Measuring the Effects of Oil Prices on China’s Economy: a Factor-Augmented Vector Autoregressive (FAVAR) Approach (Pacific Economic Review, forthcoming, 2009)
Euro-Dollar: Long-Run Benchmarks (Vox, 17 July 2008)
Oil Price and the Dollar (avecValérie Mignonand Alexis Penot, Energy Studies Review Vol. 15, Issue 2, 2008)
Modelling the Slow Mean-Reversion of the CEEC’s Real Exchange Rates (The Manchester School, 2008)
Is Asia Responsible for Exchange-Rate Misalignments within the G20? (Pacific Economic Review, 2008)
Oil Prices and Economic Activity: an Asymmetric Cointegration Approach (Energy Economics, 2008)
Explaining the European Exchange Rates Deviations: Long Memory or Nonlinear Adjustment? (Journal of International Financial Markets, Institutions and Money, 2008)
China and the Relationship between the Oil Price and the Dollar (Energy Policy, 2007)
The Impact of Oil Prices on GDP in European Countries: An Empirical Investigation Based on Asymmetric Cointegration (Energy Policy, 2006)
Persistent
misalignments of the European exchange rates: some evidence from nonlinear cointegration
(Applied Economics, 2006)
On the identification of de facto currency pegs (Journal of the Japanese and International
Economies, 2006)
Burden Sharing and Exchange Rate Misalignments within the Group of Twenty (in:
Dollar Adjustment: How Far? Against What?, Institute for International Economics,
2004)
Recent Developments on Exchange Rates (Palgrave Macmillan Press, 2004)
The exact maximum likelihood based-test for fractional cointegration: critical
values, power and size (Computational Economics, 2004)
The exact maximum likelihood estimation of ARFIMA processes and model selection
criteria: A Monte Carlo study (Economics Bulletin, 2004)
Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear
cointegration perspective (Economics Bulletin, 2004)
Modeling the French consumption function using SETAR models (Economics Bulletin,
2004)
Term premium and long-range dependence in volatility: A FIGARCH-M estimation on
some Asian countries (Journal of Emerging Market Finance, 2004)
Business cycles asymmetry and monetary policy: A further investigation using MRSTAR
models (Economic Modelling, 2004).
Fractional cointegration and term structure of interest rates (Empirical Economics,
2004)
Fractional cointegration between nominal interest rates and inflation: A re-examination
of the Fisher relationship in the G7 countries (Economics Bulletin, 2003)
Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics
and Finance (Kluwer Academic Publishers, 2002) |
