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Christophe Hurlin

Personal Details

First Name:Christophe
Middle Name:
Last Name:Hurlin
Suffix:
RePEc Short-ID:pch177
[This author has chosen not to make the email address public]
http://www.univ-orleans.fr/deg/masters/ESA/CH/churlin.htm
Terminal Degree:2001 Equipe Universitaire de Recherche en Économie Quantitative (EUREQua); Centre d'Économie de la Sorbonne; Université Paris 1 (Panthéon-Sorbonne) (from RePEc Genealogy)

Affiliation

Laboratoire d'Économie d'Orléans (LEO)
Faculté de droit, d'économie et de gestion
Université d'Orléans

Orléans, France
http://www.leo-univ-orleans.fr/
RePEc:edi:leorlfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • 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, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  2. Sullivan Hu'e & Christophe Hurlin & Yang Lu, 2024. "Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials," Papers 2405.02012, arXiv.org, revised May 2024.
  3. Henri Fraisse & Christophe Hurlin, 2024. "Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle," Débats économiques et financiers 44, Banque de France.
  4. Christophe Hurlin & Christophe Pérignon, 2023. "Machine Learning and IRB Capital Requirements," Working Papers hal-04414108, HAL.
  5. Hurlin, Christophe & Pérignon, Christophe, 2023. "Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations," HEC Research Papers Series 1480, HEC Paris.
  6. Christophe Hurlin & Christophe Pérignon, 2023. "Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations [Machine Learning et Modèles IRB : Avantages, Risques et Préconisations]," Working Papers halshs-04518248, HAL.
  7. Christophe Pérignon & Olivier Akmansoy & Christophe Hurlin & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johanneson & Michael Kirchler & Albert Menkveld & Michael Razen & Utz Weitzel, 2022. "Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance," Working Papers hal-03810013, HAL.
  8. Pérignon, Christophe & Akmansoy, Olivier & Hurlin, Christophe & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Menkveld, Albert J. & Razen, Michael & We, 2022. "Computational Reproducibility in Finance: Evidence from 1,000 Tests," HEC Research Papers Series 1467, HEC Paris.
  9. Valérie Mignon & Christophe Hurlin, 2022. "Statistique et probabilités en économie-gestion (2e édition)," Post-Print hal-03698792, HAL.
  10. Hué, Sullivan & Hurlin, Christophe & Pérignon, Christophe & Saurin, Sébastien, 2022. "Explainable Performance," HEC Research Papers Series 1463, HEC Paris.
  11. Elena Ivona Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi, 2022. "Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects," Post-Print hal-03331114, HAL.
  12. Hu'e Sullivan & Hurlin Christophe & P'erignon Christophe & Saurin S'ebastien, 2022. "Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring," Papers 2212.05866, arXiv.org, revised Jun 2023.
  13. Christophe Hurlin & Christophe P'erignon & S'ebastien Saurin, 2022. "The Fairness of Credit Scoring Models," Papers 2205.10200, arXiv.org, revised Feb 2024.
  14. Elena Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi, 2021. "Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds," Working Papers hal-02507499, HAL.
  15. Hurlin, Christophe & Pérignon, Christophe & Saurin, Sébastien, 2021. "The Fairness of Credit Scoring Models," HEC Research Papers Series 1411, HEC Paris.
  16. Christophe Hurlin & Christophe Pérignon, 2020. "Reproducibility Certification in Economics Research," Working Papers hal-02896404, HAL.
  17. Christophe Pérignon & Kamel Gadouche & Christophe Hurlin & Roxane Silberman & Eric Debonnel, 2019. "Certify reproducibility with confidential data," Post-Print hal-03528358, HAL.
  18. Sylvain Benoît & Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2019. "A Theoretical and Empirical Comparison of Systemic Risk Measures," Working Papers hal-02292323, HAL.
  19. Sylvain Benoît & Christophe Hurlin & Christophe Pérignon, 2019. "Pitfalls in systemic-risk scoring," Post-Print hal-02292305, HAL.
  20. Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Swiss Finance Institute Research Paper Series 19-48, Swiss Finance Institute.
  21. Christophe Hurlin & Grégoire Iseli & Christophe Pérignon & Stanley Yeung, 2019. "The counterparty risk exposure of ETF investors," Post-Print hal-03579305, HAL.
