Research
Current research interests
Current research interests
Complexity. Heterogeneous agent models, financial complex systems, financial networks
Complexity. Heterogeneous agent models, financial complex systems, financial networks
Sustainable finance. Sustainable investment, long-term risk and performance metrics
Sustainable finance. Sustainable investment, long-term risk and performance metrics
Applied econometrics. Time series, macro panel data, nonlinear modeling, network econometrics
Applied econometrics. Time series, macro panel data, nonlinear modeling, network econometrics
Work in progress
Work in progress
Béreau, S., Debarsy, N., Dossougoin, C. and J.-Y. Gnabo (2021), ‘Contagion in large US banking institutions: A robust analysis’, in revision.
Béreau, S., Debarsy, N., Dossougoin, C. and J.-Y. Gnabo (2021), ‘Contagion in large US banking institutions: A robust analysis’, in revision.
Béreau, S., Gnabo, J.-Y. and J. Soudant (2021) 'ECB Monetary Policy and Cross-Market Financial Spillovers: Evidence from large TVP-VAR', in revision.
Béreau, S., Gnabo, J.-Y. and J. Soudant (2021) 'ECB Monetary Policy and Cross-Market Financial Spillovers: Evidence from large TVP-VAR', in revision.
Béreau, S., Dahlqvist, C.-H. and J.-Y. Gnabo (2018), 'Effective network inference through multivariate information transfer estimation'.
Béreau, S., Dahlqvist, C.-H. and J.-Y. Gnabo (2018), 'Effective network inference through multivariate information transfer estimation'.
Published papers in peer-reviewed journals
Published papers in peer-reviewed journals
Gandica, Y., Béreau, S. and J.-Y. Gnabo (2020), A multilevel analysis of financial institutions’ systemic exposure from local and system-wide information, Scientific Reports, 10(1).
Gandica, Y., Béreau, S. and J.-Y. Gnabo (2020), A multilevel analysis of financial institutions’ systemic exposure from local and system-wide information, Scientific Reports, 10(1).
Béreau, S., Gnabo, J.-Y., and H. Vanhomwegen (2019), 'Making a difference: European mutual funds distinctiveness and peers’ performance', Finance, 41, 7-51.
Béreau, S., Gnabo, J.-Y., and H. Vanhomwegen (2019), 'Making a difference: European mutual funds distinctiveness and peers’ performance', Finance, 41, 7-51.
Gandica, Y., Geraci, M., Béreau, S. and J.-Y. Gnabo (2018), 'Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science', PLOSONE 13(4).
Gandica, Y., Geraci, M., Béreau, S. and J.-Y. Gnabo (2018), 'Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science', PLOSONE 13(4).
Béreau, S., Lopez Villavicencio, A., and V. Mignon (2012), 'Currency Misalignments and Growth: A New Look using Nonlinear Panel Data methods', with A. Lopez Villavicencio and V. Mignon, Applied Economics, forthcoming.
Béreau, S., Lopez Villavicencio, A., and V. Mignon (2012), 'Currency Misalignments and Growth: A New Look using Nonlinear Panel Data methods', with A. Lopez Villavicencio and V. Mignon, Applied Economics, forthcoming.
Bénassy-Quéré, A., and S. Béreau (2011), 'Rebalancing IMF Quotas', The World Economy, 34(2), 223-247, [link].
Bénassy-Quéré, A., and S. Béreau (2011), 'Rebalancing IMF Quotas', The World Economy, 34(2), 223-247, [link].
Bénassy-Quéré, A., Béreau, S., and V. Mignon (2010), 'On the complementarity of equilibrium exchange rate approaches', Review of International Economics, 18(4), 618-632 [link].
Bénassy-Quéré, A., Béreau, S., and V. Mignon (2010), 'On the complementarity of equilibrium exchange rate approaches', Review of International Economics, 18(4), 618-632 [link].
Béreau, S., Lopez Villavicencio, A., and V. Mignon (2010), 'Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: A Panel Smooth Transition Error Correction Modelling', Economic Modelling, 27(1), 404-416, [link].
Béreau, S., Lopez Villavicencio, A., and V. Mignon (2010), 'Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: A Panel Smooth Transition Error Correction Modelling', Economic Modelling, 27(1), 404-416, [link].
Bénassy-Quéré, A., Béreau, S., and V. Mignon (2009), 'The Dollar in the Turmoil', Journal of the Japanese and International Economies, 23(4), 427-436, [link].
Bénassy-Quéré, A., Béreau, S., and V. Mignon (2009), 'The Dollar in the Turmoil', Journal of the Japanese and International Economies, 23(4), 427-436, [link].
