Christophe Hurlin
Names
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Christophe |
| last: |
Hurlin |
Identifer
Contact
Affiliations
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Université d'Orléans
/ Faculté de droit, d'économie et de gestion
/ Laboratoire d'Économie d'Orléans (LEO)
Research profile
author of:
- Taux d'actualisation public, distorsions fiscales et croissance endogène (RePEc:adr:anecst:y:1999:i:54:p:173-201)
by Christophe Hurlin & Frank Portier - Testing Convergence: A Panel Data Approach (RePEc:adr:anecst:y:1999:i:55-56:p:411-427)
by Guillaume Gaulier & Christophe Hurlin & Philippe Jean-Pierre - Do We Need High Frequency Data to Forecast Variances? (RePEc:adr:anecst:y:2016:i:123-124:p:135-174)
by Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent - The Fairness of Credit Scoring Models (RePEc:arx:papers:2205.10200)
by Christophe Hurlin & Christophe P'erignon & S'ebastien Saurin - Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring (RePEc:arx:papers:2212.05866)
by Hu'e Sullivan & Hurlin Christophe & P'erignon Christophe & Saurin S'ebastien - Network Effects and Infrastructure Productivity in Developing Countries (RePEc:bla:obuest:v:75:y:2013:i:6:p:887-913)
by Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin - Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs (RePEc:bok:wpaper:1405)
by Kyoungsoo Yoon & Christophe Hurlin - Un MEDAF à plusieurs moments réalisés (RePEc:bxr:bxrceb:2013/81164)
by Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet - Une synthèse des tests de racine unitaire sur données de panel (RePEc:cai:ecoldc:ecop_169_0253)
by Christophe Hurlin & Valérie Mignon - Une synthèse des tests de cointégration sur données de Panel (RePEc:cai:ecoldc:ecop_180_0241)
by Christophe Hurlin & Valérie Mignon - Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » (RePEc:cai:finpug:fina_291_0053)
by Christophe Hurlin & Sessi Tokpavi - Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests (RePEc:cai:finpug:fina_331_0079)
by Elena-Ivona Dumitrescu & Christophe Hurlin & Vinson Pham - A DARE for VaR (RePEc:cai:finpug:fina_361_0007)
by Benjamin Hamidi & Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet - Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène (RePEc:cai:recosp:reco_563_0799)
by Christophe Hurlin - Un test de validité de la Value at Risk (RePEc:cai:recosp:reco_583_0599)
by Christophe Hurlin & Sessi Tokpavi - La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? (RePEc:cai:recosp:reco_pr2_0103)
by Régis Breton & Sébastien Galanti & Christophe Hurlin & Anne-Gaël Vaubourg - Machine learning et nouvelles sources de données pour le scoring de crédit (RePEc:cai:refaef:ecofi_135_0021)
by Christophe Hurlin & Christophe Pérignon - Extreme Financial cycles (RePEc:cai:repdal:redp_226_0823)
by Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin - Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures (RePEc:chf:rpseri:rp1948)
by Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet - The heterogeneity of employment adjustment across Japanese firms. A study using panel data (RePEc:cpm:cepmap:0310)
by Hurlin, Christophe & Lechevalier, Sébastien - Taux d'actualisation public, distorsions fiscales et croissance (RePEc:cpm:cepmap:9718)
by Portier, Franck & Hurlin, Christophe - CoMargin (RePEc:cup:jfinqa:v:52:y:2017:i:05:p:2183-2215_00)
by Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe - Systemic Risk Score: A Suggestion (RePEc:ebg:heccah:1005)
by Hurlin , Christophe & Perignon, Christophe - The Collateral Risk of ETFs (RePEc:ebg:heccah:1050)
by Perignon , Christophe & Yeung , Stanley & Hurlin, Christophe & Iseli, Grégoire - Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? (RePEc:ebl:ecbull:eb-09-00755)
by Christophe Hurlin & Florence Arestoff - The Feldstein-Horioka puzzle: A panel smooth transition regression approach (RePEc:eee:ecmode:v:25:y:2008:i:2:p:284-299)
by Fouquau, Julien & Hurlin, Christophe & Rabaud, Isabelle - Testing for Granger non-causality in heterogeneous panels (RePEc:eee:ecmode:v:29:y:2012:i:4:p:1450-1460)
by Dumitrescu, Elena-Ivona & Hurlin, Christophe - Why don't banks lend to Egypt's private sector? (RePEc:eee:ecmode:v:33:y:2013:i:c:p:347-356)
by Herrera, Santiago & Hurlin, Christophe & Zaki, Chahir - Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule (RePEc:eee:ecosys:v:31:y:2007:i:2:p:157-183)
