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Valérie Mignon

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First Name:Valérie
Middle Name:
Last Name:Mignon
Suffix:
RePEc Short-ID:pmi86
http://economix.fr
University of Paris Ouest EconomiX 200 avenue de la Republique 92001 Nanterre Cedex France
Nanterre, France
http://economix.fr/

:

200 Avenue de la République, Bât. G - 92001 Nanterre Cedex
RePEc:edi:modemfr (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. Virginie Coudert & Valérie Mignon, 2016. "Reassessing the empirical relationship between the oil price and the dollar," EconomiX Working Papers 2016-2, University of Paris West - Nanterre la Défense, EconomiX.
  2. Nicolas Boitout & Imane El Ouadghiri & Valérie Mignon, 2016. "On the impact of macroeconomic news surprises on Treasury-bond returns," Post-Print hal-01386014, HAL.
  3. Antonia Lopez-Villavicencio & Valérie Mignon, 2016. "Exchange Rate Pass-through in Emerging Countries: Do the Inflation Environment, Monetary Policy Regime and Institutional Quality Matter?," Working Papers 2016-07, CEPII research center.
  4. Emmanuel Hache & Déborah Leboullenger & Valérie Mignon, 2016. "Beyond average energy consumption in the French residential housing market: A household classification approach," EconomiX Working Papers 2016-6, University of Paris West - Nanterre la Défense, EconomiX.
  5. Valérie Mignon, 2016. "La frontière a-t-elle un rôle économique ?," Post-Print hal-01386093, HAL.
  6. Dramane Coulibaly & Blaise Gnimassoun & Valérie Mignon, 2016. "Growth-enhancing effect of openness to trade and migrations: What is the effective transmission channel for Africa?," EconomiX Working Papers 2016-39, University of Paris West - Nanterre la Défense, EconomiX.
  7. Antonia López-Villavicencio & Valérie Mignon, 2015. "Instability of the Inflation–Output Trade-Off and Time-Varying Price Rigidity," Post-Print halshs-01232492, HAL.
  8. Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Working Papers 2015-18, CEPII research center.
  9. Blaise Gnimassoun & Valérie Mignon, 2015. "How do macroeconomic imbalances interact? Evidence from a panel VAR analysis," Post-Print hal-01385961, HAL.
  10. Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2015. "Does the volatility of commodity prices reflect macroeconomic uncertainty?," EconomiX Working Papers 2015-7, University of Paris West - Nanterre la Défense, EconomiX.
  11. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2015. "On the impact of volatility on the real exchange rate - terms of trade nexus: Revisiting commodity currencies," Post-Print hal-01385992, HAL.
  12. Blaise Gnimassoun & Valérie Mignon, 2015. "Persistence of current-account disequilibria and real exchange-rate misalignments," Post-Print hal-01385952, HAL.
  13. Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2015. "Towards Greater Diversification in Central Bank Reserves," EconomiX Working Papers 2015-34, University of Paris West - Nanterre la Défense, EconomiX.
  14. Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2014. "Explaining US employment growth after the Great Recession: the role of output-employment non-linearities," Post-Print hal-01385949, HAL.
  15. Imane El Ouadghiri & Valerie Mignon & Nicolas Boitout, 2014. "On the impact of macroeconomic news surprises on Treasury-bond yields," EconomiX Working Papers 2014-20, University of Paris West - Nanterre la Défense, EconomiX.
  16. Vincent Bouvatier & Antonia Lopez Villavicencio & Valérie Mignon, 2014. "Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality," Post-Print hal-01385908, HAL.
  17. Jean-Pierre Allegret & Valérie Mignon & Audrey Sallenave, 2014. "Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies," Working Papers 2014-01, CEPII research center.
  18. Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2014. "Uncertainty transmission in commodity markets," Post-Print hal-01386090, HAL.
  19. Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2013. "Post-recession US employment through the lens of a non-linear Okun," Post-Print hal-01386100, HAL.
  20. Antonia López-Villavicencio & Valérie Mignon, 2013. "Nonlinearity of the inflation-output trade-off and time-varying price rigidity," Working Papers 2013-02, CEPII research center.
