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 9 27
A Comment on The Dynamic Macroeconomic Effects of Public Capital 0 0 0 0 0 0 6 17
A DARE for VaR 0 0 0 0 0 0 4 13
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 0 0 118 0 0 12 431
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 2 265 2 2 12 653
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 2 3 14 176
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 0 7 0 2 18 132
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials 0 0 2 9 1 1 18 37
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 1 2 15 62
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 1 55 2 2 17 103
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 1 3 11 27
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 1 1 11 632
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 2 10 64
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 2 16
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 8 33
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 3 23
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 8 34
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 4 30
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 5 20
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 0 7 32
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 0 6 24
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 1 9 39
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 2 26 0 1 16 134
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 21 1 3 18 106
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 0 8 43
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 167 0 2 21 385
Backtesting Value-at-Risk: A GMM Duration-Based-Test 0 0 0 0 1 2 8 44
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 4 34
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 4 28
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 13 49
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 1 1 10 42
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 1 259 1 2 14 618
Backtesting marginal expected shortfalland related systemic risk measures 0 1 4 7 1 4 22 34
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 0 0 12 28
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 0 1 5 32
Certify reproducibility with confidential data 0 0 0 0 0 0 8 14
CoMargin 0 0 0 159 0 0 15 463
CoMargin 0 0 0 0 0 0 13 17
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 0 2 11 11
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 2 0 2 13 18
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition 0 0 0 155 0 0 15 496
Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition 0 0 0 0 0 0 5 37
Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule 0 0 0 0 0 2 9 32
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 0 0 0 7 0 1 12 57
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 0 5 41
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 0 34 0 0 11 107
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 0 1 95 0 0 9 175
Currency crises early warning systems: why they should be dynamic 0 0 2 328 0 1 20 736
Do We Need High Frequency Data to Forecast Variances? 0 0 0 1 0 1 24 100
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 35 0 1 17 138
Does soft information matter for financial analysts' forecasts? A gravity model approach 0 0 0 6 0 1 8 54
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 0 2 9 103
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 6 0 0 9 73
Downgrading in the First Job: Who and Why 0 0 0 0 0 0 5 25
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 0 1 7 40
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 0 0 5 34
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" 0 0 0 0 0 1 11 41
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 0 0 0 0 4 32
Estimates of Government Net Capital Stocks for 26 Developing Countries 0 0 0 0 0 1 12 45
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 0 0 7 39
Estimates of government net capital stocks for 26 developing countries, 1970-2002 0 0 1 216 0 0 12 470
Explainable Performance 0 0 0 1 0 0 10 32
Explainable Performance 0 0 2 14 0 2 15 23
Extreme Financial Cycles 0 0 0 136 0 1 8 223
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 0 0 0 642 0 1 23 1,115
Forecasting High-Frequency Risk Measures 0 0 0 0 0 0 7 10
High-Frequency Risk Measures 0 0 0 232 1 2 8 632
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 0 0 72 0 1 15 231
How to Estimate Public Capital Productivity? 0 0 0 74 0 0 5 159
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 0 2 14 81
How to evaluate an Early Warning System ? 0 1 2 432 1 2 16 796
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 2 184 0 1 14 400
Implied Risk Exposures 0 0 0 0 0 0 9 28
Implied Risk Exposures 0 0 0 179 1 1 5 385
Intelligence artificielle et marché du crédit: opportunités et acceptabilité 0 0 0 0 0 1 17 17
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities 0 0 0 0 0 0 11 24
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 0 1 10 209
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 8 25
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 2 3 10 50
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 3 24
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 2 22
Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 1 3 19
Is Public Capital Really Productive? A Methodological Reappraisal 0 0 0 173 2 4 10 353
Is public capital really productive? A methodological reappraisal 0 0 0 0 0 0 12 38
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 1 4 14 3,768
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 0 3 12 52
Loss Functions for LGD Models Comparison 0 0 0 0 0 2 4 86
Loss functions for LGD model comparison 0 0 0 147 0 1 16 359
Machine Learning and IRB Capital Requirements 0 0 0 2 0 2 8 19
