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Frédérique Bec
(Frederique Bec)

Personal Details

First Name:Frederique
Middle Name:
Last Name:Bec
Suffix:
RePEc Short-ID:pbe92
[This author has chosen not to make the email address public]
http://www.crest.fr/pageperso/bec/bec_en.htm
Terminal Degree: Equipe Universitaire de Recherche en Économie Quantitative (EUREQua); Centre d'Économie de la Sorbonne; Université Paris 1 (Panthéon-Sorbonne) (from RePEc Genealogy)

Affiliation

(75%) Théorie Économique, Modélisation, Application (THEMA)
Université de Cergy-Pontoise

Cergy-Pontoise, France
https://thema.u-cergy.fr/
RePEc:edi:themafr (more details at EDIRC)

(25%) Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France
http://crest.science/
RePEc:edi:crestfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Frédérique Bec & Alain Guay, 2020. "A simple unit root test consistent against any stationary alternative," Working Papers halshs-03010256, HAL.
  2. Frédérique Bec & Mélika Ben Salem, 2020. "An asymmetrical overshooting correction model for G20 nominal effective exchange rates," Working Papers hal-02908680, HAL.
  3. Frédérique Bec & Annabelle de Gaye, 2019. "Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains ," Working Papers hal-02014663, HAL.
  4. Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi, 2019. "Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing [Modèles auto-régressifs non-causaux mixtes: Problèmes de bimodalité pour l'estimation et le test de r," Working Papers hal-02175760, HAL.
  5. Frédérique Bec & Patrick Kanda, 2019. "Is inflation driven by survey-based, VAR-based or myopic expectations?," Working Papers hal-02175836, HAL.
  6. Frédérique Bec & Mélika Ben Salem, 2019. "Dornsbush revisited from an asymmetrical perspective : Evidence from G20 nominal effective exchange rates," THEMA Working Papers 2019-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  7. Frédérique Bec & Raouf Boucekkine & Caroline Jardet, 2017. "Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany," AMSE Working Papers 1744, Aix-Marseille School of Economics, France.
  8. Frédérique Bec & Raouf Boucekkine & Caroline Jardet, 2017. "Why are inflation forecasts sticky?," Working Papers 2017-17, Center for Research in Economics and Statistics.
  9. Frédérique Bec & Annabelle de Gaye, 2016. "How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts," Post-Print hal-02980184, HAL.
  10. Frederique Bec & Othman Bouabdallah & Laurent Ferrara, 2015. "Comparing the shapes of recoveries: France, the UK and the US," Post-Print hal-01385943, HAL.
  11. Frédérique Bec & Songlin Zeng, 2015. "Do stock returns rebound after bear markets?," Post-Print hal-02980014, HAL.
  12. Bec, Frédérique & Gollier, Christian, 2014. "Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup," IDEI Working Papers 835, Institut d'Économie Industrielle (IDEI), Toulouse.
  13. Frédérique Bec & Othman Bouabdallah & Laurent Ferrara, 2014. "The way out of recessions: A forecasting analysis for some Euro area countries," Post-Print hal-02979744, HAL.
  14. F. Bec & A. De Gaye, 2014. "How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts," Working papers 523, Banque de France.
  15. Frederique Bec & Othman Bouabdallah & Laurent Ferrara, 2014. "The way out of recessions: Evidence from a bounce-back augmented threshold regression," Post-Print hal-01385875, HAL.
  16. Bec, F. & Mogliani, M., 2013. "Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?," Working papers 436, Banque de France.
  17. Frédérique BEC & Songlin ZENG, 2013. "Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries," THEMA Working Papers 2013-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  18. Frédérique Bec & Mélika Ben Salem & Marie Bessec, 2012. "Le rôle des stocks en sortie de crise : Une étude empirique sur données d'enquête," Post-Print halshs-00832781, HAL.
  19. Frédérique Bec & Mélika Ben Salem, 2012. "Inventory Investment and the Business Cycle : The usual Suspect," Working Papers 2012-09, Center for Research in Economics and Statistics.
  20. Bec, F. & Bessec, M., 2012. "Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors," Working papers 400, Banque de France.
  21. Bec, F. & Bouabdallah, O. & Ferrara, L., 2012. "The European way out of recession," Working papers 360, Banque de France.
