Access Statistics for Christophe Hurlin

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
20th Symposium on Monetary and Financial Economics 0 0 0 0 0 0 0 18
A Comment on The Dynamic Macroeconomic Effects of Public Capital 0 0 0 0 0 0 1 11
A DARE for VaR 0 0 0 0 0 0 1 8
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 0 2 118 0 0 2 419
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 1 1 17 156
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 2 263 1 2 10 638
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 2 7 0 3 14 112
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials 0 0 7 7 0 2 18 18
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 0 2 15
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 1 2 8 45
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 54 0 0 1 85
Backtesting VaR Accuracy: A New Simple Test 0 0 2 221 0 1 4 620
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 0 0 53
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 0 26
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 1 20
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 0 14
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 1 1 1 15
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 0 26
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 0 24
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 0 0 18
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 0 0 25
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 19 0 1 6 87
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 0 0 34
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 24 0 1 4 118
Backtesting Value-at-Risk: A GMM Duration-Based Test 1 1 4 165 1 4 13 361
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 0 0 30
Backtesting Value-at-Risk: A GMM Duration-Based-Test 0 0 0 0 0 0 0 35
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 1 36
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 0 29
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 0 24
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 0 0 0 32
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 2 258 1 2 9 602
Backtesting marginal expected shortfalland related systemic risk measures 0 0 0 3 0 1 2 11
Backtesting value-at-risk: a GMM duration-based test 0 0 1 1 0 1 4 16
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 0 0 0 26
Certify reproducibility with confidential data 0 0 0 0 0 0 0 5
CoMargin 0 0 1 159 0 0 1 447
CoMargin 0 0 0 0 0 0 0 4
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 1 2 2 3 3
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition 0 0 0 155 0 0 1 479
Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition 0 0 0 0 0 0 1 32
Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule 0 0 0 0 0 0 1 22
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 0 0 0 4 0 0 7 40
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 1 1 35
Currency Crises Early Warning Systems: why they should be Dynamic 0 1 3 33 0 1 4 94
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 0 0 92 0 1 1 161
Currency crises early warning systems: why they should be dynamic 0 0 2 323 0 1 6 712
Do We Need High Frequency Data to Forecast Variances? 0 0 1 1 0 0 2 75
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 1 35 0 1 2 121
Does soft information matter for financial analysts' forecasts? A gravity model approach 0 0 0 6 0 2 4 44
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 0 0 0 93
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 6 0 0 0 64
Downgrading in the First Job: Who and Why 0 0 0 0 0 0 0 20
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 0 0 0 33
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 0 0 0 28
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" 0 0 0 0 0 0 0 30
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 0 0 0 0 0 28
Estimates of Government Net Capital Stocks for 26 Developing Countries 0 0 0 0 0 0 1 33
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 0 0 0 31
Estimates of government net capital stocks for 26 developing countries, 1970-2002 0 0 1 215 0 0 1 458
Explainable Performance 0 0 1 1 0 1 16 22
Explainable Performance 1 1 12 12 1 1 5 5
Extreme Financial Cycles 0 0 0 136 0 1 3 215
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 0 0 6 641 0 0 11 1,091
Forecasting High-Frequency Risk Measures 0 0 0 0 0 0 0 2
High-Frequency Risk Measures 0 0 0 232 0 0 3 620
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 0 0 71 0 0 0 214
How to Estimate Public Capital Productivity? 0 0 0 74 0 0 0 154
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 1 2 7 66
How to evaluate an Early Warning System ? 0 0 0 429 0 0 4 777
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 1 182 0 0 3 384
Implied Risk Exposures 0 0 0 0 0 0 0 18
Implied Risk Exposures 0 0 1 179 0 0 3 378
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities 0 0 0 0 0 0 0 13
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 0 17
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 0 0 1 199
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 1 1 20
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 0 20
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 0 39
Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 0 16
Is Public Capital Really Productive? A Methodological Reappraisal 0 0 0 172 1 2 3 341
Is public capital really productive? A methodological reappraisal 0 0 0 0 0 0 0 26
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 1 4 41 3,748
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 0 0 0 39
Loss Functions for LGD Models Comparison 0 0 0 0 0 0 1 79