by Hurlin, Christophe & Kierzenkowski, Rafal - Is public capital really productive? A methodological reappraisal (RePEc:eee:ejores:v:228:y:2013:i:1:p:122-130)
by Hurlin, Christophe & Minea, Alexandru - Loss functions for Loss Given Default model comparison (RePEc:eee:ejores:v:268:y:2018:i:1:p:348-360)
by Hurlin, Christophe & Leymarie, Jérémy & Patin, Antoine - Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects (RePEc:eee:ejores:v:297:y:2022:i:3:p:1178-1192)
by Dumitrescu, Elena & Hué, Sullivan & Hurlin, Christophe & Tokpavi, Sessi - Sampling error and double shrinkage estimation of minimum variance portfolios (RePEc:eee:empfin:v:19:y:2012:i:4:p:511-527)
by Candelon, B. & Hurlin, C. & Tokpavi, S. - Currency crisis early warning systems: Why they should be dynamic (RePEc:eee:intfor:v:30:y:2014:i:4:p:1016-1029)
by Candelon, Bertrand & Dumitrescu, Elena-Ivona & Hurlin, Christophe - The counterparty risk exposure of ETF investors (RePEc:eee:jbfina:v:102:y:2019:i:c:p:215-230)
by Hurlin, Christophe & Iseli, Grégoire & Pérignon, Christophe & Yeung, Stanley - The Risk Map: A new tool for validating risk models (RePEc:eee:jbfina:v:37:y:2013:i:10:p:3843-3854)
by Colletaz, Gilbert & Hurlin, Christophe & Pérignon, Christophe - Pitfalls in systemic-risk scoring (RePEc:eee:jfinin:v:38:y:2019:i:c:p:19-44)
by Benoit, Sylvain & Hurlin, Christophe & Pérignon, Christophe - Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation (RePEc:eme:aecozz:s0731-9053(2013)0000031011)
by Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin & Franz C. Palm - La methode d'estimation des moindres carres modifies ou fully modified (RePEc:fth:pariem:98.26)
by Hurlin, C. & MB.P. N'Diaye, P. - Backtesting marginal expected shortfalland related systemic risk measures (RePEc:gnv:wpgsem:unige:134136)
by Banulescu-Radu, Denisa & Hurlin, Christophe & Leymarie, Jeremy & Scaillet, Olivier - Non-Standard Errors (RePEc:grz:wpsses:2021-08)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-DÃaz & Menachem Abudy & To - Un MEDAF à plusieurs moments réalisés (RePEc:hal:cesptp:halshs-00482370)
by Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet - What would Nelson and Plosser find had they used panel unit root tests? (RePEc:hal:journl:hal-00593348)
by Christophe Hurlin - Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios (RePEc:hal:journl:hal-01385835)
by Bertrand Candelon & Christophe Hurlin & Sessi Tokpavi - Testing Interval Forecasts: a GMM-Based Approach (RePEc:hal:journl:hal-01385898)
by Elena Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour - Testing for Granger Non-causality in Heterogeneous Panels (RePEc:hal:journl:hal-01385899)
by Elena Ivona Dumitrescu & Christophe Hurlin - How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods (RePEc:hal:journl:hal-01385900)
by Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin - Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests (RePEc:hal:journl:hal-01385901)
by Elena Ivona Dumitrescu & Christophe Hurlin & Vinson Pham - Currency Crises Early Warning Systems: Why They Should Be Dynamic (RePEc:hal:journl:hal-01385975)
by Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin - Statistique et probabilités en économie-gestion (RePEc:hal:journl:hal-01411459)
by Christophe Hurlin & Valérie Mignon - Do We Need High Frequency Data to Forecast Variances? (RePEc:hal:journl:hal-01448237)
by Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent - Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation (RePEc:hal:journl:hal-01449943)
by Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin & Franz Palm - Risk Measure Inference (RePEc:hal:journl:hal-01457393)
by Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes - Implied Risk Exposures (RePEc:hal:journl:hal-01485613)
by Sylvain Benoît & Christophe Hurlin & Christophe Pérignon - Where the Risks Lie: A Survey on Systemic Risk (RePEc:hal:journl:hal-01498631)
by Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon - La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? (RePEc:hal:journl:hal-01724249)
by Régis Breton & Sébastien Galanti & Christophe Hurlin & Anne-Gaël Vaubourg - Loss Functions for LGD Models Comparison (RePEc:hal:journl:hal-01923050)
by Jérémy Leymarie & Christophe Hurlin & Antoine Patin - Pitfalls in systemic-risk scoring (RePEc:hal:journl:hal-02292305)
