Jean-François Carpantier
(Jean-Francois Carpantier)

Personal Details

First Name:	Jean-Francois
Middle Name:
Last Name:	Carpantier
Suffix:
RePEc Short-ID:	pca590
	https://sites.google.com/site/econojfc/
Terminal Degree:	2012 Center for Operations Research and Econometrics (CORE); Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM); Université Catholique de Louvain (from RePEc Genealogy)

Affiliation

Université Catholique Louvain (University Catholique Louvain)

http://www.uclouvain.be
Belgium, Louvain-la-Neuve

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Jean-François Carpantier & Wessel N. Vermeulen, 2021. "Success And Failures Of SWFS On The Macroeconomic Performance, Time-Varying Objectives And First Liquidations Of Sovereign Wealth Funds," LIDAM Discussion Papers IRES 2021006, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

   Cited by:

   1. Coutinho, Leonor & Georgiou, Dimitrios & Heracleous, Maria & Michaelides, Alexander & Tsani, Stella, 2022. "Limiting fiscal procyclicality: Evidence from resource-dependent countries," Economic Modelling, Elsevier, vol. 106(C).

2. Jean-François Carpantier, 2020. "Anything but gold. The golden constant revisited," LIDAM Discussion Papers IRES 2020036, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
   • Carpantier, Jean-François, 2021. "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, vol. 24(C).

   Cited by:

   1. Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2022. "Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications," Energy Economics, Elsevier, vol. 105(C).
   2. Depren, Özer & Kartal, Mustafa Tevfik & Kılıç Depren, Serpil, 2021. "Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkey's monetary policy measures with selected determinants," Technological Forecasting and Social Change, Elsevier, vol. 170(C).

3. Jean-François Carpantier, 2020. "Commodity Prices in Empirical Research," Working Papers hal-02497404, HAL.
   • Jean-François Carpantier, 2021. "Commodity Prices in Empirical Research," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 199-227, Springer.
   • Jean-François Carpantier, 2019. "Commodity Prices In Empirical Research," LIDAM Discussion Papers IRES 2020021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

   Cited by:

   1. Carpantier, Jean-François, 2021. "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, vol. 24(C).
      • Jean-François Carpantier, 2020. "Anything but gold. The golden constant revisited," LIDAM Discussion Papers IRES 2020036, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
   2. Vincent Bodart & Jean-François Carpantier, 2020. "Currency Crises In Emerging Countries: The Commodity Factor," LIDAM Discussion Papers IRES 2021003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

4. Vincent Bodart & Jean-François Carpantier, 2019. "Currency Collapses and Output Dynamics in Commodity Dependent Countries," LIDAM Discussion Papers IRES 2019011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
   • Bodart, V. & Carpantier, J.-F., 2020. "Currency collapses and output dynamics in commodity dependent countries," Emerging Markets Review, Elsevier, vol. 42(C).

   Cited by:

   1. Vincent Bodart & François Courtoy & Erica Perego, 2021. "World interest rates and macroeconomic adjustments in developing commodity producing countries," LIDAM Discussion Papers IRES 2021002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • Vincent Bodart & François Courtoy & Erica Perego, 2021. "World Interest Rates and Macroeconomic Adjustments in Developing Commodity Producing Countries," Working Papers 2021-01, CEPII research center.
   2. Zuzana Rowland & George Lazaroiu & Ivana Podhorská, 2020. "Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate," Risks, MDPI, vol. 9(1), pages 1-21, December.
   3. Vincent Bodart & Jean-François Carpantier, 2020. "Currency Crises In Emerging Countries: The Commodity Factor," LIDAM Discussion Papers IRES 2021003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

5. Jeanne Amar & Jean-Francois Carpantier & Christelle Lecourt, 2018. "GCC Sovereign Wealth Funds: Why do they Take Control?," Working Papers halshs-01936882, HAL.
   • Amar, J. & Lecourt, C. & Carpantier, J.F., 2022. "GCC Sovereign Wealth Funds: Why do they take control?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
   • Jeanne Amar & Jean-François Carpantier & Christelle Lecourt, 2018. "GCC Sovereign Wealth Funds: Why do they Take Control?," AMSE Working Papers 1835, Aix-Marseille School of Economics, France.

   Cited by:

   1. Evren Tok, 2020. "The Incentives and Efforts for Innovation and Entrepreneurship in a Resource-Based Economy: A Survey on Perspective of Qatari Residents," Sustainability, MDPI, vol. 12(2), pages 1-20, January.

6. CARPANTIER Jean-François & OLIVERA Javier & VAN KERM Philippe, 2017. "Macroprudential Policy and Household Wealth Inequality," LISER Working Paper Series 2017-09, Luxembourg Institute of Socio-Economic Research (LISER).
   • Carpantier, Jean-Francois & Olivera, Javier & Van Kerm, Philippe, 2018. "Macroprudential policy and household wealth inequality," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 262-277.
   • Jean-Francois Carpantier & Javier Olivera & Philippe Van Kerm, 2017. "Macroprudential policy and household wealth inequality," Working Papers 442, ECINEQ, Society for the Study of Economic Inequality.
   • Jean-Francois Carpantier & Javier Olivera Angulo & Philippe Van Kerm, 2017. "Macroprudential policy and household wealth inequality," Working Papers of Department of Economics, Leuven 584609, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
   • Jean-Francois Carpantier & Javier Olivera & Philippe van Kerm, 2018. "Macroprudential policy and household wealth inequality," Post-Print hal-01795052, HAL.
   • Jean-Francois Carpantier & Olivera Javier & van Kerm Philippe, 2017. "Macroprudential Policy and Household Wealth Inequality," Working Papers hal-01821126, HAL.

   Cited by:

   1. James B. Davies & Nicole M. Fortin & Thomas Lemieux, 2017. "Wealth inequality: Theory, measurement and decomposition," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1224-1261, December.
      • James B. Davies & Nicole M. Fortin & Thomas Lemieux, 2017. "Wealth inequality: Theory, measurement and decomposition," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1224-1261, December.
   2. Ruben Tarne & Dirk Bezemer & Thomas Theobald, 2021. "The Effect of borrower-specific Loan-to-Value policies on household debt, wealth inequality and consumption volatility," FMM Working Paper 70-2021, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
      • Ruben Tarne & Dirk Bezemer & Thomas Theobald, 2021. "The Effect of borrower-specific Loan-to-Value policies on household debt, wealth inequality and consumption volatility," IMK Working Paper 212-2021, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
   3. Gerba, Eddie & Katsoulis, Petros, 2021. "The repo market under Basel III," Bank of England working papers 954, Bank of England.
   4. Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2018. "Effects of bank capital requirement tightenings on inequality," Discussion Papers 54/2018, Deutsche Bundesbank.
      • Sandra Eickmeier & Benedikt Kolb & Esteban Prieto, 2018. "Effects of bank capital requirement tightenings on inequality," CAMA Working Papers 2018-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
   5. Chrysovalantis Gaganis & Emilios Galariotis & Fotios Pasiouras & Christos Staikouras, 2021. "Macroprudential regulations and bank profit efficiency: international evidence," Journal of Regulatory Economics, Springer, vol. 59(2), pages 136-160, April.
      • Chrysovalantis Gaganis & Emilios Galariotis & Fotios Pasiouras & Christos Staikouras, 2021. "Macroprudential regulations and bank profit efficiency: international evidence," Post-Print hal-03101692, HAL.
   6. Lindokuhle Talent Zungu & Lorraine Greyling & Nkanyiso Mbatha, 2022. "Nonlinear Dynamics of the Development-Inequality Nexus in Emerging Countries: The Case of a Prudential Policy Regime," Economies, MDPI, vol. 10(5), pages 1-18, May.
   7. Orsetta Causa & Nicolas Woloszko & David Leite, 2020. "Housing, Wealth Accumulation and Wealth Distribution: Evidence and Stylized Facts," LWS Working papers 30, LIS Cross-National Data Center in Luxembourg.
   8. Panagiotis Konstantinou & Anastasios Rizos & Artemis Stratopoulou, 2022. "Macroprudential policies and income inequality in former transition economies," Economic Change and Restructuring, Springer, vol. 55(2), pages 1005-1062, May.
   9. D'Orazio, Paola, 2019. "Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability," Economic Modelling, Elsevier, vol. 82(C), pages 308-331.
   10. Marina Kunovac, 2020. "Distribution of household assets in Croatia," Public Sector Economics, Institute of Public Finance, vol. 44(3), pages 265-297.
   11. Madeira, Carlos, 2021. "The potential impact of financial portability measures on mortgage refinancing: Evidence from Chile," Journal of International Money and Finance, Elsevier, vol. 117(C).
       • Carlos Madeira, 2020. "The potential impact of financial portability measures on mortgage refinancing: Evidence from Chile," Working Papers Central Bank of Chile 894, Central Bank of Chile.
   12. Pierre Monnin, 2017. "Monetary Policy, Macroprudential Regulation and Inequality," Discussion Notes 1702, Council on Economic Policies.
   13. Tarne, Ruben & Bezemer, Dirk & Theobald, Thomas, 2022. "The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
   14. Lindokuhle Talent Zungu & Lorraine Greyling, 2022. "Exploring the Dynamic Shock of Unconventional Monetary Policy Channels on Income Inequality: A Panel VAR Approach," Social Sciences, MDPI, vol. 11(8), pages 1-22, August.

7. Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015. "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE 2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   • Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 162-182, April.
   • Luc BAUWENS & Jean-François CARPENTIER & Arnaud DUFAYS, 2017. "Autoregressive moving average infinite hidden Markov-switching models," LIDAM Reprints CORE 2836, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   • Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print hal-01795051, HAL.

   Cited by:

   1. Jean HINDRIKS & Yukihiro NISHIMURA, 2016. "Equilibrium Leadership in Tax Competiton Models with Capital Ownership: A Rejoinder," LIDAM Reprints CORE 2758, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Jean Hindriks & Yukihiro Nishimura, 2017. "Equilibrium leadership in tax competition models with capital ownership: a rejoinder," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(2), pages 338-349, April.
      • Hindriks, J. & Nishimura, Y., 2015. "Equilibrium Leadership in Tax Competition Models with Capital Ownership: A Rejoinder," LIDAM Discussion Papers CORE 2015021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   2. Mengheng Li & Ivan Mendieta-Munoz, 2019. "The multivariate simultaneous unobserved components model and identification via heteroskedasticity," Working Paper Series 2019/08, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
      • Ivan Mendieta-Munoz & Mengheng Li, 2019. "The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity," Working Paper Series, Department of Economics, University of Utah 2019_06, University of Utah, Department of Economics.
   3. Maheu, John M & Song, Yong, 2017. "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper 79211, University Library of Munich, Germany.
      • John M. Maheu & Yong Song, 2018. "An efficient Bayesian approach to multiple structural change in multivariate time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 251-270, March.
   4. Hou, Chenghan, 2017. "Infinite hidden markov switching VARs with application to macroeconomic forecast," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1025-1043.
   5. Jin, Xin & Maheu, John M. & Yang, Qiao, 2022. "Infinite Markov pooling of predictive distributions," Journal of Econometrics, Elsevier, vol. 228(2), pages 302-321.
   6. Chiara Lattanzi & Manuele Leonelli, 2019. "A changepoint approach for the identification of financial extreme regimes," Papers 1902.09205, arXiv.org.
   7. DESCHAMPS, Philippe J., 2016. "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE 2016050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   8. Vrins, F. & Jeanblanc, M., 2015. "The [phi]-Martingale," LIDAM Discussion Papers CORE 2015022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   9. Dufays, A. & Rombouts, V., 2015. "Sparse Change-Point Time Series Models," LIDAM Discussion Papers CORE 2015032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   10. Luo, Jiawen & Ji, Qiang & Klein, Tony & Todorova, Neda & Zhang, Dayong, 2020. "On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks," Energy Economics, Elsevier, vol. 89(C).
   11. Arnaud Dufays & Zhuo Li & Jeroen V.K. Rombouts & Yong Song, 2021. "Sparse change‐point VAR models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(6), pages 703-727, September.
   12. Yong Song & Tomasz Wo'zniak, 2020. "Markov Switching," Papers 2002.03598, arXiv.org.
   13. Luo, Jiawen & Klein, Tony & Ji, Qiang & Hou, Chenghan, 2022. "Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models," International Journal of Forecasting, Elsevier, vol. 38(1), pages 51-73.
   14. Graziano Moramarco, 2021. "Optimal Regime-Switching Density Forecasts," Papers 2110.13761, arXiv.org.
   15. Didier Nibbering & Richard Paap & Michel van der Wel, 2016. "A Bayesian Infinite Hidden Markov Vector Autoregressive Model," Tinbergen Institute Discussion Papers 16-107/III, Tinbergen Institute, revised 13 Oct 2017.
   16. Balandraud, Eric & Queyranne, Maurice & Tardella, Fabio, 2015. "Largest minimally inversion-complete and pair-complete sets of permutations," LIDAM Discussion Papers CORE 2015009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   17. I. G. Ukpong & K. G. Balcombe & I. M. Fraser & F. J. Areal, 2019. "Preferences for Mitigation of the Negative Impacts of the Oil and Gas Industry in the Niger Delta Region of Nigeria," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 74(2), pages 811-843, October.
   18. Didier Nibbering, 2019. "A High-dimensional Multinomial Choice Model," Monash Econometrics and Business Statistics Working Papers 19/19, Monash University, Department of Econometrics and Business Statistics.

8. J-F Carpantier & W N Vermeulen, 2014. "Emergence of Sovereign Wealth Funds," OxCarre Working Papers 148, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
   • Carpantier, J.-F. & Vermeulen, W.N., 2018. "Emergence of sovereign wealth funds," Journal of Commodity Markets, Elsevier, vol. 11(C), pages 1-21.
   • J.-F. Carpantier & W.N. Vermeulen, 2018. "Emergence of sovereign wealth funds," Post-Print hal-01794951, HAL.
   • Jean-François Carpantier & Wessel N. Vermeulen, 2014. "Emergence of Sovereign Wealth Funds," DEM Discussion Paper Series 14-25, Department of Economics at the University of Luxembourg.

   Cited by:

   1. Jeanne Amar & Jean-François Carpantier & Christelle Lecourt, 2018. "GCC Sovereign Wealth Funds: Why do they Take Control?," AMSE Working Papers 1835, Aix-Marseille School of Economics, France.
      • Amar, J. & Lecourt, C. & Carpantier, J.F., 2022. "GCC Sovereign Wealth Funds: Why do they take control?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
      • Jeanne Amar & Jean-Francois Carpantier & Christelle Lecourt, 2018. "GCC Sovereign Wealth Funds: Why do they Take Control?," Working Papers halshs-01936882, HAL.
   2. Jeanne Amar & Christelle Lecourt & Valerie Kinon, 2018. "Is the emergence of new sovereign wealth funds a fashion phenomenon?," Post-Print hal-01897050, HAL.
      • Jeanne Amar & Christelle Lecourt & Valerie Kinon, 2018. "Is the emergence of new sovereign wealth funds a fashion phenomenon?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(4), pages 835-873, November.
   3. Grira, Jocelyn, 2020. "Back to government ownership: The Sovereign Wealth Funds phenomenon," Finance Research Letters, Elsevier, vol. 34(C).
   4. Megginson, William L. & Gao, Xuechen, 2020. "The state of research on sovereign wealth funds," Global Finance Journal, Elsevier, vol. 44(C).
   5. Gouett, Matthew, 2020. "New wealth, New wisdom: Updating the narrative of sovereign wealth fund creation," Resources Policy, Elsevier, vol. 65(C).
   6. Cody D. Eldredge, 2019. "Capability and need: A framework for understanding why states create sovereign wealth funds," The World Economy, Wiley Blackwell, vol. 42(5), pages 1495-1519, May.
   7. Heffron, Raphael J, 2018. "The application of distributive justice to energy taxation utilising sovereign wealth funds," Energy Policy, Elsevier, vol. 122(C), pages 649-654.

9. Jacques Drèze & Alain Durré & Jean-François Carpantier, 2014. "Fiscal Integration and Growth Stimulation in Europe," Post-Print hal-01821135, HAL.
   • Jacques Drèze & Alain Durré & Jacques Drèze & Jean-François Carpantier, 2014. "Fiscal Integration and Growth Stimulation in Europe," Recherches économiques de Louvain, De Boeck Université, vol. 80(2), pages 5-45.
   • DREZE, Jacques & DURRE, Alain, 2013. "Fiscal integration and growth stimulation in Europe," LIDAM Discussion Papers CORE 2013013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

   Cited by:

   1. Jorg Bibow, 2013. "Lost at Sea: The Euro Needs a Euro Treasury," Economics Working Paper Archive wp_780, Levy Economics Institute.
      • Jörg Bibow, 2013. "Lost at Sea:The Euro Needs a Euro Treasury," FMG Special Papers sp227, Financial Markets Group.
      • Jörg Bibow, 2013. "Lost at Sea: The Euro Needs a Euro Treasury," IMK Studies 35-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.

10. Vincent Bodart & Jean-François Carpantier, 2014. "Real Exchange Rates and Skills," DEM Discussion Paper Series 14-03, Department of Economics at the University of Luxembourg.
    • Bodart, Vincent & Carpantier, Jean-François, 2016. "Real exchange rates and skills," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 305-319.
    • Vincent Bodart & Jean-François Carpantier, 2016. "Real exchange rates and skills," Post-Print hal-01821128, HAL.
    • Vincent Bodart & Jean-François Carpantier, 2014. "Real Exchange Rates and Skills," Working Papers hal-01821133, HAL.
    • Vincent BODART & Jean-François CARPANTIER, 2014. "Real Exchange Rates and Skills," LIDAM Discussion Papers IRES 2014005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Jean-François Carpantier, 2019. "Commodity Prices In Empirical Research," LIDAM Discussion Papers IRES 2020021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
       • Jean-François Carpantier, 2021. "Commodity Prices in Empirical Research," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 199-227, Springer.
       • Jean-François Carpantier, 2020. "Commodity Prices in Empirical Research," Working Papers hal-02497404, HAL.
    2. Noel GASTON & YOSHIMI Taiyo, 2020. "Heterogenous Job Separations and the Balassa-Samuelson Effect," Discussion papers 20032, Research Institute of Economy, Trade and Industry (RIETI).

11. CARPANTIER, Jean-François & DUFAYS, Arnaud, 2014. "Specific Markov-switching behaviour for ARMA parameters," LIDAM Discussion Papers CORE 2014014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Jean-François Carpantier & Arnaud Dufays, 2014. "Specific Markov-switching behaviour for ARMA parameters," Working Papers hal-01821134, HAL.
    • Jean-François Carpantier, 2014. "Specific Markov-switching behaviour for ARMA parameters," DEM Discussion Paper Series 14-07, Department of Economics at the University of Luxembourg.

