Hans Dewachter
Names
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Hans |
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Dewachter |
Identifer
Contact
Affiliations
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Nationale Bank van België/Banque national de Belqique (BNB) (weight: 33%)
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KU Leuven
/ Faculteit Economie en Bedrijfswetenschappen
/ Centrum voor Economische Studiën (weight: 34%)
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CESifo (weight: 33%)
Research profile
author of:
- Identification of Macroeconomic Factors in Large Panels (RePEc:aah:create:2009-43)
by Lasse Bork & Hans Dewachter & Romain Houssa - Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? (RePEc:ajf:louvlf:2021002)
by De Backer, Bruno & Dewachter, Hans & Iania, Leonardo - An Extended Macro-Finance Model with Financial Factors (RePEc:ajf:louvlr:2012001)
by Dewachter, Hans & Iania, Leonardo - Information in the yield curve: A macro-finance approach (RePEc:ajf:louvlr:2014007)
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco - A macro-financial analysis of the euro area sovereign bond market (RePEc:ajf:louvlr:2015009)
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & Perea, Maite de Sola - Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? (RePEc:ajf:louvlr:2021007)
by De Backer, Bruno & Dewachter, Hans & Iania, Leonardo - The benefits and costs of adjusting bank capitalisation: evidence from euro area countries (RePEc:bde:wpaper:1923)
by Katarzyna Budnik & Gaia Barbic & Giulio Nicoletti & Massimiliano Affinito & Fabrizio Venditti & Saiffedine Ben Hadj & Hans Dewachter & Edouard Chretien & Clara Isabel González & Javier Mencía & Jenny - The Effect of Monetary Unification on German Bond Markets (RePEc:bla:eufman:v:10:y:2004:i:3:p:487-509)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - Explaining Recent European Exchange‐Rate Stability (RePEc:bla:intfin:v:2:y:1999:i:1:p:1-31)
by Paul De Grauwe & Hans Dewachter & Dirk Veestraeten - Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 (RePEc:bla:intfin:v:3:y:2000:i:1:p:1-23)
by Marco Lyrio & Hans Dewachter - An Extended Macro-Finance Model with Financial Factors (RePEc:ces:ceswps:_2950)
by Hans Dewachter & Leonardo Iania - Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation (RePEc:chf:rpseri:rp1945)
by Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens - Testing for the Forecasting Potential in the Bispectrum (RePEc:cmf:wpaper:wp1993_9313)
by Hans Dewachter - Dependent or Independent Nonlinearity in Speculative Returns? (RePEc:cmf:wpaper:wp1993_9314)
by Hans Dewachter - The Information Content of Options on the IBEX-35 (RePEc:cmf:wpaper:wp1994_9414)
by Hans Dewachter & Ángel M. León - Stochastic Process Switching and Stage III of EMU (RePEc:cpr:ceprdp:1783)
by De Grauwe, Paul & Dewachter, Hans & Veestraeten, Dirk - The European Central Bank: Decision Rules and Macroeconomic Performance (RePEc:cpr:ceprdp:2067)
by Aksoy, Yunus & De Grauwe, Paul & Dewachter, Hans - A Chaotic Monetary Model of the Exchange Rate (RePEc:cpr:ceprdp:466)
by De Grauwe, Paul & Dewachter, Hans - An Extended Macro-Finance Model with Financial Factors (RePEc:cup:jfinqa:v:46:y:2012:i:06:p:1893-1916_00)
by Dewachter, Hans & Iania, Leonardo - Real and financial cycles in EU countries - Stylised facts and modelling implications (RePEc:ecb:ecbops:2018205)
by Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik - A macro-financial analysis of the corporate bond market (RePEc:ecb:ecbwps:20182214)
by Dewachter, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco - Some borrowers are more equal than others: bank funding shocks and credit reallocation (RePEc:ecb:ecbwps:20192230)
by De Jonghe, Olivier & Dewachter, Hans & Mulier, Klaas & Ongena, Steven & Schepens, Glenn - The benefits and costs of adjusting bank capitalisation: evidence from euro area countries (RePEc:ecb:ecbwps:20192261)
by Budnik, Katarzyna & Affinito, Massimiliano & Barbic, Gaia & Ben Hadj, Saiffedine & Chretien, Edouard & Dewachter, Hans & Gonzalez, Clara Isabel & Hu, Jenny & Jantunen, Lauri & Jimborean, Ramona & Mann - Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions (RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918307521)
by De Jonghe, Olivier & Dewachter, Hans & Ongena, Steven - Endogenous risk in a DSGE model with capital-constrained financial intermediaries (RePEc:eee:dyncon:v:43:y:2014:i:c:p:241-268)
by Dewachter, Hans & Wouters, Raf - Expectation revisions and jumps in asset prices (RePEc:eee:ecolet:v:59:y:1998:i:3:p:367-372)
