Access Statistics for Remzi Uctum

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A disequilibrium model for the French industrial sector: methods and evidence 0 0 0 0 0 0 0 2
Analysis of the endogenous changes in the expectational processes: the case of exchange rate expectations 0 0 0 0 0 0 0 1
Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts 0 0 0 66 1 1 6 370
Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts 0 0 0 73 0 0 3 439
Anticipations, prime de risque et structure par terme des taux d’intérêt: une analyse des comportements d’experts 0 0 0 5 0 0 7 65
Changements dans les processus anticipatifs: quelle approche économétrique ? 0 0 0 0 0 0 1 1
Convergence of wages and their macroeconomic determinants in the Euro area 0 0 0 0 0 1 3 10
Convergence of wages and their macroeconomic determinants in the Euro area 0 0 0 0 0 0 1 11
Difficultés liées aux estimations des modèles économétriques de déséquilibre avec rationnements stochastiques 0 0 0 0 0 0 2 9
Difficultés liées aux estimations économétriques de déséquilibre à spécifications stochastiques 0 0 0 0 0 0 0 1
Do markets learn to rationally expect US interest rates? An anchoring approach 0 0 0 0 0 0 3 30
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 0 1 6 19
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 0 1 4 17
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 0 1 5 9
Do markets learn to rationally expect US interest rates? evidence from survey data 0 0 0 31 0 0 1 61
Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market 0 0 0 0 0 0 2 3
Développements récents des modèles économétriques de déséquilibre et méthodes d’estimation 0 0 0 0 1 1 1 1
Economically rational expectations theory: evidence from the WTI oil price survey data 0 1 1 112 1 3 10 429
Econométrie des modèles à changements de régimes 0 0 0 0 0 0 1 5
Econométrie des modèles à changements de régimes: un essai de synthèse 0 0 0 267 1 2 4 659
Estimation of disequilibrium models with stochastic trade-offers 0 0 0 0 0 0 0 1
Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data 0 0 0 0 0 1 3 12
Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data 0 0 0 0 0 1 2 6
Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data 0 0 0 0 0 0 1 6
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 0 0 0 0 4
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 0 0 0 0 4
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 20 0 2 4 53
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 1 58 0 3 10 158
FF/$ exchange rate expectations formation: do the expectational processes change over time ? 0 0 0 0 0 0 0 1
Formation des anticipations de change FF/$: analyse de l’hypothèse de changements dans les processus au cours du temps 0 0 0 0 0 0 0 3
Formation des anticipations de change: l'hypothèse d'un processus mixte 0 0 0 0 0 0 1 12
Formation des anticipations de change: l’hypothèse d’un processus mixte 0 0 0 0 0 0 1 8
How are oil price expectations formed ? Evidence from survey data 0 0 0 0 0 0 0 0
Impact des chocs évènementiels sur la volatilité intra-journalière des rentabilités boursières: une approche sur données individuelles 0 0 0 0 0 0 1 14
Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets 0 0 1 61 2 3 10 142
Jumps in equilibrium prices and asymmetric news in foreign exchange markets 0 0 0 0 1 1 3 15
Jumps in equilibrium prices and asymmetric news in foreign exchange markets 0 0 0 0 0 0 2 16
Jumps in equilibrium prices and asymmetric news in foreign exchange markets 0 0 0 0 0 1 4 18
Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data 0 0 0 0 0 0 2 13
Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data 0 0 0 0 0 1 1 11
Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data 0 0 0 0 0 1 2 12
Modeling the horizon-dependent risk premium in the forex market: evidence from survey data 0 0 0 43 0 0 2 183
Modelling oil price expectations: evidence from survey data 0 0 0 209 0 0 9 535
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 0 0 0 0 0 2 6 12
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 0 0 0 1 6
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 47 1 1 6 125
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 0 1 1 2 9
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 1 1 2 3 9
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 8 0 0 0 9
Portfolio Flows, Foreign Direct Investment, Crises 0 0 1 413 0 2 7 1,298
Portée de la politique des changes dans une économie en déséquilibre 0 0 0 0 0 0 0 0
Public debt, the unit root hypothesis and structural breaks: a multi-country analysis 0 0 2 127 0 2 5 354
Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data 0 0 0 55 0 0 2 143
Term structure of interest rates: modelling the risk premium using a two horizons framework 0 1 3 41 0 3 14 91
Term structure of interest rates: modelling the risk premium using a two horizons framework 0 0 0 0 2 8 17 30
Term structure of interest rates: modelling the risk premium using a two-horizons framework 0 0 0 0 0 1 2 21
Term structure of interest rates: modelling the risk premium using a two-horizons framework 0 0 0 0 0 0 0 14
The European Growth Synchronization through Crises and Structural Changes 0 0 0 0 4 6 10 23
The Eurozone Convergence through Crises and Structural Changes 0 0 2 84 1 2 13 83
The Eurozone convergence through crises and structural changes 0 0 0 0 0 0 2 16
The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data 0 0 0 74 0 2 4 277
The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data 0 0 0 32 0 0 0 145
The evidence of a mixed expectation generating process in the foreign exchange market 0 0 0 0 0 0 3 40
Théorie et Econométrie du Déséquilibre en Economie Ouverte 0 0 0 0 0 0 1 1
Théorie et économétrie du déséquilibre en économie ouverte 0 0 0 0 4 5 6 30
Total Working Papers 0 2 11 1,827 21 62 222 6,105


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts 0 0 0 11 0 0 4 142
Crises, portfolio flows, and foreign direct investment: An application to Turkey 0 0 3 23 0 0 6 100
Do markets learn to rationally expect US interest rates? An anchoring approach 0 0 0 1 0 1 4 15
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 3 0 1 1 13
Formation des anticipations de change: l'hypothèse d'un processus mixte 0 0 0 3 0 1 3 38
Jumps in equilibrium prices and asymmetric news in foreign exchange markets 0 0 1 18 0 0 10 78
Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data 0 0 0 1 0 0 1 10
Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data 0 0 1 9 0 1 2 107
Modelling oil price expectations: Evidence from survey data 0 0 0 40 0 0 7 173
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 1 2 2 2 1 4 5 5
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 0 0 0 2 1 1 5 30
Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi‐Country Analysis 0 0 0 92 0 1 4 347
Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data* 0 0 0 24 0 1 2 67
Économétrie des modèles à changement de régimes: un essai de synthèse 4 7 8 99 7 15 36 316
Total Journal Articles 5 9 15 328 9 26 90 1,441


Statistics updated 2021-07-05