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Hans Dewachter

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Personal Details

First Name: Hans
Middle Name:
Last Name: Dewachter
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RePEc Short-ID: pde388

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Affiliation

(34%) Centrum voor Economische Studiën
Faculteit Economie en Bedrijfswetenschappen
KU Leuven
Location: Leuven, Belgium
Homepage: http://www.econ.kuleuven.be/ces
Email:
Phone: +32-(0)16-32 67 25
Fax: +32-(0)16-32 67 96
Postal: Naamsestraat 69, 3000 Leuven
Handle: RePEc:edi:cekulbe (more details at EDIRC)
(33%) CESifo
Location: München, Germany
Homepage: http://www.cesifo-group.de/
Email:
Phone: +49 (89) 9224-0
Fax: +49 (89) 985369
Postal: Poschingerstrasse 5, 81679 Munich
Handle: RePEc:edi:cesifde (more details at EDIRC)
(33%) Nationale Bank van België/Banque national de Belqique (BNB)
Location: Bruxelles/Brussel, Belgium
Homepage: http://www.nbb.be/
Email:
Phone: (+ 32) (0) 2 221 25 34
Fax: (+ 32) (0) 2 221 31 62
Postal: Boulevard de Berlaimont 14, B-1000 Bruxelles
Handle: RePEc:edi:bnbgvbe (more details at EDIRC)

Works

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Working papers

  1. Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea, 2014. "A macro-financial analysis of the euro area sovereign bond market," Working Paper Research 259, National Bank of Belgium.
  2. Hans Dewachter & Raf Wouters, 2012. "Endogenous risk in a DSGE model with capital-constrained financial intermediaries," Working Paper Research 235, National Bank of Belgium.
  3. Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "Information in the Yield Curve: A Macro-Finance Approach," Insper Working Papers wpe_230, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  4. Dewachter, Hans & Houssa, Romain & Lyrio, Marco & Kaltwasser, Pablo Rovira, 2011. "Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics," Insper Working Papers wpe_260, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  5. Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation," MPRA Paper 34461, University Library of Munich, Germany, revised Sep 2011.
  6. Hans DEWACHTER & Priscilla TOFFANO, 2010. "Fiscal activism and the cost of debt financing," Center for Economic Studies - Discussion papers ces10.13, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  7. Hans DEWACHTER & Romain HOUSSA & Priscilla TOFFANO, 2010. "Spatial propagation of macroeconomic shocks in Europe," Center for Economic Studies - Discussion papers ces10.12, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  8. Lazzarini, Sergio G. & Musacchio, Aldo, 2010. "Leviathan as a Minority Shareholder: A Study of Equity Purchases by the Brazilian National Development Bank (BNDES), 1995-2003," Insper Working Papers wpe_221, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  9. Lasse Bork & Hans Dewachter & Romain Houssa, 2009. "Identification of Macroeconomic Factors in Large Panels," CREATES Research Papers 2009-43, School of Economics and Management, University of Aarhus.
  10. Dewachter, Hans & Iania, Leonardo, 2009. "An Extended Macro-Finance Model with Financial Factors," MPRA Paper 17634, University Library of Munich, Germany.
  11. Hans Dewachter, 2008. "Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model," Working Paper Research 144, National Bank of Belgium.
  12. Leon Bettendorf & Hans Dewachter, 2007. "Ageing and the Relative Price of Nontradeables," Tinbergen Institute Discussion Papers 07-064/2, Tinbergen Institute.
  13. Hans Dewachter & Marco Lyrio, 2006. "A Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2006 236, Society for Computational Economics.
  14. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2006. "A multi-factor model for the valuation and risk managment of demand deposits," Working Paper Research 83, National Bank of Belgium.
  15. Marco Lyrio & Hans Dewachter, 2004. "Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2004 188, Society for Computational Economics.
  16. Hans Dewachter & Kristien Smedts, 2004. "Limits to International Arbitrage: an Empirical Evaluation," Center for Economic Studies - Discussion papers ces0401, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  17. Dewachter, H.D.R. & Lyrio, M., 2003. "The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation," ERIM Report Series Research in Management ERS-2003-052-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  18. Hans Dewachter & Marco Lyrio, 2002. "The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach," International Economics Working Papers Series ces0203, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  19. Hans Dewachter & Marco Lyrio, 2002. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series wpie007, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  20. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "A Joint Model for the Term Structure of Interest Rates and the Macroeconomy," International Economics Working Papers Series wpie002, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  21. Hans Dewachter & Konstantijn Maes, 2001. "Fitting Correlations Within and Between Bond Markets," International Economics Working Papers Series wpie004, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  22. Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001. "Monetary Unification and the Price of Risk: An Unconditional Analysis," International Economics Working Papers Series ces0201, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  23. Hans Dewachter & Konstantijn Maes, 2001. "An Affine Model for International Bond Markets," International Economics Working Papers Series ces0106, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  24. Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001. "Do Exchange Rates Convert Prices of Risk Across Countries?," International Economics Working Papers Series wpie003, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  25. Hans Dewachter & Konstantijn Maes, 2001. "An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates," International Economics Working Papers Series wpie001, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  26. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy," International Economics Working Papers Series ces0118, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  27. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series wpie005, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  28. Hans Dewachter & Dirk Veestraeten, 1999. "Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target," Center for Economic Studies - Discussion papers ces9902, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  29. Hans Dewachter & Marco Lyrio, 1999. "Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998," International Economics Working Papers Series ces9919, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  30. Aksoy, Yunus & De Grauwe, Paul & Dewachter, Hans, 1999. "The European Central Bank: Decision Rules and Macroeconomic Performance," CEPR Discussion Papers 2067, C.E.P.R. Discussion Papers.
  31. Hans Dewachter & Hanno Lustig, 1998. "Sticky Prices and the Nominal Effects of Real Shocks," Center for Economic Studies - Discussion papers ces9802, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  32. De Grauwe, Paul & Dewachter, Hans & Veestraeten, Dirk, 1998. "Stochastic Process Switching and Stage III of EMU," CEPR Discussion Papers 1783, C.E.P.R. Discussion Papers.
  33. Dewachter, H. & Leon, A.M., 1994. "The Information Content of Options on the IBEX-35," Papers 9414, Centro de Estudios Monetarios Y Financieros-.
  34. Dewachter, H., 1993. "Dependent or Independent Nonlinearity in Speculative Returns," Papers 9314, Centro de Estudios Monetarios Y Financieros-.
  35. Dewachter, H., 1993. "Testing for Forecasting Poential in the Bispectrum," Papers 9313, Centro de Estudios Monetarios Y Financieros-.
  36. De Grauwe, Paul & Dewachter, Hans, 1990. "A Chaotic Monetary Model of the Exchange Rate," CEPR Discussion Papers 466, C.E.P.R. Discussion Papers.