by Sylvain Benoît & Christophe Hurlin & Christophe Pérignon - A DARE for VaR (RePEc:hal:journl:hal-02312327)
by Benjamin Hamidi & Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet - Testing Convergence: A Panel Data Approach (RePEc:hal:journl:hal-03287635)
by Philippe Jean-Pierre & Christophe Hurlin & Guillaume Gaulier - Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects (RePEc:hal:journl:hal-03331114)
by Elena Ivona Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi - Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures (RePEc:hal:journl:hal-03526444)
by Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet - Certify reproducibility with confidential data (RePEc:hal:journl:hal-03528358)
by Christophe Pérignon & Kamel Gadouche & Christophe Hurlin & Roxane Silberman & Eric Debonnel - Machine learning et nouvelles sources de données pour le scoring de crédit (RePEc:hal:journl:hal-03532418)
by Christophe Hurlin & Christophe Pérignon - Forecasting High-Frequency Risk Measures (RePEc:hal:journl:hal-03554206)
by Denisa Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi - The counterparty risk exposure of ETF investors (RePEc:hal:journl:hal-03579305)
by Christophe Hurlin & Grégoire Iseli & Christophe Pérignon & Stanley Yeung - CoMargin (RePEc:hal:journl:hal-03579309)
by Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon - Statistique et probabilités en économie-gestion (2e édition) (RePEc:hal:journl:hal-03698792)
by Valérie Mignon & Christophe Hurlin - Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance (RePEc:hal:journl:hal-03810013)
by Christophe Pérignon & Olivier Akmansoy & Christophe Hurlin & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johanneson & Michael Kirchler & Albert Menkveld & Michael Razen & Utz Weitzel - Une Synthèse des Tests de Racine Unitaire sur Données de Panel (RePEc:hal:journl:halshs-00078770)
by Christophe Hurlin & Valérie Mignon - The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach (RePEc:hal:journl:halshs-00204790)
by Julien Fouquau & Christophe Hurlin & Isabelle Rabaud - The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach (RePEc:hal:journl:halshs-00204807)
by Julien Fouquau & Christophe Hurlin & Isabelle Rabaud - Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" (RePEc:hal:journl:halshs-00222786)
by G. Destais & Julien Fouquau & C. Hurlin - Economic Development and Energy Intensity: a Panel Data Analysis (RePEc:hal:journl:halshs-00222798)
by G. Destais & Julien Fouquau & C. Hurlin - The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach (RePEc:hal:journl:halshs-00222971)
by Julien Fouquau & Christophe Hurlin & Isabelle Rabaud - The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach (RePEc:hal:journl:halshs-00230176)
by Julien Fouquau & Christophe Hurlin & Isabelle Rabaud - Un Test de Validité de la Value-at-Risk (RePEc:hal:journl:halshs-00257309)
by Christophe Hurlin & Sessi Tokpavi - Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule (RePEc:hal:journl:halshs-00257320)
by Christophe Hurlin & R. Kierzenkowski - Bactesting Var Accuracy : A New Simple Test (RePEc:hal:journl:halshs-00257323)
by Christophe Hurlin & Sessi Tokpavi - Une Synthèse des Tests de Racine Unitaire en sur Données de Panel (RePEc:hal:journl:halshs-00257324)
by Christophe Hurlin & V. Mignon - Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène (RePEc:hal:journl:halshs-00257326)
by Christophe Hurlin - A Comment on The Dynamic Macroeconomic Effects of Public Capital (RePEc:hal:journl:halshs-00257328)
by Christophe Hurlin - Downgrading in the First Job: Who and Why (RePEc:hal:journl:halshs-00257331)
by D. Clément & Christophe Hurlin & F. Serres - The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach (RePEc:hal:journl:halshs-00257346)
by Julien Fouquau & Christophe Hurlin & Isabelle Rabaud - Economic Development and Energy Intensity: a Panel Data Analysis (RePEc:hal:journl:halshs-00257369)
by G. Destais & Julien Fouquau & Christophe Hurlin - Networks Effects in the Productivity of Infrastructures in Developing Countries (RePEc:hal:journl:halshs-00257370)
by Christophe Hurlin - Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 (RePEc:hal:journl:halshs-00257375)
by F. Arestoff & Christophe Hurlin - Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition (RePEc:hal:journl:halshs-00257379)
