Concepedia
Statistics
Publications
19
Citations
555
H-Index
15
Active since
2002
Affiliations
CY Cergy Paris Université(Current)
Centre de Recherche en Économie et Statistique
Institut National de la Statistique et des Etudes Economiques
Banque de France
Equipes Traitement de l'Information et Systèmes
Frédérique Bec is an author at CY Cergy Paris Université specializing in economics, econometrics, and social sciences.
Publications per year
2002–2020
Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks
Frédérique Bec, Mélika Ben Salem, Fabrice Collard · Studies in Nonlinear Dynamics and Econometrics · 2002 · 103 citations
Social Sciences, Economics, Financial Economics +16
The ACR Model: A Multivariate Dynamic Mixture Autoregression*
Frédérique Bec, Anders Rahbek, Neil Shephard · Oxford Bulletin of Economics and Statistics · 2008 · 71 citations
Social Sciences, Economics, Finance +15
Adaptive consistent unit-root tests based on autoregressive threshold model
Frédérique Bec, Alain Guay, Emmanuel Guerre · Journal of Econometrics · 2007 · 51 citations · Full text
Social Sciences, Economics, Econometrics +7
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
Frédérique Bec, Mélika Ben Salem, Marine Carrasco · Annals of Economics and Statistics · 2010 · 38 citations
Social Sciences, Economics, Econometrics +14
The Possible Shapes of Recoveries in Markov-Switching Models
Frédérique Bec, Othman Bouabdallah, Laurent Ferrara · SSRN Electronic Journal · 2011 · 30 citations · Full text
Social Sciences, Economics, Econometrics +11
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