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 0 3 1,446
Forecasting inflation: An art as well as a science! 0 0 0 256 3 3 3 859
Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy 0 0 0 238 1 2 6 814
Inflation Differentials and Excess Returns in the European Monetary System 0 0 0 0 0 2 2 594
Multivariate Feller conditions in term structure models: Why do(n't) we care? 0 0 0 11 3 3 4 62
Total Working Papers 0 0 1 1,037 7 10 18 3,775


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 1 1 138
Conditional Indexation in Defined Benefit Pension Plans in the Netherlands&ast 0 0 0 27 1 3 4 141
Exchange rate expectations and risk premia in the European Monetary System: 1985–1991 0 0 0 4 1 2 4 57
Forecasting Inflation: An Art as Well as a Science! 0 0 0 75 2 2 2 333
GDP growth and currency valuation: The case of the dollar 1 2 5 100 4 7 12 399
Inflation differentials and excess returns in the European Monetary System 0 0 0 30 1 2 4 115
Innovations in testing the stability of risk measures over time and across models 0 0 0 24 0 1 2 100
Market Valuation, Pension Fund Policy and Contribution Volatility 0 0 0 28 1 2 4 137
Methods to determine capital requirements for options 0 0 0 0 1 2 2 19
Methods to determine capital requirements for options 0 0 0 7 0 1 2 112
Monetary transmission in Germany: Lessons for the Euro area 0 0 0 50 0 3 7 162
ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS 0 0 0 65 2 7 8 134
Shocking the eurozone 0 0 0 71 1 3 5 224
The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps 0 0 0 0 2 3 6 918
Value at risk models for Dutch bond portfolios 0 0 1 301 3 3 4 738
Total Journal Articles 1 2 6 808 20 42 67 3,727


Statistics updated 2026-01-08