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Eric Jondeau

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First Name:Eric
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Last Name:Jondeau
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RePEc Short-ID:pjo225
http://www.hec.unil.ch/ejondeau/
Extranef 232 Institute of Banking and Finance 1015 Lausanne Switzerland
Lausanne, Switzerland
http://www.hec.unil.ch/ibf/

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Genève/Zürich, Switzerland
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  1. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2011. "Sectoral Phillips curves and the aggregate Phillips curve," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00612310, HAL.
  2. Eric Jondeau, 2008. "Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias," Swiss Finance Institute Research Paper Series 08-06, Swiss Finance Institute.
  3. Jondeau, E. & Sahuc, J-G., 2007. "Testing heterogeneity within the euro area," Working papers 181, Banque de France.
  4. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2007. "Aggregating Phillips Curves," Swiss Finance Institute Research Paper Series 07-06, Swiss Finance Institute.
  5. Eric Jondeau & Michael Rockinger, 2006. "The Impact of News on Higher Moments," Swiss Finance Institute Research Paper Series 06-28, Swiss Finance Institute.
  6. Jondeau, E. & Sahuc, J-G., 2006. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity," Working papers 141, Banque de France.
  7. Eric Jondeau & Michael Rockinger, 2006. "The Economic Value of Distributional Timing," Swiss Finance Institute Research Paper Series 06-35, Swiss Finance Institute.
  8. Eric Jondeau & Michael Rockinger, 2005. "Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion?," FAME Research Paper Series rp132, International Center for Financial Asset Management and Engineering.
  9. Eric Jondeau & Jean-Guillaume Sahuc, 2005. "Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model," Documents de recherche 05-06, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  10. Jondeau, E. & Rockinger, M., 2004. "The Bank Bias: Segmentation of French Fund Families," Working papers 107, Banque de France.
  11. Jondeau, E. & Rockinger, M., 2004. "Optimal Portfolio Allocation Under Higher Moments," Working papers 108, Banque de France.
  12. Eric JONDEAU & Hervé LE BIHAN, 2003. "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")," Econometrics 0303004, EconWPA.
  13. Eric Jondeau & Michael Rockinger, 2002. "Conditional Dependency of Financial Series: The Copula-GARCH Model," FAME Research Paper Series rp69, International Center for Financial Asset Management and Engineering.
  14. Jondeau, E. & Rockinger, M., 2002. "Asset Allocation in Transition Economies," Working papers 90, Banque de France.
  15. Eric Jondeau & Michael Rockinger, 2002. "The Allocation of Assets Under Higher Moments," FAME Research Paper Series rp71, International Center for Financial Asset Management and Engineering.
  16. Clémentine Florens & Eric Jondeau & Hervé Le Bihan, 2001. "Assessing GMM Estimates of the Federal Reserve Reaction Function," Econometrics 0111003, EconWPA.
  17. Eric Jondeau & Hervé Le Bihan, 2001. "Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data," Macroeconomics 0111005, EconWPA.
  18. ROCKINGER, Michael & JONDEAU, Eric, 2001. "Conditional dependency of financial series : an application of copulas," Les Cahiers de Recherche 723, HEC Paris.
  19. ROCKINGER, Michael & JONDEAU, Eric, 2001. "Portfolio allocation in transition economies," Les Cahiers de Recherche 740, HEC Paris.
  20. ROCKINGER, Michael & JONDEAU, Eric, 2001. "Testing for differences in the tails of stock-market returns," Les Cahiers de Recherche 739, HEC Paris.
  21. Rockinger, M. & Jondeau, E., 2001. "Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis," Working papers 79, Banque de France.
  22. Jondeau, E. & Le Bihan, H., 2000. "Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies," Working papers 76, Banque de France.
  23. Chesnay, F. & Jondeau, E., 2000. "Does Correlation between Stock Returns Really Increase during Turbulent Period?," Working papers 73, Banque de France.
  24. ROCKINGER, Michael & JONDEAU, Eric, 2000. "Conditional Volatility, Skewness, and Kurtosis : Existence and Persistence," Les Cahiers de Recherche 710, HEC Paris.
  25. ROCKINGER, Michael & JONDEAU, Eric, 2000. "Entropy densities," Les Cahiers de Recherche 709, HEC Paris.
  26. Avouyi-Dovi, S. & Jondeau, E., 1999. "Interest Rate Transmission and Volatility Transmission along the Yield Curve," Working papers 57, Banque de France.
  27. Jondeau, E., 1999. "La mesure du ratio rendement-risque a partir du marche des euro-devises," Working papers 59, Banque de France.
