Access Statistics for Hans Dewachter

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
A Chaotic Monetary Model of the Exchange Rate 0 0 0 200 3 4 5 465
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 244 0 0 4 649
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation 0 0 0 0 0 0 0 0
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 1 1 1 175
A Structural Macro Model of the Yield Curve 0 0 0 0 0 0 9 254
A macro-financial analysis of the corporate bond market 0 0 0 13 0 1 1 62
A macro-financial analysis of the corporate bond market 0 0 0 48 1 1 8 182
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 0 0 5 269
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 1 2 10
A multi-factor model for the valuation and risk managment of demand deposits 0 0 1 685 0 0 3 1,924
Ageing and the Relative Price of Nontradeables 0 0 0 51 1 2 2 155
An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates 0 0 0 265 0 0 2 775
An Affine Model for International Bond Markets 0 0 0 9 1 1 2 51
An Affine Model for International Bond Markets 0 0 0 250 1 1 1 773
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 1 3 7 18
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 0 0 0 208
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 0 0 1 283
An Extended Macro-Finance Model with Financial Factors 0 0 0 155 0 0 3 602
An extended macro-finance model with financial factors 0 0 0 55 0 0 1 278
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 0 2 3 111 0 6 15 296
Dependent or Independent Nonlinearity in Speculative Returns 0 0 0 3 0 0 0 1,174
Dependent or Independent Nonlinearity in Speculative Returns? 0 0 0 0 1 1 2 9
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 0 0 1 331
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 0 0 0 0
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 1 439 1 1 11 830
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 1 1 1 233 1 1 2 570
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 171 0 0 1 558
Fiscal activism and the cost of debt financing 0 0 0 47 0 0 2 191
Fitting Correlations Within and Between Bond Markets 0 0 0 75 0 1 3 213
Identification of Macroeconomic Factors in Large Panels 0 0 0 24 0 0 2 181
Identification of Macroeconomic Factors in Large Panels 0 0 0 117 1 1 2 235
Identification of macroeconomic factors in large panels 0 0 0 73 0 1 2 440
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 0 109 1 1 3 357
Information in the Yield Curve: A Macro-Finance Approach 0 0 0 0 0 0 1 1
Information in the yield curve: A Macro-Finance approach 0 0 0 85 1 1 5 209
Information in the yield curve: A macro-finance approach 0 0 0 0 0 0 4 15
Limits to International Arbitrage: an Empirical Evaluation 0 0 0 25 0 0 3 134
Macro Factors and the Term Structure of Interest Rates 0 0 0 476 0 1 2 1,691
Macro Factors and the Term Structure of Interest Rates 0 0 0 112 1 4 5 258
Macro Factors and the Term Structure of Interest Rates 0 0 0 396 2 3 5 1,009
Macro factors and the Term Structure of Interest Rates 0 0 0 444 1 3 4 1,029
Macro factors and the term structure of interest rates 0 0 4 247 0 3 12 627
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 1 2 3 36
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 1 2 4 31
Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target 0 0 0 17 0 0 1 104
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 27 0 2 3 178
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 0 0 2 219
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 0 9 0 1 3 67
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 0 0 66 2 2 3 312
Real and financial cycles in EU countries - Stylised facts and modelling implications 0 0 5 124 0 3 20 618
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 0 0 10 41 3 5 18 100
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 0 0 4 26 1 1 14 101
Some borrowers are more equal than others: bank funding shocks and credit reallocation 0 1 3 37 2 3 8 124
Spatial propagation of macroeconomic shocks in Europe 0 0 0 109 0 1 1 214
Sticky Prices and the Nominal Effects of Real Shocks 0 0 0 1 2 3 5 48
Stochastic Process Switching and Stage III of EMU 0 0 0 26 0 0 1 169
Testing for Forecasting Poential in the Bispectrum 0 0 0 0 0 0 0 826
Testing for the Forecasting Potential in the Bispectrum 0 0 0 0 0 0 1 6
The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation 0 0 0 166 0 0 1 462
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 202 0 0 0 570
The Effect of Monetary Unification on German Bond Markets 0 0 0 89 1 2 5 615
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 0 1 2 305
The Effect of Monetary Unification on German Bond Markets 0 0 0 37 1 2 3 228
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 150 1 1 3 615
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 15 0 1 2 86
The Information Content of Options on the IBEX-35 0 0 0 0 1 1 1 510
The Information Content of Options on the IBEX-35 0 0 0 0 1 2 5 17
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 1 47 0 1 6 141
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 0 53 0 1 6 158
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 2 62 1 2 5 119
Total Working Papers 1 4 35 7,040 37 82 270 24,470
4 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 chaotic model of the exchange rate: The role of fundamentalists and chartists 0 0 2 202 1 2 5 445
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 3 0 0 4 15
A joint model for the term structure of interest rates and the macroeconomy 0 0 2 173 0 0 4 496
A macro-financial analysis of the euro area sovereign bond market 0 0 0 103 3 3 7 285
A macro–financial analysis of the corporate bond market 0 0 0 13 1 1 4 59
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 1 1 6 87
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 2 6 16 96 3 9 33 248
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 0 0 160 0 0 2 386
Charts as signals in Markov switching world 0 0 0 3 1 1 1 15
Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy 0 1 2 25 1 2 7 57
Do asymmetries matter for European monetary policy? 0 0 0 298 3 5 8 809
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 1 3 7 62
Effectiveness of Monetary Policy in Euroland 0 0 0 15 0 1 1 85
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 1 186 1 2 7 427
Expectation revisions and jumps in asset prices 0 0 0 12 1 1 1 53
Explaining Recent European Exchange‐Rate Stability 0 0 0 37 0 0 0 174
Fiscal activism and the cost of debt financing 0 0 0 0 2 3 5 198
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 1 28 0 1 4 103
Introduction 0 0 0 0 1 1 1 52
Limits to international arbitrage: an empirical evaluation 0 0 1 56 0 0 1 215
Macro Factors and the Term Structure of Interest Rates 1 1 10 515 2 4 21 1,268
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 10 0 0 0 23
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 1 2 110
Measuring convergence speed of asset prices toward a pre-announced target 0 0 0 36 2 2 4 197
Modelling interest rate volatility: Regime switches and level links 0 0 0 9 1 1 2 37
Monetary unification and the price of risk: An unconditional analysis 0 0 0 5 0 0 1 50
Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 0 0 0 29 0 1 3 140
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 0 18 2 2 3 120
Setting futures margins: the extremes approach 0 0 0 46 1 2 2 136
Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences 0 0 0 30 0 0 2 174
Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* 0 3 14 53 0 3 24 105
Spatial propagation of macroeconomic shocks in Europe 0 1 2 62 2 7 12 177
The Effect of Monetary Unification on German Bond Markets 0 0 0 11 0 0 1 101
The cost of technical trading rules in the Forex market: A utility-based evaluation 0 0 0 38 0 0 2 172
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 1 1 5 233
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 1 2 3 183
Total Journal Articles 3 12 51 2,428 32 62 195 7,497
4 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Chaotic Monetary Model of the Exchange Rate 0 0 0 0 0 1 2 5
Chaos in the Dornbusch Model of the Exchange Rate 0 0 1 12 1 3 4 39
Do Asymmetries Matter for European Monetary Policy? 0 0 0 4 0 1 3 19
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 0 0 76 0 1 1 204
On the Conduct of Monetary Policy in an Asymmetric Euroland 0 0 0 0 0 2 3 9
Total Chapters 0 0 1 92 1 8 13 276

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Statistics updated 2025-11-08