Details about Frédéric Karamé

Access statistics for papers by Frédéric Karamé.

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

Short-id: pka752

Working Papers

2023

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

2022

2. 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

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

2020

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

2018

7. 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) View citations (2) (2018)

2015

8. 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) View citations (6) (2015)

2013

9. Can Google data help predict French youth unemployment?
   Post-Print, HAL View citations (46)
   Also in Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne (2012) View citations (3)
   See also Journal Article Can Google data help predict French youth unemployment?, Economic Modelling, Elsevier (2013) View citations (88) (2013)

2012

10. 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 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) View citations (10) (2012)
11. 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) (2012)

2010

12. 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 View citations (5)
13. 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 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) View citations (10) (2010)

2008

14. 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) View citations (8)
    Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne (2003)
    See also Journal Article Limited participation and exchange rate dynamics: Does theory meet the data?, Journal of Economic Dynamics and Control, Elsevier (2008) View citations (11) (2008)

2002

15. 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 View citations (1)
16. The simulation methodology of the macroeconometric model MARMOTTE
    Computing in Economics and Finance 2002, Society for Computational Economics

2001

17. 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

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

1998

19. 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

2018

2. A new particle filtering approach to estimate stochastic volatility models with Markov-switching
   Econometrics and Statistics, 2018, 8, (C), 204-230 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

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

2013

4. Can Google data help predict French youth unemployment?
   Economic Modelling, 2013, 30, (C), 117-125 View citations (88)
   See also Working Paper Can Google data help predict French youth unemployment?, Post-Print (2013) View citations (46) (2013)

2012

5. An algorithm for generalized impulse-response functions in Markov-switching structural VAR
   Economics Letters, 2012, 117, (1), 230-234 View citations (10)
   See also Working Paper An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR, Documents de recherche (2012) View citations (6) (2012)
6. 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
   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

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

2008

8. Limited participation and exchange rate dynamics: Does theory meet the data?
   Journal of Economic Dynamics and Control, 2008, 32, (4), 1041-1087 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)