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 0 1 461
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 244 1 1 3 648
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation 0 0 0 34 0 1 2 96
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 0 0 0 174
A Structural Macro Model of the Yield Curve 0 0 0 0 0 0 2 245
A macro-financial analysis of the corporate bond market 0 0 3 48 2 4 12 180
A macro-financial analysis of the corporate bond market 0 0 2 13 0 0 4 61
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 1 1 1 9
A macro-financial analysis of the euro area sovereign bond market 0 0 2 131 1 2 4 266
A multi-factor model for the valuation and risk managment of demand deposits 0 0 2 685 0 1 4 1,923
Ageing and the Relative Price of Nontradeables 0 0 0 51 0 0 0 153
An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates 0 0 0 265 1 1 1 774
An Affine Model for International Bond Markets 0 0 0 9 0 0 0 49
An Affine Model for International Bond Markets 0 0 0 250 0 0 0 772
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 1 1 6 14
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 1 155 1 2 4 602
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 0 0 0 282
An extended macro-finance model with financial factors 0 0 0 55 0 0 3 278
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 0 0 8 108 1 5 19 288
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 0 1 1 8
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 0 1 1 331
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 1 1 84 0 1 1 151
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 1 3 439 1 7 12 827
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 232 0 0 0 568
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 171 0 1 1 558
Fiscal activism and the cost of debt financing 0 0 0 47 2 2 2 191
Fitting Correlations Within and Between Bond Markets 0 0 0 75 0 1 2 211
Identification of Macroeconomic Factors in Large Panels 0 0 0 117 1 1 1 234
Identification of Macroeconomic Factors in Large Panels 0 0 0 24 1 2 3 181
Identification of macroeconomic factors in large panels 0 0 1 73 1 1 2 439
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 1 109 0 2 5 356
Information in the Yield Curve: A Macro-Finance Approach 0 0 3 102 0 0 3 267
Information in the yield curve: A Macro-Finance approach 0 0 1 85 1 2 6 208
Information in the yield curve: A macro-finance approach 0 0 0 0 1 1 3 12
Leviathan as a Minority Shareholder: A Study of Equity Purchases by the Brazilian National Development Bank (BNDES), 1995-2003 0 0 0 68 0 0 1 159
Limits to International Arbitrage: an Empirical Evaluation 0 0 0 25 1 1 3 134
Macro Factors and the Term Structure of Interest Rates 0 0 0 396 0 1 1 1,005
Macro Factors and the Term Structure of Interest Rates 0 0 1 476 0 0 4 1,690
Macro Factors and the Term Structure of Interest Rates 0 0 0 112 1 1 1 254
Macro factors and the Term Structure of Interest Rates 0 0 0 444 0 0 2 1,026
Macro factors and the term structure of interest rates 1 2 5 245 2 3 10 620
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 0 0 33
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 1 2 3 29
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 1 1 1 176
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 1 1 2 219
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 0 9 0 0 1 64
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 0 0 66 0 1 1 310
Real and financial cycles in EU countries - Stylised facts and modelling implications 1 2 5 122 1 5 15 607
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 1 6 21 37 1 7 33 91
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 0 2 5 24 1 5 15 93
Some borrowers are more equal than others: bank funding shocks and credit reallocation 0 0 5 34 0 3 10 119
Spatial propagation of macroeconomic shocks in Europe 0 0 0 109 0 0 2 213
Sticky Prices and the Nominal Effects of Real Shocks 0 0 0 1 0 2 2 45
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 1 1 6
The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation 0 0 0 166 0 1 1 462
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 202 0 0 4 570
The Effect of Monetary Unification on German Bond Markets 0 0 0 89 0 3 3 613
The Effect of Monetary Unification on German Bond Markets 0 0 0 37 0 0 0 225
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 0 0 0 303
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 15 1 1 1 85
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 150 0 1 3 614
The Information Content of Options on the IBEX-35 0 0 0 0 0 3 3 15
The Information Content of Options on the IBEX-35 0 0 0 0 0 0 0 509
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 0 53 1 3 7 155
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 0 46 1 2 3 137
The response of euro area sovereign spreads to the ECB unconventional monetary policies 1 1 1 61 1 2 4 116
Total Working Papers 4 15 71 7,309 31 92 248 24,995


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 1 200 0 0 3 440
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 3 1 2 6 15
A joint model for the term structure of interest rates and the macroeconomy 0 1 2 172 2 3 6 495
A macro-financial analysis of the euro area sovereign bond market 0 0 5 103 0 1 11 281
A macro–financial analysis of the corporate bond market 0 0 1 13 1 2 6 57
An Extended Macro-Finance Model with Financial Factors 0 0 2 29 1 2 6 84
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 1 3 14 84 4 7 40 230
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 0 1 160 0 1 3 385
Charts as signals in Markov switching world 0 0 0 3 0 0 0 14
Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy 0 0 1 23 0 3 4 53
Do asymmetries matter for European monetary policy? 0 0 1 298 1 1 6 804
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 1 2 3 57
Effectiveness of Monetary Policy in Euroland 0 0 0 15 0 0 1 84
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 1 1 186 0 2 2 422
Expectation revisions and jumps in asset prices 0 0 0 12 0 0 0 52
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 1 2 2 195
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 1 3 28 0 1 3 100
Introduction 0 0 0 0 0 0 0 51
Limits to international arbitrage: an empirical evaluation 1 1 1 56 1 1 3 215
Macro Factors and the Term Structure of Interest Rates 1 2 16 509 2 4 32 1,255
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 2 10 0 0 2 23
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 1 1 1 109
Measuring convergence speed of asset prices toward a pre-announced target 0 0 0 36 2 2 2 195
Modelling interest rate volatility: Regime switches and level links 0 0 0 9 1 1 1 36
Monetary unification and the price of risk: An unconditional analysis 0 0 0 5 0 0 0 49
Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 0 0 0 29 0 1 1 138
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 0 18 0 0 1 117
Setting futures margins: the extremes approach 0 0 0 46 0 0 0 134
Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences 0 0 0 30 0 2 2 174
Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* 1 5 17 44 2 8 29 92
Spatial propagation of macroeconomic shocks in Europe 1 1 2 61 3 3 8 170
The Effect of Monetary Unification on German Bond Markets 0 0 0 11 1 1 1 101
The cost of technical trading rules in the Forex market: A utility-based evaluation 0 0 0 38 1 1 1 171
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 1 2 4 230
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 1 42 0 0 2 180
Total Journal Articles 5 15 71 2,395 27 56 192 7,382
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 1 1 4
Chaos in the Dornbusch Model of the Exchange Rate 0 0 1 12 0 0 1 36
Do Asymmetries Matter for European Monetary Policy? 0 0 0 4 1 1 1 17
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 0 0 76 0 0 0 203
On the Conduct of Monetary Policy in an Asymmetric Euroland 0 0 0 0 1 1 1 7
Total Chapters 0 0 1 92 3 3 4 267


Statistics updated 2025-04-04