  22. Frédérique Bec & Songlin Zeng, 2012. "Are Southeast Asian Real Exchange Rates Mean Reverting?," Working Papers hal-00685812, HAL.
  23. Frédérique BEC & Othman BOUABDALLAH & Laurent FERRARA, 2011. "The Possible Shapes of Recoveries in Markov-Switching Models," Working Papers 2011-02, Center for Research in Economics and Statistics.
  24. Frédérique Bec & Christian Gollier, 2009. "Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement," CESifo Working Paper Series 2596, CESifo.
  25. Bec, Frédérique & Gollier, Christian, 2009. "Cyclicality and Term Structure of Value-at-Risk in Europe," IDEI Working Papers 587, Institut d'Économie Industrielle (IDEI), Toulouse.
  26. Frédérique Bec & Anders Rahbek & Neil Shephard, 2008. "The ACR model: a multivariate dynamic mixture autoregression," THEMA Working Papers 2008-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  27. Frédérique BEC & Charbel BASSIL, 2008. "Federal Funds Rate Stationarity: New Evidence," THEMA Working Papers 2008-35, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  28. Bec, Frédérique & Gollier, Christian, 2006. "Assets Returns Volatility and Investment Horizon: The French Case," IDEI Working Papers 467, Institut d'Économie Industrielle (IDEI), Toulouse, revised 30 Nov 2008.
  29. Alexia Bastien & Frédérique Bec, 2005. "The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan : Has There Been a Structural Change ?," Working Papers 2005-14, Center for Research in Economics and Statistics.
  30. Frédérique Bec & Anders Rahbek & Neil Shephard, 2005. "The Autoregressive Conditional Root (ACR) Model," Working Papers 2005-26, Center for Research in Economics and Statistics.
  31. Frederique Bec & Melika Ben Salem & Marine Carrasco, 2004. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," RCER Working Papers 509, University of Rochester - Center for Economic Research (RCER).
  32. Frédérique Bec & Alain Guay & Emmanuel Guerre, 2002. "Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model," Working Papers 2002-46, Center for Research in Economics and Statistics.
  33. Frederique Bec, 2000. "Nonlinear Economic Policies: Pitfalls in the Lucas Critique Empirical Counterpart," Econometric Society World Congress 2000 Contributed Papers 1401, Econometric Society.
  34. Bec, F. & Salem, M.B. & MacDonald, R., 1999. "Real Exchange Rates and Real Interest Rates: a nonlinear Perspective," Papers 99-17, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  35. Bec, F., 1999. "Mondialisation, mobilite du capital et stabilite macro-economique," Papers 99-16, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  36. Bec, F. & Ben Salem, M., 1998. "Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics," Papers 9832, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  37. Frédérique Bec & Jean-Olivier Hairault, 1997. "Automatic Stabilizers in a European Perspective," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01314151, HAL.
  38. Frédérique Bec & Jean-Olivier Hairault, 1997. "Les implications de la structure des marchés financiers pour la dynamique des modèles d'équilibre général à deux pays," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01315137, HAL.
  39. Frédérique Bec & Mélika Ben Salem & Emma Ben Youssef, 1997. "An empirical testing of exchange market efficiency hypothesis [Une évaluation empirique de l'efficience du marché deschanges]," Post-Print hal-01851744, HAL.
  40. Frédérique BEC & Jean-Olivier Hairault, 1996. "Fiscal policies, public deficit retraints and European stabilization," Discussion Papers (REL - Recherches Economiques de Louvain) 1996035, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  41. Frédérique Bec, 1995. "The International Transmission of Real Business Cycles," Post-Print halshs-01319126, HAL.
  42. Bec, F., 1992. "La transmission internationale des fluctuations: une explication de la correlation croisee des consommations," Papiers d'Economie Mathématique et Applications 92.38, Université Panthéon-Sorbonne (Paris 1).
  43. Frédérique Bec & Jean-Olivier Hairault, 1991. "Une analyse empirique de différentes structures de taux d'intérêt : une comparaison entre les Etats-Unis et la France," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01315143, HAL.

