Access Statistics for Christophe Hurlin

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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 2 3 21
A Comment on The Dynamic Macroeconomic Effects of Public Capital 0 0 0 0 0 1 1 12
A DARE for VaR 0 0 0 0 1 2 3 11
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 0 0 118 1 3 4 423
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 3 5 12 167
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 1 1 264 1 3 8 645
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 0 7 2 4 8 118
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials 0 1 1 8 0 6 11 27
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 1 1 55 0 5 6 91
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 3 3 8 52
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 1 1 2 17
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 2 3 5 624
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 5 7 60
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 5 5 5 31
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 0 20
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 1 15
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 3 27
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 2 28
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 1 2 3 17
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 4 5 30
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 1 2 2 20
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 2 3 3 33
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 1 25 0 7 7 125
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 3 5 39
Backtesting Value-at-Risk: A GMM Duration-Based Test 1 1 2 21 3 8 10 96
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 3 167 0 4 9 368
Backtesting Value-at-Risk: A GMM Duration-Based-Test 0 0 0 0 2 3 4 39
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 4 4 40
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 2 2 26
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 1 1 2 31
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 1 6 6 38
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 258 1 5 9 610
Backtesting marginal expected shortfalland related systemic risk measures 0 0 1 4 1 8 12 22
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 0 3 3 19
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 0 0 1 27
Certify reproducibility with confidential data 0 0 0 0 2 5 6 11
CoMargin 0 0 0 159 4 5 6 453
CoMargin 0 0 0 0 2 5 6 10
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 1 1 6 10 11
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 1 5 5 5
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition 0 0 0 155 0 5 8 487
Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition 0 0 0 0 1 2 2 34
Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule 0 0 0 0 1 5 7 29
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 0 0 3 7 2 4 9 49
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 1 1 3 37
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 1 34 0 3 6 100
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 1 3 95 3 4 10 170
Currency crises early warning systems: why they should be dynamic 1 2 5 328 3 7 11 723
Do We Need High Frequency Data to Forecast Variances? 0 0 0 1 11 12 13 88
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 35 2 5 6 126
Does soft information matter for financial analysts' forecasts? A gravity model approach 0 0 0 6 0 1 3 47
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 1 1 4 97
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 6 0 3 3 67
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 1 3 4 32
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 1 1 1 34
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" 0 0 0 0 3 6 6 36
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 1 3 3 36
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 1 2 4 35
Estimates of government net capital stocks for 26 developing countries, 1970-2002 0 0 1 216 2 6 7 465
Explainable Performance 0 0 1 12 1 4 8 12
Explainable Performance 0 0 0 1 2 4 5 26
Extreme Financial Cycles 0 0 0 136 0 0 2 216
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 0 0 1 642 5 7 9 1,100
Forecasting High-Frequency Risk Measures 0 0 0 0 0 1 4 6
High-Frequency Risk Measures 0 0 0 232 2 3 7 627
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 0 1 72 1 4 6 220
How to Estimate Public Capital Productivity? 0 0 0 74 0 1 1 155
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 72
How to evaluate an Early Warning System ? 1 1 2 431 2 4 7 784
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 1 1 183 1 5 8 392
Implied Risk Exposures 0 0 0 179 0 1 3 381
Implied Risk Exposures 0 0 0 0 3 5 7 25
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities 0 0 0 0 0 1 1 14
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 1 1 18
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 1 2 2 201
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 2 3 42
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 2 21
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 1 2 22
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 1 5 344
Is public capital really productive? A methodological reappraisal 0 0 0 0 2 2 5 31
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 0 1 9 3,755
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 1 1 3 42
Loss Functions for LGD Models Comparison 0 0 0 0 2 2 5 84
Loss functions for LGD model comparison 0 0 0 147 1 6 8 350
Machine Learning and IRB Capital Requirements 0 0 0 2 0 1 3 12
