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 6 9 27
A Comment on The Dynamic Macroeconomic Effects of Public Capital 0 0 0 0 0 2 3 14
A DARE for VaR 0 0 0 0 0 2 4 12
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 0 0 118 3 7 10 429
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 0 8 16 172
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 1 2 265 0 5 11 649
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 0 7 2 8 12 124
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials 0 1 2 9 5 7 16 34
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 2 10 14 59
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 4 5 20
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 1 55 2 6 12 97
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 0 7 9 629
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 2 9 62
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 2 5 29
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 2 17
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 2 28
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 1 15
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 5 5 31
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 1 6 31
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 2 3 4 22
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 25 0 3 10 128
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 5 6 36
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 167 0 13 20 381
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 3 8 42
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 2 21 1 6 12 99
Backtesting Value-at-Risk: A GMM Duration-Based-Test 0 0 0 0 0 3 5 40
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 2 26
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 1 3 4 33
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 4 8 44
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 0 1 6 38
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 258 0 3 10 612
Backtesting marginal expected shortfalland related systemic risk measures 1 1 2 5 1 3 13 24
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 2 6 9 25
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 0 3 4 30
Certify reproducibility with confidential data 0 0 0 0 0 5 9 14
CoMargin 0 0 0 0 2 8 12 16
CoMargin 0 0 0 159 0 9 11 458
Computational Reproducibility in Finance: Evidence from 1,000 Tests 1 1 1 2 1 5 12 15
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 1 3 7 7
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition 0 0 0 155 0 5 13 492
Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition 0 0 0 0 0 4 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 1 7 29
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 0 0 3 7 0 6 13 53
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 5 6 41
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 1 34 1 3 9 103
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 0 3 95 0 7 13 174
Currency crises early warning systems: why they should be dynamic 0 1 5 328 3 8 16 728
Do We Need High Frequency Data to Forecast Variances? 0 0 0 1 0 17 19 94
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 35 1 6 9 130
Does soft information matter for financial analysts' forecasts? A gravity model approach 0 0 0 6 0 1 4 48
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 0 4 7 100
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 6 0 4 7 71
Downgrading in the First Job: Who and Why 0 0 0 0 2 4 4 24
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 1 3 3 36
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 0 1 4 32
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" 0 0 0 0 0 6 9 39
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 0 0 0 3 3 31
Estimates of Government Net Capital Stocks for 26 Developing Countries 0 0 0 0 1 6 8 41
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 0 4 7 38
Estimates of government net capital stocks for 26 developing countries, 1970-2002 0 0 1 216 0 5 10 468
Explainable Performance 1 1 1 13 2 5 11 16
Explainable Performance 0 0 0 1 0 6 8 30
Extreme Financial Cycles 0 0 0 136 0 2 3 218
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 0 0 1 642 2 15 19 1,110
Forecasting High-Frequency Risk Measures 0 0 0 0 0 2 6 8
High-Frequency Risk Measures 0 0 0 232 1 5 10 630
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 0 1 72 0 7 12 226
How to Estimate Public Capital Productivity? 0 0 0 74 0 1 2 156
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 1 4 10 76
How to evaluate an Early Warning System ? 0 1 2 431 2 9 14 791
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 1 183 0 5 12 396
Implied Risk Exposures 0 0 0 179 0 3 6 384
Implied Risk Exposures 0 0 0 0 1 4 8 26
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities 0 0 0 0 2 3 4 17
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 2 4 5 204
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 3 4 21
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 1 2 22
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 3 6 45
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 0 0 16
Is Public Capital Really Productive? A Methodological Reappraisal 0 0 1 173 1 3 6 347
Is public capital really productive? A methodological reappraisal 0 0 0 0 1 5 8 34
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 1 4 11 3,759
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 0 4 6 45
Loss Functions for LGD Models Comparison 0 0 0 0 0 2 5 84
Loss functions for LGD model comparison 0 0 0 147 1 3 10 352
Machine Learning and IRB Capital Requirements 0 0 0 2 0 3 5 15
