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 0 0 4 13
A Comment on The Dynamic Macroeconomic Effects of Public Capital 0 0 0 0 0 0 1 8
A DARE for VaR 0 0 0 0 0 0 1 1
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 1 2 113 0 3 6 394
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 3 10 28 39
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 3 5 244 3 10 26 536
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 1 1 3 5 19 31
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 2 38 2 4 14 31
Backtesting VaR Accuracy: A New Simple Test 0 1 2 212 0 1 10 592
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 1 15 1 2 10 43
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 2 2 10
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 1 3 4 11
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 2 6 20
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 2 5 22
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 1 3 9 19
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 2 2 15
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 2 2 20
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 3 3 16
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 0 3 24
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 1 3 30
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 2 17 0 1 12 69
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 3 19 0 1 14 85
Backtesting Value-at-Risk: A GMM Duration-Based-Test 0 0 0 0 1 1 5 31
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 1 6 27
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 1 9 33
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 2 19
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 1 4 241 0 6 19 553
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 1 1 11 22
Backtesting value-at-risk: a GMM duration-based test 0 0 0 0 0 1 5 5
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 0 0 6 25
CoMargin 0 0 1 154 2 4 14 422
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the ???Min???Condition 0 0 0 150 0 0 5 462
Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition 0 0 0 0 0 0 5 30
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 16
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 0 0 0 3 0 1 6 21
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
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 soft information matter for financial analysts' forecasts? A gravity model approach 0 0 0 5 0 0 2 34
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 1 2 7 63
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 3 1 2 11 41
Downgrading in the First Job: Who and Why 0 0 0 0 0 0 2 15
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 1 2 6 28
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 1 1 5 18
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" 0 0 0 0 1 2 3 26
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 0 0 0 0 3 26
Estimates of Government Net Capital Stocks for 26 Developing Countries 0 0 0 0 0 0 0 30
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 0 2 8 26
Estimates of government net capital stocks for 26 developing countries, 1970-2002 0 0 2 211 0 2 13 437
Extreme Financial Cycles 0 0 1 134 1 2 9 201
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 1 1 7 615 2 4 18 1,014
High-Frequency Risk Measures 1 3 14 224 3 13 38 573
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 1 1 70 1 2 7 203
How to Estimate Public Capital Productivity? 0 0 1 74 0 0 3 149
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
Implied Risk Exposures 0 0 0 176 1 3 10 363
Implied Risk Exposures 0 0 0 0 1 2 5 15
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities 0 0 0 0 0 0 1 11
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 2 13
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 0 2 6 184
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 1 1 13
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 1 15
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 1 2 26
Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 0 12
Is Public Capital Really Productive? A Methodological Reappraisal 1 2 6 171 3 7 20 321
Is public capital really productive? A methodological reappraisal 0 0 0 0 2 4 8 25
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 6 18 30 3,625
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 0 2 14 29
Loss Functions for LGD Models Comparison 0 0 0 0 2 2 18 56
Loss functions for LGD model comparison 1 2 8 133 3 8 30 288
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 4 9 15 15
Machine Learning et nouvelles sources de données pour le scoring de crédit 1 4 16 45 4 10 20 22
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 3 11 78 78 9 28 70 70
Margin Backtesting 0 1 3 113 0 1 10 195
Modelling Financial Crises Mutation 0 1 1 11 0 1 3 62
Modèles Non Linéaires et Prévisions 0 0 0 131 1 2 3 333
Modèles non linéaires et prévisions 0 0 0 0 0 0 1 9
Modèles non linéaires et prévisions 0 0 0 0 0 0 1 12
Modèles à Changement de Régimes et Macro-économiques 0 0 0 0 0 0 1 15
Modèles à changement de régimes et macro-économiques 0 0 0 0 0 0 1 14
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
Network effects of the productivity of infrastructure in developing countries 3 7 21 904 3 16 50 1,781
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 0 0 2 16
Pitfalls in Systemic-Risk Scoring 0 0 0 0 1 1 7 56
Pitfalls in systemic-risk scoring 0 0 0 0 1 2 12 22
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 0 0 1 22
Reproducibility Certification in Economics Research 0 0 0 0 0 2 2 2
Risk Measure Inference 0 0 3 178 1 3 13 342
Risk Measure Inference 0 0 0 0 0 0 5 26
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 1 77 2 2 16 296
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
Second Generation Panel Unit Root Tests 2 6 38 389 16 44 167 1,012
Statistique et probabilités en économie-gestion 0 0 0 0 0 0 3 33
Systemic Risk Score: A Suggestion 0 0 0 40 1 1 7 70
Systemic Risk Score: A Suggestion 0 0 0 30 1 2 11 55
Systemic Risk Score: A Suggestion 0 0 0 0 1 1 4 7
Taux d'actualisation public, distorsions fiscales et croissance 0 0 0 1 0 0 2 997
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 1 2 4 30
Testing Granger Non-Causality in Heterogeneous Panel Data Models 0 0 0 0 0 1 5 33
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 3 4 17 75
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 1 2 7 30
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 4 32
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 0 2 9 56
Testing Interval Forecasts: A New GMM-based Test 0 0 1 1 2 3 9 29
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 1 1 5 17
