skip to content

Joyeux, Roselyne 1951-

Overview
Works: 30 works in 53 publications in 1 language and 339 library holdings
Roles: Author, 958, 956, Editor, Opponent
Classifications: HB3730, 330.9000112
Publication Timeline
Key
Publications about Roselyne Joyeux
Publications by Roselyne Joyeux
Most widely held works by Roselyne Joyeux
Economic forecasting by Roselyne Joyeux( Book )
6 editions published in 2000 in English and held by 161 libraries worldwide
This volume surveys the array of forecasting techniques which are used by experts to make financial decisions in uncertain economic environments. It demonstrates how some of them are used with an emphasis on current models and practical applications
Purchasing power parity and exchange rate determination in Laos : a cointegration analysis by Roselyne Joyeux( Book )
2 editions published in 1994 in English and held by 23 libraries worldwide
Price and exchange rate determination between the Mekong River economies of Cambodia and Thailand by Roselyne Joyeux( Book )
1 edition published in 1996 in English and held by 18 libraries worldwide
The evaluation of standard of living and the role of household electricity consumption : a panel cointegration analysis by Roselyne Joyeux( Book )
2 editions published in 2004 in English and held by 12 libraries worldwide
Price and exchange rate determination between Laos and Thailand by Roselyne Joyeux( Book )
4 editions published in 1996 in English and held by 12 libraries worldwide
A generalization of the concept of cointegration to harmonizable and class (KF) processes by Roselyne Joyeux( Book )
2 editions published in 2000 in English and held by 11 libraries worldwide
Which predictor is the best to predict inflation in Europe : the real money-gap or a nominal money based indicator? by Gilles Dufrénot( Book )
2 editions published in 2006 in English and held by 11 libraries worldwide
Interest rates linkages between the French, German and U.S.A. interst rates : econometric evidence for the 'German and US dominance' hypothesis by Lance Fisher( Book )
2 editions published in 1997 in English and held by 10 libraries worldwide
Growth and external constraint : a simulation study for France using error-correction models by Roselyne Joyeux( Book )
2 editions published in 1995 in English and held by 10 libraries worldwide
Testing market efficiency and price discovery in European carbon markets by George Milunovich( Book )
2 editions published in 2007 in English and held by 8 libraries worldwide
Test for seasonal cointegration using principal components by Roselyne Joyeux( Book )
1 edition published in 1988 in English and held by 7 libraries worldwide
How to deal with structural breaks in practical cointegration analysis by Roselyne Joyeux( Book )
3 editions published in 2001 in English and held by 7 libraries worldwide
The relationship between principal component analysis of a process and its orthogonal decomposition : applications to panel data by Roselyne Joyeux( Book )
1 edition published in 1984 in English and held by 6 libraries worldwide
Forecast evaluation of the real private sector output variable of the Reserve Bank core model by Roselyne Joyeux( Book )
1 edition published in 1986 in English and held by 6 libraries worldwide
Misspecification tests on Taylor's version of a Keynesian macromodel by Roselyne Joyeux( Book )
1 edition published in 1985 in English and held by 5 libraries worldwide
Slowly changing processes and harmonizability by Roselyne Joyeux( Book )
1 edition published in 1986 in English and held by 5 libraries worldwide
Harmonizable processes in economics by Roselyne Joyeux( Book )
2 editions published in 1979 in Undetermined and English and held by 2 libraries worldwide
Inflation dynamics in Chinese provinces by Changsheng Chen( Book )
2 editions published in 2013 in English and held by 2 libraries worldwide
China's swift economic development and share in global trade increasing rapidly imply a need to understand its inflation dynamics with internal and external pressures. While recent papers focus on inflation process analysis in the mainland of China by using a country-level data (see, e.g. Brandt & Zhu, 2000; Feyzioğlu & Willard, 2006; Porter, 2010), less attention has been paid to differences across China's jurisdictions. Thus, understanding of inflation dynamics and its interaction among the Chinese provinces are the important issues for central bank's monetary policy decisions. Firstly, considering the internal and external inflation pressures, I analyze the inflation dynamics among the CMU (Chapter 3). Secondly, because of the free flow of goods and internal migration across the country, I'm interested in analyzing the effect of inflation interaction among its provinces with internal and external pressures (Chapter 4). Finally, we combine the interest in the provincial variation in China's inflation dynamics with its characteristic of economic openness by estimating hybrid open-economy Phillips curves for the Chinese provinces(Chapter 5)
An introduction to long-memory time series models and fractional differencing by C. W. J Granger( Article )
1 edition published in 1997 in English and held by 2 libraries worldwide
Cointégration fractionnaire et co-mouvements des marchés financiers internationaux by Gilles de Truchis de Varennes( Book )
2 editions published in 2014 in English and held by 2 libraries worldwide
L'objet de cette thèse est d'étudier les systèmes de cointégration fractionnaire de forme triangulaire mais également d'analyser l'apport de ces systèmes dans la modélisation des co-mouvements au sein des marchés financiers internationaux. La thèse s'articule autour de six chapitres équitablement répartis entre contributions économétriques et économiques. Concernant l'approche économétrique, un intérêt particulier est donné à l'estimation de ces systèmes en absence d'information sur les paramètres d'intérêts. Dans cette optique, plusieurs techniques d'estimation sont analysées et développées, essentiellement dans le domaine des fréquences car celui-ci permet un traitement semi-paramétrique des paramètres de nuisances. Les performances de ses estimateurs sont étudiés à travers des simulations mais également à travers l'étude des propriétés asymptotiques. Concernant l'approche économique, une première contribution exploite la cointégration fractionnaire pour révéler l'existence d'un système de taux de change entre certains pays Asiatiques. Une deuxième contribution porte sur l'analyse des interdépendances entre le marché du pétrole et divers taux de change au niveau de la volatilité. Une troisième contribution introduit un processus d'apprentissage adaptatif dans un modèle monétaire à plusieurs pays afin d'étudier sous quelles conditions un système de taux de change peut émerger
 
moreShow More Titles
fewerShow Fewer Titles
Alternative Names
Joyeux, Roselyn 1951-
Languages
English (39)
Covers
Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.