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 1 3 16 0 2 24 36
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 1 3 9 0 3 11 26
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 1 13 61
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 53 0 0 9 52
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 0 1 7 72 1 4 41 208
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 0 2 134 0 2 24 283
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 1 39 0 2 30 145
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 1 11 16
Margin Backtesting 0 0 3 119 1 6 20 244
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring 0 1 2 11 2 5 19 40
Modelling Financial Crises Mutation 0 0 0 11 0 1 9 77
Modèles Non Linéaires et Prévisions 0 0 0 131 0 0 4 347
Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle 0 0 6 20 3 9 41 104
Modèles non linéaires et prévisions 0 0 0 0 0 0 6 24
Modèles non linéaires et prévisions 0 0 0 0 0 0 4 21
Modèles à Changement de Régimes et Macro-économiques 0 0 0 0 0 0 5 21
Modèles à changement de régimes et macro-économiques 0 0 0 0 0 1 7 23
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 2 402 0 0 22 826
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 0 3 44
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 0 0 5 49
Network effects and infrastructure productivity in developing countries 0 0 0 208 0 0 9 426
Network effects of the productivity of infrastructure in developing countries 0 0 1 941 2 3 19 1,882
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 0 1 2 20
Non-Standard Errors 0 0 0 27 0 3 20 171
Non-Standard Errors 0 0 0 44 1 8 44 484
Nonstandard Errors 0 0 0 0 0 3 30 35
Nonstandard Errors 0 0 1 4 2 4 27 47
Nonstandard Errors 0 0 0 0 3 5 22 24
Nonstandard errors 0 0 1 12 1 3 31 82
Pitfalls in Systemic-Risk Scoring 0 0 0 0 0 0 9 76
Pitfalls in systemic-risk scoring 0 0 0 0 0 0 6 43
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 0 0 7 32
Reproducibility Certification in Economics Research 0 0 1 2 0 2 14 16
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 0 0 27 36
Reverse Stress Testing Geopolitical Risk in Corporate Credit Portfolios: A Formal and Operational Framework 0 1 2 2 0 3 7 7
Revisiting Public Capital Needs: An Analysis of Growth-Maximizing Investment with Efficiency and Congestion Effects 0 1 9 9 1 3 22 22
Risk Measure Inference 0 0 0 181 0 1 17 386
Risk Measure Inference 0 0 0 0 0 0 3 42
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 1 1 86 1 2 16 384
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 0 0 6 28
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 0 1 18 322
Second Generation Panel Unit Root Tests 1 2 11 548 5 12 86 1,702
Statistique et probabilités en économie-gestion 0 0 0 0 0 0 8 62
Statistique et probabilités en économie-gestion (2e édition) 0 0 0 0 0 1 9 28
Systemic Risk Score: A Suggestion 0 0 0 0 0 0 9 24
Systemic Risk Score: A Suggestion 0 0 0 30 0 0 7 64
Systemic Risk Score: A Suggestion 0 0 0 42 0 0 7 85
Taux d'actualisation public, distorsions fiscales et croissance 0 0 0 3 0 2 12 1,014
Testing Convergence: A Panel Data Approach 0 0 0 0 0 1 11 21
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 0 0 9 49
Testing Granger Non-Causality in Heterogeneous Panel Data Models 0 0 0 0 0 2 12 52
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 0 9 100
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 5 60
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 1 2 4 52
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 0 0 10 91
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 0 0 7 47
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 9 30
Testing for Granger Non-causality in Heterogeneous Panels 1 5 16 1,704 2 13 57 4,166
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 0 1 21 247
Testing interval forecasts: a GMM-based approach 0 0 0 219 1 2 10 526
The Collateral Risk of ETFs 0 0 1 82 0 0 14 308
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 0 1 15 190
The Economics of Computational Reproducibility 0 0 0 0 0 2 7 12
The Economics of Computational Reproducibility 0 1 1 15 0 2 9 17
The Economics of Research Reproducibility 0 0 0 2 0 0 19 53
The Fairness of Credit Scoring Models 1 1 2 5 2 7 39 49
The Fairness of Credit Scoring Models 0 0 1 6 1 3 42 57
The Fairness of Credit Scoring Models 0 0 0 0 0 2 21 21
The Fairness of Credit Scoring Models 0 0 0 0 3 3 18 52
The Fairness of Credit Scoring Models 0 0 1 39 1 5 28 80
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 7 53
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 20 50
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 10 45
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 11 43
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 8 87
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 11 45
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 2 11 50
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 5 75
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 1 7 41
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 25 1 1 12 172
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 11 49
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 0 0 1 549 0 0 13 1,139
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 0 0 6 24
The Risk Map: A New Tool for Validating Risk Models 0 0 1 432 1 1 11 664
The at-Risk approach: a new tool for stress tests and overlays 0 0 0 0 0 1 4 4
The counterparty risk exposure of ETF investors 0 0 0 0 0 0 5 8
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 0 103 0 1 8 420
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 0 1 7 40
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 2 81 0 0 5 280
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 1 1 15 65
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 0 4 41