  22. Christophe Hurlin & Christophe Pérignon, 2019. "Machine learning et nouvelles sources de données pour le scoring de crédit," Post-Print hal-03532418, HAL.
  23. Colliard, Jean-Edouard & Hurlin, Christophe & Pérignon, Christophe, 2019. "Reproducibility Certification in Economics Research," HEC Research Papers Series 1345, HEC Paris.
  24. Jérémy Leymarie & Christophe Hurlin & Antoine Patin, 2018. "Loss Functions for LGD Models Comparison," Post-Print hal-01923050, HAL.
  25. Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2017. "Risk Measure Inference," Post-Print hal-01457393, HAL.
  26. Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2017. "Where the Risks Lie: A Survey on Systemic Risk," Post-Print hal-01498631, HAL.
  27. Régis Breton & Sébastien Galanti & Christophe Hurlin & Anne-Gaël Vaubourg, 2017. "La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?," Post-Print hal-01724249, HAL.
  28. Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2017. "CoMargin," Post-Print hal-03579309, HAL.
    • Jorge A. Cruz Lopez & Jeffrey H. Harris & Christophe Hurlin & Christophe Pérignon, 2015. "CoMargin," Working Papers halshs-00979440, HAL.
  29. Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016. "Do We Need High Frequency Data to Forecast Variances?," Post-Print hal-01448237, HAL.
  30. Denisa Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2016. "Forecasting High-Frequency Risk Measures," Post-Print hal-03554206, HAL.
  31. Christophe Hurlin & Valérie Mignon, 2015. "Statistique et probabilités en économie-gestion," Post-Print hal-01411459, HAL.
  32. Benjamin Hamidi & Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2015. "A DARE for VaR," Post-Print hal-02312327, HAL.
    • Benjamin Hamidi & Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2015. "A DARE for VaR," Finance, Presses universitaires de Grenoble, vol. 36(1), pages 7-38.
  33. Sylvain Benoît & Christophe Hurlin & Christophe Pérignon, 2015. "Implied Risk Exposures," Post-Print hal-01485613, HAL.
  34. Kyoungsoo Yoon & Christophe Hurlin, 2014. "Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs," Working Papers 2014-5, Economic Research Institute, Bank of Korea.
  35. Sebastien Lechevalier & Cyrille Dossougoin & Christophe Hurlin & Satoko Takaoka, 2014. "How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms," KIER Working Papers 883, Kyoto University, Institute of Economic Research.
  36. Perignon , Christophe & Yeung , Stanley & Hurlin, Christophe & Iseli, Grégoire, 2014. "The Collateral Risk of ETFs," HEC Research Papers Series 1050, HEC Paris.
  37. Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2014. "Currency Crises Early Warning Systems: Why They Should Be Dynamic," Post-Print hal-01385975, HAL.
  38. Georgiana-Denisa Banulescu & Bertrand Candelon & Christophe Hurlin & Sébastien Laurent, 2014. "Do We Need Ultra-High Frequency Data to Forecast Variances?," Working Papers halshs-01078158, HAL.
  39. Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin & Franz Palm, 2013. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Post-Print hal-01449943, HAL.
  40. Régis Breton & Sébastien Galanti & Christophe Hurlin & Anne-Gaël Vaubourg, 2013. "Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors?," Working Papers hal-00862996, HAL.
  41. Elena Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour, 2013. "Testing Interval Forecasts: a GMM-Based Approach," Post-Print hal-01385898, HAL.
  42. Denisa Georgiana Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2013. "High-Frequency Risk Measures," Working Papers halshs-00859456, HAL.
  43. Alexandru Minea & Christophe Hurlin, 2013. "Is public capital really productive? A methodological reappraisal," Post-Print halshs-00804179, HAL.
  44. Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin, 2013. "Network Effects and Infrastructure Productivity in Developing Countries," NCID Working Papers 08/2013, Navarra Center for International Development, University of Navarra.
  45. Hurlin , Christophe & Perignon, Christophe, 2013. "Systemic Risk Score: A Suggestion," HEC Research Papers Series 1005, HEC Paris.
  46. Elena Ivona Dumitrescu & Christophe Hurlin & Vinson Pham, 2012. "Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests," Post-Print hal-01385901, HAL.
