|
|
 |
Catherine Bruneau
 200 avenue de la République 92001 Nanterre cedex
 cbruneau@u-paris10.fr
 +33 (0)1 42 93 90 85 ou +33 (0)1 40 97 47 57
 +33 (0)1 40 97 71 42
Personal webpage: http://www.u-paris10.fr/88102460/0/fiche_pagelibre/
Diploma: Ecole Normale Supérieure Ulm-Sèvres (Mathematics), PhD in Mathematics, PhD in Economics
Current Position: Full Professor at University Paris X, since 1998
Consultant associated with Banque de France (Department DAMEP)
Previous Positions: Associated Professor at the University Paris X, 1995-1998
Associated Professor at ENSAE (Statistics and econometrics), 1990-1994
Economist-Engineer at the French Electricity French Company (EDF), 1989-1994
|
 |
Research Interests: Economics of risk, insurance and financial markets, Econometrics (analysis of causality , time series and panel data),
Main Publications
"Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data" (2007), with O. de Bandt and W. El Amri, Forthcoming Applied Economics.
"Forecasting Inflation using Economic Indicators: the Case of France" (2007) with O. de Bandt, A. Flageollet and E. Michaux, Journal of Forecasting, Volume 26, Issue 1, Pages 1-22.
"Measuring Comovements in the Euro Area Using a Non Stationary Factor Model." (2007), with O de Bandt and Alexis Flageollet , Forthcoming Applied Economic Letters.
"Business cycle and Corporate Failure in France" (2007), with E. Bataille and F. Michaud, in Computational Economics, eds. J. Janssen et. Diem Ho , Volume 29, N°2.
"Extracting Comovements in Euro Area Business Cycles from Large -Scale Non-Stationary Data base" (2006), with O. de Bandt and A. Flageollet, in Convergence or Divergence in Europe? Growth and Business Cycles in France, Germany and Italy, Springer, eds, O. De Bandt, H. Herrmann and G. Parigi, p 95-115,.
"Testing for the cointegration rank when some cointegrating directions are changing" (2005), with P. Andrade, S. Grégoire, (2005), Journal of Econometrics, 124, 269-310.
"Monetary and Fiscal Policy in the Transition to EMU: what do SVAR tell us?" (2003), with O. de Bandt, Economic Modelling, 20, 959-985.
"Excess Returns, Portfolio Choices and Exchange Rate Dynamics: the Yen/Dollar Case 1980-1998" (2002), with P. Andrade, Oxford Bulletin of Economics and Statistics, 64, 237-260.
"Managing Funds in the US Market : How to Distinguish between Transitory Distorsions and Structural Changes in the Stock Prices" (2000), with Ch. Duval-Kieffer, J.-P Nicolaï, European Journal of Finance, 6, 146-162.
"Long Run Causality with an Application to International Links between Long-Term Interest Rates" (1999), with E. Jondeau (1999) , Oxford Bulletin of Economics and Statistics, 61, 4, 545-568, 1999.
|
|
|
