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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, France
http://www.oecd.org/eco/

: 33-(0)-1-45 24 82 00
33-(0)-1-45 24 85 00
2 rue Andre Pascal, 75775 Paris Cedex 16
RePEc:edi:edoecfr (more details at EDIRC)

Research output

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Jump to: Working papers

Working papers

  1. 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.
  2. Bellone, B. & Gautier, E. & Le Coent, S., 2005. "Les marchés financiers anticipent-ils les retournements conjoncturels?," Working papers 128, Banque de France.
  3. Benoit Bellone, 2005. "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib," Econometrics 0508017, EconWPA.
  4. Benoit Bellone, 2004. "Une lecture probabiliste du cycle d’affaires américain," Econometrics 0407002, EconWPA, revised 28 Mar 2005.
  5. Benoit Bellone & David Saint-Martin, 2004. "Detecting Turning Points with Many Predictors through Hidden Markov Models," Econometrics 0407001, EconWPA.
  6. Benoit Bellone & Alexandre Vincent, 2004. "Présentation de la Maquette Retraites MARS-2003," Public Economics 0407003, EconWPA.
  7. Benoit Bellone, 2004. "MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models," Econometrics 0406004, EconWPA.

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

  1. 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:

    1. Daniel Leigh & Etibar Jafarov, 2007. "Alternative Fiscal Rules for Norway," IMF Working Papers 07/241, International Monetary Fund.
    2. International Monetary Fund, 2007. "Norway; Selected Issues," IMF Staff Country Reports 07/197, International Monetary Fund.

  2. Bellone, B. & Gautier, E. & Le Coent, S., 2005. "Les marchés financiers anticipent-ils les retournements conjoncturels?," Working papers 128, Banque de France.

    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Adanero-Donderis , M. & Darné, O. & Ferrara, L., 2007. "Deux indicateurs probabilistes de retournement cyclique pour l’économie française," Working papers 187, Banque de France.

  3. Benoit Bellone, 2005. "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib," Econometrics 0508017, EconWPA.

    Cited by:

    1. 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.
    2. 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.
    3. Bellone, B. & Gautier, E. & Le Coent, S., 2005. "Les marchés financiers anticipent-ils les retournements conjoncturels?," Working papers 128, Banque de France.
    4. 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.
    5. Sophie Pardo & Nicolas Rautureau & Thomas Vallée, 2010. "Optimal versus realized policy rules in a regime-switching framework," Working Papers hal-00462957, HAL.
    6. 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.
    7. 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.
    8. 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.
    9. Adél Bosch & Franz Ruch, 2012. "An alternative business cycle dating procedure for South Africa," Working Papers 267, Economic Research Southern Africa.
    10. 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.
    11. 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.
    12. Klaus Abberger & Wolfgang Nierhaus, 2008. "Markov-Switching und ifo Geschäftsklima," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(10), pages 25-30, May.
    13. 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.
    14. Benoît Bellone, 2006. "Une lecture probabiliste du cycle d’affaires américain," Économie et Prévision, Programme National Persée, vol. 172(1), pages 63-81.
    15. Adanero-Donderis , M. & Darné, O. & Ferrara, L., 2007. "Deux indicateurs probabilistes de retournement cyclique pour l’économie française," Working papers 187, Banque de France.

  4. Benoit Bellone, 2004. "Une lecture probabiliste du cycle d’affaires américain," Econometrics 0407002, EconWPA, revised 28 Mar 2005.

    Cited by:

    1. Bellone, B. & Gautier, E. & Le Coent, S., 2005. "Les marchés financiers anticipent-ils les retournements conjoncturels?," Working papers 128, Banque de France.
    2. 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.
    3. Benoît Bellone, 2006. "Une lecture probabiliste du cycle d’affaires américain," Économie et Prévision, Programme National Persée, vol. 172(1), pages 63-81.
    4. Benoit Bellone, 2004. "MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models," Econometrics 0406004, EconWPA.

  5. Benoit Bellone & David Saint-Martin, 2004. "Detecting Turning Points with Many Predictors through Hidden Markov Models," Econometrics 0407001, EconWPA.

    Cited by:

    1. Benoit Bellone, 2004. "Une lecture probabiliste du cycle d’affaires américain," Econometrics 0407002, EconWPA, revised 28 Mar 2005.
    2. 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.
    3. 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.
    4. Bellone, B. & Gautier, E. & Le Coent, S., 2005. "Les marchés financiers anticipent-ils les retournements conjoncturels?," Working papers 128, Banque de France.
    5. 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.
    6. 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.
    7. Benoit Bellone, 2005. "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib," Econometrics 0508017, EconWPA.
    8. 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.
    9. 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.
    10. Benoît Bellone, 2006. "Une lecture probabiliste du cycle d’affaires américain," Économie et Prévision, Programme National Persée, vol. 172(1), pages 63-81.
    11. Benoit Bellone, 2004. "MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models," Econometrics 0406004, EconWPA.

  6. Benoit Bellone, 2004. "MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models," Econometrics 0406004, EconWPA.

    Cited by:

    1. Bellone, B. & Gautier, E. & Le Coent, S., 2005. "Les marchés financiers anticipent-ils les retournements conjoncturels?," Working papers 128, Banque de France.
    2. 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.
    3. Benoit Bellone, 2005. "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib," Econometrics 0508017, EconWPA.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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.
  1. NEP-ETS: Econometric Time Series (3) 2004-06-27 2004-07-11 2005-11-09
  2. NEP-CMP: Computational Economics (1) 2004-06-27
  3. NEP-ECM: Econometrics (1) 2004-07-17
  4. NEP-MAC: Macroeconomics (1) 2005-11-09
  5. NEP-PBE: Public Economics (1) 2006-03-05

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