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 0 3 42
An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR 0 0 2 132 0 0 5 288
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 0 0 0 1 9
Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions 0 0 0 33 0 0 1 139
Asymmetries and Markov-switching structural VAR 0 0 0 0 1 1 2 18
Asymmetries in the Dynamics of French Job Creation and Destruction Flows 0 0 0 1 0 0 0 356
Can Google Data Help Predict French Youth Unemployment? 0 0 1 101 0 1 3 294
Can Google data help predict French youth unemployment? 0 0 0 0 0 0 0 30
Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach 0 0 0 161 0 0 0 399
Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows? 0 0 0 1 0 0 1 500
Convergent Risk Exposures of Investment Strategies: the Case of the US Mutual Funds 0 0 0 0 0 0 0 2
Dynare: Reference Manual Version 4 0 2 7 1,418 6 22 66 3,598
Dynare: Reference Manual Version 5 1 7 20 235 4 23 93 497
Dynare: Reference Manual Version 5 0 0 1 4 0 1 10 33
Dynare: Reference Manual Version 5 0 0 2 5 1 3 10 22
Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further 0 0 2 86 0 1 6 251
Impulse–response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 0 0 0 1 9
La convergence de l'exposition aux risques des fonds d'investissement: le cas des mutual funds américains 0 0 0 0 0 0 0 2
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 0 0 0 2 21
Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data? 0 0 0 0 1 1 1 38
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 0 0 0 0 41
Limited participation and exchange rate dynamics: does theory meet the data? 0 0 0 96 0 1 3 525
Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics 0 1 1 38 1 2 8 78
Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics 2 2 5 39 2 2 6 56
Prévisions avec les modèles à volatilité stochastique 0 0 0 0 0 0 4 5
The simulation methodology of the macroeconometric model MARMOTTE 0 0 0 0 0 0 1 151
Unemployment Persistence: The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach 0 0 0 0 0 1 2 227
Total Working Papers 3 12 41 2,350 16 59 229 7,631

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 2 7 73
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 1 64 0 1 6 243
Asymmetries and Markov-switching structural VAR 0 0 0 57 1 1 2 205
Can Google data help predict French youth unemployment? 0 0 1 124 1 1 5 370
Impulse-response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 80 1 2 4 192
La convergence de l’exposition aux risques des styles d’investissement: le cas des mutual funds américains 0 0 0 1 0 0 1 5
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 26 0 0 3 76
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 26 0 1 2 139
Total Journal Articles 0 0 3 389 3 8 30 1,303

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Statistics updated 2025-09-05