Research
Research interests: International economics, international finance, applied econometrics, globalization
Research interests: International economics, international finance, applied econometrics, globalization
Publications :
Publications :
"Fed's Policy Changes and Inflation in Emerging Markets: Lessons from the Taper Tantrum" (with M. Pourroy), Journal of Money, Credit and Banking. Forthcoming
"Fed's Policy Changes and Inflation in Emerging Markets: Lessons from the Taper Tantrum" (with M. Pourroy), Journal of Money, Credit and Banking. Forthcoming
"Does backward participation in global value chains affect countries' current accounts position? " (with V. Mignon), Review of World Economics, vol.157, n°1, pp.65-86, 2021.
"Does backward participation in global value chains affect countries' current accounts position? " (with V. Mignon), Review of World Economics, vol.157, n°1, pp.65-86, 2021.
"Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure" (with V. Mignon), Review of World Economics, vol.156, n°4, pp.835-858., 2020
"Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure" (with V. Mignon), Review of World Economics, vol.156, n°4, pp.835-858., 2020
"Does Inflation targeting Always Matter for the ERPT? A Robust Approach" (with M. Pourroy), Journal of Macroeconomics. Volume 60, Pages 360-377, 2019
"Does Inflation targeting Always Matter for the ERPT? A Robust Approach" (with M. Pourroy), Journal of Macroeconomics. Volume 60, Pages 360-377, 2019
"Inflation target and (a)symmetries in the oil price pass-through to inflation" (with M. Pourroy), Energy Economics. Volume 80, Pages 860-875. 2019
"Inflation target and (a)symmetries in the oil price pass-through to inflation" (with M. Pourroy), Energy Economics. Volume 80, Pages 860-875. 2019
"Globalization and exchange rate pass-through in Europe: Is there a link? " (with V. Mignon), Journal of Economic Integration, vol.33, n°4, pp.773-786, 2018
"Globalization and exchange rate pass-through in Europe: Is there a link? " (with V. Mignon), Journal of Economic Integration, vol.33, n°4, pp.773-786, 2018
"The heterogeneous cyclicality of income and wages among the distribution in the UK" (with M. Cervini and J.I. Silva). The B.E. Journal of Economic Analysis and Policy, Vol. 18, 2, pp. 1-13, 2018
"The heterogeneous cyclicality of income and wages among the distribution in the UK" (with M. Cervini and J.I. Silva). The B.E. Journal of Economic Analysis and Policy, Vol. 18, 2, pp. 1-13, 2018
"Exchange rate pass-through in emerging countries : Do the inflation environment, monetary policy regime and central bank behavior matter ?" (with V. Mignon). Journal of International Money and Finance, vol. 79, 20-38, 2017.
"Exchange rate pass-through in emerging countries : Do the inflation environment, monetary policy regime and central bank behavior matter ?" (with V. Mignon). Journal of International Money and Finance, vol. 79, 20-38, 2017.
"The wage inflation-unemployment curve at the macroeconomic level" (with S. Saglio). Oxford Bulletin of Economics and Statistics, 79 (1), pp. 55-78, 2017 ;
"The wage inflation-unemployment curve at the macroeconomic level" (with S. Saglio). Oxford Bulletin of Economics and Statistics, 79 (1), pp. 55-78, 2017 ;
"Nonlinearity of the inflation-output trade-o and time-varying price rigidity" (with V. Mignon). Oxford Bulletin of Economics and Statistics ; 77 (5), pp. 634-654, 2015 ;
"Nonlinearity of the inflation-output trade-o and time-varying price rigidity" (with V. Mignon). Oxford Bulletin of Economics and Statistics ; 77 (5), pp. 634-654, 2015 ;
"Is globalization weakening the inflation-output relationship ?" (with S. Saglio). Review of International Economics, vol. 22(4), pages 744- 758, 09, 2014
"Is globalization weakening the inflation-output relationship ?" (with S. Saglio). Review of International Economics, vol. 22(4), pages 744- 758, 09, 2014
"Short-run dynamics in bank credit : Assessing nonlinearities in cyclicality", (with V. Bouvatier and V. Mignon). Economic Modelling, vol. 37(C), pages 127- 136, 2014
"Short-run dynamics in bank credit : Assessing nonlinearities in cyclicality", (with V. Bouvatier and V. Mignon). Economic Modelling, vol. 37(C), pages 127- 136, 2014