    Cited by:

    1. John M. Maheu & Qiao Yang, 2015. "An Infinite Hidden Markov Model for Short-term Interest Rates," Working Paper series 15-05, Rimini Centre for Economic Analysis.
       • Maheu, John M. & Yang, Qiao, 2016. "An infinite hidden Markov model for short-term interest rates," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 202-220.
       • Maheu, John M & Yang, Qiao, 2015. "An Infinite Hidden Markov Model for Short-term Interest Rates," MPRA Paper 62408, University Library of Munich, Germany.
    2. Jia Liu & John M. Maheu, 2018. "Improving Markov switching models using realized variance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 297-318, April.
       • Liu, Jia & Maheu, John M, 2015. "Improving Markov switching models using realized variance," MPRA Paper 71120, University Library of Munich, Germany.

12. Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2013. "Real exchange rates, commodity prices and structural factors in developing countries," DEM Discussion Paper Series 13-09, Department of Economics at the University of Luxembourg.
    • Bodart, Vincent & Candelon, Bertrand & Carpantier, Jean-Francois, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 264-284.
    • Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Post-Print hal-01821129, HAL.
    • Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2013. "Real exchange rates, commodity prices and structural factors in developing countries," Working Papers hal-01821142, HAL.
    • Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," LIDAM Discussion Papers IRES 2011045, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • Bertrand Candelon, 2014. "Real Exchange rates, commodity prices and structural factors in developing countries," Working Papers 2014-46, Department of Research, Ipag Business School.
    • Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," Working Papers hal-01821154, HAL.

    Cited by:

    1. Arezki, Rabah & Dumitrescu, Elena & Freytag, Andreas & Quintyn, Marc, 2014. "Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization," Emerging Markets Review, Elsevier, vol. 19(C), pages 96-105.
       • Mr. Rabah Arezki & Ms. Elena Dumitrescu & Mr. Andreas Freytag & Mr. Marc G Quintyn, 2012. "Commodity Prices and Exchange Rate Volatility: Lessons from South Africa’s Capital Account Liberalization," IMF Working Papers 2012/168, International Monetary Fund.
    2. Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," EconomiX Working Papers 2016-35, University of Paris Nanterre, EconomiX.
       • Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuation in diversified economies: The case of Canada," Working Papers of BETA 2016-41, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
       • Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2017. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," International Economics, CEPII research center, issue 152, pages 63-78.
       • Gnimassoun, Blaise & Joëts, Marc & Razafindrabe, Tovonony, 2017. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," International Economics, Elsevier, vol. 152(C), pages 63-78.
       • Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2017. "On the link between current account and oil price fluctuations in diversified economies : The case of Canada," Post-Print halshs-01615104, HAL.
       • Blaise Gnimassoun & Marc Joets & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuation in diversified economies: The case of Canada," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2016-08, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
    3. Vincent Bodart & Jean-François Carpantier, 2019. "Currency Collapses and Output Dynamics in Commodity Dependent Countries," LIDAM Discussion Papers IRES 2019011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
       • Bodart, V. & Carpantier, J.-F., 2020. "Currency collapses and output dynamics in commodity dependent countries," Emerging Markets Review, Elsevier, vol. 42(C).
    4. Jean-François Carpantier, 2019. "Commodity Prices In Empirical Research," LIDAM Discussion Papers IRES 2020021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
       • Jean-François Carpantier, 2021. "Commodity Prices in Empirical Research," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 199-227, Springer.
       • Jean-François Carpantier, 2020. "Commodity Prices in Empirical Research," Working Papers hal-02497404, HAL.
    5. Krzysztof Drachal, 2018. "Exchange Rate and Oil Price Interactions in Selected CEE Countries," Economies, MDPI, vol. 6(2), pages 1-21, May.
    6. Aktolkin Abubakirova & Lyazzat Kudabayeva & Gulnar Abdulina & Aliya Zurbayeva & Indira Tazhiyeva, 2021. "Analysis of the Asymmetric Relationship between Oil Prices and Real Effective Exchange Rate in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 345-351.
    7. Tran, Thi Anh-Dao & Phi, Minh Hong & Thai, Long, 2020. "Global value chains and the missing link between exchange rates and export diversification," International Economics, Elsevier, vol. 164(C), pages 194-205.
    8. Ewees, Ahmed A. & Elaziz, Mohamed Abd & Alameer, Zakaria & Ye, Haiwang & Jianhua, Zhang, 2020. "Improving multilayer perceptron neural network using chaotic grasshopper optimization algorithm to forecast iron ore price volatility," Resources Policy, Elsevier, vol. 65(C).
    9. Dongwon Lee & Yu-chin Chen, 2014. "What Makes a Commodity Currency?," Working Papers 201420, University of California at Riverside, Department of Economics.
    10. Fernandes, Leonardo H.S. & Araújo, Fernando H.A., 2020. "Taxonomy of commodities assets via complexity-entropy causality plane," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
    11. Yıldırım, Durmuş Çağrı & Erdoğan, Fatma & Tarı, Elif Nur, 2022. "Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies," Resources Policy, Elsevier, vol. 76(C).
    12. Adedoyin Isola Lawal, 2023. "The Nexus between Economic Growth, Energy Consumption, Agricultural Output, and CO 2 in Africa: Evidence from Frequency Domain Estimates," Energies, MDPI, vol. 16(3), pages 1-27, January.
    13. Ernesto R. Gantman & Marcelo P. Dabós, 2018. "Does trade openness influence the real effective exchange rate? New evidence from panel time-series," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 9(1), pages 91-113, March.
    14. Salisu, Afees A. & Adekunle, Wasiu & Alimi, Wasiu A. & Emmanuel, Zachariah, 2019. "Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries," Resources Policy, Elsevier, vol. 62(C), pages 33-56.
    15. Antonia Arsova, 2019. "Exchange rate pass-through to import prices in Europe: A panel cointegration approach," Working Paper Series in Economics 384, University of Lüneburg, Institute of Economics.
    16. Antonia Arsova, 2021. "Exchange rate pass-through to import prices in Europe: a panel cointegration approach," Empirical Economics, Springer, vol. 61(1), pages 61-100, July.
    17. Chiang, Shu-Mei & Chen, Chun-Da & Huang, Chien-Ming, 2019. "Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 37-48.
    18. Wang, Wenhao & Cheung, Yin-Wong, 2023. "Commodity price effects on currencies," Journal of International Money and Finance, Elsevier, vol. 130(C).
        • Yin-Wong Cheung & Wenhao Wang, 2022. "Commodity Price Effects on Currencies," CESifo Working Paper Series 9967, CESifo.
    19. Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018. "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers 055, Centre for Econometric and Allied Research, University of Ibadan.
    20. Alameer, Zakaria & Elaziz, Mohamed Abd & Ewees, Ahmed A. & Ye, Haiwang & Jianhua, Zhang, 2019. "Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm," Resources Policy, Elsevier, vol. 61(C), pages 250-260.
    21. Tiwari, Aviral Kumar & Trabelsi, Nader & Alqahtani, Faisal & Bachmeier, Lance, 2019. "Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches," Energy Economics, Elsevier, vol. 81(C), pages 1011-1028.
    22. Tamru, Seneshaw & Minten, Bart & Swinnen, Johan F.M., 2019. "Trade, value chains, and rent distribution with foreign exchange controls: Coffee exports in Ethiopia," ESSP working papers 136, International Food Policy Research Institute (IFPRI).
        • Seneshaw Tamru & Bart Minten & Johan Swinnen, 2021. "Trade, value chains, and rent distribution with foreign exchange controls: Coffee exports in Ethiopia," Agricultural Economics, International Association of Agricultural Economists, vol. 52(1), pages 81-95, January.
    23. Jin, Jiayu & Han, Liyan & Xu, Yang, 2022. "Does the SDR stabilize investing in commodities?," International Review of Economics & Finance, Elsevier, vol. 81(C), pages 160-172.
    24. Rodrigo da Silva Souza & Leonardo B. de Mattos & João E. de Lima, 2021. "Commodity prices and the Brazilian real exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3152-3172, April.
    25. Aleksander Olstad & George Filis & Stavros Degiannakis, 2021. "Oil and currency volatilities: Co‐movements and hedging opportunities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2351-2374, April.
    26. Vincent Bodart & François Courtoy & Erica Perego, 2021. "World interest rates and macroeconomic adjustments in developing commodity producing countries," LIDAM Discussion Papers IRES 2021002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
        • Vincent Bodart & François Courtoy & Erica Perego, 2021. "World Interest Rates and Macroeconomic Adjustments in Developing Commodity Producing Countries," Working Papers 2021-01, CEPII research center.
    27. Thi Anh-Dao Tran & Minh Hong Phi & Long Thai, 2020. "Global value chains and the missing link between exchange rates and export diversification," Post-Print halshs-02972341, HAL.
    28. Vincent Bodart & Jean-François Carpantier, 2020. "Currency Crises In Emerging Countries: The Commodity Factor," LIDAM Discussion Papers IRES 2021003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    29. Chen, Yu-chin & Lee, Dongwon, 2018. "Market power, inflation targeting, and commodity currencies," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 122-139.
    30. Ahmed, Abdullahi D. & Mmolainyane, Kelesego K., 2014. "Financial integration, capital market development and economic performance: Empirical evidence from Botswana," Economic Modelling, Elsevier, vol. 42(C), pages 1-14.
    31. Yépez, Carlos & Dzikpe, Francis, 2022. "Accounting for real exchange rates in emerging economies: The role of commodity prices," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 476-492.