by Christophe Hurlin & R. Kierzenkowski - The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach (RePEc:hal:journl:halshs-00257382)
by Julien Fouquau & Christophe Hurlin & Isabelle Rabaud - The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach (RePEc:hal:journl:halshs-00257386)
by Julien Fouquau & Christophe Hurlin & Isabelle Rabaud - Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach (RePEc:hal:journl:halshs-00257390)
by Gilbert Colletaz & Christophe Hurlin - The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data (RePEc:hal:journl:halshs-00257393)
by Christophe Hurlin & S. Lechevalier - Testing Granger causality in Heterogeneous panel data models with fixed coefficients (RePEc:hal:journl:halshs-00257395)
by Christophe Hurlin - Modèles à Changement de Régimes et Macro-économiques (RePEc:hal:journl:halshs-00257400)
by Gilbert Colletaz & Christophe Hurlin - The productivy Effects of Public Capital in Developing Countries (RePEc:hal:journl:halshs-00257440)
by Christophe Hurlin - Modèles non linéaires et prévisions (RePEc:hal:journl:halshs-00257441)
by Gilbert Colletaz & Christophe Hurlin - Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities (RePEc:hal:journl:halshs-00257448)
by Christophe Hurlin - Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities (RePEc:hal:journl:halshs-00257452)
by Christophe Hurlin - Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients (RePEc:hal:journl:halshs-00257457)
by Christophe Hurlin - Backtesting Value at Risk Accuracy : A New Simple Test (RePEc:hal:journl:halshs-00257461)
by Christophe Hurlin & Sessi Tokpavi - Backtesting Value at Risk Accuracy : A New Simple Test (RePEc:hal:journl:halshs-00257465)
by Christophe Hurlin & Sessi Tokpavi - Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach (RePEc:hal:journl:halshs-00257483)
by Gilbert Colletaz & Christophe Hurlin - Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach (RePEc:hal:journl:halshs-00257487)
by Gilbert Colletaz & Christophe Hurlin - Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes (RePEc:hal:journl:halshs-00257497)
by Christophe Hurlin & Sessi Tokpavi - 20th Symposium on Monetary and Financial Economics (RePEc:hal:journl:halshs-00257499)
by Christophe Hurlin - The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach (RePEc:hal:journl:halshs-00257506)
by Julien Fouquau & Christophe Hurlin & Isabelle Rabaud - Backtesting Value at Risk Accuracy : A New Simple Test (RePEc:hal:journl:halshs-00257512)
by Christophe Hurlin & Sessi Tokpavi - Backtesting Value at Risk Accuracy : A New Simple Test (RePEc:hal:journl:halshs-00257515)
by Christophe Hurlin & Sessi Tokpavi - Backtesting Value at Risk Accuracy : A New Simple Test (RePEc:hal:journl:halshs-00257520)
by Christophe Hurlin & Sessi Tokpavi - Backtesting Value at Risk Accuracy : A New Simple Test (RePEc:hal:journl:halshs-00257524)
by Christophe Hurlin & Sessi Tokpavi - Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène (RePEc:hal:journl:halshs-00257526)
by Christophe Hurlin - Modèles à changement de régimes et macro-économiques (RePEc:hal:journl:halshs-00257778)
by Gilbert Colletaz & Christophe Hurlin - Testing Granger Non-Causality in Heterogeneous Panel Data Models (RePEc:hal:journl:halshs-00268218)
by Christophe Hurlin - Une Synthèse des Tests de Cointégration sur Données de Panel (RePEc:hal:journl:halshs-00270210)
by Christophe Hurlin - The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach (RePEc:hal:journl:halshs-00270213)
by Christophe Hurlin - Backtesting Value-at-Risk Accuracy: A New Simple Test (RePEc:hal:journl:halshs-00272957)
by Christophe Hurlin & Sessi Tokpavi - Un test de Validité de la Value-at-risk (RePEc:hal:journl:halshs-00272963)
by Christophe Hurlin & Sessi Tokpavi - Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities (RePEc:hal:journl:halshs-00272974)
by Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi - Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities (RePEc:hal:journl:halshs-00272977)
by Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi - Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach (RePEc:hal:journl:halshs-00272981)
by Gilbert Colletaz & Christophe Hurlin - Modèles non linéaires et prévisions (RePEc:hal:journl:halshs-00286248)
