6
H index
3
i10 index
268
Citations
Frédéric Karamé : Citation Profile
TEPP Fédération de Recherche Théorie et Évaluation des Poliques Publiques (20% share) | RESEARCH PRODUCTION: 8 Articles 24 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 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 |
| 2023 | Impulse response function analysis for Markov switching var models. (2023). Cavicchioli, Maddalena. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003828. Full description at Econpapers || Download paper |
| 2023 | Moments, shocks and spillovers in Markov-switching VAR models. (2023). Kole, Erik ; van Dijk, Dick. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001902. 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 |
| 2023 | Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412. 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 |
| 2023 | La brecha de género en el emprendimiento y la cultura emprendedora: Evidencia con Google Trends. (2023). Gutiérrez, Antonio. In: MPRA Paper. RePEc:pra:mprapa:115876. Full description at Econpapers || Download paper |
| 2023 | Accounting for the role of investment frictions in recessions. (2023). Lores, Francisco-Xavier ; del Rio, Fernando. In: MPRA Paper. RePEc:pra:mprapa:116024. Full description at Econpapers || Download paper |
| 2024 | Effects of Capital Flows on Carry Trade Activities: The Case of Turkey. (2019). Erer, Deniz ; Gacener-Ati, Aydanur. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:190403. Full description at Econpapers || Download paper |
| 2023 | Forecasting unemployment with Google Trends: age, gender and digital divide. (2023). Garcia-Hiernaux, Alfredo ; Mulero, Rodrigo. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02347-w. Full description at Econpapers || Download paper |
| 2023 | Nowcasting the Greek (semi?) deposit run: Hidden uncertainty about the future currency in a Google search. (2021). Anastasiou, Dimitrios ; Drakos, Konstantinos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1133-1150. Full description at Econpapers || Download paper |
| 2023 | Monetary policy rules under bounded rationality. (2023). Schwemmer, Alexander ; Kienzler, Daniel ; Gerke, Rafael ; Dobrew, Michael. In: Discussion Papers. RePEc:zbw:bubdps:182023. 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 | 136 |
| 2021 | Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics In: Dynare Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Nonlinearities and Workers Heterogeneity in Unemployment Dynamics.(2021) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | Dynare: Reference Manual Version 5 In: Dynare Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 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 | 5 |
| 2015 | Asymmetries and Markov-switching structural VAR.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Can Google data help predict French youth unemployment? In: Economic Modelling. [Full Text][Citation analysis] | article | 86 |
| 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: 86 | paper | |
| 2013 | Can Google data help predict French youth unemployment?.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 86 | 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 | 1 |
| 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: 1 | 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 November, 3 2024. Contact: CitEc Team