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 1 3 13 474
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 244 2 4 7 655
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation 0 0 0 0 0 3 8 8
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 2 3 9 183
A Structural Macro Model of the Yield Curve 0 0 0 0 2 4 15 260
A macro-financial analysis of the corporate bond market 0 0 0 13 1 3 10 71
A macro-financial analysis of the corporate bond market 0 0 0 48 1 2 7 187
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 2 3 9 18
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 1 2 8 274
A multi-factor model for the valuation and risk managment of demand deposits 0 0 0 685 1 3 9 1,932
Ageing and the Relative Price of Nontradeables 0 0 0 51 4 11 24 177
An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates 0 0 0 265 6 8 12 786
An Affine Model for International Bond Markets 0 0 0 250 3 3 6 778
An Affine Model for International Bond Markets 0 0 0 9 2 3 7 56
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 3 3 10 24
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 3 4 11 219
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 2 8 22 304
An Extended Macro-Finance Model with Financial Factors 0 1 1 156 4 8 16 618
An extended macro-finance model with financial factors 0 0 0 55 0 5 13 291
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 0 0 4 112 4 7 31 319
Dependent or Independent Nonlinearity in Speculative Returns 0 0 0 3 1 1 4 1,178
Dependent or Independent Nonlinearity in Speculative Returns? 0 0 0 0 1 1 3 11
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 2 2 6 337
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 2 2 3 3
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 0 439 5 6 10 838
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 1 233 2 2 12 580
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 171 1 2 4 562
Fiscal activism and the cost of debt financing 0 0 1 48 5 6 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 0 117 1 3 8 242
Identification of Macroeconomic Factors in Large Panels 0 1 1 25 4 6 13 194
Identification of macroeconomic factors in large panels 0 1 1 74 2 3 10 449
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 0 109 7 8 18 374
Information in the Yield Curve: A Macro-Finance Approach 0 0 0 0 4 6 9 9
Information in the yield curve: A Macro-Finance approach 0 0 0 85 5 8 16 224
Information in the yield curve: A macro-finance approach 0 0 0 0 0 0 9 23
Limits to International Arbitrage: an Empirical Evaluation 0 0 0 25 1 1 6 140
Macro Factors and the Term Structure of Interest Rates 0 0 0 396 0 1 8 1,013
Macro Factors and the Term Structure of Interest Rates 0 0 0 476 7 7 15 1,705
Macro Factors and the Term Structure of Interest Rates 0 0 0 112 0 3 17 271
Macro factors and the Term Structure of Interest Rates 0 1 1 445 3 13 30 1,056
Macro factors and the term structure of interest rates 0 0 2 247 1 10 23 644
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 1 2 8 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 2 8 9 113
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 3 4 12 231
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 27 1 3 10 186
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 0 9 1 2 11 75
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 0 0 66 1 1 6 316
Real and financial cycles in EU countries - Stylised facts and modelling implications 0 0 1 124 6 10 33 643
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 1 1 4 42 3 4 20 112
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 0 0 2 26 7 7 27 120
Some borrowers are more equal than others: bank funding shocks and credit reallocation 0 0 1 37 6 11 16 137
Spatial propagation of macroeconomic shocks in Europe 0 0 0 109 3 8 15 228
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 3 5 9 178
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 2 3 3 9
The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation 0 0 0 166 2 3 10 472
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 202 2 6 14 584
The Effect of Monetary Unification on German Bond Markets 0 0 0 89 2 5 10 623
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 2 2 11 314
The Effect of Monetary Unification on German Bond Markets 0 0 0 37 0 1 7 233
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 150 1 5 14 628
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 15 2 3 12 97
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 1 8 517
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 0 47 2 5 14 152
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 1 1 54 2 5 24 179
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 1 62 3 9 21 137
Total Working Papers 1 6 22 7,048 155 294 827 25,162
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 2 203 3 4 13 454
A joint model for the term structure of interest rates and the macroeconomy 0 0 1 173 1 3 52 547
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 3 0 1 6 21
A macro-financial analysis of the euro area sovereign bond market 0 0 8 111 0 3 29 310
A macro–financial analysis of the corporate bond market 0 0 0 13 0 1 11 68
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 2 4 8 92
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 1 3 15 102 3 12 41 274
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 0 0 160 0 2 12 397
Charts as signals in Markov switching world 0 0 0 3 4 5 7 21
Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy 1 1 4 27 3 4 14 68
Do asymmetries matter for European monetary policy? 0 0 0 298 2 5 20 824
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 0 1 7 65
Effectiveness of Monetary Policy in Euroland 0 0 0 15 1 2 11 95
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 0 186 3 7 23 445
Expectation revisions and jumps in asset prices 0 0 0 12 1 1 3 55
Explaining Recent European Exchange‐Rate Stability 0 0 0 37 1 4 8 182
Fiscal activism and the cost of debt financing 0 0 0 0 3 3 8 203
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 0 28 3 5 16 116
Introduction 0 0 0 0 2 3 7 58
Limits to international arbitrage: an empirical evaluation 0 0 0 56 1 1 3 218
Macro Factors and the Term Structure of Interest Rates 0 0 8 517 3 6 31 1,286
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 1 11 5 5 13 36
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 1 2 7 116
Measuring convergence speed of asset prices toward a pre-announced target 0 0 0 36 8 8 15 210
Modelling interest rate volatility: Regime switches and level links 0 0 0 9 3 5 10 46
Monetary unification and the price of risk: An unconditional analysis 0 0 0 5 4 6 12 62
Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 0 0 0 29 4 6 11 150
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 0 18 2 4 11 128
Setting futures margins: the extremes approach 0 0 0 46 2 2 8 142
Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences 0 0 0 30 0 1 6 180
Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* 0 0 7 54 4 7 23 119
Spatial propagation of macroeconomic shocks in Europe 0 0 1 62 1 4 15 185
The Effect of Monetary Unification on German Bond Markets 0 0 0 11 3 3 9 110
The cost of technical trading rules in the Forex market: A utility-based evaluation 0 0 0 38 2 6 13 184
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 1 2 9 239
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 4 6 14 194
Total Journal Articles 2 5 47 2,449 80 144 506 7,900
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 3 5 10 14
Chaos in the Dornbusch Model of the Exchange Rate 0 0 0 12 1 2 9 45
Do Asymmetries Matter for European Monetary Policy? 0 0 0 4 1 2 6 23
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 0 0 76 2 4 10 213
On the Conduct of Monetary Policy in an Asymmetric Euroland 0 0 0 0 3 5 10 17
Total Chapters 0 0 0 92 10 18 45 312

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Statistics updated 2026-05-06