by Gilbert Colletaz & Christophe Hurlin - Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach (RePEc:hal:journl:halshs-00286516)
by Gilbert Colletaz & Christophe Hurlin - Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach (RePEc:hal:journl:halshs-00286519)
by Gilbert Colletaz & Christophe Hurlin - The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach (RePEc:hal:journl:halshs-00292472)
by Julien Fouquau & Christophe Hurlin & Isabelle Rabaud - Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities (RePEc:hal:journl:halshs-00347380)
by Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi - Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes (RePEc:hal:journl:halshs-00357001)
by Christophe Hurlin & Sessi Tokpavi - Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes (RePEc:hal:journl:halshs-00357002)
by Christophe Hurlin & Sessi Tokpavi - Backtesting Value-at-Risk Accuracy: A New Simple Test (RePEc:hal:journl:halshs-00357066)
by Christophe Hurlin & Sessi Tokpavi - Backtesting Value-at-Risk : A GMM Duration-based Test (RePEc:hal:journl:halshs-00363146)
by Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi - Backtesting Value-at-Risk : A GMM Duration-based Test (RePEc:hal:journl:halshs-00363165)
by Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi - Backtesting Value-at-Risk : A GMM Duration-based Test (RePEc:hal:journl:halshs-00363168)
by Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi - Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients (RePEc:hal:journl:halshs-00363355)
by Christophe Hurlin - Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients (RePEc:hal:journl:halshs-00363356)
by Christophe Hurlin - Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries (RePEc:hal:journl:halshs-00364785)
by B. Moreno-Dodson & Christophe Hurlin - Backtesting Value-at-Risk: A GMM Duration-Based Test (RePEc:hal:journl:halshs-00364793)
by Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi - Backtesting Value-at-Risk: A GMM Duration-Based-Test (RePEc:hal:journl:halshs-00364796)
by Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi - Backtesting Value-at-Risk: A GMM Duration-Based Test (RePEc:hal:journl:halshs-00364797)
by Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi - Energy demand models: a threshold panel specification of the 'Kuznets curve' (RePEc:hal:journl:halshs-00439387)
by Julien Fouquau & Ghislaine Destais & Christophe Hurlin - Un MEDAF à plusieurs moments réalisés (RePEc:hal:journl:halshs-00482370)
by Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet - Is public capital really productive? A methodological reappraisal (RePEc:hal:journl:halshs-00804179)
by Alexandru Minea & Christophe Hurlin - Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? (RePEc:hal:wpaper:hal-00862996)
by Régis Breton & Sébastien Galanti & Christophe Hurlin & Anne-Gaël Vaubourg - Pitfalls in Systemic-Risk Scoring (RePEc:hal:wpaper:hal-01485644)
by Sylvain Benoît & Christophe Hurlin & Christophe Pérignon - Where the Risks Lie: A Survey on Systemic Risk (RePEc:hal:wpaper:hal-02011395)
by Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon - Systemic Risk Score: A Suggestion (RePEc:hal:wpaper:hal-02011444)
by Christophe Hurlin & Christophe Pérignon - A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR (RePEc:hal:wpaper:hal-02058255)
by Sylvain Benoît & Gilbert Colletaz & Christophe Hurlin - A Theoretical and Empirical Comparison of Systemic Risk Measures (RePEc:hal:wpaper:hal-02292323)
by Sylvain Benoît & Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon - Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds (RePEc:hal:wpaper:hal-02507499)
by Elena Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi - Reproducibility Certification in Economics Research (RePEc:hal:wpaper:hal-02896404)
by Christophe Hurlin & Christophe Pérignon - The Fairness of Credit Scoring Models (RePEc:hal:wpaper:hal-03501452)
by Christophe Hurlin & Christophe Perignon & Sébastien Saurin - Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance (RePEc:hal:wpaper:hal-03810013)
by Christophe Pérignon & Olivier Akmansoy & Christophe Hurlin & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johanneson & Michael Kirchler & Albert Menkveld & Michael Razen & Utz Weitzel - Explainable Performance (RePEc:hal:wpaper:hal-03897380)