by Dewachter, Hans & Veestraeten, Dirk - Do asymmetries matter for European monetary policy? (RePEc:eee:eecrev:v:46:y:2002:i:3:p:443-469)
by Aksoy, Yunus & De Grauwe, Paul & Dewachter, Hans - Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? (RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000593)
by De Backer, Bruno & Dewachter, Hans & Iania, Leonardo - A macro-financial analysis of the euro area sovereign bond market (RePEc:eee:jbfina:v:50:y:2015:i:c:p:308-325)
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite - Price dynamics under stochastic process switching: some extensions and an application to EMU1 (RePEc:eee:jimfin:v:18:y:1999:i:2:p:195-224)
by De Grauwe, Paul & Dewachter, Hans & Veestraeten, Dirk - Can Markov switching models replicate chartist profits in the foreign exchange market? (RePEc:eee:jimfin:v:20:y:2001:i:1:p:25-41)
by Dewachter, Hans - The cost of technical trading rules in the Forex market: A utility-based evaluation (RePEc:eee:jimfin:v:25:y:2006:i:7:p:1072-1089)
by Dewachter, Hans & Lyrio, Marco - The intra-day impact of communication on euro-dollar volatility and jumps (RePEc:eee:jimfin:v:43:y:2014:i:c:p:131-154)
by Dewachter, Hans & Erdemlioglu, Deniz & Gnabo, Jean-Yves & Lecourt, Christelle - Macro factors and the Term Structure of Interest Rates (RePEc:ems:eureri:324)
by Dewachter, H.D.R. & Lyrio, M. - The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation (RePEc:ems:eureri:435)
by Dewachter, H.D.R. & Lyrio, M. - An Affine Model for International Bond Markets (RePEc:ete:ceswps:ces0106)
by Hans DEWACHTER & Konstantijn MAES - The Effect of Monetary Unification on German Bond Markets (RePEc:ete:ceswps:ces0205)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - Macro Factors and the Term Structure of Interest Rates (RePEc:ete:ceswps:ces0304)
by Hans Dewachter & Marco Lyrio - Limits to International Arbitrage: an Empirical Evaluation (RePEc:ete:ceswps:ces0401)
by Hans Dewachter & Kristien Smedts - Identification of macroeconomic factors in large panels (RePEc:ete:ceswps:ces09.18)
by Lasse BORK & Hans DEWACHTER & Romain HOUSSA - An extended macro-finance model with financial factors (RePEc:ete:ceswps:ces09.19)
by Hans DEWACHTER & Leonardo IANIA - Spatial propagation of macroeconomic shocks in Europe (RePEc:ete:ceswps:ces10.12)
by Hans DEWACHTER & Romain HOUSSA & Priscilla TOFFANO - Fiscal activism and the cost of debt financing (RePEc:ete:ceswps:ces10.13)
by Hans DEWACHTER & Priscilla TOFFANO - Sticky Prices and the Nominal Effects of Real Shocks (RePEc:ete:ceswps:ces9802)
by Hans Dewachter & Hanno Lustig - The European Central Bank: Decision Rules and Macroeconomic Performance (RePEc:ete:ceswps:ces9834)
by Paul Degrauwe & Hans Dewachter & Yunus Aksoy - Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target (RePEc:ete:ceswps:ces9902)
by Hans Dewachter & Dirk Veestraeten - Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 (RePEc:ete:ceswps:ces9919)
by Marco LYRIO & Hans DEWACHTER - Managing Uncertainty: Financial, Actuarial and Statistical Modeling (RePEc:ete:revbec:20050105)
by J. Beirlant & G. Claeskens & C. Croux & H. Degryse & H. Dewachter & G. Dhaene & J. Dhaene & I. Gijbels & M. Goovaerts & M. Hubert & F. Roodhooft & W. Schouten & M. Willekens - Testing for Forecasting Poential in the Bispectrum (RePEc:fth:cemfdt:9313)
by Dewachter, H. - Dependent or Independent Nonlinearity in Speculative Returns (RePEc:fth:cemfdt:9314)
by Dewachter, H. - The Information Content of Options on the IBEX-35 (RePEc:fth:cemfdt:9414)
by Dewachter, H. & Leon, A.M. - Leviathan as a Minority Shareholder: A Study of Equity Purchases by the Brazilian National Development Bank (BNDES), 1995-2003 (RePEc:ibm:ibmecp:wpe_221)
by Lazzarini, Sergio G. & Musacchio, Aldo - Information in the Yield Curve: A Macro-Finance Approach (RePEc:ibm:ibmecp:wpe_230)
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco - A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation (RePEc:ibm:ibmecp:wpe_250)
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco - Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics (RePEc:ibm:ibmecp:wpe_260)
by Dewachter, Hans & Houssa, Romain & Lyrio, Marco & Kaltwasser, Pablo Rovira - The economic value of technical trading rules: a nonparametric utility-based approach (RePEc:ijf:ijfiec:v:10:y:2005:i:1:p:41-62)
by Hans Dewachter & Marco Lyrio - Limits to international arbitrage: an empirical evaluation (RePEc:ijf:ijfiec:v:12:y:2007:i:3:p:273-285)
