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

  • EconomiX-CNRS, University of Paris Ouest

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

SCHOLARLY PAPERS

15

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610

CITATIONS
Rank 16,687

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Top 16,687

in Total Papers Citations

42

Scholarly Papers (15)

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1.

Assessing Portfolio Efficiency Tests: Theory, Simulations, and Applications

Number of pages: 29 Posted: 08 Mar 2011 Last Revised: 14 Mar 2011
Marie Briere, Bastien Drut, Valérie Mignon, Kim Oosterlinck and Ariane Szafarz
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, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 237 (128,176)

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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
Vincent Bouvatier, Antonia López-Villavicencio and Valérie Mignon
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 97 (268,816)
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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 88 (286,096)

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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
Marie Briere, Kim Oosterlinck, Ariane Szafarz and Valérie Mignon
Amundi Asset Management, Université Libre de Bruxelles - SBS-EM, CEB, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi and EconomiX-CNRS, University of Paris Ouest
Downloads 77 (310,240)

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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
Vincent Bouvatier, Antonia López-Villavicencio and Valérie Mignon
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 74 (317,408)

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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
Agnès Bénassy-Quéré, Amina Lahrèche-Révil and Valérie Mignon
Paris School of Economics (University Paris 1), affiliation not provided to SSRN and EconomiX-CNRS, University of Paris Ouest
Downloads 18 (530,545)
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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, Banque de France and EconomiX-CNRS, University of Paris Ouest
Downloads 9 (584,965)

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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 (635,688)
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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 (635,688)
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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
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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
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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
Agnès Bénassy-Quéré, Sophie Béreau and Valérie Mignon
affiliation not provided to SSRN, University of Namur and EconomiX-CNRS, University of Paris Ouest
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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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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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