- Journal of Economic Literature Classification (40)
- C - Mathematical and Quantitative Methods (40)
- C3 - Multiple or Simultaneous Equation Models (40)
- C32 - Time-Series Models (40)
- C3 - Multiple or Simultaneous Equation Models (40)
- C - Mathematical and Quantitative Methods (40)
1994
Gregoir, Stéphane
ORCID: https://orcid.org/0000-0002-2648-3675 and Laroque, Guy
(1994)
Polynomial cointegration: Estimation and Test.
Journal of Econometrics, vol. 63 (n° 1).
pp. 183-214.
2005
Andrade, Philippe
, Bruneau, Catherine
and Gregoir, Stéphane
ORCID: https://orcid.org/0000-0002-2648-3675
(2005)
Testing for the cointegration rank when some cointegrating directions are changing.
Journal of Econometrics, Vol. 124 (N° 2).
pp. 269-310.
Dupaigne, Martial
and Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775
(2005)
Technology Shocks around the World.
IDEI Working Paper, n. 346
2006
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Guay, Alain
(2006)
Identification of Technology Shocks in Structural VARs.
IDEI Working Paper, n. 383
2009
Dupaigne, Martial
and Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775
(2009)
Hours Worked and Permanent Technology Shocks in Open Economies.
TSE Working Paper, n. 09-114
2010
Florens, Jean-Pierre
ORCID: https://orcid.org/0000-0001-6708-5174 and Simon, Guillaume
(2010)
Endogeneity and Instrumental Variables in Dynamic Models.
TSE Working Paper, n. 10-178
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Guay, Alain
(2010)
Identification of Technology Shocks in Structural VARs.
Economic Journal, 120 (549).
pp. 1284-1318.
2011
Lambrias, Kyriacos (2011) World Technology Shocks and the Real Euro-Dollar Exchange Rate. TSE Working Paper, n. 11-261
2012
Chaudourne, Jeremy and Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775
(2012)
Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions.
TSE Working Paper, n. 12-331, Toulouse
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Jidoud, Ahmat
(2012)
Identifying News Shocks from SVARs.
TSE Working Paper, n. 12-287
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Jidoud, Ahmat
(2012)
News Shocks, Information Flows and SVARs.
TSE Working Paper, n. 12-286
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775, Matheron, Julien
and Sahuc, Jean-Guillaume
(2012)
A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers.
TSE Working Paper, n. 12-289
2013
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Sahuc, Jean-Guillaume
(2013)
On the Size of the Government Spending Multiplier in the Euro Area.
TSE Working Paper, n. 13-396
2014
Chaudourne, Jeremy, Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Guay, Alain
(2014)
Understanding the effect of technology shocks in SVARs with long-run restrictions.
Journal of Economic Dynamics and Control, 41.
pp. 154-172.
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Jidoud, Ahmat
(2014)
News Shocks, Information Flows and SVARs.
Annales d'Économie et de Statistique, 113-114.
pp. 293-308.
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Sahuc, Jean-Guillaume
(2014)
In search of the transmission mechanism of fiscal policy in the Euro area.
TSE Working Paper, n. 14-536, Toulouse
2015
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Sahuc, Jean-Guillaume
(2015)
On the Size of the Government Spending Multiplier in the Euro Area.
Oxford Economic Papers, 67 (3).
pp. 531-552.
Moura, Alban
ORCID: https://orcid.org/0000-0003-2815-3853
(2015)
The effects of government spending endogeneity on estimated multipliers in the US.
TSE Working Paper, n. 15-610, Toulouse
2016
Beaudry, Paul, Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775, Guay, Alain and Portier, Franck
ORCID: https://orcid.org/0000-0001-9409-3946
(2016)
When is Nonfundamentalness in SVARs A Real Problem?
TSE Working Paper, n. 16-738, Toulouse
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Guay, Alain
(2016)
Sentiments in SVARs.
TSE Working Paper, n. 16-656, Toulouse
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775, Kass-Hanna, Tannous and Pietrunti, Mario
(2016)
An Analytical Characterization of Noisy Fiscal Policy.
TSE Working Paper, n. 16-696
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775, Kass-Hanna, Tannous and Pietrunti, Mario
(2016)
An Analytical Characterization of Noisy Fiscal Policy.
Economics Letters, vol. 148.
pp. 76-79.
