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 13 475
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 244 0 1 8 657
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 1 2 11 185
A Structural Macro Model of the Yield Curve 0 0 0 0 0 1 8 262
A macro-financial analysis of the corporate bond market 0 0 0 13 0 2 12 74
A macro-financial analysis of the corporate bond market 0 0 0 48 1 1 10 191
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 1 9 19
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 0 0 7 276
A multi-factor model for the valuation and risk managment of demand deposits 0 0 0 685 1 2 11 1,935
Ageing and the Relative Price of Nontradeables 0 0 0 51 0 0 23 177
An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates 0 0 0 265 0 0 11 786
An Affine Model for International Bond Markets 0 0 0 9 1 1 9 59
An Affine Model for International Bond Markets 0 0 0 250 0 0 7 779
An Extended Macro-Finance Model with Financial Factors 0 0 1 156 0 1 18 620
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 0 0 23 306
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 0 0 12 220
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 0 8 25
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 1 112 0 1 26 322
Dependent or Independent Nonlinearity in Speculative Returns 0 0 0 3 0 0 4 1,178
Dependent or Independent Nonlinearity in Speculative Returns? 0 0 0 0 0 0 3 11
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 0 0 6 337
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 1 1 5 5
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 0 439 0 0 9 838
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 1 233 0 2 13 582
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 171 0 2 7 565
Fiscal activism and the cost of debt financing 0 0 1 48 0 0 8 199
Fitting Correlations Within and Between Bond Markets 0 0 0 75 0 0 5 218
Identification of Macroeconomic Factors in Large Panels 0 0 0 117 0 2 11 245
Identification of Macroeconomic Factors in Large Panels 0 0 1 25 1 2 15 196
Identification of macroeconomic factors in large panels 0 0 1 74 0 1 10 450
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 0 109 0 0 18 374
Information in the Yield Curve: A Macro-Finance Approach 0 0 0 0 0 1 10 11
Information in the yield curve: A Macro-Finance approach 0 0 0 85 0 1 19 227
Information in the yield curve: A macro-finance approach 0 0 0 0 0 0 8 23
Limits to International Arbitrage: an Empirical Evaluation 0 0 0 25 0 0 6 140
Macro Factors and the Term Structure of Interest Rates 0 0 0 112 0 0 16 273
Macro Factors and the Term Structure of Interest Rates 0 0 0 476 0 2 21 1,712
Macro Factors and the Term Structure of Interest Rates 0 0 0 396 0 2 9 1,016
Macro factors and the Term Structure of Interest Rates 0 0 1 445 0 1 31 1,059
Macro factors and the term structure of interest rates 2 2 2 249 2 3 22 649
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 1 7 42
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 1 1 5 35
Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target 0 0 0 17 0 0 10 114
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 0 0 13 232
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 27 0 0 8 186
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 0 9 0 0 8 75
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 0 0 66 0 0 7 317
Real and financial cycles in EU countries - Stylised facts and modelling implications 0 0 0 124 1 3 30 648
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 0 0 1 42 0 2 17 114
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 0 0 1 27 1 2 24 124
Some borrowers are more equal than others: bank funding shocks and credit reallocation 0 0 0 37 0 1 17 139
Spatial propagation of macroeconomic shocks in Europe 0 0 0 109 0 4 20 234
Sticky Prices and the Nominal Effects of Real Shocks 0 0 0 1 0 0 3 49
Stochastic Process Switching and Stage III of EMU 0 0 0 26 0 0 10 179
Testing for Forecasting Poential in the Bispectrum 0 0 0 0 1 2 3 829
Testing for the Forecasting Potential in the Bispectrum 0 0 0 0 0 0 3 9
The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation 0 0 0 166 0 0 10 472
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 202 1 1 19 589
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 0 1 11 316
The Effect of Monetary Unification on German Bond Markets 0 0 0 89 0 0 11 625
The Effect of Monetary Unification on German Bond Markets 0 0 0 37 0 1 7 234
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 150 0 0 14 628
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 15 0 0 11 97
The Information Content of Options on the IBEX-35 0 0 0 0 0 0 7 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 0 47 0 0 14 155
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 1 54 0 2 26 184
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 0 62 0 4 26 144
Total Working Papers 2 2 12 7,051 13 59 852 25,285
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 1 203 1 2 12 456
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 3 0 1 8 23
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 173 0 2 53 549
A macro-financial analysis of the euro area sovereign bond market 1 1 9 112 2 4 34 316
A macro–financial analysis of the corporate bond market 0 0 0 13 0 3 15 73
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 0 0 8 94
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 0 0 10 104 2 5 40 285
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 0 1 161 0 2 17 403
Charts as signals in Markov switching world 0 0 0 3 0 1 9 23
Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy 0 0 2 27 1 1 13 69
Do asymmetries matter for European monetary policy? 0 0 0 298 0 0 20 826
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 0 0 4 65
Effectiveness of Monetary Policy in Euroland 0 0 0 15 1 1 11 96
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 0 186 3 8 28 454
Expectation revisions and jumps in asset prices 0 0 0 12 0 0 3 55
Explaining Recent European Exchange‐Rate Stability 0 0 0 37 1 1 10 184
Fiscal activism and the cost of debt financing 0 0 0 0 0 0 7 203
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 0 28 1 2 16 119
Introduction 0 0 0 0 0 0 7 58
Limits to international arbitrage: an empirical evaluation 0 0 0 56 0 0 3 218
Macro Factors and the Term Structure of Interest Rates 0 0 3 517 0 0 23 1,289
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 1 2 4 14 1 2 16 39
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 0 7 117
Measuring convergence speed of asset prices toward a pre-announced target 0 0 0 36 0 1 17 212
Modelling interest rate volatility: Regime switches and level links 0 0 0 9 0 0 10 46
Monetary unification and the price of risk: An unconditional analysis 0 0 0 5 0 0 12 62
Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 0 0 0 29 0 2 14 154
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 0 18 0 2 13 131
Setting futures margins: the extremes approach 0 0 0 46 0 0 8 143
Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences 0 0 0 30 0 0 8 182
Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* 0 0 2 55 1 1 17 122
Spatial propagation of macroeconomic shocks in Europe 0 0 1 63 1 2 13 188
The Effect of Monetary Unification on German Bond Markets 0 0 0 11 0 1 11 112
The cost of technical trading rules in the Forex market: A utility-based evaluation 0 0 2 40 0 1 15 187
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 0 0 8 240
The intra-day impact of communication on euro-dollar volatility and jumps 0 1 1 43 1 2 14 196
Total Journal Articles 2 4 36 2,461 16 47 524 7,989
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 9 14
Chaos in the Dornbusch Model of the Exchange Rate 0 0 0 12 1 1 8 46
Do Asymmetries Matter for European Monetary Policy? 0 0 1 5 0 0 5 24
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 0 0 76 0 0 10 214
On the Conduct of Monetary Policy in an Asymmetric Euroland 0 0 0 0 0 0 8 17
Total Chapters 0 0 1 93 1 1 40 315

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Statistics updated 2026-10-11