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 2 36
An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR 0 0 2 130 1 2 6 282
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 0 0 0 1 8
Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions 0 0 1 33 0 0 3 137
Asymmetries and Markov-switching structural VAR 0 0 0 0 0 0 0 16
Asymmetries in the Dynamics of French Job Creation and Destruction Flows 0 0 0 1 0 0 1 356
Can Google Data Help Predict French Youth Unemployment? 0 0 1 100 0 1 3 291
Can Google data help predict French youth unemployment? 0 0 0 0 0 0 2 29
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 1 499
Convergent Risk Exposures of Investment Strategies: the Case of the US Mutual Funds 0 0 0 0 0 1 2 2
Dynare: Reference Manual Version 4 2 6 35 1,405 8 20 98 3,512
Dynare: Reference Manual Version 5 4 15 80 192 11 39 177 352
Dynare: Reference Manual Version 5 0 2 3 3 1 8 10 10
Dynare: Reference Manual Version 5 0 1 3 3 3 9 15 15
Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further 1 1 1 84 1 1 2 244
Impulse–response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 0 0 0 1 8
La convergence de l'exposition aux risques des fonds d'investissement: le cas des mutual funds américains 0 0 0 0 0 0 1 1
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 0 0 0 4 18
Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data? 0 0 0 0 0 0 1 36
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 0 0 0 1 39
Limited participation and exchange rate dynamics: does theory meet the data? 0 0 0 96 0 0 0 522
Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics 2 4 7 37 3 6 20 69
Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics 0 1 2 32 0 1 10 47
Prévisions avec les modèles à volatilité stochastique 0 0 0 0 0 0 0 0
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 0 0 225
Total Working Papers 9 30 135 2,278 28 88 361 7,303


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 10 0 0 5 66
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 63 0 0 1 237
Asymmetries and Markov-switching structural VAR 0 1 2 57 0 1 6 202
Can Google data help predict French youth unemployment? 0 0 4 123 0 1 9 361
Impulse-response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 78 1 1 2 186
La convergence de l’exposition aux risques des styles d’investissement: le cas des mutual funds américains 0 0 0 1 0 0 0 4
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 26 0 0 1 72
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 26 0 0 0 137
Total Journal Articles 0 1 6 384 1 3 24 1,265


Statistics updated 2024-05-04