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 2 531 0 0 3 1,443
Forecasting inflation: An art as well as a science! 0 2 2 256 0 2 2 854
Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy 0 0 0 238 0 0 0 806
Inflation Differentials and Excess Returns in the European Monetary System 0 0 0 0 0 1 1 591
Multivariate Feller conditions in term structure models: Why do(n't) we care? 0 0 0 11 0 0 3 58
Total Working Papers 0 2 4 1,036 0 3 9 3,752


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 1 26 0 0 1 137
Conditional Indexation in Defined Benefit Pension Plans in the Netherlands&ast 0 0 0 27 0 0 0 136
Exchange rate expectations and risk premia in the European Monetary System: 1985–1991 0 0 0 4 0 0 0 52
Forecasting Inflation: An Art as Well as a Science! 0 0 0 75 0 2 2 331
GDP growth and currency valuation: The case of the dollar 0 1 1 95 0 1 2 384
Inflation differentials and excess returns in the European Monetary System 0 0 0 30 0 0 1 110
Innovations in testing the stability of risk measures over time and across models 0 0 0 24 0 0 0 98
Market Valuation, Pension Fund Policy and Contribution Volatility 0 0 0 28 0 0 0 133
Methods to determine capital requirements for options 0 0 0 0 0 0 0 17
Methods to determine capital requirements for options 0 0 1 7 0 0 1 109
Monetary transmission in Germany: Lessons for the Euro area 0 0 1 50 0 0 1 155
ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS 0 0 0 65 0 0 0 126
Shocking the eurozone 0 0 0 71 0 0 0 218
The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps 0 0 0 0 0 2 18 908
Value at risk models for Dutch bond portfolios 0 1 7 300 0 2 13 734
Total Journal Articles 0 2 11 802 0 7 39 3,648


Statistics updated 2024-09-04