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Gilles Dufrénot

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First Name:Gilles
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Last Name:Dufrénot
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RePEc Short-ID:pdu14
https://www.amse-aixmarseille.fr/users/dufrenot#profile-membres
Marseille, France
http://www.greqam.fr/

: 04.91.14.07.70
04.91.90.02.27
2, rue de la Charité 13002 Marseille
RePEc:edi:greqafr (more details at EDIRC)
Paris, France
http://www.cepii.fr/

: 33 01 53 68 55 00
33 01 53 68 55 01
113, rue de Grenelle, 75700 Paris SP07
RePEc:edi:cepiifr (more details at EDIRC)
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  1. Gilles Dufrénot & Guillaume A. Khayat, 2017. "Monetary Policy Switching in the Euro Area and Multiple Steady States: An Empirical Investigation," Post-Print hal-01590000, HAL.
  2. Gilles Dufrénot & Fredj Jawadi, 2017. "Introduction: recent developments of switching models for financial data," Post-Print hal-01589999, HAL.
  3. Gilles Dufrénot & Fredj Jawadi, 2016. "Advances and challenges in decision-making, monetary policy and financial markets," Post-Print hal-01446195, HAL.
  4. Gilles Dufrénot & Karine Gente & Frédia Monsia, 2016. "Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view," Post-Print hal-01440301, HAL.
  5. Carine Bouthevillain & Gilles Dufrénot, 2016. "Fiscal policies enhancing growth in Europe: does one size fit all?," Post-Print hal-01446204, HAL.
  6. Gilles Dufrénot, 2016. "L'Amérique latine dans la globalisation financière : a-t-on appris des crises passées ?," Post-Print hal-01505780, HAL.
  7. Gilles Dufrénot & Anne-Charlotte Paret Onorato, 2016. "Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model," AMSE Working Papers 1627, Aix-Marseille School of Economics, Marseille, France.
  8. Gilles Dufrénot & Aurélia Jambois & Laurine Jambois & Guillaume Khayat, 2016. "Regime-Dependent Fiscal Multipliers in the United States," Post-Print hal-01447865, HAL.
  9. Gilles Dufrénot & Hélène Ehrhart, 2015. "The ECOWAS countries’ growth rates: what makes them similar and what makes them different? A quantile regression analysis," Post-Print hal-01457380, HAL.
  10. J. Acalin & B. Cabrillac & G. Dufrénot & L. Jacolin & S. Diop, 2015. "Financial integration and growth correlation in Sub-Saharan Africa," Working papers 561, Banque de France.
  11. Marcel Aloy & Gilles Dufrénot, 2015. "A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis," Post-Print hal-01456110, HAL.
  12. Fadia Al Hajj & Gilles Dufrénot & Kimiko Sugimoto & Romain Wolf, 2015. "Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa," Post-Print hal-01457315, HAL.
  13. Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2015. "Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain," Post-Print hal-01457314, HAL.
  14. Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2014. "Fiscal Policy and Asset Price Cycles: Evidence from Four European Countries," Post-Print hal-01463933, HAL.
  15. Gilles Dufrénot & Roselyne Joyeux & Anne Péguin-Feissolle, 2014. "Which of the real money gap or nominal money gap helped predict inflation in Europe? A retrospective analysis," Post-Print hal-01474423, HAL.
  16. Marcel Aloy & Gilles De Truchis & Gilles Dufrénot & Benjamin Keddad, 2014. "Shift-volatility transmission in East Asian equity markets: new indicators," Post-Print hal-01410782, HAL.
  17. Gilles Dufrénot & Fredj Jawadi & Waël Louhichi, 2014. "Market Microstructure and Nonlinear Dynamics - Keeping Financial Crisis in Context," Post-Print hal-01474273, HAL.
  18. Gilles Dufrénot & Anwar Khayat, 2014. "Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation," AMSE Working Papers 1408, Aix-Marseille School of Economics, Marseille, France, revised Jan 2014.
  19. Gilles Dufrénot & Olivier Damette & Philippe Frouté, 2014. "Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching: The Case of the Euro Area," Post-Print hal-01463764, HAL.
  20. Emanuele Baldacci & Sanjeev Gupta & Carlos Mulas-Granados & Fabio Balboni & Mirko Licchetta & Alexander Klemm & Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa & Raffaela Giordano & Marcello Pericol, 2014. "Fiscal Policy and Macroeconomic Imbalances," Workshop and Conferences 16, Bank of Italy, Economic Research and International Relations Area.
  21. Gilles Dufrénot & Adelya Ospanova & Alain Sand-Zantman, 2014. "A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process [Working papers]," Working Papers halshs-00926223, HAL.
  22. Gilles Dufrénot & Benjamin Keddad, 2014. "Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data," Post-Print hal-01474429, HAL.
  23. Vladimir Borgy & Carine Bouthevillain & Claude Diebolt & Gilles Dufrénot, 2014. "New tools to assess fiscal and financial vulnerabilities in advanced economies," Post-Print hal-01474251, HAL.
  24. Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014. "Managing the fragility of the Eurozone by Paul de Grauwe," Post-Print hal-01474271, HAL.
  25. Marcel Aloy & Gilles Dufrénot & Anne Péguin-Feissolle, 2014. "Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II," Post-Print hal-01463920, HAL.
  26. Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad, 2014. "Shift-Volatility Transmission in East Asian Equity Markets," AMSE Working Papers 1402, Aix-Marseille School of Economics, Marseille, France, revised Mar 2014.
  27. Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014. "Global Imbalances And Financial Sector Instabilities: Introduction," Post-Print hal-01463908, HAL.
  28. Gilles Dufrénot & Benjamin Keddad, 2013. "Business Cycles Synchronization in East Asia: A Markov-Switching Approach," Working Papers halshs-00861901, HAL.
  29. Gilles Dufrénot & Fredj Jawadi, 2013. "Computational tools in econometric modeling for macroeconomics and finance," Post-Print hal-01499642, HAL.
  30. Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2013. "Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices," Post-Print hal-01498264, HAL.
  31. Gilles Dufrénot & Adelya Ospanova & Alain Sand-Zantman, 2013. "A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process," Working Papers 1344, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  32. Fadia Al Hajj & Gilles Dufr??not, & Kimiko Sugimoto & Romain Wolf, 2013. "Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Ghana, South Africa and the WAEMU," William Davidson Institute Working Papers Series wp1062, William Davidson Institute at the University of Michigan.
  33. Fred Celimene & Gilles Dufrenot & Gisele Mophou & Gaston N'Guerekata, 2013. "Tax evasion,tax corruption and stochastic growth," Documents de Travail 2013-05, CEREGMIA, Université des Antilles et de la Guyane.
  34. Gilles Dufrénot & Kimiko Sugimoto, 2013. "West African Single Currency and Competitiveness," Post-Print hal-01500863, HAL.
  35. Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2012. "Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework," NIPE Working Papers 20/2012, NIPE - Universidade do Minho.
  36. Marcel Aloy & Gilles Dufrénot & Charles Lai Tong & Anne Péguin-Feissolle, 2012. "A Smooth Transition Long-Memory Model," AMSE Working Papers 1240, Aix-Marseille School of Economics, Marseille, France, revised Dec 2012.
  37. Dufrénot, G. & Triki, K., 2012. "Why have governments succeeded in reducing French public debt historically and can these successes inspired us for the future? An historical perspective since 1890," Working papers 386, Banque de France.
  38. Dufrénot, G. & Triki, K., 2012. "Public debt ratio and its determinants in France since 1890 Does econometrics support the historical evidence?," Working papers 385, Banque de France.
  39. Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011. "Les effets de la crise des subprimes sur le marché financier mexicain," Post-Print halshs-00595338, HAL.
  40. Dufrénot G. & Paul L., 2010. "Fiscal developments in the euro area beyond the crisis: some lessons drawn from fiscal reaction functions," Working papers 292, Banque de France.
  41. Dufrénot, G. & Frouté, P. & Schalck, C., 2010. "The French Regions’ Borrowing Behaviours. How heterogeneous are they?," Working papers 289, Banque de France.
  42. Gilles Dufrénot & Alain Sand-Zantman, 2010. "Après la Crise : les politiques économique dans le monde," Post-Print halshs-00952088, HAL.
  43. Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman, 2010. "Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets," Documents de Travail de l'OFCE 2010-34, Observatoire Francais des Conjonctures Economiques (OFCE).
  44. Agnès Bénassy-Quéré & Loïc Batté & Benjamin Carton & Gilles Dufrénot, 2010. "Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634785, HAL.
  45. Bouthevillain, C. & Dufrénot, G., 2010. "Are the effects of fiscal changes different in times of crisis and non-crisis? The French Case," Working papers 286, Banque de France.
  46. Gilles DUFRENOT & Adelya OSPANOVA & Alain SAND-ZANTMAN, 2010. "Modeling transition in Central Asia: the Case of Kazakhstan," William Davidson Institute Working Papers Series wp1001, William Davidson Institute at the University of Michigan.
  47. Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2010. "The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment," Working Papers 2010-11, CEPII research center.
  48. Dufrénot, G. & Malik, S., 2010. "The changing role of house price dynamics over the business cycle," Working papers 309, Banque de France.
  49. Gilles Duffrenot & Kimiko Sugimoto, 2010. "Pegging the future West African single currency in regard to internal/external competitiveness: a counterfactual analysis," William Davidson Institute Working Papers Series wp974, William Davidson Institute at the University of Michigan.
  50. Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2009. "Finite sample properties of tests for STGARCH models and application to the US stock returns," Post-Print halshs-00403714, HAL.
  51. Gilles Dufrénot & Valérie Mignon & Charalambos Tsangarides, 2009. "The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach," Working Papers 2009-04, CEPII research center.
  52. Loïc Batté & Agnès Bénassy-Quéré & Benjamin Carton & Gilles Dufrénot, 2009. "Term of Trade Shocks in a Monetary Union: an Application to West-Africa," Working Papers 2009-07, CEPII research center.
  53. Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2009. "Le comportement du taux de change allemand : mémoire longue ou dynamique non linéaire ?," Post-Print halshs-00403717, HAL.
  54. Mohamed Boutahar & Gilles Dufrénot & Anne Peguin-Feissolle, 2008. "A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10]," Working Papers halshs-00275254, HAL.
  55. Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2008. "Explaining the European exchange rates deviations: long memory or nonlinear adjustment?," Post-Print halshs-00390141, HAL.
  56. Gilles Dufrenot & Elisabeth Grimaud & Eugenie Latil & Valerie Mignon, 2008. "Modelling the slow mean-reversion of the Central and Eastern European countries ' real exchange rates," Post-Print hal-00693052, HAL.
  57. Mohamed Boutahar & Gilles Dufrénot & Anne Peguin-Feissolle, 2008. "A simple fractionally integrated model with a time-varying long memory parameter dt," Post-Print halshs-00390136, HAL.
  58. Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2007. "Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries?," Working Papers 2007-24, CEPII research center.
  59. Irene Andreou & Gilles Dufrénot & Alain Sand & Aleksandra Zdzienicka-Durand, 2007. "A forewarning indicator system for financial crises: the case of six Central and Eastern European countries," Working Papers 0709, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  60. Anne Peguin-Feissolle & Gilles Dufrénot & Dominique Guegan, 2006. "Changing-regime volatility : A fractionally integrated SETAR model," Working Papers halshs-00410540, HAL.
  61. Gilles Dufrénot & Roselyne Joyeux & Anne Péguin-Feissolle, 2006. "Which Predictor is the Best to Predict Inflation in Europe: the Real Money-gap or a Nominal Money Based Indicator?," Research Papers 0606, Macquarie University, Department of Economics.
  62. Etienne B Yehoue & Gilles J. Dufrénot, 2005. "Real Exchange Rate Misalignment; A Panel Co-Integration and Common Factor Analysis," IMF Working Papers 05/164, International Monetary Fund.
  63. Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005. "Modelling squared returns using a SETAR model with long-memory dynamics," Post-Print halshs-00179285, HAL.
  64. Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005. "Long-memory dynamics in a SETAR model - Applications to stock markets," Post-Print halshs-00179339, HAL.
  65. Gilles Dufrenot & Alain Sand-Zantman, 2004. "Structural reforms, macroeconomic policies and the future of Kazakhstan economy," Documents de Travail de l'OFCE 2004-11, Observatoire Francais des Conjonctures Economiques (OFCE).
  66. Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2004. "Cointégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue ?," Post-Print halshs-00390151, HAL.
  67. Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2004. "Modeling the volatility of the US S&P500 index using an LSTGARCH model," Post-Print halshs-00390147, HAL.
  68. Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2004. "Business Cycles Asymmetry and Monetary Policy: A Further Investigation using MRSTAR Models," Post-Print halshs-00390154, HAL.
  69. Gilles Dufrénot & Alain Sand-Zantman, 2004. "Structural reforms, macroeconomic policies and the future of Kazakhstan," Post-Print halshs-00180098, HAL.
  70. Gilles DUFRENOT & Balazs Egert, 2003. "Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?," Development and Comp Systems 0309001, EconWPA.
  71. Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2003. "LSTGARCH effects in stock returns : the case of U.S., U.K. and France," Post-Print halshs-00403739, HAL.
  72. 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.
  73. 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.
  74. Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON, 2003. "Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective," International Finance 0309002, EconWPA.
  75. 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.
  76. Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2003. "Further Monte Carlo results on tests of GARCH against STGARCH models," Post-Print halshs-00403731, HAL.
  77. 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.
  78. Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE, 2003. "A SETAR model with long-memory dynamics," Econometrics 0309002, EconWPA.
  79. 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.
  80. Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2001. "Testing for transition variable in STGARCH Models," Post-Print halshs-00403737, HAL.
  81. Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2001. "Modeling stock returns with multivariate LSTGARCH models," Post-Print halshs-00403720, HAL.
  82. Gilles Dufrénot & Vêlayoudom Marimoutou & Anne Peguin-Feissolle, 2001. "Modeling volatilities with LSTGARCH models : application to US, UK and France stock returns," Post-Print halshs-00403735, HAL.
  83. Gilles Dufrénot & Valérie Mignon & Théo Naccache, "undated". "The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy”," Discussion Papers 09/03, University of Nottingham, CREDIT.
  1. Dufrénot, Gilles & Khayat, Guillaume A., 2017. "Monetary Policy Switching In The Euro Area And Multiple Steady States: An Empirical Investigation," Macroeconomic Dynamics, Cambridge University Press, vol. 21(05), pages 1175-1188, July.
  2. Dufrénot Gilles & Jawadi Fredj, 2017. "Introduction: recent developments of switching models for financial data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 1-2, February.
  3. Célimène, Fred & Dufrénot, Gilles & Mophou, Gisèle & N'Guérékata, Gaston, 2016. "Tax evasion, tax corruption and stochastic growth," Economic Modelling, Elsevier, vol. 52(PA), pages 251-258.
  4. Dufrénot, Gilles & Gente, Karine & Monsia, Frédia, 2016. "Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 123-146.
  5. Dufrénot, Gilles & Jawadi, Fredj, 2016. "Advances and challenges in decision-making, monetary policy and financial markets," Economic Modelling, Elsevier, vol. 52(PA), pages 1-2.
  6. Gilles Dufrénot, 2016. "L'Amérique latine dans la globalisation financière : a-t-on appris des crises passées ?," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 61-77.
  7. Gilles Dufrénot & Aurélia Jambois & Laurine Jambois & Guillaume Khayat, 2016. "Regime-Dependent Fiscal Multipliers in the United States," Open Economies Review, Springer, vol. 27(5), pages 923-944, November.
  8. Carine Bouthevillain & Gilles Dufrénot, 2016. "Fiscal policies enhancing growth in Europe: does one size fit all?," Oxford Economic Papers, Oxford University Press, vol. 68(4), pages 1146-1165.
  9. Agnello, Luca & Dufrénot, Gilles & Sousa, Ricardo M., 2015. "Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain," Economic Modelling, Elsevier, vol. 44(C), pages 358-362.
  10. Fadia Al Hajj & Gilles Dufrénot & Kimiko Sugimoto & Romain Wolf, 2015. "Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa," The Developing Economies, Institute of Developing Economies, vol. 53(4), pages 237-271, December.
  11. Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014. "Global Imbalances And Financial Sector Instabilities: Introduction," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 1-2, January.
  12. Dufrénot, Gilles & Keddad, Benjamin, 2014. "Business cycles synchronization in East Asia: A Markov-switching approach," Economic Modelling, Elsevier, vol. 42(C), pages 186-197.
  13. Gilles Dufrenot & Adelya Ospanova & Alain Sand-Zantman, 2014. "A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process," Economic Change and Restructuring, Springer, vol. 47(1), pages 1-39, February.
  14. Vladimir Borgy & Carine Bouthevillain & Claude Diebolt & Gilles Dufrénot, 2014. "New tools to assess fiscal and financial vulnerabilities in advanced economies," Applied Economics, Taylor & Francis Journals, vol. 46(6), pages 587-588, February.
  15. Marcel Aloy & Gilles Dufrénot & Anne Péguin-Feissolle, 2014. "Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II," Applied Economics, Taylor & Francis Journals, vol. 46(6), pages 629-637, February.
  16. Dufrénot, Gilles & Keddad, Benjamin, 2014. "Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 17-32.
  17. Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014. "MANAGING THE FRAGILITY OF THE EUROZONE BY PAUL De GRAUWE," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 3-11, January.
  18. Dufrénot, Gilles & Jawadi, Fredj, 2013. "Computational tools in econometric modeling for macroeconomics and finance," Economic Modelling, Elsevier, vol. 34(C), pages 1-4.
  19. Gilles Dufrénot & Kimiko Sugimoto, 2013. "West African Single Currency and Competitiveness," Review of Development Economics, Wiley Blackwell, vol. 17(4), pages 763-777, November.
  20. Agnello, Luca & Dufrénot, Gilles & Sousa, Ricardo M., 2013. "Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices," Economic Modelling, Elsevier, vol. 34(C), pages 25-36.
  21. Aloy Marcel & Tong Charles Lai & Peguin-Feissolle Anne & Dufrénot Gilles, 2013. "A smooth transition long-memory model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 281-296, May.
  22. Gilles Dufrénot & Valérie Mignon & Théo Naccache, 2012. "Testing Catching-Up Between The Developing Countries: “Growth Resistance” And Sometimes “Growth Tragedy”," Bulletin of Economic Research, Wiley Blackwell, vol. 64(4), pages 470-508, October.
  23. Bouthevillain, C. & Borgy, V. & Dufrenot, G., 2012. "Indicateurs de vulnérabilité macroéconomiques et financiers dans les économies avancées. Synthèse d’une conférence organisée à Strasbourg les 13 et 14 septembre 2012," Bulletin de la Banque de France, Banque de France, issue 190, pages 135-142.
  24. C. Bouthevillain. & V. Borgy. & G. Dufrenot., 2012. "Macroeconomic and financial vulnerability indicators in advanced economies Summary of the conference of 13-14 September 2012 organised by the Banque de France and the University of Strasbourg," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 28, pages 101-109, Winter.
  25. Dufrénot, Gilles & Malik, Sheheryar, 2012. "The changing role of house price dynamics over the business cycle," Economic Modelling, Elsevier, vol. 29(5), pages 1960-1967.
  26. Dufrénot, Gilles & Mignon, Valérie & Péguin-Feissolle, Anne, 2011. "The effects of the subprime crisis on the Latin American financial markets: An empirical assessment," Economic Modelling, Elsevier, vol. 28(5), pages 2342-2357, September.
  27. Gilles Dufrénot, 2011. "Monetary autonomy in the West African countries: What do the policy rules tell us?," Journal of International Development, John Wiley & Sons, Ltd., vol. 23(1), pages 63-81, January.
  28. Gilles Dufrénot & Philippe Frouté & Christophe Schalck, 2011. "Les comportements d'emprunt des régions françaises. Quel degré d'hétérogénéité ?," Revue économique, Presses de Sciences-Po, vol. 62(5), pages 919-940.
  29. Carine Bouthevillain & Gilles Dufrénot, 2011. "Are the effects of fiscal changes different in times of crisis and non crisis? The French case," Revue d'économie politique, Dalloz, vol. 121(3), pages 371-407.
  30. Olivier Damette & Gilles Dufrénot & Philippe Frouté, 2011. "L'impact des fondamentaux macroéconomiques sur les spreads souverains de la zone euro est-il influencé par les réformes financières ?," Revue économique, Presses de Sciences-Po, vol. 62(6), pages 1135-1145.
  31. Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2011. "Les effets de la crise des subprimes sur le marché financier mexicain," Revue économique, Presses de Sciences-Po, vol. 62(3), pages 461-470.
  32. Carine Bouthevillain & Gilles Dufrénot & Pierre Jaillet, 2011. "New Challenges for Public Debt in Advanced Economies," Revue économique, Presses de Sciences-Po, vol. 62(6), pages 971-974.
  33. Carine Bouthevillain & Gilles Dufrénot & Pierre Jaillet, 2011. "Nouveaux défis pour la dette publique dans les pays avancés," Revue économique, Presses de Sciences-Po, vol. 62(6), pages 965-969.
  34. Benjamin Carton & Agnès Bénassy-Quéré & Gilles Dufrénot & Loïc Batté, 2010. "Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa," Journal of African Economies, Centre for the Study of African Economies (CSAE), vol. 19(5), pages 657-690, November.
  35. Gilles Dufrenot & Valerie Mignon & Charalambos Tsangarides, 2010. "The trade-growth nexus in the developing countries: a quantile regression approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(4), pages 731-761, December.
  36. Bouthevillain, C. & Dufrénot, G. & Frouté, P. & Paul, L., 2010. "Nouveaux défis pour la dette publique dans les pays avancés : synthèse du colloque tenu à Strasbourg les 16 et 17 septembre 2010," Bulletin de la Banque de France, Banque de France, issue 182, pages 87-94.
  37. Bouthevillain, C. & Dufrénot, G. & Frouté, P. & Paul, L., 2010. "New challenges for public debt in advanced economies Summary of the conference held in Strasbourg on 16-17 September 2010," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 20, pages 95-107, Winter.
  38. Abdoulaye Diop & Gilles Dufrénot & Gilles Sanon, 2010. "Is Per Capita Growth in Africa Hampered by Poor Governance and Weak Institutions? An Empirical Study on the ECOWAS Countries," African Development Review, African Development Bank, vol. 22(2), pages 265-275.
  39. Gilles Dufrenot & Valerie Mignon & Anne Peguin-Feissolle, 2010. "Testing the finance-growth link: is there a difference between developed and developing countries?," Economics Bulletin, AccessEcon, vol. 30(3), pages 1794-1807.
  40. Gilles DUFRÉNOT, 2009. "Credit Policy Stress In The West African Economic And Monetary Union," The Developing Economies, Institute of Developing Economies, vol. 47(4), pages 410-435.
  41. Andreou, Irène & Dufrénot, Gilles, 2009. "A Forewarning Indicator System for Financial Crises: the Case of Six Central and Eastern European Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 87-115.
  42. Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle, 2008. "A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t," Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 225-241, April.
  43. 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, January.
  44. 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.
  45. Gilles Dufrenot & Dominique Guegan & Anne Peguin-Feissolle, 2008. "Changing-regime volatility: a fractionally integrated SETAR model," Applied Financial Economics, Taylor & Francis Journals, vol. 18(7), pages 519-526.
  46. Gilles J. Dufrénot, 2007. "Macroeconomic policies in the Franc Zone, by David Fielding (Basingstoke: Palgrave Macmillan, 2005, pp. 240)," Journal of International Development, John Wiley & Sons, Ltd., vol. 19(3), pages 447-448.
  47. Gilles Dufrenot & Laurent Mathieu & Valerie Mignon & Anne Peguin-Feissolle, 2006. "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Applied Economics, Taylor & Francis Journals, vol. 38(2), pages 203-229.
  48. Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005. "Modelling squared returns using a SETAR model with long-memory dynamics," Economics Letters, Elsevier, vol. 86(2), pages 237-243, February.
  49. Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005. "Long-memory dynamics in a SETAR model - applications to stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 391-406, December.
  50. Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Péguin-Feissolle, 2004. "Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?," Revue économique, Presses de Sciences-Po, vol. 55(3), pages 449-458.
  51. Gilles Dufrénot & Velayoudom Marimoutou & Anne Péguin-Feissolle, 2004. "Modeling the volatility of the US SαP 500 index using an LSTGARCH model," Revue d'économie politique, Dalloz, vol. 114(4), pages 453-465.
  52. Valerie Mignon & Gilles Dufrenot & Slim Chaouachi, 2004. "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-11.
  53. 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.
  54. Valerie Mignon & Gilles Dufrenot, 2004. "Modeling the French Consumption Function Using SETAR Models," Economics Bulletin, AccessEcon, vol. 3(20), pages 1-16.
  55. Gilles Dufrénot & Valérie Mignon, 2002. "La cointégration non linéaire : une note méthodologique," Économie et Prévision, Programme National Persée, vol. 155(4), pages 117-137.
  56. Jérôme Drunat & Gilles Dufrenot & Laurent Mathieu, 1994. "Les théories explicatives du taux de change : de Cassel au début des années quatre-vingt," Revue Française d'Économie, Programme National Persée, vol. 9(3), pages 53-111.
  57. Dufrenot Gilles & Mathieu Laurent, 1994. "Methods In Economics: Testing For Linearity," Journal des Economistes et des Etudes Humaines, De Gruyter, vol. 5(2-3), pages 1-16, June.
  1. Marcel Aloy & Gilles Dufrénot, 2015. "A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis," International Symposia in Economic Theory and Econometrics,in: Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, volume 24, pages 419-449 Emerald Publishing Ltd.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 42 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-EEC: European Economics (12) 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2007-09-16 2008-01-26 2008-06-13 2009-04-05 2010-10-23 2014-04-11 2014-04-18. Author is listed
  2. NEP-IFN: International Finance (11) 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2007-04-28 2007-09-16 2008-01-26 2008-06-13 2010-04-04 2010-12-23. Author is listed
  3. NEP-CBA: Central Banking (10) 2007-04-28 2007-09-16 2008-06-13 2009-04-05 2009-04-13 2010-08-21 2010-10-23 2014-01-24 2014-04-11 2014-04-18. Author is listed
  4. NEP-MAC: Macroeconomics (10) 2003-09-08 2003-09-08 2004-12-20 2009-04-13 2011-04-30 2013-01-19 2013-09-25 2014-01-24 2014-01-24 2014-04-11. Author is listed
  5. NEP-TRA: Transition Economics (9) 2003-09-08 2003-09-08 2003-09-08 2004-12-20 2007-09-16 2008-01-26 2008-06-13 2011-04-30 2014-01-24. Author is listed
  6. NEP-ETS: Econometric Time Series (7) 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2005-10-22 2013-01-07. Author is listed
  7. NEP-MON: Monetary Economics (7) 2003-09-08 2008-06-13 2009-04-13 2010-04-04 2014-01-24 2014-04-11 2014-04-18. Author is listed
  8. NEP-DEV: Development (4) 2008-02-23 2009-01-03 2009-04-13 2010-11-27
  9. NEP-PBE: Public Economics (4) 2010-08-21 2010-08-21 2013-05-19 2013-08-23
  10. NEP-RMG: Risk Management (4) 2003-09-08 2003-09-08 2010-07-31 2010-12-23
  11. NEP-AFR: Africa (3) 2009-04-13 2010-04-04 2014-01-24
  12. NEP-CMP: Computational Economics (3) 2010-10-23 2011-04-30 2014-01-24
  13. NEP-ECM: Econometrics (3) 2003-09-08 2007-04-28 2013-01-07
  14. NEP-FDG: Financial Development & Growth (3) 2008-02-23 2009-01-03 2013-05-19
  15. NEP-FMK: Financial Markets (3) 2008-01-26 2008-02-23 2014-02-02
  16. NEP-HIS: Business, Economic & Financial History (3) 2007-09-16 2012-07-23 2012-07-23
  17. NEP-IUE: Informal & Underground Economics (3) 2013-05-19 2013-08-23 2016-10-16
  18. NEP-OPM: Open Economy Macroeconomics (3) 2008-06-13 2009-04-13 2013-09-25
  19. NEP-PUB: Public Finance (3) 2012-07-23 2013-05-19 2013-08-23
  20. NEP-BAN: Banking (2) 2010-07-31 2011-04-30
  21. NEP-BEC: Business Economics (2) 2011-01-03 2013-09-25
  22. NEP-CWA: Central & Western Asia (2) 2011-04-30 2014-01-24
  23. NEP-FIN: Finance (2) 2003-09-08 2005-10-22
  24. NEP-SEA: South East Asia (2) 2013-09-25 2014-02-02
  25. NEP-URE: Urban & Real Estate Economics (2) 2011-01-03 2014-01-24
  26. NEP-DGE: Dynamic General Equilibrium (1) 2009-04-13
  27. NEP-GEO: Economic Geography (1) 2010-08-21
  28. NEP-GER: German Papers (1) 2014-04-11
  29. NEP-INT: International Trade (1) 2009-04-05
  30. NEP-LAM: Central & South America (1) 2013-09-25
  31. NEP-LTV: Unemployment, Inequality & Poverty (1) 2013-09-25
  32. NEP-NEU: Neuroeconomics (1) 2013-09-25
  33. NEP-ORE: Operations Research (1) 2013-08-23
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