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 1 2 2 15 2 10 18 28
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 1 1 4 8 1 1 11 20
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 2 53 3 6 11 50
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 2 7 16 58
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 0 2 3 68 5 13 32 195
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 2 4 134 1 11 26 276
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 1 38 0 9 29 135
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 7 9 14
Margin Backtesting 0 0 1 117 1 5 13 234
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring 0 1 1 10 3 7 15 30
Modelling Financial Crises Mutation 0 0 0 11 1 3 6 74
Modèles Non Linéaires et Prévisions 0 0 0 131 0 2 2 345
Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle 0 1 8 19 1 5 27 77
Modèles non linéaires et prévisions 0 0 0 0 0 2 4 22
Modèles non linéaires et prévisions 0 0 0 0 0 1 2 19
Modèles à Changement de Régimes et Macro-économiques 0 0 0 0 1 3 4 20
Modèles à changement de régimes et macro-économiques 0 0 0 0 0 3 4 20
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 2 4 402 2 11 18 817
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 1 2 43
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 0 4 6 48
Network effects and infrastructure productivity in developing countries 0 0 0 208 2 5 5 422
Network effects of the productivity of infrastructure in developing countries 0 0 4 941 2 11 20 1,878
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 1 1 1 19
Non-Standard Errors 0 0 2 44 4 18 38 470
Non-Standard Errors 0 0 0 27 0 6 20 163
Nonstandard Errors 0 1 2 4 1 10 25 39
Nonstandard Errors 0 0 0 0 0 5 23 23
Nonstandard Errors 0 0 0 0 1 8 16 16
Nonstandard errors 0 0 1 12 2 11 28 71
Pitfalls in Systemic-Risk Scoring 0 0 0 0 2 6 7 74
Pitfalls in systemic-risk scoring 0 0 0 0 1 3 6 42
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 2 5 5 30
Reproducibility Certification in Economics Research 0 0 0 2 4 11 17 47
Reproducibility Certification in Economics Research 0 0 0 1 1 4 9 10
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 1 12 19 27
Revisiting Public Capital Needs: An Analysis of Growth-Maximizing Investment with Efficiency and Congestion Effects 1 7 7 7 3 16 16 16
Risk Measure Inference 0 0 0 0 1 2 4 42
Risk Measure Inference 0 0 0 181 2 10 11 380
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 4 85 0 4 30 379
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 0 3 4 25
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 3 11 14 318
Second Generation Panel Unit Root Tests 2 3 20 545 4 30 103 1,675
Statistique et probabilités en économie-gestion 0 0 0 0 0 2 6 59
Statistique et probabilités en économie-gestion (2e édition) 0 0 0 0 1 5 9 26
Systemic Risk Score: A Suggestion 0 0 0 42 0 6 7 84
Systemic Risk Score: A Suggestion 0 0 0 0 2 3 5 20
Systemic Risk Score: A Suggestion 0 0 0 30 2 6 6 63
Taux d'actualisation public, distorsions fiscales et croissance 0 0 1 3 1 3 7 1,008
Testing Convergence: A Panel Data Approach 0 0 0 0 1 4 8 16
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 0 2 7 46
Testing Granger Non-Causality in Heterogeneous Panel Data Models 0 0 0 0 1 6 9 49
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 4 11 99
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 3 57
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 4 50
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 0 5 13 90
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 2 4 5 45
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 1 5 8 27
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 5 11 19 241
Testing for Granger Non-causality in Heterogeneous Panels 0 2 14 1,697 4 17 52 4,145
Testing interval forecasts: a GMM-based approach 0 0 0 219 0 4 9 522
The Collateral Risk of ETFs 0 0 2 82 0 8 14 305
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 2 7 10 185
The Economics of Computational Reproducibility 0 0 0 0 0 4 6 9
The Economics of Computational Reproducibility 0 0 0 14 0 4 5 12
The Fairness of Credit Scoring Models 0 0 0 0 2 10 15 15
The Fairness of Credit Scoring Models 0 0 0 0 0 8 15 46
The Fairness of Credit Scoring Models 1 1 2 39 3 14 25 71
The Fairness of Credit Scoring Models 1 1 3 4 5 11 31 32
The Fairness of Credit Scoring Models 0 1 1 6 10 20 34 48
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 4 10 43
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 5 8 42
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 10 13 43
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 3 5 44
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 4 10 41
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 3 5 50
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 4 10 46
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 4 6 85
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 2 5 73
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 1 25 0 6 11 169
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 3 8 40
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 0 1 2 549 0 8 17 1,137
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 0 3 5 23
The Risk Map: A New Tool for Validating Risk Models 0 0 1 432 0 3 8 660
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 0 2 4 7
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 0 103 0 3 5 416
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 0 3 4 37
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 1 1 4 40
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 4 6 12 61
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 1 4 81 1 2 8 278
