Access Statistics for Christophe Hurlin

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
20th Symposium on Monetary and Financial Economics 0 0 0 0 1 1 1 19
A Comment on The Dynamic Macroeconomic Effects of Public Capital 0 0 0 0 0 0 0 11
A DARE for VaR 0 0 0 0 0 1 1 9
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 0 1 118 1 1 2 420
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 1 263 0 2 8 642
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 0 2 10 162
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 0 7 0 1 6 114
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials 0 0 0 7 2 2 6 21
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 2 6 49
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 1 1 16
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 54 0 0 1 86
Backtesting VaR Accuracy: A New Simple Test 0 0 2 221 0 0 4 621
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 2 2 55
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 1 20
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 1 27
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 0 2 2 26
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 1 15
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 1 1 26
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 0 0 18
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 24 0 0 2 118
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 1 20 0 1 2 88
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 2 166 0 2 9 364
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 1 2 2 36
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 36
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 1 1 30
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 0 258 0 2 5 605
Backtesting marginal expected shortfalland related systemic risk measures 0 1 1 4 1 2 5 14
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 0 0 1 16
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 0 1 1 27
Certify reproducibility with confidential data 0 0 0 0 0 1 1 6
CoMargin 0 0 0 159 0 0 1 448
CoMargin 0 0 0 0 0 1 1 5
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 0 0 0 0
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 1 0 1 4 5
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition 0 0 0 155 0 1 3 482
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 1 2 24
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 0 0 3 7 0 1 10 45
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 1 2 36
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 3 34 1 1 5 97
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 1 2 94 0 1 6 166
Currency crises early warning systems: why they should be dynamic 0 1 3 326 0 1 5 716
Do We Need High Frequency Data to Forecast Variances? 0 0 1 1 0 0 2 76
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 35 0 0 1 121
Does soft information matter for financial analysts' forecasts? A gravity model approach 0 0 0 6 0 0 4 46
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 1 2 3 96
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 1 1 29
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 0 0 0 33
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 0 33
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 0 1 2 33
Estimates of government net capital stocks for 26 developing countries, 1970-2002 1 1 2 216 1 1 2 459
Explainable Performance 0 0 0 1 0 0 2 22
Explainable Performance 0 0 9 12 0 0 7 8
Extreme Financial Cycles 0 0 0 136 1 1 4 216
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 0 0 2 642 0 1 3 1,093
Forecasting High-Frequency Risk Measures 0 0 0 0 1 2 3 5
High-Frequency Risk Measures 0 0 0 232 0 1 5 624
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 1 1 72 0 2 2 216
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 2 5 8 71
How to evaluate an Early Warning System ? 0 0 1 430 0 1 3 780
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 0 182 1 2 3 387
Implied Risk Exposures 0 0 0 179 0 0 2 380
Implied Risk Exposures 0 0 0 0 1 2 2 20
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 0 199
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 1 40
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 1 1 21
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 1 2 21
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 1 173 0 0 5 343
Is public capital really productive? A methodological reappraisal 0 0 0 0 2 3 3 29
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 0 0 10 3,754
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 1 1 2 41
Loss Functions for LGD Models Comparison 0 0 0 0 0 0 3 82
Loss functions for LGD model comparison 0 0 0 147 0 1 2 344
Machine Learning and IRB Capital Requirements 0 0 0 2 0 0 3 11
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 0 6 13 1 3 9 15
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 0 3 6 1 1 11 16
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 2 53 0 0 5 43
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 0 7 48
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 0 0 2 65 0 2 15 169
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 1 3 132 1 5 20 262
