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 1 1 2 67 2 3 11 188
A Time Varying Natural Rate of Interest for the Euro Area 0 0 2 316 1 2 4 680
A Time-Varying Natural Rate for the Euro Area 0 1 2 90 1 2 3 202
A model of the euro-area yield curve with discrete policy rates 0 0 0 58 0 0 2 201
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 2 2 6 74 3 3 12 152
Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation? 0 0 0 213 2 2 13 1,085
Credit and Liquidity Risks in Euro-area Sovereign Yield Curves 0 0 1 50 2 2 5 138
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 0 0 65 2 2 4 154
Credit and liquidity risks in euro area sovereign yield curves 2 2 3 145 4 5 7 454
Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective 0 1 3 12 2 3 24 45
Default, Liquidity and Crises: An Econometric Framework 0 0 0 29 0 1 2 119
Default, liquidity and crises: an econometric framework 0 0 0 108 1 1 2 230
Disastrous Defaults 0 0 0 14 0 1 1 30
Disastrous Defaults 0 0 1 10 2 2 4 49
Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy? 0 0 0 50 1 2 2 206
Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets 1 3 7 279 3 8 20 615
Frequency-domain analysis of debt service in a macro-finance model for the euro area 0 0 0 69 2 2 3 276
Identification and Estimation in Non-Fundamental Structural VARMA Models 0 0 0 79 1 1 8 108
Identification and Estimation in Nonfundamental Structural Models 0 0 0 0 1 1 3 8
Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects 0 2 4 351 1 6 12 809
Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison 1 1 3 111 1 1 6 167
National natural rates of interest and the single monetary policy in the Euro Area 0 0 0 83 2 3 7 192
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 0 0 0 15
Pricing Default Events: Surprise, Exogeneity and Contagion 0 0 1 28 1 1 3 100
Pricing Default Events: Surprise, Exogeneity and Contagion 0 0 1 66 1 1 2 188
Regime Switching and Bond Pricing 0 0 0 30 0 0 0 123
Regime Switching and Bond Pricing 0 0 0 65 3 3 4 139
Required Capital for Long-Run Risks 0 0 0 0 1 1 2 2
Règle de Taylor et politique monétaire dans la zone euro 0 1 4 74 1 2 7 339
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 0 1 9 116 1 5 23 175
Statistical Inference for Independent Component Analysis: Application to Structural VAR Models 0 0 0 34 0 0 1 100
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 1 1 2 59 3 3 17 202
Taming Debt: Can GDP-Linked Bonds Do the Trick? 0 0 0 21 1 1 2 63
The Effectiveness of Monetary Policy since the Onset of the Financial Crisis 0 0 3 117 0 1 35 247
The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty 0 0 0 80 4 4 5 97
Total Working Papers 8 16 54 2,966 50 75 256 7,898


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 27 0 0 2 130
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 0 2 246 0 2 5 589
A tractable interest rate model with explicit monetary policy rates 0 0 1 23 0 0 5 70
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 0 30 2 2 4 119
Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks 0 1 1 46 1 2 4 105
Default, Liquidity, and Crises: an Econometric Framework 0 0 2 55 2 2 6 178
Disastrous Defaults* 0 0 2 3 1 2 4 15
Identification and Estimation in Non-Fundamental Structural VARMA Models 0 0 1 9 3 3 9 53
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 3 45 0 1 5 145
Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison 4 7 17 51 5 13 44 228
Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles? 0 0 1 32 1 1 4 220
National natural rates of interest and the single monetary policy in the euro area 0 1 3 30 1 5 14 206
PRICING SOVEREIGN BOND RISK IN THE EMU AREA: AN EMPIRICAL INVESTIGATION: COMMENT 0 0 0 9 1 1 1 36
Pricing default events: Surprise, exogeneity and contagion 1 1 2 29 2 3 6 147
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 4 0 1 1 26
Quelles sont les parts cyclique et structurelle du chômage en France ? 0 0 0 2 0 2 2 13
Regime Switching and Bond Pricing 1 1 2 12 2 2 3 73
Required Capital for Long-Run Risks 0 0 0 1 0 0 3 12
Réformes fiscales dans un modèle DSGE France en économie ouverte 0 0 0 4 0 1 1 24
Réformes fiscales dans un modèle DSGE France en économie ouverte 0 0 0 16 1 1 1 60
Statistical inference for independent component analysis: Application to structural VAR models 0 1 5 157 0 1 16 419
Staying at zero with affine processes: An application to term structure modelling 0 0 1 36 1 1 6 183
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 1 35 0 0 1 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 0 0 5 19
Total Journal Articles 6 12 48 939 23 46 155 3,368


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 5 0 2 3 65
Total Books 0 0 0 5 0 2 3 65


Statistics updated 2025-03-03