6
H index
3
i10 index
277
Citations
Frédéric Karamé : Citation Profile
TEPP Fédération de Recherche Théorie et Évaluation des Poliques Publiques (20% share) | RESEARCH PRODUCTION: 8 Articles 25 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1998 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Frédéric Karamé. | Is cited by:
| Cites to:
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Main data
Where Frédéric Karamé has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 2 |
| Journal of Economic Dynamics and Control | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 9 |
| Documents de recherche / Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne | 5 |
| Computing in Economics and Finance 2002 / Society for Computational Economics | 2 |
Recent works citing Frédéric Karamé (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper |
| 2025 | The New Keynesian Climate Model. (2025). Smets, Frank ; Sahuc, Jean-Guillaume ; Vermandel, Gauthier. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-1. Full description at Econpapers || Download paper |
| 2024 | A switching state-space transmission model for tracking epidemics and assessing interventions. (2024). Feng, Jingxue ; Wang, Liangliang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:197:y:2024:i:c:s0167947324000616. Full description at Econpapers || Download paper |
| 2024 | Cultural affinity and international trade in motion pictures: Empirical evidence using categorised internet search activity. (2024). Crosby, Paul ; McKenzie, Jordi ; Shin, Sunny Y. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324000889. Full description at Econpapers || Download paper |
| 2024 | Government expenditure and the housing puzzle: Unpacking mechanisms. (2024). Ferri, Javier ; Herranz-Baez, Francisca. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002013. Full description at Econpapers || Download paper |
| 2024 | Examining the behaviour of inflation to supply and demand shocks using an MS-VAR model. (2024). Savva, Christos ; Michail, Nektarios ; Koursaros, Demetris. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400258x. Full description at Econpapers || Download paper |
| 2025 | Raising awareness of climate change: Nature, activists, politicians?. (2025). Grechyna, Daryna. In: Ecological Economics. RePEc:eee:ecolec:v:227:y:2025:i:c:s0921800924002714. Full description at Econpapers || Download paper |
| 2024 | Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Rue, Hvard ; Marin, Miguel J ; de Zea, P ; Veiga, Helena. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35. Full description at Econpapers || Download paper |
| 2024 | Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744. Full description at Econpapers || Download paper |
| 2024 | A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets. (2024). Cavicchioli, Maddalena. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000610. Full description at Econpapers || Download paper |
| 2024 | Real-time nowcasting the monthly unemployment rates with daily Google Trends data. (2024). Galvo, Ana Beatriz ; Silva, Maria Eduarda ; Costa, Eduardo Andre. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001629. Full description at Econpapers || Download paper |
Works by Frédéric Karamé:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien In: Revue d'économie politique. [Full Text][Citation analysis] | article | 0 |
| 2012 | Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | La convergence de l’exposition aux risques des styles d’investissement : le cas des mutual funds américains In: Revue française d'économie. [Full Text][Citation analysis] | article | 0 |
| 2021 | Dynare: Reference Manual Version 4 In: Dynare Working Papers. [Full Text][Citation analysis] | paper | 137 |
| 2021 | Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics In: Dynare Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Nonlinearities and Workers Heterogeneity in Unemployment Dynamics.(2021) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2023 | Dynare: Reference Manual Version 5 In: Dynare Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2023 | Dynare: Reference Manual Version 5.(2023) In: PSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2008 | Limited participation and exchange rate dynamics: Does theory meet the data? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 12 |
| 2003 | Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data?.(2003) In: Documents de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2008 | Limited participation and exchange rate dynamics: Does theory meet the data?.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2003 | Limited participation and exchange rate dynamics: does theory meet the data?.(2003) In: Cahiers de la Maison des Sciences Economiques. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2015 | Asymmetries and Markov-switching structural VAR In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
| 2015 | Asymmetries and Markov-switching structural VAR.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2013 | Can Google data help predict French youth unemployment? In: Economic Modelling. [Full Text][Citation analysis] | article | 90 |
| 2012 | Can Google Data Help Predict French Youth Unemployment?.(2012) In: Documents de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | paper | |
| 2013 | Can Google data help predict French youth unemployment?.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 90 | paper | |
| 2010 | Impulse-response functions in Markov-switching structural vector autoregressions: A step further In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2010 | Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further.(2010) In: Documents de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2010 | Impulse–response functions in Markov-switching structural vector autoregressions: A step further.(2010) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | An algorithm for generalized impulse-response functions in Markov-switching structural VAR In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2012 | An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR.(2012) In: Documents de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2012 | An algorithm for generalized impulse-response functions in Markov-switching structural VAR.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2018 | A new particle filtering approach to estimate stochastic volatility models with Markov-switching In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2018 | A new particle filtering approach to estimate stochastic volatility models with Markov-switching.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2010 | Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions In: Documents de recherche. [Full Text][Citation analysis] | paper | 4 |
| 2000 | Unemployment Persistence : The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach. In: Papiers d'Economie Mathématique et Applications. [Citation analysis] | paper | 0 |
| 2001 | Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows? In: Papiers d'Economie Mathématique et Applications. [Citation analysis] | paper | 0 |
| 1998 | Asymmetries in the Dynamics of French Job Creation and Destruction Flows. In: Papiers d'Economie Mathématique et Applications. [Citation analysis] | paper | 0 |
| 2022 | Convergent Risk Exposures of Investment Strategies : the Case of the US Mutual Funds In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Prévisions avec les modèles à volatilité stochastique In: Post-Print. [Citation analysis] | paper | 0 |
| 2002 | Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] | paper | 1 |
| 2002 | The simulation methodology of the macroeconometric model MARMOTTE In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team