Selected Entire List   Bec, Frédérique   University of Cergy-Pontoise  33 boulevard du port  F-95011 Cergy-Pontoise Cedex, 95011  France  email address   National Institute of Statistics and Economic Studies (INSEE)  15 Boulevard Gabriel Peri  92245 Malakoff Cedex  France  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Bec, Frédérique's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 22 Total Citations 5 Papers (2) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   The Possible Shapes of Recoveries in Markov-Switching Models | Show Abstract Hide Abstract | Download | Banque de France Working Paper No. 321 Working Paper Series Bec, Frédérique National Institute of Statistics and Economic Studies (INSEE) Bouabdallah, Othman Banque de France Ferrara, Laurent Banque de France Posted: 14 Mar 11 21 (271,910) 1 Markov-Switching models, bounce-back effects, asymmetric business cycles 2.   The ACR Model: A Multivariate Dynamic Mixture Autoregression | Show Abstract Hide Abstract | Download | Oxford Bulletin of Economics and Statistics, Vol. 70, Issue 5, pp. 583-618, October 2008 Accepted Paper Series Bec, Frédérique National Institute of Statistics and Economic Studies (INSEE) Rahbek, Anders University of Copenhagen - Department of Statistics and Operations Research Shephard, Neil University of Oxford - Oxford-Man Institute Posted: 16 Sep 08 1 (343,482) 4 Records 1 - 2 of 2 matches [ 1 ]

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