  21. Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2013. "Post-recession US employment through the lens of a non-linear Okun’s law," EconomiX Working Papers 2013-12, University of Paris West - Nanterre la Défense, EconomiX.
  22. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2013. "Les mésalignements de taux de change réels à l’intérieur de la zone euro," Post-Print hal-01385869, HAL.
  23. Blaise Gnimassoun & Valérie Mignon, 2013. "How Macroeconomic Imbalances Interact? Evidence from a Panel VAR Analysis," Working Papers 2013-42, CEPII research center.
  24. Blaise Gnimasoun & Valérie Mignon, 2013. "Current-account adjustments and exchange-rate misalignments," EconomiX Working Papers 2013-31, University of Paris West - Nanterre la Défense, EconomiX.
  25. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2013. "On the Impact of Oil Price Volatility on the Real Exchange Rate - Terms of Trade Nexus : Revisiting Commodity Currencies," Working Papers 2013-40, CEPII research center.
  26. Jean-Pierre Allegret & Cécile Couharde & Dramane Coulibaly & Valérie Mignon, 2013. "Current Accounts and Oil Price Fluctuations in Oil-Exporting Countries: the Role of Financial Development," Working Papers 2013-19, CEPII research center.
  27. Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," EconomiX Working Papers 2012-42, University of Paris West - Nanterre la Défense, EconomiX.
  28. Vincent Bouvatier & Antonia Lopez Villavicencio & Valérie Mignon, 2012. "Does the banking sector structure matter for credit procyclicality," Post-Print hal-01385821, HAL.
  29. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2012. "On currency misalignments within the euro area," Working Papers 2012-07, CEPII research center.
  30. Anna Creti & Pierre-André Jouvet & Valérie Mignon, 2012. "Les déterminants des prix du carbone : une comparaison entre les phases I et II," Post-Print hal-01385817, HAL.
  31. Cécile Couharde & Issiaka Coulibaly & David Guerreiro & Valérie Mignon, 2012. "Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?," EconomiX Working Papers 2012-34, University of Paris West - Nanterre la Défense, EconomiX.
  32. Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2012. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky," Working Papers CEB 12-003, ULB -- Universite Libre de Bruxelles.
  33. David Guerreiro & Marc Joëts & Valérie Mignon, 2012. "Is price dynamics homogeneous across Eurozone countries?," EconomiX Working Papers 2012-4, University of Paris West - Nanterre la Défense, EconomiX.
  34. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2012. "Pegging emerging currencies in the face of dollar swings," Working Papers 2012-21, CEPII research center.
  35. Vincent Bouvatier & Antonia López-Villavicencio & Valérie Mignon, 2011. "On the link between credit procyclicality and bank competition," EconomiX Working Papers 2011-2, University of Paris West - Nanterre la Défense, EconomiX.
  36. Anna Creti & Pierre-André Jouvet & Valérie Mignon, 2011. "Carbon Price Drivers: Phase I Versus Phase II Equilibrium?," Working Papers 2011-09, CEPII research center.
  37. 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.
  38. Vincent Brémond & Emmanuel Hache & Valérie Mignon, 2011. "Does OPEC still exist as a cartel? An empirical investigation," EconomiX Working Papers 2011-5, University of Paris West - Nanterre la Défense, EconomiX.
  39. Virginie Coudert & Valérie Mignon, 2011. "The “Forward Premium Puzzle” and the Sovereign Default Risk," Working Papers 2011-17, CEPII research center.
  40. David Guerreiro & Valérie Mignon, 2011. "On price convergence in Eurozone," EconomiX Working Papers 2011-34, University of Paris West - Nanterre la Défense, EconomiX.
  41. Marc Joëts & Valérie Mignon, 2011. "On the link between forward energy prices: A nonlinear panel cointegration approach," EconomiX Working Papers 2011-25, University of Paris West - Nanterre la Défense, EconomiX.
  42. Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2011. "Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy," EconomiX Working Papers 2011-20, University of Paris West - Nanterre la Défense, EconomiX.
  43. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010. "Exchange Rate Flexibility Across Financial Crises," Working Papers 2010-08, CEPII research center.
  44. Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010. "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649944, HAL.