by Sullivan Hué & Christophe Hurlin & Christophe Pérignon & Sébastien Saurin - Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach (RePEc:hal:wpaper:halshs-00008056)
by Gilbert Colletaz & Christophe Hurlin - Backtesting VaR Accuracy: A New Simple Test (RePEc:hal:wpaper:halshs-00068384)
by Christophe Hurlin & Sessi Tokpavi - Une synthèse des tests de cointégration sur données de panel (RePEc:hal:wpaper:halshs-00070887)
by Christophe Hurlin & Valérie Mignon - How to Estimate Public Capital Productivity? (RePEc:hal:wpaper:halshs-00156684)
by Christophe Hurlin - What would Nelson and Plosser find had they used panel unit root tests? (RePEc:hal:wpaper:halshs-00156685)
by Christophe Hurlin - The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach (RePEc:hal:wpaper:halshs-00156688)
by Julien Fouquau & Christophe Hurlin & Isabelle Rabaud - Modèles Non Linéaires et Prévisions (RePEc:hal:wpaper:halshs-00156692)
by Gilbert Colletaz & Christophe Hurlin - Second Generation Panel Unit Root Tests (RePEc:hal:wpaper:halshs-00159842)
by Christophe Hurlin & Valérie Mignon - Une Evaluation des Procédures de Backtesting (RePEc:hal:wpaper:halshs-00159846)
by Christophe Hurlin & Sessi Tokpavi - Irregularly Spaced Intraday Value at Risk (ISIVaR) Models : Forecasting and Predictive Abilities (RePEc:hal:wpaper:halshs-00162440)
by Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi - Testing for Granger Non-causality in Heterogeneous Panels (RePEc:hal:wpaper:halshs-00224434)
by Christophe Hurlin & Elena Dumitrescu - Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test (RePEc:hal:wpaper:halshs-00319995)
by Christophe Hurlin & Baptiste Venet - Backtesting Value-at-Risk: A GMM Duration-Based Test (RePEc:hal:wpaper:halshs-00329495)
by Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon - How to evaluate an Early Warning System ? (RePEc:hal:wpaper:halshs-00450050)
by Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin - Testing interval forecasts: a GMM-based approach (RePEc:hal:wpaper:halshs-00618467)
by Elena-Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour - Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation (RePEc:hal:wpaper:halshs-00630036)
by Elena-Ivona Dumitrescu & Bertrand Candelon & Christophe Hurlin & Franz C. Palm - Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests (RePEc:hal:wpaper:halshs-00671658)
by Elena-Ivona Dumitrescu & Christophe Hurlin & Vinson Pham - Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach (RePEc:hal:wpaper:halshs-00724208)
by Gilbert Colletaz & Christophe Hurlin - RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results (RePEc:hal:wpaper:halshs-00739233)
by Christophe Hurlin & Christophe Pérignon & Victoria Stodden - A Theoretical and Empirical Comparison of Systemic Risk Measures (RePEc:hal:wpaper:halshs-00746272)
by Sylvain Benoît & Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon - The Risk Map: A New Tool for Validating Risk Models (RePEc:hal:wpaper:halshs-00746273)
by Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon - Margin Backtesting (RePEc:hal:wpaper:halshs-00746274)
by Christophe Hurlin & Christophe Pérignon - Extreme Financial Cycles (RePEc:hal:wpaper:halshs-00769817)
by Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin - Is Public Capital Really Productive? A Methodological Reappraisal (RePEc:hal:wpaper:halshs-00773200)
by Christophe Hurlin & Alexandru Minea - Does soft information matter for financial analysts' forecasts? A gravity model approach (RePEc:hal:wpaper:halshs-00829908)
by Régis Breton & Sébastien Galanti & Christophe Hurlin & Anne-Gaël Vaubourg - Implied Risk Exposures (RePEc:hal:wpaper:halshs-00836280)
by Sylvain Benoît & Christophe Hurlin & Christophe Pérignon - High-Frequency Risk Measures (RePEc:hal:wpaper:halshs-00859456)
by Denisa Georgiana Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi - Systemic Risk Score: A Suggestion (RePEc:hal:wpaper:halshs-00867063)
by Christophe Hurlin & Christophe Pérignon - Risk Measure Inference (RePEc:hal:wpaper:halshs-00877279)
by Christophe Hurlin & Sebastien Laurent & Rogier Quaedvlieg & Stephan Smeekes - CoMargin (RePEc:hal:wpaper:halshs-00979440)
by Jorge A. Cruz Lopez & Jeffrey H. Harris & Christophe Hurlin & Christophe Pérignon - The Counterparty Risk Exposure of ETF Investors (RePEc:hal:wpaper:halshs-01023807)
