PARIS (AFP) - The gunman who was shot dead by Paris police after taking hostages at a Jewish supermarket on Friday phoned friends from the scene, urging them to stage further attacks, a security source said.

Amedy Coulibaly was killed in the climax of the siege, in which four hostages died.

The 32-year-old Islamist told French television in an interview from the hostage scene he had "coordinated" his actions with the two gunmen who shot dead 12 people at Charlie Hebdo magazine on Wednesday.

He "asked his friends to go and attack various targets, specifically police stations in the Paris suburbs," the source said.

His 26-year-old girlfriend, Hayat Boumeddiene, who is accused of being his accomplice in the killing Thursday of a policewoman south of Paris, is still being sought by police.

The couple were married in a religious ceremony but were not wed under French law which requires a civil ceremony.

Coulibaly also told BFM channel he was a member of the Islamic State jihadist group, which had called for attacks in France and other countries participating in US-led airstrikes against the militants in Iraq and Syria.

He shot two people as soon as he entered the kosher store in Porte de Vincennes neighbourhood and had "one or more bags" of explosives with him but did not detonate them, a security source said.

He had tried to boobytrap the entrance to the shop where he was besieged by police "but had not hooked up the explosives", the source added.