Professor of Economics, CY Cergy Paris University
Head of the CNRS research unit ThEMA (UMR 8184), CY Cergy-Paris University
Research fellow : ThEMA, Institut Louis Bachelier, European Commission (ECFIN)
Email : frederique.bec[arrowbase]cyu.fr
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Biography
I am currently full professor of Economics at CY Cergy Paris University. My teaching and research activities belong mainly to the fields of macroeconomics and time series econometrics. I have been a member of the National Council of Universities since 2019 and was a member of the High Council of Public Finance from 2019 to 2023. I also belong to the national committee of the French business cycles datation since 2020 and am member of the steering committee of the French Association of Economics since 2022. In January, I became the director of the ThEMA research center and a member of the ADRES (Association for the Development of Research in Economics and Statistics) Scientific Council.
Most recent works
"Nonlinear Forecast Error Variance Decompositions: Shapley Shares, Generalized Shapley Shares, and the Role of Structural Interaction", Thema Working Paper 2026-09, 45p, September 2026 (with H.B. Nielsen)
"Quantifying Uncertainty in France’s Debt Trajectory: A VAR‑Based Analysis", Banque de France Working Paper 1019, 36p, November 2025 (with K. Baret and M. Cochard).
"The Stochastic Simulations of the Commission’s Debt Sustainability Analysis: A Refined Approach", European Commission Discussion Paper 226, 30p., September 2025 (with F. Courtoy, P. Mohl and F. Opitz).
"Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price", Studies in Nonlinear Dynamics & Econometrics, vol. 29, pages 1-18, 2025 (with A. Guay, H.B. Nielsen and S. Saïdi). https://doi.org/10.1515/snde-2022-0084
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