Blaise Gnimassoun, Carl Grekou, Valérie Mignon. The industrial cost of fixed exchange rate regimes. Journal of Macroeconomics, 2026, 87, pp.103727. ⟨10.1016/j.jmacro.2025.103727⟩. ⟨hal-05386531⟩
Marc Joëts, Valérie Mignon. Slaying the undead: How long does it take to kill zombie papers?. Research Policy, 2026, 55 (2), pp.105401. ⟨10.1016/j.respol.2025.105401⟩. ⟨hal-05418375⟩
Romain Capliez, Carl Grekou, Emmanuel Hache, Valérie Mignon. Électrification des transports : les batteries lithium-ion au cœur d’enjeux géopolitiques majeurs. La revue de l'énergie, 2025, 676, pp.11-21. ⟨hal-04974751⟩
Cécile Couharde, Carl Grekou, Valérie Mignon, Florian Morvillier. Reconciling contrasting views on the growth effect of currency misalignments. Journal of International Money and Finance, 2025, 151, ⟨10.1016/j.jimonfin.2024.103237⟩. ⟨hal-04789863⟩
Bertrand Candelon, Marc Joëts, Valérie Mignon. What makes econometric ideas popular: The role of connectivity. Research Policy, 2024, 53 (7), pp.105025. ⟨10.1016/j.respol.2024.105025⟩. ⟨hal-04676004⟩
António Afonso, Valérie Mignon, Jamel Saadaoui. On the time-varying impact of China's bilateral political relations on its trading partners: “Doux commerce” or “trade follows the flag”?. China Economic Review, 2024, 85, pp.102184. ⟨10.1016/j.chieco.2024.102184⟩. ⟨hal-04675993⟩
Emmanuelle Faure, Carl Grekou, Valérie Mignon. Current Account Balances’ Divergence in the Euro Area: An Appraisal of the Underlying Forces. B.E. Journal of Macroeconomics, 2024, 24 (1), pp.353-398. ⟨10.1515/bejm-2023-0158⟩. ⟨hal-04675999⟩
Françoise Larbre, Florence Legros, Valérie Mignon. Hommage à Gilbert Abraham-Frois (1934-2024). Revue d'économie politique, 2024, 134 (3), pp.367-369. ⟨10.3917/redp.343.0367⟩. ⟨hal-04653654⟩
Valérie Mignon, Jamel Saadaoui. How do political tensions and geopolitical risks impact oil prices?. Energy Economics, 2023, 129, pp.107219. ⟨10.1016/j.eneco.2023.107219⟩. ⟨hal-04675996⟩
Valérie Mignon, Antonin Aviat, Frédérique Bec, Claude Diebolt, Catherine Doz, et al.. Les cycles économiques de la France : une datation de référence. Revue Economique, 2023, 74 (2023/2), pp.5-52. ⟨10.3917/reco.742.0005⟩. ⟨hal-03661598⟩
Valérie Mignon, Yifei Cai, Jamel Saadaoui. Not All Political Relation Shocks are Alike: Assessing the Impacts of US-China Tensions on the Oil Market. Energy Economics, 2022, 114, ⟨10.1016/j.eneco.2022.106199⟩. ⟨hal-03737307⟩
Valérie Mignon, Cécile Couharde, Carl Grekou. On the economic desirability of the West African monetary union: would one currency fit all?. Economic Modelling, 2022, 113, ⟨10.1016/j.econmod.2022.105889⟩. ⟨hal-03661596⟩
Valérie Mignon, Virginie Coudert, Cécile Couharde, Carl Grekou. Les pays de la zone euro sont-ils suffisamment homogènes pour partager la même monnaie ?. Revue d'Economie Financière, 2022, pp.49-64. ⟨hal-03765113⟩
Valérie Mignon, Cécile Couharde, Carl Grekou. MULTIPRIL, a New Database on Multilateral Price Levels and Currency Misalignments. International Economics , 2021, 165, pp.94-117. ⟨hal-03089716⟩
Valérie Mignon, Margaux Escoffier, Anthony Paris, Emmanuel Hache. Determinants of solar photovoltaic deployment in the electricity mix: Do oil prices really matter?. Energy Economics, 2021, 97. ⟨hal-02995105⟩
Valérie Mignon, Antonia Lopez Villavicencio. Does backward participation in global value chains affect countries’ current account position?. Review of World Economics, 2021, 157, pp.65-86. ⟨hal-02915776⟩
Valérie Mignon, Jorge Carrera, Blaise Gnimassoun, Romain Restout. Currency misalignments and exchange rate regimes in Latin American countries: a trade-off issue. Annals of Economics and Statistics, 2021, 141, pp.71-102. ⟨hal-02919189⟩
