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Jean-Francois Carpantier
(Jean-François Carpantier)

Personal Details

First Name:Jean-Francois
Middle Name:
Last Name:Carpantier
Suffix:
RePEc Short-ID:pca590
https://sites.google.com/site/econojfc/
Aix-Marseille Université Faculté economie et Gestion 14, av. Jules Ferry 13621 Aix-en-Provence France
+33 4 42 91 48 00
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

(99%) Centre d'Études et de Recherche en Gestion (CERGAM)
Institut d'Administration des Entreprises (IAE)
Université d'Aix-Marseille AMU

Aix-en-Provence, France
http://www.cergam.org/

: 04 42 28 12 08
+33 (0)4 42 28 08 00
Clos Guiot Puyricard - CS 30063, 13089 Aix en Provence Cedex 2
RePEc:edi:caam3fr (more details at EDIRC)

(1%) Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM)
École d'Économie d'Aix-Marseille
Aix-Marseille Université

Marseille, France
http://www.greqam.fr/

: 04.91.14.07.70
04.91.90.02.27
2, rue de la Charité 13002 Marseille
RePEc:edi:greqafr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jean-François Carpantier & Christelle Sapata, 2019. "The Ups and Downs of European Real Estate Markets’ Integration," Working Papers hal-02171480, HAL.
  2. Jean-Francois Carpantier, 2019. "Rare Earths Elements: Price Dynamics and Geographical Concentration," Post-Print hal-02476076, HAL.
  3. Vincent Bodart & Jean-François Carpantier, 2019. "Currency Collapses and Output Dynamics in Commodity Dependent Countries," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2019011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  4. Jean-Francois Carpantier & Anastasia Litina, 2018. "Dissecting the act of god: an exploration of the effect of religiosity on economic activity," Post-Print hal-01795048, HAL.
  5. Jeanne Amar & Jean-Francois Carpantier & Christelle Lecourt, 2018. "GCC Sovereign Wealth Funds: Why do they Take Control?," Working Papers halshs-01936882, HAL.
  6. CARPANTIER Jean-François & OLIVERA Javier & VAN KERM Philippe, 2017. "Macroprudential Policy and Household Wealth Inequality," LISER Working Paper Series 2017-09, LISER.
  7. Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015. "Autoregressive moving average infinite hidden markov-switching models," CORE Discussion Papers 2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Jean-Francois Carpantier & Wessel Vermeulen, 2014. "Emergence of Sovereign Wealth Funds," OxCarre Working Papers 148, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  9. Jacques Drèze & Alain Durré & Jean-François Carpantier, 2014. "Fiscal Integration and Growth Stimulation in Europe," Post-Print hal-01821135, HAL.
  10. Carpantier, Jean-Francois & Litina, Anastasia, 2014. "Dissecting the Act of God: An Exploration of the Effect of Religion on Economic Activity," MPRA Paper 56267, University Library of Munich, Germany.
  11. CARPANTIER, Jean-François & DUFAYS, Arnaud, 2014. "Specific Markov-switching behaviour for ARMA parameters," CORE Discussion Papers 2014014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  12. Vincent BODART & Jean-François CARPANTIER, 2014. "Real Exchange Rates and Skills," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2014005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  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.
  14. Jean-François Carpantier & Christelle Sapata, 2013. "Empirical Welfare Analysis: When Preferences Matter," CREA Discussion Paper Series 13-11, Center for Research in Economic Analysis, University of Luxembourg.
  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.
  16. Vincent BODART & Jean-François CARPANTIER & Vanessa LUTGEN & Joël MACHADO & Catherine SMITH, 2012. "Perspectives économiques 2012-2013," Regards économiques 97, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  17. CARPANTIER, Jean-François & SAPATA, Christelle, 2012. "Unfair inequalities in France: A regional comparison," CORE Discussion Papers 2012038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  18. CARPANTIER, Jean-François & SAMKHARADZE, Besik, 2012. "The asymmetric commodity inventory effect on the optimal hedge ratio," CORE Discussion Papers 2012020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  19. 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).
  20. CARPANTIER, Jean-François & DUFAYS, Arnaud, 2012. "Commodities volatility and the theory of storage," CORE Discussion Papers 2012037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  21. Vincent BODART & Jean-François CARPANTIER & Vincent SCOURNEAU & Catherine SMITH & Géraldine THIRY, 2011. "Perspectives économiques 2011," Regards économiques 84, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  22. Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2011007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  23. Vincent BODART & Jean-François CARPANTIER & Vanessa LUTGEN & Joël MACHADO & Vincent SCOURNEAU, Catherine SMITH; Géraldine THIRY, 2011. "Perspectives économiques 2011 - 2012," Regards économiques 89, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  24. Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2011045, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  25. CARPANTIER, Jean - François, 2010. "Commodities inventory effect," CORE Discussion Papers 2010040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  26. Vincent Bodart & Jean-François Carpantier & Hélène Latzer & Vincent Scourneau & Géraldine Thiry, 2010. "Perspectives économiques 2010 - 2011," Regards économiques 81, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  27. Vincent Bodart & Jean-François Carpantier & Vincent Scourneau, 2010. "Des prix ou des salaires, qui mène la danse en Belgique ?," Regards économiques 82, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  28. Vincent Bodart & Jean-François Carpantier & Hélène Latzer & Vincent Scourneau & Géraldine Thiry, 2010. "Perspectives économiques 2010," Regards économiques 76, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  29. Vincent Bodart & Jean-François Carpantier & Hélène Latzer & Vincent Scourneau & Géraldine Thiry, 2009. "Perspectives économiques 2009-2010," Regards économiques 71, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  30. Vincent Bodart & Jean-François Carpantier & Hélène Latzer & Vincent Scourneau & Géraldine Thiry, 2009. "Perspectives économiques 2009," Regards économiques 65, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  31. Vincent Bodart & Jean-François Carpantier & Anne Defourny & Hélène Latzer, Philippe Ledent & Vincent Scourneau, 2008. "Perspectives économiques 2008 - 2009," Regards économiques 61, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