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 0 0 13 4 7 13 22
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 1 3 7 0 3 11 19
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 3 6 13 54
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 2 53 0 1 5 44
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 1 2 3 67 4 17 28 186
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 0 3 132 0 3 20 265
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 1 38 5 13 26 131
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 1 2 3 8
Margin Backtesting 0 0 1 117 2 5 11 231
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring 0 0 0 9 1 3 10 24
Modelling Financial Crises Mutation 0 0 0 11 0 3 5 71
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 3 10 19 2 8 41 74
Modèles non linéaires et prévisions 0 0 0 0 1 2 3 19
Modèles non linéaires et prévisions 0 0 0 0 0 2 2 20
Modèles à Changement de Régimes et Macro-économiques 0 0 0 0 0 1 1 17
Modèles à changement de régimes et macro-économiques 0 0 0 0 0 1 1 17
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 1 1 42
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 2 2 4 402 3 5 11 809
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 1 1 5 45
Network effects and infrastructure productivity in developing countries 0 0 0 208 1 1 2 418
Network effects of the productivity of infrastructure in developing countries 0 1 4 941 2 5 14 1,869
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 0 0 1 18
Non-Standard Errors 0 0 1 27 4 7 27 161
Non-Standard Errors 0 0 2 44 6 12 35 458
Nonstandard Errors 1 1 4 4 4 10 25 33
Nonstandard Errors 0 0 0 0 6 11 14 14
Nonstandard Errors 0 0 0 0 4 11 22 22
Nonstandard errors 0 0 1 12 3 7 28 63
Pitfalls in Systemic-Risk Scoring 0 0 0 0 2 2 3 70
Pitfalls in systemic-risk scoring 0 0 0 0 0 1 3 39
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 1 1 1 26
Reproducibility Certification in Economics Research 0 0 0 2 1 3 7 37
Reproducibility Certification in Economics Research 0 0 0 1 2 6 7 8
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 1 5 8 16
Revisiting Public Capital Needs: An Analysis of Growth-Maximizing Investment with Efficiency and Congestion Effects 6 6 6 6 5 5 5 5
Risk Measure Inference 0 0 0 0 1 2 4 41
Risk Measure Inference 0 0 0 181 0 1 2 370
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 4 85 1 5 30 376
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 1 1 3 23
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 2 5 5 309
Second Generation Panel Unit Root Tests 1 6 25 543 13 35 108 1,658
Statistique et probabilités en économie-gestion 0 0 0 0 0 3 4 57
Statistique et probabilités en économie-gestion (2e édition) 0 0 0 0 2 3 6 23
Systemic Risk Score: A Suggestion 0 0 0 30 1 1 1 58
Systemic Risk Score: A Suggestion 0 0 0 0 1 3 3 18
Systemic Risk Score: A Suggestion 0 0 0 42 1 1 2 79
Taux d'actualisation public, distorsions fiscales et croissance 0 0 1 3 1 4 5 1,006
Testing Convergence: A Panel Data Approach 0 0 0 0 1 2 5 13
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 1 4 6 45
Testing Granger Non-Causality in Heterogeneous Panel Data Models 0 0 0 0 2 5 5 45
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 2 4 9 97
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 2 56
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 3 49
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 2 5 10 87
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 1 2 2 42
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 3 22
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 1 4 12 231
Testing for Granger Non-causality in Heterogeneous Panels 1 4 16 1,696 5 15 52 4,133
Testing interval forecasts: a GMM-based approach 0 0 1 219 4 5 10 522
The Collateral Risk of ETFs 0 1 3 82 4 7 15 301
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 0 2 3 178
The Economics of Computational Reproducibility 0 0 14 14 0 0 5 8
The Economics of Computational Reproducibility 0 0 0 0 3 3 6 8
The Fairness of Credit Scoring Models 0 0 2 3 2 7 22 23
The Fairness of Credit Scoring Models 0 0 0 0 2 5 7 7
The Fairness of Credit Scoring Models 0 0 0 5 2 10 16 30
The Fairness of Credit Scoring Models 0 0 0 0 4 8 12 42
The Fairness of Credit Scoring Models 0 0 1 38 3 5 14 60
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 3 5 38
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 1 3 48
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 4 6 38
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 7 72
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 2 7 8 41
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 3 3 33
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 4 6 42
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 2 4 5 43
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 4 6 37
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 1 25 3 6 10 166
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 2 4 4 83
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 1 1 3 549 3 6 14 1,132
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 1 2 3 21
The Risk Map: A New Tool for Validating Risk Models 0 1 2 432 0 3 7 657
The at-Risk approach: a new tool for stress tests and overlays 0 0 0 0 0 0 0 0
The counterparty risk exposure of ETF investors 0 0 0 0 1 3 3 6
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 0 103 3 4 5 416
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 1 2 2 35
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 2 3 39
