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20th Symposium on Monetary and Financial Economics |
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18 |
A Comment on The Dynamic Macroeconomic Effects of Public Capital |
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11 |
A DARE for VaR |
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9 |
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland |
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118 |
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419 |
A Theoretical and Empirical Comparison of Systemic Risk Measures |
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263 |
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642 |
A Theoretical and Empirical Comparison of Systemic Risk Measures |
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162 |
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR |
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7 |
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114 |
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials |
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19 |
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures |
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16 |
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures |
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54 |
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86 |
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures |
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49 |
Backtesting VaR Accuracy: A New Simple Test |
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221 |
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621 |
Backtesting VaR Accuracy: A Simple and Powerful Test |
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17 |
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55 |
Backtesting Value at Risk Accuracy: A New Simple Test |
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20 |
Backtesting Value at Risk Accuracy: A New Simple Test |
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26 |
Backtesting Value at Risk Accuracy: A New Simple Test |
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26 |
Backtesting Value at Risk Accuracy: A New Simple Test |
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15 |
Backtesting Value at Risk Accuracy: A New Simple Test |
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14 |
Backtesting Value at Risk Accuracy: A New Simple Test |
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27 |
Backtesting Value-at-Risk Accuracy: A New Simple Test |
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18 |
Backtesting Value-at-Risk Accuracy: A New Simple Test |
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26 |
Backtesting Value-at-Risk: A GMM Duration-Based Test |
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166 |
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364 |
Backtesting Value-at-Risk: A GMM Duration-Based Test |
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30 |
Backtesting Value-at-Risk: A GMM Duration-Based Test |
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35 |
Backtesting Value-at-Risk: A GMM Duration-Based Test |
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24 |
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118 |
Backtesting Value-at-Risk: A GMM Duration-Based Test |
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20 |
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88 |
Backtesting Value-at-Risk: A GMM Duration-Based-Test |
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36 |
Backtesting Value-at-Risk: A GMM Duration-based Test |
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Backtesting Value-at-Risk: A GMM Duration-based Test |
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30 |
Backtesting Value-at-Risk: A GMM Duration-based Test |
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36 |
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests |
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258 |
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605 |
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests |
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32 |
Backtesting marginal expected shortfalland related systemic risk measures |
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13 |
Backtesting value-at-risk: a GMM duration-based test |
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16 |
Bactesting Var Accuracy: A New Simple Test |
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27 |
Certify reproducibility with confidential data |
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1 |
6 |
CoMargin |
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1 |
1 |
1 |
5 |
CoMargin |
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159 |
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1 |
1 |
448 |
Computational Reproducibility in Finance: Evidence from 1,000 Tests |
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1 |
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4 |
5 |
Computational Reproducibility in Finance: Evidence from 1,000 Tests |
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Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition |
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155 |
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3 |
482 |
Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition |
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1 |
32 |
Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule |
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1 |
2 |
2 |
24 |
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs |
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1 |
3 |
7 |
0 |
3 |
11 |
45 |
Currency Crises Early Warning Systems: Why They Should Be Dynamic |
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1 |
2 |
36 |
Currency Crises Early Warning Systems: why they should be Dynamic |
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3 |
34 |
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96 |
Currency Crisis Early Warning Systems: Why They should be Dynamic |
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94 |
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2 |
6 |
166 |
Currency crises early warning systems: why they should be dynamic |
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1 |
3 |
326 |
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1 |
5 |
716 |
Do We Need High Frequency Data to Forecast Variances? |
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1 |
1 |
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3 |
76 |
Do We Need Ultra-High Frequency Data to Forecast Variances? |
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35 |
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1 |
121 |
Does soft information matter for financial analysts' forecasts? A gravity model approach |
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6 |
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4 |
46 |
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? |
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6 |
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64 |
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? |
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32 |
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95 |
