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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 Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis 0 0 0 0 0 1 7 35
A FOREWARNING INDICATOR SYSTEM FOR FINANCIAL CRISES: THE CASE OF SIX CENTRAL AND EASTERN EUROPEAN COUNTRIES 0 0 1 92 0 1 4 196
A SETAR model with long-memory dynamics 0 0 1 427 3 4 11 819
A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10] 0 0 0 59 0 0 5 121
A Smooth Transition Long-Memory Model 0 0 0 90 0 1 8 201
A Smooth Transition Long-Memory Model 0 0 0 14 0 0 3 53
A forewarning indicator system for financial crises: the case of six Central and Eastern European countries 0 0 0 93 0 1 3 177
A forewarning indicator system for financial crises: the case of six Central and Eastern European countries 0 0 0 92 1 2 9 260
A forewarning indicator system for financial crises: the case of six Central and Eastern European countries 0 0 0 64 0 1 7 159
A forewarning indicator system for financial crises: the case of six central and eastern european countries 0 0 1 123 0 1 9 237
A model of fiscal dominance under the “Reinhart Conjecture” 0 0 0 0 1 2 20 25
A simple fractionally integrated model with a time-varying long memory parameter dt 0 0 0 0 1 1 5 19
A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process 0 0 0 24 3 4 10 80
A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process 0 0 0 0 2 3 10 17
A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process [Working papers] 0 0 1 47 0 1 4 56
A smooth transition long-memory model 0 0 0 0 2 2 7 18
Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework 0 0 0 43 0 1 7 127
Advances and challenges in decision-making, monetary policy and financial markets 0 0 0 0 0 0 4 9
Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching: The Case of the Euro Area 0 0 0 0 0 0 5 12
Après la Crise: les politiques économique dans le monde 0 0 0 0 0 0 4 14
Are the effects of fiscal changes different in times of crisis and non-crisis? The French Case 0 0 1 57 2 3 7 138
Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa 0 0 0 0 1 1 1 1
Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa 0 0 0 0 1 1 5 26
Austérité budgétaire: remède ou poison ? La zone euro à l'épreuve de la crise 0 0 0 0 0 1 12 39
Business Cycles Asymmetry and Monetary Policy: A Further Investigation using MRSTAR Models 0 0 0 0 0 0 8 25
Business Cycles Synchronization in East Asia: A Markov-Switching Approach 0 0 0 28 2 2 12 112
Business Cycles Synchronization in East Asia: A Markov-Switching Approach 0 0 0 40 1 3 18 72
Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models 0 0 0 223 3 4 9 557
Business cycles synchronization in East Asia: A Markov-switching approach 0 0 0 0 0 0 9 14
Changing-regime volatility: A fractionally integrated SETAR model 0 0 0 28 0 0 7 99
Changing-regime volatility: A fractionally integrated SETAR model 0 0 1 42 0 0 2 55
Changing-regime volatility: A fractionally integrated SETAR model 0 0 0 42 0 0 1 117
Changing-regime volatility: A fractionally integrated SETAR model 0 0 0 0 0 0 0 0
Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ? 0 0 0 0 1 1 8 24
Computational tools in econometric modeling for macroeconomics and finance 0 0 0 0 1 2 8 11
Does International Financial Integration Increase the Standard of Living in Africa? A Frontier Approach 0 1 1 12 0 1 5 19
Does International Financial Integration Increase the Standard of Living in Africa? A Frontier Approach 0 0 3 11 1 2 9 18
Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting? 0 0 3 24 2 2 16 37
Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting? 0 0 0 5 0 0 10 20
Explaining the European exchange rates deviations: long memory or nonlinear adjustment? 0 0 0 0 0 0 6 15
Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ? 0 0 0 32 1 2 5 288
Financial integration and growth correlation in Sub-Saharan Africa 0 1 4 25 1 4 11 79
Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets 0 0 0 0 0 0 5 13
Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets 0 0 0 81 2 3 11 204
Finite sample properties of tests for STGARCH models and application to the US stock returns 0 0 0 0 0 1 2 13
Fiscal Policy and Asset Price Cycles: Evidence from Four European Countries 0 0 0 0 0 1 5 10
Fiscal Policy and Macroeconomic Imbalances 0 0 7 97 10 19 78 578
Fiscal developments in the euro area beyond the crisis: some lessons drawn from fiscal reaction functions 0 0 0 61 1 1 2 102
Fiscal policies enhancing growth in Europe: does one size fit all? 0 0 0 0 0 0 3 9
Further Monte Carlo results on tests of GARCH against STGARCH models 0 0 0 0 0 0 0 4
Global Imbalances And Financial Sector Instabilities: Introduction 0 0 0 0 0 0 4 6
Inflation et macroéconomie dans la globalisation 0 0 0 0 0 2 9 20
Introduction: recent developments of switching models for financial data 0 0 0 0 1 2 6 17
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 0 0 0 2 5 17 30
Is the Impact of Macroeconomic Fundamentals on the Euro Area Sovereign Spread Influenced by Financial Reforms? 0 0 0 0 0 1 7 7
L'Amérique latine dans la globalisation financière: a-t-on appris des crises passées ? 0 0 0 0 0 0 6 18
LSTGARCH effects in stock returns: the case of U.S., U.K. and France 0 0 0 0 1 4 8 13
Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ? 0 0 0 0 1 1 2 16
Les effets de la crise des subprimes sur le marché financier mexicain 0 0 0 0 0 1 13 24
Les pauvres vont-ils révolutionner le XXIe siècle ?: transcender le capitalisme 0 0 0 0 2 7 21 30
Long-memory dynamics in a SETAR model - Applications to stock markets 0 0 0 60 0 0 1 132
Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view 0 0 0 0 2 4 16 31
Managing the fragility of the Eurozone by Paul de Grauwe 0 0 0 0 0 1 8 14
Market microstructure and nonlinear dynamics: keeping financial crisis in context 0 0 0 0 0 2 10 30
Modeling stock returns with multivariate LSTGARCH models 0 0 0 0 0 0 5 12
Modeling the volatility of the US S&P500 index using an LSTGARCH model 0 0 0 0 0 0 3 11
Modeling transition in Central Asia: the Case of Kazakhstan 0 0 2 46 0 2 10 105
Modeling volatilities with LSTGARCH models: application to US, UK and France stock returns 0 0 0 0 0 0 2 6
Modelling squared returns using a SETAR model with long-memory dynamics 0 0 1 34 0 0 9 137
Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective 0 0 1 66 0 0 4 277
Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective 0 0 0 196 2 2 7 688
Modelling the slow mean-reversion of the Central and Eastern European countries ' real exchange rates 0 0 0 0 0 1 5 14
Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation 0 0 1 54 1 1 11 102
Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation 0 0 0 29 0 0 6 47
Monetary Policy Switching in the Euro Area and Multiple Steady States: An Empirical Investigation 0 0 0 0 0 0 4 17
New tools to assess fiscal and financial vulnerabilities in advanced economies 0 0 0 0 0 0 8 14
Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain 0 0 0 0 0 0 6 18
Pegging the future West African single currency in regard to internal/external competitiveness: a counterfactual analysis 0 0 0 93 1 1 9 265
Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration 0 0 0 0 0 1 3 20
Persistent misalignments of the European exchange rates: some evidence from nonlinear cointegration 0 0 0 67 0 2 11 239
Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration 0 0 0 197 2 3 16 492
Potential Growth and Natural Yield Curve in Japan 0 2 5 15 0 3 27 45