  47. Bertrand Candelon & Christophe Hurlin & Sessi Tokpavi, 2012. "Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios," Post-Print hal-01385835, HAL.
  48. Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2012. "How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods," Post-Print hal-01385900, HAL.
  49. Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin, 2012. "How to evaluate an Early Warning System ?," Working Papers halshs-00450050, HAL.
  50. Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2012. "The Risk Map: A New Tool for Validating Risk Models," Working Papers halshs-00746273, HAL.
  51. Herrera, Santiago & Hurlin, Christophe & Zaki, Chahir, 2012. "Why don't banks lend to Egypt's private sector ?," Policy Research Working Paper Series 6094, The World Bank.
  52. Elena Ivona Dumitrescu & Christophe Hurlin, 2012. "Testing for Granger Non-causality in Heterogeneous Panels," Post-Print hal-01385899, HAL.
  53. Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin, 2012. "Extreme Financial Cycles," Working Papers halshs-00769817, HAL.
  54. Christophe Hurlin & Christophe Pérignon, 2012. "Margin Backtesting," Working Papers halshs-00746274, HAL.
  55. Christophe Hurlin & Christophe Pérignon & Victoria Stodden, 2012. "RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results," Working Papers halshs-00739233, HAL.
  56. Sylvain Benoît & Gilbert Colletaz & Christophe Hurlin, 2011. "A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR," Working Papers hal-02058255, HAL.
  57. Régis Breton & Sébastien Galanti & Christophe Hurlin & Anne-Gaël Vaubourg, 2011. "Does soft information matter for financial analysts' forecasts? A gravity model approach," Working Papers halshs-00829908, HAL.
  58. Elena-Ivona DUMITRESCU & Christophe HURLIN & Jaouad MADKOUR, 2011. "Testing Interval Forecasts: A New GMM-based Test," LEO Working Papers / DR LEO 1549, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  59. Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN & Franz C. PALM, 2011. "Modelling Financial Crises Mutation," LEO Working Papers / DR LEO 1238, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  60. Christophe Hurlin, 2010. "What would Nelson and Plosser find had they used panel unit root tests?," Post-Print hal-00593348, HAL.
  61. Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00482370, HAL.
  62. B. Moreno-Dodson & Christophe Hurlin, 2008. "Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries," Post-Print halshs-00364785, HAL.
  63. F. ARESTOFF & Christophe HURLIN, 2008. "Estimates of Government Net Capital Stocks for 26 Developing Countries," LEO Working Papers / DR LEO 562, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  64. Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363146, HAL.
  65. Christophe Hurlin & Baptiste Venet, 2008. "Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test," Working Papers halshs-00319995, HAL.
  66. F. Arestoff & Christophe Hurlin, 2008. "Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002," Post-Print halshs-00257375, HAL.
  67. Christophe Hurlin & Sessi Tokpavi, 2007. "Une Evaluation des Procédures de Backtesting," Working Papers halshs-00159846, HAL.
  68. Christophe Hurlin, 2007. "How to Estimate Public Capital Productivity?," Working Papers halshs-00156684, HAL.
  69. Christophe Hurlin, 2007. "Une Synthèse des Tests de Cointégration sur Données de Panel," Post-Print halshs-00270210, HAL.
  70. Christophe Hurlin & Valérie Mignon, 2007. "Second Generation Panel Unit Root Tests," Working Papers halshs-00159842, HAL.
  71. Christophe Hurlin, 2007. "Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities," Post-Print halshs-00257448, HAL.
  72. Gilbert Colletaz & Christophe Hurlin, 2007. "Modèles à Changement de Régimes et Macro-économiques," Post-Print halshs-00257400, HAL.
  73. Christophe Hurlin, 2007. "Testing Granger Non-Causality in Heterogeneous Panel Data Models," Post-Print halshs-00268218, HAL.
  74. Christophe HURLIN, 2007. "Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients," LEO Working Papers / DR LEO 1547, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  75. Christophe Hurlin & R. Kierzenkowski, 2007. "Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule," Post-Print halshs-00257320, HAL.
