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 1 13 474
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 244 1 3 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 2 9 183
A Structural Macro Model of the Yield Curve 0 0 0 0 0 3 16 261
A macro-financial analysis of the corporate bond market 0 0 0 13 0 2 11 72
A macro-financial analysis of the corporate bond market 0 0 0 48 2 4 9 190
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 1 3 7 276
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 2 9 18
A multi-factor model for the valuation and risk managment of demand deposits 0 0 0 685 0 2 10 1,933
Ageing and the Relative Price of Nontradeables 0 0 0 51 0 4 24 177
An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates 0 0 0 265 0 6 11 786
An Affine Model for International Bond Markets 0 0 0 9 0 4 9 58
An Affine Model for International Bond Markets 0 0 0 250 0 4 7 779
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 1 4 12 220
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 1 4 10 25
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 0 4 23 306
An Extended Macro-Finance Model with Financial Factors 0 0 1 156 1 5 17 619
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 6 31 321
Dependent or Independent Nonlinearity in Speculative Returns 0 0 0 3 0 1 4 1,178
Dependent or Independent Nonlinearity in Speculative Returns? 0 0 0 0 0 1 3 11
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 0 2 6 337
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 1 3 4 4
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 0 439 0 5 9 838
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 1 233 0 2 11 580
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 171 0 2 5 563
Fiscal activism and the cost of debt financing 0 0 1 48 0 5 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 4 13 194
Identification of Macroeconomic Factors in Large Panels 0 0 0 117 1 2 9 243
Identification of macroeconomic factors in large panels 0 0 1 74 0 2 10 449
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 0 109 0 7 18 374
Information in the Yield Curve: A Macro-Finance Approach 0 0 0 0 1 5 10 10
Information in the yield curve: A Macro-Finance approach 0 0 0 85 0 7 18 226
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 0 1 6 140
Macro Factors and the Term Structure of Interest Rates 0 0 0 476 3 12 20 1,710
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 0 112 2 2 19 273
Macro factors and the Term Structure of Interest Rates 0 0 1 445 1 5 32 1,058
Macro factors and the term structure of interest rates 0 0 0 247 1 3 22 646
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 1 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 3 10 114
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 1 4 13 232
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 27 0 1 10 186
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 0 9 0 1 9 75
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 0 0 66 1 2 7 317
Real and financial cycles in EU countries - Stylised facts and modelling implications 0 0 0 124 0 8 32 645
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 0 1 2 42 0 3 18 112
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 0 1 2 27 0 9 24 122
Some borrowers are more equal than others: bank funding shocks and credit reallocation 0 0 1 37 1 7 17 138
Spatial propagation of macroeconomic shocks in Europe 0 0 0 109 2 5 17 230
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 4 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 2 3 9
The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation 0 0 0 166 0 2 10 472
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 202 3 6 18 588
The Effect of Monetary Unification on German Bond Markets 0 0 0 37 0 0 7 233
The Effect of Monetary Unification on German Bond Markets 0 0 0 89 0 4 12 625
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 0 3 12 315
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 150 0 1 14 628
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 15 0 2 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 0 8 517
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 1 54 1 5 25 182
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 0 47 0 5 17 155
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 1 62 2 6 24 140
Total Working Papers 0 2 16 7,049 28 219 860 25,226
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 2 203 0 3 12 454
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 3 0 1 7 22
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 173 0 1 51 547
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 1 2 13 70
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 1 4 9 94
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 1 3 14 104 2 9 41 280
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 1 1 161 1 4 15 401
Charts as signals in Markov switching world 0 0 0 3 1 5 8 22
Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy 0 1 3 27 0 3 13 68
Do asymmetries matter for European monetary policy? 0 0 0 298 2 4 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 1 11 95
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 0 186 1 4 23 446
Expectation revisions and jumps in asset prices 0 0 0 12 0 1 3 55
Explaining Recent European Exchange‐Rate Stability 0 0 0 37 0 2 9 183
Fiscal activism and the cost of debt financing 0 0 0 0 0 3 8 203
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 0 28 0 4 16 117
Introduction 0 0 0 0 0 2 7 58
Limits to international arbitrage: an empirical evaluation 0 0 0 56 0 1 3 218
Macro Factors and the Term Structure of Interest Rates 0 0 3 517 3 6 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 6 14 37
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 2 8 117
Measuring convergence speed of asset prices toward a pre-announced target 0 0 0 36 0 9 16 211
Modelling interest rate volatility: Regime switches and level links 0 0 0 9 0 3 10 46
Monetary unification and the price of risk: An unconditional analysis 0 0 0 5 0 4 12 62
Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 0 0 0 29 0 6 13 152
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 0 18 0 3 11 129
Setting futures margins: the extremes approach 0 0 0 46 0 3 9 143
Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences 0 0 0 30 1 2 8 182
Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* 1 1 5 55 1 6 19 121
Spatial propagation of macroeconomic shocks in Europe 0 1 2 63 0 2 16 186
The Effect of Monetary Unification on German Bond Markets 0 0 0 11 0 4 10 111
The cost of technical trading rules in the Forex market: A utility-based evaluation 0 2 2 40 0 4 15 186
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 1 2 9 240
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 0 4 14 194
Total Journal Articles 2 10 42 2,457 15 122 516 7,942
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 3 10 14
Chaos in the Dornbusch Model of the Exchange Rate 0 0 0 12 0 1 9 45
Do Asymmetries Matter for European Monetary Policy? 1 1 1 5 1 2 6 24
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 0 0 76 1 3 11 214
On the Conduct of Monetary Policy in an Asymmetric Euroland 0 0 0 0 0 3 10 17
Total Chapters 1 1 1 93 2 12 46 314

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Statistics updated 2026-07-10