Access Statistics for Bertrand Candelon

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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 Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion 0 0 0 0 0 0 2 8
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion 0 0 0 0 0 2 7 22
A Nonparametric Test for Grangercausality in Distribution with Application to Financial Contagion 0 0 0 76 0 0 5 95
A distribution-free test for outliers 0 3 12 205 2 9 38 457
A fixed point theorem for discontinuous functions 0 0 0 97 0 0 4 397
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge 0 0 0 1 0 0 5 630
Are there Spillover Effects From Munis? 0 0 1 29 1 2 12 128
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 4 150 0 2 9 325
Backtesting value-at-risk: a GMM duration-based test 0 0 0 0 0 1 5 5
Banking Sector Strenght and the Transmission of Currency Crises 0 0 0 144 0 0 10 910
Banking and Debt Crisis in Europe: The Dangerous Liaisons? 0 1 4 417 1 2 22 1,179
Banking sector strength and the transmission of currency crises 0 0 0 92 0 0 5 385
Common cycles: A frequency domain approach 0 0 1 80 0 1 6 380
Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach 0 0 0 114 0 0 4 181
Country factors and the investment decision-making process of sovereign wealth funds 0 0 0 0 0 0 21 33
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 1 7 26
Currency Crises Early Warning Systems: why they should be Dynamic 0 1 4 23 0 1 7 68
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 1 3 90 0 1 5 148
Currency crises early warning systems: why they should be dynamic 0 1 4 315 1 4 21 672
Detecting financial contagion in a multivariate system 0 0 2 45 0 0 7 82
Determining a perfect optimum currency area using common cycles 0 0 0 0 1 2 4 26
Disentangling economic recessions and depressions 0 0 0 44 0 1 7 97
Disentangling economic recessions and depressions 1 1 2 45 1 2 9 62
Do We Need High Frequency Data to Forecast Variances? 0 0 0 0 2 8 14 54
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 2 31 3 6 22 80
Does Technology Spill Over across National Borders and Technology Regimes? 0 0 1 96 1 3 8 289
EMU membership and business cycle phases in Europe: a Markov switching VAR analysis 0 0 0 0 0 1 7 85
Entry and Exit Dynamics in Business Cycles 0 0 0 2 1 2 2 24
Evidences of interdependence and contagion using a frequency domain framework 0 0 0 115 1 1 12 688
Extreme Financial Cycles 0 0 1 134 1 2 9 201
Fat tails in small samples 0 0 0 46 0 0 3 100
Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre’s Competitiveness? 0 0 2 6 0 0 5 17
Fiscal policy and monetary integration in Europe: an update 0 0 0 0 0 0 1 1
Fiscal policy and monetary integration in Europe: an update 0 0 4 190 2 4 11 466
Fiscal policy in good and bad times 2 2 5 194 7 14 35 614
Fractional Integration and Business Cycles Features 0 0 0 136 0 4 12 443
Fractional integration and business cycle features 0 0 0 26 0 1 4 206
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 2 11 29
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 1 1 12 30
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 0 13 25
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 1 9 24
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 1 13 29
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 1 3 17 31
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 8 8 17 31
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 3 12 25
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 0 10 28
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 0 9 23
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 3 38 0 2 21 153
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 3 3 8 24 5 13 40 99
Globalization and the New Normal 0 0 2 26 4 4 10 58
Government bond market dynamics and sovereign risk: systemic or idiosyncratic? 0 0 0 45 2 2 7 166
Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time 0 2 2 8 0 2 3 78
Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling 0 1 2 33 0 1 4 105
Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling 0 0 0 32 0 1 5 20
How Did Markets React to Stress Tests? 0 0 0 63 0 0 15 169
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 0 1 7 27
How to evaluate an Early Warning System ? 0 1 2 421 2 5 13 744
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 3 180 4 6 13 363
Inflation and the Business Cycle: Further Investigations after the Last Cycle 0 0 2 105 0 0 2 552
Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers 0 0 0 0 0 0 1 153