Loss functions for LGD model comparison 0 0 2 147 0 0 5 342
Machine Learning and IRB Capital Requirements 0 0 1 2 1 2 9 10
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 0 13 13 1 1 10 10
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 0 4 4 1 1 9 9
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 2 51 0 1 3 39
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 1 3 42
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 0 1 4 65 1 5 33 163
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 1 1 3 130 3 6 13 250
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 2 37 1 1 10 106
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 0 0 5
Margin Backtesting 0 0 1 116 0 1 6 221
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring 0 1 1 9 1 3 7 15
Modelling Financial Crises Mutation 0 0 0 11 1 2 2 68
Modèles Non Linéaires et Prévisions 0 0 0 131 0 0 1 343
Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle 1 3 11 11 15 20 50 50
Modèles non linéaires et prévisions 0 0 0 0 0 1 2 17
Modèles non linéaires et prévisions 0 0 0 0 0 0 0 18
Modèles à Changement de Régimes et Macro-économiques 0 0 0 0 0 0 0 16
Modèles à changement de régimes et macro-économiques 0 0 0 0 0 0 0 16
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 0 1 41
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 3 398 1 2 9 799
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 1 2 4 42
Network effects and infrastructure productivity in developing countries 0 0 0 208 0 2 2 417
Network effects of the productivity of infrastructure in developing countries 0 1 4 937 2 4 14 1,858
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 1 1 1 18
Non-Standard Errors 0 0 1 42 6 12 56 432
Non-Standard Errors 0 1 4 27 4 16 81 143
Nonstandard Errors 0 2 2 2 0 11 14 14
Nonstandard errors 0 1 11 11 4 11 43 43
Pitfalls in Systemic-Risk Scoring 0 0 0 0 0 0 1 67
Pitfalls in systemic-risk scoring 0 0 0 0 0 0 2 36
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 0 0 1 25
Reproducibility Certification in Economics Research 0 0 1 2 0 0 4 30
Reproducibility Certification in Economics Research 0 0 1 1 0 0 1 1
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 1 2 0 0 5 8
Risk Measure Inference 0 0 0 0 0 1 2 38
Risk Measure Inference 0 0 0 181 0 1 4 369
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 1 2 81 2 6 17 349
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 0 1 1 21
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 0 0 1 304
Second Generation Panel Unit Root Tests 5 10 30 525 14 26 105 1,572
Statistique et probabilités en économie-gestion 0 0 0 0 0 0 2 53
Statistique et probabilités en économie-gestion (2e édition) 0 0 0 0 0 0 2 17
Systemic Risk Score: A Suggestion 0 0 0 42 0 0 0 77
Systemic Risk Score: A Suggestion 0 0 0 30 0 0 1 57
Systemic Risk Score: A Suggestion 0 0 0 0 0 0 0 15
Taux d'actualisation public, distorsions fiscales et croissance 0 0 0 2 0 0 0 1,001
Testing Convergence: A Panel Data Approach 0 0 0 0 0 0 0 8
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 0 0 0 39
Testing Granger Non-Causality in Heterogeneous Panel Data Models 0 0 0 0 0 0 0 40
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 0 0 88
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 0 3 46
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 0 3 54
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 0 0 5 77
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 0 0 2 40
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 0 19
Testing for Granger Non-causality in Heterogeneous Panels 2 5 17 1,683 7 16 53 4,093
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 1 3 19 222
Testing interval forecasts: a GMM-based approach 1 1 4 219 1 1 42 513
The Collateral Risk of ETFs 1 1 2 80 5 5 17 291
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 0 0 1 175
The Economics of Computational Reproducibility 3 14 14 14 0 7 7 7
The Economics of Computational Reproducibility 0 0 0 0 1 2 3 3
The Fairness of Credit Scoring Models 0 1 1 1 0 1 1 1
The Fairness of Credit Scoring Models 0 1 1 5 0 2 5 14
The Fairness of Credit Scoring Models 0 0 0 0 0 6 15 31
The Fairness of Credit Scoring Models 0 1 4 37 0 1 12 46
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 1 34
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 1 2 39
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 0 31
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 1 45
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 1 79
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 24 1 2 8 158
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 2 3 5 68
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 1 32
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 1 33
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 1 36
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 0 30
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 0 1 3 547 1 3 12 1,120
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 0 0 0 18
The Risk Map: A New Tool for Validating Risk Models 1 1 8 431 1 2 14 652
The counterparty risk exposure of ETF investors 0 0 0 0 0 0 1 3
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 0 103 0 0 0 411
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 0 0 1 33
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 1 2 77 0 2 7 270
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 0 2 36
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 1 3 49
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 0 0 29
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 1 3 39
