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 0 4 42
An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR 0 1 2 132 0 1 5 288
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 0 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 1 1 3 294
Can Google data help predict French youth unemployment? 0 0 0 0 0 0 0 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 0 0 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 2 8 1,418 12 20 64 3,592
Dynare: Reference Manual Version 5 0 0 2 5 0 2 9 21
Dynare: Reference Manual Version 5 0 0 1 4 0 2 11 33
Dynare: Reference Manual Version 5 2 6 20 234 8 24 96 493
Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further 0 2 2 86 1 4 7 251
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 0 2
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 0 0 0 2 21
Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data? 0 0 0 0 0 0 0 37
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 0 0 0 0 41
Limited participation and exchange rate dynamics: does theory meet the data? 0 0 0 96 1 1 3 525
Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics 0 1 1 38 0 1 7 77
Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics 0 0 4 37 0 0 6 54
Prévisions avec les modèles à volatilité stochastique 0 0 0 0 0 0 5 5
The simulation methodology of the macroeconometric model MARMOTTE 0 0 0 0 0 0 1 151
Unemployment Persistence: The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach 0 0 0 0 0 1 2 227
Total Working Papers 4 12 41 2,347 23 57 231 7,615

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 0 1 11 0 2 7 73
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 1 64 0 2 6 243
Asymmetries and Markov-switching structural VAR 0 0 0 57 0 0 1 204
Can Google data help predict French youth unemployment? 0 0 1 124 0 0 4 369
Impulse-response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 80 1 1 3 191
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 0 0 3 76
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 26 1 1 2 139
Total Journal Articles 0 0 3 389 2 6 27 1,300

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Statistics updated 2025-08-05