by Christophe Hurlin & Gregoire Iseli & Christophe Pérignon & Stanley Yeung - Do We Need Ultra-High Frequency Data to Forecast Variances? (RePEc:hal:wpaper:halshs-01078158)
by Georgiana-Denisa Banulescu & Bertrand Candelon & Christophe Hurlin & Sébastien Laurent - Where the Risks Lie: A Survey on Systemic Risk (RePEc:hal:wpaper:halshs-01142014)
by Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon - Loss functions for LGD model comparison (RePEc:hal:wpaper:halshs-01516147)
by Christophe Hurlin & Jérémy Leymarie & Antoine Patin - Machine Learning et nouvelles sources de données pour le scoring de crédit (RePEc:hal:wpaper:halshs-02377886)
by Christophe Hurlin & Christophe Pérignon - Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures (RePEc:hal:wpaper:halshs-03088668)
by Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & Olivier Scaillet - Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures (RePEc:inm:ormnsc:v:67:y:2021:i:9:p:5730-5754)
by Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Currency Crisis Early Warning Systems: Why They should be Dynamic (RePEc:ipg:wpaper:2014-161)
by Bertrand Candelon & Christophe Hurlin & Elena Dumitnescu - Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries (RePEc:kap:jeczfn:v:86:y:2005:i:3:p:308-312)
by C. Hurlin - How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms (RePEc:kyo:wpaper:883)
by Sebastien Lechevalier & Cyrille Dossougoin & Christophe Hurlin & Satoko Takaoka - Modelling Financial Crises Mutation (RePEc:leo:wpaper:1238)
by Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN & Franz C. PALM - Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients (RePEc:leo:wpaper:1547)
by Christophe HURLIN - Testing Interval Forecasts: A New GMM-based Test (RePEc:leo:wpaper:1549)
by Elena-Ivona DUMITRESCU & Christophe HURLIN & Jaouad MADKOUR - The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach (RePEc:leo:wpaper:1610)
by Julien FOUQUAU & Christophe HURLIN & Isabelle RABAUD - Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach (RePEc:leo:wpaper:1669)
by Gilbert COLLETAZ & Christophe HURLIN - Une évaluation des procédures de Backtesting (RePEc:leo:wpaper:1716)
by Christophe HURLIN & Sessi TOKPAVI - Une synthèse des tests de co-intégration sur données de panel (RePEc:leo:wpaper:1724)
by Christophe HURLIN & V. MIGNON - Backtesting Value-at-Risk: A GMM Duration-Based Test (RePEc:leo:wpaper:265)
by Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI - Backtesting Value-at-Risk: A GMM Duration-Based Test (RePEc:leo:wpaper:266)
by Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI - Backtesting VaR Accuracy: A Simple and Powerful Test (RePEc:leo:wpaper:268)
by Christophe HURLIN & Sessi TOKPAVI - Machine Learning et nouvelles sources de données pour le scoring de crédit (RePEc:leo:wpaper:2739)
by Christophe HURLIN & Christophe PERIGNON - Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds (RePEc:leo:wpaper:2839)
by Elena Ivona DUMITRESCU & Sullivan HUE & Christophe HURLIN & Sessi TOKPAVI - The Fairness of Credit Scoring Models (RePEc:leo:wpaper:2912)
by Christophe HURLIN & Christophe PERIGNON & Sébastien SAURIN - Currency Crises Early Warning Systems: why they should be Dynamic (RePEc:leo:wpaper:399)
by Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN - Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? (RePEc:leo:wpaper:469)
by Régis BRETON & Sébastien GALANTI & Christophe HURLIN & Anne-Gaël VAUBOURG - Estimates of Government Net Capital Stocks for 26 Developing Countries (RePEc:leo:wpaper:562)
by F. ARESTOFF & Christophe HURLIN - Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities (RePEc:leo:wpaper:822)
by Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI - Un MEDAF à plusieurs moments réalisés (RePEc:mse:cesdoc:10033)
by Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet - A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland (RePEc:nbp:nbpmis:22)
by Christophe Hurlin & Rafal Kierzenkowski - Network Effects and Infrastructure Productivity in Developing Countries (RePEc:nva:unnvaa:wp08-2013)
by Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin - Backtesting Value-at-Risk: A GMM Duration-Based Test (RePEc:oup:jfinec:v:9:y:2011:i:2:p:314-343)
by Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi - Implied Risk Exposures (RePEc:oup:revfin:v:19:y:2015:i:6:p:2183-2222.)
