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Quantile and Copula spectrum : a new approach to investigate cyclical dependence in economic time series

Dufrénot, Gilles; Matsuki, Takashi; Sugimoto, Kimiko - In: Recent econometric techniques for macroeconomic and …, (pp. 3-34). 2021

This chapter presents a survey of some recent methods used in economics and finance to account for cyclical dependence and account for their multifaced dynamics: nonlinearities, extreme events, asymmetries, non-stationarity, time-varying moments. To circumvent the caveats of the standard...

Persistent link: https://www.econbiz.de/10012395263

Does international financial integration increase the standard of living in Africa? : a frontier approach

Dufrénot, Gilles; Sugimoto, Kimiko - In: Topical issues in international development and economics, (pp. 486-521). 2024

Persistent link: https://www.econbiz.de/10014548380

Testing real convergence in the ECOWAS countries in presence of heterogeneous long-run growths : a panel data study

Dufrénot, Gilles (contributor); Sanon, Gilles (contributor) - 2005

Persistent link: https://www.econbiz.de/10003313217

Financial integration and growth correlation in Sub-Saharan Africa

Acalin, Julien; Cabrillac, Bruno; Dufrénot, Gilles; … - 2015

Persistent link: https://www.econbiz.de/10011305194

Testing catching-up between the developing countries : "growth resistance" and sometimes "growth tragedy"

Dufrénot, Gilles; Mignon, Valérie; Naccache, Théo - In: Bulletin of economic research 64 (2012) 4, pp. 470-508

Persistent link: https://www.econbiz.de/10009722630

The ECOWAS countries’ growth rates: what makes them similar and what makes them different? : A quantile regression analysis

Dufrénot, Gilles; Ehrhart, Hélène - In: Canadian journal of development studies 36 (2015) 3, pp. 345-365

Persistent link: https://www.econbiz.de/10011487210

Modeling the French consumption functions using SETAR models

Dufrénot, Gilles (contributor); … - In: Economics bulletin : EB (2004)

Persistent link: https://www.econbiz.de/10003072890

Persistence in the CEEC's exchange rate misalignments : an empirical analysis based on FI-STARMA models

Dufrénot, Gilles; Grimaud, Elisabeth; Latil, Eugénie; … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002436004

Stochastic nonlinearities in high frequency exchange rates : evidence from the US dollar - French franc, the US dollar - Deutsche Mark, and the Deutsche Mark - French franc

Drunat, Jérôme - In: Rivista internazionale di scienze economiche e … 43 (1996) 4, pp. 897-926

Persistent link: https://www.econbiz.de/10001213075

The effect of ENSO shocks on commodity prices : a multi-time scale approach

Dufrénot, Gilles; Ginn, William; Pourroy, Marc - 2021

Persistent link: https://www.econbiz.de/10012548152

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