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 2 38 1 6 16 118
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 1 1 6
Margin Backtesting 1 1 2 117 2 2 8 226
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring 0 0 1 9 0 0 10 21
Modelling Financial Crises Mutation 0 0 0 11 0 0 2 68
Modèles Non Linéaires et Prévisions 0 0 0 131 0 0 0 343
Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle 1 2 9 16 1 4 40 66
Modèles non linéaires et prévisions 0 0 0 0 0 0 0 18
Modèles non linéaires et prévisions 0 0 0 0 0 0 1 17
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 2 400 0 1 8 804
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 0 0 41
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 0 1 5 44
Network effects and infrastructure productivity in developing countries 0 0 0 208 0 0 2 417
Network effects of the productivity of infrastructure in developing countries 0 0 6 940 1 1 16 1,864
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 0 0 1 18
Non-Standard Errors 0 0 2 44 2 6 34 446
Non-Standard Errors 0 0 1 27 2 4 30 154
Nonstandard Errors 0 0 3 3 3 3 23 23
Nonstandard Errors 0 0 0 0 1 1 3 3
Nonstandard Errors 0 0 0 0 5 6 11 11
Nonstandard errors 1 1 2 12 4 9 28 56
Pitfalls in Systemic-Risk Scoring 0 0 0 0 0 1 1 68
Pitfalls in systemic-risk scoring 0 0 0 0 0 1 2 38
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 0 0 0 25
Reproducibility Certification in Economics Research 0 0 1 1 0 0 2 2
Reproducibility Certification in Economics Research 0 0 0 2 0 2 4 34
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 0 2 3 11
Risk Measure Inference 0 0 0 181 0 0 2 369
Risk Measure Inference 0 0 0 0 0 0 2 39
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 5 85 0 8 32 371
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 0 0 2 22
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 0 0 1 304
Second Generation Panel Unit Root Tests 0 2 26 537 5 19 96 1,623
Statistique et probabilités en économie-gestion 0 0 0 0 0 0 1 54
Statistique et probabilités en économie-gestion (2e édition) 0 0 0 0 1 1 3 20
Systemic Risk Score: A Suggestion 0 0 0 0 0 0 0 15
Systemic Risk Score: A Suggestion 0 0 0 30 0 0 0 57
Systemic Risk Score: A Suggestion 0 0 0 42 0 1 1 78
Taux d'actualisation public, distorsions fiscales et croissance 0 0 1 3 0 0 1 1,002
Testing Convergence: A Panel Data Approach 0 0 0 0 1 1 3 11
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 0 2 2 41
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 2 4 5 93
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 2 48
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 0 1 55
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 0 2 5 82
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 0 0 0 40
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 2 3 22
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 0 1 14 227
Testing for Granger Non-causality in Heterogeneous Panels 1 6 17 1,692 4 11 48 4,118
Testing interval forecasts: a GMM-based approach 0 0 1 219 0 1 15 517
The Collateral Risk of ETFs 0 0 2 81 0 0 11 294
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 0 1 1 176
The Economics of Computational Reproducibility 0 0 0 0 0 0 5 5
The Economics of Computational Reproducibility 0 0 14 14 0 1 8 8
The Fairness of Credit Scoring Models 0 0 3 3 2 6 16 16
The Fairness of Credit Scoring Models 0 0 0 0 0 1 10 34
The Fairness of Credit Scoring Models 0 0 2 38 2 4 14 55
The Fairness of Credit Scoring Models 0 0 1 5 2 5 9 20
The Fairness of Credit Scoring Models 0 0 0 0 1 2 2 2
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 1 25 0 1 5 160
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 2 34
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 2 35
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 0 0 0 5 70
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 2 39
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 0 30
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 2 33
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 1 34
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 2 38
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 2 47
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 0 0 2 548 0 1 11 1,126
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 0 1 1 19
The Risk Map: A New Tool for Validating Risk Models 0 0 2 431 0 1 6 654
The counterparty risk exposure of ETF investors 0 0 0 0 0 0 0 3
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 0 103 0 0 1 412
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 0 0 0 33
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 3 79 0 0 8 275
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 1 1 3 51
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 0 2 37
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 0 2 40
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 0 1 30
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 8 748 4 10 55 1,987
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 1 58 0 1 9 222
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 0 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 0 33 0 0 1 162
