Frédérique Bec
Biographic Data
| ID | 5927646 |
|---|---|
| NAME | Frédérique Bec |
| GIVEN NAMES | Frédérique |
| FAMILY NAME | Bec |
| SIGNATURE | BEC F |
| AFFILIATIONS | Théorie Économique, Modélisation et Applications |
| ORCID | 0000-0002-9333-1057 |
| VERIFIED | Yes |
| TOTAL WORKS | 6 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 6 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1994 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Les cycles économiques de la France
Cet article propose une datation trimestrielle de référence des périodes de récession et d’expansion de l’économie française depuis 1970, réalisée par le comité de datation des cycles de l’Association française de science économique. La méthodologie repose sur deux piliers : 1) des estimations économétriques pour identifier les périodes candidates et 2) une approche narrative détaillant le contexte économique de l’époque pour finaliser la datatio…
Mixed Causal–Noncausal Autoregressions
This paper stresses the bimodality of the likelihood function of the Mixed causal–noncausal AutoRegressions (MAR), and it is shown that the bimodality issue becomes more salient as the causal root approaches unity from below. The consequences are important as the roots of the local maxima are typically interchanged, attributing the noncausal component to the causal one and vice‐versa. This severely changes the interpretation of the results, and t…
Inventory investment and the business cycle
From quarterly postwar US and French data, this paper provides evidence of a bounce-back effect in inventory investment but not in final sales data. Actually, from a bounce-back augmented threshold model, it appears that i) the null hypothesis of no bounce-back effect is strongly rejected by the inventory investment data and ii) the one-step ahead forecasting performances of the models accounting for this bounce-back effect are well improved comp…
Fédéralisme budgétaire et stabilisation macroéconomique en Europe
[eng] Fiscal federalism and european stabilization The future European Union shed light on fiscal policies. We study in this article the ability of fiscal federalism to stabilize macroeconomic fluctuations. More particularly, we evaluate the stabilizing effects of automatic stabilizers and direct transfers at the federal budget level. This evaluation takes place in an intertemporal stochastic two-country model with incomplete markets. It appears …
Une évaluation empirique de l'efficience du marché des changes
[eng] An empirical testing of exchange market efficiency hypothesis This paper develops an empirical analysis of the exchange market efficiency hypothesis, based on its implications for the VAR representation. It proposes an extension of the existing tests. Using daily data for the main nominal exchange rates vis-a-vis the US dollar - namely the Japanese Yen, the British Pound, the Deutschmark and the French Franc - over the period spanning Janua…
La transmission internationale des fluctuations
[fre] La transmission internationale des fluctuations. Une explication de la corrélation croisée des consommations Cet article propose un modèle d'équilibre général à deux pays et un bien, qui rend compte de la faible corrélation observée entre les consommations des principaux pays industrialisés tout en préservant les qualités des modèles existants. Cette amélioration provient de la modification de l'indice de consommation pour inclure la consom…
No prominent works on this page.
La transmission internationale des fluctuations
[fre] La transmission internationale des fluctuations. Une explication de la corrélation croisée des consommations Cet article propose un modèle d'équilibre général à deux pays et un bien, qui rend compte de la faible corrélation observée entre les consommations des principaux pays industrialisés tout en préservant les qualités des modèles existants. Cette amélioration provient de la modification de l'indice de consommation pour inclure la consom…
Fédéralisme budgétaire et stabilisation macroéconomique en Europe
[eng] Fiscal federalism and european stabilization The future European Union shed light on fiscal policies. We study in this article the ability of fiscal federalism to stabilize macroeconomic fluctuations. More particularly, we evaluate the stabilizing effects of automatic stabilizers and direct transfers at the federal budget level. This evaluation takes place in an intertemporal stochastic two-country model with incomplete markets. It appears …
Une évaluation empirique de l'efficience du marché des changes
[eng] An empirical testing of exchange market efficiency hypothesis This paper develops an empirical analysis of the exchange market efficiency hypothesis, based on its implications for the VAR representation. It proposes an extension of the existing tests. Using daily data for the main nominal exchange rates vis-a-vis the US dollar - namely the Japanese Yen, the British Pound, the Deutschmark and the French Franc - over the period spanning Janua…
Inventory investment and the business cycle
From quarterly postwar US and French data, this paper provides evidence of a bounce-back effect in inventory investment but not in final sales data. Actually, from a bounce-back augmented threshold model, it appears that i) the null hypothesis of no bounce-back effect is strongly rejected by the inventory investment data and ii) the one-step ahead forecasting performances of the models accounting for this bounce-back effect are well improved comp…
Mixed Causal–Noncausal Autoregressions
This paper stresses the bimodality of the likelihood function of the Mixed causal–noncausal AutoRegressions (MAR), and it is shown that the bimodality issue becomes more salient as the causal root approaches unity from below. The consequences are important as the roots of the local maxima are typically interchanged, attributing the noncausal component to the causal one and vice‐versa. This severely changes the interpretation of the results, and t…
Les cycles économiques de la France
Cet article propose une datation trimestrielle de référence des périodes de récession et d’expansion de l’économie française depuis 1970, réalisée par le comité de datation des cycles de l’Association française de science économique. La méthodologie repose sur deux piliers : 1) des estimations économétriques pour identifier les périodes candidates et 2) une approche narrative détaillant le contexte économique de l’époque pour finaliser la datatio…
Economic Theory and Policy (4 works) · Humanities (4 works) · Monetary Policy and Economic Impact (4 works) · Political science (4 works) · Economics (3 works) · Art (2 works) · Econometrics (2 works) · Operations management (2 works) · Philosophy (2 works) · Philosophy (2 works)