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Details about Frédéric Karamé

E-mail:
Homepage:http://f.karame.free.fr
Workplace: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), Université du Maine (University of Maine), (more information at EDIRC)
TEPP Fédération de Recherche Travail Emploi et Politiques Publiques (TEPP Institute for Labor Studies and Public Policies), (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 2019-01-13. Update your information in the RePEc Author Service.

Short-id: pka752


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Working Papers

2018

  1. Dynare: Reference Manual Version 4
    Dynare Working Papers, CEPREMAP Downloads View citations (125)

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 (2)
    See also Journal Article in Economics Letters (2012)
  2. Can Google Data Help Predict French Youth Unemployment?
    Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne Downloads
    See also Journal Article in Economic Modelling (2013)

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 (3)
  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 (4)
    See also Journal Article in Economics Letters (2010)

2008

  1. Limited participation and exchange rate dynamics: Does theory meet the data?
    Post-Print, HAL View citations (2)
    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 in Journal of Economic Dynamics and Control (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

2018

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

2015

  1. Asymmetries and Markov-switching structural VAR
    Journal of Economic Dynamics and Control, 2015, 53, (C), 85-102 Downloads

2013

  1. Can Google data help predict French youth unemployment?
    Economic Modelling, 2013, 30, (C), 117-125 Downloads View citations (32)
    See also Working Paper (2012)

2012

  1. An algorithm for generalized impulse-response functions in Markov-switching structural VAR
    Economics Letters, 2012, 117, (1), 230-234 Downloads View citations (2)
    See also Working Paper (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

2010

  1. Impulse-response functions in Markov-switching structural vector autoregressions: A step further
    Economics Letters, 2010, 106, (3), 162-165 Downloads View citations (5)
    See also Working Paper (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 (9)
    See also Working Paper (2008)
 
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