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~subject:"Shock"
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Shock
Theorie
251
Theory
251
Estimation theory
113
Schätztheorie
113
Yield curve
61
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61
Credit risk
51
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51
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51
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51
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39
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39
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36
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33
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33
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29
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29
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25
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25
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25
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24
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24
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23
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23
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23
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22
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19
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18
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18
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17
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17
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17
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16
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16
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15
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English
19
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Gouriéroux, Christian
17
Monfort, Alain
12
Renne, Jean-Paul
6
Dubecq, Simon
3
Jasiak, Joann
3
Heam, Jean-Cyprien
2
Jardet, Caroline
2
Pegoraro, Fulvio
2
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1
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1
Héam, J.-C.
1
Idier, Julien
1
LeFol, Gaëlle
1
Lu, Yang
1
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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ECONIS (ZBW)
19
RePEc
2
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1
Bilateral exposures and systemic solvency risk
Gouriéroux, Christian
;
Héam, J.-C.
;
Monfort, Alain
- In:
The Canadian journal of economics
45
(
2012
)
4
,
pp. 1273-1309
Persistent link: https://www.econbiz.de/10009689586
Saved in:
2
Bilateral exposures and systemic solvency risk
Gouriéroux, Christian
;
Heam, Jean-Cyprien
;
Monfort, Alain
-
2012
Persistent link: https://www.econbiz.de/10009714009
Saved in:
3
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
4
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
5
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
6
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
7
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
8
Nonlinear innovations and impulse responses with application to VaR sensitivity
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
78
(
2005
),
pp. 1-31
Persistent link: https://www.econbiz.de/10003278419
Saved in:
9
Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574513
Saved in:
10
Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009553170
Saved in:
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