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 0 14
A Comment on The Dynamic Macroeconomic Effects of Public Capital 0 0 0 0 0 0 1 9
A DARE for VaR 0 0 0 0 0 0 2 4
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 0 1 114 0 1 13 411
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 1 5 251 3 7 45 601
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 0 3 35 100
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 3 4 1 3 19 64
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 1 2 5 49 4 6 23 65
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 1 1 8 16
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 0 0 0
Backtesting VaR Accuracy: A New Simple Test 0 1 1 215 0 2 10 606
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 15 1 1 1 47
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 3 14
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 2 18
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 2 14
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 3 23
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 2 25
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 2 3 26
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 0 1 23
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 0 1 18
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 2 22 1 2 6 99
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 18 0 0 5 76
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 5 156 0 0 7 337
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 0 2 34
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 0 3 30
Backtesting Value-at-Risk: A GMM Duration-Based-Test 0 0 0 0 0 0 1 35
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 0 34
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 1 28
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 1 20
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 2 2 6 30
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 4 248 1 2 15 576
Backtesting value-at-risk: a GMM duration-based test 0 0 0 0 0 0 0 9
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 0 0 1 26
Certify reproducibility with confidential data 0 0 0 0 1 2 3 3
CoMargin 0 0 0 0 0 0 0 0
CoMargin 0 0 2 158 0 0 13 441
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the ???Min???Condition 0 0 1 151 1 2 9 472
Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition 0 0 0 0 0 0 1 31
Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule 0 0 0 0 0 0 1 20
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 0 0 0 3 0 0 3 27
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 1 2 2 29
Currency Crises Early Warning Systems: why they should be Dynamic 1 1 2 27 3 3 8 80
Currency Crisis Early Warning Systems: Why They should be Dynamic 1 1 1 91 2 4 7 156
Currency crises early warning systems: why they should be dynamic 0 0 2 317 2 3 18 698
Do We Need High Frequency Data to Forecast Variances? 0 0 0 0 2 5 11 70
Do We Need Ultra-High Frequency Data to Forecast Variances? 1 1 2 33 1 3 20 105
Does soft information matter for financial analysts' forecasts? A gravity model approach 0 0 1 6 0 0 4 39
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 0 3 15 84
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 5 1 1 4 55
Downgrading in the First Job: Who and Why 0 0 0 0 0 0 0 16
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 0 2 6 24
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 0 0 2 32
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" 0 0 0 0 0 0 0 29
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 0 0 0 0 0 27
Estimates of Government Net Capital Stocks for 26 Developing Countries 0 0 0 0 0 0 1 32
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 0 0 2 30
Estimates of government net capital stocks for 26 developing countries, 1970-2002 0 0 2 213 0 0 10 453
Extreme Financial Cycles 0 0 2 136 1 1 8 210
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 0 0 4 626 1 1 18 1,048
Forecasting High-Frequency Risk Measures 0 0 0 0 0 0 0 0
High-Frequency Risk Measures 0 0 4 231 0 0 22 613
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 0 1 71 0 0 6 210
How to Estimate Public Capital Productivity? 0 0 0 74 0 0 1 151
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 0 0 6 38
How to evaluate an Early Warning System ? 0 1 4 427 0 2 13 767
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 0 180 0 0 4 371
Implied Risk Exposures 0 0 0 177 0 0 7 372
Implied Risk Exposures 0 0 0 0 0 0 3 18
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 1 1 1 16
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 1 3 8 195
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 1 1 19
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 0 0 0 3 35
Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 2 16
Is Public Capital Really Productive? A Methodological Reappraisal 0 0 0 171 0 0 5 333
Is public capital really productive? A methodological reappraisal 0 0 0 0 0 0 1 26
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 4 5 26 3,659
