Benoît Bellone, 2006. "Une lecture probabiliste du cycle d’affaires américain," Économie et Prévision, Programme National Persée, vol. 172(1), pages 63-81.
- Benoit Bellone, 2004.
"MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models,"
Econometrics
0406004, University Library of Munich, Germany.
Cited by:
- Xiaowei Cai & Kyle Stiegert & Stephen Koontz, 2011.
"Regime switching and oligopsony power: the case of U.S. beef processing,"
Agricultural Economics, International Association of Agricultural Economists, vol. 42(1), pages 99-109, January.
- Cai, Xiaowei & Stiegert, Kyle W. & Coonz, Steven R., 2010. "Regime Switching and Oligopsony Power: The Case of U.S. Beef Processing," Working Papers 201442, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
- Benoit Bellone, 2005. "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib," Econometrics 0508017, University Library of Munich, Germany.
- Bellone, B. & Gautier, E. & Le Coent, S., 2005.
"Les marchés financiers anticipent-ils les retournements conjoncturels?,"
Working papers
128, Banque de France.
- Sébastien Le Coent & Erwan Gautier & Benoît Bellone, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Économie et Prévision, Programme National Persée, vol. 172(1), pages 83-99.
- Benoît Bellone & Erwan Gautier & Sébastien Le Coent, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Economie & Prévision, La Documentation Française, vol. 172(1), pages 83-99.
- Xiaowei Cai & Kyle Stiegert & Stephen Koontz, 2011.
"Regime switching and oligopsony power: the case of U.S. beef processing,"
Agricultural Economics, International Association of Agricultural Economists, vol. 42(1), pages 99-109, January.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ETS: Econometric Time Series (3) 2004-06-27 2004-07-11 2005-11-09
- NEP-CMP: Computational Economics (1) 2004-06-27
- NEP-ECM: Econometrics (1) 2004-07-17
- NEP-MAC: Macroeconomics (1) 2005-11-09
- NEP-PBE: Public Economics (1) 2006-03-05
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