Access Statistics for Peter Vlaar

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
Capital requirements and competition in banking industry 0 0 1 532 0 2 5 1,448
Forecasting inflation: An art as well as a science! 0 0 0 256 1 15 15 871
Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy 0 0 0 238 3 5 9 818
Inflation Differentials and Excess Returns in the European Monetary System 0 0 0 0 0 1 3 595
Multivariate Feller conditions in term structure models: Why do(n't) we care? 0 0 0 11 0 6 7 65
Total Working Papers 0 0 1 1,037 4 29 39 3,797


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model 0 0 0 26 1 4 4 141
Conditional Indexation in Defined Benefit Pension Plans in the Netherlands&ast 0 0 0 27 0 5 8 145
Exchange rate expectations and risk premia in the European Monetary System: 1985–1991 0 0 0 4 0 4 5 60
Forecasting Inflation: An Art as Well as a Science! 0 0 0 75 0 2 2 333
GDP growth and currency valuation: The case of the dollar 0 1 5 100 0 7 15 402
Inflation differentials and excess returns in the European Monetary System 0 0 0 30 1 7 9 121
Innovations in testing the stability of risk measures over time and across models 0 0 0 24 2 3 5 103
Market Valuation, Pension Fund Policy and Contribution Volatility 0 0 0 28 2 5 7 141
Methods to determine capital requirements for options 0 0 0 0 0 4 5 22
Methods to determine capital requirements for options 0 0 0 7 2 3 5 115
Monetary transmission in Germany: Lessons for the Euro area 0 0 0 50 1 4 10 166
ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS 0 0 0 65 0 5 11 137
Shocking the eurozone 0 0 0 71 1 2 6 225
The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps 0 0 0 0 0 4 7 920
Value at risk models for Dutch bond portfolios 0 0 1 301 2 6 7 741
Total Journal Articles 0 1 6 808 12 65 106 3,772


Statistics updated 2026-03-04