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 2 2 7 38
Loss Functions for LGD Models Comparison 0 0 0 0 0 0 11 74
Loss functions for LGD model comparison 0 0 6 143 0 2 24 326
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 1 1 8 29
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 2 48 1 1 7 32
Machine Learning for Credit Scoring: Improving Logistic Regression with Non-Linear Decision-Tree Effects 1 51 51 51 5 24 41 41
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 2 17 114 3 13 65 185
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 1 5 26 1 8 18 69
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 1 2 2 2
Margin Backtesting 0 0 0 113 0 1 5 202
Modelling Financial Crises Mutation 0 0 0 11 0 0 2 65
Modèles Non Linéaires et Prévisions 0 0 0 131 0 0 4 341
Modèles non linéaires et prévisions 0 0 0 0 0 0 5 15
Modèles non linéaires et prévisions 0 0 0 0 0 0 1 14
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 2 5 387 2 5 16 772
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 1 1 2 36
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 5 1 1 6 33
Network effects and infrastructure productivity in developing countries 0 0 0 207 0 0 5 414
Network effects of the productivity of infrastructure in developing countries 0 0 4 915 1 3 19 1,815
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 0 0 0 16
Non-Standard Errors 2 4 28 28 23 50 149 149
Non-Standard Errors 1 4 20 20 6 28 121 121
Pitfalls in Systemic-Risk Scoring 0 0 0 0 0 0 2 63
Pitfalls in systemic-risk scoring 0 0 0 0 2 3 6 30
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 0 0 1 24
Reproducibility Certification in Economics Research 0 0 0 0 0 2 8 15
Risk Measure Inference 0 0 1 180 0 2 10 361
Risk Measure Inference 0 0 0 0 0 0 3 35
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 0 78 2 2 14 318
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 2 2 3 18
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 0 0 10 301
Second Generation Panel Unit Root Tests 2 6 31 440 9 34 153 1,254
Statistique et probabilités en économie-gestion 0 0 0 0 1 3 10 47
Systemic Risk Score: A Suggestion 0 0 0 30 0 0 1 56
Systemic Risk Score: A Suggestion 0 0 1 41 0 1 3 76
Systemic Risk Score: A Suggestion 0 0 0 0 0 0 5 15
Taux d'actualisation public, distorsions fiscales et croissance 0 0 0 1 0 0 1 999
Testing Convergence: A Panel Data Approach 0 0 0 0 1 1 5 5
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 0 2 6 37
Testing Granger Non-Causality in Heterogeneous Panel Data Models 0 0 0 0 1 1 3 37
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 1 1 7 84
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 0 5 41
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 4 37
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 0 1 7 66
Testing Interval Forecasts: A New GMM-based Test 0 0 1 2 0 0 2 33
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 1 18
Testing for Granger Non-causality in Heterogeneous Panels 0 5 43 1,621 3 20 171 3,918
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 2 11 47 161
Testing interval forecasts: a GMM-based approach 0 1 3 207 1 7 37 420
The Collateral Risk of ETFs 0 1 2 71 1 2 12 242
The Counterparty Risk Exposure of ETF Investors 0 0 1 63 1 2 14 168
The Fairness of Credit Scoring Models 0 0 0 0 0 1 3 3
The Fairness of Credit Scoring Models 0 0 31 31 0 1 15 15
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 1 42
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 1 30
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 1 35
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 8 73
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 2 30
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 4 51
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 3 30
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 2 31
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 1 26
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 1 29
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 1 1 2 20 1 3 16 131
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 0 1 6 536 1 3 14 1,086
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 0 0 1 16
The Risk Map: A New Tool for Validating Risk Models 0 0 2 413 1 1 10 610
The counterparty risk exposure of ETF investors 0 0 0 0 0 0 0 0
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 0 103 1 1 3 410
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 0 0 2 31
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 0 3 44
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 0 2 29
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 2 72 0 0 10 246
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 1 4 25
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 1 2 28
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 2 7 24 690 9 29 114 1,767
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 1 2 51 0 5 25 199
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 0 0 32
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 2 10 63
