``Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price" accepted for publication in Studies in Nonlinear Dynamics & Econometrics (with A. Guay, H.B. Nielsen and S. Saïdi). https://doi.org/10.1515/snde-2022-0084
``Why are inflation forecasts sticky? Theory and Application to France and Germany", International Journal of Central Banking, vol. 19, pages 215-249, 2023 (with R. Boucekkine and C. Jardet).
``Les cycles économiques de la France : une datation de référence", Revue Economique, vol. 74, pages 5-52, mars 2023, (with A. Aviat, C. Diebolt, C. Doz, D. Ferrand, L. Ferrara, E. Heyer, V. Mignon and P.‐A. Pionnier). English version available.
``Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing", Oxford Bulletin of Economics and Statistics, vol. 82, pages 1413-1428, 2020, (with H. Bohn Nielsen and S. Saïdi).
``An asymmetrical overshooting correction model for G20 nominal effective exchange rates", Economics Bulletin, vol. 40, pages 1937-1947, 2020 (with M. Ben Salem).
``Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data", North American Journal of Economics and Finance, vol. 51(C), 2020 (with P. Kanda).
``How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts", Economic Modelling, vol. 53, pages 75-88, 2016 (with A. De Gaye).
`Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?", International Journal of Forecasting, vol. 31(4), pages 1021-1042, 2015 (with M. Mogliani).
``Comparing the shape of recoveries: France, the UK and the US", Economic Modelling, vol. 44, pages 327-334, 2015 (with O. Bouabdallah and L. Ferrara).
``Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries," Journal of Empirical Finance, vol. 30, pages 50-61, 2015 (with S. Zeng).
``Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup", Bankers, Markets and Investors, vol. 134, pages 18-32, 2015 (with C. Gollier).
``The way out of recessions : A forecasting analysis for some Euro area countries", International Journal of Forecasting, vol. 30(3), pages 539-549, 2014 (with O. Bouabdallah and L. Ferrara).
``Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors", Economics Bulletin, AccessEcon, vol. 33(3), pages 2209-2222, 2013 (with M. Bessec).
``Are Southeast Asian real exchange rates mean reverting?", Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 265-282, 2013 (with S. Zeng).
``Inventory investment and the business cycle: the usual suspect", Studies in Nonlinear Dynamics and Econometrics, De Gruyter, vol. 17(3), pages 335-343, 2013 (with M. Ben Salem).
``Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model", Annals of Economics and Statistics, n.99/100, 2010 (with M. Ben Salem and M. Carrasco).
``The Federal Funds Rate Stationarity: New Evidence", Economics Bulletin, vol. 22(9), 2009 (with C. Bassil).
``The ACR Model: A Multivariate Dynamic Mixture Autoregression", Oxford Bulletin of Economics and Statistics, vol. 70(5), pages 583-618, 2008 (with A. Rahbek and N. Shephard).
``Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model with an Application to the Term Structure of Interest Rates", Journal of Econometrics, vol. 142(1), 2008 (with A. Guay and E. Guerre).
``Purchasing power parity: A nonlinear multivariate perspective", Economics Bulletin, vol. 6(39), pages 1-6, 2008 (with M. Ben Salem and A. Rahbek).
``The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change ?", Studies in Nonlinear Dynamics and Econometrics, vol. 11(4), 2007 (with A. Bastien).
``Real Exchange Rates and Real Interest Rates : A Nonlinear Perspective", Recherches Economiques de Louvain, vol. 72(2), 2006 (with M. Ben Salem and R. MacDonald).
``Tests for Unit Root versus Threshold Specification with an Application to the PPP", Journal of Business and Economic Statistics, vol. 22(4), 2004 (with M. Ben Salem and M. Carrasco).
``A Vector Equilibrium Correction Model with Non-linear Discontinuous Adjustments", Econometrics Journal, vol. 7, 2004 (with A. Rahbek).
``Asymmetric Monetary Policy Reaction Function: Evidence for the U.S., French and German Central Banks", Studies in Nonlinear Dynamics and Econometrics, vol. 6(2), 2002 (with M. Ben Salem and F. Collard).
``Fiscal Policies, Public Deficit Restraints and Economic Stabilization", Recherches Economiques de Louvain, vol.62(3-4) 1996. (with J.O. Hairault)