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Aloy, Marcel; Dufrenot, Gilles; Tong, Charles Lai; … - HAL - 2012

This paper proposes a new fractional model with a time-varying long-memory parameter. The latter evolves nonlinearly according to a transition variable through a logistic function. We present a LR-based test that allows to discriminate between the standard fractional model and our model. We...

Persistent link: https://www.econbiz.de/10010933920

An exponential FISTAR model applied to the US real effective exchange rate

Boutahar, Mohamed; Mootamri, Imene; Peguin-Feissolle, Anne - HAL - 2007

The aim of this paper is to study the dynamics of the US real effective exchange rate by capturing nonlinearity and …

Persistent link: https://www.econbiz.de/10008794103

A fractionally integrated exponential STAR model applied to the US real effective exchange rate

Boutahar, Mohamed; Mootamri, Imene; Peguin-Feissolle, Anne - HAL - 2008

The aim of this paper is to study the dynamics of the US real effective exchange rate by capturing nonlinearity and …

Persistent link: https://www.econbiz.de/10008794371

A test for a new modelling : The Univariate MT-STAR Model

Addo, Peter Martey; Billio, Monica; Guegan, Dominique - HAL - 2011

can also account for cases where the adjustment mechanism towards equilibrium is not symmetric. Second, we develop a …

Persistent link: https://www.econbiz.de/10010635009

Exchange Rate Flexibility across Financial Crises

Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - HAL - 2010

This paper studies the impact of global financial turmoil on the exchange rate policies in emerging countries. Many emerging countries have loosened the link of their currencies to the US dollar since the bursting of the subprime crisis in July 2007. Spillovers from advanced financial markets to...

Persistent link: https://www.econbiz.de/10011026166

Dynamic Origin of Evolution and Social Transformation

Kirilyuk, Andrei - HAL - 2012

an a priori conservative, time-independent system. It appears together with the universal dynamic complexity definition …, where this unified complexity conservation and transformation constitutes the essence of evolution. We then consider the … exact mathematical description. Comparing the expected features of a revolutionary complexity transition near a step …

Persistent link: https://www.econbiz.de/10010595751

Consensus theories: an oriented survey

Hudry, Olivier; Monjardet, Bernard - HAL - 2010

consensus rules, tournament solutions, restricted domains, abstract consensus theories, algorithmic and complexity issues. This …

Persistent link: https://www.econbiz.de/10010603671

Dynamic Origin of Evolution and Social Transformation

Kirilyuk, Andrei - HAL - 2013

Persistent link: https://www.econbiz.de/10010821087

Requisite variety and intercultural teams: to what extent is Ashby's law useful ?

Bartel-Radic, A.; Lesca, N. - HAL - 2009

Requisite variety and intercultural teams: To what extent is Ashby's law useful? The “Law of Requisite Variety” (LRV) is frequently evoked to explain the design, functioning and performance of intercultural teams. But to what extent does the law really enhance understanding in this...

Persistent link: https://www.econbiz.de/10008788860

Complexity, uncertainty, and organizational congruency

Hanaki, Nobuyuki; Owan, Hideo - HAL - 2010

Many scholars in the fields of organization theory and management strategy have argued that there is a tension between the two types of organizational learning activities, exploration and exploitation. They appear to be substitutes: the greater the skill at one, the harder it is to do the other...

Persistent link: https://www.econbiz.de/10008793425