Sébastien FRIES


Sébastien FRIES
CREST Affiliated Member
Assistant Professor
Finance
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2019

  • Mixed causal-noncausal ar processes and the modelling of explosive bubbles

    Econometric theory, vol. 35, iss. 6, pp. 1234-1270, 2019.
    By S. Fries and J. -M. Zakoian

    [DOI] [Bibtex]

    @article{Fries20191234,
    author={Fries, S. and Zakoian, J.-M.},
    title={MIXED CAUSAL-NONCAUSAL AR PROCESSES and the MODELLING of EXPLOSIVE BUBBLES},
    journal={Econometric Theory},
    year={2019},
    volume={35},
    number={6},
    pages={1234-1270},
    doi={10.1017/S0266466618000452},
    url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85079505607&doi=10.1017%2fS0266466618000452&partnerID=40&md5=44923d48e5b18208c481320bcbe978e0},
    publisher={Cambridge University Press},
    }

2018

  • National natural rates of interest and the single monetary policy in the euro area

    Journal of applied econometrics, vol. 33, iss. 6, pp. 763-779, 2018.
    By S. Fries, J. -S. Mésonnier, S. Mouabbi, and J. -P. Renne

    [DOI] [Bibtex]

    @article{Fries2018763,
    author={Fries, S. and Mésonnier, J.-S. and Mouabbi, S. and Renne, J.-P.},
    title={National natural rates of interest and the single monetary policy in the euro area},
    journal={Journal of Applied Econometrics},
    year={2018},
    volume={33},
    number={6},
    pages={763-779},
    doi={10.1002/jae.2637},
    url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85054189150&doi=10.1002%2fjae.2637&partnerID=40&md5=0e9dd3b6b0e722939a1ed7ad444e8719},
    publisher={John Wiley and Sons Ltd},
    }