Access Statistics for Jean-Paul Renne

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 Quadratic Kalman Filter 0 0 1 67 0 0 6 191
A Time Varying Natural Rate of Interest for the Euro Area 0 0 1 317 1 5 10 688
A Time-Varying Natural Rate for the Euro Area 0 0 4 94 0 1 10 211
A model of the euro-area yield curve with discrete policy rates 0 0 0 58 1 4 9 210
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 0 2 74 2 2 5 154
Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation? 0 0 0 213 4 4 8 1,091
Credit and Liquidity Risks in Euro-area Sovereign Yield Curves 0 0 0 50 0 0 6 142
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 0 1 66 1 2 7 159
Credit and liquidity risks in euro area sovereign yield curves 0 0 2 145 1 3 8 457
Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective 0 0 0 12 1 4 9 52
Default, Liquidity and Crises: An Econometric Framework 0 0 0 29 1 3 5 124
Default, liquidity and crises: an econometric framework 0 0 0 108 0 1 2 231
Disastrous Defaults 0 0 2 12 0 2 7 54
Disastrous Defaults 0 0 0 14 2 2 4 33
Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy? 0 0 0 50 1 3 7 211
Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets 0 0 1 279 5 13 19 630
Frequency-domain analysis of debt service in a macro-finance model for the euro area 0 0 0 69 8 10 14 288
Identification and Estimation in Non-Fundamental Structural VARMA Models 0 0 0 79 0 1 3 110
Identification and Estimation in Nonfundamental Structural Models 0 0 0 0 1 5 6 13
Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects 0 0 1 351 3 4 11 818
Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison 0 0 1 111 2 3 4 170
National natural rates of interest and the single monetary policy in the Euro Area 0 0 1 84 1 3 9 199
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 1 1 6 21
Pricing Default Events: Surprise, Exogeneity and Contagion 0 0 0 66 3 3 5 192
Pricing Default Events: Surprise, Exogeneity and Contagion 0 0 0 28 0 2 3 102
Regime Switching and Bond Pricing 0 0 0 30 1 1 2 125
Regime Switching and Bond Pricing 0 0 0 65 3 5 10 146
Required Capital for Long-Run Risks 0 0 0 0 0 1 3 4
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 0 0 2 118 1 6 14 185
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 0 0 0 34 1 2 2 102
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 2 60 0 1 8 207
Taming Debt: Can GDP-Linked Bonds Do the Trick? 0 0 0 0 1 2 3 3
Taming Debt: Can GDP-Linked Bonds Do the Trick? 0 0 0 21 1 1 2 64
The Effectiveness of Monetary Policy since the Onset of the Financial Crisis 0 0 1 118 1 5 12 259
The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty 0 0 0 80 1 3 9 102
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 0 0 7 7 2 7 24 24
règle de Taylor et politique mon taire dans la zone euro 1 1 2 75 3 6 11 348
Total Working Papers 1 1 31 2,987 54 121 283 8,120


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quadratic Kalman Filter 0 0 0 27 0 2 6 136
A model of the euro-area yield curve with discrete policy rates 0 0 0 11 3 5 5 101
A time-varying "natural" rate of interest for the euro area 0 1 5 251 0 5 13 602
A tractable interest rate model with explicit monetary policy rates 0 1 2 25 0 2 3 73
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 0 1 1 1 0 2 6 15
Caractéristiques des marchés du travail dans les pays de l'OCDE 0 0 0 1 0 0 2 8
Caractéristiques des marchés du travail dans les pays de l'OCDE 0 1 1 4 0 2 2 14
Credit and liquidity in interbank rates: A quadratic approach 0 0 2 32 0 5 13 130
Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective 0 0 2 5 1 3 12 20
Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks 0 0 1 47 1 2 6 110
Default, Liquidity, and Crises: an Econometric Framework 0 0 1 56 0 1 5 181
Disastrous Defaults* 0 0 0 3 0 0 3 16
Fiscal Limits and the Pricing of Eurobonds 0 0 2 4 1 2 8 16
Identification and Estimation in Non-Fundamental Structural VARMA Models 0 0 0 9 3 6 19 69
La mesure du risque systémique. Synthèse de la conférence donnée à la Banque de France, par Robert F. Engle, prix Nobel d’économie, le 25 janvier 2012 0 0 1 46 0 0 4 148
Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison 1 1 10 54 3 7 25 243
Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles? 0 0 0 32 0 2 5 224
National natural rates of interest and the single monetary policy in the euro area 0 0 0 30 0 1 10 214
PRICING SOVEREIGN BOND RISK IN THE EMU AREA: AN EMPIRICAL INVESTIGATION: COMMENT 0 0 0 9 0 0 1 36
Pricing default events: Surprise, exogeneity and contagion 0 0 2 30 1 1 6 150
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 4 1 2 3 28
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 2 0 0 2 14
Regime Switching and Bond Pricing 0 0 1 12 1 2 4 75
Required Capital for Long-Run Risks 0 0 0 1 3 5 10 22
Réformes fiscales dans un modèle DSGE France en économie ouverte 0 0 1 5 1 2 7 31
Réformes fiscales dans un modèle DSGE France en économie ouverte 0 0 0 16 2 2 3 62
Statistical inference for independent component analysis: Application to structural VAR models 0 1 3 159 1 3 21 439
Staying at zero with affine processes: An application to term structure modelling 0 0 2 38 0 0 5 187
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 1 6 8 80
The measurement of systemic risk. Summary of a lecture given by Robert F. Engle, winner of the Nobel Prize in Economics, Banque de France, 25 January 2012 0 0 0 35 1 1 2 98
USING POLICY INTERVENTION TO IDENTIFY FINANCIAL STRESS: COMMENT 0 0 0 4 0 1 1 17
Understanding Swiss real interest rates in a financially globalized world 0 0 1 7 2 4 11 30
Total Journal Articles 1 6 38 972 26 76 231 3,589


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Regime switching in bond yield and spread dynamics 0 0 2 7 2 2 5 69
Total Books 0 0 2 7 2 2 5 69


Statistics updated 2026-01-09