  45. Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2010. "On the complementarity of equilibrium exchange-rate approaches," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634789, HAL.
  46. 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.
  47. Sophie Béreau & Antonia Lopez Villavicencio & Valérie Mignon, 2009. "Currency Misalignments and Growth: a New Look Using Nonlinear Panel Data Methods," Working Papers 2009-17, CEPII research center.
  48. Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say?," Working Papers 2009-01, CEPII research center.
  49. Agnès Bénassy-Quéré & Valérie Mignon & Sophie Béreau, 2009. "Robust estimations of equilibrium exchange rates within the G20: a panel BEER approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634794, HAL.
  50. Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2009. "The Dollar in the Turmoil," Working Papers 2009-08, CEPII research center.
  51. Agnès Bénassy-Quéré & Valérie Mignon & Sophie Béreau, 2009. "Taux de change d'équilibre : une question d'horizon," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634795, HAL.
  52. 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.
  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. Antonia López-Villavicencio & Valérie Mignon, 2009. "On Equilibrium Exchange Rates: Is Emerging Asia Different?," Working Papers 2009-38, CEPII research center.
  55. Agnès Bénassy-Quéré & Valérie Mignon & Amina Lahrèche, 2008. "Is Asia responsible for exchange-rate misalignments within the G20?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634797, HAL.
  56. François Lescaroux & Valérie Mignon, 2008. "On the Influence of Oil Prices on Economic Activity and Other Macroeconomic and Financial Variables," Working Papers 2008-05, CEPII research center.
  57. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2008. "Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies," Working Papers 2008-32, CEPII research center.
  58. Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2008. "Euro-dollar : le face-à-face," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00687456, HAL.
  59. Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2008. "Equilibrium Exchange Rates: a Guidebook for the Euro-Dollar Rate," Working Papers 2008-02, CEPII research center.
  60. Sophie Béreau & Antonia Lopez Villavicencio & Valérie Mignon, 2008. "Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling," Working Papers 2008-23, CEPII research center.
  61. 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.
  62. Virginie Coudert & Valérie Mignon & Alexis Penot, 2008. "Oil Price and the Dollar," Post-Print halshs-00353404, HAL.
  63. Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2008. "How Robust are Estimated Equilibrium Exchange Rates? A Panel BEER Approach," Working Papers 2008-01, CEPII research center.
  64. Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2008. "Taux de change de l'euro : perspectives à moyen et long termes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685869, HAL.
  65. 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.
  66. Agnès Bénassy-Quéré & Valérie Mignon, 2007. "Monetary and financial integration in Asia: introduction," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00687470, HAL.
  67. 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.
  68. Emmanuel Dubois & Jérôme Hericourt & Valérie Mignon, 2007. "Costs and Benefits of Euro Membership: a Counterfactual Analysis," Working Papers 2007-17, CEPII research center.
  69. Christophe Hurlin & Valérie Mignon, 2007. "Second Generation Panel Unit Root Tests," Working Papers halshs-00159842, HAL.
  70. vladimir Borgy & Valérie Mignon, 2006. "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Working Papers 2006-25, CEPII research center.
  71. Agnès Bénassy-Quéré & Amina Lahrèche-Révil & Valérie Mignon, 2006. "World Consistent Equilibrium Exchange Rates," Working Papers 2006-20, CEPII research center.
  72. Christophe Hurlin & Valérie Mignon, 2006. "Une Synthèse des Tests de Racine Unitaire sur Données de Panel," Post-Print halshs-00078770, HAL.
  73. Christophe Hurlin & Valérie Mignon, 2006. "Une synthèse des tests de cointégration sur données de panel," Working Papers halshs-00070887, HAL.
  74. Christophe Hurlin & V. Mignon, 2005. "Une Synthèse des Tests de Racine Unitaire en sur Données de Panel," Post-Print halshs-00257324, HAL.
  75. Agnès Bénassy-Quéré & Valérie Mignon & Alexis Penot, 2005. "China and the Relationship Between the Oil Price and the Dollar," Working Papers 2005-16, CEPII research center.
  76. 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.
  77. 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.
