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 64 1 4 15 143
A Time Varying Natural Rate of Interest for the Euro Area 1 1 3 301 2 5 18 649
A Time-Varying Natural Rate for the Euro Area 0 0 1 78 2 5 9 180
A model of the euro-area yield curve with discrete policy rates 0 1 3 54 1 4 13 181
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 1 1 30 30 7 10 43 43
Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation? 0 0 2 198 5 13 81 866
Credit and Liquidity Risks in Euro-area Sovereign Yield Curves 0 0 0 47 0 0 6 124
Credit and Liquidity in Interbank Rates: a Quadratic Approach 1 1 4 61 4 6 20 134
Credit and liquidity risks in euro area sovereign yield curves 0 0 4 139 0 3 15 434
Default, Liquidity and Crises: An Econometric Framework 0 0 1 29 0 0 8 111
Default, liquidity and crises: an econometric framework 0 1 2 107 1 3 11 221
Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy? 0 0 0 45 0 2 5 195
Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets 3 4 17 240 6 14 46 516
Frequency-domain analysis of debt service in a macro-finance model for the euro area 0 0 2 67 0 3 8 264
Identification and Estimation in Non-Fundamental Structural VARMA Models 0 2 6 71 3 7 17 66
Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects 1 1 4 331 1 2 10 762
Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison 0 0 2 101 0 0 9 139
National natural rates of interest and the single monetary policy in the Euro Area 0 1 8 70 0 5 27 140
Pricing Default Events: Surprise, Exogeneity and Contagion 0 0 2 63 1 1 7 179
Pricing Default Events: Surprise, Exogeneity and Contagion 0 0 0 26 2 4 12 85
Regime Switching and Bond Pricing 0 0 3 28 2 2 14 114
Regime Switching and Bond Pricing 0 0 1 64 1 2 12 120
Règle de Taylor et politique monétaire dans la zone euro 1 1 2 68 3 6 11 315
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 1 2 3 31 2 4 15 88
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 2 2 4 62 4 7 28 63
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 1 1 55 1 5 30 157
Taming Debt: Can GDP-Linked Bonds Do the Trick? 1 3 8 8 1 6 34 34
The Effectiveness of Monetary Policy since the Onset of the Financial Crisis 0 0 1 96 2 3 7 164
The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty 0 0 2 77 1 2 10 81
Total Working Papers 12 22 117 2,611 53 128 541 6,568


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 3 20 1 3 17 103
A model of the euro-area yield curve with discrete policy rates 0 2 4 11 0 3 23 82
A time-varying "natural" rate of interest for the euro area 4 5 15 209 6 9 40 507
A tractable interest rate model with explicit monetary policy rates 0 3 5 19 0 3 6 54
Caractéristiques des marchés du travail dans les pays de l'OCDE 0 0 0 0 0 0 0 2
Caractéristiques des marchés du travail dans les pays de l'OCDE 0 0 0 3 0 0 2 11
Credit and liquidity in interbank rates: A quadratic approach 0 1 5 22 1 3 16 83
Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks 1 3 7 31 2 5 12 67
Default, Liquidity, and Crises: an Econometric Framework 0 0 1 46 0 0 9 155
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 36 4 4 9 124
Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison 1 2 6 12 5 11 48 62
Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles? 0 0 0 28 1 3 14 202
National natural rates of interest and the single monetary policy in the euro area 0 1 6 17 6 10 54 123
PRICING SOVEREIGN BOND RISK IN THE EMU AREA: AN EMPIRICAL INVESTIGATION: COMMENT 0 0 0 9 0 0 0 30
Pricing default events: Surprise, exogeneity and contagion 0 1 2 22 1 2 12 123
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 0 1 2 5 6
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 3 0 0 2 22
Regime Switching and Bond Pricing 0 0 0 7 1 1 11 59
Réformes fiscales dans un modèle DSGE France en économie ouverte 1 2 3 14 2 3 10 50
Réformes fiscales dans un modèle DSGE France en économie ouverte 0 0 0 1 0 1 5 17
Statistical inference for independent component analysis: Application to structural VAR models 1 4 19 99 4 11 66 264
Staying at zero with affine processes: An application to term structure modelling 1 1 6 20 8 10 47 119
Staying at zero with affine processes: an application to term structure modelling 1 1 2 8 1 4 25 54
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 1 34 1 3 14 92
USING POLICY INTERVENTION TO IDENTIFY FINANCIAL STRESS: COMMENT 0 0 1 3 0 0 1 14
Total Journal Articles 10 26 87 674 45 91 448 2,425


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 1 1 4 3 4 7 53
Total Books 0 1 1 4 3 4 7 53


Statistics updated 2020-11-03