Downgrading in the First Job: Who and Why |
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20 |
Economic Development and Energy Intensity: a Panel Data Analysis |
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33 |
Economic Development and Energy Intensity: a Panel Data Analysis |
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1 |
1 |
29 |
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" |
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30 |
Energy demand models: a threshold panel specification of the 'Kuznets curve' |
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28 |
Estimates of Government Net Capital Stocks for 26 Developing Countries |
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33 |
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 |
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1 |
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2 |
33 |
Estimates of government net capital stocks for 26 developing countries, 1970-2002 |
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1 |
215 |
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1 |
458 |
Explainable Performance |
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1 |
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4 |
22 |
Explainable Performance |
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12 |
12 |
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1 |
8 |
8 |
Extreme Financial Cycles |
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0 |
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136 |
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3 |
215 |
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test |
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1 |
2 |
642 |
1 |
2 |
3 |
1,093 |
Forecasting High-Frequency Risk Measures |
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0 |
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1 |
1 |
2 |
4 |
High-Frequency Risk Measures |
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0 |
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232 |
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1 |
5 |
624 |
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms |
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1 |
1 |
72 |
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2 |
2 |
216 |
How to Estimate Public Capital Productivity? |
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74 |
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0 |
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154 |
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods |
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2 |
3 |
7 |
69 |
How to evaluate an Early Warning System ? |
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1 |
430 |
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1 |
4 |
780 |
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods |
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182 |
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1 |
2 |
386 |
Implied Risk Exposures |
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0 |
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1 |
1 |
19 |
Implied Risk Exposures |
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179 |
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1 |
2 |
380 |
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities |
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0 |
0 |
0 |
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13 |
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities |
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73 |
0 |
0 |
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199 |
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities |
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0 |
0 |
0 |
0 |
0 |
0 |
17 |
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities |
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0 |
0 |
0 |
0 |
1 |
1 |
40 |
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities |
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0 |
0 |
0 |
0 |
0 |
0 |
20 |
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities |
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0 |
0 |
0 |
0 |
1 |
2 |
21 |
Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities |
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0 |
0 |
0 |
0 |
0 |
0 |
16 |
Is Public Capital Really Productive? A Methodological Reappraisal |
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1 |
173 |
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1 |
5 |
343 |
Is public capital really productive? A methodological reappraisal |
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0 |
0 |
1 |
1 |
1 |
27 |
La methode d'estimation des moindres carres modifies ou fully modified |
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0 |
0 |
1 |
0 |
0 |
14 |
3,754 |
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? |
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0 |
0 |
0 |
0 |
0 |
1 |
40 |
Loss Functions for LGD Models Comparison |
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0 |
0 |
0 |
0 |
1 |
3 |
82 |
Loss functions for LGD model comparison |
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0 |
0 |
147 |
1 |
1 |
3 |
344 |
Machine Learning and IRB Capital Requirements |
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0 |
0 |
2 |
0 |
0 |
3 |
11 |
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations |
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1 |
5 |
6 |
0 |
2 |
13 |
15 |
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations |
0 |
0 |
12 |
13 |
2 |
2 |
13 |
14 |
Machine Learning et nouvelles sources de données pour le scoring de crédit |
0 |
0 |
3 |
53 |
0 |
0 |
6 |
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 |
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0 |
2 |
65 |
2 |
3 |
17 |
169 |
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds |
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2 |
3 |
132 |
2 |
6 |
19 |
261 |
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds |
0 |
0 |
2 |
38 |
2 |
7 |
17 |
117 |
Machine learning et nouvelles sources de données pour le scoring de crédit |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
Margin Backtesting |
0 |
0 |
1 |
116 |
0 |
1 |
7 |
224 |
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring |
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0 |
1 |
9 |
0 |
1 |
11 |
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 |
1 |
11 |
15 |
2 |
5 |
47 |
65 |
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 |
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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 |
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2 |
2 |
400 |
0 |
4 |
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 |
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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 |
0 |
0 |
16 |
1,863 |
Networks Effects in the Productivity of Infrastructures in Developing Countries |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
18 |
Non-Standard Errors |
0 |
0 |
3 |
44 |
4 |
6 |
36 |
444 |
Non-Standard Errors |
0 |
0 |
1 |
27 |
1 |
5 |
29 |
152 |
Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
6 |
6 |
6 |
Nonstandard Errors |
0 |
0 |
3 |
3 |
0 |
0 |
20 |
20 |
Nonstandard Errors |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
