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Sebastien Fries

Personal Details

First Name:Sebastien
Middle Name:
Last Name:Fries
Suffix:
RePEc Short-ID:pfr381
[This author has chosen not to make the email address public]

Affiliation

(50%) École Nationale de la Statistique et de l'Admnistration Économique (ENSAE)
Groupe des Écoles Nationales d'Économie et Statistique (GENES)

Paris, France
http://www.ensae.fr/
RePEc:edi:ensaefr (more details at EDIRC)

(50%) Centre de Recherche en Économie et Statistique (CREST)

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

Research output

as
Jump to: Working papers Articles

Working papers

  1. Marina Friedrich & S'ebastien Fries & Michael Pahle & Ottmar Edenhofer, 2019. "Understanding the explosive trend in EU ETS prices -- fundamentals or speculation?," Papers 1906.10572, arXiv.org, revised Mar 2020.
  2. Fries, Sébastien, 2018. "Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds," MPRA Paper 97353, University Library of Munich, Germany, revised Nov 2019.
  3. Fries, Sébastien & Zakoian, Jean-Michel, 2017. "Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles," MPRA Paper 81345, University Library of Munich, Germany.
  4. S. Fries & Jean-Stéphane Mésonnier & Sarah Mouabbi & Jean-Paul Renne, 2016. "National natural rates of interest and the single monetary policy in the Euro Area," Working papers 611, Banque de France.

Articles

  1. Fries, Sébastien & Zakoian, Jean-Michel, 2019. "Mixed Causal-Noncausal Ar Processes And The Modelling Of Explosive Bubbles," Econometric Theory, Cambridge University Press, vol. 35(6), pages 1234-1270, December.
  2. Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018. "National natural rates of interest and the single monetary policy in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 763-779, September.

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 4 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-ECM: Econometrics (2) 2017-09-24 2020-01-13. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2017-09-24 2020-01-13. Author is listed
  3. NEP-ORE: Operations Research (2) 2017-09-24 2020-01-13. Author is listed
  4. NEP-ENE: Energy Economics (1) 2019-07-15. Author is listed
  5. NEP-ENV: Environmental Economics (1) 2019-07-15. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2017-01-22. Author is listed
  7. NEP-MON: Monetary Economics (1) 2017-01-22. Author is listed
  8. NEP-REG: Regulation (1) 2019-07-15. Author is listed
  9. NEP-RMG: Risk Management (1) 2020-01-13. Author is listed

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