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 67 0 0 6 189
A Time Varying Natural Rate of Interest for the Euro Area 0 1 2 317 0 1 4 681
A Time-Varying Natural Rate for the Euro Area 0 1 2 91 0 2 5 205
A model of the euro-area yield curve with discrete policy rates 0 0 0 58 1 3 4 204
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 0 4 74 0 0 9 152
Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation? 0 0 0 213 0 1 13 1,087
Credit and Liquidity Risks in Euro-area Sovereign Yield Curves 0 0 1 50 2 2 7 141
Credit and Liquidity in Interbank Rates: a Quadratic Approach 1 1 1 66 1 1 4 155
Credit and liquidity risks in euro area sovereign yield curves 0 0 3 145 0 0 7 454
Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective 0 0 1 12 0 0 10 47
Default, Liquidity and Crises: An Econometric Framework 0 0 0 29 0 1 4 121
Default, liquidity and crises: an econometric framework 0 0 0 108 0 0 2 230
Disastrous Defaults 0 0 2 12 0 1 5 52
Disastrous Defaults 0 0 0 14 0 0 2 31
Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy? 0 0 0 50 1 2 4 208
Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets 0 0 5 279 1 2 17 617
Frequency-domain analysis of debt service in a macro-finance model for the euro area 0 0 0 69 1 1 4 277
Identification and Estimation in Non-Fundamental Structural VARMA Models 0 0 0 79 1 1 5 109
Identification and Estimation in Nonfundamental Structural Models 0 0 0 0 0 0 3 8
Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects 0 0 3 351 1 3 14 812
Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison 0 0 3 111 0 0 6 167
National natural rates of interest and the single monetary policy in the Euro Area 0 0 0 83 1 3 8 195
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 3 3 3 18
Pricing Default Events: Surprise, Exogeneity and Contagion 0 0 0 66 0 1 2 189
Pricing Default Events: Surprise, Exogeneity and Contagion 0 0 0 28 0 0 1 100
R gle de Taylor et politique mon taire dans la zone euro 0 0 2 74 0 1 5 340
Regime Switching and Bond Pricing 0 0 0 65 0 1 4 140
Regime Switching and Bond Pricing 0 0 0 30 0 0 0 123
Required Capital for Long-Run Risks 0 0 0 0 0 0 1 2
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 0 0 0 34 0 0 0 100
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 0 0 6 116 1 2 14 177
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 2 60 0 0 17 203
Taming Debt: Can GDP-Linked Bonds Do the Trick? 0 0 0 21 0 0 2 63
Taming Debt: Can GDP-Linked Bonds Do the Trick? 0 0 0 0 0 0 0 0
The Effectiveness of Monetary Policy since the Onset of the Financial Crisis 0 1 3 118 0 3 31 250
The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty 0 0 0 80 0 1 6 98
Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model 1 1 7 7 3 5 15 15
Total Working Papers 2 5 48 2,980 17 41 244 7,960


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 1 1 1 131
A model of the euro-area yield curve with discrete policy rates 0 0 0 11 0 0 1 96
A time-varying "natural" rate of interest for the euro area 0 1 2 247 0 1 6 591
A tractable interest rate model with explicit monetary policy rates 0 0 2 24 0 0 3 71
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 0 0 0 0 0 0 4 12
Caractéristiques des marchés du travail dans les pays de l'OCDE 0 0 0 1 0 0 0 6
Caractéristiques des marchés du travail dans les pays de l'OCDE 0 0 0 3 0 0 0 12
Credit and liquidity in interbank rates: A quadratic approach 0 0 1 31 0 0 5 120
Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective 0 0 4 4 1 1 13 15
Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks 0 0 2 47 2 2 6 108
Default, Liquidity, and Crises: an Econometric Framework 0 1 1 56 0 1 4 179
Disastrous Defaults* 0 0 0 3 0 0 3 16
Fiscal Limits and the Pricing of Eurobonds 0 0 1 3 1 2 5 12
Identification and Estimation in Non-Fundamental Structural VARMA Models 0 0 1 9 1 3 10 57
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 1 2 46 0 2 4 147
Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison 0 1 14 52 0 4 41 233
Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles? 0 0 0 32 0 0 3 221
National natural rates of interest and the single monetary policy in the euro area 0 0 1 30 1 3 13 211
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 1 2 30 0 1 4 148
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 4 0 0 1 26
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 2 0 0 2 13
Regime Switching and Bond Pricing 0 0 2 12 0 0 3 73
Required Capital for Long-Run Risks 0 0 0 1 0 2 3 14
Réformes fiscales dans un modèle DSGE France en économie ouverte 0 0 0 16 0 0 1 60
Réformes fiscales dans un modèle DSGE France en économie ouverte 0 1 1 5 0 1 2 25
Statistical inference for independent component analysis: Application to structural VAR models 0 0 5 157 0 8 17 427
Staying at zero with affine processes: An application to term structure modelling 0 1 1 37 0 2 7 185
Staying at zero with affine processes: an application to term structure modelling 0 0 1 12 0 0 2 72
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 0 0 96
USING POLICY INTERVENTION TO IDENTIFY FINANCIAL STRESS: COMMENT 0 0 0 4 0 0 0 16
Understanding Swiss real interest rates in a financially globalized world 0 0 1 6 3 4 9 25
Total Journal Articles 0 7 44 956 10 38 174 3,454


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 1 1 1 6 1 1 4 66
Total Books 1 1 1 6 1 1 4 66


Statistics updated 2025-07-04