Biblio

Après la crise ? Les politiques économiques dans le mondeBookGilles Dufrénot and Alain Sand-Zantman, Economie, 2009-11, 208 pages, Economica, 2009

Credit Policy Stress In The West African Economic And Monetary UnionJournal articleGilles Dufrénot, The Developing Economies, Volume 47, Issue 4, pp. 410-435, 2009

A Forewarning Indicator System for Financial Crises: the Case of Six Central and Eastern European CountriesJournal articleGilles Dufrénot and Irène Andreou, Journal of Economic Integration, Volume 24, pp. 87-115, 2009

Le comportement du taux de change allemand : mémoire longue ou dynamique non linéaire ?Book chapterGilles Dufrénot, Sandrine Lardic, Laurent Mathieu, Valérie Mignon and Anne Péguin-Feissolle, In: Ouvrage en l'hommage à Gilbert Abraham-Frois, C. Bidard (Eds.), 2009, pp. -, Economica, 2009

Changing-regime volatility: a fractionally integrated SETAR modelJournal articleGilles Dufrénot, Dominique Guégan and Anne Péguin-Feissolle, Applied Financial Economics, Volume 18, Issue 7, pp. 519-526, 2008

Explaining the European exchange rates deviations: Long memory or non-linear adjustment?Journal articleGilles Dufrénot, Sandrine Lardic, Laurent Mathieu, Valérie Mignon and Anne Péguin-Feissolle, Journal of International Financial Markets, Institutions and Money, Volume 18, Issue 3, pp. 207-215, 2008

Long-Run Determinants of Inflation in WAEMUBook chapterAbdoulaye Diop, Gilles Dufrénot and Gilles Sanon, In: The CFA Franc Zone: Common Currency, Uncommon Challenges, A.M. Guide and G. C. Tsangarides (Eds.), 2008-04, pp. 54-76, International Monetary Fund, 2008

Modelling The Slow Mean-Reversion Of The Central And Eastern European Countries' Real Exchange RatesJournal articleGilles Dufrénot, Elisabeth Grimaud, Eugénie Latil and Valérie Mignon, Manchester School, Volume 76, Issue 1, pp. 21-43, 2008

A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d tJournal articleMohamed Boutahar, Gilles Dufrénot and Anne Péguin-Feissolle, Computational Economics, Volume 31, Issue 3, pp. 225-241, 2008

Macroeconomic policies in the Franc Zone, by David Fielding (Basingstoke: Palgrave Macmillan, 2005, pp. 240)Journal articleGilles Dufrénot, Journal of International Development, Volume 19, Issue 3, pp. 447-448, 2007

Persistent misalignments of the European exchange rates: some evidence from non-linear cointegrationJournal articleGilles Dufrénot, Laurent Mathieu, Valérie Mignon and Anne Péguin-Feissolle, Applied Economics, Volume 38, Issue 2, pp. 203-229, 2006

Long-memory dynamics in a SETAR model - applications to stock marketsJournal articleGilles Dufrénot, Dominique Guégan and Anne Péguin-Feissolle, Journal of International Financial Markets, Institutions and Money, Volume 15, Issue 5, pp. 391-406, 2005

Modelling squared returns using a SETAR model with long-memory dynamicsJournal articleGilles Dufrénot, Dominique Guégan and Anne Péguin-Feissolle, Economics Letters, Volume 86, Issue 2, pp. 237-243, 2005

Business cycles asymmetry and monetary policy: a further investigation using MRSTAR modelsJournal articleGilles Dufrénot, Valérie Mignon and Anne Péguin-Feissolle, Economic Modelling, Volume 21, Issue 1, pp. 37-71, 2004

Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?Journal articleGilles Dufrénot, Sandrine Lardic, Laurent Mathieu, Valérie Mignon and Anne Péguin-Feissolle, Revue Économique, Volume 55, Issue 3, pp. 449-458, 2004

Modeling the French Consumption Function Using SETAR ModelsJournal articleGilles Dufrénot and Valérie Mignon, Economics Bulletin, Volume 3, Issue 20, pp. 1-16, 2004

Modeling the volatility of the US SαP 500 index using an LSTGARCH modelJournal articleGilles Dufrénot, Vêlayoudom Marimoutou and Anne Péguin-Feissolle, Revue d'économie politique, Volume 114, Issue 4, pp. 453-465, 2004

Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspectiveJournal articleGilles Dufrénot, Valérie Mignon and Slim Chaouachi, Economics Bulletin, Volume 3, Issue 19, pp. 1-11, 2004

La cointégration non linéaire : une note méthodologiqueJournal articleGilles Dufrénot and Valérie Mignon, Economie & Prévision, Volume 155, Issue 4, pp. 117-137, 2002

Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and FinanceBookGilles Dufrénot and Valérie Mignon, 2002, Springer US, 2002

Le taux de change du dollar contre le mark suit-il une dynamique non-lineaire ? Une evaluation empirique sur donnees infra-journalieresJournal articleJérôme Drunat, Gilles Dufrénot and Laurent Mathieu, Recherches économiques de Louvain, Volume 64, Issue 2, pp. 159-182, 1998

Neo-Classical Growth and Complex Dynamics: A Note on Day’s (1982) ModelBook chapterGilles Dufrénot, In: Non-Linear Dynamics and Endogenous Cycles, Gilbert Abraham-Frois (Eds.), 1998, pp. 27-46, Springer Berlin Heidelberg, 1998

Non Linear Dynamics and Utility Functions in Overlapping Generations ModelsBook chapterGilles Dufrénot and Laurent Mathieu, In: Non-Linear Dynamics and Endogenous Cycles, Gilbert Abraham-Frois (Eds.), 1998, pp. 83-110, Springer Berlin Heidelberg, 1998

Les théories explicatives du taux de change : de Cassel au début des années quatre-vingtJournal articleGilles Dufrénot, Jérôme Drunat and Laurent Mathieu, Revue Française d'Économie, Volume 9, Issue 3, pp. 53-111, 1994

Methods In Economics: Testing For LinearityJournal articleGilles Dufrénot and Laurent Mathieu, Journal des Economistes et des Etudes Humaines, Volume 5, Issue 2-3, pp. 16, 1994