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 1 1 65 0 2 12 164
A Time Varying Natural Rate of Interest for the Euro Area 0 0 4 311 0 1 8 673
A Time-Varying Natural Rate for the Euro Area 0 1 2 82 0 2 6 190
A model of the euro-area yield curve with discrete policy rates 1 1 1 58 1 2 4 199
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 2 4 16 53 4 9 37 105
Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation? 0 0 4 212 0 4 22 1,062
Credit and Liquidity Risks in Euro-area Sovereign Yield Curves 0 0 0 48 0 0 3 130
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 0 0 63 0 1 3 147
Credit and liquidity risks in euro area sovereign yield curves 0 0 1 142 0 0 5 444
Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective 0 0 0 4 0 1 6 9
Default, Liquidity and Crises: An Econometric Framework 0 0 0 29 0 0 0 117
Default, liquidity and crises: an econometric framework 0 0 0 108 0 0 1 226
Disastrous Defaults 0 0 1 14 0 0 9 28
Disastrous Defaults 0 0 0 9 0 0 8 39
Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy? 0 0 4 50 0 0 5 204
Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets 1 3 11 262 1 5 23 571
Frequency-domain analysis of debt service in a macro-finance model for the euro area 0 0 0 69 1 1 1 272
Identification and Estimation in Non-Fundamental Structural VARMA Models 1 1 2 78 1 2 4 93
Identification and Estimation in Nonfundamental Structural Models 0 0 0 0 0 0 3 4
Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects 0 2 4 343 1 3 8 791
Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison 0 0 1 104 1 2 5 156
National natural rates of interest and the single monetary policy in the Euro Area 0 0 4 81 1 4 14 177
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 1 2 0 0 2 12
Pricing Default Events: Surprise, Exogeneity and Contagion 0 0 0 64 0 0 0 185
Pricing Default Events: Surprise, Exogeneity and Contagion 0 0 0 27 0 0 0 94
Regime Switching and Bond Pricing 0 0 0 29 0 0 0 122
Regime Switching and Bond Pricing 0 0 1 65 0 1 6 133
Règle de Taylor et politique monétaire dans la zone euro 0 0 0 69 1 1 5 328
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 1 2 9 83 1 2 13 109
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 0 0 0 33 0 0 0 98
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 2 57 0 0 4 178
Taming Debt: Can GDP-Linked Bonds Do the Trick? 0 0 1 17 0 0 2 56
The Effectiveness of Monetary Policy since the Onset of the Financial Crisis 1 2 4 107 2 4 10 192
The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty 0 0 1 79 0 1 3 88
Total Working Papers 7 17 75 2,817 15 48 232 7,396


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 20 0 1 6 116
A model of the euro-area yield curve with discrete policy rates 0 0 0 11 3 3 3 94
A time-varying "natural" rate of interest for the euro area 0 1 10 233 0 2 23 568
A tractable interest rate model with explicit monetary policy rates 0 0 0 21 0 0 2 62
Caractéristiques des marchés du travail dans les pays de l'OCDE 0 0 0 3 0 0 0 12
Caractéristiques des marchés du travail dans les pays de l'OCDE 0 0 1 1 0 0 1 6
Credit and liquidity in interbank rates: A quadratic approach 0 0 4 28 0 0 9 108
Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks 0 2 5 40 0 2 10 89
Default, Liquidity, and Crises: an Econometric Framework 0 0 2 49 0 0 3 163
Disastrous Defaults* 0 1 1 1 0 2 4 4
Identification and Estimation in Non-Fundamental Structural VARMA Models 0 0 3 6 1 2 11 39
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 39 1 1 3 135
Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison 0 0 6 27 2 4 35 141
Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles? 0 0 1 31 0 0 2 215
National natural rates of interest and the single monetary policy in the euro area 0 0 2 25 1 2 21 182
PRICING SOVEREIGN BOND RISK IN THE EMU AREA: AN EMPIRICAL INVESTIGATION: COMMENT 0 0 0 9 0 0 2 33
Pricing default events: Surprise, exogeneity and contagion 0 0 1 23 0 1 3 131
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 3 0 0 0 24
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 0 0 0 1 9
Regime Switching and Bond Pricing 0 0 0 9 0 0 0 68
Réformes fiscales dans un modèle DSGE France en économie ouverte 0 0 2 16 0 0 3 59
Réformes fiscales dans un modèle DSGE France en économie ouverte 1 1 2 3 2 3 4 21
Statistical inference for independent component analysis: Application to structural VAR models 1 2 17 140 1 4 44 375
Staying at zero with affine processes: An application to term structure modelling 0 0 3 26 1 1 11 161
Staying at zero with affine processes: an application to term structure modelling 0 0 2 10 0 0 2 63
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 34 0 0 0 95
USING POLICY INTERVENTION TO IDENTIFY FINANCIAL STRESS: COMMENT 0 0 0 4 0 0 1 16
Understanding Swiss real interest rates in a financially globalized world 0 1 1 1 2 3 4 4
Total Journal Articles 2 8 64 813 14 31 208 2,993


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 5 0 2 4 62
Total Books 0 1 1 5 0 2 4 62


Statistics updated 2022-12-04