Frédéric Karamé : Citation Profile

TEPP Fédération de Recherche Théorie et Évaluation des Poliques Publiques (20% share)
Le Mans Université (70% share)
Centre pour la Recherche Économique et ses Applications (CEPREMAP) (10% share)

6

H index

4

i10 index

285

Citations

RESEARCH PRODUCTION:

8

Articles

25

Papers

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 11
   Journals where Frédéric Karamé has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 3 (1.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka752
   Updated: 2025-12-20    RAS profile: 2023-12-06    
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Relations with other researchers

Works with:

Adjemian, Stéphane (5)

Bastani, Houtan (3)

Mutschler, Willi (3)

Juillard, Michel (3)

Ratto, Marco (3)

Pfeifer, Johannes (3)

Villemot, Sébastien (3)

Langot, Francois (2)

Rion, Normann (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Frédéric Karamé.

Is cited by:

Kole, Erik (7)

van Dijk, Dick (7)

Simionescu, Mihaela (6)

Malley, Jim (6)

Kollmann, Robert (6)

Lan, Hong (6)

Asimakopoulos, Stylianos (5)

Kiley, Michael (5)

Sacht, Stephen (4)

Meyer-Gohde, Alexander (4)

Ratto, Marco (4)

Cites to:

Rogoff, Kenneth (12)

Obstfeld, Maurice (10)

Christiano, Lawrence (10)

Haltiwanger, John (8)

Koopman, Siem Jan (8)

Hamilton, James (7)

Koop, Gary (7)

Langot, Francois (7)

Kollmann, Robert (7)

Davis, Steven (7)

Zha, Tao (6)

Main data

Where Frédéric Karamé has published?

Journals with more than one article published# docs
Economics Letters2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Post-Print / HAL9
Documents de recherche / Centre d'tudes des Politiques conomiques (EPEE), Universit d'Evry Val d'Essonne5
Computing in Economics and Finance 2002 / Society for Computational Economics2

Recent works citing Frédéric Karamé (2025 and 2024)

YearTitle of citing document
2025Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables. (2025). Eliseev, Alexander. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:63-93.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024Strike while the Iron is Hot - Optimal Monetary Policy with a Nonlinear Phillips Curve. (2024). Pasten, Ernesto ; Nuño Barrau, Galo ; Pastn, Ernesto ; Karadi, Peter ; Nuo, Galo ; Nakov, Anton ; Thaler, Dominik. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1025.

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2025The New Keynesian Climate Model. (2025). Smets, Frank ; Sahuc, Jean-Guillaume ; Vermandel, Gauthier. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-1.

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2025Strike while the iron is hot – optimal monetary policy under state-dependent pricing. (2025). Thaler, Dominik ; Pasten, Ernesto ; Nuo, Galo ; Nakov, Anton ; Karadi, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20253068.

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2024A switching state-space transmission model for tracking epidemics and assessing interventions. (2024). Wang, Liangliang ; Feng, Jingxue. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:197:y:2024:i:c:s0167947324000616.

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2025Using Google search data to examine factory automation and its effect on employment. (2025). Diebold, Cline. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1301-1328.

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2024Cultural affinity and international trade in motion pictures: Empirical evidence using categorised internet search activity. (2024). Mckenzie, Jordi ; Crosby, Paul ; Shin, Sunny Y. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324000889.

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2024Government 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.

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2024Examining 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.

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2025Modeling and evaluating the heterogeneous impacts of the COVID-19 on US unemployment. (2025). Langot, Francois ; Kandoussi, Malak. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003353.

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2025Raising awareness of climate change: Nature, activists, politicians?. (2025). Grechyna, Daryna. In: Ecological Economics. RePEc:eee:ecolec:v:227:y:2025:i:c:s0921800924002714.

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2024Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Veiga, Helena ; de Zea, P ; Marin, Miguel J ; Rue, Hvard. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Monge, Manuel ; Claudio-Quiroga, Gloria ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2024A 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.

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2024Real-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.

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2024Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays-de-la-Loire. (2024). Darne, Olivier ; Cariou, Clement ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-04675599.

