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 4 7 8 469
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 244 1 1 3 650
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation 0 0 0 0 2 4 4 4
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 4 6 6 180
A Structural Macro Model of the Yield Curve 0 0 0 0 1 1 10 255
A macro-financial analysis of the corporate bond market 0 0 0 13 1 1 2 63
A macro-financial analysis of the corporate bond market 0 0 0 48 1 4 9 185
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 1 1 6 270
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 3 5 13
A multi-factor model for the valuation and risk managment of demand deposits 0 0 0 685 0 2 4 1,926
Ageing and the Relative Price of Nontradeables 0 0 0 51 5 8 9 162
An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates 0 0 0 265 0 1 3 776
An Affine Model for International Bond Markets 0 0 0 9 1 2 3 52
An Affine Model for International Bond Markets 0 0 0 250 2 3 3 775
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 1 3 3 211
An Extended Macro-Finance Model with Financial Factors 0 0 0 155 1 1 3 603
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 3 3 4 286
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 2 3 7 20
An extended macro-finance model with financial factors 0 0 0 55 1 2 2 280
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 1 1 4 112 4 10 23 306
Dependent or Independent Nonlinearity in Speculative Returns 0 0 0 3 1 1 1 1,175
Dependent or Independent Nonlinearity in Speculative Returns? 0 0 0 0 0 2 3 10
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 2 3 4 334
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 1 1 1 1
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 1 439 0 1 10 830
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 1 1 233 4 6 7 575
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 171 1 1 2 559
Fiscal activism and the cost of debt financing 0 1 1 48 1 2 4 193
Fitting Correlations Within and Between Bond Markets 0 0 0 75 2 3 6 216
Identification of Macroeconomic Factors in Large Panels 0 0 0 117 1 2 3 236
Identification of Macroeconomic Factors in Large Panels 0 0 0 24 2 2 4 183
Identification of macroeconomic factors in large panels 0 0 0 73 2 5 7 445
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 0 109 2 3 5 359
Information in the Yield Curve: A Macro-Finance Approach 0 0 0 0 1 1 2 2
Information in the yield curve: A Macro-Finance approach 0 0 0 85 3 5 7 213
Information in the yield curve: A macro-finance approach 0 0 0 0 5 5 9 20
Limits to International Arbitrage: an Empirical Evaluation 0 0 0 25 0 2 3 136
Macro Factors and the Term Structure of Interest Rates 0 0 0 396 1 4 7 1,011
Macro Factors and the Term Structure of Interest Rates 0 0 0 112 0 4 8 261
Macro Factors and the Term Structure of Interest Rates 0 0 0 476 1 4 5 1,695
Macro factors and the Term Structure of Interest Rates 0 0 0 444 0 4 6 1,032
Macro factors and the term structure of interest rates 0 0 4 247 2 2 12 629
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 3 5 38
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 1 2 5 32
Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target 0 0 0 17 0 0 0 104
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 27 1 1 4 179
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 2 4 5 223
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 0 9 1 2 5 69
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 0 0 66 2 4 5 314
Real and financial cycles in EU countries - Stylised facts and modelling implications 0 0 4 124 4 6 22 624
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 0 0 10 41 2 7 20 104
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 0 0 4 26 0 10 22 110
Some borrowers are more equal than others: bank funding shocks and credit reallocation 0 0 3 37 1 3 9 125
Spatial propagation of macroeconomic shocks in Europe 0 0 0 109 1 2 3 216
Sticky Prices and the Nominal Effects of Real Shocks 0 0 0 1 0 3 6 49
Stochastic Process Switching and Stage III of EMU 0 0 0 26 0 1 1 170
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 4 7 8 469
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 202 5 5 5 575
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 3 7 9 312
The Effect of Monetary Unification on German Bond Markets 0 0 0 37 0 4 6 231
The Effect of Monetary Unification on German Bond Markets 0 0 0 89 1 2 6 616
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 150 2 4 5 618
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 15 1 3 5 89
The Information Content of Options on the IBEX-35 0 0 0 0 3 6 6 515
The Information Content of Options on the IBEX-35 0 0 0 0 2 5 9 21
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 1 47 2 3 9 144
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 0 53 8 9 15 167
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 2 62 2 6 10 124
Total Working Papers 1 3 35 7,042 115 238 439 24,671
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 6 446
A joint model for the term structure of interest rates and the macroeconomy 0 0 2 173 36 37 41 533
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 3 1 2 4 17
A macro-financial analysis of the euro area sovereign bond market 3 8 8 111 8 20 22 302
A macro–financial analysis of the corporate bond market 0 0 0 13 2 6 9 64
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 0 2 6 88
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 1 4 17 98 3 11 33 256
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 0 0 160 2 5 7 391
Charts as signals in Markov switching world 0 0 0 3 0 2 2 16
Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy 1 1 3 26 1 2 8 58
Do asymmetries matter for European monetary policy? 0 0 0 298 2 9 12 815
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 1 2 8 63
Effectiveness of Monetary Policy in Euroland 0 0 0 15 0 1 2 86
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 1 186 2 5 11 431
Expectation revisions and jumps in asset prices 0 0 0 12 0 1 1 53
Explaining Recent European Exchange‐Rate Stability 0 0 0 37 2 2 2 176
Fiscal activism and the cost of debt financing 0 0 0 0 0 3 6 199
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 1 28 4 6 10 109
Introduction 0 0 0 0 2 4 4 55
Limits to international arbitrage: an empirical evaluation 0 0 1 56 1 1 2 216
Macro Factors and the Term Structure of Interest Rates 0 2 9 516 3 9 24 1,275
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 1 1 11 2 3 3 26
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 2 4 6 114
Measuring convergence speed of asset prices toward a pre-announced target 0 0 0 36 2 6 8 201
Modelling interest rate volatility: Regime switches and level links 0 0 0 9 0 3 4 39
Monetary unification and the price of risk: An unconditional analysis 0 0 0 5 2 2 3 52
Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 0 0 0 29 1 1 4 141
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 0 18 0 2 3 120
Setting futures margins: the extremes approach 0 0 0 46 2 4 5 139
Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences 0 0 0 30 0 2 4 176
Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* 0 1 15 54 2 5 26 110
Spatial propagation of macroeconomic shocks in Europe 0 0 2 62 1 4 12 179
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 1 3 5 175
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 3 5 9 237
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 0 4 6 186
Total Journal Articles 5 17 62 2,442 89 180 319 7,645
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 2 3 5 8
Chaos in the Dornbusch Model of the Exchange Rate 0 0 0 12 0 2 4 40
Do Asymmetries Matter for European Monetary Policy? 0 0 0 4 0 0 3 19
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 0 0 76 2 2 3 206
On the Conduct of Monetary Policy in an Asymmetric Euroland 0 0 0 0 1 1 4 10
Total Chapters 0 0 0 92 5 8 19 283

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Statistics updated 2026-01-09