  78. Agnès Bénassy-Quéré & Pascale Duran-Vigneron & Amina Lahrèche-Revil & Mignon, Valerie, 2004. "Burden Sharing and Exchange-Rate Misalignments within the Group of Twenty," Working Papers 2004-13, CEPII research center.
  79. 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.
  80. 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.
  81. 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.
  82. S.Lardic & V. Mignon, 2003. "Robert F. Engle etW.J. Granger : Prix Nobel d'économie 2003," THEMA Working Papers 2003-44, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  83. S. Chaouachi & G. Dufrenot & V.Mignon, 2003. "Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," THEMA Working Papers 2003-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  84. S. Lardic & V. Mignon, 2003. "The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study," THEMA Working Papers 2003-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  85. 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.
  86. 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.
  87. S. Lardic & V. Mignon & F. Murtin, 2003. "Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth," THEMA Working Papers 2003-08, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  88. E. Dubois & S. Lardic & V. Mignon, 2003. "The exact maximum likelihood-based test for fractional cointegration: critical values, power and size," THEMA Working Papers 2003-26, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  89. S. Lardic & V. Mignon, 2002. "Term premium and long-range dependence in volatility : A FIGARCH-M estimation on some Asian countries," THEMA Working Papers 2002-26, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  90. S. Lardic & V. Mignon, 2002. "Analyse intraquotidienne de l'impact des "news" sur le marché boursier français," THEMA Working Papers 2002-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  91. S. Lardic & V. Mignon, 2002. "Modeling long-range dependence in European time-varying term premia," THEMA Working Papers 2002-27, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  92. S. Lardic & V. Mignon, 2002. "Fractional cointegration and term structure of interest rates," THEMA Working Papers 2002-28, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  93. Gilles Dufrénot & Valérie Mignon & Théo Naccache, . "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. Imane El Ouadghiri & Valérie Mignon & Nicolas Boitout, 2016. "On the impact of macroeconomic news surprises on Treasury-bond returns," Annals of Finance, Springer, vol. 12(1), pages 29-53, February.
  2. Gnimassoun, Blaise & Mignon, Valérie, 2016. "How Do Macroeconomic Imbalances Interact? Evidence From A Panel Var Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 20(07), pages 1717-1741, October.
  3. Coudert, Virginie & Couharde, Cécile & Mignon, Valérie, 2015. "On the impact of volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 110-127.
  4. Allegret, Jean-Pierre & Mignon, Valérie & Sallenave, Audrey, 2015. "Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies," Economic Modelling, Elsevier, vol. 49(C), pages 232-247.
  5. Blaise Gnimassoun & Valérie Mignon, 2015. "Persistence of Current-account Disequilibria and Real Exchange-rate Misalignments," Review of International Economics, Wiley Blackwell, vol. 23(1), pages 137-159, 02.
  6. Antonia López-Villavicencio & Valérie Mignon, 2015. "Instability of the Inflation–Output Trade-Off and Time-Varying Price Rigidity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(5), pages 634-654, October.
  7. Chinn, Menzie & Ferrara, Laurent & Mignon, Valérie, 2014. "Explaining US employment growth after the great recession: The role of output–employment non-linearities," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 118-129.
  8. Allegret, Jean-Pierre & Couharde, Cécile & Coulibaly, Dramane & Mignon, Valérie, 2014. "Current accounts and oil price fluctuations in oil-exporting countries: The role of financial development," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 185-201.
  9. Bouvatier, Vincent & López-Villavicencio, Antonia & Mignon, Valérie, 2014. "Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality," Economic Modelling, Elsevier, vol. 37(C), pages 127-136.
  10. V. Coudert & C. Couharde & V. Mignon, 2013. "Pegging emerging currencies in the face of dollar swings," Applied Economics, Taylor & Francis Journals, vol. 45(36), pages 5076-5085, December.
  11. Creti, Anna & Joëts, Marc & Mignon, Valérie, 2013. "On the links between stock and commodity markets' volatility," Energy Economics, Elsevier, vol. 37(C), pages 16-28.
  12. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2013. "On Currency Misalignments within the Euro Area," Review of International Economics, Wiley Blackwell, vol. 21(1), pages 35-48, 02.
