Frédéric Karamé
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Karamé |
Identifer
Contact
Affiliations
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TEPP Fédération de Recherche Théorie et Évaluation des Poliques Publiques (weight: 20%)
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Le Mans Université
/ Faculté des Sciences Économiques et du Droit
/ Groupe d'Analyse des Itinéraires et Niveaux Salariaux (GAINS) (weight: 70%)
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Centre pour la Recherche Économique et ses Applications (CEPREMAP) (weight: 10%)
Research profile
author of:
- Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien (RePEc:cai:repdal:redp_226_0851)
by Frédéric Karamé - La convergence de l’exposition aux risques des styles d’investissement : le cas des mutual funds américains (RePEc:cai:rferfe:rfe_221_0195)
by Huyen Thi Thanh Nguyen & Frédéric Karamé - Dynare: Reference Manual Version 4 (RePEc:cpm:dynare:001)
by Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Maih, Junior & Mihoubi, Ferhat & Mutschler, Willi & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébasti - Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics (RePEc:cpm:dynare:071)
by Adjemian, Stéphane & Karamé, Frédéric & Langot, François - Dynare: Reference Manual Version 5 (RePEc:cpm:dynare:072)
by Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Mihoubi, Ferhat & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien - Limited participation and exchange rate dynamics: Does theory meet the data? (RePEc:eee:dyncon:v:32:y:2008:i:4:p:1041-1087)
by Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida - Asymmetries and Markov-switching structural VAR (RePEc:eee:dyncon:v:53:y:2015:i:c:p:85-102)
by Karamé, Frédéric - Can Google data help predict French youth unemployment? (RePEc:eee:ecmode:v:30:y:2013:i:c:p:117-125)
by Fondeur, Y. & Karamé, F. - Impulse-response functions in Markov-switching structural vector autoregressions: A step further (RePEc:eee:ecolet:v:106:y:2010:i:3:p:162-165)
by Karamé, F. - An algorithm for generalized impulse-response functions in Markov-switching structural VAR (RePEc:eee:ecolet:v:117:y:2012:i:1:p:230-234)
by Karamé, F. - A new particle filtering approach to estimate stochastic volatility models with Markov-switching (RePEc:eee:ecosta:v:8:y:2018:i:c:p:204-230)
by Karamé, Frédéric - Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data? (RePEc:eve:wpaper:03-15)
by Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth - Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further (RePEc:eve:wpaper:10-03)
by Frédéric Karamé - Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions (RePEc:eve:wpaper:10-04)
by Frédéric Karamé & Alexandra Olmedo - Can Google Data Help Predict French Youth Unemployment? (RePEc:eve:wpaper:12-03)
by Frédéric Karamé & Yannick Fondeur - An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR (RePEc:eve:wpaper:12-04)
by Frédéric Karamé - Unemployment Persistence : The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach (RePEc:fth:pariem:2000.21)
by Karame, F. - Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows? (RePEc:fth:pariem:2001.39)
by Karame, F. - Asymmetries in the Dynamics of French Job Creation and Destruction Flows (RePEc:fth:pariem:98.53)
by Karame, F. & Perraudin, C. - A new particle filtering approach to estimate stochastic volatility models with Markov-switching (RePEc:hal:journl:hal-02296093)
by Frédéric Karamé - Asymmetries and Markov-switching structural VAR (RePEc:hal:journl:hal-02296101)
by Frédéric Karamé - Can Google data help predict French youth unemployment? (RePEc:hal:journl:hal-02297071)
by Y. Fondeur & F. Karamé - Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien (RePEc:hal:journl:hal-02297076)
by Frédéric Karamé - Impulse–response functions in Markov-switching structural vector autoregressions: A step further (RePEc:hal:journl:hal-02297082)
by Frédéric Karamé - An algorithm for generalized impulse-response functions in Markov-switching structural VAR (RePEc:hal:journl:hal-02877971)
by F. Karamé - La convergence de l’exposition aux risques des styles d’investissement : le cas des mutual funds américains (RePEc:hal:journl:hal-04154959)
by Huyen Thi Thanh Nguyen & Frédéric Karamé - Prévisions avec les modèles à volatilité stochastique (RePEc:hal:journl:hal-04219882)
by Frédéric Karamé - Limited participation and exchange rate dynamics: Does theory meet the data? (RePEc:hal:journl:halshs-00754292)
by Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth - Dynare: Reference Manual Version 5 (RePEc:hal:psewpa:hal-04219920)
by Stéphane Adjemian & Houtan Bastani & Michel Juillard & Frédéric Karamé & Ferhat Mihoubi & Willi Mutschler & Johannes Pfeifer & Marco Ratto & Normann Rion & Sébastien Villemot - La convergence de l'exposition aux risques des fonds d'investissement : le cas des mutual funds américains (RePEc:hal:wpaper:hal-04154952)
by Huyen Nguyen & Frédéric Karamé - Dynare: Reference Manual Version 5 (RePEc:hal:wpaper:hal-04219920)
by Stéphane Adjemian & Houtan Bastani & Michel Juillard & Frédéric Karamé & Ferhat Mihoubi & Willi Mutschler & Johannes Pfeifer & Marco Ratto & Normann Rion & Sébastien Villemot - Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics (RePEc:iza:izadps:dp14822)
by Adjemian, Stéphane & Karamé, Frédéric & Langot, François - Limited participation and exchange rate dynamics: does theory meet the data? (RePEc:mse:wpsorb:v04013)
by Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth - Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach (RePEc:sce:scecf2:233)
by Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth - The simulation methodology of the macroeconometric model MARMOTTE (RePEc:sce:scecf2:303)
by A. Kadareja & F. Karamé & B. Rzepkowski