CEPII, Recherche et Expertise sur l'economie mondiale
Gilles Dufrénot

Chercheur associé

Politique économique
Monnaie & Finance
Economies émergentes



Tél. +33 (0)4 42 93 59 60

Curriculum Vitae

mise à jour : 3 mai 2017
A model of fiscal dominance under the "Reinhart conjecture"
Journal of Economic Dynamics and Control, vol. 93(0), Elsevier, p.332-345, août 2018
Gilles Dufrénot, Fredj Jawadi, Guillaume Khayat

Monetary policy switching in the euro area and multiple steady states: an empirical investigation
Macroeconomic Dynamics, vol. 21(5), p.1175-1188, 2017
Gilles Dufrénot, GuillaumeKhayat

Tax evasion, tax corruption and stochastic growth
Economic Modelling, vol. 52(A), p.251-258, janvier 2016
Fred Célimène, Gilles Dufrénot, Gisèle Mophou, Gaston N'Guérékata

Fiscal policies enhancing growth in Europe: does one size fit all?
Oxford Economic Papers, vol. 68(4), p.1146-1165, 2016
Gilles Dufrénot, Carine Bouthevillain

Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: a market view
Journal of International Money and Finance, N°67, p.123-146, 2016
Gilles Dufrénot, Karine Gente, Fredia Monsia

Nonlinear effects of asset prices on fiscal policy : Evidence from the UK, Italy and Spain
Economic Modelling, vol. 44, p.358-362, 2015
Luca Agnello, Gilles Dufrénot, Ricardo Sousa

Business cycle synchronization in East Asia: A Markov switching approach
Economic Modelling, p.186-197, 2014
Gilles Dufrénot, Benjamin Keddad

Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World war II
Applied Economics, vol. 46(6), p.629-637, 2014
Marcel Aloy, Gilles Dufrénot, Anne Péguin-Feissolle

A small macroeconometric model for Kazakstan: a retrospective of alternative economic policies undertaken during the transition process
Economic Change and Restructuring, vol. 47(1), p.1-39, 2014
Gilles Dufrénot, Adlya Ospanova, Alain Sand

West African Single Currency and Competitiveness
Review of Development Economics, N°4, p.763-777, novembre 2013
Gilles Dufrénot, Kimiko Sugimoto

Computational tools in econometric modelling for macroeconomics and finance
Economic Modelling, vol. 34, p.1-4, août 2013
Gilles Dufrénot, Fredj Jawadi

A smooth transition long-memory model
Studies in Nonlinear Dynamics and Econometrics, vol. 17(3), De Gruyter, p.281-296, mai 2013
Marcel Aloy, Gilles Dufrénot, Charles Lai-Tong, Anne Péguin-Feissolle

Using time-varying transition probabilities in Markov-switching processes to adjust US fiscal policy for asset prices
Economic Modelling, vol. 34, p.25-36, 2013
Luca Agnello, Gilles Dufrénot, Ricardo Sousa

The changing role of house price dynamics over the business cycle
Economic Modelling, vol. 29(5), p.1960-1967, 2012
Gilles Dufrénot, Sheheryar Malik

Testing catching-up between developping countries: growth resistance and sometimes growth tragedy
Bulletin of Economic Research, vol. 64(4), p.470-508, 2012
Gilles DufrénotValérie Mignon, Théo Naccache

L'impact des fondamentaux macroéconomiques sur les spreads souverains de la zone euro est-il influencé par les réformes financières?
Revue Economique, vol. 62(6), p.1135-1145, janvier 2011
Olivier Damette, Gilles Dufrénot , Philippe Frouté

Are the effects of fiscal changes different in times of crisis and non-crisis? The French case
Revue d'Economie Politique, vol. 121(3), p.371-407, 2011
Carine Bouthevillain, Gilles Dufrénot

Les effets de la crise des subprimes sur le marché financier mexicain
Revue Economique, vol. 62(3), p.461-470, 2011
Gilles DufrénotValérie Mignon, Anne Péguin-Feissolle

The effects of the subprime crisis on the Latin American financial markets. An empirical assessment
Economic Modelling, vol. 28, p.2342-2357, 2011
Gilles DufrénotValérie Mignon, Anne Péguin-Feissolle

Les comportements d'emprunt des régions françaises. Quel degré d'hétérogénéité?
Revue Economique, vol. 62(5), p.919-940, 2011
Gilles Dufrénot, Philippe Frouté, Christophe Schalck

Monetary autonomy in the West African countries : what do the policy rules tell us?
Journal of International Development, N°1, Wiley, p.63-81, 2011
Gilles Dufrénot

Asymmetric Term of Trade Shocks in a Monetary Union: An Application to West Africa
Journal of African Economies, vol. 5(19), p.657-690, 2010
Agnès Bénassy-Quéré, Loïc Batté, Benjamin Carton, Gilles Dufrénot

The trade-growth nexus in the developing countries: a quantile regression approach
Review of World Economics, vol. 146(4), p.731-761, 2010
Gilles DufrénotValérie Mignon, Charalambos Tsangarides

A forewarning indicator system for financial crises: the case of six Central and Eastern European Countries
Journal of Economic Integration, vol. 24(4), p.87-115, mars 2009
Gilles Dufrénot, Irène Andreou, Alain Sand-Zantman, Aleksandra Zdzienicka

Credit policy stress in the West African Economic and Monetary Union
Developing Economies, vol. 47(4), p.410-435, 2009
Gilles Dufrénot

Modelling the Slow Mean-Reversion of the Central and Eastern European Countries Real Exchange Rates
The Manchester School, vol. 76(1), p.21-43, janvier 2008
Gilles Dufrénot, Elizabeth Grimaud, Eugénie Latil, Valérie Mignon

Explaining the European exchange rates deviations: long memory or nonlinear adjustment
Journal of International Financial Markets, Institutions and Money, vol. 18(3), p.207-215, 2008
Gilles Dufrénot, Sandrine Lardic, Laurent Mathieu, Valérie Mignon & Anne Péguin-Feissolle

Persistent misalignments of the European exchange rates: some evidence from nonlinear cointegration
Applied Economics, vol. 38(2), p.203-229, 2006
Gilles Dufrénot, Laurent Mathieu, Valérie Mignon, Anne Péguin-Feissolle

Modeling the French consumption function using SETAR models
Economics Bulletin, vol. 20(3), p.1-16, 2004
Gilles DufrénotValérie Mignon

Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective
Economics Bulletin, vol. 19(3), p.1-16, 2004
Slim Chaouachi, Gilles DufrénotValérie Mignon

Cointégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue ?
Revue Economique, vol. 55(3), p.449-458, 2004
Gilles Dufrénot, Sandrine Lardic, Laurent Mathieu, Valérie Mignon & Anne Péguin-Feissolle