Concepedia

Sébastien Fries

SF

5

Publications

118

Citations

5

H-Index

2016

Active since

Affiliations

Banque de France(Current)

Centre de Recherche en Économie et Statistique

University of Lausanne

Université Paris-Saclay

Sébastien Fries is an author at Banque de France specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsEconometricsMacroeconomicsEconomic PolicyLoansEuro AreaStatisticsTechnology

Publications per year

2016–2021

5

Publications

5

National natural rates of interest and the single monetary policy in the euro area

Sébastien Fries, Jean‐Stéphane Mésonnier, Sarah Mouabbi et al. · Journal of Applied Econometrics · 2018 · 39 citations

National Rate Gaps, Exchange Rate Stability, Exchange Rate +16

MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES

Sébastien Fries, Jean‐Michel Zakoïan · Econometric Theory · 2019 · 35 citations · Full text

Engineering, Fluid Mechanics, Economic Fluctuation +20

National Natural Rates of Interest and the Single Monetary Policy in the Euro Area

Sébastien Fries, Jean‐Stéphane Mésonnier, Sarah Mouabbi et al. · SSRN Electronic Journal · 2016 · 18 citations · Full text

Understanding the explosive trend in EU ETS prices -- fundamentals or speculation?

Marina Friedrich, Sébastien Fries, Michael Pahle et al. · arXiv (Cornell University) · 2019 · 14 citations · Full text

Empirical Finance, Economics, Asset Pricing +15

Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds

Sébastien Fries · Journal of Business and Economic Statistics · 2021 · 12 citations · Full text

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