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 1 4 6 48
An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR 0 0 2 133 1 10 15 302
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 0 1 2 5 14
Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions 0 0 0 33 2 16 18 157
Asymmetries and Markov-switching structural VAR 0 0 0 0 1 6 11 28
Asymmetries in the Dynamics of French Job Creation and Destruction Flows 0 0 0 1 0 1 3 359
Can Google Data Help Predict French Youth Unemployment? 0 0 2 103 0 3 10 303
Can Google data help predict French youth unemployment? 0 0 0 0 0 1 3 33
Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach 0 0 0 161 1 8 9 408
Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows? 0 0 0 1 1 4 5 504
Convergent Risk Exposures of Investment Strategies: the Case of the US Mutual Funds 0 0 0 0 0 1 3 5
Dynare: Reference Manual Version 4 1 2 8 1,422 7 19 82 3,647
Dynare: Reference Manual Version 5 0 0 0 5 0 3 9 27
Dynare: Reference Manual Version 5 0 0 1 4 0 5 11 40
Dynare: Reference Manual Version 5 0 1 13 240 2 24 85 547
Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further 1 1 3 87 2 8 17 263
Impulse–response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 0 3 11 12 21
La convergence de l'exposition aux risques des fonds d'investissement: le cas des mutual funds américains 0 1 1 1 0 2 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 1 4 8 45
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 0 2 6 9 50
Limited participation and exchange rate dynamics: does theory meet the data? 0 0 0 96 0 6 15 539
Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics 0 0 1 38 0 1 15 91
Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics 0 0 2 39 0 6 16 70
Prévisions avec les modèles à volatilité stochastique 0 0 0 0 0 1 1 6
The simulation methodology of the macroeconometric model MARMOTTE 0 0 0 0 0 3 5 156
Unemployment Persistence: The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach 0 0 0 0 1 4 6 231
Total Working Papers 2 5 33 2,364 26 159 383 7,921

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 11 4 17 23 93
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 64 1 3 10 251
Asymmetries and Markov-switching structural VAR 0 0 0 57 3 8 9 213
Can Google data help predict French youth unemployment? 0 0 1 125 1 2 9 378
Impulse-response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 80 4 12 18 208
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 0 3 6 81
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 26 0 3 13 151
Total Journal Articles 0 0 1 390 13 48 89 1,381

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Statistics updated 2026-04-09