Un MEDAF à plusieurs moments réalisés 0 0 0 29 0 0 2 155
Un MEDAF à plusieurs moments réalisés 0 0 0 33 0 0 3 159
Un MEDAF à plusieurs moments réalisés 0 0 0 1 0 0 1 4
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 0 1 3 27
Un Test de Validité de la Value-at-Risk 0 0 0 0 0 0 1 29
Un test de Validité de la Value-at-risk 0 0 0 0 0 0 0 18
Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène 0 0 0 0 0 0 1 12
Une Evaluation des Procédures de Backtesting 0 2 2 167 2 5 7 443
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 0 0 8 47
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 0 0 11 38
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 0 0 0 481 0 1 9 1,145
Une synthèse des tests de co-intégration sur données de panel 0 1 3 21 1 2 26 171
Une synthèse des tests de cointégration sur données de panel 0 0 1 268 0 1 18 782
Une évaluation des procédures de Backtesting 1 1 1 5 1 1 3 39
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 0 0 13
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 2 2 2 25
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 0 2 22
What would Nelson and Plosser find had they used panel unit root tests? 0 1 7 161 1 2 18 354
Where the Risks Lie: A Survey on Systemic Risk 0 0 2 119 0 3 20 349
Where the Risks Lie: A Survey on Systemic Risk 0 1 3 4 3 10 62 258
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 6 9 33 122
Why don't banks lend to Egypt's private sector ? 0 0 0 109 0 0 6 239
Total Working Papers 14 102 364 12,643 142 408 2,060 37,775
3 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 2 19 0 0 10 89
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 0 2 154 1 1 14 328
Backtesting Value-at-Risk: A GMM Duration-Based Test 1 1 8 94 1 5 26 309
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 1 3 4 26 10 17 28 171
CoMargin 0 0 0 13 2 5 23 73
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 51 0 0 2 167
Currency crisis early warning systems: Why they should be dynamic 1 3 5 47 1 5 18 137
Do We Need High Frequency Data to Forecast Variances? 0 0 0 25 0 0 8 86
Downgrading in the first job: who and why? 0 0 0 29 0 1 1 148
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 0 172 2 2 7 354
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 0 0 1 46 0 0 2 147
Extreme Financial cycles 0 0 1 26 0 0 5 82
Forecasting High‐Frequency Risk Measures 0 0 0 17 0 0 1 38
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 1 12 277 0 3 39 617
Implied Risk Exposures 0 0 0 8 0 1 4 64
Is public capital really productive? A methodological reappraisal 0 1 1 35 0 2 3 92
Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries 0 0 1 81 0 0 3 201
La contribution du capital public à la productivité des facteurs privés: une estimation sur panel sectoriel pour dix pays de l'OCDE 0 0 0 39 0 0 5 153
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 1 9 0 0 2 45
Le partage de la valeur ajoutée dans le cycle 1 1 2 33 1 1 5 131
Loss functions for Loss Given Default model comparison 0 2 6 27 0 5 37 107
Machine learning et nouvelles sources de données pour le scoring de crédit 1 2 2 6 1 2 9 32
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 1 8 11 11 8 27 38 38
Network Effects and Infrastructure Productivity in Developing Countries 0 0 1 23 0 0 2 87
Pitfalls in systemic-risk scoring 0 1 5 33 3 7 36 152
Risk Measure Inference 0 0 0 6 0 0 5 39
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 1 10 0 0 7 62
Taux d'actualisation public, distorsions fiscales et croissance endogène 0 0 0 3 0 0 1 14
Testing Convergence: A Panel Data Approach 2 3 9 45 4 7 21 119
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 0 5 46
Testing for Granger non-causality in heterogeneous panels 17 46 200 845 52 164 774 2,626
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 0 1 8 280 1 3 35 720
The Risk Map: A new tool for validating risk models 0 0 3 40 4 7 38 204
The counterparty risk exposure of ETF investors 0 3 10 35 1 5 20 113
Un MEDAF à plusieurs moments réalisés 0 0 0 70 2 2 5 251
Un test de validité de la Value at Risk 0 0 0 70 0 0 4 180
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 0 0 1 97 0 1 6 264
Une synthèse des tests de cointégration sur données de Panel 0 0 1 5 0 1 15 55
Une synthèse des tests de cointégration sur données de panel 0 0 1 10 0 1 20 123
Une synthèse des tests de racine unitaire sur données de panel 0 1 6 15 3 10 36 148
Une synthèse des tests de racine unitaire sur données de panel 0 0 0 5 0 1 10 45
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 0 2 24
What would Nelson and Plosser find had they used panel unit root tests? 0 0 2 35 0 0 6 151
Where the Risks Lie: A Survey on Systemic Risk 4 10 43 172 14 32 142 585
Why don't banks lend to Egypt's private sector? 0 0 0 22 0 0 5 75
Total Journal Articles 29 87 350 3,068 111 318 1,485 9,692

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 3 7 8
Total Chapters 0 0 0 0 0 3 7 8

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Statistics updated 2022-06-07