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 0 460
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 244 0 0 1 645
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation 0 0 0 34 0 0 0 94
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 1 243
A macro-financial analysis of the corporate bond market 0 0 1 45 1 1 3 169
A macro-financial analysis of the corporate bond market 1 1 1 12 1 1 2 58
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 1 2 8
A macro-financial analysis of the euro area sovereign bond market 1 1 1 130 1 2 4 263
A multi-factor model for the valuation and risk managment of demand deposits 0 1 1 683 0 3 4 1,919
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 1 265 0 0 1 773
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 1 772
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 0 0 3 208
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 0 154 0 0 1 598
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 0 1 8
An extended macro-finance model with financial factors 0 0 0 55 1 1 1 276
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 2 5 7 102 3 7 13 272
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 0 0 7
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 0 0 0 330
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 83 0 0 0 150
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 1 1 4 437 1 3 12 816
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 232 0 0 1 568
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 171 0 0 1 557
Fiscal activism and the cost of debt financing 0 0 1 47 0 0 1 189
Fitting Correlations Within and Between Bond Markets 0 0 0 75 0 0 0 209
Identification of Macroeconomic Factors in Large Panels 0 0 1 117 0 0 3 233
Identification of Macroeconomic Factors in Large Panels 0 0 0 24 0 0 0 178
Identification of macroeconomic factors in large panels 0 0 3 72 0 1 6 437
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 0 108 0 1 3 351
Information in the Yield Curve: A Macro-Finance Approach 1 1 1 100 1 1 1 265
Information in the yield curve: A Macro-Finance approach 0 0 0 84 0 0 0 202
Information in the yield curve: A macro-finance approach 0 0 0 0 0 0 1 9
Leviathan as a Minority Shareholder: A Study of Equity Purchases by the Brazilian National Development Bank (BNDES), 1995-2003 0 0 1 68 0 0 2 158
Limits to International Arbitrage: an Empirical Evaluation 0 0 0 25 0 0 0 131
Macro Factors and the Term Structure of Interest Rates 0 0 0 475 0 0 2 1,686
Macro Factors and the Term Structure of Interest Rates 0 0 2 112 0 0 3 253
Macro Factors and the Term Structure of Interest Rates 0 0 0 396 0 0 2 1,004
Macro factors and the Term Structure of Interest Rates 0 0 0 444 0 0 2 1,024
Macro factors and the term structure of interest rates 1 1 1 241 1 1 6 611
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 1 3 33
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 0 1 2 26
Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target 0 0 0 17 0 0 1 103
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 27 0 0 0 175
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 0 0 0 217
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 1 9 0 0 2 63
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 0 0 66 0 0 0 309
Real and financial cycles in EU countries - Stylised facts and modelling implications 1 2 5 118 1 7 37 593
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 1 2 3 17 4 5 10 62
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 1 3 4 20 3 6 9 81
Some borrowers are more equal than others: bank funding shocks and credit reallocation 1 1 2 30 3 5 7 112
Spatial propagation of macroeconomic shocks in Europe 0 0 1 109 1 1 4 212
Sticky Prices and the Nominal Effects of Real Shocks 0 0 0 1 0 0 0 43
Stochastic Process Switching and Stage III of EMU 0 0 0 26 0 0 1 168
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 0 5
The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation 0 0 0 166 0 0 3 461
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 202 1 2 3 567
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 0 0 0 303
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 89 0 0 0 610
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 15 0 0 0 84
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 1 150 0 0 1 611
The Information Content of Options on the IBEX-35 0 0 0 0 0 1 2 12
The Information Content of Options on the IBEX-35 0 0 0 0 0 0 2 509
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 1 3 46 0 1 9 134
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 1 53 2 2 7 150
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 2 60 0 0 2 112
Total Working Papers 11 20 49 7,249 25 55 189 24,772


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 2 2 200 1 3 4 438
A joint model for the term structure of interest rates and the macroeconomy 0 0 1 3 0 0 1 9
A joint model for the term structure of interest rates and the macroeconomy 1 1 1 171 1 1 2 490
A macro-financial analysis of the euro area sovereign bond market 0 1 11 98 0 4 19 270
A macro–financial analysis of the corporate bond market 0 0 1 12 0 0 4 51
An Extended Macro-Finance Model with Financial Factors 0 0 1 27 0 0 2 78
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 1 4 12 71 6 12 28 196
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 0 0 159 0 0 1 382
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 22 0 0 3 49
Do asymmetries matter for European monetary policy? 0 0 1 297 1 3 9 799
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 0 0 1 54
Effectiveness of Monetary Policy in Euroland 0 0 0 15 0 0 0 83
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 1 185 0 1 9 420
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 1 2 174
Fiscal activism and the cost of debt financing 0 0 0 0 0 0 1 193
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 0 25 0 0 2 97
Introduction 0 0 0 0 0 0 0 51
Limits to international arbitrage: an empirical evaluation 0 0 0 55 0 0 0 212
Macro Factors and the Term Structure of Interest Rates 2 2 7 495 4 9 27 1,227
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 1 8 0 0 4 21
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 1 23 0 0 2 108
Measuring convergence speed of asset prices toward a pre-announced target 0 0 0 36 0 0 0 193
Modelling interest rate volatility: Regime switches and level links 0 0 1 9 0 0 1 35
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 0 1 137
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 0 18 0 0 0 116
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 0 0 172
Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* 2 5 8 29 3 7 13 66
Spatial propagation of macroeconomic shocks in Europe 0 0 0 59 0 0 0 162
The Effect of Monetary Unification on German Bond Markets 0 0 0 11 0 0 0 100
The cost of technical trading rules in the Forex market: A utility-based evaluation 0 0 0 38 0 0 1 170
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 0 0 1 226
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 1 41 0 1 5 178
Total Journal Articles 7 15 51 2,331 16 42 143 7,206
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 1 3
Chaos in the Dornbusch Model of the Exchange Rate 0 0 1 11 0 0 3 35
Do Asymmetries Matter for European Monetary Policy? 0 0 0 4 0 0 2 16
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 0 0 76 0 0 1 203
On the Conduct of Monetary Policy in an Asymmetric Euroland 0 0 0 0 0 0 0 6
Total Chapters 0 0 1 91 0 0 7 263


Statistics updated 2024-05-04