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Real exchange rate misalignment in Hungary : a fractionally integrated threshold model
Dufrénot, Gilles; Grimaud, Elisabeth; Latil, Eugénie; … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760404
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Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760407
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La cointégration non linéaire : une note méthodologique
Dufrénot, Gilles; Mignon, Valérie - In: Economie & prévision : EP (2002) 4, pp. 117-137
Persistent link: https://www.econbiz.de/10001739765
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Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - In: Economic modelling 21 (2004) 1, pp. 37-71
Persistent link: https://www.econbiz.de/10001857842
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Cointégration fractionnaire entre la consommation et le revenu
Lardic, Sandrine; Mignon, Valérie - In: Economie & prévision : EP (2003) 2, pp. 123-142
Persistent link: https://www.econbiz.de/10001836648
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Recent developments on exchange rates
Lardic, Sandrine (ed.); Mignon, Valérie (contributor) - 2004
Persistent link: https://www.econbiz.de/10001827477
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Coi͏̈ntégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue?
Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - In: Revue économique : revue bimestrielle 55 (2004) 3, pp. 449-458
Persistent link: https://www.econbiz.de/10002068730
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The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel (contributor); Lardic, Sandrine (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
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Robert F. Engle et Clive W. J. Granger : prix Nobel d'économie 2003
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001907185
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Robert F. Engle et Clive W. J. Granger : prix Nobel d'économie 2003
Lardic, Sandrine; Mignon, Valérie - In: Revue d'économie politique 114 (2004) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001952332