Articles

  1. Carpantier Jean-Francois & Litina Anastasia, 2019. "Dissecting the act of god: an exploration of the effect of religiosity on economic activity," The B.E. Journal of Macroeconomics, De Gruyter, vol. 19(2), pages 1-25, June.
  2. 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.
  3. Carpantier, J.-F. & Vermeulen, W.N., 2018. "Emergence of sovereign wealth funds," Journal of Commodity Markets, Elsevier, vol. 11(C), pages 1-21.
  4. 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.
  5. 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.
  6. Bodart, Vincent & Carpantier, Jean-François, 2016. "Real exchange rates and skills," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 305-319.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.

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. Jeanne Amar & Jean-Francois Carpantier & Christelle Lecourt, 2018. "GCC Sovereign Wealth Funds: Why do they Take Control?," Working Papers halshs-01936882, HAL.

    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, Open Access Journal, vol. 12(2), pages 1-20, January.

  2. CARPANTIER Jean-François & OLIVERA Javier & VAN KERM Philippe, 2017. "Macroprudential Policy and Household Wealth Inequality," LISER Working Paper Series 2017-09, LISER.

    Cited by:

    1. Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2018. "Effects of bank capital requirement tightenings on inequality," Discussion Papers 54/2018, Deutsche Bundesbank.
    2. 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.
    3. Andrea Colciago & Anna Samarina & Jakob de Haan, 2019. "Central Bank Policies And Income And Wealth Inequality: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 33(4), pages 1199-1231, September.
    4. Pierre Monnin, 2017. "Monetary Policy, Macroprudential Regulation and Inequality," Discussion Notes 1702, Council on Economic Policies.

  3. Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015. "Autoregressive moving average infinite hidden markov-switching models," CORE Discussion Papers 2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Jean HINDRIKS & Yukihiro NISHIMURA, 2016. "Equilibrium Leadership in Tax Competiton Models with Capital Ownership: A Rejoinder," CORE Discussion Papers RP 2758, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. 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.
    3. Vrins, F. & Jeanblanc, M., 2015. "The [phi]-Martingale," CORE Discussion Papers 2015022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Yong Song & Tomasz Wo'zniak, 2020. "Markov Switching," Papers 2002.03598, arXiv.org.
    5. 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.
    6. Balandraud, Eric & Queyranne, Maurice & Tardella, Fabio, 2015. "Largest minimally inversion-complete and pair-complete sets of permutations," CORE Discussion Papers 2015009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    7. 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. 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.
    9. Chiara Lattanzi & Manuele Leonelli, 2019. "A changepoint approach for the identification of financial extreme regimes," Papers 1902.09205, arXiv.org.
    10. DESCHAMPS, Philippe J., 2016. "Bayesian Semiparametric Forecasts of Real Interest Rate Data," CORE Discussion Papers 2016050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    11. Dufays, A. & Rombouts, V., 2015. "Sparse Change-Point Time Series Models," CORE Discussion Papers 2015032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

  4. Jean-Francois Carpantier & Wessel Vermeulen, 2014. "Emergence of Sovereign Wealth Funds," OxCarre Working Papers 148, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.