2017
Cuiabano, Simone and Opoku-Afari, Maxwell (2017) Exchange rate dynamics and monetary integration in the EAC contries. TSE Working Paper, n. 17-848, Toulouse
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775, Garcia Sanchez, Pablo
and Sahuc, Jean-Guillaume
(2017)
State-dependent risk taking and the transmission of monetary policy shocks.
TSE Working Paper, n. 17-872, Toulouse
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Sahuc, Jean-Guillaume
(2017)
In search of the transmission mechanism of fiscal policy in the Euro area.
Journal of Applied Econometrics, 32 (3).
pp. 704-718.
Gasmi, Farid
ORCID: https://orcid.org/0000-0001-9785-7016 and Laourari, Imène
(2017)
Has Algeria suffered from the dutch disease?: Evidence from 1960–2013 data.
TSE Working Paper, n. 17-780, Toulouse
Gasmi, Farid
ORCID: https://orcid.org/0000-0001-9785-7016 and Laourari, Imène
(2017)
Has Algeria suffered from the dutch disease?: Evidence from 1960–2013 data.
Revue d'Économie Politique, 127.
pp. 1029-1058.
2018
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775, Garcia Sanchez, Pablo
and Sahuc, Jean-Guillaume
(2018)
State-dependent risk taking and the transmission of monetary policy shocks.
Economics Letters, vol. 164.
pp. 10-14.
2019
Beaudry, Paul
, Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775, Guay, Alain
and Portier, Franck
ORCID: https://orcid.org/0000-0001-9409-3946
(2019)
When is Nonfundamentalness in SVARs A Real Problem?
Review of Economic Dynamics, vol. 34.
pp. 221-243.
Bollerslev, Tim
, Meddahi, Nour
ORCID: https://orcid.org/0009-0008-7138-3869 and Nyawa Womo, Serge Luther
(2019)
High-dimensional multivariate realized volatility estimation.
Journal of Econometrics, 212 (1).
pp. 116-136.
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Guay, Alain
(2019)
Sentiments in SVARs.
The Economic Journal, 129 (618).
pp. 877-896.
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775, Moura, Alban
ORCID: https://orcid.org/0000-0003-2815-3853 and Pierrard, Olivier
(2019)
Financial regulation and shadow banking.: A Small-Scale DSGE Perspective.
Journal of Economic Dynamics and Control, vol. 101.
pp. 130-144.
2022
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775, Beaudry, Paul
, Collard, Fabrice
, Guay, Alain
and Portier, Franck
ORCID: https://orcid.org/0000-0001-9409-3946
(2022)
Dynamic identification in VARs.
TSE Working Paper, n. 22-1384, Toulouse
Higgins, Ayden and Jochmans, Koen
ORCID: https://orcid.org/0000-0002-9381-8412
(2022)
Learning Markov Processes with Latent Variables.
TSE Working Paper, n. 22-1366, Toulouse
2023
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Moura, Alban
(2023)
Frictionless house-price momentum.
TSE Working Paper, n. 23-1488, Toulouse
2024
Fève, Patrick
ORCID: https://orcid.org/0000-0001-9547-1574, Assenza, Tiziana
, Collard, Fabrice
ORCID: https://orcid.org/0009-0006-4064-7775 and Huber, Stefanie
(2024)
From Buzz to Bust: How Fake News Shapes the Business Cycle.
TSE Working Paper, n. 24-1516, Toulouse
Fève, Patrick
, Collard, Fabrice
ORCID: https://orcid.org/0009-0006-4064-7775 and Guay, Alain
(2024)
Believe it or not, it’s all about Beliefs !
TSE Working Paper, n. 24-1539, Toulouse
Fève, Patrick
ORCID: https://orcid.org/0009-0006-4064-7775 and Moura, Alban
(2024)
Frictionless house-price momentum.
Journal of Economic Dynamics and Control, vol. 168.
2025
Fève, Patrick
and Moura, Alban
ORCID: https://orcid.org/0000-0003-2815-3853
(2025)
Measuring business cycles using vars.
TSE Working Paper, n. 25-1673, Toulouse
2026
Higgins, Ayden and Jochmans, Koen
ORCID: https://orcid.org/0000-0002-3090-3003
(2026)
Learning markov processes with latent variables.
Econometric Theory.
pp. 1-13.

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