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2025Macroeconomic Effects of Healthcare Financing in Colombia. (2025). Ospina-Tejeiro, Juan ; Ramos-Veloza, Mario A ; Ospina-Tejeiromario, Juan J ; Vila-Montealegre, Scar. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2025:v:254:i:3:p:59-85.

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2024Selecting sensitive web info via conditional probabilities to model economics and financial variables. (2024). Perrotta, Adamaria ; Monaco, Andrea ; Mulligan, Joseph. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:1:d:10.1007_s00181-023-02463-1.

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2024Do searches on Google help in deterring property crime? Evidence from Indian states. (2024). Jha, Saakshi ; Bhushan, Sunny. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:2:d:10.1007_s11135-023-01694-9.

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2024Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire. (2024). Darne, Olivier ; Cariou, Clement ; Charles, Amelie. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2341-2357.

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Works by Frédéric Karamé:

YearTitleTypeCited
2012Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien In: Revue d'économie politique.
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2012Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien.(2012) In: Post-Print.
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This paper has nother version. Agregated cites: 0		paper
2022La 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]		article0
2021Dynare: Reference Manual Version 4 In: Dynare Working Papers.
[Full Text][Citation analysis]		paper138
2021Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics In: Dynare Working Papers.
[Full Text][Citation analysis]		paper3
2021Nonlinearities and Workers Heterogeneity in Unemployment Dynamics.(2021) In: IZA Discussion Papers.
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This paper has nother version. Agregated cites: 3		paper
2023Dynare: Reference Manual Version 5 In: Dynare Working Papers.
[Full Text][Citation analysis]		paper10
2023Dynare: Reference Manual Version 5.(2023) In: PSE Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2008Limited participation and exchange rate dynamics: Does theory meet the data? In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article12
2003Limited 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
2008Limited 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
2003Limited participation and exchange rate dynamics: does theory meet the data?.(2003) In: Cahiers de la Maison des Sciences Economiques.
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This paper has nother version. Agregated cites: 12		paper
2015Asymmetries and Markov-switching structural VAR In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article6
2015Asymmetries and Markov-switching structural VAR.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2013Can Google data help predict French youth unemployment? In: Economic Modelling.
[Full Text][Citation analysis]		article93
2012Can Google Data Help Predict French Youth Unemployment?.(2012) In: Documents de recherche.
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This paper has nother version. Agregated cites: 93		paper
2013Can Google data help predict French youth unemployment?.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 93		paper
2010Impulse-response functions in Markov-switching structural vector autoregressions: A step further In: Economics Letters.
[Full Text][Citation analysis]		article7
2010Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further.(2010) In: Documents de recherche.
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This paper has nother version. Agregated cites: 7		paper
2010Impulse–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
2012An algorithm for generalized impulse-response functions in Markov-switching structural VAR In: Economics Letters.
[Full Text][Citation analysis]		article9
2012An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR.(2012) In: Documents de recherche.
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This paper has nother version. Agregated cites: 9		paper
2012An 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
2018A new particle filtering approach to estimate stochastic volatility models with Markov-switching In: Econometrics and Statistics.
[Full Text][Citation analysis]		article2
2018A 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
2010Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions In: Documents de recherche.
[Full Text][Citation analysis]		paper4
2000Unemployment Persistence : The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach. In: Papiers d'Economie Mathématique et Applications.
[Citation analysis]		paper0
2001Can 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]		paper0
1998Asymmetries in the Dynamics of French Job Creation and Destruction Flows. In: Papiers d'Economie Mathématique et Applications.
[Citation analysis]		paper0
2022Convergent Risk Exposures of Investment Strategies : the Case of the US Mutual Funds In: Post-Print.
[Citation analysis]		paper0
2020Prévisions avec les modèles à volatilité stochastique In: Post-Print.
[Citation analysis]		paper0
2002Can 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]		paper1
2002The simulation methodology of the macroeconometric model MARMOTTE In: Computing in Economics and Finance 2002.
[Citation analysis]		paper0

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