    Cited by:

    1. Megginson, William L. & Gao, Xuechen, 2020. "The state of research on sovereign wealth funds," Global Finance Journal, Elsevier, vol. 44(C).
    2. 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.
    3. 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.
    4. Gouett, Matthew, 2020. "New wealth, New wisdom: Updating the narrative of sovereign wealth fund creation," Resources Policy, Elsevier, vol. 65(C).

  5. Jacques Drèze & Alain Durré & Jean-François Carpantier, 2014. "Fiscal Integration and Growth Stimulation in Europe," Post-Print hal-01821135, HAL.

    Cited by:

    1. Jean J. Gabszewicz & Skerdilajda Zanaj, 2015. "(Un)stable vertical collusive agreements," Canadian Journal of Economics, Canadian Economics Association, vol. 48(3), pages 924-939, August.
    2. Jorg Bibow, 2013. "Lost at Sea: The Euro Needs a Euro Treasury," Economics Working Paper Archive wp_780, Levy Economics Institute.
    3. MAULEON, Ana & MOLIS, Elena & VANNETELBOSCH, Vincent & VERGOTE , Wouter, 2013. "Dominance invariant one-to-one matching problems," CORE Discussion Papers 2013052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. NESTEROV, Yurii, 2013. "Universal gradient methods for convex optimization problems," CORE Discussion Papers 2013026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

  6. CARPANTIER, Jean-François & DUFAYS, Arnaud, 2014. "Specific Markov-switching behaviour for ARMA parameters," CORE Discussion Papers 2014014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    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.
    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.

  7. Vincent BODART & Jean-François CARPANTIER, 2014. "Real Exchange Rates and Skills," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2014005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Noel GASTON & YOSHIMI Taiyo, 2020. "Heterogenous Job Separations and the Balassa-Samuelson Effect," Discussion papers 20032, Research Institute of Economy, Trade and Industry (RIETI).
    2. Jean-François Carpantier, 2020. "Commodity Prices in Empirical Research," Working Papers hal-02497404, HAL.

  8. Jean-François Carpantier & Christelle Sapata, 2013. "An Ex-Post View of Inequality of Opportunity in France and its Regions," Post-Print hal-01821138, HAL.

    Cited by:

    1. 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.
    2. Andrew J. Hussey & Michael Jetter & Dianne McWilliam, 2017. "Explaining Inequality Between Countries: The Declining Role of Political Institutions," CESifo Working Paper Series 6320, CESifo.
    3. 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).

  9. Jean-François Carpantier & Christelle Sapata, 2013. "Empirical Welfare Analysis: When Preferences Matter," CREA Discussion Paper Series 13-11, Center for Research in Economic Analysis, University of Luxembourg.

    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.
    2. 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. Bargain, Olivier, 2017. "Welfare analysis and redistributive policies," EUROMOD Working Papers EM16/17, EUROMOD at the Institute for Social and Economic Research.
    4. Marc Fleurbaey & Grégory Ponthière, 2019. "Measuring Well-Being and Lives Worth Living," PSE Working Papers halshs-02393398, HAL.
    5. 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).

  10. 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.

    Cited by:

    1. Alexei P Kireyev & Andrei Leonidov, 2016. "A Network Model of Multilaterally Equilibrium Exchange Rates," IMF Working Papers 16/130, International Monetary Fund.
    2. 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.

  11. CARPANTIER, Jean-François & SAPATA, Christelle, 2012. "Unfair inequalities in France: A regional comparison," CORE Discussion Papers 2012038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. DEHEZ, Pierre & POUKENS, SOPHIE, 2013. "The Shapley value as a guide to FRAND licensing agreements," CORE Discussion Papers 2013012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. 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.
    3. 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).

  12. CARPANTIER, Jean-François & DUFAYS, Arnaud, 2012. "Commodities volatility and the theory of storage," CORE Discussion Papers 2012037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. 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.
    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.

  13. Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2011007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. 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.
    2. 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.
    3. Vincent Bodart & Jean-François Carpantier, 2019. "Currency Collapses and Output Dynamics in Commodity Dependent Countries," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2019011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    4. 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.
    5. Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Post-Print hal-01821129, HAL.
    6. 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.
    7. Dongwon Lee & Yu-chin Chen, 2014. "What Makes a Commodity Currency?," Working Papers 201420, University of California at Riverside, Department of Economics.
    8. Elena Dumitrescu & Rabah Arezki & Andreas Freytag & Marc G Quintyn, 2012. "Commodity Prices and Exchange Rate Volatility; Lessons from South Africa’s Capital Account Liberalization," IMF Working Papers 12/168, International Monetary Fund.
    9. 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.
    10. 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.
    11. 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.
    12. Bodart, Vincent & Carpantier, Jean-François, 2016. "Real exchange rates and skills," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 305-319.
    13. 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.
    14. 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.
    15. Magali Dauvin, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Working Papers 2013.102, Fondazione Eni Enrico Mattei.
    16. 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.
    17. Melesse Tashu, 2015. "Drivers of Peru's Equilibrium Real Exchange Rate; Is the Nuevo Sol a Commodity Currency?," IMF Working Papers 15/26, International Monetary Fund.
    18. 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.
    19. 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.
    20. Michael B. Devereux & Gregor W. Smith, 2018. "Commodity Currencies and Monetary Policy," NBER Working Papers 25076, National Bureau of Economic Research, Inc.
    21. Jean-François Carpantier, 2020. "Commodity Prices in Empirical Research," Working Papers hal-02497404, HAL.
    22. 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.
    23. 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.

