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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

Productivity gaps in the developing world : an international comparison

Dufrénot, Gilles; Forler, Sitraka; Mahaman, Hadiza; … - In: Topical issues in international development and economics, (pp. 344-385). 2024

Persistent link: https://www.econbiz.de/10014548370

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

Neo-classical growth and complex dynamics : a note on Day's (1982) model

Dufrénot, Gilles - In: Non-linear dynamics and endogenous cycles, (pp. 27-46). 1998

Persistent link: https://www.econbiz.de/10001323718

Non linear dynamics and utility functions in overlapping generations models

Dufrénot, Gilles - In: Non-linear dynamics and endogenous cycles, (pp. 83-110). 1998

Persistent link: https://www.econbiz.de/10001323732

Financial integration and business cycle synchronization in sub-Saharan Africa

Acalin, Julien; Cabrillac, Bruno; Dufrénot, Gilles; … - In: Uncertainty, expectations and asset price dynamics : …, (pp. 125-146). 2018

Persistent link: https://www.econbiz.de/10012015058

A comparison of the Fed's and ECB's strategies during the subprime crisis

Aloy, Marcel; Dufrénot, Gilles - In: Monetary policy in the context of the financial crisis …, (pp. 419-449). 2015

Persistent link: https://www.econbiz.de/10011326808

Shift-volatility transmission in East Asian equity markets : new indicators

Aloy, Marcel; Truchis, Gilles de; Dufrénot, Gilles; … - In: Market microstructure and nonlinear dynamics : keeping …, (pp. 273-291). 2014

Persistent link: https://www.econbiz.de/10010480444

Anticipated macroeconomic fundamentals, sovereign spreads and regime-switching : the case of the euro area

Dufrénot, Gilles; Damette, Olivier; Frouté, Philippe - In: Market microstructure and nonlinear dynamics : keeping …, (pp. 205-234). 2014

Persistent link: https://www.econbiz.de/10010480449

Les sources de la croissance des pays de l'UEMOA

Arigbo, Félicien; Diop, Abdoulaye; Dufrénot, Gilles; … - In: Enjeux des politiques macroéconomiques des pays de l'UEMOA, (pp. 75-102). 2008

Persistent link: https://www.econbiz.de/10003795376