13. Jean-François Carpantier & Christelle Sapata, 2013. "An Ex-Post View of Inequality of Opportunity in France and its Regions," Post-Print hal-01821138, HAL.
    • Jean-François Carpantier & Christelle Sapata, 2013. "An Ex-Post View of Inequality of Opportunity in France and its Regions," Journal of Labor Research, Springer, vol. 34(3), pages 281-311, September.
    • Jean-François Carpantier & Christelle Sapata, 2012. "An ex-post view of inequality of opportunity in France and its regions," Working Papers wpdea1211, Department of Applied Economics at Universitat Autonoma of Barcelona.
    • Jean-François Carpantier & Christelle Sapata, 2012. "An ex-post view of inequality of opportunity in France and its regions," Working Papers hal-01821151, HAL.

    Cited by:

    1. Zulfiya Fanurovna Ibragimova & Marina Valeryevna Frants, 2020. "Inequality of Opportunities: The Role of the Spatial Factor," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 4, pages 44-67.
    2. Aristizábal-Ramírez, María & Canavire Bacarreza, Gustavo J. & Jetter, Michael, 2015. "Income Inequality in Bolivia, Colombia, and Ecuador: Different Reasons," IZA Discussion Papers 9210, Institute of Labor Economics (IZA).
    3. Jeffrey Zax, 2016. "Provincial valuations of human capital in urban China, inter-regional inequality and the implicit value of a Guangdong hukou," ERSA conference papers ersa16p693, European Regional Science Association.
    4. Andrew J. Hussey & Michael Jetter & Dianne McWilliam, 2021. "The Fundamental Determinants of Economic Inequality in Average Income Across Countries: The Declining Role of Political Institutions," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 67(1), pages 104-133, March.
    5. Andrew J. Hussey & Michael Jetter & Dianne McWilliam, 2017. "Explaining Inequality Between Countries: The Declining Role of Political Institutions," CESifo Working Paper Series 6320, CESifo.

14. Jean-François Carpantier & Christelle Sapata, 2013. "Empirical Welfare Analysis: When Preferences Matter," DEM Discussion Paper Series 13-11, Department of Economics at the University of Luxembourg.
    • Jean-François Carpantier & Christelle Sapata, 2016. "Empirical welfare analysis: when preferences matter," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 46(3), pages 521-542, March.
    • Jean-François Carpantier & Christelle Sapata, 2013. "Empirical Welfare Analysis: When Preferences Matter," Working Papers hal-01821143, HAL.
    • Jean-François Carpantier & Christelle Sapata, 2013. "Empirical Welfare Analysis: When Preferences Matter," Working Papers wpdea1304, Department of Applied Economics at Universitat Autonoma of Barcelona.
    • Jean-François Carpantier & Christelle Sapata, 2016. "Empirical welfare analysis: when preferences matter," Post-Print hal-01821127, HAL.
    • Jean-François Carpantier & Christelle Sapata, 2013. "Empirical Welfare Analysis: When Preferences Matter," Working Papers hal-01821140, HAL.

    Cited by:

    1. Harun Onder & Pierre Pestieau & Gregory Ponthiere, 2019. "Equivalent income versus equivalent lifetime: does the metric matter?," Erudite Working Paper 2019-05, Erudite.
       • Harun Onder & Pierre Pestieau & Grégory Ponthière, 2019. "Equivalent income versus equivalent lifetime: does the metric matter?," Working Papers halshs-02187803, HAL.
       • Harun Onder & Pierre Pestieau & Grégory Ponthière, 2019. "Equivalent income versus equivalent lifetime: does the metric matter?," PSE Working Papers halshs-02187803, HAL.
    2. Picchio, Matteo & Valletta, Giacomo, 2015. "Welfare Evaluation of the 1986 Tax Reform for Married Couples in the United States," IZA Discussion Papers 9378, Institute of Labor Economics (IZA).
       • Matteo PICCHIO & Giacomo VALLETTA, 2016. "A Welfare Evaluation of the 1986 Tax Reform for Married Couples in the United States," Working Papers 415, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
       • Matteo Picchio & Giacomo Valletta, 2018. "A welfare evaluation of the 1986 tax reform for married couples in the United States," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 25(3), pages 757-807, June.
    3. Marc Fleurbaey & Grégory Ponthière, 2019. "Measuring Well-Being and Lives Worth Living," PSE Working Papers halshs-02393398, HAL.
       • Marc Fleurbaey & Grégory Ponthière, 2019. "Measuring Well-Being and Lives Worth Living," Working Papers halshs-02393398, HAL.
       • Marc Fleurbaey & Grégory Ponthière, 2022. "Measuring well-being and lives worth living," Post-Print halshs-03760490, HAL.
       • Marc Fleurbaey & Gregory Ponthiere, 2022. "Measuring well-being and lives worth living," PSE-Ecole d'économie de Paris (Postprint) hal-03907520, HAL.
       • Marc Fleurbaey & Grégory Ponthière, 2022. "Measuring well-being and lives worth living," PSE-Ecole d'économie de Paris (Postprint) halshs-03760490, HAL.
       • Marc Fleurbaey & Gregory Ponthiere, 2022. "Measuring well-being and lives worth living," Post-Print hal-03907520, HAL.
    4. Akay, Alpaslan & Bargain, Olivier & Jara, Xavier, 2017. "'Fair' Welfare Comparisons with Heterogeneous Tastes: Subjective versus Revealed Preferences," IZA Discussion Papers 10908, Institute of Labor Economics (IZA).
       • Alpaslan Akay & Olivier Bargain & H. Xavier Jara, 2020. "‘Fair’ welfare comparisons with heterogeneous tastes: subjective versus revealed preferences," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 55(1), pages 51-84, June.
       • Akay, Alpaslan & Bargain, Olivier B. & Jara, Xavier, 2017. "‘Fair’ Welfare Comparisons with Heterogeneous Tastes: Subjective versus Revealed Preferences," Working Papers in Economics 707, University of Gothenburg, Department of Economics.
       • A. Akay & Olivier Bargain & H.X. Jara, 2020. "‘Fair’ welfare comparisons with heterogeneous tastes: subjective versus revealed preferences," Post-Print hal-03173625, HAL.
    5. Bargain, Olivier, 2017. "Welfare analysis and redistributive policies," EUROMOD Working Papers EM16/17, EUROMOD at the Institute for Social and Economic Research.
       • Olivier Bargain, 2017. "Welfare analysis and redistributive policies," Post-Print hal-03173634, HAL.
       • Olivier Bargain, 2017. "Welfare analysis and redistributive policies," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 15(4), pages 393-419, December.
       • Olivier Bargain, 2017. "Welfare analysis and redistributive policies," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 15(4), pages 393-419, December.
    6. Bart Capéau & Liebrecht De Sadeleer & Sebastiaan Maes & André M.J. Decoster, 2021. "Nonparametric Welfare Analysis for Discrete Choice: Levels and Differences of Individual and Social Welfare," CESifo Working Paper Series 9071, CESifo.
       • Bart Capéau & Liebrecht De Sadeleer & Sebastiaan Maes & André Decoster, 2020. "Nonparametric welfare analysis for discrete choice: levels and differences of individual and social welfare," Working Papers of Department of Economics, Leuven 674666, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
    7. Decoster, André & Vanheukelom, Toon & Capéau, Bart & Maes, Sebastiaan, 2018. "Piecemeal modelling of the effects of joint direct and indirect tax reforms," EUROMOD Working Papers EM14/18, EUROMOD at the Institute for Social and Economic Research.
       • Bart Capéau & André Decoster & Sebastiaan Maes & Toon Vanheukelom, 2018. "Piecemeal modelling of the effects of joint direct and indirect tax reforms," Working Papers of Department of Economics, Leuven 626861, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.

15. Gautier M. Krings & Jean-Franc{c}ois Carpantier & Jean-Charles Delvenne, 2013. "Trade integration and trade imbalances in the European Union: a network perspective," Papers 1309.4156, arXiv.org.
    • Gautier M Krings & Jean-François Carpantier & Jean-Charles Delvenne, 2014. "Trade Integration and Trade Imbalances in the European Union: A Network Perspective," PLOS ONE, Public Library of Science, vol. 9(1), pages 1-14, January.
    • Gautier M. Krings & Jean-François Carpantier & Jean-Charles Delvenne, 2013. "Trade integration and trade imbalances in the European Union: a network perspective," Working Papers hal-01821137, HAL.
    • Gautier M. Krings & Jean-François Carpantier, & Jean-Charles Delvenne, 2013. "Trade integration and trade imbalances in the European Union: a network pespective," DEM Discussion Paper Series 13-22, Department of Economics at the University of Luxembourg.
    • Gautier M. Krings & Jean-Franccois Carpantier & Jean-Charles Delvenne, 2013. "Trade integration and trade imbalances in the European Union: a network perspective," Working Papers hal-01821141, HAL.
    • Gautier M. Krings & Jean-François Carpantier & Jean-Charles Delvenne, 2013. "Trade integration and trade imbalances in the European Union: a network pespective," Working Papers hal-01821136, HAL.
    • KRINGS, Gautier M. & CARPANTIER, Jean-François & dELVENNE, Jean-Charles & ,, 2013. "Trade integration and trade imbalances in the European Union: a network perspective," LIDAM Discussion Papers CORE 2013056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • KRINGS, Gautier M & CARPANTIER, Jean-François & DELVENNE, Jean-Charles, 2014. "Trade integration and trade imbalances in the European Union: a network perspective," LIDAM Reprints CORE 2619, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Kireyev, A., 2019. "A Network Model of Multilateral Equilibrium Exchange Rates," Journal of the New Economic Association, New Economic Association, vol. 41(1), pages 12-33.
       • Andrei Leonidov & Mr. Alexei P Kireyev, 2016. "A Network Model of Multilaterally Equilibrium Exchange Rates," IMF Working Papers 2016/130, International Monetary Fund.
    2. DI SUMMA, Marco, 2013. "The convex hull of the all-different system with the inclusion property: a simple proof," LIDAM Discussion Papers CORE 2013069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Theophilos Papadimitriou & Periklis Gogas & Fotios Gkatzoglou, 2022. "The Convergence Evolution in Europe from a Complex Networks Perspective," JRFM, MDPI, vol. 15(10), pages 1-14, October.