by Sylvain Benoit & Christophe Hurlin & Christophe Perignon - Where the Risks Lie: A Survey on Systemic Risk (RePEc:oup:revfin:v:21:y:2017:i:1:p:109-152.)
by Sylvain Benoit & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon - How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods (RePEc:pal:imfecr:v:60:y:2012:i:1:p:75-113)
by Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin - Economic Development and Energy Intensity: A Panel Data Analysis (RePEc:pal:palchp:978-0-230-62631-7_5)
by Ghislaine Destais & Julien Fouquau & Christophe Hurlin - Le partage de la valeur ajoutée dans le cycle (RePEc:prs:ecoprv:ecop_0249-4744_1996_num_125_4_5809)
by Christophe Hurlin & Franck Portier - La contribution du capital public à la productivité des facteurs privés : une estimation sur panel sectoriel pour dix pays de l'OCDE (RePEc:prs:ecoprv:ecop_0249-4744_1999_num_137_1_5947)
by Christophe Hurlin - Une synthèse des tests de racine unitaire sur données de panel (RePEc:prs:ecoprv:ecop_0249-4744_2005_num_169_3_7023)
by Valérie Mignon & Christophe Hurlin - Une synthèse des tests de cointégration sur données de panel (RePEc:prs:ecoprv:ecop_0249-4744_2007_num_180_4_7683)
by Valérie Mignon & Christophe Hurlin - Downgrading in the first job: who and why? (RePEc:taf:apeclt:v:12:y:2005:i:4:p:227-233)
by David Clement & Christophe Hurlin & Fabien Serres - Energy demand models: a threshold panel specification of the 'Kuznets curve' (RePEc:taf:apeclt:v:16:y:2009:i:12:p:1241-1244)
by Julien Fouquau & Ghislaine Destais & Christophe Hurlin - Estimating the contribution of public capital with times series production functions: a case of unreliable inference (RePEc:taf:apeclt:v:8:y:2001:i:2:p:99-103)
by Christophe Hurlin - What would Nelson and Plosser find had they used panel unit root tests? (RePEc:taf:applec:v:42:y:2010:i:12:p:1515-1531)
by Christophe Hurlin - Risk Measure Inference (RePEc:taf:jnlbes:v:35:y:2017:i:4:p:499-512)
by Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes - Network effects and infrastructure productivity in developing countries (RePEc:unm:umamet:2009050)
by Candelon, B. & Colletaz, G. & Hurlin, C. - Backtesting value-at-risk : a GMM duration-based test (RePEc:unm:umamet:2009062)
by Candelon, B. & Colletaz, G. & Hurlin, C. & Tokpavi, S. - How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods (RePEc:unm:umamet:2010046)
by Candelon, B. & Dumitrescu, E-I. & Hurlin, C. - Currency crises early warning systems: why they should be dynamic (RePEc:unm:umamet:2010047)
by Candelon, B. & Dumitrescu, E-I. & Hurlin, C. - Sampling error and double shrinkage estimation of minimum variance portfolios (RePEc:unm:umamet:2011002)
by Candelon, B. & Hurlin, C. & Tokpavi, S. - Network effects of the productivity of infrastructure in developing countries (RePEc:wbk:wbrwps:3808)
by Hurlin, Christophe - Estimates of government net capital stocks for 26 developing countries, 1970-2002 (RePEc:wbk:wbrwps:3858)
by Arestoff, Florence & Hurlin, Christophe - Why don't banks lend to Egypt's private sector ? (RePEc:wbk:wbrwps:6094)
by Herrera, Santiago & Hurlin, Christophe & Zaki, Chahir - Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the ???Min???Condition (RePEc:wdi:papers:2003-581)
by Christophe Hurlin & Rafal Kierzenkowski - Testing Interval Forecasts: A GMM‐Based Approach (RePEc:wly:jforec:v:32:y:2013:i:2:p:97-110)
by Elena‐Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour - Forecasting High‐Frequency Risk Measures (RePEc:wly:jforec:v:35:y:2016:i:3:p:224-249)
by Denisa Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi