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 0 6 10 471
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 244 1 3 5 652
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation 0 0 0 0 2 5 7 7
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 1 5 7 181
A Structural Macro Model of the Yield Curve 0 0 0 0 2 4 13 258
A macro-financial analysis of the corporate bond market 0 0 0 48 0 1 7 185
A macro-financial analysis of the corporate bond market 0 0 0 13 2 8 9 70
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 1 3 8 16
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 0 3 7 272
A multi-factor model for the valuation and risk managment of demand deposits 0 0 0 685 2 5 8 1,931
Ageing and the Relative Price of Nontradeables 0 0 0 51 7 16 20 173
An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates 0 0 0 265 1 3 6 779
An Affine Model for International Bond Markets 0 0 0 9 0 2 4 53
An Affine Model for International Bond Markets 0 0 0 250 0 2 3 775
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 3 8 21
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 3 16 17 299
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 0 5 7 215
An Extended Macro-Finance Model with Financial Factors 0 0 0 155 3 11 12 613
An extended macro-finance model with financial factors 0 0 0 55 5 12 13 291
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 0 1 4 112 1 11 26 313
Dependent or Independent Nonlinearity in Speculative Returns 0 0 0 3 0 3 3 1,177
Dependent or Independent Nonlinearity in Speculative Returns? 0 0 0 0 0 0 2 10
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 0 3 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 0 439 0 2 6 832
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 1 233 0 7 10 578
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 171 1 3 3 561
Fiscal activism and the cost of debt financing 0 0 1 48 0 1 4 193
Fitting Correlations Within and Between Bond Markets 0 0 0 75 0 4 7 218
Identification of Macroeconomic Factors in Large Panels 1 1 1 25 2 9 10 190
Identification of Macroeconomic Factors in Large Panels 0 0 0 117 1 5 7 240
Identification of macroeconomic factors in large panels 1 1 1 74 1 4 9 447
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 0 109 0 9 10 366
Information in the Yield Curve: A Macro-Finance Approach 0 0 0 0 0 2 3 3
Information in the yield curve: A Macro-Finance approach 0 0 0 85 0 6 9 216
Information in the yield curve: A macro-finance approach 0 0 0 0 0 8 12 23
Limits to International Arbitrage: an Empirical Evaluation 0 0 0 25 0 3 6 139
Macro Factors and the Term Structure of Interest Rates 0 0 0 396 0 2 7 1,012
Macro Factors and the Term Structure of Interest Rates 0 0 0 112 3 10 18 271
Macro Factors and the Term Structure of Interest Rates 0 0 0 476 0 4 8 1,698
Macro factors and the Term Structure of Interest Rates 1 1 1 445 8 19 25 1,051
Macro factors and the term structure of interest rates 0 0 3 247 9 16 25 643
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 1 6 39
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 0 3 6 34
Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target 0 0 0 17 6 7 7 111
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 27 2 7 10 185
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 1 7 10 228
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 0 9 1 6 10 74
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 0 0 66 0 3 5 315
Real and financial cycles in EU countries - Stylised facts and modelling implications 0 0 3 124 2 15 29 635
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 0 0 5 41 1 7 19 109
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 0 0 2 26 0 3 21 113
Some borrowers are more equal than others: bank funding shocks and credit reallocation 0 0 3 37 5 7 12 131
Spatial propagation of macroeconomic shocks in Europe 0 0 0 109 4 9 11 224
Sticky Prices and the Nominal Effects of Real Shocks 0 0 0 1 0 0 4 49
Stochastic Process Switching and Stage III of EMU 0 0 0 26 1 4 5 174
Testing for Forecasting Poential in the Bispectrum 0 0 0 0 0 1 1 827
Testing for the Forecasting Potential in the Bispectrum 0 0 0 0 1 1 1 7
The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation 0 0 0 166 0 4 7 469
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 202 4 12 12 582
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 0 3 9 312
The Effect of Monetary Unification on German Bond Markets 0 0 0 89 3 6 8 621
The Effect of Monetary Unification on German Bond Markets 0 0 0 37 0 1 7 232
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 150 4 11 13 627
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 15 1 7 11 95
The Information Content of Options on the IBEX-35 0 0 0 0 0 4 8 23
The Information Content of Options on the IBEX-35 0 0 0 0 0 4 7 516
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 1 47 0 5 11 147
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 1 1 1 54 2 17 22 176
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 2 62 4 10 17 132
Total Working Papers 4 5 29 7,046 98 410 675 24,966
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 1 1 3 203 1 6 11 451
A joint model for the term structure of interest rates and the macroeconomy 0 0 1 173 1 48 52 545
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 3 1 5 7 21
A macro-financial analysis of the euro area sovereign bond market 0 3 8 111 2 15 28 309
A macro–financial analysis of the corporate bond market 0 0 0 13 1 6 12 68
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 1 1 6 89
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 0 2 16 99 2 11 38 264
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 0 0 160 1 7 11 396
Charts as signals in Markov switching world 0 0 0 3 1 1 3 17
Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy 0 1 3 26 0 7 11 64
Do asymmetries matter for European monetary policy? 0 0 0 298 2 8 18 821
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 0 2 8 64
Effectiveness of Monetary Policy in Euroland 0 0 0 15 0 7 9 93
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 0 186 1 10 17 439
Expectation revisions and jumps in asset prices 0 0 0 12 0 1 2 54
Explaining Recent European Exchange‐Rate Stability 0 0 0 37 2 6 6 180
Fiscal activism and the cost of debt financing 0 0 0 0 0 1 6 200
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 0 28 1 7 12 112
Introduction 0 0 0 0 0 2 4 55
Limits to international arbitrage: an empirical evaluation 0 0 1 56 0 2 3 217
Macro Factors and the Term Structure of Interest Rates 0 1 9 517 2 10 29 1,282
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 1 11 0 7 8 31
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 2 6 114
Measuring convergence speed of asset prices toward a pre-announced target 0 0 0 36 0 3 9 202
Modelling interest rate volatility: Regime switches and level links 0 0 0 9 1 3 7 42
Monetary unification and the price of risk: An unconditional analysis 0 0 0 5 2 8 9 58
Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 0 0 0 29 0 4 6 144
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 0 18 2 6 9 126
Setting futures margins: the extremes approach 0 0 0 46 0 3 6 140
Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences 0 0 0 30 0 3 5 179
Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* 0 0 11 54 0 4 22 112
Spatial propagation of macroeconomic shocks in Europe 0 0 2 62 1 4 15 182
The Effect of Monetary Unification on German Bond Markets 0 0 0 11 0 6 7 107
The cost of technical trading rules in the Forex market: A utility-based evaluation 0 0 0 38 2 6 10 180
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 1 4 9 238
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 1 3 9 189
Total Journal Articles 1 8 55 2,445 29 229 430 7,785
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 3 6 9
Chaos in the Dornbusch Model of the Exchange Rate 0 0 0 12 0 3 7 43
Do Asymmetries Matter for European Monetary Policy? 0 0 0 4 1 3 6 22
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 0 0 76 2 7 8 211
On the Conduct of Monetary Policy in an Asymmetric Euroland 0 0 0 0 1 4 7 13
Total Chapters 0 0 0 92 4 20 34 298

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Statistics updated 2026-03-04