Un MEDAF à plusieurs moments réalisés 0 0 0 2 0 0 1 6
Un MEDAF à plusieurs moments réalisés 0 0 0 29 0 1 2 158
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 0 1 2 30
Un Test de Validité de la Value-at-Risk 0 0 0 0 0 0 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 1 2 2 15
Une Evaluation des Procédures de Backtesting 0 0 3 178 0 3 10 477
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 0 2 5 61
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 0 2 5 48
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 0 0 0 484 0 1 2 1,163
Une synthèse des tests de co-intégration sur données de panel 1 2 7 35 2 5 25 240
Une synthèse des tests de cointégration sur données de panel 0 0 1 269 1 1 13 810
Une évaluation des procédures de Backtesting 0 0 0 7 1 2 2 48
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 0 2 15
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 0 1 28
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 0 0 0 1 1
What would Nelson and Plosser find had they used panel unit root tests? 2 3 6 181 3 5 17 405
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 119 0 2 6 370
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 0 3 12 299
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 0 3 10 214
Why don't banks lend to Egypt's private sector ? 0 0 0 109 0 0 1 241
Total Working Papers 8 25 189 13,364 78 258 1,094 41,733
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 1 2 95
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 0 1 159 0 0 3 346
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 3 9 0 5 21 38
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 104 2 4 13 347
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 29 1 1 3 204
Backtesting value-at-risk accuracy: a simple new test 0 0 1 1 1 1 3 3
CoMargin 0 0 0 15 0 1 3 117
Computational Reproducibility in Finance: Evidence from 1,000 Tests 1 1 4 4 1 4 14 14
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 51 0 0 0 170
Currency crisis early warning systems: Why they should be dynamic 0 1 5 71 0 1 12 178
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 0 0 1 105
Downgrading in the first job: who and why? 0 0 0 29 0 1 1 151
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 1 177 0 0 5 370
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 1 1 4 51 1 1 5 155
Extreme Financial cycles 0 0 0 26 0 0 1 83
Forecasting High‐Frequency Risk Measures 0 0 0 19 0 1 1 44
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 1 5 306 0 2 13 675
Implied Risk Exposures 0 0 0 9 0 1 2 69
Is public capital really productive? A methodological reappraisal 0 0 0 36 0 0 1 94
Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries 0 0 1 83 0 0 4 214
La contribution du capital public à la productivité des facteurs privés: une estimation sur panel sectoriel pour dix pays de l'OCDE 0 0 3 44 0 0 3 165
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 11 0 0 4 55
Le partage de la valeur ajoutée dans le cycle 0 1 3 38 0 2 5 141
Loss functions for Loss Given Default model comparison 0 1 2 39 0 3 8 134
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 1 11 0 0 4 47
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 1 4 9 65 4 18 64 291
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 0 0 3 103
Nonstandard Errors 1 1 23 39 4 11 88 138
Pitfalls in systemic-risk scoring 0 0 0 38 1 1 1 171
Risk Measure Inference 0 0 0 6 0 1 4 47
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 1 8 73
Taux d'actualisation public, distorsions fiscales et croissance endogène 0 0 0 3 0 0 0 15
Testing Convergence: A Panel Data Approach 0 1 5 70 2 3 15 180
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 0 2 48
Testing for Granger non-causality in heterogeneous panels 2 11 74 1,170 15 64 264 3,873
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 0 0 10 320 0 1 29 823
The Risk Map: A new tool for validating risk models 0 0 1 55 0 2 9 253
The counterparty risk exposure of ETF investors 0 0 1 40 1 3 6 137
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 0 1 3 3
Un MEDAF à plusieurs moments réalisés 0 0 0 71 0 0 1 260
Un test de validité de la Value at Risk 0 0 1 74 1 2 4 191
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 0 0 0 99 0 0 1 273
Une synthèse des tests de cointégration sur données de Panel 0 1 1 6 0 1 4 66
Une synthèse des tests de cointégration sur données de panel 0 0 0 21 0 0 4 179
Une synthèse des tests de racine unitaire sur données de panel 0 1 4 24 1 3 14 195
Une synthèse des tests de racine unitaire sur données de panel 0 0 0 9 0 1 5 68
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 2 2 27
What would Nelson and Plosser find had they used panel unit root tests? 0 0 3 38 0 1 6 161
Where the Risks Lie: A Survey on Systemic Risk 1 1 19 231 3 8 58 827
Why don't banks lend to Egypt's private sector? 0 0 0 23 1 1 2 78
Total Journal Articles 7 26 186 3,815 39 154 729 12,494

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 0 12
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 1 5 0 1 7 14
Total Chapters 0 0 1 5 0 1 7 26

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Statistics updated 2025-10-06