Antonia López-Villavicencio, Valérie Mignon. Does backward participation in global value chains affect countries’ current account position?. Review of World Economics, 2020, 157, pp.65-86. ⟨10.1007/s10290-020-00390-2⟩. ⟨hal-05455980⟩
Valérie Mignon, Antonia Lopez Villavicencio. Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure. Review of World Economics, 2020, 156 (4), pp.835-858. ⟨10.1007/s10290-020-00382-2⟩. ⟨hal-02652299⟩
Antonia López-Villavicencio, Valérie Mignon. Exchange rate pass-through to import prices: accounting for changes in the eurozone trade structure. Review of World Economics, 2020, 156 (4), pp.835-858. ⟨10.1007/s10290-020-00382-2⟩. ⟨hal-05455964⟩
Valérie Mignon, Dramane Coulibaly, Blaise Gnimassoun. The tale of two international phenomena: Migration and global imbalances. Journal of Macroeconomics, 2020, 66. ⟨hal-02914098⟩
Virginie Coudert, Cécile Couharde, Carl Grekou, Valérie Mignon. Heterogeneity within the euro area: New insights into an old story. Economic Modelling, 2020, 90, pp.428-444. ⟨10.1016/j.econmod.2019.11.028⟩. ⟨hal-02385565⟩
Dramane Coulibaly, Blaise Gnimassoun, Valérie Mignon. Growth-enhancing effect of openness to trade and migrations: What is the effective transmission channel for Africa?. Journal of African Economies, 2018, 27, pp.369-404. ⟨hal-01664583⟩
Cécile Couharde, Anne-Laure Delatte, Carl Grekou, Valérie Mignon, Florian Morvillier. EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates. International Economics , 2018, 156, pp.206-230. ⟨hal-01745992⟩
Antonia Lopez Villavicencio, Valérie Mignon. Globalization and exchange rate pass-through in Europe: Is there a link?. Journal of Economic Integration, 2018, 33, pp.773-786. ⟨hal-01910869⟩
Antonia López-Villavicencio, Valérie Mignon. Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter?. Journal of International Money and Finance, 2017, 79, pp.20-38. ⟨10.1016/j.jimonfin.2017.09.004⟩. ⟨hal-05455972⟩
Jean-Pierre Allegret, Cécile Couharde, Valérie Mignon, Tovonony Razafindrabe. Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?. Applied Economics, 2017, 49 (18), pp.1774-1793. ⟨hal-01589267⟩
Valérie Mignon, Emmanuel Hache, Déborah Leboullenger. Beyond average energy consumption in the French residential market: A household classification approach. Ultreïa !, 2017, 107, pp.82-95. ⟨hal-01549810⟩
Valérie Mignon, Antonia Lopez Villavicencio. Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter?. Journal of International Money and Finance, 2017, 79, pp.20-38. ⟨hal-01589202⟩
Virginie Coudert, Valérie Mignon. Reassessing the empirical relationship between the oil price and the dollar. Energy Policy, 2016, 95, pp.147 - 157. ⟨10.1016/j.enpol.2016.05.002⟩. ⟨hal-01386047⟩
Nicolas Boitout, Imane El Ouadghiri, Valérie Mignon. On the impact of macroeconomic news surprises on Treasury-bond returns. Annals of Finance, 2016, 12, pp.29 - 53. ⟨hal-01386014⟩
Antonia López-Villavicencio, Valérie Mignon. Instability of the Inflation–Output Trade‐Off and Time‐Varying Price Rigidity. Oxford Bulletin of Economics and Statistics, 2015, 77 (5), pp.634-654. ⟨10.1111/obes.12102⟩. ⟨hal-05455819⟩
Blaise Gnimassoun, Valérie Mignon. How do macroeconomic imbalances interact? Evidence from a panel VAR analysis. Macroeconomic Dynamics, 2015. ⟨hal-01385961⟩
Virginie Coudert, Cécile Couharde, Valérie Mignon. On the impact of volatility on the real exchange rate - terms of trade nexus: Revisiting commodity currencies. Journal of International Money and Finance, 2015, 58, pp.110 - 127. ⟨hal-01385992⟩
