| 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 |