Access Statistics for Frédéric Karamé

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new particle filtering approach to estimate stochastic volatility models with Markov-switching 0 0 0 0 0 1 6 42
An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR 0 0 1 131 0 0 5 287
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 0 0 0 1 9
Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions 0 0 0 33 0 0 2 139
Asymmetries and Markov-switching structural VAR 0 0 0 0 0 1 1 17
Asymmetries in the Dynamics of French Job Creation and Destruction Flows 0 0 0 1 0 0 0 356
Can Google Data Help Predict French Youth Unemployment? 0 0 1 101 0 0 2 293
Can Google data help predict French youth unemployment? 0 0 0 0 0 0 1 30
Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach 0 0 0 161 0 0 0 399
Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows? 0 0 0 1 1 1 1 500
Convergent Risk Exposures of Investment Strategies: the Case of the US Mutual Funds 0 0 0 0 0 0 0 2
Dynare: Reference Manual Version 4 2 3 11 1,416 7 20 60 3,572
Dynare: Reference Manual Version 5 1 1 1 4 2 3 16 31
Dynare: Reference Manual Version 5 1 5 36 228 7 26 117 469
Dynare: Reference Manual Version 5 0 0 2 5 1 2 9 19
Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further 0 0 0 84 1 1 3 247
Impulse–response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 0 0 0 1 9
La convergence de l'exposition aux risques des fonds d'investissement: le cas des mutual funds américains 0 0 0 0 0 0 1 2
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 0 0 0 3 21
Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data? 0 0 0 0 0 0 1 37
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 0 0 0 2 41
Limited participation and exchange rate dynamics: does theory meet the data? 0 0 0 96 0 2 2 524
Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics 0 0 0 37 0 0 7 76
Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics 0 0 5 37 0 0 7 54
Prévisions avec les modèles à volatilité stochastique 0 0 0 0 0 1 5 5
The simulation methodology of the macroeconometric model MARMOTTE 0 0 0 0 0 1 1 151
Unemployment Persistence: The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach 0 0 0 0 1 1 1 226
Total Working Papers 4 9 57 2,335 20 60 255 7,558

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new particle filtering approach to estimate stochastic volatility models with Markov-switching 0 1 1 11 1 3 5 71
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 1 64 0 2 4 241
Asymmetries and Markov-switching structural VAR 0 0 0 57 0 1 2 204
Can Google data help predict French youth unemployment? 0 0 1 124 0 3 8 369
Impulse-response functions in Markov-switching structural vector autoregressions: A step further 0 0 2 80 0 2 4 190
La convergence de l’exposition aux risques des styles d’investissement: le cas des mutual funds américains 0 0 0 1 0 0 1 5
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 26 1 3 4 76
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 26 0 1 1 138
Total Journal Articles 0 1 5 389 2 15 29 1,294

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Statistics updated 2025-05-12