  76. Christophe Hurlin & Sessi Tokpavi, 2007. "Un Test de Validité de la Value-at-Risk," Post-Print halshs-00257309, HAL.
  77. G. Destais & Julien Fouquau & C. Hurlin, 2007. "Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve"," Post-Print halshs-00222786, HAL.
  78. Christophe Hurlin & Sessi Tokpavi, 2006. "Backtesting Value at Risk Accuracy : A New Simple Test," Post-Print halshs-00257461, HAL.
  79. Hurlin, Christophe, 2006. "Network effects of the productivity of infrastructure in developing countries," Policy Research Working Paper Series 3808, The World Bank.
  80. Christophe HURLIN & Sessi TOKPAVI, 2006. "Backtesting VaR Accuracy: A Simple and Powerful Test," LEO Working Papers / DR LEO 268, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  81. G. Destais & Julien Fouquau & C. Hurlin, 2006. "Economic Development and Energy Intensity: a Panel Data Analysis," Post-Print halshs-00222798, HAL.
  82. Christophe Hurlin, 2006. "Networks Effects in the Productivity of Infrastructures in Developing Countries," Post-Print halshs-00257370, HAL.
  83. Christophe Hurlin & Valérie Mignon, 2006. "Une Synthèse des Tests de Racine Unitaire sur Données de Panel," Post-Print halshs-00078770, HAL.
  84. Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," Post-Print halshs-00204790, HAL.
  85. Gilbert Colletaz & Christophe Hurlin, 2006. "Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach," Post-Print halshs-00257390, HAL.
  86. Christophe Hurlin & Sessi Tokpavi, 2006. "Bactesting Var Accuracy : A New Simple Test," Post-Print halshs-00257323, HAL.
  87. Gilbert Colletaz & Christophe Hurlin, 2006. "Modèles non linéaires et prévisions," Post-Print halshs-00257441, HAL.
  88. Christophe Hurlin, 2005. "Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène," Post-Print halshs-00257326, HAL.
  89. D. Clément & Christophe Hurlin & F. Serres, 2005. "Downgrading in the First Job: Who and Why," Post-Print halshs-00257331, HAL.
  90. Christophe Hurlin, 2005. "A Comment on The Dynamic Macroeconomic Effects of Public Capital," Post-Print halshs-00257328, HAL.
  91. Christophe Hurlin & Sessi Tokpavi, 2005. "Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes," Post-Print halshs-00257497, HAL.
  92. Christophe Hurlin, 2005. "The productivy Effects of Public Capital in Developing Countries," Post-Print halshs-00257440, HAL.
  93. Christophe Hurlin & R. Kierzenkowski, 2004. "Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition," Post-Print halshs-00257379, HAL.
  94. Christophe Hurlin, 2004. "20th Symposium on Monetary and Financial Economics," Post-Print halshs-00257499, HAL.
  95. Christophe Hurlin, 2004. "Testing Granger causality in Heterogeneous panel data models with fixed coefficients," Post-Print halshs-00257395, HAL.
  96. Hurlin, Christophe & Lechevalier, Sébastien, 2003. "The heterogeneity of employment adjustment across Japanese firms. A study using panel data," CEPREMAP Working Papers (Couverture Orange) 0310, CEPREMAP.
  97. Christophe Hurlin & Rafal Kierzenkowski, 2002. "A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland," NBP Working Papers 22, Narodowy Bank Polski.
  98. Philippe Jean-Pierre & Christophe Hurlin & Guillaume Gaulier, 1999. "Testing Convergence: A Panel Data Approach," Post-Print hal-03287635, HAL.
  99. Hurlin, C. & MB.P. N'Diaye, P., 1998. "La methode d'estimation des moindres carres modifies ou fully modified," Papiers d'Economie Mathématique et Applications 98.26, Université Panthéon-Sorbonne (Paris 1).
  100. Portier, Franck & Hurlin, Christophe, 1997. "Taux d'actualisation public, distorsions fiscales et croissance," CEPREMAP Working Papers (Couverture Orange) 9718, CEPREMAP.
    repec:grz:wpsses:2021-08 is not listed on IDEAS
    repec:hal:journl:hal-03810013 is not listed on IDEAS

Articles

  1. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • 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, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  2. Christophe Pérignon & Olivier Akmansoy & Christophe Hurlin & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Albert J Menkveld & Michael Razen & Utz Weitzel, 2024. "Computational Reproducibility in Finance: Evidence from 1,000 Tests," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3558-3593.