Jean-Pierre Allegret, Valérie Mignon, Audrey Allegret-Sallenave. Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. Economic Modelling, 2015, 49, pp.232 - 247. ⟨hal-01385980⟩
Blaise Gnimassoun, Valérie Mignon. Persistence of current-account disequilibria and real exchange-rate misalignments. Review of International Economics, 2015, 23, pp.137 - 159. ⟨hal-01385952⟩
Vincent Bouvatier, Antonia Lopez Villavicencio, Valérie Mignon. Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality. Economic Modelling, 2014, 37, pp.127 - 136. ⟨hal-01385908⟩
Jean-Pierre Allegret, Cécile Couharde, Dramane Coulibaly, Valérie Mignon. Current accounts and oil price fluctuations in oil-exporting countries: the role of financial development. Journal of International Money and Finance, 2014, 47, pp.185 - 201. ⟨hal-01385946⟩
Menzie Chinn, Laurent Ferrara, Valérie Mignon. Explaining US employment growth after the Great Recession: the role of output-employment non-linearities. Journal of Macroeconomics, 2014, 42, pp.118 - 129. ⟨hal-01385949⟩
Vincent Bouvatier, Antonia López-Villavicencio, Valérie Mignon. Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality. Economic Modelling, 2013, 37, pp.127-136. ⟨10.1016/j.econmod.2013.10.027⟩. ⟨hal-05455774⟩
Virginie Coudert, Cécile Couharde, Valérie Mignon. Les mésalignements de taux de change réels à l’intérieur de la zone euro. Revue de l'OFCE, 2013, 127, pp.37 - 56. ⟨hal-01385869⟩
Cécile Couharde, Issiaka Coulibaly, David Guerreiro, Valérie Mignon. Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?. Journal of Macroeconomics, 2013, 38, pp.428 - 441. ⟨hal-01385891⟩
David Guerreiro, Valérie Mignon. On price convergence in Eurozone. Economic Modelling, 2013, 34, pp.42 - 51. ⟨hal-01385859⟩
Virginie Coudert, Valérie Mignon. The ‘Forward Premium Puzzle’ and the Sovereign Default risk. Journal of International Money and Finance, 2013, 32, pp.491 - 511. ⟨10.1016/j.jimonfin.2012.05.025⟩. ⟨hal-01385839⟩
Virginie Coudert, Cécile Couharde, Valérie Mignon. Pegging emerging currencies in the face of dollar swings. Applied Economics, 2013, 45 (36), pp.5076 - 5085. ⟨10.1080/00036846.2013.818215⟩. ⟨hal-01385885⟩
Virginie Coudert, Cécile Couharde, Valérie Mignon. On Currency Misalignments within the Euro Area. Review of International Economics, 2013, 21, pp.35 - 48. ⟨10.1111/roie.12018⟩. ⟨hal-01385866⟩
Anna Creti, Marc Joëts, Valérie Mignon. On the links between stock and commodity markets’ volatility. Energy Economics, 2013, 37, pp.16 - 28. ⟨10.1016/j.eneco.2013.01.005⟩. ⟨hal-01385868⟩
Vincent Bouvatier, Antonia López-Villavicencio, Valérie Mignon. Does the banking sector structure matter for credit procyclicality?. Economic Modelling, 2012, 29 (4), pp.1035-1044. ⟨10.1016/j.econmod.2012.03.012⟩. ⟨hal-05455736⟩
David Guerreiro, Marc Joëts, Valérie Mignon. Is price dynamics homogeneous across Eurozone countries?. Journal of Economic Integration, 2012, 27, pp.609 - 632. ⟨hal-01385838⟩
Anna Creti, Pierre-André Jouvet, Valérie Mignon. Carbon Price Drivers: Phase I versus Phase II Equilibrium?. Energy Economics, 2012, 34, pp.327 - 334. ⟨hal-01385813⟩
Anna Creti, Pierre-André Jouvet, Valérie Mignon. Les déterminants des prix du carbone : une comparaison entre les phases I et II. Revue Economique, 2012, 63, pp.601 - 610. ⟨hal-01385817⟩
Vincent Bouvatier, Antonia Lopez Villavicencio, Valérie Mignon. Does the banking sector structure matter for credit procyclicality. Economic Modelling, 2012, 29, pp.1035 - 1044. ⟨hal-01385821⟩
Vincent Brémond, Emmanuel Hache, Valérie Mignon. Does OPEC still exist as a cartel? An empirical investigation. Energy Economics, 2012, 34, pp.125 - 131. ⟨hal-01385802⟩
