Alexis Flageollet

NATIXIS Asset Management

21 Quai d'Austerlitz

Paris, 75013

France

  • NATIXIS Asset Management

SCHOLARLY PAPERS

5

DOWNLOADS

430

SSRN CITATIONS
Rank 7,842

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Top 7,842

in Total Papers Citations

1

CROSSREF CITATIONS

226

Scholarly Papers (5)

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1.

Monetary Policy and Risk-Based Asset Allocation

Number of pages: 23 Posted: 29 Mar 2016 Last Revised: 19 Apr 2016
Alexis Flageollet and Hamza Bahaji
NATIXIS Asset Management and University of Paris 9 Dauphine, DRM-Finance
Downloads 134 (408,467)

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Monetary policy, Hidden Markov Model, Co-movement, Minimum variance, Equal risk contribution

2.

Forecasting Inflation in the Euro Area

Banque de France Working Paper No. 102
Number of pages: 60 Posted: 21 Dec 2010
Catherine Bruneau, Olivier de Bandt and Alexis Flageollet
Université Paris X Nanterre, Banque de France - Economic Study and Research Division and NATIXIS Asset Management
Downloads 105 (490,453)
Citation 81

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inflation, out-of-sample forecast, indicator models, dynamic factor models, Phillips curve, euro area, data snooping

3.

Forecasting Inflation Using Economic Indicators: The Case of France

Banque de France Working Paper No. 101
Number of pages: 41 Posted: 21 Dec 2010
Catherine Bruneau, Olivier de Bandt, Alexis Flageollet and Emmanuel Michaux
Université Paris X Nanterre, Banque de France - Economic Study and Research Division, NATIXIS Asset Management and affiliation not provided to SSRN
Downloads 95 (524,901)
Citation 84

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inflation, out-of-sample forecast, indicator models, dynamic factor models, Phillips curve

4.

Inflation and the Markup in the Euro Area

Banque de France Working Paper No. 114
Number of pages: 51 Posted: 19 Dec 2010
Catherine Bruneau, Olivier de Bandt and Alexis Flageollet
Université Paris X Nanterre, Banque de France - Economic Study and Research Division and NATIXIS Asset Management
Downloads 54 (712,680)
Citation 64

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inflation, euro area, markup model, I(2) models, cointegration

5.

Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area

Banque de France Working Paper No. NER-R 145
Number of pages: 40 Posted: 27 Oct 2010
Olivier de Bandt, Catherine Bruneau and Alexis Flageollet
Banque de France - Economic Study and Research Division, Université Paris X Nanterre and NATIXIS Asset Management
Downloads 42 (791,000)

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Factor Models, Non-Stationary Panel Data Models, Euro Area Business Cycles