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 0 67 3 4 17 208
A Time Varying Natural Rate of Interest for the Euro Area 0 0 0 317 0 1 18 701
A Time-Varying Natural Rate for the Euro Area 0 0 0 94 1 1 9 218
A model of the euro-area yield curve with discrete policy rates 0 0 0 58 2 2 22 227
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 0 0 74 1 1 16 168
Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation? 0 0 0 213 0 1 17 1,104
Credit and Liquidity Risks in Euro-area Sovereign Yield Curves 0 0 0 50 0 0 14 156
Credit and Liquidity in Interbank Rates: a Quadratic Approach 1 1 1 67 2 2 24 180
Credit and liquidity risks in euro area sovereign yield curves 0 0 1 146 0 0 13 467
Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective 0 0 0 12 1 1 15 63
Default, Liquidity and Crises: An Econometric Framework 0 0 0 29 1 1 7 128
Default, liquidity and crises: an econometric framework 0 0 0 108 0 0 9 239
Disastrous Defaults 0 0 0 14 0 0 7 38
Disastrous Defaults 0 0 0 12 0 3 9 61
Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy? 0 0 0 50 0 0 5 213
Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets 0 0 0 279 4 5 33 650
Frequency-domain analysis of debt service in a macro-finance model for the euro area 0 0 0 69 0 0 28 306
Identification and Estimation in Non-Fundamental Structural VARMA Models 0 0 0 79 1 2 9 118
Identification and Estimation in Nonfundamental Structural Models 0 0 0 0 0 0 10 18
Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects 0 0 0 351 2 4 14 828
Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison 0 0 0 111 1 1 14 181
National natural rates of interest and the single monetary policy in the Euro Area 0 0 1 84 0 1 11 206
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 0 2 8 28
Pricing Default Events: Surprise, Exogeneity and Contagion 0 0 0 66 0 2 17 206
Pricing Default Events: Surprise, Exogeneity and Contagion 0 0 0 28 1 1 17 117
Regime Switching and Bond Pricing 0 0 0 65 0 0 10 150
Regime Switching and Bond Pricing 0 0 0 30 0 0 3 127
Required Capital for Long-Run Risks 0 0 0 0 0 1 10 12
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 0 0 2 119 2 6 16 194
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 0 0 0 34 0 0 5 105
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 0 60 0 0 11 216
Taming Debt: Can GDP-Linked Bonds Do the Trick? 0 0 1 22 0 0 11 74
Taming Debt: Can GDP-Linked Bonds Do the Trick? 0 0 0 0 0 0 10 11
The Effectiveness of Monetary Policy since the Onset of the Financial Crisis 0 0 0 118 1 1 11 265
The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty 0 0 0 80 0 1 9 108
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 1 1 2 9 1 1 23 40
règle de Taylor et politique mon taire dans la zone euro 0 0 1 75 0 1 14 356
Total Working Papers 2 2 9 2,993 24 46 496 8,487


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 2 29 1 2 11 145
A model of the euro-area yield curve with discrete policy rates 0 0 0 11 0 3 18 114
A time-varying "natural" rate of interest for the euro area 0 1 4 254 2 5 19 614
A tractable interest rate model with explicit monetary policy rates 0 0 1 25 1 1 10 81
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 0 0 4 4 0 1 16 29
Caractéristiques des marchés du travail dans les pays de l'OCDE 0 0 1 4 0 0 8 20
Caractéristiques des marchés du travail dans les pays de l'OCDE 0 0 0 1 0 0 6 14
Credit and liquidity in interbank rates: A quadratic approach 0 0 3 34 1 2 18 141
Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective 0 0 0 5 0 0 15 31
Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks 0 1 1 48 0 1 13 121
Default, Liquidity, and Crises: an Econometric Framework 0 0 0 56 1 2 15 194
Disastrous Defaults* 0 0 0 3 0 0 7 23
Fiscal Limits and the Pricing of Eurobonds 0 0 1 4 0 0 6 19
Identification and Estimation in Non-Fundamental Structural VARMA Models 0 0 0 9 0 1 18 81
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 47 0 1 9 157
Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison 0 0 2 55 2 4 25 260
Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles? 0 0 0 32 0 2 15 236
National natural rates of interest and the single monetary policy in the euro area 0 0 1 31 0 0 16 229
PRICING SOVEREIGN BOND RISK IN THE EMU AREA: AN EMPIRICAL INVESTIGATION: COMMENT 0 0 0 9 0 1 5 41
Pricing default events: Surprise, exogeneity and contagion 0 0 1 31 0 1 12 160
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 4 0 0 6 32
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 2 0 0 3 16
Regime Switching and Bond Pricing 0 0 0 12 0 1 7 80
Required Capital for Long-Run Risks 0 0 0 1 0 2 15 30
Réformes fiscales dans un modèle DSGE France en économie ouverte 0 0 0 5 0 0 8 37
Réformes fiscales dans un modèle DSGE France en économie ouverte 0 0 0 16 0 0 4 64
Statistical inference for independent component analysis: Application to structural VAR models 0 0 4 161 0 1 25 456
Staying at zero with affine processes: An application to term structure modelling 0 0 1 38 0 1 12 198
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 1 2 20 94
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 0 1 8 105
USING POLICY INTERVENTION TO IDENTIFY FINANCIAL STRESS: COMMENT 0 0 0 4 0 0 6 22
Understanding Swiss real interest rates in a financially globalized world 0 0 2 8 0 1 19 44
Total Journal Articles 0 2 29 990 9 36 395 3,888


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 0 7 0 0 20 87
Total Books 0 0 0 7 0 0 20 87


Statistics updated 2026-09-10