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 2 6 10 471
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 244 1 2 4 651
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation 0 0 0 0 1 5 5 5
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 0 5 6 180
A Structural Macro Model of the Yield Curve 0 0 0 0 1 2 11 256
A macro-financial analysis of the corporate bond market 0 0 0 48 0 3 9 185
A macro-financial analysis of the corporate bond market 0 0 0 13 5 6 7 68
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 2 5 7 15
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 2 3 8 272
A multi-factor model for the valuation and risk managment of demand deposits 0 0 0 685 3 5 7 1,929
Ageing and the Relative Price of Nontradeables 0 0 0 51 4 11 13 166
An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates 0 0 0 265 2 3 5 778
An Affine Model for International Bond Markets 0 0 0 250 0 2 3 775
An Affine Model for International Bond Markets 0 0 0 9 1 2 4 53
An Extended Macro-Finance Model with Financial Factors 0 0 0 155 7 8 10 610
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 4 7 7 215
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 10 13 14 296
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 1 3 8 21
An extended macro-finance model with financial factors 0 0 0 55 6 8 8 286
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 0 1 4 112 6 16 27 312
Dependent or Independent Nonlinearity in Speculative Returns 0 0 0 3 2 3 3 1,177
Dependent or Independent Nonlinearity in Speculative Returns? 0 0 0 0 0 1 2 10
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 1 4 4 335
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 0 1 1 1
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 1 439 2 2 12 832
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 1 233 3 8 10 578
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 171 1 2 3 560
Fiscal activism and the cost of debt financing 0 1 1 48 0 2 4 193
Fitting Correlations Within and Between Bond Markets 0 0 0 75 2 5 8 218
Identification of Macroeconomic Factors in Large Panels 0 0 0 117 3 4 6 239
Identification of Macroeconomic Factors in Large Panels 0 0 0 24 5 7 9 188
Identification of macroeconomic factors in large panels 0 0 0 73 1 6 8 446
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 0 109 7 9 11 366
Information in the Yield Curve: A Macro-Finance Approach 0 0 0 0 1 2 3 3
Information in the yield curve: A Macro-Finance approach 0 0 0 85 3 7 10 216
Information in the yield curve: A macro-finance approach 0 0 0 0 3 8 12 23
Limits to International Arbitrage: an Empirical Evaluation 0 0 0 25 3 5 6 139
Macro Factors and the Term Structure of Interest Rates 0 0 0 112 7 10 15 268
Macro Factors and the Term Structure of Interest Rates 0 0 0 396 1 3 8 1,012
Macro Factors and the Term Structure of Interest Rates 0 0 0 476 3 7 8 1,698
Macro factors and the Term Structure of Interest Rates 0 0 0 444 11 14 17 1,043
Macro factors and the term structure of interest rates 0 0 4 247 5 7 17 634
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 1 3 6 39
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 2 3 7 34
Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target 0 0 0 17 1 1 1 105
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 4 8 9 227
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 27 4 5 8 183
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 0 9 4 6 9 73
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 0 0 66 1 3 6 315
Real and financial cycles in EU countries - Stylised facts and modelling implications 0 0 3 124 9 15 28 633
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 0 0 7 41 4 8 20 108
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 0 0 3 26 3 12 24 113
Some borrowers are more equal than others: bank funding shocks and credit reallocation 0 0 3 37 1 2 8 126
Spatial propagation of macroeconomic shocks in Europe 0 0 0 109 4 6 7 220
Sticky Prices and the Nominal Effects of Real Shocks 0 0 0 1 0 1 4 49
Stochastic Process Switching and Stage III of EMU 0 0 0 26 3 4 4 173
Testing for Forecasting Poential in the Bispectrum 0 0 0 0 1 1 1 827
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 7 8 469
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 202 3 8 8 578
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 0 7 9 312
The Effect of Monetary Unification on German Bond Markets 0 0 0 37 1 4 7 232
The Effect of Monetary Unification on German Bond Markets 0 0 0 89 2 3 6 618
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 150 5 8 10 623
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 15 5 8 10 94
The Information Content of Options on the IBEX-35 0 0 0 0 2 6 11 23
The Information Content of Options on the IBEX-35 0 0 0 0 1 6 7 516
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 1 47 3 6 11 147
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 0 53 7 16 20 174
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 2 62 4 9 14 128
Total Working Papers 0 2 30 7,042 197 398 614 24,868
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 4 5 10 450
A joint model for the term structure of interest rates and the macroeconomy 0 0 1 173 11 48 51 544
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 3 3 5 6 20
A macro-financial analysis of the euro area sovereign bond market 0 8 8 111 5 22 27 307
A macro–financial analysis of the corporate bond market 0 0 0 13 3 8 12 67
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 0 1 6 88
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 1 3 17 99 6 14 37 262
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 0 0 160 4 9 11 395
Charts as signals in Markov switching world 0 0 0 3 0 1 2 16
Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy 0 1 3 26 6 7 12 64
Do asymmetries matter for European monetary policy? 0 0 0 298 4 10 16 819
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 1 2 8 64
Effectiveness of Monetary Policy in Euroland 0 0 0 15 7 8 9 93
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 1 186 7 11 18 438
Expectation revisions and jumps in asset prices 0 0 0 12 1 1 2 54
Explaining Recent European Exchange‐Rate Stability 0 0 0 37 2 4 4 178
Fiscal activism and the cost of debt financing 0 0 0 0 1 2 7 200
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 1 28 2 8 12 111
Introduction 0 0 0 0 0 3 4 55
Limits to international arbitrage: an empirical evaluation 0 0 1 56 1 2 3 217
Macro Factors and the Term Structure of Interest Rates 1 2 10 517 5 12 29 1,280
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 1 1 11 5 8 8 31
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 4 6 114
Measuring convergence speed of asset prices toward a pre-announced target 0 0 0 36 1 5 9 202
Modelling interest rate volatility: Regime switches and level links 0 0 0 9 2 4 6 41
Monetary unification and the price of risk: An unconditional analysis 0 0 0 5 4 6 7 56
Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 0 0 0 29 3 4 7 144
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 0 18 4 4 7 124
Setting futures margins: the extremes approach 0 0 0 46 1 4 6 140
Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences 0 0 0 30 3 5 7 179
Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* 0 1 13 54 2 7 25 112
Spatial propagation of macroeconomic shocks in Europe 0 0 2 62 2 4 14 181
The Effect of Monetary Unification on German Bond Markets 0 0 0 11 6 6 7 107
The cost of technical trading rules in the Forex market: A utility-based evaluation 0 0 0 38 3 6 8 178
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 0 4 9 237
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 2 5 8 188
Total Journal Articles 2 16 60 2,444 111 259 420 7,756
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 1 4 6 9
Chaos in the Dornbusch Model of the Exchange Rate 0 0 0 12 3 4 7 43
Do Asymmetries Matter for European Monetary Policy? 0 0 0 4 2 2 5 21
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 0 0 76 3 5 6 209
On the Conduct of Monetary Policy in an Asymmetric Euroland 0 0 0 0 2 3 6 12
Total Chapters 0 0 0 92 11 18 30 294

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Statistics updated 2026-02-12