  14. Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2011045, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. 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.
    2. Vincent Bodart & Jean-François Carpantier, 2019. "Currency Collapses and Output Dynamics in Commodity Dependent Countries," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2019011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    3. Dongwon Lee & Yu-chin Chen, 2014. "What Makes a Commodity Currency?," Working Papers 201420, University of California at Riverside, Department of Economics.
    4. 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.
    5. 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.
    6. Elena Dumitrescu & Rabah Arezki & Andreas Freytag & Marc G Quintyn, 2012. "Commodity Prices and Exchange Rate Volatility; Lessons from South Africa’s Capital Account Liberalization," IMF Working Papers 12/168, International Monetary Fund.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. Krzysztof Drachal, 2018. "Exchange Rate and Oil Price Interactions in Selected CEE Countries," Economies, MDPI, Open Access Journal, vol. 6(2), pages 1-21, May.
    12. 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).
    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. Jean-François Carpantier, 2020. "Commodity Prices in Empirical Research," Working Papers hal-02497404, HAL.
    15. 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.
    16. 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.

  15. CARPANTIER, Jean - François, 2010. "Commodities inventory effect," CORE Discussion Papers 2010040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. CARPANTIER, Jean-François & SAMKHARADZE, Besik, 2012. "The asymmetric commodity inventory effect on the optimal hedge ratio," CORE Discussion Papers 2012020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. 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. 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).
    4. PIERRET, Diane, 2013. "The systemic risk of energy markets," CORE Discussion Papers 2013018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. 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.
    6. 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.
    7. BAUWENS, Luc & HAFNER, Christian & LAURENT, Sébastien, 2011. "Volatility models," CORE Discussion Papers 2011058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. 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.
    See citations under working paper version above.
  2. Carpantier, J.-F. & Vermeulen, W.N., 2018. "Emergence of sovereign wealth funds," Journal of Commodity Markets, Elsevier, vol. 11(C), pages 1-21.
    See citations under working paper version above.
  3. 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.
    See citations under working paper version above.
  4. 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.
    See citations under working paper version above.
  5. Bodart, Vincent & Carpantier, Jean-François, 2016. "Real exchange rates and skills," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 305-319.
    See citations under working paper version above.
  6. 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.
    See citations under working paper version above.
  7. 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.
    See citations under working paper version above.
  8. 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.
    See citations under working paper version above.
  9. 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.
    See citations under working paper version above.
  10. 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.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

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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 21 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-MAC: Macroeconomics (6) 2014-12-24 2015-05-22 2017-06-25 2017-07-16 2017-07-23 2019-07-15. Author is listed
  3. NEP-ECM: Econometrics (3) 2014-03-30 2014-12-24 2015-04-11
  4. NEP-ETS: Econometric Time Series (3) 2014-03-30 2014-12-24 2015-04-11
  5. NEP-HIS: Business, Economic & Financial History (3) 2014-06-07 2014-07-13 2019-07-15
  6. NEP-INT: International Trade (3) 2013-06-30 2014-03-01 2014-03-22
  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-RMG: Risk Management (2) 2010-10-02 2013-06-30
  12. NEP-URE: Urban & Real Estate Economics (2) 2017-06-25 2017-07-23
  13. NEP-AGR: Agricultural Economics (1) 2013-06-30
  14. NEP-BEC: Business Economics (1) 2010-10-02
  15. NEP-CWA: Central & Western Asia (1) 2013-06-30
  16. NEP-DEV: Development (1) 2013-06-30
  17. NEP-EEC: European Economics (1) 2013-10-18
  18. NEP-EUR: Microeconomic European Issues (1) 2017-06-25
  19. NEP-FOR: Forecasting (1) 2015-04-11
  20. NEP-LTV: Unemployment, Inequality & Poverty (1) 2017-07-23
  21. NEP-MIG: Economics of Human Migration (1) 2014-06-07
  22. NEP-MST: Market Microstructure (1) 2013-06-30
  23. NEP-NET: Network Economics (1) 2013-10-18

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