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 7 49
An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR 0 0 1 133 1 1 16 304
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 0 0 0 6 15
Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions 0 0 0 33 1 1 24 163
Asymmetries and Markov-switching structural VAR 0 0 0 0 1 1 15 33
Asymmetries in the Dynamics of French Job Creation and Destruction Flows 0 0 0 1 0 0 4 360
Can Google Data Help Predict French Youth Unemployment? 0 0 3 104 0 2 15 309
Can Google data help predict French youth unemployment? 0 0 0 0 0 0 7 37
Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach 0 0 0 161 0 0 11 410
Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows? 0 0 0 1 1 2 13 513
Convergent Risk Exposures of Investment Strategies: the Case of the US Mutual Funds 0 0 0 0 1 1 5 7
Dynare: Reference Manual Version 4 0 2 7 1,425 1 6 65 3,663
Dynare: Reference Manual Version 5 0 1 6 241 1 6 61 558
Dynare: Reference Manual Version 5 1 1 1 5 1 2 13 46
Dynare: Reference Manual Version 5 0 0 0 5 0 2 7 29
Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further 0 0 1 87 1 1 18 269
Impulse–response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 0 0 0 14 23
La convergence de l'exposition aux risques des fonds d'investissement: le cas des mutual funds américains 0 0 1 1 0 0 5 7
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 0 0 0 3 24
Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data? 0 0 0 0 1 1 11 49
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 0 1 1 12 53
Limited participation and exchange rate dynamics: does theory meet the data? 0 0 0 96 1 3 23 548
Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics 0 0 0 38 0 0 15 93
Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics 0 0 0 39 1 1 16 72
Prévisions avec les modèles à volatilité stochastique 0 0 0 0 0 1 3 8
The simulation methodology of the macroeconometric model MARMOTTE 0 0 0 0 0 0 9 160
Unemployment Persistence: The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach 0 0 0 0 0 2 11 238
Total Working Papers 1 4 20 2,370 13 34 409 8,040

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 1 1 12 0 2 27 100
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 64 0 0 11 254
Asymmetries and Markov-switching structural VAR 0 1 1 58 0 1 12 217
Can Google data help predict French youth unemployment? 0 1 2 126 1 2 14 384
Impulse-response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 80 0 0 19 211
La convergence de l’exposition aux risques des styles d’investissement: le cas des mutual funds américains 0 0 0 1 0 1 3 8
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 26 0 1 8 84
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 26 0 0 18 157
Total Journal Articles 0 3 4 393 1 7 112 1,415

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Statistics updated 2026-09-10