Articles

  1. Dewachter, Hans & Erdemlioglu, Deniz & Gnabo, Jean-Yves & Lecourt, Christelle, 2014. "The intra-day impact of communication on euro-dollar volatility and jumps," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 131-154.
  2. Dewachter, Hans & Wouters, Raf, 2014. "Endogenous risk in a DSGE model with capital-constrained financial intermediaries," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 241-268.
  3. Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012. "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 148(2), pages 377-402, June.
  4. Hans Dewachter & Priscilla Toffano, 2012. "Fiscal activism and the cost of debt financing," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 14-22, 01.
  5. H. Dewachter & R. Houssa & M. Lyrio & P.R. Kaltwasser, 2011. "Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics," Review of Business and Economic Literature, Intersentia, vol. 56(4), pages 454-472, December.
  6. H. Dewachter & R. Houssa & P.R. Kaltwasser, 2011. "Introduction," Review of Business and Economic Literature, Intersentia, vol. 56(4), pages 378-382, December.
  7. Dewachter, Hans & Iania, Leonardo, 2011. "An Extended Macro-Finance Model with Financial Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(06), pages 1893-1916, December.
  8. Hans Dewachter & Kristien Smedts, 2007. "Limits to international arbitrage: an empirical evaluation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(3), pages 273-285.
  9. Dewachter, Hans & Lyrio, Marco, 2006. "The cost of technical trading rules in the Forex market: A utility-based evaluation," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1072-1089, November.
  10. Dewachter, Hans & Lyrio, Marco, 2006. "Macro Factors and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 119-140, February.
  11. Marco Lyrio & Hans Dewachter & Konstantijn Maes, 2006. "A joint model for the term structure of interest rates and the macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 439-462.
  12. 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, 2005. "Managing Uncertainty: Financial, Actuarial and Statistical Modeling," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(1), pages 23-48.
  13. Hans Dewachter & Marco Lyrio, 2005. "The economic value of technical trading rules: a nonparametric utility-based approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(1), pages 41-62.
  14. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2004. "The Effect of Monetary Unification on German Bond Markets," European Financial Management, European Financial Management Association, vol. 10(3), pages 487-509.
  15. Hans Dewachter & Konstantijn Maes & Kristien Smedts, 2003. "Monetary unification and the price of risk: An unconditional analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 139(2), pages 276-305, June.
  16. Aksoy, Yunus & De Grauwe, Paul & Dewachter, Hans, 2002. "Do asymmetries matter for European monetary policy?," European Economic Review, Elsevier, vol. 46(3), pages 443-469, March.
  17. Dewachter, Hans, 2001. "Can Markov switching models replicate chartist profits in the foreign exchange market?," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 25-41, February.
  18. Hans Dewachter & Dirk Veestraeten, 2001. "Measuring convergence speed of asset prices toward a pre-announced target," Applied Financial Economics, Taylor & Francis Journals, vol. 11(6), pages 591-601.
  19. Lyrio, Marco & Dewachter, Hans, 2000. "Multiple Equilibria and the Credibility of the Brazilian 'Crawling Peg,' 1995-1998," International Finance, Wiley Blackwell, vol. 3(1), pages 1-23, April.
  20. De Grauwe, Paul & Dewachter, Hans & Veestraeten, Dirk, 1999. "Price dynamics under stochastic process switching: some extensions and an application to EMU1," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 195-224, February.
  21. Hans Dewachter & Geert Gielens, 1999. "Setting futures margins: the extremes approach," Applied Financial Economics, Taylor & Francis Journals, vol. 9(2), pages 173-181.
  22. De Grauwe, Paul & Dewachter, Hans & Veestraeten, Dirk, 1999. "Explaining Recent European Exchange-Rate Stability," International Finance, Wiley Blackwell, vol. 2(1), pages 1-31, April.
  23. Paul De Grauwe & Hans Dewachter & Yunus Aksoy, 1999. "Effectiveness of Monetary Policy in Euroland," Empirica, Springer, vol. 26(4), pages 299-318, December.
  24. Dewachter, Hans & Veestraeten, Dirk, 1998. "Expectation revisions and jumps in asset prices," Economics Letters, Elsevier, vol. 59(3), pages 367-372, June.
  25. Hans Dewachter, 1997. "Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(1), pages 39-55, March.
  26. Hans Dewachter, 1996. "Modelling interest rate volatility: Regime switches and level links," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 132(2), pages 236-258, September.
  27. Hans Dewachter, 1996. "Charts as signals in Markov switching world," Applied Economics Letters, Taylor & Francis Journals, vol. 3(6), pages 405-407.
  28. Paul Grauwe & Hans Dewachter, 1993. "A chaotic model of the exchange rate: The role of fundamentalists and chartists," Open Economies Review, Springer, vol. 4(4), pages 351-379, December.

