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 3 4 34
An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR 1 2 5 128 1 3 7 276
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 0 0 0 1 7
Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions 1 1 2 32 1 1 5 134
Asymmetries and Markov-switching structural VAR 0 0 0 0 0 0 3 16
Asymmetries in the Dynamics of French Job Creation and Destruction Flows 0 0 0 1 0 0 0 355
Can Google Data Help Predict French Youth Unemployment? 0 0 1 99 0 1 9 288
Can Google data help predict French youth unemployment? 0 0 0 0 0 0 5 27
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 0 498
Dynare: Reference Manual Version 4 3 12 56 1,370 15 44 165 3,414
Dynare: Reference Manual Version 5 8 22 62 112 24 49 131 175
Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further 0 0 4 83 0 0 7 242
Impulse–response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 0 0 0 1 7
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 0 1 2 2 14
Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data? 0 0 0 0 0 0 1 35
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 0 0 0 0 38
Limited participation and exchange rate dynamics: does theory meet the data? 0 0 1 96 0 0 2 522
Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics 2 3 8 30 2 7 19 49
Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics 0 1 5 30 0 3 15 37
The simulation methodology of the macroeconometric model MARMOTTE 0 0 0 0 0 0 0 150
Unemployment Persistence: The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach 0 0 0 0 0 1 3 225
Total Working Papers 15 41 144 2,143 44 114 380 6,942

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 10 0 2 6 61
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 63 0 0 0 236
Asymmetries and Markov-switching structural VAR 0 1 4 55 0 1 8 196
Can Google data help predict French youth unemployment? 0 0 2 119 0 0 15 352
Impulse-response functions in Markov-switching structural vector autoregressions: A step further 0 0 2 78 0 0 2 184
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 26 0 0 2 71
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 1 26 0 0 1 137
Total Journal Articles 0 2 10 377 0 3 34 1,237

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2023-05-07