Potential Growth and Natural Yield Curve in Japan 0 0 2 4 0 2 14 23
Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model 0 0 0 17 0 0 7 33
Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model 0 0 0 9 0 0 9 39
Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model 0 0 0 0 0 1 11 14
Public debt ratio and its determinants in France since 1890 Does econometrics support the historical evidence? 0 0 0 75 1 1 7 170
Public finance sustainability in Europe: a behavioral model 0 1 14 14 2 4 24 24
Public finance sustainability in Europe: a behavioral model 0 0 10 10 2 2 9 9
Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Ghana, South Africa and the WAEMU 0 1 1 81 1 4 10 136
Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa 0 0 0 0 0 1 8 16
Real Exchange Rate Misalignment; A Panel Co-Integration and Common Factor Analysis 0 1 2 303 0 5 20 414
Real Exchange Rates in Central and Eastern Europe: What Scope for the Underlying Fundamentals? 0 0 0 262 0 2 13 963
Real Exchange Rates in Central and Eastern Europe: What Scope for the Underlying Fundamentals? 0 0 0 167 0 1 3 465
Real exchange rate misalignment in Hungary: a fractionally integrated threshold model 0 0 0 55 0 0 3 197
Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model 0 0 0 187 1 1 4 784
Recent developments in macro-econometric modeling: theory and applications 0 0 0 0 0 1 13 15
Regime-Dependent Fiscal Multipliers in the United States 0 0 0 0 0 3 13 29
Secular Stagnation: New Challenges for the Industrialized Countries in the 21st Century 0 0 0 6 0 1 17 41
Secular Stagnation: New Challenges for the Industrialized Countries in the 21st Century 0 1 4 26 2 3 9 33
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 27 3 3 10 90
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 1 1 7 46
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 0 3 5
Sovereign debt in emerging market countries: not all of them are serial defaulters 0 0 0 0 0 0 13 22
Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data 0 0 0 0 0 1 7 10
Structural Reforms, Macroeconomic Policies and the Future of Kazakhstan Economy 0 0 0 1 0 0 5 12
Structural reforms, macroeconomic policies and the future of Kazakhstan 0 0 0 34 0 0 2 89
Structural reforms, macroeconomic policies and the future of Kazakhstan economy 0 0 0 111 0 0 3 430
TESTING THE FINANCE-GROWTH LINK: IS THERE A DIFFERENCE BETWEEN DEVELOPED AND DEVELOPING COUNTRIES? 0 0 0 72 0 1 7 145
Tax evasion, tax corruption and stochastic growth 0 0 0 0 1 3 14 31
Tax evasion, tax corruption and stochastic growth 0 0 0 65 0 2 12 141
Tax evasion,tax corruption and stochastic growth 0 0 3 66 0 6 18 152
Term of Trade Shocks in a Monetary Union: an Application to West-Africa 3 3 4 117 3 5 10 266
Testing for transition variable in STGARCH Models 0 0 0 0 0 0 6 17
Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries? 0 0 0 124 0 0 8 318
Testing the finance-growth link: is there a difference between developed and developing countries? 0 0 3 78 0 0 16 142
The Borrowing Behaviors of French Regions. How Heterogeneous Are They? 0 0 0 0 0 2 8 8
The ECOWAS countries’ growth rates: what makes them similar and what makes them different? A quantile regression analysis 0 0 0 0 0 2 12 22
The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment 0 0 0 39 2 4 19 120
The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment 0 0 1 114 2 4 14 258
The French Regions’ Borrowing Behaviours. How heterogeneous are they? 0 0 0 75 2 3 16 234
The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach 0 0 2 154 1 1 15 327
The changing role of house price dynamics over the business cycle 0 0 0 98 0 0 6 245
