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Shock
Theorie
113
Theory
113
Yield curve
65
Zinsstruktur
65
Estimation theory
51
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51
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41
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41
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37
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28
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27
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26
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26
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25
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22
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22
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20
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20
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18
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16
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16
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13
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13
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12
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12
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7
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4
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English
13
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Monfort, Alain
12
Gouriéroux, Christian
8
Renne, Jean-Paul
6
Heam, Jean-Cyprien
2
Jardet, Caroline
2
Pegoraro, Fulvio
2
Roussellet, Guillaume
2
Barras, Laurent
1
Gourieroux, Christian
1
Héam, J.-C.
1
Idier, Julien
1
LeFol, Gaëlle
1
Malkhozov, Ayteck
1
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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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1
The Canadian journal of economics
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ECONIS (ZBW)
13
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1
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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:
2
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:
3
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:
4
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:
5
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:
6
Is economic activity in the G7 synchronized? : common shocks versus spillover effects
Monfort, Alain
;
Renne, Jean-Paul
;
Rüffer, Rasmus
; …
-
2003
Persistent link: https://www.econbiz.de/10013424354
Saved in:
7
Taking into account extreme events in European option pricing
Idier, Julien
;
Jardet, Caroline
;
LeFol, Gaëlle
; …
- In:
Financial stability review : FSR
12
(
2008
),
pp. 39-51
Persistent link: https://www.econbiz.de/10003772089
Saved in:
8
New information response functions
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2009
Persistent link: https://www.econbiz.de/10003882012
Saved in:
9
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:
10
Bilateral exposures and systemic solvency risk
Gouriéroux, Christian
;
Heam, Jean-Cyprien
;
Monfort, Alain
-
2012
Persistent link: https://www.econbiz.de/10009714009
Saved in:
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