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 3 5 6 47
An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR 0 1 2 133 4 7 9 296
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 0 1 4 4 13
Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions 0 0 0 33 9 10 11 150
Asymmetries and Markov-switching structural VAR 0 0 0 0 4 8 10 26
Asymmetries in the Dynamics of French Job Creation and Destruction Flows 0 0 0 1 1 3 3 359
Can Google Data Help Predict French Youth Unemployment? 0 2 2 103 3 7 10 303
Can Google data help predict French youth unemployment? 0 0 0 0 1 3 3 33
Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach 0 0 0 161 5 6 6 405
Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows? 0 0 0 1 3 3 4 503
Convergent Risk Exposures of Investment Strategies: the Case of the US Mutual Funds 0 0 0 0 1 3 3 5
Dynare: Reference Manual Version 4 1 3 8 1,421 9 25 85 3,637
Dynare: Reference Manual Version 5 0 1 16 239 10 29 90 533
Dynare: Reference Manual Version 5 0 0 1 4 4 6 11 39
Dynare: Reference Manual Version 5 0 0 0 5 3 5 10 27
Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further 0 0 2 86 1 4 10 256
Impulse–response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 0 4 4 5 14
La convergence de l'exposition aux risques des fonds d'investissement: le cas des mutual funds américains 1 1 1 1 2 4 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 2 4 6 43
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 0 2 5 5 46
Limited participation and exchange rate dynamics: does theory meet the data? 0 0 0 96 6 12 17 539
Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics 0 0 1 38 1 9 15 91
Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics 0 0 2 39 6 10 16 70
Prévisions avec les modèles à volatilité stochastique 0 0 0 0 1 1 2 6
The simulation methodology of the macroeconometric model MARMOTTE 0 0 0 0 2 4 5 155
Unemployment Persistence: The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach 0 0 0 0 3 3 5 230
Total Working Papers 2 8 35 2,361 91 184 355 7,853

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 13 15 21 89
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 64 2 5 11 250
Asymmetries and Markov-switching structural VAR 0 0 0 57 3 3 5 208
Can Google data help predict French youth unemployment? 0 0 1 125 1 4 11 377
Impulse-response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 80 5 7 13 201
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 3 4 8 81
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 26 2 8 13 150
Total Journal Articles 0 0 2 390 29 46 83 1,362

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Statistics updated 2026-02-12