16. CARPANTIER, Jean-François & SAMKHARADZE, Besik, 2012. "The asymmetric commodity inventory effect on the optimal hedge ratio," LIDAM Discussion Papers CORE 2012020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Jean‐Francois Carpantier & Besik Samkharadze, 2013. "The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(9), pages 868-888, September.
    • Jean-François Carpantier & Besik Samkharadze, 2013. "The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio," Post-Print hal-01821139, HAL.
    • Jean-François Carpantier & Besik Samkharadze, 2012. "The asymmetric commodity inventory effect on the optimal hedge ratio," Working Papers hal-01821148, HAL.

    Cited by:

    1. Wen, Danyan & Wang, Yudong & Ma, Chaoqun & Zhang, Yaojie, 2020. "Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?," Resources Policy, Elsevier, vol. 69(C).
    2. NESTEROV, Yurii & NEMIROVSKI, Arkadi, 2012. "Finding the stationary states of Markov chains by iterative methods," LIDAM Discussion Papers CORE 2012058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Sercan Demiralay & Selcuk Bayraci & H. Gaye Gencer, 2019. "Time-varying diversification benefits of commodity futures," Empirical Economics, Springer, vol. 56(6), pages 1823-1853, June.
    4. Yu, Lean & Zha, Rui & Stafylas, Dimitrios & He, Kaijian & Liu, Jia, 2020. "Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models," International Review of Financial Analysis, Elsevier, vol. 68(C).
    5. Loïc Maréchal, 2021. "Do economic variables forecast commodity futures volatility?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1735-1774, November.

17. CARPANTIER, Jean-François & SAPATA, Christelle, 2012. "Unfair inequalities in France: A regional comparison," LIDAM Discussion Papers CORE 2012038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Jean-François Carpantier & Christelle Sapata, 2012. "Unfair inequalities in France: A regional comparison," Working Papers hal-01821150, HAL.

    Cited by:

    1. DEHEZ, Pierre & POUKENS, SOPHIE, 2013. "The Shapley value as a guide to FRAND licensing agreements," LIDAM Discussion Papers CORE 2013012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
       • Dehez Pierre & Poukens Sophie, 2014. "The Shapley Value as a Guide to FRAND Licensing Agreements," Review of Law & Economics, De Gruyter, vol. 10(3), pages 1-20, November.
       • DEHEZ, Pierre & POUKENS, Sophie, 2014. "The Shapley value as a guide to FRAND licensing agreements," LIDAM Reprints CORE 2645, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
       • Pierre Dehez & Sophie Poukens, 2013. "The Shapley value as a guide to FRAND licensing agreements," Working Papers of BETA 2013-03, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    2. Jacques Dreze, 2016. "Existence and multiplicity of temporary equilibria under nominal price rigidities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 279-298, June.
       • Jacques H. DREZE, 2016. "Existence and multiplicity of temporary equilibria under nominal price rigidities," LIDAM Reprints CORE 2814, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
       • DREZE, Jacques, 2013. "Existence and multiplicity of temporary equilibria under nominal price rigidities," LIDAM Discussion Papers CORE 2013010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 171-184.
       • WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2012. "Forecasting long memory processes subject to structural breaks," LIDAM Discussion Papers CORE 2012048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
       • WANG, Cindy Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," LIDAM Reprints CORE 2574, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Andrew Hussey & Michael Jetter, 2017. "Long term trends in fair and unfair inequality in the United States," Applied Economics, Taylor & Francis Journals, vol. 49(12), pages 1147-1163, March.
       • Hussey, Andrew & Jetter, Michael, 2014. "Long Term Trends in Fair and Unfair Inequality in the United States," IZA Discussion Papers 8500, Institute of Labor Economics (IZA).
    5. ROELS, Guillaume & CHEVALIER, Philippe & WEI, Ying, 2012. "United we stand? Coordinating capacity investment and allocation in joint ventures," LIDAM Discussion Papers CORE 2012045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

18. Vincent BODART & Jean-François CARPANTIER & Vanessa LUTGEN & Joël MACHADO & Catherine SMITH, 2012. "Perspectives économiques 2012," Regards économiques 94, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • Vincent Bodart & Jean-François Carpantier & Vanessa Lutgen & Joël Machado & Catherine Smith, 2012. "Perspectives économiques 2012," Working Papers hal-01821145, HAL.

    Cited by:

    1. Mizanur Rahman, S.M. & Kim, Junbeum & Lerondel, Gilles & Bouzidi, Youcef & Nomenyo, Komla & Clerget, Laure, 2017. "Missing research focus in end-of-life management of light-emitting diode (LED) lamps," Resources, Conservation & Recycling, Elsevier, vol. 127(C), pages 256-258.

19. CARPANTIER, Jean-François & DUFAYS, Arnaud, 2012. "Commodities volatility and the theory of storage," LIDAM Discussion Papers CORE 2012037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Jean-François Carpantier & Arnaud Dufays, 2012. "Commodities volatility and the theory of storage," Working Papers hal-01821149, HAL.

    Cited by:

    1. Jacques Dreze, 2016. "Existence and multiplicity of temporary equilibria under nominal price rigidities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 279-298, June.
       • Jacques H. DREZE, 2016. "Existence and multiplicity of temporary equilibria under nominal price rigidities," LIDAM Reprints CORE 2814, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
       • DREZE, Jacques, 2013. "Existence and multiplicity of temporary equilibria under nominal price rigidities," LIDAM Discussion Papers CORE 2013010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Huchet, Nicolas & Fam, Papa Gueye, 2016. "The role of speculation in international futures markets on commodity prices," Research in International Business and Finance, Elsevier, vol. 37(C), pages 49-65.
    3. BAUWENS, Luc & DE BACKER, Bruno & DUFAYS, Arnaud, 2014. "A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models," LIDAM Reprints CORE 2641, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
       • Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud, 2014. "A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 207-229.
    4. ROELS, Guillaume & CHEVALIER, Philippe & WEI, Ying, 2012. "United we stand? Coordinating capacity investment and allocation in joint ventures," LIDAM Discussion Papers CORE 2012045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. Loïc Maréchal, 2021. "Do economic variables forecast commodity futures volatility?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1735-1774, November.

20. BODART, Vincent & CANDELON, Bertrand & CARPANTIER, Jean - François, 2011. "Real exchanges rates in commodity producing countries : A reappraisal," LIDAM Discussion Papers CORE 2011006, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Bodart, V. & Candelon, B. & Carpantier, J.-F., 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1482-1502.
    • Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," LIDAM Discussion Papers IRES 2011007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • V. Bodart & B. Candelon & J.-F. Carpantier, 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Post-Print hal-01821146, HAL.
    • Vincent Bodart & Bertrand Candelon & Jean - François Carpantier, 2011. "Real exchanges rates in commodity producing countries : A reappraisal," Working Papers hal-01821152, HAL.
    • Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," Working Papers hal-01821156, HAL.