Testing for Granger Non-causality in Heterogeneous Panels 1 11 46 1,552 14 48 195 3,612
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 5 7 39 90
Testing interval forecasts: a GMM-based approach 0 1 2 202 2 7 23 372
The Collateral Risk of ETFs 0 0 7 65 3 7 32 206
The Counterparty Risk Exposure of ETF Investors 1 3 3 61 6 11 30 144
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 7 33
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 2 5 61
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 4 7 29
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 6 38
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 2 4 24
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 5 28
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 6 26
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 3 26
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 6 26
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 2 2 3 18 7 10 28 112
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 2 4 13 42
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 0 1 6 528 2 4 23 1,062
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 0 0 4 15
The Risk Map: A New Tool for Validating Risk Models 1 2 3 408 2 3 10 593
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 1 103 0 0 6 407
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 0 1 8 29
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 1 7 27
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 1 2 6 39
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 1 1 4 68 1 3 14 230
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 2 7 26
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 1 4 19
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 1 2 7 45 1 7 34 157
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 1 4 23 657 7 24 91 1,620
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 1 4 30
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 5 17 50
Un MEDAF à plusieurs moments réalisés 0 0 2 33 0 2 10 154
Un MEDAF à plusieurs moments réalisés 0 1 1 29 0 1 9 153
Un MEDAF à plusieurs moments réalisés 0 0 0 1 0 0 2 3
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 0 0 0 24
Un Test de Validité de la Value-at-Risk 0 0 0 0 0 0 2 26
Un test de Validité de la Value-at-risk 0 0 0 0 0 0 1 17
Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène 0 0 0 0 0 0 1 9
Une Evaluation des Procédures de Backtesting 0 0 2 163 0 2 8 432
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 1 2 6 39
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 0 3 8 25
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 2 3 4 480 3 6 17 1,132
Une synthèse des tests de co-intégration sur données de panel 0 1 5 18 4 10 41 136
Une synthèse des tests de cointégration sur données de panel 0 0 5 266 0 3 17 759
Une évaluation des procédures de Backtesting 0 2 2 4 0 2 9 35
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 0 4 22
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 0 0 12
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 0 1 16
What would Nelson and Plosser find had they used panel unit root tests? 3 6 11 153 4 10 24 331
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 8 19 62 165
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 5 13 42 73
Where the Risks Lie: A Survey on Systemic Risk 0 1 14 116 5 14 58 319
Why don't banks lend to Egypt's private sector ? 0 0 0 109 0 2 14 233
Total Working Papers 26 93 406 12,104 207 599 2,211 34,660


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 1 17 1 1 8 73
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 0 2 150 0 2 7 306
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 3 12 84 1 5 35 269
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 4 18 3 12 44 122
CoMargin 0 0 2 12 0 3 13 45
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 50 0 0 3 161
Currency crisis early warning systems: Why they should be dynamic 1 2 8 39 1 3 19 111
Do We Need High Frequency Data to Forecast Variances? 0 0 3 23 1 1 15 70
Downgrading in the first job: who and why? 0 0 0 29 0 0 2 145
Energy demand models: a threshold panel specification of the 'Kuznets curve' 3 3 3 171 4 4 11 343
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 0 0 1 45 0 0 1 144
Extreme Financial cycles 0 0 1 25 0 0 3 76
Forecasting High‐Frequency Risk Measures 0 1 2 17 0 1 3 37
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
Implied Risk Exposures 0 0 1 8 1 4 14 58
Is public capital really productive? A methodological reappraisal 0 0 1 34 1 1 6 88
Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries 0 0 5 79 1 2 9 194
La contribution du capital public à la productivité des facteurs privés: une estimation sur panel sectoriel pour dix pays de l'OCDE 1 1 2 38 1 2 13 147
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 2 8 2 3 13 42
Le partage de la valeur ajoutée dans le cycle 0 0 0 27 0 0 1 119
Loss functions for Loss Given Default model comparison 1 4 10 17 5 13 30 55
Machine learning et nouvelles sources de données pour le scoring de crédit 0 1 3 3 5 11 17 17
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 21 0 0 0 82
Pitfalls in systemic-risk scoring 1 2 12 20 4 14 60 82
Risk Measure Inference 0 0 3 6 0 0 9 30
Sampling error and double shrinkage estimation of minimum variance portfolios 0 1 2 9 0 1 6 52
Taux d'actualisation public, distorsions fiscales et croissance endogène 0 0 1 3 0 0 4 13
Testing Convergence: A Panel Data Approach 1 2 9 31 3 6 24 84
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 0 1 40
Testing for Granger non-causality in heterogeneous panels 20 51 190 555 66 148 660 1,537
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 0 1 11 268 2 19 50 670
The Risk Map: A new tool for validating risk models 0 1 3 34 2 6 24 161
The counterparty risk exposure of ETF investors 2 4 9 20 4 9 44 79
Un MEDAF à plusieurs moments réalisés 0 0 1 70 0 1 6 244
Un test de validité de la Value at Risk 0 0 1 70 0 0 4 173
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 0 0 2 95 0 0 6 253
Une synthèse des tests de cointégration sur données de Panel 0 0 2 4 0 2 9 37
Une synthèse des tests de cointégration sur données de panel 0 0 1 7 2 9 20 99
Une synthèse des tests de racine unitaire sur données de panel 0 0 0 5 1 1 5 33
Une synthèse des tests de racine unitaire sur données de panel 0 0 1 7 1 7 25 107
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 0 2 22
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 33 0 0 3 143
Where the Risks Lie: A Survey on Systemic Risk 4 14 56 108 21 49 187 369
Why don't banks lend to Egypt's private sector? 1 1 3 22 1 1 11 70
Total Journal Articles 35 96 395 2,542 134 350 1,478 7,563


Statistics updated 2021-01-03