Access Statistics for Hans Dewachter

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Chaotic Monetary Model of the Exchange Rate 0 0 0 200 0 0 1 461
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 244 0 1 4 649
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation 0 0 0 0 0 0 0 0
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 0 0 0 174
A Structural Macro Model of the Yield Curve 0 0 0 0 0 0 2 245
A macro-financial analysis of the corporate bond market 0 0 1 13 0 0 2 61
A macro-financial analysis of the corporate bond market 0 0 3 48 1 1 11 181
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 0 1 9
A macro-financial analysis of the euro area sovereign bond market 0 0 1 131 3 3 6 269
A multi-factor model for the valuation and risk managment of demand deposits 0 0 2 685 0 0 4 1,923
Ageing and the Relative Price of Nontradeables 0 0 0 51 0 0 0 153
An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates 0 0 0 265 1 1 2 775
An Affine Model for International Bond Markets 0 0 0 9 0 0 0 49
An Affine Model for International Bond Markets 0 0 0 250 0 0 0 772
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 0 1 1 283
An Extended Macro-Finance Model with Financial Factors 0 0 1 155 0 0 4 602
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 1 7 15
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 0 0 0 208
An extended macro-finance model with financial factors 0 0 0 55 0 0 2 278
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 1 1 1 109 2 2 11 290
Dependent or Independent Nonlinearity in Speculative Returns 0 0 0 3 0 0 0 1,174
Dependent or Independent Nonlinearity in Speculative Returns? 0 0 0 0 0 0 1 8
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 0 0 1 331
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 0 0 0 0
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 2 439 0 2 11 829
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 232 0 1 1 569
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 171 0 0 1 558
Fiscal activism and the cost of debt financing 0 0 0 47 0 0 2 191
Fitting Correlations Within and Between Bond Markets 0 0 0 75 0 1 3 212
Identification of Macroeconomic Factors in Large Panels 0 0 0 117 0 0 1 234
Identification of Macroeconomic Factors in Large Panels 0 0 0 24 0 0 3 181
Identification of macroeconomic factors in large panels 0 0 1 73 0 0 2 439
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 1 109 0 0 4 356
Information in the Yield Curve: A Macro-Finance Approach 0 0 0 0 0 0 0 0
Information in the yield curve: A Macro-Finance approach 0 0 1 85 0 0 5 208
Information in the yield curve: A macro-finance approach 0 0 0 0 0 2 5 14
Limits to International Arbitrage: an Empirical Evaluation 0 0 0 25 0 0 3 134
Macro Factors and the Term Structure of Interest Rates 0 0 0 396 0 1 2 1,006
Macro Factors and the Term Structure of Interest Rates 0 0 1 476 0 0 4 1,690
Macro Factors and the Term Structure of Interest Rates 0 0 0 112 0 0 1 254
Macro factors and the Term Structure of Interest Rates 0 0 0 444 0 0 1 1,026
Macro factors and the term structure of interest rates 2 2 5 247 2 4 12 624
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 1 1 34
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 0 0 2 29
Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target 0 0 0 17 0 0 1 104
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 27 0 0 1 176
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 0 0 2 219
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 0 9 1 2 3 66
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 0 0 66 0 0 1 310
Real and financial cycles in EU countries - Stylised facts and modelling implications 0 2 6 124 0 6 20 613
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 1 3 19 40 1 3 23 94
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 1 1 4 25 2 5 14 98
Some borrowers are more equal than others: bank funding shocks and credit reallocation 0 2 6 36 0 2 9 121
Spatial propagation of macroeconomic shocks in Europe 0 0 0 109 0 0 1 213
Sticky Prices and the Nominal Effects of Real Shocks 0 0 0 1 0 0 2 45
Stochastic Process Switching and Stage III of EMU 0 0 0 26 0 0 1 169
Testing for Forecasting Poential in the Bispectrum 0 0 0 0 0 0 0 826
