Access Statistics for Frédéric Karamé

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 new particle filtering approach to estimate stochastic volatility models with Markov-switching 0 0 0 0 0 5 6 47
An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR 0 0 2 133 5 9 14 301
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 0 0 2 4 13
Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions 0 0 0 33 5 15 16 155
Asymmetries and Markov-switching structural VAR 0 0 0 0 1 7 11 27
Asymmetries in the Dynamics of French Job Creation and Destruction Flows 0 0 0 1 0 3 3 359
Can Google Data Help Predict French Youth Unemployment? 0 1 2 103 0 6 10 303
Can Google data help predict French youth unemployment? 0 0 0 0 0 2 3 33
Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach 0 0 0 161 2 8 8 407
Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows? 0 0 0 1 0 3 4 503
Convergent Risk Exposures of Investment Strategies: the Case of the US Mutual Funds 0 0 0 0 0 1 3 5
Dynare: Reference Manual Version 4 0 2 8 1,421 3 19 86 3,640
Dynare: Reference Manual Version 5 0 0 0 5 0 4 9 27
Dynare: Reference Manual Version 5 1 1 16 240 12 28 91 545
Dynare: Reference Manual Version 5 0 0 1 4 1 5 12 40
Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further 0 0 2 86 5 7 15 261
Impulse–response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 0 4 8 9 18
La convergence de l'exposition aux risques des fonds d'investissement: le cas des mutual funds américains 0 1 1 1 0 3 4 6
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 0 0 0 0 21
Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data? 0 0 0 0 1 3 7 44
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 0 2 7 7 48
Limited participation and exchange rate dynamics: does theory meet the data? 0 0 0 96 0 8 16 539
Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics 0 0 1 38 0 8 15 91
Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics 0 0 2 39 0 8 16 70
Prévisions avec les modèles à volatilité stochastique 0 0 0 0 0 1 1 6
The simulation methodology of the macroeconometric model MARMOTTE 0 0 0 0 1 4 5 156
Unemployment Persistence: The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach 0 0 0 0 0 3 5 230
Total Working Papers 1 5 35 2,362 42 177 380 7,895

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new particle filtering approach to estimate stochastic volatility models with Markov-switching 0 0 1 11 0 14 20 89
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 64 0 3 11 250
Asymmetries and Markov-switching structural VAR 0 0 0 57 2 5 6 210
Can Google data help predict French youth unemployment? 0 0 1 125 0 3 8 377
Impulse-response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 80 3 10 15 204
La convergence de l’exposition aux risques des styles d’investissement: le cas des mutual funds américains 0 0 0 1 0 0 1 6
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 26 0 3 6 81
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 26 1 4 14 151
Total Journal Articles 0 0 2 390 6 42 81 1,368

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Statistics updated 2026-03-04