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 1 7 49
An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR 0 0 1 133 0 1 15 303
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 0 0 1 6 15
Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions 0 0 0 33 0 5 23 162
Asymmetries and Markov-switching structural VAR 0 0 0 0 0 4 15 32
Asymmetries in the Dynamics of French Job Creation and Destruction Flows 0 0 0 1 0 1 4 360
Can Google Data Help Predict French Youth Unemployment? 0 1 3 104 2 6 16 309
Can Google data help predict French youth unemployment? 0 0 0 0 0 4 7 37
Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach 0 0 0 161 0 2 11 410
Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows? 0 0 0 1 1 8 12 512
Convergent Risk Exposures of Investment Strategies: the Case of the US Mutual Funds 0 0 0 0 0 1 4 6
Dynare: Reference Manual Version 4 1 2 8 1,424 2 12 79 3,659
Dynare: Reference Manual Version 5 0 0 0 4 1 5 12 45
Dynare: Reference Manual Version 5 0 0 8 240 2 7 69 554
Dynare: Reference Manual Version 5 0 0 0 5 0 0 6 27
Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further 0 0 1 87 0 5 18 268
Impulse–response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 0 0 2 14 23
La convergence de l'exposition aux risques des fonds d'investissement: le cas des mutual funds américains 0 0 1 1 0 1 5 7
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 0 0 3 3 24
Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data? 0 0 0 0 0 3 11 48
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 0 0 2 11 52
Limited participation and exchange rate dynamics: does theory meet the data? 0 0 0 96 1 7 22 546
Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics 0 0 0 38 0 2 16 93
Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics 0 0 2 39 0 1 17 71
Prévisions avec les modèles à volatilité stochastique 0 0 0 0 1 2 3 8
The simulation methodology of the macroeconometric model MARMOTTE 0 0 0 0 0 4 9 160
Unemployment Persistence: The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach 0 0 0 0 2 7 11 238
Total Working Papers 1 3 24 2,367 12 97 426 8,018

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 0 11 0 5 25 98
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 64 0 3 11 254
Asymmetries and Markov-switching structural VAR 1 1 1 58 1 4 13 217
Can Google data help predict French youth unemployment? 0 0 1 125 0 4 13 382
Impulse-response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 80 0 3 21 211
La convergence de l’exposition aux risques des styles d’investissement: le cas des mutual funds américains 0 0 0 1 1 2 3 8
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 26 0 2 7 83
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 26 0 6 19 157
Total Journal Articles 1 1 2 391 2 29 112 1,410

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Statistics updated 2026-07-10