  13. Coudert, Virginie & Mignon, Valérie, 2013. "The “forward premium puzzle” and the sovereign default risk," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 491-511.
  14. Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon, 2013. "Introduction: Recent international macroeconomic and financial issues," International Economics, CEPII research center, issue 133, pages 1-7.
  15. Guerreiro, David & Mignon, Valérie, 2013. "On price convergence in Eurozone," Economic Modelling, Elsevier, vol. 34(C), pages 42-51.
  16. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2013. "Les mésalignements de taux de change réels à l'intérieur de la zone euro," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 35-56.
  17. Couharde, Cécile & Coulibaly, Issiaka & Guerreiro, David & Mignon, Valérie, 2013. "Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 428-441.
  18. Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Finance, Presses universitaires de Grenoble, vol. 34(1), pages 7-41.
  19. Sophie Béreau & Antonia López Villavicencio & Valérie Mignon, 2012. "Currency misalignments and growth: a new look using nonlinear panel data methods," Applied Economics, Taylor & Francis Journals, vol. 44(27), pages 3503-3511, September.
  20. Mignon, Valérie & Guerreiro, David & Joëts, Marc, 2012. "Is Price Dynamics Homogeneous Across Eurozone Countries?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 27, pages 609-632.
  21. Creti, Anna & Jouvet, Pierre-André & Mignon, Valérie, 2012. "Carbon price drivers: Phase I versus Phase II equilibrium?," Energy Economics, Elsevier, vol. 34(1), pages 327-334.
  22. Anna Creti & Pierre-André Jouvet & Valérie Mignon, 2012. "Les déterminants des prix du carbone. Une comparaison entre les phases I et II," Revue économique, Presses de Sciences-Po, vol. 63(3), pages 601-610.
  23. Bouvatier, Vincent & López-Villavicencio, Antonia & Mignon, Valérie, 2012. "Does the banking sector structure matter for credit procyclicality?," Economic Modelling, Elsevier, vol. 29(4), pages 1035-1044.
  24. Joëts, Marc & Mignon, Valérie, 2012. "On the link between forward energy prices: A nonlinear panel cointegration approach," Energy Economics, Elsevier, vol. 34(4), pages 1170-1175.
  25. 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.
  26. Brémond, Vincent & Hache, Emmanuel & Mignon, Valérie, 2012. "Does OPEC still exist as a cartel? An empirical investigation," Energy Economics, Elsevier, vol. 34(1), pages 125-131.
  27. 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.
  28. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2011. "Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies," The World Economy, Wiley Blackwell, vol. 34(9), pages 1557-1592, 09.
  29. Bénassy-Quéré, Agnès & Lahrèche-Révil, Amina & Mignon, Valérie, 2011. "World-consistent equilibrium exchange rates," Journal of the Japanese and International Economies, Elsevier, vol. 25(2), pages 12-32, June.
  30. Coudert, Virginie & Couharde, Cécile & Mignon, Valérie, 2011. "Exchange rate volatility across financial crises," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3010-3018, November.
  31. López-Villavicencio, Antonia & Mignon, Valérie, 2011. "On the impact of inflation on output growth: Does the level of inflation matter?," Journal of Macroeconomics, Elsevier, vol. 33(3), pages 455-464, September.
  32. 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.
  33. Virginie Coudert & Valérie Mignon, 2011. "Quelques éléments empiriques sur la crise financière récente," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 21-40.
  34. Valérie Mignon, 2011. "Recent developments on commodity, energy and carbon markets: an introduction," International Economics, CEPII research center, issue 126-127, pages 5–12.
  35. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2011. "L'impact des crises financières globales sur les marchés des changes des pays émergents," Revue économique, Presses de Sciences-Po, vol. 62(3), pages 451-460.
  36. 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.
  37. 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.
  38. Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010. "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 477-487.
  39. Béreau, Sophie & Villavicencio, Antonia López & Mignon, Valérie, 2010. "Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling," Economic Modelling, Elsevier, vol. 27(1), pages 404-416, January.
  40. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010. "Taux de change des pays exportateurs de matières premières. L'importance des termes de l'échange et de la monnaie d'ancrage," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 499-509.