La modelisation multivariee des contributions: une tentative d'explication des derniers retournements de la conjoncture 0 0 0 1 0 1 2 268
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 1 4 10 445
Liberalisation and stock market co-movement between emerging economies 0 0 0 0 1 1 5 32
Liberalization and Stock Market Co-Movement between Emerging Economies 0 0 2 148 2 3 9 472
Macroprudential Policies, Economic Growth, and Banking Crises 1 3 10 10 21 73 110 110
Modelling Financial Crises Mutation 0 1 1 11 0 1 3 62
Multi-regime common cyclical features 0 0 0 203 1 1 4 569
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 1 15 33
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 1 4 378 1 3 23 745
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 5 0 0 0 23
Network effects and infrastructure productivity in developing countries 0 0 0 205 2 3 12 407
Non-Cooperative Solutions for Claims Problems 0 0 0 78 0 1 6 176
Nonlinear monetary policy in europe: fact or myth? 0 0 0 131 1 2 3 351
On the importance of indirect banking vulnerabilities in the Eurozone 0 0 1 52 2 2 8 174
On the reliability of chow type test for parameter constancy in multivariate dynamic models 0 0 3 113 0 1 9 628
Politique monetaire et canal du credit: une estimation empirique sur l'economie francaise 0 0 0 2 2 3 14 937
Predicting and Capitalizing on Stock Market Bears in the U.S 0 0 0 81 0 1 4 126
Predicting and capitalizing on stock market bears in the U.S 0 0 0 62 1 1 11 230
Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries 0 0 0 108 0 1 8 269
Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries 0 0 0 0 1 1 6 26
Real Exchange rates, commodity prices and structural factors in developing countries 0 0 1 22 0 0 4 31
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal 0 1 1 82 0 2 7 207
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal 0 0 0 0 0 0 8 12
Real exchange rates, commodity prices and structural factors in developing countries 0 0 1 100 1 6 12 163
Real exchange rates, commodity prices and structural factors in developing countries 0 0 0 0 0 0 5 10
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 47 0 2 14 151
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 0 0 0 9 23
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 0 0 1 8 14
Real exchanges rates, commodity prices and structural factors in developing countries 0 0 0 0 0 0 6 17
Revisiting the New Normal Hypothesis 0 0 1 43 1 2 6 98
SRI: Truths and lies 1 5 21 58 2 7 55 114
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 0 0 3 15
Sampling error and double shrinkage estimation of minimum variance portfolios 0 1 4 100 1 2 11 281
Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ 0 0 0 38 0 0 34 270
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis 0 0 3 255 3 6 21 839
Sovereign Rating News and Financial Markets Spillovers; Evidence from the European Debt Crisis 0 0 6 236 1 3 28 689
Stability of Okun's Law in a Codependent System 0 0 1 320 0 1 5 1,112
Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis 0 1 1 41 0 1 8 323
Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis 0 0 0 0 0 0 4 44
Taming Financial Development to Reduce Crises 1 1 14 26 4 36 67 96
Testing for Parameter Stability in Dynamic Models Across Frequencies 0 0 0 90 0 0 4 373
Testing for asset market linkages: a new approach based on time-varying copulas 0 2 2 113 0 3 6 278
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 0 0 7 14
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 1 2 9 25
Testing for crude oil markets globalization during extreme price movements 0 0 0 86 0 0 7 296
Testing for exceptional bulls and bears: a non-parametric perspective 0 0 1 80 0 1 5 133
Testing for parameter stability in dynamic models across frequencies 0 0 0 22 0 0 1 99
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 1 116 0 1 3 424
Testing for the Validity of W in GVAR models 0 3 3 3 3 10 10 10
The Americanization of European higher education and research 0 0 1 144 3 3 6 432
The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis 0 6 14 21 0 13 33 53
The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? 0 1 3 70 1 7 14 343
The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates 0 0 0 195 0 0 8 757
The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates 0 0 0 68 0 0 6 417
Toward a macroprudential regulatory framework for mutual funds 0 6 6 6 3 14 15 15
Was there a regime change in the German monetary transmission mechanism in 1983? 0 0 0 23 0 1 3 166
What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe 0 1 2 179 3 7 14 143
Total Working Papers 9 51 184 8,090 115 368 1,359 27,116
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 Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion 0 0 1 4 1 3 7 22
A cautious note on the use of panel models to predict financial crises 0 0 2 97 1 2 11 246
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge 0 0 0 12 0 0 0 78
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 2 2 33 0 3 8 142
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 3 12 84 1 5 35 269
Banking Sector Fragility and the Transmission of Currency Crises 1 1 3 35 2 3 11 120
Banking and Debt Crises in Europe: The Dangerous Liaisons? 1 1 4 102 2 2 12 307
Country factors and the investment decision-making process of sovereign wealth funds 0 0 7 13 6 17 69 121
Currency crisis early warning systems: Why they should be dynamic 1 2 8 39 1 3 19 111
Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe 0 0 0 46 0 0 5 128
Do We Need High Frequency Data to Forecast Variances? 0 0 3 23 1 1 15 70
Does knowledge spill over across borders and technology regimes? 0 0 1 10 1 2 10 60
EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis 0 0 0 0 0 0 5 97
Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 7 0 0 3 50
Evidence of interdependence and contagion using a frequency domain framework 1 2 5 69 2 5 16 218
Extreme Financial cycles 0 0 1 25 0 0 3 76
Fiscal policy and monetary integration in Europe: an update 0 0 2 57 1 1 12 207
Fiscal policy in good and bad times 0 1 3 98 5 10 32 278
Fractional integration and business cycle features 0 0 0 24 0 1 3 201
HIERARCHICAL ORGANIZATION AND PERFORMANCE INEQUALITY: EVIDENCE FROM PROFESSIONAL CYCLING 0 0 0 4 1 1 2 34
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 4 25 258 0 9 51 561
INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION 0 0 0 8 0 0 1 36
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 2 63 3 4 8 245
La récession des années quatre-vingt dix a-t-elle été exceptionnelle ? 0 0 0 1 0 0 0 42
Liberalisation and stock market co-movement between emerging economies 0 0 3 39 1 1 10 169
Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 0 0 1 137 2 3 9 363
Long-term asset tail risks in developed and emerging markets 0 0 0 20 1 1 1 115
Market Power in the Credit Rating Industry: State of Play and Proposal for Reforms 0 0 1 5 0 0 4 24
Mean Reversion of Short‐run Interest Rates in Emerging Countries* 0 1 4 61 0 1 7 215
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 1 51 2 3 6 186
Multivariate Business Cycle Synchronization in Small Samples* 0 0 0 30 0 0 7 162
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 21 0 0 0 82
Nonlinear monetary policy in Europe: fact or myth? 0 0 0 38 0 0 2 142
On measuring synchronization of bulls and bears: The case of East Asia 0 1 2 95 1 5 11 314
On the importance of indirect banking vulnerabilities in the Eurozone 0 0 2 33 1 1 7 152
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models 1 1 4 184 1 2 12 424
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 1 128 0 0 8 367
Real exchanges rates in commodity producing countries: A reappraisal 0 2 3 50 1 5 21 230
Real exchanges rates, commodity prices and structural factors in developing countries 1 2 7 46 1 4 18 150
Revisiting the new normal hypothesis 0 0 3 14 11 70 144 207
Sampling error and double shrinkage estimation of minimum variance portfolios 0 1 2 9 0 1 6 52
Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries 0 0 0 10 0 0 2 64
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 0 0 0 117
TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME‐VARYING COPULAS 0 0 1 23 0 0 2 93
Taming financial development to reduce crises 0 0 4 4 3 7 35 37
Testing for Granger causality in distribution tails: An application to oil markets integration 1 1 3 30 3 3 11 122
Testing for Parameter Stability in Dynamic Models across Frequencies* 0 0 0 47 0 0 0 224
Testing for multiple regimes in the tail behavior of emerging currency returns 0 0 1 34 0 1 3 98
Testing for short- and long-run causality: A frequency-domain approach 7 17 85 625 11 30 147 1,348
Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand 0 0 0 25 0 0 3 72
The nature of occupational unemployment rates in the United States: hysteresis or structural? 0 0 0 26 0 0 1 135
The post-crises output growth effects in a globalized economy 0 0 1 1 0 7 17 17
Total Journal Articles 14 42 210 2,904 67 217 832 9,400


Statistics updated 2021-01-03