V Mignon

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  • Anna Creti, Marc Joëts, Valérie Mignon, V Mignon
  • 2015
a r t i c l e i n f o by paying a particular attention to energy raw materials. Relying on the dynamic conditional correlation (DCC) GARCH methodology, we show that the correlations between commodity and stock markets evolve through time and are highly volatile, particularly since the 2007–2008 financial crisis. The latter has played a key role, emphasizing(More)
  • Menzie Chinn, Laurent Ferrara, Valérie Mignon, V Mignon, See, Thornton G Sanchez
  • 2014
JEL classification: E24 E32 C22 Keywords: Okun's law Trend employment Non-linear modeling a b s t r a c t We investigate the relationship between employment and GDP in the United States. We disentangle trend and cyclical employment components by estimating a non-linear smooth transition error-correction model that simultaneously accounts for long-term(More)
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