  41. Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2010. "On the Complementarity of Equilibrium Exchange-Rate Approaches," Review of International Economics, Wiley Blackwell, vol. 18(4), pages 618-632, 09.
  42. Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2009. "Taux de change d'équilibre. Une question d'horizon," Revue économique, Presses de Sciences-Po, vol. 60(3), pages 657-666.
  43. Vladimir Borgy & Valérie Mignon, 2009. "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Économie et Prévision, Programme National Persée, vol. 187(1), pages 105-121.
  44. Bénassy-Quéré, Agnès & Béreau, Sophie & Mignon, Valérie, 2009. "The dollar in the turmoil," Journal of the Japanese and International Economies, Elsevier, vol. 23(4), pages 427-436, December.
  45. Valérie Mignon, 2009. "Les liens entre les fluctuations du prix du pétrole et du taux de change du dollar," Revue d'Économie Financière, Programme National Persée, vol. 94(1), pages 187-195.
  46. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2009. "Terms of Trade and Exchange Rates: a Relationship Complicated by Anchor Policies," La Lettre du CEPII, CEPII research center, issue 285.
  47. Francois Lescaroux & Valerie Mignon, 2009. "Measuring The Effects Of Oil Prices On China'S Economy: A Factor-Augmented Vector Autoregressive Approach," Pacific Economic Review, Wiley Blackwell, vol. 14(3), pages 410-425, 08.
  48. Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2009. "Robust Estimations Of Equilibrium Exchange Rates Within The G20: A Panel Beer Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 56(5), pages 608-633, November.
  49. Emmanuel Dubois & Jerome Hericourt & Valerie Mignon, 2009. "What if the euro had never been launched? A counterfactual analysis of the macroeconomic impact of euro membership," Economics Bulletin, AccessEcon, vol. 29(3), pages 2241-2255.
  50. 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, 01.
  51. Agnès Bénassy-Quéré & Amina lahrèche-Révil & Valérie Mignon, 2008. "Is Asia Responsible For Exchange Rate Misalignments Within The G20?," Pacific Economic Review, Wiley Blackwell, vol. 13(1), pages 46-61, 02.
  52. 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.
  53. Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2008. "Euro-Dollar: Face-to-Face," La Lettre du CEPII, CEPII research center, issue 279.
  54. François Lescaroux & Valérie Mignon, 2008. "Déterminants du prix du pétrole et impacts sur l'économie," Revue Française d'Économie, Programme National Persée, vol. 23(2), pages 179-214.
  55. Lardic, Sandrine & Mignon, Valérie, 2008. "Oil prices and economic activity: An asymmetric cointegration approach," Energy Economics, Elsevier, vol. 30(3), pages 847-855, May.
  56. François Lescaroux & Valérie Mignon, 2008. "On the influence of oil prices on economic activity and other macroeconomic and financial variables ," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 32(4), pages 343-380, December.
  57. Valérie Mignon & Christophe Hurlin, 2007. "Une synthèse des tests de cointégration sur données de panel," Économie et Prévision, Programme National Persée, vol. 180(4), pages 241-265.
  58. Benassy-Quere, Agnes & Mignon, Valerie & Penot, Alexis, 2007. "China and the relationship between the oil price and the dollar," Energy Policy, Elsevier, vol. 35(11), pages 5795-5805, November.
  59. Agnes Benassy-Quere & Valerie Mignon, 2007. "Monetary and Financial Integration in Asia: Introduction," Economie Internationale, CEPII research center, issue 111, pages 5-8.
  60. Benassy-Quere, Agnes & Coeure, Benoit & Mignon, Valerie, 2006. "On the identification of de facto currency pegs," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 112-127, March.
  61. 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.
  62. Lardic, Sandrine & Mignon, Valerie, 2006. "The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration," Energy Policy, Elsevier, vol. 34(18), pages 3910-3915, December.
  63. Sandrine Lardic & Valérie Mignon, 2005. "Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue," Revue d'économie politique, Dalloz, vol. 115(1), pages 129-160.