Gilles Dufrénot, Valérie Mignon, Théo Naccache. The slow convergence of per capita income between the developing countries: ‘growth resistance’ and sometimes ‘growth tragedy’. Bulletin of Economic Research, 2012, 64, pp.470 - 508. ⟨hal-01385800⟩
Gilles Dufrénot, Valérie Mignon, Anne Peguin-Feissolle. Les effets de la crise des subprimes sur le marché financier mexicain. Revue Economique, 2011, 62 (3), pp.461-470. ⟨10.3917/reco.623.0461⟩. ⟨halshs-00595338⟩
Antonia López-Villavicencio, Valérie Mignon. On the impact of inflation on output growth: Does the level of inflation matter?. Journal of Macroeconomics, 2011, 33 (3), pp.455-464. ⟨10.1016/j.jmacro.2011.02.003⟩. ⟨hal-05455695⟩
Adeline Bachellerie, Jérôme Héricourt, Valérie Mignon. L'intégration commerciale est-elle une condition préalable à l'intégration financière ?. Revue Economique, 2010, 61 (3), pp.477-487. ⟨10.3917/reco.613.0477⟩. ⟨hal-00649944⟩
Sophie Béreau, Antonia López Villavicencio, Valérie Mignon. Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling. Economic Modelling, 2010, 27 (1), pp.404-416. ⟨10.1016/j.econmod.2009.10.007⟩. ⟨hal-05455673⟩
Adeline Bachellerie, Jérôme Héricourt, Valérie Mignon. From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?. Aussenwirtschaft, 2009, 64 (4), pp.365-402. ⟨hal-00649936⟩
Agnès Bénassy-Quéré, Sophie Béreau, Valérie Mignon. Euro-dollar : le face-à-face. La Lettre du CEPII, 2008, 279, pp.1-4. ⟨hal-00687456⟩
Gilles Dufrénot, Sandrine Lardic, Laurent Mathieu, Valérie Mignon, Anne Peguin-Feissolle. Explaining the European exchange rates deviations: long memory or nonlinear adjustment?. Journal of International Financial Markets, Institutions & Money, 2008, 18 (3 July), pp.207-215. ⟨10.1016/j.intfin.2006.09.004⟩. ⟨halshs-00390141⟩
Agnès Bénassy-Quéré, Valérie Mignon. Monetary and financial integration in Asia: introduction. Économie Internationale, 2007, 111, pp.5-8. ⟨hal-00687470⟩
Gilles Dufrénot, Laurent Mathieu, Valérie Mignon, Anne Peguin-Feissolle. Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration. Applied Economics, 2006, 38 (2), pp.203-229. ⟨10.1080/00036840500390262⟩. ⟨halshs-00256876⟩
Sandrine Lardic, Valérie Mignon, Fabrice Murtin. Estimation des modèles à correction d’erreur fractionnaires : une note méthodologique. Journal de la Société Française de Statistique, 2005, 146 (4), pp.55-68. ⟨hal-04677090⟩
Sandrine Lardic, Valérie Mignon. Paradoxe de Deaton et habitudes de consommation. Une approche en termes de mémoire longue. Revue d'économie politique, 2005, pp.129-157. ⟨hal-04677088⟩
Gilles Dufrénot, Valérie Mignon. Modeling the French consumption function using SETAR models. Economics Bulletin, 2004, 3 (20). ⟨hal-04677081⟩
Gilles Dufrénot, Valérie Mignon, Anne Peguin-Feissolle. Business cycles asymmetry and monetary policy: A further investigation using MRSTAR models. Economic Modelling, 2004, 21 (1), pp.37-71. ⟨hal-04677075⟩
Sandrine Lardic, Valérie Mignon. Fractional cointegration and term structure of interest rates. Empirical Economics, 2004, 29 (4), pp.723-736. ⟨hal-04677074⟩
Sandrine Lardic, Valérie Mignon. The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study. Economics Bulletin, 2004, 3 (21). ⟨hal-04677082⟩
Sandrine Lardic, Valérie Mignon. L’importance des non linéarités sur les marchés financiers. Revue d'économie politique, 2004, 114 (4), pp.439-451. ⟨hal-04677085⟩
Sandrine Lardic, Valérie Mignon. Robert F. Engle et Clive W.J. Granger : Prix Nobel d’économie 2003. Revue d'économie politique, 2004, 114 (1), pp.1-15. ⟨hal-04677078⟩
Sandrine Lardic, Valérie Mignon. Développements récents de l’économétrie appliquée à la finance. Revue d'économie politique, 2004, 114 (4). ⟨hal-04677086⟩
