DOMAINE DE RECHERCHE

• Macroéconomie
• Finances Internationales
• Econométrie des séries temporelles

Publications Récentes

[2013] "Is financial repression a solution to reduce fiscal vulnerability ? The example of France since the end of World War II.", Applied Economics, en coll. avec Dufrénot G., Péguin-Feissolle A. (à paraître).

[2013] "A smooth transition long-memory model", Studies in Nonlinear Dynamics & Econometrics, en coll. avec Dufrénot G., Lai Tong C., Péguin-Feissolle A. (à paraître).

[2013] "Long-run relationships between international stock prices : further evidence from fractional cointegration tests", Applied Economics, Vol. 45, Issue 7, pp. 817-828, March 2013, en coll. avec M. Boutahar, K. Gente et A. Péguin-Feissolle.

[2011] "Purchasing power parity and the time series behavior of the real exchange rates : does one size fit all ?", Economic Modelling, 28, pp. 1279-1290, en coll. avec M. Boutahar, K. Gente et A. Péguin-Feissolle.

[2009] "Fractional integration and cointegration in stock prices and exchange rates", Economics Bulletin, Vol.30, Issue 1, en coll. avec M. Boutahar, K. Gente et A. Péguin-Feissolle.

[2009] "The role of demography in the long-run YEN/USD real exchange rate appreciation", Journal of Macroeconomics, Vol.31, Issue 4, en coll. avec K. Gente.

Documents de travail récents

[2012] "Estimation and Testing for Fractional Cointegration", Aloy M., De Truchis G., Document de Travail GREQAM, 2012-15 .

[2011] "Purchasing power parity and the time series behavior of the real exchange rates : does one size fit all ?", Aloy M., Boutahar M., Gente K., Péguin-Feissolle A., Document de Travail GREQAM, 2011-04.

[2010] "Fractional integration and cointegration in stock prices and exchange rates", Aloy M., Boutahar M., Gente K., Péguin-Feissolle A., Document de Travail GREQAM, 2010-43.