  64. Agnès Bénassy-Quéré & Valérie Mignon, 2005. "Pétrole et dollar : un jeu à double sens," La Lettre du CEPII, CEPII research center, issue 250.
  65. Valérie Mignon & Christophe Hurlin, 2005. "Une synthèse des tests de racine unitaire sur données de panel," Économie et Prévision, Programme National Persée, vol. 169(3), pages 253-294.
  66. Sandrine Lardic & Valérie Mignon, 2004. "Introduction générale : l'importance des non linéarités sur les marchés financiers," Revue d'économie politique, Dalloz, vol. 114(4), pages 439-451.
  67. Valerie Mignon & Sandrine Lardic, 2004. "The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study," Economics Bulletin, AccessEcon, vol. 3(21), pages 1-16.
  68. Sandrine Lardic & Valérie Mignon, 2004. "Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003," Revue d'économie politique, Dalloz, vol. 114(1), pages 1-15.
  69. Emmanuel Dubois & Sandrine Lardic & Valérie Mignon, 2004. "The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size," Computational Economics, Springer;Society for Computational Economics, vol. 24(3), pages 239-255, July.
  70. 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.
  71. Sandrine Lardic & Valérie Mignon, 2004. "Fractional cointegration and the term structure," Empirical Economics, Springer, vol. 29(4), pages 723-736, December.
  72. Agnès Bénassy-Quéré & Amina Lahrèche-Révil & Valérie Mignon, 2004. "Le yuan et le G20," Revue d'Économie Financière, Programme National Persée, vol. 77(4), pages 127-146.
  73. Agnès Bénassy-Quéré & Amina Lahrèche-Révil & Valérie Mignon, 2004. "Le dollar dans le G20," La Lettre du CEPII, CEPII research center, issue 238.
  74. Valerie Mignon & Gilles Dufrenot, 2004. "Modeling the French Consumption Function Using SETAR Models," Economics Bulletin, AccessEcon, vol. 3(20), pages 1-16.
  75. 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.
  76. 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.
  77. Valerie Mignon & Sandrine Lardic, 2003. "Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries," Economics Bulletin, AccessEcon, vol. 3(14), pages 1-10.
  78. Valérie Mignon & Sandrine Lardic, 2003. "Cointégration fractionnaire entre la consommation et le revenu," Économie et Prévision, Programme National Persée, vol. 158(2), pages 123-142.
  79. Sandrine Lardic & Valérie Mignon, 2002. "Étude d’événements sur données intraquotidiennes françaises : les réactions des actionnaires aux annonces," Revue d'Économie Financière, Programme National Persée, vol. 66(2), pages 335-340.
  80. Gilles Dufrénot & Valérie Mignon, 2002. "La cointégration non linéaire : une note méthodologique," Économie et Prévision, Programme National Persée, vol. 155(4), pages 117-137.
  81. Sandrine Lardic & Valérie Mignon, 1999. "Prévision ARFIMA des taux de change : les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ?," Annals of Economics and Statistics, GENES, issue 54, pages 47-68.
  82. Valérie Mignon, 1998. "Méthodes d'estimation de l'exposant de Hurst. Application aux rentabilités boursières," Économie et Prévision, Programme National Persée, vol. 132(1), pages 193-214.