  3. Dumitrescu, Elena & Hué, Sullivan & Hurlin, Christophe & Tokpavi, Sessi, 2022. "Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects," European Journal of Operational Research, Elsevier, vol. 297(3), pages 1178-1192.
  4. Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Management Science, INFORMS, vol. 67(9), pages 5730-5754, September.
  5. Hurlin, Christophe & Iseli, Grégoire & Pérignon, Christophe & Yeung, Stanley, 2019. "The counterparty risk exposure of ETF investors," Journal of Banking & Finance, Elsevier, vol. 102(C), pages 215-230.
  6. Christophe Hurlin & Christophe Pérignon, 2019. "Machine learning et nouvelles sources de données pour le scoring de crédit," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 21-50.
  7. Benoit, Sylvain & Hurlin, Christophe & Pérignon, Christophe, 2019. "Pitfalls in systemic-risk scoring," Journal of Financial Intermediation, Elsevier, vol. 38(C), pages 19-44.
  8. Hurlin, Christophe & Leymarie, Jérémy & Patin, Antoine, 2018. "Loss functions for Loss Given Default model comparison," European Journal of Operational Research, Elsevier, vol. 268(1), pages 348-360.
  9. Régis Breton & Sébastien Galanti & Christophe Hurlin & Anne-Gaël Vaubourg, 2017. "La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?," Revue économique, Presses de Sciences-Po, vol. 68(6), pages 1033-1062.
  10. Sylvain Benoit & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2017. "Where the Risks Lie: A Survey on Systemic Risk," Review of Finance, European Finance Association, vol. 21(1), pages 109-152.
  11. Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe, 2017. "CoMargin," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 2183-2215, October.
    • Jorge A. Cruz Lopez & Jeffrey H. Harris & Christophe Hurlin & Christophe Pérignon, 2015. "CoMargin," Working Papers halshs-00979440, HAL.
    • Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2017. "CoMargin," Post-Print hal-03579309, HAL.
  12. Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2017. "Risk Measure Inference," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 499-512, October.
  13. Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016. "Do We Need High Frequency Data to Forecast Variances?," Annals of Economics and Statistics, GENES, issue 123-124, pages 135-174.
  14. Denisa Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2016. "Forecasting High‐Frequency Risk Measures," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(3), pages 224-249, April.
  15. Sylvain Benoit & Christophe Hurlin & Christophe Perignon, 2015. "Implied Risk Exposures," Review of Finance, European Finance Association, vol. 19(6), pages 2183-2222.
  16. Benjamin Hamidi & Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2015. "A DARE for VaR," Finance, Presses universitaires de Grenoble, vol. 36(1), pages 7-38.
    • Benjamin Hamidi & Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2015. "A DARE for VaR," Post-Print hal-01243402, HAL.
    • Benjamin Hamidi & Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2015. "A DARE for VaR," Post-Print hal-02312327, HAL.
  17. Candelon, Bertrand & Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2014. "Currency crisis early warning systems: Why they should be dynamic," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1016-1029.
  18. Hurlin, Christophe & Minea, Alexandru, 2013. "Is public capital really productive? A methodological reappraisal," European Journal of Operational Research, Elsevier, vol. 228(1), pages 122-130.
  19. Colletaz, Gilbert & Hurlin, Christophe & Pérignon, Christophe, 2013. "The Risk Map: A new tool for validating risk models," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3843-3854.
  20. Elena‐Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour, 2013. "Testing Interval Forecasts: A GMM‐Based Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(2), pages 97-110, March.
  21. Herrera, Santiago & Hurlin, Christophe & Zaki, Chahir, 2013. "Why don't banks lend to Egypt's private sector?," Economic Modelling, Elsevier, vol. 33(C), pages 347-356.
  22. Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin, 2013. "Network Effects and Infrastructure Productivity in Developing Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(6), pages 887-913, December.
  23. Elena-Ivona Dumitrescu & Christophe Hurlin & Vinson Pham, 2012. "Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests," Finance, Presses universitaires de Grenoble, vol. 33(1), pages 79-112.