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 0 7 37
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 2 2 8 48
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 1 3 751 2 7 45 2,026
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 1 59 1 1 51 273
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 2 6 40
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 1 11 81
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 1 1 3 3
Un MEDAF à plusieurs moments réalisés 0 0 0 29 0 1 8 165
Un MEDAF à plusieurs moments réalisés 0 0 1 34 0 0 10 172
Un MEDAF à plusieurs moments réalisés 0 0 0 2 0 0 7 13
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 2 2 7 36
Un Test de Validité de la Value-at-Risk 0 0 0 0 0 0 7 39
Un test de Validité de la Value-at-risk 0 0 0 0 0 0 7 28
Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène 0 0 0 0 1 1 10 23
Une Evaluation des Procédures de Backtesting 1 1 2 180 1 2 16 491
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 0 1 7 68
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 0 1 13 59
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 0 0 0 484 1 6 14 1,176
Une synthèse des tests de co-intégration sur données de panel 0 1 4 38 0 3 24 260
Une synthèse des tests de cointégration sur données de panel 0 0 0 269 0 4 17 826
Une évaluation des procédures de Backtesting 0 0 0 7 0 1 12 59
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 0 8 23
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 1 6 28
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 19 27 55
What would Nelson and Plosser find had they used panel unit root tests? 0 0 3 182 0 1 10 412
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 0 0 0 9 10
Where the Risks Lie: A Survey on Systemic Risk 0 0 1 120 0 0 13 381
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 2 3 18 231
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 2 5 30 328
Why don't banks lend to Egypt's private sector ? 0 0 0 109 0 3 13 254
Total Working Papers 4 22 122 13,473 77 308 2,722 44,291
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 1 10 105
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 0 1 160 0 0 13 359
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 3 12 2 8 34 67
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 1 105 1 4 16 359
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 29 0 1 16 219
Backtesting value-at-risk accuracy: a simple new test 0 0 0 1 3 3 9 11
CoMargin 0 0 0 15 0 0 5 122
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 2 5 1 3 23 35
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 51 0 0 7 177
Currency crisis early warning systems: Why they should be dynamic 0 0 2 73 0 1 6 184
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 0 0 7 112
Downgrading in the first job: who and why? 0 0 0 29 0 0 7 158
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 1 178 1 3 8 378
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 0 0 1 51 0 0 11 165
Extreme Financial cycles 0 0 0 26 0 0 7 90
Forecasting High‐Frequency Risk Measures 0 0 0 19 0 0 11 54
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 3 7 313 2 9 31 706
Implied Risk Exposures 0 0 1 10 1 7 27 96
Is public capital really productive? A methodological reappraisal 0 0 0 36 2 3 14 108
Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries 0 1 3 86 0 1 8 222
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 44 1 1 8 173
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 1 12 2 2 13 68
Le partage de la valeur ajoutée dans le cycle 0 0 1 38 0 0 7 147
Loss functions for Loss Given Default model comparison 0 0 1 39 1 3 25 156
Machine learning et nouvelles sources de données pour le scoring de crédit 0 1 1 12 2 4 11 58
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 0 6 15 78 7 38 162 444
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 1 1 13 116
Nonstandard Errors 1 2 8 46 5 9 53 185
Pitfalls in systemic-risk scoring 0 0 1 39 0 0 6 176
Risk Measure Inference 1 1 1 7 2 2 10 57
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 2 12 84
Taux d'actualisation public, distorsions fiscales et croissance endogène 0 0 0 3 0 0 6 21
Testing Convergence: A Panel Data Approach 1 1 3 73 2 5 20 198
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 0 11 59
Testing for Granger non-causality in heterogeneous panels 3 23 61 1,223 12 59 279 4,104
The Fairness of Credit Scoring Models 1 3 4 4 2 12 21 21
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 0 1 2 322 1 5 25 848
The Risk Map: A new tool for validating risk models 0 0 0 55 0 3 14 266
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 1 41 0 5 23 158
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 0 0 12 14
Un MEDAF à plusieurs moments réalisés 0 0 0 71 1 3 11 271
Un test de validité de la Value at Risk 0 0 0 74 0 0 12 201
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 0 0 1 100 1 2 7 280
Une synthèse des tests de cointégration sur données de Panel 0 0 0 6 0 2 19 85
Une synthèse des tests de cointégration sur données de panel 0 0 1 22 0 1 17 196
Une synthèse des tests de racine unitaire sur données de panel 0 0 0 9 1 4 15 82
Une synthèse des tests de racine unitaire sur données de panel 1 2 2 26 1 3 12 205
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 2 9 35
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 38 0 1 18 179
Where the Risks Lie: A Survey on Systemic Risk 0 2 14 244 2 15 79 901
Why don't banks lend to Egypt's private sector? 0 0 1 24 1 1 16 93
Total Journal Articles 8 47 141 3,940 59 229 1,216 13,608

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 1 12 24
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 5 0 2 12 26
Total Chapters 0 0 0 5 0 3 24 50

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07