Sandrine Lardic, Valérie Mignon. Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries. Journal of Emerging Market Finance, 2004, 3 (1), pp.1-19. ⟨hal-04677076⟩
Slim Chaouachi, Gilles Dufrénot, Valérie Mignon. Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective. Economics Bulletin, 2004, 3 (19). ⟨hal-04677080⟩
Gilles Dufrénot, Sandrine Lardic, Laurent Mathieu, Valérie Mignon, Anne Peguin-Feissolle. Cointégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue ?. Revue Economique, 2004, 55 (3), pp.449-458. ⟨10.3917/reco.553.0449⟩. ⟨halshs-00390151⟩
Gilles Dufrénot, Sandrine Lardic, Laurent Mathieu, Valérie Mignon, Anne Peguin-Feissolle. Cointégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue ?. Revue Economique, 2004, 55 (3), pp.449-458. ⟨hal-04677079⟩
Emmanuel Dubois, Sandrine Lardic, Valérie Mignon. The exact maximum likelihood based-test for fractional cointegration: critical values, power and size. Computational Economics, 2004, 24, pp.239-255. ⟨hal-04677084⟩
Agnès Bénassy-Quéré, Amina Lahrèche-Révil, Valérie Mignon. Le Yuan et le G20. Revue d'économie financière, 2004, 77, pp.127-146. ⟨hal-04677087⟩
Gilles Dufrénot, Valérie Mignon, Anne Peguin-Feissolle. Business Cycles Asymmetry and Monetary Policy: A Further Investigation using MRSTAR Models. Economic Modelling, 2004, 21 (1), pp.37-71. ⟨10.1016/S0264-9993(02)00083-4⟩. ⟨halshs-00390154⟩
Sandrine Lardic, Valérie Mignon. Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries. Economics Bulletin, 2003, 3 (14). ⟨hal-04677073⟩
Sandrine Lardic, Valérie Mignon. Cointégration fractionnaire entre la consommation et le revenu. Economie et Prévision, 2003, 158, pp.123-142. ⟨hal-04677071⟩
Sandrine Lardic, Valérie Mignon. Analyse intraquotidienne de l'impact des "news" sur le marché boursier français. Economie appliquée, 2003, LVI (2), pp.205-237. ⟨hal-04677070⟩
Sandrine Lardic, Valérie Mignon. Etude d'événements sur données intraquotidiennes françaises : les réactions des actionnaires aux annonces. Revue d'économie financière, 2002, 66, pp.335-340. ⟨hal-04677067⟩
Gilles Dufrénot, Valérie Mignon. La cointégration non linéaire : une note méthodologique. Economie et Prévision, 2002, 155, pp.117-137. ⟨hal-04677069⟩
Sandrine Lardic, Valérie Mignon. La mémoire longue en économie : une revue de la littérature. Journal de la Société Française de Statistique, 1999, pp.5-48. ⟨hal-04677066⟩
Sandrine Lardic, Valérie Mignon. Prévision ARFIMA des taux de change : les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ?. Annales d'Economie et de Statistique, 1999, 54, pp.47-68. ⟨hal-04677064⟩
Sandrine Lardic, Valérie Mignon. Modélisation FIGARCH appliquée à l'analyse de la structure par terme des taux d'intérêt. Finance, 1999, 20, pp.91-114. ⟨hal-04677065⟩
Valérie Mignon. Méthodes d'estimation de l'exposant de Hurst. Application aux rentabilités boursières. Economie et Prévision, 1998. ⟨hal-04677063⟩
Valérie Mignon. La dynamique des marchés boursiers est-elle chaotique ?. Journal de la Société de Statistique de Paris, 1997, 138 (2), pp.63-81. ⟨hal-04677062⟩
Sandrine Lardic, Valérie Mignon. Essai de mesure du degré de mémoire longue des séries. L'exemple de la modélisation ARFIMA. Economie appliquée, 1997, 2, pp.161-195. ⟨hal-04677061⟩
Sandrine Lardic, Valérie Mignon. Les tests de mémoire longue appartiennent-ils au camp du démon ?. Revue Economique, 1996, 47 (3), pp.531-540. ⟨hal-04677060⟩
Valérie Mignon. Les implications de la mémoire longue et de la non linéarité sur l'efficience du marché des changes. Journal de la Société de Statistique de Paris, 1996, 137 (1), pp.51-72. ⟨hal-04677059⟩
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