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 |