Access Statistics for Hans Dewachter

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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 1 1 2 462
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 244 0 0 4 649
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation 0 0 0 0 0 0 0 0
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 9 9 254
A macro-financial analysis of the corporate bond market 0 0 0 13 1 1 1 62
A macro-financial analysis of the corporate bond market 0 0 1 48 0 1 9 181
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 0 3 5 269
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 1 1 2 10
A multi-factor model for the valuation and risk managment of demand deposits 0 0 1 685 0 1 3 1,924
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 0 1 2 775
An Affine Model for International Bond Markets 0 0 0 250 0 0 0 772
An Affine Model for International Bond Markets 0 0 0 9 0 1 1 50
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 0 0 1 283
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 0 5 15
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 0 155 0 0 3 602
An extended macro-finance model with financial factors 0 0 0 55 0 0 2 278
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 2 3 3 111 4 6 14 294
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 1 8
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 0 0 1 331
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 0 0 0 0
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 1 439 0 0 10 829
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 232 0 0 1 569
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 171 0 0 1 558
Fiscal activism and the cost of debt financing 0 0 0 47 0 0 2 191
Fitting Correlations Within and Between Bond Markets 0 0 0 75 1 1 4 213
Identification of Macroeconomic Factors in Large Panels 0 0 0 117 0 0 1 234
Identification of Macroeconomic Factors in Large Panels 0 0 0 24 0 0 2 181
Identification of macroeconomic factors in large panels 0 0 1 73 0 0 2 439
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 0 109 0 0 3 356
Information in the Yield Curve: A Macro-Finance Approach 0 0 0 0 0 1 1 1
Information in the yield curve: A Macro-Finance approach 0 0 0 85 0 0 4 208
Information in the yield curve: A macro-finance approach 0 0 0 0 0 1 4 15
Limits to International Arbitrage: an Empirical Evaluation 0 0 0 25 0 0 3 134
Macro Factors and the Term Structure of Interest Rates 0 0 0 396 1 1 3 1,007
Macro Factors and the Term Structure of Interest Rates 0 0 1 476 1 1 4 1,691
Macro Factors and the Term Structure of Interest Rates 0 0 0 112 1 1 2 255
Macro factors and the Term Structure of Interest Rates 0 0 0 444 2 2 3 1,028
Macro factors and the term structure of interest rates 0 2 5 247 2 4 12 626
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 1 1 2 35
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 1 1 3 30
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 2 177
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 0 0 2 219
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 0 9 0 1 2 66
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 0 0 66 0 0 1 310
Real and financial cycles in EU countries - Stylised facts and modelling implications 0 0 6 124 1 3 22 616
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 0 2 15 41 2 4 21 97
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 0 2 5 26 0 4 15 100
Some borrowers are more equal than others: bank funding shocks and credit reallocation 1 1 3 37 1 1 6 122
Spatial propagation of macroeconomic shocks in Europe 0 0 0 109 1 1 1 214
Sticky Prices and the Nominal Effects of Real Shocks 0 0 0 1 1 1 3 46
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 0 1 6
The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation 0 0 0 166 0 0 1 462
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 202 0 0 0 570
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 1 2 2 305
The Effect of Monetary Unification on German Bond Markets 0 0 0 37 0 0 1 226
The Effect of Monetary Unification on German Bond Markets 0 0 0 89 0 0 3 613
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 15 0 0 1 85
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 150 0 0 2 614
The Information Content of Options on the IBEX-35 0 0 0 0 0 0 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 1 47 1 3 7 141
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 0 53 1 3 6 158
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 1 2 62 1 2 5 118
Total Working Papers 3 11 45 7,039 28 65 241 24,416
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 1 2 202 0 1 4 443
A joint model for the term structure of interest rates and the macroeconomy 0 0 2 173 0 0 5 496
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 3 0 0 5 15
A macro-financial analysis of the euro area sovereign bond market 0 0 1 103 0 0 6 282
A macro–financial analysis of the corporate bond market 0 0 0 13 0 1 4 58
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 0 1 6 86
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 3 6 15 93 3 6 34 242
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 0 0 160 0 0 3 386
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 1 2 24 0 1 6 55
Do asymmetries matter for European monetary policy? 0 0 0 298 0 0 3 804
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 2 3 7 61
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 0 1 186 1 4 6 426
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 0 0 2 195
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 1 28 0 1 3 102
Introduction 0 0 0 0 0 0 0 51
Limits to international arbitrage: an empirical evaluation 0 0 1 56 0 0 2 215
Macro Factors and the Term Structure of Interest Rates 0 1 13 514 2 4 25 1,266
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 1 10 0 0 1 23
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 0 1 109
Measuring convergence speed of asset prices toward a pre-announced target 0 0 0 36 0 0 2 195
Modelling interest rate volatility: Regime switches and level links 0 0 0 9 0 0 1 36
Monetary unification and the price of risk: An unconditional analysis 0 0 0 5 0 0 1 50
Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 0 0 0 29 0 0 2 139
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 0 18 0 0 2 118
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 2 174
Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* 2 4 16 52 2 4 27 104
Spatial propagation of macroeconomic shocks in Europe 0 0 1 61 2 2 9 172
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 0 1 2 172
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 0 1 6 232
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 1 42 1 2 4 182
Total Journal Articles 5 13 57 2,421 13 32 183 7,448
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 4
Chaos in the Dornbusch Model of the Exchange Rate 0 0 1 12 2 2 3 38
Do Asymmetries Matter for European Monetary Policy? 0 0 0 4 0 0 2 18
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 0 0 76 1 1 1 204
On the Conduct of Monetary Policy in an Asymmetric Euroland 0 0 0 0 1 1 2 8
Total Chapters 0 0 1 92 4 4 9 272

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Statistics updated 2025-09-05