The effects of the subprime crisis on the Latin American financial markets: an empirical assessment 0 0 0 0 2 2 11 22
The slow convergence of per capita income between the developing countries: ‘growth resistance’ and sometimes ‘growth tragedy’ 0 0 0 0 0 1 11 33
The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy” 0 1 2 133 2 8 29 890
The third demographic dividend: measuring the “demographic tax” in the Arab Countries in Transition 2 7 17 35 7 16 56 92
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices 0 0 0 0 1 1 17 35
West African Single Currency and Competitiveness 0 0 0 0 1 2 11 19
Which Predictor is the Best to Predict Inflation in Europe: the Real Money-gap or a Nominal Money Based Indicator? 0 0 0 91 1 2 7 330
Which of the real money gap or nominal money gap helped predict inflation in Europe? A retrospective analysis 0 0 0 0 0 0 6 28
Which predictor is the best to predict inflation in Europe: the real money-gap or a nominal money based indicator? 0 0 0 33 0 1 7 105
Why have governments succeeded in reducing French public debt historically and can these successes inspired us for the future? An historical perspective since 1890 0 0 1 76 0 0 5 137
Total Working Papers 5 19 100 5,601 96 229 1,276 16,457


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Forewarning Indicator System for Financial Crises: the Case of Six Central and Eastern European Countries 0 0 0 0 0 1 4 68
A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t 1 1 1 34 1 1 2 140
A model of fiscal dominance under the “Reinhart Conjecture” 0 0 15 19 0 6 47 74
A small macro econometric model for Kazakhstan: a retrospective of alternative economic policies undertaken during the transition process 0 2 2 12 1 6 10 63
A smooth transition long-memory model 0 0 1 24 1 1 7 75
Advances and challenges in decision-making, monetary policy and financial markets 0 0 0 15 0 0 6 49
Are the effects of fiscal changes different in times of crisis and non crisis? The French case 0 0 0 30 0 1 2 72
Asymmetric Terms-of-Trade Shocks in a Monetary Union: An Application to West Africa 1 1 1 50 1 2 32 171
Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models 0 1 3 79 0 4 11 205
Business cycles synchronization in East Asia: A Markov-switching approach 0 0 1 21 1 1 11 64
CREDIT POLICY STRESS IN THE WEST AFRICAN ECONOMIC AND MONETARY UNION 0 0 0 19 0 0 3 75
Changing-regime volatility: a fractionally integrated SETAR model 0 0 0 17 0 0 4 75
Computational tools in econometric modeling for macroeconomics and finance 0 1 1 28 1 3 8 95
Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ? 0 0 0 41 1 1 9 139
Explaining the European exchange rates deviations: Long memory or non-linear adjustment? 0 0 0 59 0 0 3 146
Fiscal policies enhancing growth in Europe: does one size fit all? 0 1 2 5 0 1 5 29
GLOBAL IMBALANCES AND FINANCIAL SECTOR INSTABILITIES: INTRODUCTION 0 0 1 8 0 0 3 28
Indicateurs de vulnérabilité macroéconomiques et financiers dans les économies avancées. Synthèse d’une conférence organisée à Strasbourg les 13 et 14 septembre 2012 0 0 2 19 0 0 6 74
Introduction: recent developments of switching models for financial data 0 0 0 10 1 3 8 32
Is Per Capita Growth in Africa Hampered by Poor Governance and Weak Institutions? An Empirical Study on the ECOWAS Countries 0 0 0 0 1 2 9 35
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 0 1 15 1 3 26 96
L'Amérique latine dans la globalisation financière: a-t-on appris des crises passées ? 0 0 0 6 0 1 8 20
L'impact des fondamentaux macroéconomiques sur les spreads souverains de la zone euro est-il influencé par les réformes financières ? 0 0 0 16 0 0 3 70
La cointégration non linéaire: une note méthodologique 0 0 1 4 1 4 11 30
La cointégration non linéaire: une note méthodologique 0 1 2 6 1 4 15 41