"Interest rates, government purchases and the Taylor rule in recessions and expansions". Journal of Macroeconomics, Volume 38, December 2013, pp. 382-392
"Interest rates, government purchases and the Taylor rule in recessions and expansions". Journal of Macroeconomics, Volume 38, December 2013, pp. 382-392
"Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis ?" (with A.L. Delatte et M. Gex). Journal of International Money and Finance, Vol. 31, No. 3, 2012 ;
"Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis ?" (with A.L. Delatte et M. Gex). Journal of International Money and Finance, Vol. 31, No. 3, 2012 ;
"Asymmetric Exchange Rate Pass-Through : Evidence from Major Countries" (with A.L. Delatte). Journal of Macroeconimics, Volume 34, Issue 3, September, 833-844, 2012,
"Asymmetric Exchange Rate Pass-Through : Evidence from Major Countries" (with A.L. Delatte). Journal of Macroeconimics, Volume 34, Issue 3, September, 833-844, 2012,
"Does the banking sector structure matter for credit procyclicality ?" (with V. Bouvatier et V. Mignon). Economic Modelling ; Volume 29, Issue 4, July 2012, Pages 1035-1044,
"Does the banking sector structure matter for credit procyclicality ?" (with V. Bouvatier et V. Mignon). Economic Modelling ; Volume 29, Issue 4, July 2012, Pages 1035-1044,
"Dimension Temporelle et Taux de Change d'Equilibre : Une application au Cas des Etats-Unis", (with J. Saadoui and J. Mazier). Revue Economique ; Vol. 63, Numero 3, mai 2012
"Dimension Temporelle et Taux de Change d'Equilibre : Une application au Cas des Etats-Unis", (with J. Saadoui and J. Mazier). Revue Economique ; Vol. 63, Numero 3, mai 2012
"Temporal Dimension and Equilibrium Exchange Rate : A FEER/BEER Comparison" (with J. Saadoui and J. Mazier). Emerging Markets Review ; Vol. 13/1 ; 2012 ;
"Temporal Dimension and Equilibrium Exchange Rate : A FEER/BEER Comparison" (with J. Saadoui and J. Mazier). Emerging Markets Review ; Vol. 13/1 ; 2012 ;
"Currency Misalignments and Growth : a New Look Using Nonlinear Panel Data Methods", (with S. Bereau and V. Mignon). Applied Economics, Vol. 44, Issue 27, 2012 ;
"Currency Misalignments and Growth : a New Look Using Nonlinear Panel Data Methods", (with S. Bereau and V. Mignon). Applied Economics, Vol. 44, Issue 27, 2012 ;
"On the impact of inflation on output growth : does the level of inflation matter ?" (with V. Mignon). Journal of Macroeconomics, Volume 33, Issue 3, 2011 ;
"On the impact of inflation on output growth : does the level of inflation matter ?" (with V. Mignon). Journal of Macroeconomics, Volume 33, Issue 3, 2011 ;
"Employment protection and the non-linear relationship between the wage- productivity gap and unemployment" (with J.I. Silva), Scottish Journal of Political Economy, 58, Issue 2, 200-220, 2011 ;
"Employment protection and the non-linear relationship between the wage- productivity gap and unemployment" (with J.I. Silva), Scottish Journal of Political Economy, 58, Issue 2, 200-220, 2011 ;
"Nonlinear adjustment of the real exchange rate towards its equilibrium value : A panel smooth transition error correction modelling",(with S. Bereau and V. Mignon), Economic Modelling, 27(1), 404-416, 2010 ;
"Nonlinear adjustment of the real exchange rate towards its equilibrium value : A panel smooth transition error correction modelling",(with S. Bereau and V. Mignon), Economic Modelling, 27(1), 404-416, 2010 ;
"Nonlinearities or outliers in Real E ective Exchange Rates ?", Economic Modelling, 25, 714-730, 2008 ;
"Nonlinearities or outliers in Real E ective Exchange Rates ?", Economic Modelling, 25, 714-730, 2008 ;
"The short and long-run determinants of the real exchange rate in Mexico" (with J.L Raymond), The Developing Economies, Volume 46, Number 1, 2008 ;
"The short and long-run determinants of the real exchange rate in Mexico" (with J.L Raymond), The Developing Economies, Volume 46, Number 1, 2008 ;
"Real equilibrium exchange rates. A panel data approach for advanced and developing economies", Economie Internationale, N. 108, 2006 ;
"Real equilibrium exchange rates. A panel data approach for advanced and developing economies", Economie Internationale, N. 108, 2006 ;