Articles

  1. Bec, Frédérique & Kanda, Patrick, 2020. "Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  2. Frederique Bec & Melika Ben Salem, 2020. "An asymmetrical overshooting correction model for G20 nominal effective exchange rates," Economics Bulletin, AccessEcon, vol. 40(3), pages 1937-1947.
  3. Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi, 2020. "Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1413-1428, December.
  4. Bec, Frédérique & De Gaye, Annabelle, 2016. "How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts," Economic Modelling, Elsevier, vol. 53(C), pages 75-88.
  5. Frédérique Bec & Christian Gollier, 2015. "Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 18-32, January-F.
  6. Zeng, Songlin & Bec, Frédérique, 2015. "Do stock returns rebound after bear markets? An empirical analysis from five OECD countries," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 50-61.
  7. Bec, Frédérique & Bouabdallah, Othman & Ferrara, Laurent, 2015. "Comparing the shape of recoveries: France, the UK and the US," Economic Modelling, Elsevier, vol. 44(C), pages 327-334.
  8. Bec, Frédérique & Mogliani, Matteo, 2015. "Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1021-1042.
  9. Bec, Frédérique & Bouabdallah, Othman & Ferrara, Laurent, 2014. "The way out of recessions: A forecasting analysis for some Euro area countries," International Journal of Forecasting, Elsevier, vol. 30(3), pages 539-549.
  10. Frederique Bec & Marie Bessec, 2013. "Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors," Economics Bulletin, AccessEcon, vol. 33(3), pages 2209-2222.
  11. Bec Frédérique & Salem Melika Ben, 2013. "Inventory investment and the business cycle: the usual suspect," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 335-343, May.
  12. Bec, Frédérique & Zeng, Songlin, 2013. "Are Southeast Asian real exchange rates mean reverting?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 265-282.
  13. Frédérique Bec & Mélika Ben Salem, 2012. "Préface," Revue d'économie politique, Dalloz, vol. 122(6), pages 789-789.
  14. Frédérique Bec & Mélika Ben Salem & Marie Bessec, 2012. "Le rôle des stocks en sortie de crise : Une étude empirique sur données d'enquête," Revue d'économie politique, Dalloz, vol. 122(6), pages 811-822.
  15. Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2010. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model," Annals of Economics and Statistics, GENES, issue 99-100, pages 395-427.
  16. Frédérique Bec & Charbel Bassil, 2009. "Federal Funds Rate Stationarity: New Evidence," Economics Bulletin, AccessEcon, vol. 29(2), pages 867-872.
  17. Frédérique Bec & Anders Rahbek & Mélika Ben Salem, 2008. "Purchasing power parity: A nonlinear multivariate perspective," Economics Bulletin, AccessEcon, vol. 6(39), pages 1-6.
  18. Frédérique Bec & Anders Rahbek & Neil Shephard, 2008. "The ACR Model: A Multivariate Dynamic Mixture Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(5), pages 583-618, October.
  19. Bec, Frederique & Guay, Alain & Guerre, Emmanuel, 2008. "Adaptive consistent unit-root tests based on autoregressive threshold model," Journal of Econometrics, Elsevier, vol. 142(1), pages 94-133, January.
  20. Bec Frédérique & Bastien Alexia, 2007. "The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(4), pages 1-25, December.
  21. Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Recherches économiques de Louvain, De Boeck Université, vol. 72(2), pages 177-194.
  22. Frédérique Bec & Mélika Ben Salem, 2004. "L'ajustement à seuildes processus cointégrés. Que sait-on des modèles à trois régimes ?," Revue d'économie politique, Dalloz, vol. 114(4), pages 467-488.