  28. Avouyi-Dovi, S. & Jondeau, E., 1999. "Modelling the French Swap Spread," Working papers 65, Banque de France.
  29. ROCKINGER, Michael & JONDEAU, Eric, 1999. "The Tail Behavior of Stock Returns: Emerging versus Mature Markets," Les Cahiers de Recherche 668, HEC Paris.
  30. Avouyi-Dovi, S. & Jondeau, E., 1999. "La modelisation de la volatilite des bourses asiatiques," Working papers 58, Banque de France.
  31. Jondeau, E. & Le Bihan, H. & Sedillot, F., 1999. "Modelisation et prevision des indices de prix sectoriels," Working papers 68, Banque de France.
  32. Jondeau, E. & Ricart, R., 1999. "The Information Content of the French and German Government Bond Tield Curves: Why Such Differences?," Working papers 61, Banque de France.
  33. Coutant, Sophie & Jondeau, Eric & Rockinger, Michael, 1998. "Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election," CEPR Discussion Papers 2010, C.E.P.R. Discussion Papers.
  34. Coutant, S. & Jondeau, E. & Rockinger, M., 1998. "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working papers 54, Banque de France.
  35. Jondeau, E. & Rockinger, M., 1998. "Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral," Working papers 47, Banque de France.
  36. Michael Rockinger & Eric Jondeau, 1998. "Estimating Gram-Charlier Expansions Under Positivity Constraints," Working Papers hal-00601500, HAL.
  37. Jondeau, E. & Sedillot, F., 1998. "La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles," Working papers 55, Banque de France.
  38. Jondeau, E. & Rockinger, M., 1998. "Estimating Gram-Charlier Expansions with Positivity Constraints," Working papers 56, Banque de France.
  39. Jondeau, Eric & Rockinger, Michael, 1998. "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," CEPR Discussion Papers 2009, C.E.P.R. Discussion Papers.
  40. Jondeau, E. & Ricart, R., 1997. "Le contenu en information de la pente des taux : application au cas des titres publics français," Working papers 43, Banque de France.
  41. C. Bruneau & E. Jondeau, 1997. "Long-run causality, with an application to international links between long-term interest rates," THEMA Working Papers 97-26, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  42. Avouyi-Dovi, S. & Jondeau, E. & Lai Tong, C., 1997. "Effets “volume”, volatilité et transmissions internationales sur les marchés boursiers dans le G5," Working papers 42, Banque de France.
  43. Jondeau, E. & Ricart, R., 1997. "La théorie des anticipations de la structure par terme : test à partir des titres publics français," Working papers 45, Banque de France.
  44. Jondeau, E., 1997. "Représentation VAR et test de la théorie des anticipations de la structure par terme," Working papers 46, Banque de France.
  45. Michael Rockinger & Eric Jondeau, 1997. "Estimation et interprétation des densités neutres au risque: une comparaison de méthodes," Working Papers hal-00601588, HAL.
  46. C. Bruneau & E. Jondeau, 1996. "Test of persistent causality with an application of the expectations theory of the term structure," THEMA Working Papers 96-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  47. Jondeau, E. & Ricart, R., 1996. "The Expectation Theory: Tests on French, German, and American Euro-Rates," Working papers 35, Banque de France.
  48. Avouyi-Dovi, S. & Jondeau, E. & Lai tong, C. & Sedillot, F., 1995. "Les marches boursiers dans le G5 : effets volume et mesures de la volatilite," Papers 1995-05/f, Caisse des Depots et Consignations - Cahiers de recherche.
  49. Jondeau, E., 1994. "Modele de prevision et allocation d'actifs," Papers 1994-05-f, Caisse des Depots et Consignations - Cahiers de recherche.
  50. Jacq, P. & Jondeau, E. & Sedillot, F., 1993. "Les politiques monetaires au sein du SME," Papers 1993-13-f, Caisse des Depots et Consignations - Cahiers de recherche.
  51. Avouyi-Dovi, S. & Jondeau, E. & Kaabi, M., 1993. "Analyse des cours boursiers : une premiere approche," Papers 1993-07-f, Caisse des Depots et Consignations - Cahiers de recherche.
  52. Jondeau, E. & Avouyi-Dovi, S., 1993. "Retour sur les determinants fondamentaux des cours boursiers: une formulation a correction d'erreur," Papers 1993-12-f, Caisse des Depots et Consignations - Cahiers de recherche.