by Hans Dewachter & Kristien Smedts - A joint model for the term structure of interest rates and the macroeconomy (RePEc:jae:japmet:v:21:y:2006:i:4:p:439-462)
by Marco Lyrio & Hans Dewachter & Konstantijn Maes - Effectiveness of Monetary Policy in Euroland (RePEc:kap:empiri:v:26:y:1999:i:4:p:299-318)
by Paul De Grauwe & Hans Dewachter & Yunus Aksoy - A chaotic model of the exchange rate: The role of fundamentalists and chartists (RePEc:kap:openec:v:4:y:1993:i:4:p:351-379)
by Paul Grauwe & Hans Dewachter - An Affine Model for International Bond Markets (RePEc:kul:kulwps:ces0106)
by Hans Dewachter & Konstantijn Maes - Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy (RePEc:kul:kulwps:ces0118)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - Monetary Unification and the Price of Risk: An Unconditional Analysis (RePEc:kul:kulwps:ces0201)
by Hans Dewachter & Kristien Smedts & Konstantijn Maes - The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach (RePEc:kul:kulwps:ces0203)
by Hans Dewachter & Marco Lyrio - The Effect of Monetary Unification on German Bond Markets (RePEc:kul:kulwps:ces0205)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - Macro Factors and the Term Structure of Interest Rates (RePEc:kul:kulwps:ces0304)
by Hans Dewachter & Marco Lyrio - Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 (RePEc:kul:kulwps:ces9919)
by Hans Dewachter & Marco Lyrio - An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates (RePEc:kul:kulwps:wpie001)
by Hans Dewachter & Konstantijn Maes - A Joint Model for the Term Structure of Interest Rates and the Macroeconomy (RePEc:kul:kulwps:wpie002)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - Do Exchange Rates Convert Prices of Risk Across Countries? (RePEc:kul:kulwps:wpie003)
by Hans Dewachter & Kristien Smedts & Konstantijn Maes - Fitting Correlations Within and Between Bond Markets (RePEc:kul:kulwps:wpie004)
by Hans Dewachter & Konstantijn Maes - The Effect of Monetary Unification on German Bond Markets (RePEc:kul:kulwps:wpie005)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - Monetary Unification and the Price of Risk: An Unconditional Analysis (RePEc:kul:kulwps:wpie006)
by Hans Dewachter & Kristien Smedts & Konstantijn Maes - Macro Factors and the Term Structure of Interest Rates (RePEc:kul:kulwps:wpie007)
by Hans Dewachter & Marco Lyrio - Macro Factors and the Term Structure of Interest Rates (RePEc:mcb:jmoncb:v:38:y:2006:i:1:p:119-140)
by Dewachter, Hans & Lyrio, Marco - Macro factors and the term structure of interest rates (RePEc:mmf:mmfc03:25)
by Hans Dewachter - Identification of Macroeconomic Factors in Large Panels (RePEc:nam:wpaper:1010)
by Romain Houssa & Lasse Bork & Hans Dewachter - Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy (RePEc:nbb:fsrart:v:12:y:2016:i:1:p:135-157)
by Bruno De Backer & Hans Dewachter & Stijn Ferrari & Mara Pirovano & Christophe Van Nieuwenhuyze - A multi-factor model for the valuation and risk managment of demand deposits (RePEc:nbb:reswpp:200605-2)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model (RePEc:nbb:reswpp:200810-19)
by Hans Dewachter - Endogenous risk in a DSGE model with capital-constrained financial intermediaries (RePEc:nbb:reswpp:201210-235)
by Hans Dewachter & Raf Wouters - Information in the yield curve: A Macro-Finance approach (RePEc:nbb:reswpp:201403-254)
by Hans Dewachter & Leonardo Iania & Marco Lyrio - A macro-financial analysis of the euro area sovereign bond market (RePEc:nbb:reswpp:201406-259)
by Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea - Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions (RePEc:nbb:reswpp:201610-303)
by Olivier De Jonghey & Hans Dewachter & Steven Ongenax - The response of euro area sovereign spreads to the ECB unconventional monetary policies (RePEc:nbb:reswpp:201610-309)
by Hans Dewachter & Leonardo Iania & Jean-Charles Wijnandts - A macro-financial analysis of the corporate bond market (RePEc:nbb:reswpp:201810-360)
by Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio - Some borrowers are more equal than others: Bank funding shocks and credit reallocation (RePEc:nbb:reswpp:201810-361)
by Olivier De Jonghe & Hans Dewachter Author-Email: hans.dewachter@nbb.be & Klaas Mulier & Steven Ongena & Glenn Schepens - Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates (RePEc:nbr:nberch:5372)
by Hans Dewachter & Marco Lyrio - Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation
[A theory of systemic risk and design of prudential bank regulation] (RePEc:oup:revfin:v:24:y:2020:i:1:p:1-43.)
by Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens - A Chaotic Monetary Model of the Exchange Rate (RePEc:pal:intecp:978-1-349-12884-6_19)
by Paul Grauwe & Hans Dewachter - On the Conduct of Monetary Policy in an Asymmetric Euroland (RePEc:pal:palchp:978-1-349-27745-2_14)
by Paul Grauwe & Hans Dewachter & Yunus Aksoy - An Extended Macro-Finance Model with Financial Factors (RePEc:pra:mprapa:17634)
by Dewachter, Hans & Iania, Leonardo - An Extended Macro-Finance Model with Financial Factors (RePEc:pra:mprapa:18840)
by Dewachter, Hans & Iania, Leonardo - A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation (RePEc:pra:mprapa:34461)
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco - Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve (RePEc:sce:scecf4:188)
by Marco Lyrio & Hans Dewachter - A Structural Macro Model of the Yield Curve (RePEc:sce:scecfa:236)
by Hans Dewachter & Marco Lyrio - Introduction (RePEc:sen:journl:v:lvi:y:2011:i:4:p:378-382)
by H. Dewachter & R. Houssa & P. R. Kaltwasser - Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics (RePEc:sen:journl:v:lvi:y:2011:i:4:p:454-472)
by H. Dewachter & R. Houssa & M. Lyrio & P. R. Kaltwasser - Introduction (RePEc:sen:rebelj:v:56:i:4:y:2011:p:378-382)
by H. Dewachter & R. Houssa & P.R. Kaltwasser - Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics (RePEc:sen:rebelj:v:56:i:4:y:2011:p:454-472)
by H. Dewachter & R. Houssa & M. Lyrio & P.R. Kaltwasser - Introduction (RePEc:sen:rebelj:v:lvi:y:2011:i:4:p:378-382)
by H. Dewachter & R. Houssa & P. R. Kaltwasser - Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics (RePEc:sen:rebelj:v:lvi:y:2011:i:4:p:454-472)
by H. Dewachter & R. Houssa & M. Lyrio & P. R. Kaltwasser - A macro–financial analysis of the corporate bond market (RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1530-8)
by Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio - Modelling interest rate volatility: Regime switches and level links (RePEc:spr:weltar:v:132:y:1996:i:2:p:236-258)
by Hans Dewachter - Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences (RePEc:spr:weltar:v:133:y:1997:i:1:p:39-55)
by Hans Dewachter - Monetary unification and the price of risk: An unconditional analysis (RePEc:spr:weltar:v:139:y:2003:i:2:p:276-305)
by Hans Dewachter & Konstantijn Maes & Kristien Smedts - Spatial propagation of macroeconomic shocks in Europe (RePEc:spr:weltar:v:148:y:2012:i:2:p:377-402)
by Hans Dewachter & Romain Houssa & Priscilla Toffano - Charts as signals in Markov switching world (RePEc:taf:apeclt:v:3:y:1996:i:6:p:405-407)
by Hans Dewachter - Unknown item RePEc:taf:apfiec:v:11:y:2001:i:6:p:591-601 (article)
- Unknown item RePEc:taf:apfiec:v:9:y:1999:i:2:p:173-181 (article)
- Ageing and the Relative Price of Nontradeables (RePEc:tin:wpaper:20070064)
by Leon Bettendorf & Hans Dewachter - Fiscal activism and the cost of debt financing (RePEc:wly:ijfiec:v:17:y:2012:i:1:p:14-22)
by Hans Dewachter & Priscilla Toffano - A joint model for the term structure of interest rates and the macroeconomy (RePEc:wly:japmet:v:21:y:2006:i:4:p:439-462)
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - Information In The Yield Curve: A Macro‐Finance Approach (RePEc:wly:japmet:v:29:y:2014:i:1:p:42-64)
by Hans Dewachter & Leonardo Iania & Marco Lyrio - Chaos in the Dornbusch Model of the Exchange Rate (RePEc:wsi:wschap:9789814513197_0001)
by Paul De Grauwe & Hans Dewachter - Do Asymmetries Matter for European Monetary Policy? (RePEc:wsi:wschap:9789814513197_0013)
by Yunus Aksoy & Paul De Grauwe & Hans Dewachter