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Joyeux, Roselyne 1951-

Overview
Works: 30 works in 54 publications in 1 language and 317 library holdings
Roles: Author, Opponent, 956, 958, Editor
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 155 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 18 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 15 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 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 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
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
Price and exchange rate determination between Laos and Thailand by Roselyne Joyeux( Book )
4 editions published in 1996 in English and held by 9 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 9 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 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
Test for seasonal cointegration using principal components by Roselyne Joyeux( Book )
1 edition published in 1988 in English and held by 6 libraries worldwide
Slowly changing processes and harmonizability by Roselyne Joyeux( Book )
1 edition published in 1986 in English and held by 5 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 4 libraries worldwide
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
Harmonizable processes in economics by Roselyne Joyeux( Archival Material )
2 editions published in 1979 in Undetermined and 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
The aim of the thesis is to study a triangular form of fractional cointegration systems and to investigate whether these systems allow to model the comovements in international financial markets. The thesis is organized around six chapters. Three of them are theory-oriented and the three others are empirics-oriented. Concerning the econometric approach, a particular interest is devoted to the estimation of these systems when all parameters of interest are unknown. To this extent, several estimation techniques are investigated and introduced, essentially in frequency domain as it allows a semi-parametric treatment of the nuisance parameters. Most of times, the performance of these estimators are studied by means of simulations but the asymptotic theory is also developed. Concerning the economic approach, a first contribution applies the fractional cointegration theory to reveal the existence of an exchange rate system between several Asian countries. A second contribution deals with the risk interdependences between the crude oil market and several exchange rates. A third contribution considers an adaptive learning mechanism in a multi-country monetary model to investigate the conditions under which an exchange rate system is likely to emerge
Inflation dynamics in Chinese provinces by Changsheng Chen( Book )
2 editions published in 2013 in English and held by 2 libraries worldwide
Une forte croissance économique en Chine et son rôle important dans le commerce mondial impliquent que nous devons analyser son inflation avec les pressions intérieures et extérieures. Tandis que les papiers récents ont concentrés leur travail sur les processus d'inflation en Chine en utilisant des données nationales (voir, par exemple Brandt et Zhu, 2000; Feyzioglu & Willard, 2006; Porter, 2010), très peu d'attention a été mise sur l'inflation entre les différentes juridictions Chinoises. Ainsi, la compréhension de la dynamique de l'inflation et ses interactions entre les juridictions Chinoise sont des questions importantes pour les décisions des banques centrales en matière de politique monétaire. Dans ma thèse, tout d'abord, en considérant les pressions intérieures et extérieures de l'inflation, j'analyse les dynamiques de l'inflation entre les juridictions Chinoises (Chapitre 3). Ensuite, grâce à la libre circulation des biens et les migrations intérieures en Chine, je m'intéresse aux effets d'interactions de l'inflation à travers le pays avec les pressions intérieures et extérieures (Chapitre 4). Enfin, nous conjuguons la variation provinciale dans la dynamique de l'inflation Chinoise et les caractéristiques d'économie ouverte en estimant la courbe de Phillips hybride dans l'économie ouverte pour les provinces chinoises (Chapitre 5)
 
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Alternative Names
Joyeux, Roselyn 1951-
Languages
English (39)
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