  53. Matta, N. & Jondeau, E., 1993. "Politique monetaire et objectifs intermedieres aux Etats-Unis," Papers 1993-14-f, Caisse des Depots et Consignations - Cahiers de recherche.
  54. Jondeau, E. & Nocolai, J.P., 1993. "Modelisation du prix des actifs financiers," Papers 1993-16-f, Caisse des Depots et Consignations - Cahiers de recherche.
  55. Jondeau, E., 1993. "Le modele de prevision mensuelle du prix des actifs financiers dans le G5: une analyse des proprietes," Papers 1993-01-f, Caisse des Depots et Consignations - Cahiers de recherche.
  56. Bruneau, C. & Dauphin, H. & Jondeau, E. & Nicolai, J.P., 1992. "France-Allemagne: Asymetries et convergence," Papers 1992-19, Caisse des Depots et Consignations - Cahiers de recherche.
  57. Eric JONDEAU & Amir KHALILZADEH, . "Collateralization, Leverage, and Stressed Expected Loss," Swiss Finance Institute Research Paper Series 15-24, Swiss Finance Institute.
  58. Eric JONDEAU & Florian PELGRIN, . "Estimating Aggregate Autoregressive Processes When Only Macro Data are Available," Swiss Finance Institute Research Paper Series 14-43, Swiss Finance Institute.
  59. Eric JONDEAU & Florian PELGRIN, . "Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity," Swiss Finance Institute Research Paper Series 09-30, Swiss Finance Institute.
  60. Eric JONDEAU & Qunzi ZHANG, . "Average Skewness Matters!," Swiss Finance Institute Research Paper Series 15-47, Swiss Finance Institute.
  61. Eric JONDEAU & Michael ROCKINGER, . "Optimal Long-Term Allocation with Pension Fund Liabilities," Swiss Finance Institute Research Paper Series 14-58, Swiss Finance Institute.
  62. Eric JONDEAU & Michael ROCKINGER, . "Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty," Swiss Finance Institute Research Paper Series 10-41, Swiss Finance Institute.
  63. Eric JONDEAU & Emmanuel JURCZENKO & Michael ROCKINGER, . "Moment Component Analysis: An Illustration with International Stock Markets," Swiss Finance Institute Research Paper Series 10-43, Swiss Finance Institute.
  64. Eric Jondeau & Michael Rockinger, . "Forecasting Financial Returns with a Structural Macroeconomic Model," Swiss Finance Institute Research Paper Series 16-13, Swiss Finance Institute.
  65. Eric JONDEAU & Qunzi ZHANG, . "Asymmetric Beta Comovement and Systematic Downside Risk," Swiss Finance Institute Research Paper Series 14-59, Swiss Finance Institute.
  1. Jondeau, Eric, 2016. "Asymmetry in tail dependence in equity portfolios," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 351-368.
  2. Eric Jondeau, 2016. "Book Review: Risk-Based and Factor Investing," Bankers, Markets & Investors, Groupe Revue Banque, issue 141, pages 3, March-Apr.
  3. Jondeau, Eric & Lahaye, Jérôme & Rockinger, Michael, 2015. "Estimating the price impact of trades in a high-frequency microstructure model with jumps," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages S205-S224.
  4. Robert Engle & Eric Jondeau & Michael Rockinger, 2015. "Systemic Risk in Europe," Review of Finance, European Finance Association, vol. 19(1), pages 145-190.
  5. Éric Jondeau & Michael Rockinger, 2015. "Long-term Portfolio Allocation Based on Long-term Macro forecasts," Bankers, Markets & Investors, Groupe Revue Banque, issue 134, pages 62-69, January-F.
  6. Jondeau, Eric, 2015. "The dynamics of squared returns under contemporaneous aggregation of GARCH models," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 80-93.
  7. Jondeau, Eric & Pelgrin, Florian, 2014. "Estimating aggregate autoregressive processes when only macro data are available," Economics Letters, Elsevier, vol. 124(3), pages 341-347.
  8. Imbs, Jean & Jondeau, Eric & Pelgrin, Florian, 2011. "Sectoral Phillips curves and the aggregate Phillips curve," Journal of Monetary Economics, Elsevier, vol. 58(4), pages 328-344.
  9. Eric Jondeau & Michael Rockinger, 2009. "On the Importance of Time Variability in Higher Moments for Asset Allocation," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(1), pages 84-123, 2012 10 1.
  10. Eric Jondeau & Michael Rockinger, 2009. "The Impact of Shocks on Higher Moments," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 7(2), pages 77-105, Spring.
