Recent Econometric Techniques for Macroeconomic and Financial Data Gilles Dufrénot

Macroeconometrics

Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series

On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?

A State-Space Model to Estimate Potential Growth in the Industrialized Countries

Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods

An Analysis of the Time-Varying Behavior of the Equilibrium Velocity of Money in the Euro Area

Revisiting Wealth Effects in France: A Double-Nonlinearity Approach

Productivity Spillovers in the Global Market

Financial Econometrics

Commodity Prices in Empirical Research

Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs

Revisiting the Glick–Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries

Cycles and Long-Range Behaviour in the European Stock Markets

A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets

Typology of Nonlinear Time Series Models

Pareto Models for Risk Management