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 13 474
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 244 0 1 7 656
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation 0 0 0 0 0 0 8 8
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 0 0 9 183
A Structural Macro Model of the Yield Curve 0 0 0 0 0 1 7 261
A macro-financial analysis of the corporate bond market 0 0 0 48 0 3 9 190
A macro-financial analysis of the corporate bond market 0 0 0 13 0 1 11 72
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 0 2 7 276
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 0 9 18
A multi-factor model for the valuation and risk managment of demand deposits 0 0 0 685 1 2 10 1,934
Ageing and the Relative Price of Nontradeables 0 0 0 51 0 0 24 177
An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates 0 0 0 265 0 0 11 786
An Affine Model for International Bond Markets 0 0 0 9 0 2 8 58
An Affine Model for International Bond Markets 0 0 0 250 0 1 7 779
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 0 2 23 306
An Extended Macro-Finance Model with Financial Factors 0 0 1 156 0 1 17 619
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 1 10 25
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 0 1 12 220
An extended macro-finance model with financial factors 0 0 0 55 0 0 13 291
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 0 0 3 112 0 2 31 321
Dependent or Independent Nonlinearity in Speculative Returns 0 0 0 3 0 0 4 1,178
Dependent or Independent Nonlinearity in Speculative Returns? 0 0 0 0 0 0 3 11
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 0 0 6 337
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 0 1 4 4
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 0 439 0 0 9 838
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 1 233 0 0 11 580
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 171 1 2 6 564
Fiscal activism and the cost of debt financing 0 0 1 48 0 0 8 199
Fitting Correlations Within and Between Bond Markets 0 0 0 75 0 0 6 218
Identification of Macroeconomic Factors in Large Panels 0 0 1 25 0 0 13 194
Identification of Macroeconomic Factors in Large Panels 0 0 0 117 1 2 10 244
Identification of macroeconomic factors in large panels 0 0 1 74 0 0 10 449
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 0 109 0 0 18 374
Information in the Yield Curve: A Macro-Finance Approach 0 0 0 0 0 1 9 10
Information in the yield curve: A Macro-Finance approach 0 0 0 85 0 2 18 226
Information in the yield curve: A macro-finance approach 0 0 0 0 0 0 8 23
Limits to International Arbitrage: an Empirical Evaluation 0 0 0 25 0 0 6 140
Macro Factors and the Term Structure of Interest Rates 0 0 0 112 0 2 19 273
Macro Factors and the Term Structure of Interest Rates 0 0 0 396 0 1 8 1,014
Macro Factors and the Term Structure of Interest Rates 0 0 0 476 1 6 21 1,711
Macro factors and the Term Structure of Interest Rates 0 0 1 445 1 3 33 1,059
Macro factors and the term structure of interest rates 0 0 0 247 1 3 23 647
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 0 7 41
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 0 0 5 34
Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target 0 0 0 17 0 1 10 114
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 0 1 13 232
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 27 0 0 10 186
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 0 9 0 0 9 75
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 0 0 66 0 1 7 317
Real and financial cycles in EU countries - Stylised facts and modelling implications 0 0 0 124 0 2 30 645
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 0 0 1 42 0 0 17 112
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 0 1 1 27 0 2 22 122
Some borrowers are more equal than others: bank funding shocks and credit reallocation 0 0 1 37 0 1 17 138
Spatial propagation of macroeconomic shocks in Europe 0 0 0 109 1 3 18 231
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 0 1 10 179
Testing for Forecasting Poential in the Bispectrum 0 0 0 0 0 0 1 827
Testing for the Forecasting Potential in the Bispectrum 0 0 0 0 0 0 3 9
The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation 0 0 0 166 0 0 10 472
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 202 0 4 18 588
The Effect of Monetary Unification on German Bond Markets 0 0 0 89 0 2 12 625
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 0 1 11 315
The Effect of Monetary Unification on German Bond Markets 0 0 0 37 0 0 7 233
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 15 0 0 12 97
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 150 0 0 14 628
The Information Content of Options on the IBEX-35 0 0 0 0 0 0 8 23
The Information Content of Options on the IBEX-35 0 0 0 0 0 0 8 517
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 1 54 2 5 27 184
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 0 47 0 3 15 155
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 0 62 0 3 23 140
Total Working Papers 0 1 13 7,049 9 73 847 25,235
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 1 203 0 0 11 454
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 173 1 1 52 548
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 3 1 2 8 23
A macro-financial analysis of the euro area sovereign bond market 0 0 8 111 0 2 30 312
A macro–financial analysis of the corporate bond market 0 0 0 13 3 5 15 73
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 0 2 8 94
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 0 2 14 104 2 8 43 282
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 1 1 161 2 6 17 403
Charts as signals in Markov switching world 0 0 0 3 0 1 8 22
Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy 0 0 3 27 0 0 13 68
Do asymmetries matter for European monetary policy? 0 0 0 298 0 2 22 826
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 0 0 6 65
Effectiveness of Monetary Policy in Euroland 0 0 0 15 0 0 11 95
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 0 186 0 1 21 446
Expectation revisions and jumps in asset prices 0 0 0 12 0 0 3 55
Explaining Recent European Exchange‐Rate Stability 0 0 0 37 0 1 9 183
Fiscal activism and the cost of debt financing 0 0 0 0 0 0 8 203
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 0 28 0 1 15 117
Introduction 0 0 0 0 0 0 7 58
Limits to international arbitrage: an empirical evaluation 0 0 0 56 0 0 3 218
Macro Factors and the Term Structure of Interest Rates 0 0 3 517 0 3 25 1,289
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 1 2 12 0 1 14 37
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 1 8 117
Measuring convergence speed of asset prices toward a pre-announced target 0 0 0 36 0 1 16 211
Modelling interest rate volatility: Regime switches and level links 0 0 0 9 0 0 10 46
Monetary unification and the price of risk: An unconditional analysis 0 0 0 5 0 0 12 62
Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 0 0 0 29 2 4 15 154
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 0 18 2 3 13 131
Setting futures margins: the extremes approach 0 0 0 46 0 1 9 143
Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences 0 0 0 30 0 2 8 182
Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* 0 1 5 55 0 2 19 121
Spatial propagation of macroeconomic shocks in Europe 0 1 2 63 0 1 16 186
The Effect of Monetary Unification on German Bond Markets 0 0 0 11 1 2 11 112
The cost of technical trading rules in the Forex market: A utility-based evaluation 0 2 2 40 0 2 14 186
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 0 1 8 240
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 0 0 13 194
Total Journal Articles 0 8 41 2,457 14 56 521 7,956
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 0 10 14
Chaos in the Dornbusch Model of the Exchange Rate 0 0 0 12 0 0 9 45
Do Asymmetries Matter for European Monetary Policy? 0 1 1 5 0 1 6 24
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 0 0 76 0 1 11 214
On the Conduct of Monetary Policy in an Asymmetric Euroland 0 0 0 0 0 0 10 17
Total Chapters 0 1 1 93 0 2 46 314

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07