Christophe Hurlin

Best Publications

• Testing for Granger Non-causality in Heterogeneous Panels

  Elena Ivona Dumitrescu;Christophe Hurlin

  5468
  Citations

• Testing for Granger Non-causality in Heterogeneous Panels

  Christophe Hurlin;Elena Ivona Dumitrescu

  2625
  Citations

• Granger Causality Tests in Panel Data Models with Fixed Coefficients

  Baptiste Venet;Christophe Hurlin

  481
  Citations

• The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach

  Julien Fouquau;Christophe Hurlin;Isabelle Rabaud

  411
  Citations

• Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects

  Elena Dumitrescu;Sullivan Hué;Christophe Hurlin;Sessi Tokpavi

  344
  Citations

• A Theoretical and Empirical Comparison of Systemic Risk Measures

  Sylvain Benoît;Gilbert Colletaz;Christophe Hurlin;Christophe Perignon

  344
  Citations

• Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach

  Gilbert Colletaz;Christophe Hurlin

  245
  Citations

• Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients

  Christophe Hurlin

  236
  Citations

• Second Generation Panel Unit Root Tests

  Christophe Hurlin;Valérie Mignon

  223
  Citations

• Currency Crises Early Warning Systems: why they should be Dynamic

  Bertrand Candelon;Elena Ivona Dumitrescu;Christophe Hurlin

  196
  Citations

• Une synthèse des tests de racine unitaire sur données de panel

  Christophe Hurlin;Valérie Mignon

  174
  Citations

• Backtesting value-at-risk : a GMM duration-based test

  Bertrand Candelon;Gilbert Colletaz;Christophe Hurlin;Sessi Tokpavi

  172
  Citations

• Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test

  Christophe Hurlin;Baptiste Venet

  162
  Citations

• How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods

  Bertrand Candelon;Elena Ivona Dumitrescu;Christophe Hurlin

  127
  Citations

• How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods

  Bertrand Candelon;Elena-Ivona Dumitrescu;Christophe Hurlin

  118
  Citations

• Une Synthèse des Tests de Cointégration sur Données de Panel

  Christophe Hurlin;Valérie Mignon

  116
  Citations

• A Theoretical and Empirical Comparison of Systemic Risk Measures

  Sylvain Benoit;Gilbert Colletaz;Christophe Hurlin;Christophe Pérignon

  113
  Citations

• Une synthèse des tests de cointégration sur données de panel

  Christophe Hurlin;Valérie Mignon

  102
  Citations

• The Risk Map: A new tool for validating risk models

  Gilbert Colletaz;Christophe Hurlin;Christophe Pérignon

  92
  Citations

• Currency crises early warning systems: why they should be dynamic

  Bertrand Candelon;Elena-Ivona Dumitrescu;Christophe Hurlin

  88
  Citations