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hal-01890604v1  Book sections
Michel AgliettaGilles DufrénotAnne Faivre. Inflation et macroéconomie dans la globalisation
CEPII. L'économie Mondiale 2019, La Découverte, pp.37-52, 2018, 978-2-348-03748-1
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halshs-00179339v1  Journal articles
Gilles DufrénotDominique GueganAnne Peguin-Feissolle. Long-memory dynamics in a SETAR model - Applications to stock markets
International Financial Markets, Inst. And Money, 2005, 15, pp.391 - 406
hal-01446195v1  Journal articles
Gilles DufrénotFredj Jawadi. Advances and challenges in decision-making, monetary policy and financial markets
Economic Modelling, Elsevier, 2016, Special Issue on Recent Developments in Decision-Making, Monetary Policy and Financial Markets, 52 (Part A), pp.1-2. ⟨10.1016/j.econmod.2015.11.004⟩
hal-01411539v1  Conference papers
Gilles DufrénotValérie MignonAnne Péguin-Feissolle. The effects of the subprime crisis on the Latin American financial markets: an empirical assessment
International Workshop on "Nonlinear and Asymmetric Models in Applied Economics" , 2012, Paris, France
hal-01499642v1  Journal articles
Gilles DufrénotFredj Jawadi. Computational tools in econometric modeling for macroeconomics and finance
Economic Modelling, Elsevier, 2013, Recent Developments in Computational Economics and Finance: 2nd ISECF Conference (Tunis, 2012), 34, pp.1-4. ⟨10.1016/j.econmod.2013.05.008⟩
hal-01589999v1  Journal articles
Gilles DufrénotFredj Jawadi. Introduction: recent developments of switching models for financial data
Studies in Nonlinear Dynamics and Econometrics, MIT Press, 2017, 21 (1), pp.1-2. ⟨10.1515/snde-2017-5001⟩
hal-01890414v1  Journal articles
Gilles DufrénotFredj JawadiGuillaume Khayat. A model of fiscal dominance under the “Reinhart Conjecture”
Journal of Economic Dynamics and Control, Elsevier, 2018, 93, pp.332 - 345. ⟨10.1016/j.jedc.2018.01.046⟩