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Dufrénot, Gilles

Co-Author Distance
Author ID: dufrenot.gilles Recent zbMATH articles by "Dufrénot, Gilles"
Published as: Dufrénot, Gilles; Dufrenot, Gilles
Documents Indexed: 11 Publications since 1998, including 1 Book
2 Contributions as Editor
Co-Authors: 17 Co-Authors with 12 Joint Publications
98 Co-Co-Authors
all top 5

Co-Authors

1 single-authored
5 Jawadi, Fredj
3 Peguin-Feissolle, Anne
2 Khayat, Guillaume A.
2 Mignon, Valérie
1 Agnello, Luca
1 Aloy, Marcel
1 Boutahar, Mohamed
1 Castro, Vítor
1 Ftiti, Zied
1 Guégan, Dominique
1 Jambois, Aurélia
1 Jambois, Laurine
1 Louhichi, Waël
1 Mathieu, Laurent
1 Naccache, Théo
1 Sousa, Ricardo M.
1 Tong, Charles Lai
all top 5

Serials

3 Studies in Nonlinear Dynamics and Econometrics
1 Journal of Economic Dynamics & Control
1 Annals of Operations Research
1 Economics Letters
1 Computational Economics
1 Open Economies Review
1 Bulletin of Economic Research

Fields

12 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
8 Statistics (62-XX)
2 General and overarching topics; collections (00-XX)
1 Dynamical systems and ergodic theory (37-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

7 Publications have been cited 25 times in 21 Documents Cited by ▼ Year ▼
A simple fractionally integrated model with a time-varying long memory parameter \(d_t\). Zbl 1136.91564
Boutahar, Mohamed; Dufrénot, Gilles; Péguin-Feissolle, Anne
6
2008
Modelling squared returns using a SETAR model with long-memory dynamics. Zbl 1254.91654
Dufrenot, Gilles; Guegan, Dominique; Peguin-Feissolle, Anne
6
2005
Recent developments in nonlinear cointegration with applications to macroeconomics and finance. Zbl 1007.62098
Dufrénot, Gilles; Mignon, Valérie
4
2002
A smooth transition long-memory model. Zbl 1506.62478
Aloy, Marcel; Dufrénot, Gilles; Tong, Charles Lai; Peguin-Feissolle, Anne
4
2013
Testing catching-up between the developing countries: “Growth resistance” and sometimes “growth tragedy”. Zbl 1258.91179
Dufrénot, Gilles; Mignon, Valérie; Naccache, Théo
3
2012
Unconventional monetary policy reaction functions: evidence from the US. Zbl 07675533
Agnello, Luca; Castro, Vitor; Dufrénot, Gilles; Jawadi, Fredj; Sousa, Ricardo M.
1
2020
A model of fiscal dominance under the “Reinhart conjecture”. Zbl 1401.91354
Dufrénot, Gilles; Jawadi, Fredj; Khayat, Guillaume A.
1
2018
Unconventional monetary policy reaction functions: evidence from the US. Zbl 07675533
Agnello, Luca; Castro, Vitor; Dufrénot, Gilles; Jawadi, Fredj; Sousa, Ricardo M.
1
2020
A model of fiscal dominance under the “Reinhart conjecture”. Zbl 1401.91354
Dufrénot, Gilles; Jawadi, Fredj; Khayat, Guillaume A.
1
2018
A smooth transition long-memory model. Zbl 1506.62478
Aloy, Marcel; Dufrénot, Gilles; Tong, Charles Lai; Peguin-Feissolle, Anne
4
2013
Testing catching-up between the developing countries: “Growth resistance” and sometimes “growth tragedy”. Zbl 1258.91179
Dufrénot, Gilles; Mignon, Valérie; Naccache, Théo
3
2012
A simple fractionally integrated model with a time-varying long memory parameter \(d_t\). Zbl 1136.91564
Boutahar, Mohamed; Dufrénot, Gilles; Péguin-Feissolle, Anne
6
2008
Modelling squared returns using a SETAR model with long-memory dynamics. Zbl 1254.91654
Dufrenot, Gilles; Guegan, Dominique; Peguin-Feissolle, Anne
6
2005
Recent developments in nonlinear cointegration with applications to macroeconomics and finance. Zbl 1007.62098
Dufrénot, Gilles; Mignon, Valérie
4
2002
all cited Publications top 5 cited Publications
all top 5

Cited by 36 Authors

3 Boubaker, Heni
3 Dufrénot, Gilles
3 Guégan, Dominique
3 Stengos, Thanasis
3 Yazgan, M. Ege
2 Beylunioglu, Fuat C.
2 Canarella, Giorgio
2 Chaubal, Aditi
2 Gupta, Rangan
2 Peguin-Feissolle, Anne
2 Zhao, Zifeng
1 Agnello, Luca
1 Bisaglia, Luisa
1 Boutahar, Mohamed
1 Castro, Vítor
1 Chen, Rong
1 Escribano, Alvaro
1 Faulwasser, Timm
1 Grigoletto, Matteo
1 Gross, Marco
1 Hassan, Mohammad Kabir
1 Izzeldin, Marwan
1 Jawadi, Fredj
1 Kauermann, Goran
1 Leipus, Remigijus
1 Loungani, Prakash
1 Lu, Zhiping
1 Özkan, Harun
1 Pappas, Vasileios
1 Semmler, Willi
1 Sousa, Ricardo M.
1 Surgailis, Donatas
1 Torrado, María
1 Tsionas, Mike G.
1 Wegener, Michael
1 Zhang, Zhengjun
all top 5

Cited in 13 Serials

9 Studies in Nonlinear Dynamics and Econometrics
1 Lithuanian Mathematical Journal
1 Journal of Econometrics
1 Econometric Reviews
1 Economics Letters
1 Communications in Statistics. Simulation and Computation
1 Computational Economics
1 Statistical Papers
1 Quantitative Finance
1 Statistical Methods and Applications
1 Bulletin of Economic Research
1 Journal of Business and Economic Statistics
1 Journal of Time Series Econometrics

Cited in 4 Fields

19 Statistics (62-XX)
14 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Probability theory and stochastic processes (60-XX)
2 Numerical analysis (65-XX)

Citations by Year