    Cited by:

    1. Arezki, Rabah & Dumitrescu, Elena & Freytag, Andreas & Quintyn, Marc, 2014. "Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization," Emerging Markets Review, Elsevier, vol. 19(C), pages 96-105.
       • Mr. Rabah Arezki & Ms. Elena Dumitrescu & Mr. Andreas Freytag & Mr. Marc G Quintyn, 2012. "Commodity Prices and Exchange Rate Volatility: Lessons from South Africa’s Capital Account Liberalization," IMF Working Papers 2012/168, International Monetary Fund.
    2. Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," EconomiX Working Papers 2016-35, University of Paris Nanterre, EconomiX.
       • Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuation in diversified economies: The case of Canada," Working Papers of BETA 2016-41, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
       • Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2017. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," International Economics, CEPII research center, issue 152, pages 63-78.
       • Gnimassoun, Blaise & Joëts, Marc & Razafindrabe, Tovonony, 2017. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," International Economics, Elsevier, vol. 152(C), pages 63-78.
       • Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2017. "On the link between current account and oil price fluctuations in diversified economies : The case of Canada," Post-Print halshs-01615104, HAL.
       • Blaise Gnimassoun & Marc Joets & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuation in diversified economies: The case of Canada," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2016-08, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
    3. Mutiu Gbade Rasaki, 2017. "A Bayesian Estimation of DSGE Model for the Nigerian Economy," EuroEconomica, Danubius University of Galati, issue 2(36), pages 145-158, November.
    4. Vincent Bodart & Jean-François Carpantier, 2019. "Currency Collapses and Output Dynamics in Commodity Dependent Countries," LIDAM Discussion Papers IRES 2019011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
       • Bodart, V. & Carpantier, J.-F., 2020. "Currency collapses and output dynamics in commodity dependent countries," Emerging Markets Review, Elsevier, vol. 42(C).
    5. Arsham Reisinezhad, 2020. "Does income inequality feed the Dutch disease?," Working Papers halshs-03012653, HAL.
       • Arsham Reisinezhad, 2020. "Does income inequality feed the Dutch disease?," PSE Working Papers halshs-03012653, HAL.
    6. 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.
       • 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.
    7. Jean-François Carpantier, 2019. "Commodity Prices In Empirical Research," LIDAM Discussion Papers IRES 2020021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
       • Jean-François Carpantier, 2021. "Commodity Prices in Empirical Research," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 199-227, Springer.
       • Jean-François Carpantier, 2020. "Commodity Prices in Empirical Research," Working Papers hal-02497404, HAL.
    8. Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Post-Print hal-01821129, HAL.
       • Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2013. "Real exchange rates, commodity prices and structural factors in developing countries," Working Papers hal-01821142, HAL.
       • Bodart, Vincent & Candelon, Bertrand & Carpantier, Jean-Francois, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 264-284.
       • Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2013. "Real exchange rates, commodity prices and structural factors in developing countries," DEM Discussion Paper Series 13-09, Department of Economics at the University of Luxembourg.
       • Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," Working Papers hal-01821154, HAL.
       • Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," LIDAM Discussion Papers IRES 2011045, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
       • Bertrand Candelon, 2014. "Real Exchange rates, commodity prices and structural factors in developing countries," Working Papers 2014-46, Department of Research, Ipag Business School.
    9. Fernanda Fuentes & Rodrigo Herrera & Adam Clements, 2016. "Modelling Extreme Risks in Commodities and Commodity Currencies," NCER Working Paper Series 115, National Centre for Econometric Research.
       • Fuentes, Fernanda & Herrera, Rodrigo & Clements, Adam, 2018. "Modeling extreme risks in commodities and commodity currencies," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 108-120.
    10. 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.
        • Virginie Coudert & Cécile Couharde & Valérie Mignon, 2014. "On the impact of oil price volatility on the real exchange rate–terms of trade nexus: Revisiting commodity currencies," EconomiX Working Papers 2014-3, University of Paris Nanterre, EconomiX.
    11. Dongwon Lee & Yu-chin Chen, 2014. "What Makes a Commodity Currency?," Working Papers 201420, University of California at Riverside, Department of Economics.
    12. Citak, Yusuf Ensar & Masih, Mansur, 2017. "Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey," MPRA Paper 79453, University Library of Munich, Germany.
    13. Yıldırım, Durmuş Çağrı & Erdoğan, Fatma & Tarı, Elif Nur, 2022. "Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies," Resources Policy, Elsevier, vol. 76(C).
    14. Akram, Q. Farooq, 2019. "Oil price drivers, geopolitical uncertainty and oil exporters’ currencies," Working Paper 2019/15, Norges Bank.
        • Akram, Q. Farooq, 2020. "Oil price drivers, geopolitical uncertainty and oil exporters' currencies," Energy Economics, Elsevier, vol. 89(C).
    15. Vincent Bodart & Jean-François Carpantier, 2016. "Real exchange rates and skills," Post-Print hal-01821128, HAL.
        • Bodart, Vincent & Carpantier, Jean-François, 2016. "Real exchange rates and skills," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 305-319.
        • Vincent BODART & Jean-François CARPANTIER, 2014. "Real Exchange Rates and Skills," LIDAM Discussion Papers IRES 2014005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
        • Vincent Bodart & Jean-François Carpantier, 2014. "Real Exchange Rates and Skills," Working Papers hal-01821133, HAL.
        • Vincent Bodart & Jean-François Carpantier, 2014. "Real Exchange Rates and Skills," DEM Discussion Paper Series 14-03, Department of Economics at the University of Luxembourg.
    16. Dauvin, Magali, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Energy: Resources and Markets 162418, Fondazione Eni Enrico Mattei (FEEM).
        • Magali Dauvin, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Working Papers 2013-28, CEPII research center.
        • Magali Dauvin, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Working Papers 2013.102, Fondazione Eni Enrico Mattei.
        • Magali Dauvin, 2013. "Energy prices and the real exchange rate of commodity-exporting countries," EconomiX Working Papers 2013-33, University of Paris Nanterre, EconomiX.
    17. Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020. "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, vol. 88(C).
    18. Cyriac Guillaumin & Salem Boubakri & Alexandre Silanine, 2020. "Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?," Post-Print halshs-02935658, HAL.
        • Cyriac Guillaumin & Salem Boubakri & Alexandre Silanine, 2020. "Do commodity price volatilities impact currency misalignments in commodity-exporting countries?," Economics Bulletin, AccessEcon, vol. 40(2), pages 1727-1739.
    19. Muhamad, Goran M. & Heshmati, Almas & Khayyat, Nabaz T., 2021. "How to reduce the degree of dependency on natural resources?," Resources Policy, Elsevier, vol. 72(C).
    20. Tashu, Melesse, 2018. "Determinantes del Tipo de Cambio Real de Equilibrio en Perú: ¿Es el sol una moneda commodity?," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 36, pages 9-30.
    21. Michel Beine & Serge Coulombe & Wessel N. Vermeulen, 2015. "Dutch Disease and the Mitigation Effect of Migration: Evidence from Canadian Provinces," Economic Journal, Royal Economic Society, vol. 125(589), pages 1574-1615, December.
        • Michel Beine & Serge Coulombe & Wessel N. Vermeulen, 2012. "Dutch Disease and the Mitigation Effect of Migration: Evidence from Canadian Provinces," CESifo Working Paper Series 3813, CESifo.
        • Michel Beine & Serge Coulombe & Wessel N. Vermeulen, 2012. "Dutch Disease and the Mitigation Effect of Migration: Evidence from Canadian Provinces," DEM Discussion Paper Series 12-06, Department of Economics at the University of Luxembourg.
    22. Joscha Beckmann & Mariarosaria Comunale, 2020. "Exchange rate fluctuations and the financial channel in emerging economies," Bank of Lithuania Working Paper Series 83, Bank of Lithuania.
        • Beckmann, Joscha & Comunale, Mariarosaria, 2021. "Exchange rate fluctuations and the financial channel in emerging economies," BOFIT Discussion Papers 11/2021, Bank of Finland Institute for Emerging Economies (BOFIT).
    23. Michael B. Devereux & Gregor W. Smith, 2018. "Commodity Currencies and Monetary Policy," NBER Working Papers 25076, National Bureau of Economic Research, Inc.
        • Michael B. Devereux & Gregor W. Smith, 2018. "Commodity Currencies And Monetary Policy," Working Paper 1408, Economics Department, Queen's University.
    24. Wang, Wenhao & Cheung, Yin-Wong, 2023. "Commodity price effects on currencies," Journal of International Money and Finance, Elsevier, vol. 130(C).
        • Yin-Wong Cheung & Wenhao Wang, 2022. "Commodity Price Effects on Currencies," CESifo Working Paper Series 9967, CESifo.
    25. Martin Baumgärtner & Jens Klose, 2019. "Forecasting exchange rates with commodity prices—a global country analysis," The World Economy, Wiley Blackwell, vol. 42(9), pages 2546-2565, September.
        • Martin Baumgaertner & Jens Klose, 2018. "Forecasting Exchange Rates with Commodity Prices - A Global Country Analysis," MAGKS Papers on Economics 201812, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    26. Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018. "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers 055, Centre for Econometric and Allied Research, University of Ibadan.
    27. Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan, 2017. "Dynamic spillover between commodities and commodity currencies during United States Q.E," Energy Economics, Elsevier, vol. 66(C), pages 399-410.
    28. Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2019. "Carry trades and commodity risk factors," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 121-129.
        • Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2017. "Carry Trades and Commodity Risk Factors," MPRA Paper 80789, University Library of Munich, Germany.
    29. Go, You-How & Lau, Wee-Yeap, 2021. "Extreme risk spillovers between crude palm oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    30. Rodrigo da Silva Souza & Leonardo B. de Mattos & João E. de Lima, 2021. "Commodity prices and the Brazilian real exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3152-3172, April.
    31. Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," Working Papers No 10/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
        • Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," CESifo Working Paper Series 8788, CESifo.
        • Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate risk and commodity currencies," Working Paper 2020/18, Norges Bank.
    32. Rebeca Jiménez‐Rodríguez & Amalia Morales‐Zumaquero, 2020. "Impact of commodity prices on exchange rates in commodity‐exporting countries," The World Economy, Wiley Blackwell, vol. 43(7), pages 1868-1906, July.
    33. Michel Beine & Serge Coulombe & Wessel Vermeulen, 2015. "Dutch Disease and the Mitigation: Evidence from Canadian Provinces," OxCarre Working Papers 151, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    34. Abubakar Lawan Ngoma & Normaz Wana Ismail & Zulkornain Yusop, 2016. "An Analysis of Real Oil Prices and Real Exchange Rates in Five African Countries," Foreign Trade Review, , vol. 51(2), pages 162-179, May.
    35. Yang Liu & Tongshuai Qiao & Liyan Han, 2022. "Does clean energy matter? Revisiting the spillovers between energy and foreign exchange markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(11), pages 2068-2083, November.
    36. Zhang, Dayong & Broadstock, David C., 2020. "Global financial crisis and rising connectedness in the international commodity markets," International Review of Financial Analysis, Elsevier, vol. 68(C).
    37. Melesse Tashu, 2015. "Drivers of Peru's Equilibrium Real Exchange Rate: Is the Nuevo Sol a Commodity Currency?," IMF Working Papers 2015/026, International Monetary Fund.
    38. Chen, Yu-chin & Lee, Dongwon, 2018. "Market power, inflation targeting, and commodity currencies," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 122-139.
    39. Ma, Xiuying & Yang, Zhihua & Xu, Xiangyun & Wang, Chengqi, 2018. "The impact of Chinese financial markets on commodity currency exchange rates," Global Finance Journal, Elsevier, vol. 37(C), pages 186-198.
    40. Yépez, Carlos & Dzikpe, Francis, 2022. "Accounting for real exchange rates in emerging economies: The role of commodity prices," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 476-492.
    41. Laurent Ferrara & Aikaterina Karadimitropoulou & Athanasios Triantafyllou & Theodora Bermpei, 2022. "Commodity currencies revisited: The role of global commodity price uncertainty," EconomiX Working Papers 2022-24, University of Paris Nanterre, EconomiX.

