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Articles

• Mixed Causal–Noncausal Autoregressions : Bimodality Issues in Estimation and Unit Root Testing Bec Frédérique, Heino Bohn Nielsen , Oxford bulletin of economics and statistics, 82 (6), p.1413-1428, 2021
• An asymmetrical overshooting correction model for G20 nominal effective exchange rates, Bec Frédérique, Melika Ben Salem , Economics bulletin, 40 (3), p.1937-1947, 2020
• Is Inflation driven by survey-based, VAR-based or myopic expectations ? An empirical assessment from US real-time data Bec Frédérique, North american journal of economics and finance, 51 (C), 2020
• How do oil price forecast errors impact inflation forecast errors ? An empirical analysis from US, French and UK inflation forecasts Bec Frédérique, A. De Gaye , Economic modelling, 53 , p.75-88, 2016
• Nowcasting French GDP in real-time with surveys and `blocked’ regressions : Combining forecasts or pooling information ? Bec Frédérique, M. Mogliani , The International Journal of Forecasting, 31 (4), p.1021-1042, 2015
• Comparing the shape of recoveries : France, the UK and the US Bec Frédérique, O. Bouabdallah, L. Ferrara , Economic modelling, Volume 44 , p.327–334, 2015
• Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup Bec Frédérique, C. Gollier , Bankers, Markets and Investors, p.5-19, 2015
• Do stock returns rebound after bear markets ? Bec Frédérique, S. Zeng , Journal of empirical finance, 30 , p.50-61, 2015
• The European Way out of Recession Bec Frédérique, Othman Bouabdallah, Laurent Ferrara , International journal of forecasting, 30 , p.539-549, 2014
• The Way out of Recessions : A Forecasting Analysis for Some Euro Area Countr Bec Frédérique, Bouabdallah Othman, Laurent Ferrara , International journal of forecasting, 30 , p.539-549, 2014
• Inventory Investment Dynamics and Recoveries : A Comparison of Manufacturing and Retail Trade Sectors Bec Frédérique, M. Bessec , Economics bulletin, 33(3) , p.2209-2222, 2013
• Inventory Investment and the Business Cycle : The Usual Suspect Bec Frédérique, Mélika Ben Salem , Studies in nonlinear dynamics and econometrics, 17(3) , p.335-343, 2013
• Are Southeast Asian Real Exchange Rates Mean Reverting ? Bec Frédérique, Songlin Zeng , Journal of international financial markets, institutions and money, 23 , p. 265-282, 2013
• Le rôle des stocks en sortie de crise : Une étude empirique sur données d’enquête Bec Frédérique, Ben Salem, Mélika; Bessec, Marie , Revue d’economie politique, 122 , p.811-822, 2012
• Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model Bec Frédérique, M. Ben Salem, M. Carrasco , Annales d’economie et statistiques, p.395-427, 2011
• Federal Funds Rate Stationarity : New Evidence Bec Frédérique, Charbel B. , Economics bulletin, 22 (9), p.867-872, 2009
• The ACR Model : A Multivariate Dynamic Mixture Autoregression Bec Frédérique, Rahbek A., Shephard N. , Oxford bulletin of economics and statistics, 70 (5), p. 583-618, 2008
• Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model with an Application to the Term Structure of Interest Rates Bec Frédérique, Guay A., Guerre E. , Journal of econometrics, 142 (1), p.94-133, 2008
• Purchasing power parity : A nonlinear multivariate perspective Bec Frédérique, M. Ben Salem, A. Rahbek , Economics bulletin, 6 (39), p.1-6, 2008
• The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan : Has There Been a Structural Change ? Bec Frédérique, Bastien A. , Studies in nonlinear dynamics and econometrics, 11 (4), p.01-25, 2007
• Real Exchange Rates and Real Interest Rates : A Nonlinear Perspective Bec Frédérique, Ben Salem M., MacDonald R. , Recherches economiques de louvain, 72 (2), p.177-194, 2006
• Tests for Unit Root versus Threshold Specification with an Application to the PPP Bec Frédérique, Ben Salem M., Carrasco M. , Journal of business and economic statistics, 22 (4), p.382-395, 2004
• L’ajustement à seuil des processus cointégrés : Que sait-on des modèles à trois régimes ? Bec Frédérique, Ben Salem M. , Revue d’economie politique, 114 (4), 2004
• A Vector Equilibrium Correction Model with Non-linear Discontinuous Adjustments Bec Frédérique, Rahbek A. , Econometrics journal, 7 (2), p.628-651, 2004
• Asymmetries in Monetary Policy Reaction Function : Evidence for U.S. French and German Central Banks Bec Frédérique, Ben Salem M., Collard F. , Studies in nonlinear dynamics and econometrics, 6 (2), 2002
• Impulsions dominantes et analyse des fluctuations de l’économie française Bec Frédérique, Actualité économique, 70 (1), p.5-26, 1994
• Une étude empirique des sources des fluctuations économiques dans le cadre d’un modèle à tendances communes Bec Frédérique, Hairaut J.-O. , Annales d’economie et statistiques, p.4, 1993