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 1 4 80 0 1 7 276
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 4 7 55
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 2 2 3 32
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 1 2 41
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 1 1 2 59 8 10 18 232
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 1 5 749 5 17 48 2,004
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 4 5 6 75
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 1 1 35
Un MEDAF à plusieurs moments réalisés 0 0 0 29 1 1 3 159
Un MEDAF à plusieurs moments réalisés 0 1 1 34 1 2 2 164
Un MEDAF à plusieurs moments réalisés 0 0 0 2 1 1 1 7
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 0 3 5 33
Un Test de Validité de la Value-at-Risk 0 0 0 0 1 3 4 35
Un test de Validité de la Value-at-risk 0 0 0 0 1 2 2 23
Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène 0 0 0 0 1 1 3 16
Une Evaluation des Procédures de Backtesting 0 1 2 179 1 6 13 483
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 1 4 8 65
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 1 2 6 50
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 0 0 0 484 1 3 5 1,166
Une synthèse des tests de co-intégration sur données de panel 1 1 5 36 6 10 27 250
Une synthèse des tests de cointégration sur données de panel 0 0 0 269 4 4 11 814
Une évaluation des procédures de Backtesting 0 0 0 7 1 2 4 50
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 1 3 16
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 1 1 2 29
What would Nelson and Plosser find had they used panel unit root tests? 0 1 6 182 1 4 16 409
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 0 0 2 2 3
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 0 5 16 304
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 4 4 10 218
Where the Risks Lie: A Survey on Systemic Risk 0 1 1 120 1 5 9 375
Why don't banks lend to Egypt's private sector ? 0 0 0 109 1 2 3 243
Total Working Papers 19 48 174 13,412 303 780 1,593 42,513
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 1 3 4 98
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 1 2 160 5 7 10 353
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 3 9 1 6 25 44
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 104 0 2 10 349
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 29 5 11 13 215
Backtesting value-at-risk accuracy: a simple new test 0 0 1 1 0 0 3 3
CoMargin 0 0 0 15 1 1 4 118
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 2 4 3 8 19 22
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 51 0 3 3 173
Currency crisis early warning systems: Why they should be dynamic 0 0 3 71 2 2 10 180
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 0 2 3 107
Downgrading in the first job: who and why? 0 0 0 29 2 4 5 155
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 1 177 0 1 5 371
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 0 0 4 51 0 2 7 157
Extreme Financial cycles 0 0 0 26 1 1 2 84
Forecasting High‐Frequency Risk Measures 0 0 0 19 1 3 4 47
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 1 6 307 3 8 21 683
Implied Risk Exposures 0 0 0 9 3 6 7 75
Is public capital really productive? A methodological reappraisal 0 0 0 36 2 4 5 98
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 1 1 12 3 6 10 61
Le partage de la valeur ajoutée dans le cycle 0 0 2 38 0 0 4 141
Loss functions for Loss Given Default model comparison 0 0 1 39 1 3 7 137
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 1 11 1 4 7 51
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 1 4 10 69 29 56 103 347
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 3 6 8 109
Nonstandard Errors 1 3 16 42 5 18 65 156
Pitfalls in systemic-risk scoring 0 1 1 39 0 3 4 174
Risk Measure Inference 0 0 0 6 0 2 6 49
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 4 4 8 77
Taux d'actualisation public, distorsions fiscales et croissance endogène 0 0 0 3 1 2 2 17
Testing Convergence: A Panel Data Approach 1 1 5 71 2 4 15 184
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 1 3 4 51
Testing for Granger non-causality in heterogeneous panels 3 16 69 1,186 31 79 278 3,952
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 0 1 4 321 4 8 25 831
The Risk Map: A new tool for validating risk models 0 0 0 55 0 2 9 255
The counterparty risk exposure of ETF investors 1 1 2 41 3 4 9 141
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 0 2 5 5
Un MEDAF à plusieurs moments réalisés 0 0 0 71 0 1 2 261
Un test de validité de la Value at Risk 0 0 1 74 1 3 7 194
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 0 0 0 99 0 2 2 275
Une synthèse des tests de cointégration sur données de Panel 0 0 1 6 2 6 10 72
Une synthèse des tests de cointégration sur données de panel 0 0 0 21 0 5 8 184
Une synthèse des tests de racine unitaire sur données de panel 0 0 0 9 1 3 7 71
Une synthèse des tests de racine unitaire sur données de panel 0 0 3 24 1 2 13 197
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 1 1 3 28
What would Nelson and Plosser find had they used panel unit root tests? 0 0 2 38 2 6 10 167
Where the Risks Lie: A Survey on Systemic Risk 1 3 17 234 9 24 65 851
Why don't banks lend to Egypt's private sector? 0 1 1 24 0 4 5 82
Total Journal Articles 8 34 163 3,849 135 337 868 12,831

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 2 2 14
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 5 1 5 11 19
Total Chapters 0 0 0 5 1 7 13 33

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Statistics updated 2026-01-09