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 5 6 35
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 3 5 7 46
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 1 2 59 27 40 48 264
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 1 4 750 6 17 55 2,016
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 8 9 79
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 3 3 37
Un MEDAF à plusieurs moments réalisés 0 0 1 34 2 6 7 169
Un MEDAF à plusieurs moments réalisés 0 0 0 29 0 5 6 163
Un MEDAF à plusieurs moments réalisés 0 0 0 2 0 4 4 10
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 0 0 5 33
Un Test de Validité de la Value-at-Risk 0 0 0 0 0 3 5 37
Un test de Validité de la Value-at-risk 0 0 0 0 0 4 5 26
Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène 0 0 0 0 1 7 9 22
Une Evaluation des Procédures de Backtesting 0 0 1 179 0 4 14 486
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 0 2 9 66
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 2 4 9 53
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 0 0 0 484 1 4 8 1,169
Une synthèse des tests de co-intégration sur données de panel 0 1 4 36 2 12 30 256
Une synthèse des tests de cointégration sur données de panel 0 0 0 269 0 6 11 816
Une évaluation des procédures de Backtesting 0 0 0 7 1 6 9 55
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 2 6 8 22
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 5 5 33
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 3 3 25
What would Nelson and Plosser find had they used panel unit root tests? 0 0 6 182 0 3 18 411
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 0 2 7 9 10
Where the Risks Lie: A Survey on Systemic Risk 0 0 1 120 2 6 13 380
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 6 14 26 318
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 1 10 14 224
Why don't banks lend to Egypt's private sector ? 0 0 0 109 0 5 7 247
Total Working Papers 10 40 153 13,433 223 1,142 2,233 43,352
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 5 8 102
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 0 2 160 0 7 10 355
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 1 1 3 10 1 5 25 48
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 104 2 4 11 353
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 29 0 7 14 217
Backtesting value-at-risk accuracy: a simple new test 0 0 0 1 0 5 7 8
CoMargin 0 0 0 15 0 3 6 120
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 4 3 8 20 27
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 51 0 1 4 174
Currency crisis early warning systems: Why they should be dynamic 0 2 5 73 1 5 9 183
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 2 4 7 111
Downgrading in the first job: who and why? 0 0 0 29 0 4 7 157
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 0 177 0 3 5 374
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 0 0 4 51 0 1 7 158
Extreme Financial cycles 0 0 0 26 2 6 6 89
Forecasting High‐Frequency Risk Measures 0 0 0 19 0 4 7 50
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 1 5 308 3 8 20 688
Implied Risk Exposures 0 0 0 9 3 8 12 80
Is public capital really productive? A methodological reappraisal 0 0 0 36 3 8 10 104
Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries 1 2 3 85 1 3 5 217
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 1 4 7 169
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 1 12 0 6 9 64
Le partage de la valeur ajoutée dans le cycle 0 0 1 38 0 3 5 144
Loss functions for Loss Given Default model comparison 0 0 1 39 4 12 18 148
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 1 11 1 3 9 53
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 1 3 12 71 11 57 121 375
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 1 9 14 115
Nonstandard Errors 0 1 11 42 6 16 61 167
Pitfalls in systemic-risk scoring 0 0 1 39 0 1 5 175
Risk Measure Inference 0 0 0 6 1 3 7 52
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 7 11 80
Taux d'actualisation public, distorsions fiscales et croissance endogène 0 0 0 3 0 5 6 21
Testing Convergence: A Panel Data Approach 0 2 5 72 0 8 19 190
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 4 7 54
Testing for Granger non-causality in heterogeneous panels 3 11 60 1,194 25 84 281 4,005
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 0 0 2 321 1 8 21 835
The Risk Map: A new tool for validating risk models 0 0 0 55 0 3 8 258
The counterparty risk exposure of ETF investors 0 1 2 41 3 9 15 147
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 0 2 7 7
Un MEDAF à plusieurs moments réalisés 0 0 0 71 1 3 5 264
Un test de validité de la Value at Risk 0 0 1 74 0 4 9 197
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 1 1 1 100 2 3 5 278
Une synthèse des tests de cointégration sur données de Panel 0 0 1 6 2 10 16 80
Une synthèse des tests de cointégration sur données de panel 0 0 0 21 2 7 15 191
Une synthèse des tests de racine unitaire sur données de panel 0 0 0 9 2 6 11 76
Une synthèse des tests de racine unitaire sur données de panel 0 0 3 24 0 3 14 199
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 4 6 31
What would Nelson and Plosser find had they used panel unit root tests? 0 0 2 38 3 12 19 177
Where the Risks Lie: A Survey on Systemic Risk 3 5 19 238 6 21 69 863
Why don't banks lend to Egypt's private sector? 0 0 1 24 0 3 8 85
Total Journal Articles 10 30 151 3,871 94 419 1,008 13,115

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 1 5 7 19
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 5 2 5 13 23
Total Chapters 0 0 0 5 3 10 20 42

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