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 2 57 2 2 5 216
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 1 3 12 746 3 12 60 1,961
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 1 1 70
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 0 0 34
Un MEDAF à plusieurs moments réalisés 0 0 1 2 0 1 2 6
Un MEDAF à plusieurs moments réalisés 0 0 0 29 1 1 1 157
Un MEDAF à plusieurs moments réalisés 0 0 0 33 0 1 2 162
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 0 0 1 28
Un Test de Validité de la Value-at-Risk 0 0 0 0 1 1 1 32
Un test de Validité de la Value-at-risk 0 0 0 0 0 0 1 21
Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène 0 0 0 0 0 0 1 13
Une Evaluation des Procédures de Backtesting 0 1 5 178 0 3 10 472
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 0 0 3 57
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 0 1 2 44
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 0 0 1 484 0 0 2 1,161
Une synthèse des tests de co-intégration sur données de panel 0 2 5 32 2 4 20 226
Une synthèse des tests de cointégration sur données de panel 0 0 1 269 0 5 10 805
Une évaluation des procédures de Backtesting 0 0 1 7 0 0 1 46
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 0 0 22
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 1 1 28
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 1 1 1 14
What would Nelson and Plosser find had they used panel unit root tests? 0 0 3 176 0 1 12 393
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 0 0 0 1 1
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 2 5 10 292
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 1 2 18 210
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 119 0 1 7 367
Why don't banks lend to Egypt's private sector ? 0 0 0 109 0 0 1 240
Total Working Papers 18 58 244 13,280 107 288 1,220 41,119
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DARE for VaR 0 0 0 20 0 0 3 94
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 0 0 158 2 2 5 345
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 1 4 7 0 6 15 23
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 3 104 3 4 14 342
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 29 1 1 6 203
CoMargin 0 0 0 15 0 0 0 114
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 1 3 3 3 5 7 7
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 51 0 0 1 170
Currency crisis early warning systems: Why they should be dynamic 0 1 8 68 2 6 14 174
Do We Need High Frequency Data to Forecast Variances? 0 0 1 29 0 0 3 104
Downgrading in the first job: who and why? 0 0 0 29 0 0 0 150
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 1 1 177 1 4 6 369
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 0 0 0 47 1 1 1 151
Extreme Financial cycles 0 0 0 26 0 1 1 83
Forecasting High‐Frequency Risk Measures 0 0 1 19 0 0 1 43
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 2 2 9 303 5 6 20 668
Implied Risk Exposures 0 0 0 9 0 0 1 68
Is public capital really productive? A methodological reappraisal 0 0 0 36 1 1 1 94
Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries 0 0 0 82 0 2 3 212
La contribution du capital public à la productivité des facteurs privés: une estimation sur panel sectoriel pour dix pays de l'OCDE 0 0 0 41 0 0 4 162
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 11 2 4 6 55
Le partage de la valeur ajoutée dans le cycle 0 1 2 37 0 2 4 139
Loss functions for Loss Given Default model comparison 0 0 4 38 0 1 9 130
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 1 10 0 0 3 44
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 0 0 14 59 3 17 67 254
Network Effects and Infrastructure Productivity in Developing Countries 0 0 1 29 0 0 7 101
Nonstandard Errors 2 7 31 31 8 24 106 106
Pitfalls in systemic-risk scoring 0 0 0 38 0 0 3 170
Risk Measure Inference 0 0 0 6 2 2 2 45
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 0 4 69
Taux d'actualisation public, distorsions fiscales et croissance endogène 0 0 0 3 0 0 1 15
Testing Convergence: A Panel Data Approach 0 1 5 67 1 3 15 171
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 1 1 47
Testing for Granger non-causality in heterogeneous panels 7 24 92 1,134 23 75 311 3,724
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 2 4 13 319 6 13 35 814
The Risk Map: A new tool for validating risk models 0 0 3 55 2 4 13 250
The counterparty risk exposure of ETF investors 0 0 2 39 0 0 5 132
Un MEDAF à plusieurs moments réalisés 0 0 1 71 0 0 4 259
Un test de validité de la Value at Risk 0 0 1 73 1 1 2 188
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 0 0 1 99 0 1 3 273
Une synthèse des tests de cointégration sur données de Panel 0 0 0 5 1 2 2 64
Une synthèse des tests de cointégration sur données de panel 0 0 1 21 0 1 4 176
Une synthèse des tests de racine unitaire sur données de panel 0 0 1 9 0 2 5 65
Une synthèse des tests de racine unitaire sur données de panel 0 0 3 21 1 2 16 185
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 0 1 25
What would Nelson and Plosser find had they used panel unit root tests? 0 0 1 36 1 1 4 158
Where the Risks Lie: A Survey on Systemic Risk 0 4 13 219 4 14 51 794
Why don't banks lend to Egypt's private sector? 0 0 0 23 0 1 1 77
Total Journal Articles 13 47 220 3,719 74 210 791 12,106

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Economic Development and Energy Intensity: A Panel Data Analysis 0 0 0 0 0 0 1 12
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 3 5 2 2 8 10
Total Chapters 0 0 3 5 2 2 9 22

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Statistics updated 2025-03-03