Les comportements d'emprunt des régions françaises. Quel degré d'hétérogénéité ? 0 0 0 21 1 1 7 119
Les effets de la crise des subprimes sur le marché financier mexicain 0 0 0 4 0 4 12 45
Les théories explicatives du taux de change: de Cassel au début des années quatre-vingt 1 2 3 33 3 5 13 143
Long-memory dynamics in a SETAR model - applications to stock markets 0 0 0 51 0 1 4 144
MANAGING THE FRAGILITY OF THE EUROZONE BY PAUL De GRAUWE 0 0 2 14 0 0 6 47
METHODS IN ECONOMICS: TESTING FOR LINEARITY 0 0 0 2 0 0 3 14
MODELLING THE SLOW MEAN‐REVERSION OF THE CENTRAL AND EASTERN EUROPEAN COUNTRIES' REAL EXCHANGE RATES* 0 1 1 19 0 2 4 94
MONETARY POLICY SWITCHING IN THE EURO AREA AND MULTIPLE STEADY STATES: AN EMPIRICAL INVESTIGATION 0 0 1 11 0 0 5 36
Macroeconomic and financial vulnerability indicators in advanced economies Summary of the conference of 13-14 September 2012 organised by the Banque de France and the University of Strasbourg 0 0 0 12 0 0 5 67
Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view 0 0 7 29 1 4 28 110
Macroeconomic policies in the Franc Zone, by David Fielding (Basingstoke: Palgrave Macmillan, 2005, pp. 240) 0 0 0 26 0 0 3 50
Modeling the French Consumption Function Using SETAR Models 0 0 0 32 0 0 7 95
Modeling the volatility of the US S?P 500 index using an LSTGARCH model 0 0 0 19 1 2 6 57
Modelling squared returns using a SETAR model with long-memory dynamics 0 0 1 45 0 0 8 246
Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective 0 1 2 21 0 2 10 53
Monetary autonomy in the West African countries: What do the policy rules tell us? 0 0 1 45 0 0 3 143
New Challenges for Public Debt in Advanced Economies 0 0 0 6 0 0 3 33
New challenges for public debt in advanced economies Summary of the conference held in Strasbourg on 16-17 September 2010 0 0 0 7 0 0 7 55
New tools to assess fiscal and financial vulnerabilities in advanced economies 0 0 0 5 0 1 5 37
Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain 0 0 2 14 0 1 10 72
Nouveaux défis pour la dette publique dans les pays avancés 0 0 0 12 0 0 5 53
Nouveaux défis pour la dette publique dans les pays avancés: synthèse du colloque tenu à Strasbourg les 16 et 17 septembre 2010 0 0 1 12 0 1 5 74
Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration 0 0 0 64 0 1 3 201
Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model 0 1 2 2 0 1 9 10
Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa 0 0 1 11 0 1 7 33
Recent Developments in Macro-Econometric Modeling: Theory and Applications 0 1 2 7 1 3 15 25
Regime-Dependent Fiscal Multipliers in the United States 0 0 4 19 2 6 21 85
Sovereign debt in emerging market countries: not all of them are serial defaulters 0 1 5 7 0 3 13 22
Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data 0 0 0 13 0 1 8 78
TESTING CATCHING-UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” 0 0 2 8 1 2 8 32
Tax evasion, tax corruption and stochastic growth 1 1 4 19 2 5 19 75
Testing the finance-growth link: is there a difference between developed and developing countries? 0 0 1 114 4 5 24 954
The changing role of house price dynamics over the business cycle 0 0 1 32 0 0 7 104
The effects of the subprime crisis on the Latin American financial markets: An empirical assessment 0 2 3 44 2 6 16 167
The trade-growth nexus in the developing countries: a quantile regression approach 1 5 9 79 2 7 41 296
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices 0 0 4 61 1 1 14 215
West African Single Currency and Competitiveness 0 0 1 24 0 0 16 88
Total Journal Articles 5 23 94 1,481 33 111 633 6,138


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis 0 0 21 55 4 8 68 144
Total Chapters 0 0 21 55 4 8 68 144


Statistics updated 2020-09-04