  83. Sandrine Lardic & Valérie Mignon & Claude Jessua, 1996. "Les tests de mémoire longue appartiennent-ils au "camp du démon" ?," Revue Économique, Programme National Persée, vol. 47(3), pages 531-540.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 66 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-OPM: Open Economy Macroeconomics (22) 2009-01-03 2010-01-23 2010-05-15 2011-11-07 2012-03-14 2012-05-02 2012-07-01 2012-07-08 2012-09-30 2012-11-11 2013-07-15 2013-10-11 2013-10-11 2013-10-18 2013-12-15 2014-02-08 2014-02-08 2014-02-08 2014-03-22 2015-10-25 2015-12-20 2016-05-08. Author is listed
  2. NEP-MON: Monetary Economics (18) 2003-09-08 2007-12-01 2008-06-07 2009-04-18 2010-05-15 2012-03-14 2012-05-02 2012-07-01 2012-07-08 2012-09-30 2012-11-11 2013-10-11 2013-10-18 2013-12-20 2015-12-01 2015-12-20 2016-04-09 2016-05-08. Author is listed
  3. NEP-ENE: Energy Economics (17) 2005-12-20 2008-06-07 2011-02-26 2011-05-07 2011-09-22 2011-12-19 2013-07-15 2013-10-11 2013-12-15 2014-02-08 2014-02-08 2014-03-22 2015-10-25 2015-12-20 2016-01-03 2016-02-04 2016-02-23. Author is listed
  4. NEP-CBA: Central Banking (14) 2006-12-16 2007-12-01 2008-06-07 2008-06-07 2009-01-03 2009-04-18 2010-05-15 2011-02-05 2012-09-30 2013-10-11 2013-10-18 2015-12-01 2016-04-09 2016-05-08. Author is listed
  5. NEP-MAC: Macroeconomics (13) 2003-09-08 2007-12-01 2012-07-01 2013-03-02 2013-03-16 2013-06-04 2013-12-20 2014-04-18 2015-03-27 2015-03-27 2016-04-09 2016-05-08 2016-11-13. Author is listed
  6. NEP-IFN: International Finance (12) 2003-09-08 2003-09-08 2003-09-08 2004-11-07 2006-12-16 2008-06-07 2008-06-07 2009-01-03 2009-04-18 2010-01-23 2010-02-05 2010-05-15. Author is listed
  7. NEP-EEC: European Economics (9) 2003-09-08 2003-09-08 2003-09-08 2007-12-01 2008-06-07 2011-12-13 2012-03-14 2012-07-01 2014-02-08. Author is listed
  8. NEP-INT: International Trade (6) 2009-04-05 2013-12-15 2014-02-08 2014-02-08 2014-03-22 2016-11-20. Author is listed
  9. NEP-ETS: Econometric Time Series (5) 2003-09-08 2003-09-08 2003-09-08 2003-09-08 2009-01-03. Author is listed
  10. NEP-EUR: Microeconomic European Issues (5) 2011-05-07 2011-12-19 2012-03-14 2012-07-01 2016-02-23. Author is listed
  11. NEP-FMK: Financial Markets (5) 2005-12-20 2008-02-23 2008-06-07 2011-11-07 2014-04-18. Author is listed
  12. NEP-DEV: Development (4) 2008-02-23 2009-01-03 2010-11-27 2016-11-20
  13. NEP-AFR: Africa (3) 2012-07-08 2012-09-30 2016-11-27
  14. NEP-BAN: Banking (3) 2010-07-31 2011-02-05 2011-04-30
  15. NEP-FDG: Financial Development & Growth (3) 2008-02-23 2009-01-03 2010-01-23
  16. NEP-CWA: Central & Western Asia (2) 2011-02-26 2011-09-22
  17. NEP-ECM: Econometrics (2) 2006-06-17 2011-06-25
  18. NEP-ENV: Environmental Economics (2) 2011-05-07 2011-12-19
  19. NEP-FOR: Forecasting (2) 2013-05-24 2013-06-04
  20. NEP-LAB: Labour Economics (2) 2013-05-24 2013-06-04
  21. NEP-MIC: Microeconomics (2) 2011-02-05 2011-05-07
  22. NEP-MIG: Economics of Human Migration (2) 2016-11-20 2016-11-27
  23. NEP-TRA: Transition Economics (2) 2003-09-08 2005-12-20
  24. NEP-ARA: MENA - Middle East & North Africa (1) 2011-02-26
  25. NEP-BEC: Business Economics (1) 2005-12-20
  26. NEP-CNA: China (1) 2005-12-20
  27. NEP-COM: Industrial Competition (1) 2011-02-05
  28. NEP-EFF: Efficiency & Productivity (1) 2016-11-20
  29. NEP-HME: Heterodox Microeconomics (1) 2011-02-26
  30. NEP-MST: Market Microstructure (1) 2014-04-18
  31. NEP-PKE: Post Keynesian Economics (1) 2016-05-08
  32. NEP-RMG: Risk Management (1) 2010-07-31
  33. NEP-SEA: South East Asia (1) 2005-12-20
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