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 3 63 1 4 15 135
A Time Varying Natural Rate of Interest for the Euro Area 1 2 4 300 1 5 19 641
A Time-Varying Natural Rate for the Euro Area 1 1 1 78 1 1 5 175
A model of the euro-area yield curve with discrete policy rates 0 1 2 53 1 4 14 177
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 3 16 25 25 7 16 23 23
Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation? 0 0 3 196 6 17 77 835
Credit and Liquidity Risks in Euro-area Sovereign Yield Curves 0 0 0 47 0 1 13 121
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 1 4 59 1 4 18 126
Credit and liquidity risks in euro area sovereign yield curves 0 2 6 139 0 3 26 430
Default, Liquidity and Crises: An Econometric Framework 0 0 1 29 0 2 11 108
Default, liquidity and crises: an econometric framework 0 1 1 106 0 3 12 216
Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy? 0 0 0 45 0 1 3 193
Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets 2 3 15 233 3 6 38 494
Frequency-domain analysis of debt service in a macro-finance model for the euro area 0 1 2 67 0 2 6 261
Identification and Estimation in Non-Fundamental Structural VARMA Models 0 4 4 69 1 7 16 58
Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects 0 1 3 330 0 2 11 758
Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison 0 1 5 101 0 4 28 139
National natural rates of interest and the single monetary policy in the Euro Area 3 3 9 68 5 8 33 132
Pricing Default Events: Surprise, Exogeneity and Contagion 0 1 2 63 0 2 16 177
Pricing Default Events: Surprise, Exogeneity and Contagion 0 0 0 26 0 2 8 78
Regime Switching and Bond Pricing 0 0 2 27 1 2 12 108
Regime Switching and Bond Pricing 0 1 2 64 0 3 18 117
Règle de Taylor et politique monétaire dans la zone euro 0 0 2 67 1 1 7 309
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 0 1 1 29 1 4 14 83
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 0 1 2 60 2 6 24 54
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 2 54 1 10 36 150
The Effectiveness of Monetary Policy since the Onset of the Financial Crisis 0 1 2 96 0 2 8 161
The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty 1 1 3 77 3 4 13 77
Total Working Papers 11 43 106 2,571 36 126 524 6,336


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 1 4 19 2 5 19 97
A model of the euro-area yield curve with discrete policy rates 0 0 2 9 2 4 32 75
A time-varying "natural" rate of interest for the euro area 2 5 11 203 2 9 38 492
A tractable interest rate model with explicit monetary policy rates 0 0 2 16 0 0 11 51
Caractéristiques des marchés du travail dans les pays de l'OCDE 0 0 0 3 0 2 3 11
Caractéristiques des marchés du travail dans les pays de l'OCDE 0 0 0 0 0 0 1 2
Credit and liquidity in interbank rates: A quadratic approach 0 2 4 21 0 5 17 78
Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks 0 4 6 28 0 5 15 61
Default, Liquidity, and Crises: an Econometric Framework 0 1 1 46 0 4 16 153
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 0 35 0 0 5 119
Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison 1 2 8 8 4 14 45 45
Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles? 0 0 0 28 1 1 23 197
National natural rates of interest and the single monetary policy in the euro area 1 1 6 14 6 15 64 104
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 3 21 0 3 11 117
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 0 0 0 3 4
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 3 0 0 2 21
Regime Switching and Bond Pricing 0 0 0 7 0 1 11 57
Réformes fiscales dans un modèle DSGE France en économie ouverte 0 0 3 12 0 0 10 45
Réformes fiscales dans un modèle DSGE France en économie ouverte 0 0 1 1 0 0 4 15
Statistical inference for independent component analysis: Application to structural VAR models 1 3 20 92 5 13 67 238
Staying at zero with affine processes: An application to term structure modelling 2 3 10 19 6 14 63 108
Staying at zero with affine processes: an application to term structure modelling 0 0 2 7 0 8 39 50
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 2 10 87
USING POLICY INTERVENTION TO IDENTIFY FINANCIAL STRESS: COMMENT 0 0 1 3 0 0 1 14
Total Journal Articles 7 23 85 638 29 105 510 2,271


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 1 3 1 1 11 48
Total Books 0 0 1 3 1 1 11 48


Statistics updated 2020-06-04