Chapters

  1. Hans Dewachter & Marco Lyrio, 2008. "Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates," NBER Chapters, in: Asset Prices and Monetary Policy, pages 191-245 National Bureau of Economic Research, Inc.

NEP Fields

26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2006-05-20
  2. NEP-AGE: Economics of Ageing (1) 2008-02-23
  3. NEP-BAN: Banking (1) 2012-10-20
  4. NEP-BEC: Business Economics (2) 2009-10-10 2009-12-05
  5. NEP-CBA: Central Banking (11) 2008-02-23 2008-04-12 2008-04-12 2008-04-12 2008-11-11 2009-10-10 2010-12-23 2010-12-23 2011-11-07 2011-11-14 2012-10-20. Author is listed
  6. NEP-CFN: Corporate Finance (1) 2003-04-02
  7. NEP-DGE: Dynamic General Equilibrium (1) 2012-10-20
  8. NEP-ECM: Econometrics (2) 2009-10-10 2010-12-23
  9. NEP-EEC: European Economics (1) 2014-06-28
  10. NEP-ETS: Econometric Time Series (1) 2009-10-10
  11. NEP-FIN: Finance (3) 2003-04-02 2003-04-09 2006-05-20
  12. NEP-FMK: Financial Markets (4) 2003-04-02 2006-05-20 2008-04-12 2009-12-05
  13. NEP-FOR: Forecasting (2) 2011-12-19 2014-04-11
  14. NEP-GEO: Economic Geography (1) 2010-12-23
  15. NEP-GER: German Papers (1) 2014-04-11
  16. NEP-IFN: International Finance (1) 2003-04-02
  17. NEP-MAC: Macroeconomics (15) 2003-04-09 2008-02-23 2008-04-12 2008-04-12 2008-11-11 2009-10-10 2009-10-10 2009-12-05 2010-04-17 2010-12-23 2011-02-12 2011-11-07 2012-10-20 2014-04-11 2014-06-28. Author is listed
  18. NEP-MON: Monetary Economics (6) 2008-04-12 2008-04-12 2011-11-07 2011-12-19 2014-04-11 2014-06-28. Author is listed
  19. NEP-OPM: Open Economy Macroeconomics (3) 2008-02-23 2010-12-23 2014-06-28
  20. NEP-RMG: Risk Management (3) 2003-04-09 2006-05-20 2012-10-20
  21. NEP-UPT: Utility Models & Prospect Theory (1) 2011-02-12
  22. NEP-URE: Urban & Real Estate Economics (1) 2010-12-23

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