Bénassy-Quéré, A., Béreau, S., and V. Mignon (2009), 'Robust Estimations of Equilibrium Exchange Rates within the G20: A Panel BEER Approach', Scottish Journal of Political Economy, 56(5), 608-633, [link]
Bénassy-Quéré, A., Béreau, S., and V. Mignon (2009), 'Robust Estimations of Equilibrium Exchange Rates within the G20: A Panel BEER Approach', Scottish Journal of Political Economy, 56(5), 608-633, [link]
Bénassy-Quéré, A., Béreau, S., and V. Mignon (2009), "Taux de change d'équilibre : une question d'horizon", Revue Economique, 60(3), 657-666, [pdf in French]
Bénassy-Quéré, A., Béreau, S., and V. Mignon (2009), "Taux de change d'équilibre : une question d'horizon", Revue Economique, 60(3), 657-666, [pdf in French]
Béreau, S. (2007), "Une mesure macroéconométrique "à la Feldstein-Horioka" du degré d'intégration financière en Europe", Economie Internationale, n°110, 63-106 [pdf in French - an English abstract is also available here]
Béreau, S. (2007), "Une mesure macroéconométrique "à la Feldstein-Horioka" du degré d'intégration financière en Europe", Economie Internationale, n°110, 63-106 [pdf in French - an English abstract is also available here]
Chapters in books
Chapters in books
Béreau, S., Gnabo, J-Y, Kerkour, M. and H Raymond (2017), 'Sovereign wealth funds’ investments and industry performance: Evidence from Europe', Handbook of Sovereign Wealth Funds, Oxford Univ. Press.
Béreau, S., Gnabo, J-Y, Kerkour, M. and H Raymond (2017), 'Sovereign wealth funds’ investments and industry performance: Evidence from Europe', Handbook of Sovereign Wealth Funds, Oxford Univ. Press.
Béreau, S. (2013), 'Time is Money: An Heterogenous Agent Model for the FX', in “Proceedings of the European Conference on Complex Systems 2012”, Springer Proceedings in Complexity
Béreau, S. (2013), 'Time is Money: An Heterogenous Agent Model for the FX', in “Proceedings of the European Conference on Complex Systems 2012”, Springer Proceedings in Complexity
Bénassy-Quéré, A., Béreau, S. and V. Mignon (2008), Taux de change de l'euro : perspectives de moyen et long termes, in "L'économie mondiale 2009", Paris : La découverte, collection Repères, 2008 [link]
Bénassy-Quéré, A., Béreau, S. and V. Mignon (2008), Taux de change de l'euro : perspectives de moyen et long termes, in "L'économie mondiale 2009", Paris : La découverte, collection Repères, 2008 [link]
Permanant working papers
Permanant working papers
Béreau, S., Faubert, V., and K. Schmidt (2017), 'Inflation forecasts in the euro area: Are domestic and global factors useful in forecasting the mean and the distribution of euro area inflation?', Banque de France working paper #663.
Béreau, S., Faubert, V., and K. Schmidt (2017), 'Inflation forecasts in the euro area: Are domestic and global factors useful in forecasting the mean and the distribution of euro area inflation?', Banque de France working paper #663.
Bénassy-Quéré, A., Béreau, S., Decreux, Y, Gouel, C. and S. Poncet (2007), 'IMF Quotas at Year 2030', CEPII Working Paper n° 2007-12 [link].
Bénassy-Quéré, A., Béreau, S., Decreux, Y, Gouel, C. and S. Poncet (2007), 'IMF Quotas at Year 2030', CEPII Working Paper n° 2007-12 [link].
Reports
Reports
Bénassy-Quéré, A., Béreau, S., Decreux, Y., Gouel, C., and S. Poncet (2007), "Les quotes-parts du FMI à l'horizon 2030", Report for the French Ministry of Economy and Finance, December 2007.
Bénassy-Quéré, A., Béreau, S., Decreux, Y., Gouel, C., and S. Poncet (2007), "Les quotes-parts du FMI à l'horizon 2030", Report for the French Ministry of Economy and Finance, December 2007.
Other contributions
Other contributions
"Mieux comprendre les taux de change", Les Echos, 9-10 septembre 2011, [link]
"Mieux comprendre les taux de change", Les Echos, 9-10 septembre 2011, [link]
'Euro/dollar: face to face', with A. Bénassy-Quéré and V. Mignon, La Lettre du CEPII, n°279 [link].
'Euro/dollar: face to face', with A. Bénassy-Quéré and V. Mignon, La Lettre du CEPII, n°279 [link].
'Euro/dollar: Long-run benchmarks', with A. Bénassy-Quéré and V. Mignon, Vox, July, 17th 2008 [link].
'Euro/dollar: Long-run benchmarks', with A. Bénassy-Quéré and V. Mignon, Vox, July, 17th 2008 [link].