  24. Candelon, B. & Hurlin, C. & Tokpavi, S., 2012. "Sampling error and double shrinkage estimation of minimum variance portfolios," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 511-527.
  25. Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin, 2012. "How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 75-113, April.
  26. Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin, 2012. "Extreme Financial cycles," Revue d'économie politique, Dalloz, vol. 122(6), pages 823-831.
  27. Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2012. "Testing for Granger non-causality in heterogeneous panels," Economic Modelling, Elsevier, vol. 29(4), pages 1450-1460.
  28. Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 314-343, Spring.
  29. Christophe Hurlin, 2010. "What would Nelson and Plosser find had they used panel unit root tests?," Applied Economics, Taylor & Francis Journals, vol. 42(12), pages 1515-1531.
  30. Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(3/4), pages 457-480.
  31. Christophe Hurlin & Florence Arestoff, 2010. "Are Public Investment Efficient in Creating Capital Stocks in Developing Countries?," Economics Bulletin, AccessEcon, vol. 30(4), pages 3177-3187.
  32. Julien Fouquau & Ghislaine Destais & Christophe Hurlin, 2009. "Energy demand models: a threshold panel specification of the 'Kuznets curve'," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1241-1244.
  33. Fouquau, Julien & Hurlin, Christophe & Rabaud, Isabelle, 2008. "The Feldstein-Horioka puzzle: A panel smooth transition regression approach," Economic Modelling, Elsevier, vol. 25(2), pages 284-299, March.
  34. Christophe Hurlin & Sessi Tokpavi, 2008. "Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes »," Finance, Presses universitaires de Grenoble, vol. 29(1), pages 53-80.
  35. Christophe Hurlin & Valérie Mignon, 2007. "Une synthèse des tests de cointégration sur données de Panel," Economie & Prévision, La Documentation Française, vol. 0(4), pages 241-265.
  36. Christophe Hurlin & Sessi Tokpavi, 2007. "Un test de validité de la Value at Risk," Revue économique, Presses de Sciences-Po, vol. 58(3), pages 599-608.
  37. Hurlin, Christophe & Kierzenkowski, Rafal, 2007. "Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule," Economic Systems, Elsevier, vol. 31(2), pages 157-183, June.
  38. Christophe Hurlin, 2005. "Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène," Revue économique, Presses de Sciences-Po, vol. 56(3), pages 799-809.
  39. Christophe Hurlin & Valérie Mignon, 2005. "Une synthèse des tests de racine unitaire sur données de panel," Economie & Prévision, La Documentation Française, vol. 0(3), pages 253-294.
  40. David Clement & Christophe Hurlin & Fabien Serres, 2005. "Downgrading in the first job: who and why?," Applied Economics Letters, Taylor & Francis Journals, vol. 12(4), pages 227-233.
  41. C. Hurlin, 2005. "Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries," Journal of Economics, Springer, vol. 86(3), pages 308-312, December.
  42. Christophe Hurlin, 2001. "Estimating the contribution of public capital with times series production functions: a case of unreliable inference," Applied Economics Letters, Taylor & Francis Journals, vol. 8(2), pages 99-103.
  43. Guillaume Gaulier & Christophe Hurlin & Philippe Jean-Pierre, 1999. "Testing Convergence: A Panel Data Approach," Annals of Economics and Statistics, GENES, issue 55-56, pages 411-427.
  44. Christophe Hurlin & Frank Portier, 1999. "Taux d'actualisation public, distorsions fiscales et croissance endogène," Annals of Economics and Statistics, GENES, issue 54, pages 173-201.
  45. Christophe Hurlin, 1999. "La contribution du capital public à la productivité des facteurs privés : une estimation sur panel sectoriel pour dix pays de l'OCDE," Économie et Prévision, Programme National Persée, vol. 137(1), pages 49-65.
  46. Christophe Hurlin & Franck Portier, 1996. "Le partage de la valeur ajoutée dans le cycle," Économie et Prévision, Programme National Persée, vol. 125(4), pages 73-85.

Chapters

  1. Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin & Franz C. Palm, 2013. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 395-427, Emerald Group Publishing Limited.