21. CARPANTIER, Jean - François, 2010. "Commodities inventory effect," LIDAM Discussion Papers CORE 2010040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Jean-François Carpantier & Arnaud Dufays, 2013. "Commodities Inventory Effect," DEM Discussion Paper Series 13-07, Department of Economics at the University of Luxembourg.
    • Jean-Francois Carpantier, 2010. "Commodities inventory effect," Working Papers hal-01821158, HAL.
    • Jean-François Carpantier & Arnaud Dufays, 2013. "Commodities Inventory Effect," Working Papers hal-01821144, HAL.

    Cited by:

    1. Paraschiv, Florentina & Mudry, Pierre-Antoine & Andries, Alin Marius, 2015. "Stress-testing for portfolios of commodity futures," Economic Modelling, Elsevier, vol. 50(C), pages 9-18.
    2. Maryam Ahmadi & Niaz Bashiri Behmiri & Matteo Manera, 2015. "How is Volatility in Commodity Markets Linked to Oil Price Shocks?," Working Papers 2015.101, Fondazione Eni Enrico Mattei.
       • Ahmadi, Maryam & Bashiri Behmiri, Niaz & Manera, Matteo, 2016. "How is Volatility in Commodity Markets Linked to Oil Price Shocks?," Energy: Resources and Markets 230684, Fondazione Eni Enrico Mattei (FEEM).
       • Ahmadi, Maryam & Bashiri Behmiri, Niaz & Manera, Matteo, 2016. "How is volatility in commodity markets linked to oil price shocks?," Energy Economics, Elsevier, vol. 59(C), pages 11-23.
    3. Jean‐Francois Carpantier & Besik Samkharadze, 2013. "The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(9), pages 868-888, September.
       • Jean-François Carpantier & Besik Samkharadze, 2013. "The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio," Post-Print hal-01821139, HAL.
       • CARPANTIER, Jean-François & SAMKHARADZE, Besik, 2012. "The asymmetric commodity inventory effect on the optimal hedge ratio," LIDAM Discussion Papers CORE 2012020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
       • Jean-François Carpantier & Besik Samkharadze, 2012. "The asymmetric commodity inventory effect on the optimal hedge ratio," Working Papers hal-01821148, HAL.
    4. Bauwens, L. & Hafner, C. & Laurent, S., 2012. "Volatility Models," LIDAM Reprints ISBA 2012028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
       • Bauwens, L. & Hafner C. & Laurent, S., 2011. "Volatility Models," LIDAM Discussion Papers ISBA 2011044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
       • BAUWENS, Luc & HAFNER, Christian & LAURENT, Sébastien, 2011. "Volatility models," LIDAM Discussion Papers CORE 2011058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. Svetlana Borovkova & Diego Mahakena, 2015. "News, volatility and jumps: the case of natural gas futures," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1217-1242, July.
    6. Pierret, D., 2013. "The systemic risk of energy markets," LIDAM Discussion Papers ISBA 2013061, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
       • PIERRET, Diane, 2013. "The systemic risk of energy markets," LIDAM Discussion Papers CORE 2013018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    7. Sercan Demiralay & Selcuk Bayraci & H. Gaye Gencer, 2019. "Time-varying diversification benefits of commodity futures," Empirical Economics, Springer, vol. 56(6), pages 1823-1853, June.
    8. Behmiri, Niaz Bashiri & Manera, Matteo, 2015. "The role of outliers and oil price shocks on volatility of metal prices," Resources Policy, Elsevier, vol. 46(P2), pages 139-150.
       • Behmiri, Niaz Bashiri & Manera, Matteo, 2015. "The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices," Energy: Resources and Markets 208768, Fondazione Eni Enrico Mattei (FEEM).
       • Niaz Bashiri Behmiri & Matteo Manera, 2015. "The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices," Working Papers 2015.77, Fondazione Eni Enrico Mattei.