Documents de travail

• Power of unit root tests against nonlinear and noncausal alternatives
  Bec Frédérique, Alain Guay, Heino Bohn Nielsen , 2022-14, 2022
• Les cycles économiques de la France : une datation de référence
  Bec Frédérique, Antonin Aviat, Claude Diebolt, Catherine Doz, Denis Ferrand,Laurent Ferrara, Eric Heyer, Valérie Mignon, Pierre‐Alain Pionnier , 2021-13, 2021
• Dating business cycles in France:A reference chronology
  Bec Frédérique, Antonin Aviat, Claude Diebolt, Catherine Doz, Denis Ferrand,Laurent Ferrara, Eric Heyer, Valérie Mignon, Pierre-Alain Pionnier , 2021-15, 2021
• A simple unit root test consistent against any stationary alternative
  Bec Frédérique, Alain Guay , 2020-10, 2020
• An asymmetrical overshooting correction model for G20 nominal effective exchange rates
  Bec Frédérique, Mélika Ben Salem , 2020-11, 2020
• Mixed Causal-Noncausal Autoregressions : Bimodality Issues in Estimation and Unit Root Testing
  Bec Frédérique, Heino Bohn Nielsen , 2019-07, 2019
• Dornsbush revisited from an asymmetrical perspective : Evidence from G20 nominal effective exchange rates
  Bec Frédérique, Mélika Ben Salem , 2019-12, 2019
• Why are inflation forecasts sticky ?
  Bec Frédérique, Raouf Boucekkine, Caroline Jardet , 2017-23, 2017
• Do Stock Returns Rebound After Bear Markets ? An Empirical Analysis From Five OECD Countries Bec Frédérique, Songlin ZENG , 2013-21, 2013
• Are Southeast Asian Real Exchange Rates Mean Reverting ? Bec Frédérique, Songlin Zeng , 2012-25, 2012
• The possible shapes of recoveries in Markov-Switching models Bec Frédérique, Othman Bouabdallah; Laurent Ferrara , 2011-02, 2011
• The European Way Out of Recessions Bec Frédérique, Othman Bouabdallah, Laurent ferrara , 2011-23, 2011
• Assets returns volatility and investment horizon : The French case Bec Frédérique, Christian Gollier , 2008-10, 2008
• The ACR model : a multivariate dynamic mixture autoregression Bec Frédérique, Anders Rahbek, Neil Shepard , 2008-11, 2008
• Federal Funds Rate Stationarity : New Evidence Bec Frédérique, Charbel Bassil , 2008-35, 2008
• Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model Bec Frédérique, Ben Salem M., Carrasco M. , Econometrics journal, Document de travail Rochester Center for Economic Research, 503, 2004
• Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model Bec Frédérique, Centre de Recherche en Economie et Statistique, 2002
• Nonlinear Economic Policies : Pitfalls in the Lucas Critique Empirical Counterpart Bec Frédérique, Econometric Society World Congress 2000 Contributed Papers, 2000
• Real exchange rates and real interest rates : A nonlinear perspective Bec Frédérique, Ben Salem M., MacDonald R. , THEMA Working Papers, 1999
• Mondialisation, mobilité du capital et stabilité macro-économique Bec Frédérique, 4or : a quarterly journal of operations research, THEMA Working Papers, 1999
• Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics Bec Frédérique, Ben Salem M. , 1998
• Fiscal policies, public deficit retraints and European stabilization Bec Frédérique, Hairault J-O. , Discussion Papers (REL - Recherches Economiques de Louvain), 1996
• La transmission internationale des fluctuations : une explication de la correlation croisee des consommations Bec Frédérique, Papiers d'Economie Math?matique et Applications, 1992

Contribution à un livre

• Le modèle autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains Bec Frédérique, A. De Gaye , Chapter 5 in "Méthodes de prévision en Finance", Paris: Economica, 2020