Publications and communications
A New Particle Filtering Approach to Estimate Stochastic Volatility Models with Markov-Switching, Econometrics and Statistics, 2018, 8 , 204-230.
Asymmetries and Markov-Switching Structural VAR, Journal of Economic Dynamics & Control, 2015, 53, 85-102.
An Algorithm for Computing Generalized Impulse-Response Function in Markov-Switching Structural VAR, Economics Letters, 2012, 117(1), 230–234.
Impulse-Response Functions in Markov-Switching Structural VAR: a Step Further, Economics Letters, 2010, 106(3), 162-165.
Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data? with L. Patureau and T. Sopraseuth, Journal of Economic Dynamics & Control, 2008, 32(4), 1041-1087.