Frédérique BEC


Frédérique BEC
CREST Affiliated Member
Finance
Personal Website
This user account status is Approved

Contact

Macroéconomie et Finance Appliquées
Séries Temporelles Non-Linéaires
Prévision

Frédérique Bec is currently full professor of Economics at CY Cergy Paris University, where she has been heading the Master in Economics Engineering and Data Analysis since 2007. Her teaching and research activities belong mainly to the fields of macroeconomics and time series econometrics. She has been a member of the National Council of Universities since November 2019 and was a member of the High Council of Public Finance from December 2019 to March 2023. She also belongs to the national committee of the French business cycles datation since 2020 and is member of the steering committee of the French Association of Economics since 2022.
Her most recent publications are:
- "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?", 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, 2023 (with A. Aviat, C. Diebolt, C. Doz, D. Ferrand, L. Ferrara, E. Heyer, V. Mignon and P.‐A. Pionnier).