Valérie Mignon

EconomiX-CNRS, University of Paris Ouest

Professor

200 Avenue de la République

Nanterre, Nanterre Cedex 92001

France

Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)

113 rue de Grenelle

Paris, F-75007

France

SCHOLARLY PAPERS

15

DOWNLOADS

649

SSRN CITATIONS
Rank 20,694

SSRN RANKINGS

Top 20,694

in Total Papers Citations

11

CROSSREF CITATIONS

38

Scholarly Papers (15)

1.

Assessing Portfolio Efficiency Tests: Theory, Simulations, and Applications

Number of pages: 29 Posted: 08 Mar 2011 Last Revised: 14 Mar 2011
Amundi Asset Management, Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management, EconomiX-CNRS, University of Paris Ouest, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 243 (153,675)

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Efficient Portfolio, Mean-Variance Efficiency, Efficiency Test

2.

On the Link Between Credit Procyclicality and Bank Competition

CEPII Working Paper No. 2010-25
Number of pages: 34 Posted: 05 Feb 2011
University Paris-Est Créteil (UPEC) - ERUDITE, University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN) and EconomiX-CNRS, University of Paris Ouest
Downloads 105 (308,992)
Citation 1

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Credit cycle, economic cycle, bank competition, financial stability, panel VAR

3.

Does the Volatility of Commodity Prices Reflect Macroeconomic Uncertainty?

Number of pages: 61 Posted: 09 Nov 2016
Marc Joets, Valérie Mignon and Tovonony Razafindrabe
Université Paris X Nanterre, EconomiX-CNRS, University of Paris Ouest and Banque de France
Downloads 96 (327,735)
Citation 4

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macroeconomic uncertainty, commodity prices, threshold vector autoregressive model

4.

Towards Greater Diversification in Central Bank Reserves

Number of pages: 23 Posted: 06 Nov 2015 Last Revised: 10 Dec 2015
Amundi Asset Management, Université Libre de Bruxelles - SBS-EM, CEB, Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi and EconomiX-CNRS, University of Paris Ouest
Downloads 86 (351,061)

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Foreign exchange reserves; diversification; asset allocation

5.

Short-Run Dynamics in Bank Credit: Assessing Nonlinearities in Procyclicality

Number of pages: 28 Posted: 25 Aug 2011
University Paris-Est Créteil (UPEC) - ERUDITE, University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN) and EconomiX-CNRS, University of Paris Ouest
Downloads 79 (369,306)
Citation 1

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Credit cycle, business cycle, nonlinearity, smooth transition regression models

6.

Is Asia Responsible for Exchange Rate Misalignments within the G20?

Pacific Economic Review, Vol. 13, Issue 1, pp. 46-61, February 2008
Number of pages: 16 Posted: 11 Jan 2008
Paris School of Economics (University Paris 1), affiliation not provided to SSRN and EconomiX-CNRS, University of Paris Ouest
Downloads 18 (636,578)
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7.

Post-Recession Us Employment Through the Lens of a Non-Linear Okun's Law

NBER Working Paper No. w19047
Number of pages: 20 Posted: 18 May 2013 Last Revised: 22 May 2013
Menzie David Chinn, Laurent Ferrara and Valérie Mignon
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics, SKEMA Business School and EconomiX-CNRS, University of Paris Ouest
Downloads 12 (680,336)

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8.

Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies

The World Economy, Vol. 34, Issue 9, pp. 1557-1592, 2011
Number of pages: 36 Posted: 28 Sep 2011
Virginie Coudert, Cécile Couharde and Valérie Mignon
Banque de France, Université Paris 13 and EconomiX-CNRS, University of Paris Ouest
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9.

Robust Estimations of Equilibrium Exchange Rates within the G20: A Panel BEER Approach

Scottish Journal of Political Economy, Vol. 56, Issue 5, pp. 608-633, November 2009
Number of pages: 26 Posted: 15 Oct 2009
Agnès Bénassy-Quéré, Sophie Bereau and Valérie Mignon
Paris School of Economics (University Paris 1), affiliation not provided to SSRN and EconomiX-CNRS, University of Paris Ouest
Downloads 2 (759,760)
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10.

Measuring the Effects of Oil Prices on China's Economy: A Factor-Augmented Vector Autoregressive Approach

Pacific Economic Review, Vol. 14, Issue 3, pp. 410-425, August 2009
Number of pages: 16 Posted: 13 Oct 2009
François Lescaroux and Valérie Mignon
Qatar Petroleum and EconomiX-CNRS, University of Paris Ouest
Downloads 2 (759,760)
Citation 1
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11.

Testing Catching‐Up between the Developing Countries: “Growth Resistance” and Sometimes “Growth Tragedy”

Bulletin of Economic Research, Vol. 64, Issue 4, pp. 470-508, 2012
Number of pages: 39 Posted: 31 Mar 2017
Gilles Dufrénot, Valérie Mignon and Théo Naccache
GREQAM and Aix-Marseille School of Economics, EconomiX-CNRS, University of Paris Ouest and Université Paris X Nanterre
Downloads 1 (771,253)
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catch‐up dynamics, developing countries, long memory, output convergence, time‐varying factor models, wavelets

12.

On Currency Misalignments within the Euro Area

Review of International Economics, Vol. 21, Issue 1, pp. 35-48, 2013
Number of pages: 14 Posted: 24 Jan 2013
Virginie Coudert, Cécile Couharde and Valérie Mignon
Banque de France, Université Paris 13 and EconomiX-CNRS, University of Paris Ouest
Downloads 1 (771,253)
Citation 2
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13.

On the Complementarity of Equilibrium Exchange-Rate Approaches

Review of International Economics, Vol. 18, No. 4, pp. 618-632, September 2010
Number of pages: 15 Posted: 10 Aug 2010
affiliation not provided to SSRN, University of Namur and EconomiX-CNRS, University of Paris Ouest
Downloads 1 (771,253)
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14.

Instability of the Inflation–Output Trade‐Off and Time‐Varying Price Rigidity

Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 5, pp. 634-654, 2015
Number of pages: 21 Posted: 08 Sep 2015
Antonia López‐Villavicencio and Valérie Mignon
Université Lyon 2/CNRS and EconomiX-CNRS, University of Paris Ouest
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Citation 2
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15.

Persistence of Current‐Account Disequilibria and Real Exchange‐Rate Misalignments

Review of International Economics, Vol. 23, Issue 1, pp. 137-159, 2015
Number of pages: 23 Posted: 17 Jan 2015
Blaise Gnimassoun and Valérie Mignon
Université Paris X Nanterre and EconomiX-CNRS, University of Paris Ouest
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Citation 1
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