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 1 42
An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR 1 1 3 133 3 4 7 292
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 0 2 2 2 11
Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions 0 0 0 33 0 1 2 140
Asymmetries and Markov-switching structural VAR 0 0 0 0 2 2 4 20
Asymmetries in the Dynamics of French Job Creation and Destruction Flows 0 0 0 1 0 0 0 356
Can Google Data Help Predict French Youth Unemployment? 1 1 1 102 1 3 4 297
Can Google data help predict French youth unemployment? 0 0 0 0 1 1 1 31
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 1 500
Convergent Risk Exposures of Investment Strategies: the Case of the US Mutual Funds 0 0 0 0 2 2 2 4
Dynare: Reference Manual Version 4 1 1 7 1,419 9 23 80 3,621
Dynare: Reference Manual Version 5 0 0 0 5 1 1 8 23
Dynare: Reference Manual Version 5 1 4 18 239 13 20 87 517
Dynare: Reference Manual Version 5 0 0 1 4 2 2 9 35
Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further 0 0 2 86 2 3 9 254
Impulse–response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 0 0 1 1 10
La convergence de l'exposition aux risques des fonds d'investissement: le cas des mutual funds américains 0 0 0 0 1 1 1 3
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 3 4 41
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 0 0 0 0 41
Limited participation and exchange rate dynamics: does theory meet the data? 0 0 0 96 4 6 9 531
Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics 0 0 1 38 1 5 11 83
Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics 0 0 2 39 2 6 9 62
Prévisions avec les modèles à volatilité stochastique 0 0 0 0 0 0 1 5
The simulation methodology of the macroeconometric model MARMOTTE 0 0 0 0 1 1 2 152
Unemployment Persistence: The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach 0 0 0 0 0 0 2 227
Total Working Papers 4 7 35 2,357 49 87 257 7,718

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 1 2 8 75
An algorithm for generalized impulse-response functions in Markov-switching structural VAR 0 0 0 64 2 4 8 247
Asymmetries and Markov-switching structural VAR 0 0 0 57 0 0 2 205
Can Google data help predict French youth unemployment? 0 1 1 125 1 4 8 374
Impulse-response functions in Markov-switching structural vector autoregressions: A step further 0 0 0 80 0 2 6 194
La convergence de l’exposition aux risques des styles d’investissement: le cas des mutual funds américains 0 0 0 1 0 1 1 6
Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien 0 0 0 26 1 2 5 78
Limited participation and exchange rate dynamics: Does theory meet the data? 0 0 0 26 5 8 10 147
Total Journal Articles 0 1 2 390 10 23 48 1,326

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Statistics updated 2025-12-06