Articles

1. Amar, J. & Lecourt, C. & Carpantier, J.F., 2022. "GCC Sovereign Wealth Funds: Why do they take control?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
   • Jeanne Amar & Jean-François Carpantier & Christelle Lecourt, 2018. "GCC Sovereign Wealth Funds: Why do they Take Control?," AMSE Working Papers 1835, Aix-Marseille School of Economics, France.
   • Jeanne Amar & Jean-Francois Carpantier & Christelle Lecourt, 2018. "GCC Sovereign Wealth Funds: Why do they Take Control?," Working Papers halshs-01936882, HAL.
   See citations under working paper version above.
2. Carpantier, Jean-François, 2021. "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, vol. 24(C).
   • Jean-François Carpantier, 2020. "Anything but gold. The golden constant revisited," LIDAM Discussion Papers IRES 2020036, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
   See citations under working paper version above.
3. Bodart, V. & Carpantier, J.-F., 2020. "Currency collapses and output dynamics in commodity dependent countries," Emerging Markets Review, Elsevier, vol. 42(C).
   • Vincent Bodart & Jean-François Carpantier, 2019. "Currency Collapses and Output Dynamics in Commodity Dependent Countries," LIDAM Discussion Papers IRES 2019011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
   See citations under working paper version above.
4. Carpantier, J.-F. & Vermeulen, W.N., 2018. "Emergence of sovereign wealth funds," Journal of Commodity Markets, Elsevier, vol. 11(C), pages 1-21.
   • J-F Carpantier & W N Vermeulen, 2014. "Emergence of Sovereign Wealth Funds," OxCarre Working Papers 148, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
   • J.-F. Carpantier & W.N. Vermeulen, 2018. "Emergence of sovereign wealth funds," Post-Print hal-01794951, HAL.
   • Jean-François Carpantier & Wessel N. Vermeulen, 2014. "Emergence of Sovereign Wealth Funds," DEM Discussion Paper Series 14-25, Department of Economics at the University of Luxembourg.
   See citations under working paper version above.
5. Carpantier, Jean-Francois & Olivera, Javier & Van Kerm, Philippe, 2018. "Macroprudential policy and household wealth inequality," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 262-277.
   • Jean-Francois Carpantier & Javier Olivera & Philippe Van Kerm, 2017. "Macroprudential policy and household wealth inequality," Working Papers 442, ECINEQ, Society for the Study of Economic Inequality.
   • Jean-Francois Carpantier & Javier Olivera Angulo & Philippe Van Kerm, 2017. "Macroprudential policy and household wealth inequality," Working Papers of Department of Economics, Leuven 584609, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
   • CARPANTIER Jean-François & OLIVERA Javier & VAN KERM Philippe, 2017. "Macroprudential Policy and Household Wealth Inequality," LISER Working Paper Series 2017-09, Luxembourg Institute of Socio-Economic Research (LISER).
   • Jean-Francois Carpantier & Javier Olivera & Philippe van Kerm, 2018. "Macroprudential policy and household wealth inequality," Post-Print hal-01795052, HAL.
   • Jean-Francois Carpantier & Olivera Javier & van Kerm Philippe, 2017. "Macroprudential Policy and Household Wealth Inequality," Working Papers hal-01821126, HAL.
   See citations under working paper version above.
6. Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 162-182, April.
   • Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015. "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE 2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   • Luc BAUWENS & Jean-François CARPENTIER & Arnaud DUFAYS, 2017. "Autoregressive moving average infinite hidden Markov-switching models," LIDAM Reprints CORE 2836, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   • Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print hal-01795051, HAL.
   See citations under working paper version above.
7. Jean-François Carpantier & Christelle Sapata, 2016. "Empirical welfare analysis: when preferences matter," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 46(3), pages 521-542, March.
   • Jean-François Carpantier & Christelle Sapata, 2013. "Empirical Welfare Analysis: When Preferences Matter," DEM Discussion Paper Series 13-11, Department of Economics at the University of Luxembourg.
   • Jean-François Carpantier & Christelle Sapata, 2013. "Empirical Welfare Analysis: When Preferences Matter," Working Papers hal-01821143, HAL.
   • Jean-François Carpantier & Christelle Sapata, 2013. "Empirical Welfare Analysis: When Preferences Matter," Working Papers wpdea1304, Department of Applied Economics at Universitat Autonoma of Barcelona.
   • Jean-François Carpantier & Christelle Sapata, 2016. "Empirical welfare analysis: when preferences matter," Post-Print hal-01821127, HAL.
   • Jean-François Carpantier & Christelle Sapata, 2013. "Empirical Welfare Analysis: When Preferences Matter," Working Papers hal-01821140, HAL.
   See citations under working paper version above.
8. Bodart, Vincent & Carpantier, Jean-François, 2016. "Real exchange rates and skills," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 305-319.
   • Vincent Bodart & Jean-François Carpantier, 2016. "Real exchange rates and skills," Post-Print hal-01821128, HAL.
   • Vincent Bodart & Jean-François Carpantier, 2014. "Real Exchange Rates and Skills," Working Papers hal-01821133, HAL.
   • Vincent Bodart & Jean-François Carpantier, 2014. "Real Exchange Rates and Skills," DEM Discussion Paper Series 14-03, Department of Economics at the University of Luxembourg.
   • Vincent BODART & Jean-François CARPANTIER, 2014. "Real Exchange Rates and Skills," LIDAM Discussion Papers IRES 2014005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
   See citations under working paper version above.
9. Bodart, Vincent & Candelon, Bertrand & Carpantier, Jean-Francois, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 264-284.
   • Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Post-Print hal-01821129, HAL.
   • Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2013. "Real exchange rates, commodity prices and structural factors in developing countries," Working Papers hal-01821142, HAL.
   • Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," LIDAM Discussion Papers IRES 2011045, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
   • Bertrand Candelon, 2014. "Real Exchange rates, commodity prices and structural factors in developing countries," Working Papers 2014-46, Department of Research, Ipag Business School.
   • Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2013. "Real exchange rates, commodity prices and structural factors in developing countries," DEM Discussion Paper Series 13-09, Department of Economics at the University of Luxembourg.
   • Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," Working Papers hal-01821154, HAL.
   See citations under working paper version above.
10. Jacques Drèze & Alain Durré & Jacques Drèze & Jean-François Carpantier, 2014. "Fiscal Integration and Growth Stimulation in Europe," Recherches économiques de Louvain, De Boeck Université, vol. 80(2), pages 5-45.
    • Jacques Drèze & Alain Durré & Jean-François Carpantier, 2014. "Fiscal Integration and Growth Stimulation in Europe," Post-Print hal-01821135, HAL.
    • DREZE, Jacques & DURRE, Alain, 2013. "Fiscal integration and growth stimulation in Europe," LIDAM Discussion Papers CORE 2013013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    See citations under working paper version above.
11. Gautier M Krings & Jean-François Carpantier & Jean-Charles Delvenne, 2014. "Trade Integration and Trade Imbalances in the European Union: A Network Perspective," PLOS ONE, Public Library of Science, vol. 9(1), pages 1-14, January.
    • Gautier M. Krings & Jean-François Carpantier & Jean-Charles Delvenne, 2013. "Trade integration and trade imbalances in the European Union: a network perspective," Working Papers hal-01821137, HAL.
    • Gautier M. Krings & Jean-François Carpantier, & Jean-Charles Delvenne, 2013. "Trade integration and trade imbalances in the European Union: a network pespective," DEM Discussion Paper Series 13-22, Department of Economics at the University of Luxembourg.
    • Gautier M. Krings & Jean-Franccois Carpantier & Jean-Charles Delvenne, 2013. "Trade integration and trade imbalances in the European Union: a network perspective," Working Papers hal-01821141, HAL.
    • Gautier M. Krings & Jean-François Carpantier & Jean-Charles Delvenne, 2013. "Trade integration and trade imbalances in the European Union: a network pespective," Working Papers hal-01821136, HAL.
    • KRINGS, Gautier M. & CARPANTIER, Jean-François & dELVENNE, Jean-Charles & ,, 2013. "Trade integration and trade imbalances in the European Union: a network perspective," LIDAM Discussion Papers CORE 2013056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Gautier M. Krings & Jean-Franc{c}ois Carpantier & Jean-Charles Delvenne, 2013. "Trade integration and trade imbalances in the European Union: a network perspective," Papers 1309.4156, arXiv.org.
    • KRINGS, Gautier M & CARPANTIER, Jean-François & DELVENNE, Jean-Charles, 2014. "Trade integration and trade imbalances in the European Union: a network perspective," LIDAM Reprints CORE 2619, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    See citations under working paper version above.
12. Jean‐Francois Carpantier & Besik Samkharadze, 2013. "The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(9), pages 868-888, September.
    • CARPANTIER, Jean-François & SAMKHARADZE, Besik, 2012. "The asymmetric commodity inventory effect on the optimal hedge ratio," LIDAM Discussion Papers CORE 2012020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Jean-François Carpantier & Besik Samkharadze, 2013. "The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio," Post-Print hal-01821139, HAL.
    • Jean-François Carpantier & Besik Samkharadze, 2012. "The asymmetric commodity inventory effect on the optimal hedge ratio," Working Papers hal-01821148, HAL.
    See citations under working paper version above.
13. Jean-François Carpantier & Christelle Sapata, 2013. "An Ex-Post View of Inequality of Opportunity in France and its Regions," Journal of Labor Research, Springer, vol. 34(3), pages 281-311, September.
    • Jean-François Carpantier & Christelle Sapata, 2012. "An ex-post view of inequality of opportunity in France and its regions," Working Papers wpdea1211, Department of Applied Economics at Universitat Autonoma of Barcelona.
    • Jean-François Carpantier & Christelle Sapata, 2013. "An Ex-Post View of Inequality of Opportunity in France and its Regions," Post-Print hal-01821138, HAL.
    • Jean-François Carpantier & Christelle Sapata, 2012. "An ex-post view of inequality of opportunity in France and its regions," Working Papers hal-01821151, HAL.
    See citations under working paper version above.
14. Bodart, V. & Candelon, B. & Carpantier, J.-F., 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1482-1502.
    • BODART, Vincent & CANDELON, Bertrand & CARPANTIER, Jean - François, 2011. "Real exchanges rates in commodity producing countries : A reappraisal," LIDAM Discussion Papers CORE 2011006, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," LIDAM Discussion Papers IRES 2011007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • V. Bodart & B. Candelon & J.-F. Carpantier, 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Post-Print hal-01821146, HAL.
    • Vincent Bodart & Bertrand Candelon & Jean - François Carpantier, 2011. "Real exchanges rates in commodity producing countries : A reappraisal," Working Papers hal-01821152, HAL.
    • Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," Working Papers hal-01821156, HAL.
    See citations under working paper version above.Sorry, no citations of articles recorded.

Chapters

1. Jean-François Carpantier, 2021. "Commodity Prices in Empirical Research," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 199-227, Springer.
   • Jean-François Carpantier, 2020. "Commodity Prices in Empirical Research," Working Papers hal-02497404, HAL.
   • Jean-François Carpantier, 2019. "Commodity Prices In Empirical Research," LIDAM Discussion Papers IRES 2020021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
   See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 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 (7) 2011-04-16 2011-05-14 2012-02-20 2013-06-30 2014-03-01 2014-03-22 2019-07-15. Author is listed
2. NEP-HIS: Business, Economic & Financial History (4) 2014-06-07 2014-07-13 2019-07-15 2021-01-18
3. NEP-INT: International Trade (4) 2013-06-30 2014-03-01 2014-03-22 2021-11-29
4. NEP-CWA: Central & Western Asia (3) 2013-06-30 2021-01-18 2021-03-08
5. NEP-ECM: Econometrics (3) 2014-03-30 2014-12-24 2015-04-11
6. NEP-ETS: Econometric Time Series (3) 2014-03-30 2014-12-24 2015-04-11
7. NEP-ORE: Operations Research (3) 2014-03-30 2014-12-24 2015-04-11
8. NEP-CBA: Central Banking (2) 2011-04-16 2014-03-01
9. NEP-FMK: Financial Markets (2) 2015-05-22 2019-01-07
10. NEP-GRO: Economic Growth (2) 2014-06-07 2014-07-13
11. NEP-LTV: Unemployment, Inequality & Poverty (2) 2012-12-10 2017-07-23
12. NEP-RMG: Risk Management (2) 2010-10-02 2013-06-30
13. NEP-URE: Urban & Real Estate Economics (2) 2017-06-25 2017-07-23
14. NEP-AGR: Agricultural Economics (1) 2013-06-30
15. NEP-BEC: Business Economics (1) 2010-10-02
16. NEP-CFN: Corporate Finance (1) 2021-11-29
17. NEP-DEV: Development (1) 2013-06-30
18. NEP-EEC: European Economics (1) 2013-10-18
19. NEP-EUR: Microeconomic European Issues (1) 2017-06-25
20. NEP-FDG: Financial Development & Growth (1) 2021-03-22
21. NEP-FOR: Forecasting (1) 2015-04-11
22. NEP-GEO: Economic Geography (1) 2012-12-10
23. NEP-MIG: Economics of Human Migration (1) 2014-06-07
24. NEP-MON: Monetary Economics (1) 2021-01-18
25. NEP-MST: Market Microstructure (1) 2013-06-30
26. NEP-NET: Network Economics (1) 2013-10-18
27. NEP-PBE: Public Economics (1) 2012-12-10

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