  2. Ghislaine Destais & Julien Fouquau & Christophe Hurlin, 2007. "Economic Development and Energy Intensity: A Panel Data Analysis," Palgrave Macmillan Books, in: Jan Horst Keppler & Régis Bourbonnais & Jacques Girod (ed.), The Econometrics of Energy Systems, chapter 5, pages 98-120, Palgrave Macmillan.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 42 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (23) 2008-10-21 2012-03-08 2012-11-11 2012-11-11 2012-11-11 2013-01-19 2013-06-30 2013-10-11 2013-11-09 2013-12-15 2014-04-29 2014-07-28 2015-02-11 2015-08-30 2017-05-21 2019-09-30 2020-04-06 2021-01-04 2022-01-03 2022-03-21 2024-06-17 2024-07-08 2024-09-02. Author is listed
  2. NEP-ECM: Econometrics (15) 2006-06-17 2010-02-13 2010-10-09 2010-12-04 2011-02-05 2011-10-01 2011-10-22 2012-03-08 2013-11-09 2014-03-30 2015-08-30 2019-09-30 2020-04-06 2022-03-21 2024-06-17. Author is listed
  3. NEP-BAN: Banking (11) 2011-10-22 2012-03-08 2012-11-11 2012-11-11 2013-06-30 2013-10-11 2013-11-09 2014-04-29 2015-02-11 2019-09-30 2022-03-21. Author is listed
  4. NEP-CMP: Computational Economics (9) 2012-10-20 2019-12-16 2020-04-06 2021-01-04 2022-01-03 2022-03-21 2024-07-08 2024-09-02 2024-09-09. Author is listed
  5. NEP-BIG: Big Data (8) 2019-12-16 2020-04-06 2021-01-04 2022-01-03 2022-03-21 2024-07-08 2024-09-02 2024-09-09. Author is listed
  6. NEP-CBA: Central Banking (7) 2010-02-13 2010-12-04 2011-10-22 2013-10-11 2013-12-15 2014-03-30 2015-08-30. Author is listed
  7. NEP-FOR: Forecasting (6) 2010-10-09 2010-12-04 2011-10-01 2013-09-25 2015-08-30 2019-12-16. Author is listed
  8. NEP-FMK: Financial Markets (4) 2012-11-11 2012-11-11 2012-11-11 2019-09-30
  9. NEP-BEC: Business Economics (2) 2013-09-25 2014-01-17
  10. NEP-ETS: Econometric Time Series (2) 2011-10-01 2015-08-30
  11. NEP-FLE: Financial Literacy and Education (2) 2019-12-16 2024-09-02
  12. NEP-GER: German Papers (2) 2015-08-30 2015-08-30
  13. NEP-IFN: International Finance (2) 2010-10-09 2011-10-22
  14. NEP-ORE: Operations Research (2) 2013-11-09 2022-01-03
  15. NEP-PAY: Payment Systems and Financial Technology (2) 2019-12-16 2022-01-03
  16. NEP-UPT: Utility Models and Prospect Theory (2) 2012-11-11 2013-11-09
  17. NEP-AIN: Artificial Intelligence (1) 2024-09-02
  18. NEP-CFN: Corporate Finance (1) 2013-12-15
  19. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  20. NEP-DCM: Discrete Choice Models (1) 2014-03-30
  21. NEP-DEV: Development (1) 2006-01-24
  22. NEP-EEC: European Economics (1) 2024-09-02
  23. NEP-EFF: Efficiency and Productivity (1) 2006-01-24
  24. NEP-EXP: Experimental Economics (1) 2021-12-06
  25. NEP-GTH: Game Theory (1) 2023-01-16
  26. NEP-HPE: History and Philosophy of Economics (1) 2013-01-19
  27. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2008-09-20
  28. NEP-LAB: Labour Economics (1) 2014-01-17
  29. NEP-LAM: Central and South America (1) 2013-09-25
  30. NEP-LTV: Unemployment, Inequality and Poverty (1) 2013-09-25
  31. NEP-MAC: Macroeconomics (1) 2003-11-23
  32. NEP-MST: Market Microstructure (1) 2015-08-30
  33. NEP-NET: Network Economics (1) 2006-01-24
  34. NEP-NEU: Neuroeconomics (1) 2013-09-25
  35. NEP-SOG: Sociology of Economics (1) 2012-10-20
  36. NEP-TRA: Transition Economics (1) 2003-11-23

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