Nonstandard errors |
0 |
0 |
3 |
11 |
1 |
7 |
31 |
52 |
Pitfalls in Systemic-Risk Scoring |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
68 |
Pitfalls in systemic-risk scoring |
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0 |
0 |
0 |
1 |
1 |
2 |
38 |
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries |
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0 |
0 |
0 |
0 |
0 |
0 |
25 |
Reproducibility Certification in Economics Research |
0 |
0 |
1 |
2 |
0 |
2 |
6 |
34 |
Reproducibility Certification in Economics Research |
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0 |
1 |
1 |
0 |
0 |
2 |
2 |
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance |
0 |
0 |
0 |
2 |
2 |
3 |
4 |
11 |
Risk Measure Inference |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
39 |
Risk Measure Inference |
0 |
0 |
0 |
181 |
0 |
0 |
2 |
369 |
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results |
0 |
3 |
6 |
85 |
3 |
16 |
36 |
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 |
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3 |
30 |
537 |
2 |
21 |
106 |
1,618 |
Statistique et probabilités en économie-gestion |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
54 |
Statistique et probabilités en économie-gestion (2e édition) |
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0 |
0 |
0 |
0 |
0 |
3 |
19 |
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 |
0 |
0 |
2 |
10 |
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
41 |
Testing Granger Non-Causality in Heterogeneous Panel Data Models |
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0 |
0 |
0 |
0 |
0 |
0 |
40 |
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
91 |
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
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 |
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0 |
0 |
0 |
1 |
2 |
7 |
82 |
Testing Interval Forecasts: A New GMM-based Test |
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0 |
0 |
2 |
0 |
0 |
0 |
40 |
Testing Interval Forecasts: a GMM-Based Approach |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
22 |
Testing for Granger Non-causality in Heterogeneous Panels |
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0 |
0 |
0 |
1 |
3 |
17 |
227 |
Testing for Granger Non-causality in Heterogeneous Panels |
3 |
5 |
18 |
1,691 |
5 |
12 |
50 |
4,114 |
Testing interval forecasts: a GMM-based approach |
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0 |
1 |
219 |
1 |
2 |
21 |
517 |
The Collateral Risk of ETFs |
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0 |
3 |
81 |
0 |
1 |
12 |
294 |
The Counterparty Risk Exposure of ETF Investors |
0 |
0 |
0 |
63 |
1 |
1 |
1 |
176 |
The Economics of Computational Reproducibility |
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0 |
0 |
0 |
0 |
0 |
5 |
5 |
The Economics of Computational Reproducibility |
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0 |
14 |
14 |
0 |
1 |
8 |
8 |
The Fairness of Credit Scoring Models |
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0 |
3 |
3 |
4 |
5 |
14 |
14 |
The Fairness of Credit Scoring Models |
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0 |
0 |
0 |
0 |
1 |
10 |
34 |
The Fairness of Credit Scoring Models |
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0 |
1 |
5 |
3 |
3 |
7 |
18 |
The Fairness of Credit Scoring Models |
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0 |
2 |
38 |
1 |
2 |
13 |
53 |
The Fairness of Credit Scoring Models |
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0 |
0 |
0 |
1 |
1 |
1 |
1 |
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach |
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0 |
0 |
0 |
0 |
1 |
2 |
38 |
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach |
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0 |
0 |
0 |
0 |
1 |
34 |
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach |
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1 |
2 |
2 |
47 |
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach |
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0 |
0 |
0 |
1 |
1 |
32 |
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach |
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0 |
0 |
0 |
0 |
0 |
1 |
79 |
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach |
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0 |
0 |
0 |
0 |
0 |
2 |
39 |
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach |
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0 |
0 |
0 |
0 |
0 |
6 |
70 |
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach |
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0 |
0 |
0 |
0 |
0 |
0 |
30 |
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach |
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0 |
1 |
25 |
0 |
1 |
6 |
160 |
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach |
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0 |
0 |
0 |
0 |
0 |
2 |
35 |
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach |
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0 |
0 |
0 |
1 |
2 |
34 |
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach |
0 |
0 |
2 |
548 |
0 |
3 |
12 |
1,126 |
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
19 |
The Risk Map: A New Tool for Validating Risk Models |
0 |
0 |
3 |
431 |
1 |
1 |
7 |
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 |
1 |
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 |
0 |
0 |
0 |
0 |
2 |
50 |
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach |
0 |
1 |
3 |
79 |
0 |
1 |
8 |
275 |
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 |
1 |
30 |
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
40 |
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach |
0 |
1 |
2 |
58 |
0 |
3 |
10 |
222 |
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach |
0 |
2 |
9 |
748 |
2 |
13 |
54 |
1,983 |
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 |
29 |
1 |
1 |
2 |
158 |
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 Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
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 |
1 |
1 |
14 |
Une Evaluation des Procédures de Backtesting |
0 |
0 |
3 |
178 |
2 |
3 |
11 |
477 |
Une Synthèse des Tests de Cointégration sur Données de Panel |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
61 |
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
48 |
Une Synthèse des Tests de Racine Unitaire sur Données de Panel |
0 |
0 |
0 |
484 |
1 |
1 |
2 |
1,163 |
Une synthèse des tests de co-intégration sur données de panel |
0 |
1 |
6 |
34 |
2 |
4 |
23 |
238 |
Une synthèse des tests de cointégration sur données de panel |
0 |
0 |
1 |
269 |
0 |
0 |
12 |
809 |
Une évaluation des procédures de Backtesting |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
47 |
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
28 |
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 |
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? |
0 |
1 |
4 |
179 |
0 |
5 |
15 |
402 |
Where the Risks Lie: A Survey on Systemic Risk |
0 |
0 |
0 |
0 |
1 |
3 |
11 |
214 |
Where the Risks Lie: A Survey on Systemic Risk |
0 |
0 |
0 |
5 |
1 |
4 |
14 |
299 |
Where the Risks Lie: A Survey on Systemic Risk |
0 |
0 |
0 |
119 |
2 |
2 |
6 |
370 |
Why don't banks lend to Egypt's private sector ? |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
241 |
Total Working Papers |
5 |
31 |
212 |
13,356 |
86 |
279 |
1,131 |
41,655 |