  23. Frédérique Bec & Anders Rahbek, 2004. "Vector equilibrium correction models with non-linear discontinuous adjustments," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 628-651, December.
  24. Frederic Bec & Melika Ben Salem & Marine Carrasco, 2004. "Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 382-395, October.
  25. Frédérique Bec, 2002. "Mondialisation, mobilité du capital et volatilité macro-économique," Économie et Prévision, Programme National Persée, vol. 152(1), pages 29-53.
  26. Bec Frédérique & Ben Salem Mélika & Collard Fabrice, 2002. "Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(2), pages 1-22, July.
  27. Frédérique Bec & Mélika Ben Salem & Emma Ben Youssef, 1997. "Une évaluation empirique de l'efficience du marché des changes," Revue Économique, Programme National Persée, vol. 48(4), pages 921-936.
  28. Frédérique Bec & Jean-Olivier Hairault, 1997. "Fédéralisme budgétaire et stabilisation macroéconomique en Europe," Revue Économique, Programme National Persée, vol. 48(3), pages 505-517.
  29. Bec, Frédérique, 1994. "Impulsions dominantes et analyse des fluctuations de l’économie française," L'Actualité Economique, Société Canadienne de Science Economique, vol. 70(1), pages 5-26, mars.
  30. Frédérique Bec, 1994. "La transmission internationale des fluctuations : une explication de la corrélation croisée des consommations," Revue Économique, Programme National Persée, vol. 45(1), pages 89-114.
  31. Frédérique Bec & Jean-Olivier Hairaut, 1993. "Une étude empirique des sources des fluctuations économiques dans le cadre d'un modéle à tendances communes," Annals of Economics and Statistics, GENES, issue 30, pages 85-120.
  32. Frédérique Bec & Jean-Olivier Hairault, 1993. "Taux d'intérêt, politique monétaire et activité économique en France : un examen empirique," Économie et Prévision, Programme National Persée, vol. 109(3), pages 13-24.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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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 36 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-MAC: Macroeconomics (14) 2008-04-04 2011-03-19 2011-04-02 2012-03-08 2012-03-08 2012-05-22 2015-01-03 2017-12-03 2017-12-11 2018-02-19 2018-03-05 2019-07-29 2020-12-14 2020-12-14. Author is listed
  2. NEP-FOR: Forecasting (8) 2012-03-08 2013-06-30 2015-01-03 2017-12-03 2017-12-11 2018-01-08 2018-02-19 2018-03-05. Author is listed
  3. NEP-MON: Monetary Economics (8) 2017-12-11 2018-02-19 2018-03-05 2019-07-29 2019-10-28 2020-08-17 2020-12-14 2020-12-21. Author is listed
  4. NEP-CBA: Central Banking (6) 2009-01-31 2009-05-16 2012-04-17 2015-01-03 2017-12-11 2019-10-28. Author is listed
  5. NEP-ECM: Econometrics (5) 2004-09-30 2008-04-12 2009-05-16 2019-07-29 2020-12-14. Author is listed
  6. NEP-EEC: European Economics (4) 2007-08-27 2010-01-16 2010-05-22 2012-03-08
  7. NEP-ENE: Energy Economics (4) 2015-01-03 2019-07-29 2019-08-12 2019-09-16
  8. NEP-ETS: Econometric Time Series (4) 2004-09-30 2008-04-12 2019-07-29 2020-12-14
  9. NEP-FMK: Financial Markets (4) 2007-08-27 2008-04-04 2010-05-22 2013-04-13
  10. NEP-RMG: Risk Management (4) 2008-04-04 2010-01-16 2010-05-22 2014-11-07
  11. NEP-OPM: Open Economy Macroeconomics (3) 2012-05-02 2019-10-28 2020-12-14
  12. NEP-IFN: International Finance (2) 2004-09-30 2009-05-16
  13. NEP-SEA: South East Asia (2) 2012-04-17 2012-05-02
  14. NEP-BEC: Business Economics (1) 2012-05-22
  15. NEP-EUR: Microeconomic European Issues (1) 2012-10-27
  16. NEP-ORE: Operations Research (1) 2020-12-14

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