EconPapers    
Economics at your fingertips  
 

Details about Frédéric Karamé

Homepage:http://f.karame.free.fr
Workplace:TEPP Fédération de Recherche Théorie et Évaluation des Poliques Publiques (TEPP Institute for Theory and Evaluation of Public Policies), (more information at EDIRC)
Groupe d'Analyse des Itinéraires et Niveaux Salariaux (GAINS) (Group for the Analysis of Itineraries and Wage Levels), Faculté des Sciences Économiques et du Droit (Faculty of Economics and Law), Le Mans Université (Le Mans University), (more information at EDIRC)
Centre pour la Recherche Économique et ses Applications (CEPREMAP) (Center for Economic Research and its Applications), (more information at EDIRC)

Access statistics for papers by Frédéric Karamé.

Last updated 2023-12-06. Update your information in the RePEc Author Service.

Short-id: pka752


Jump to Journal Articles

Working Papers

2023

  1. Dynare: Reference Manual Version 5
    PSE Working Papers, HAL Downloads
    Also in Dynare Working Papers, CEPREMAP (2023) Downloads View citations (7)
    Working Papers, HAL (2023) Downloads

2022

  1. Convergent Risk Exposures of Investment Strategies: the Case of the US Mutual Funds
    (La convergence de l’exposition aux risques des styles d’investissement: le cas des mutual funds américains)
    Post-Print, HAL

2021

  1. Dynare: Reference Manual Version 4
    Dynare Working Papers, CEPREMAP Downloads View citations (137)
  2. La convergence de l'exposition aux risques des fonds d'investissement: le cas des mutual funds américains
    Working Papers, HAL Downloads
  3. Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (2)
    Also in Dynare Working Papers, CEPREMAP (2021) Downloads View citations (2)

2020

  1. Prévisions avec les modèles à volatilité stochastique
    Post-Print, HAL

2018

  1. A new particle filtering approach to estimate stochastic volatility models with Markov-switching
    Post-Print, HAL
    See also Journal Article A new particle filtering approach to estimate stochastic volatility models with Markov-switching, Econometrics and Statistics, Elsevier (2018) Downloads View citations (2) (2018)

2015

  1. Asymmetries and Markov-switching structural VAR
    Post-Print, HAL View citations (3)
    See also Journal Article Asymmetries and Markov-switching structural VAR, Journal of Economic Dynamics and Control, Elsevier (2015) Downloads View citations (6) (2015)

2013

  1. Can Google data help predict French youth unemployment?
    Post-Print, HAL View citations (45)
    Also in Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne (2012) Downloads View citations (3)

    See also Journal Article Can Google data help predict French youth unemployment?, Economic Modelling, Elsevier (2013) Downloads View citations (87) (2013)

2012

  1. An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR
    Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne Downloads View citations (6)
    Also in Post-Print, HAL (2012) View citations (6)

    See also Journal Article An algorithm for generalized impulse-response functions in Markov-switching structural VAR, Economics Letters, Elsevier (2012) Downloads View citations (10) (2012)
  2. Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien
    Post-Print, HAL
    See also Journal Article Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien, Revue d'économie politique, Dalloz (2012) Downloads (2012)

2010

  1. Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions
    Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne Downloads View citations (5)
  2. Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further
    Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne Downloads View citations (7)
    Also in Post-Print, HAL (2010) View citations (6)

    See also Journal Article Impulse-response functions in Markov-switching structural vector autoregressions: A step further, Economics Letters, Elsevier (2010) Downloads View citations (10) (2010)

2008

  1. Limited participation and exchange rate dynamics: Does theory meet the data?
    Post-Print, HAL View citations (10)
    Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2003) Downloads View citations (8)
    Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne (2003) Downloads

    See also Journal Article Limited participation and exchange rate dynamics: Does theory meet the data?, Journal of Economic Dynamics and Control, Elsevier (2008) Downloads View citations (11) (2008)

2002

  1. Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach
    Computing in Economics and Finance 2002, Society for Computational Economics Downloads View citations (1)
  2. The simulation methodology of the macroeconometric model MARMOTTE
    Computing in Economics and Finance 2002, Society for Computational Economics

2001

  1. Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows?
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)

2000

  1. Unemployment Persistence: The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)

1998

  1. Asymmetries in the Dynamics of French Job Creation and Destruction Flows
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)

Journal Articles

2022

  1. La convergence de l’exposition aux risques des styles d’investissement: le cas des mutual funds américains
    Revue française d'économie, 2022, Volume XXXVII, (1), 195-232 Downloads

2018

  1. A new particle filtering approach to estimate stochastic volatility models with Markov-switching
    Econometrics and Statistics, 2018, 8, (C), 204-230 Downloads View citations (2)
    See also Working Paper A new particle filtering approach to estimate stochastic volatility models with Markov-switching, Post-Print (2018) (2018)

2015

  1. Asymmetries and Markov-switching structural VAR
    Journal of Economic Dynamics and Control, 2015, 53, (C), 85-102 Downloads View citations (6)
    See also Working Paper Asymmetries and Markov-switching structural VAR, Post-Print (2015) View citations (3) (2015)

2013

  1. Can Google data help predict French youth unemployment?
    Economic Modelling, 2013, 30, (C), 117-125 Downloads View citations (87)
    See also Working Paper Can Google data help predict French youth unemployment?, Post-Print (2013) View citations (45) (2013)

2012

  1. An algorithm for generalized impulse-response functions in Markov-switching structural VAR
    Economics Letters, 2012, 117, (1), 230-234 Downloads View citations (10)
    See also Working Paper An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR, Documents de recherche (2012) Downloads View citations (6) (2012)
  2. Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien
    Revue d'économie politique, 2012, 122, (6), 851-865 Downloads
    See also Working Paper Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien, Post-Print (2012) (2012)

2010

  1. Impulse-response functions in Markov-switching structural vector autoregressions: A step further
    Economics Letters, 2010, 106, (3), 162-165 Downloads View citations (10)
    See also Working Paper Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further, Documents de recherche (2010) Downloads View citations (7) (2010)

2008

  1. Limited participation and exchange rate dynamics: Does theory meet the data?
    Journal of Economic Dynamics and Control, 2008, 32, (4), 1041-1087 Downloads View citations (11)
    See also Working Paper Limited participation and exchange rate dynamics: Does theory meet the data?, Post-Print (2008) View citations (10) (2008)
 
Page updated 2025-03-23