Testing for the Forecasting Potential in the Bispectrum 0 0 0 0 0 0 1 6
The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation 0 0 0 166 0 0 1 462
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 202 0 0 3 570
The Effect of Monetary Unification on German Bond Markets 0 0 0 89 0 0 3 613
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 0 0 0 303
The Effect of Monetary Unification on German Bond Markets 0 0 0 37 0 1 1 226
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 15 0 0 1 85
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 150 0 0 3 614
The Information Content of Options on the IBEX-35 0 0 0 0 0 0 0 509
The Information Content of Options on the IBEX-35 0 0 0 0 0 0 3 15
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 0 53 2 2 5 157
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 1 1 47 0 1 4 138
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 1 61 0 0 4 116
Total Working Papers 5 12 57 7,033 15 44 231 24,366
4 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 chaotic model of the exchange rate: The role of fundamentalists and chartists 0 1 1 201 0 2 4 442
A joint model for the term structure of interest rates and the macroeconomy 0 1 2 173 0 1 5 496
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 3 0 0 5 15
A macro-financial analysis of the euro area sovereign bond market 0 0 4 103 0 1 9 282
A macro–financial analysis of the corporate bond market 0 0 1 13 0 0 5 57
An Extended Macro-Finance Model with Financial Factors 0 0 2 29 0 1 7 85
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 3 6 16 90 3 9 36 239
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 0 0 160 0 1 3 386
Charts as signals in Markov switching world 0 0 0 3 0 0 0 14
Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy 1 1 2 24 1 2 6 55
Do asymmetries matter for European monetary policy? 0 0 0 298 0 0 3 804
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 1 2 5 59
Effectiveness of Monetary Policy in Euroland 0 0 0 15 0 0 1 84
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 1 186 1 1 3 423
Expectation revisions and jumps in asset prices 0 0 0 12 0 0 0 52
Explaining Recent European Exchange‐Rate Stability 0 0 0 37 0 0 0 174
Fiscal activism and the cost of debt financing 0 0 0 0 0 0 2 195
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 3 28 0 1 4 101
Introduction 0 0 0 0 0 0 0 51
Limits to international arbitrage: an empirical evaluation 0 0 1 56 0 0 2 215
Macro Factors and the Term Structure of Interest Rates 1 5 16 514 2 9 29 1,264
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 2 10 0 0 2 23
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 0 1 109
Measuring convergence speed of asset prices toward a pre-announced target 0 0 0 36 0 0 2 195
Modelling interest rate volatility: Regime switches and level links 0 0 0 9 0 0 1 36
Monetary unification and the price of risk: An unconditional analysis 0 0 0 5 0 1 1 50
Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 0 0 0 29 0 1 2 139
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 0 18 0 1 2 118
Setting futures margins: the extremes approach 0 0 0 46 0 0 0 134
Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences 0 0 0 30 0 0 2 174
Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* 2 6 18 50 2 10 30 102
Spatial propagation of macroeconomic shocks in Europe 0 0 2 61 0 0 8 170
The Effect of Monetary Unification on German Bond Markets 0 0 0 11 0 0 1 101
The cost of technical trading rules in the Forex market: A utility-based evaluation 0 0 0 38 0 0 1 171
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 0 1 5 231
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 1 42 0 0 2 180
Total Journal Articles 7 20 72 2,415 10 44 189 7,426
4 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Chaotic Monetary Model of the Exchange Rate 0 0 0 0 0 0 1 4
Chaos in the Dornbusch Model of the Exchange Rate 0 0 1 12 0 0 1 36
Do Asymmetries Matter for European Monetary Policy? 0 0 0 4 0 1 2 18
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 0 0 76 0 0 0 203
On the Conduct of Monetary Policy in an Asymmetric Euroland 0 0 0 0 0 0 1 7
Total Chapters 0 0 1 92 0 1 5 268

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Statistics updated 2025-07-04