  11. Eric Jondeau & Jean-Guillaume Sahuc, 2008. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 23-72, June.
  12. Jondeau, Eric & Le Bihan, Hervé, 2008. "Examining bias in estimators of linear rational expectations models under misspecification," Journal of Econometrics, Elsevier, vol. 143(2), pages 375-395, April.
  13. Jondeau, Eric & Sahuc, Jean-Guillaume, 2008. "Testing heterogeneity within the euro area," Economics Letters, Elsevier, vol. 99(1), pages 192-196, April.
  14. Jondeau, Eric & Rockinger, Michael, 2006. "The Copula-GARCH model of conditional dependencies: An international stock market application," Journal of International Money and Finance, Elsevier, vol. 25(5), pages 827-853, August.
  15. Eric Jondeau & Michael Rockinger, 2006. "Optimal Portfolio Allocation under Higher Moments," European Financial Management, European Financial Management Association, vol. 12(1), pages 29-55.
  16. Jondeau, Eric & Le Bihan, Herve, 2005. "Testing for the New Keynesian Phillips Curve. Additional international evidence," Economic Modelling, Elsevier, vol. 22(3), pages 521-550, May.
  17. Jondeau E. & Le Bihan H. & Galles C., 2004. "Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 225-239, April.
  18. Éric Jondeau, 2004. "Gestion institutionnelle et volatilité des marchés financiers," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 157-175.
  19. Jondeau, Eric & Rockinger, Michael, 2003. "Testing for differences in the tails of stock-market returns," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 559-581, December.
  20. Jondeau, Eric & Rockinger, Michael, 2003. "User's guide," Journal of Economic Dynamics and Control, Elsevier, vol. 27(10), pages 1739-1742, August.
  21. Jondeau, Eric & Rockinger, Michael, 2003. "Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements," Journal of Economic Dynamics and Control, Elsevier, vol. 27(10), pages 1699-1737, August.
  22. Éric Jondeau & Hervé Le Bihan, 2002. "Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies," Annals of Economics and Statistics, GENES, issue 67-68, pages 357-388.
  23. Rockinger, Michael & Jondeau, Eric, 2002. "Entropy densities with an application to autoregressive conditional skewness and kurtosis," Journal of Econometrics, Elsevier, vol. 106(1), pages 119-142, January.
  24. Éric Jondeau, 2001. "La théorie des anticipations de la structure par terme permet-elle de rendre compte de l'évolution des taux d'intérêt sur euro-devise ?," Annals of Economics and Statistics, GENES, issue 62, pages 139-174.
  25. Francois Chesnay & Eric Jondeau, 2001. "Does Correlation Between Stock Returns Really Increase During Turbulent Periods?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 30(1), pages 53-80, 02.
  26. Coutant, Sophie & Jondeau, Eric & Rockinger, Michael, 2001. "Reading PIBOR futures options smiles: The 1997 snap election," Journal of Banking & Finance, Elsevier, vol. 25(11), pages 1957-1987, November.
  27. Jondeau, Eric & Rockinger, Michael, 2001. "Gram-Charlier densities," Journal of Economic Dynamics and Control, Elsevier, vol. 25(10), pages 1457-1483, October.
  28. Jondeau, Eric & Rockinger, Michael, 2000. "Reading the smile: the message conveyed by methods which infer risk neutral densities," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 885-915, December.
  29. Éric Jondeau & Roland Ricart, 1999. "Le contenu en information de la pente des taux : application au cas des titres publics français," Économie et Prévision, Programme National Persée, vol. 140(4), pages 1-20.
  30. Bruneau, Catherine & Jondeau, Eric, 1999. " Long-Run Causality, with an Application to International Links between Long-Term Interest Rates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 545-68, November.
  31. Jondeau, Eric & Ricart, Roland, 1999. "The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates," Journal of International Money and Finance, Elsevier, vol. 18(5), pages 725-750, October.
  32. Eric Jondeau & Franck Sédillot, 1999. "Forecasting French and German long-term rates using a rational expectations model," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(3), pages 413-436, September.
  33. Catherine Bruneau & Eric Jondeau, 1999. "Causalité de long terme et amélioration de la prévision : application aux courbes de taux d'intérêt," Annals of Economics and Statistics, GENES, issue 54, pages 23-45.
  34. Éric Jondeau & Roland Ricart, 1998. "La théorie des anticipations de la structure par terme : test à partir de titres publics français," Annals of Economics and Statistics, GENES, issue 52, pages 1-22.
  35. Éric Jondeau, 1996. "Les modèles monétaires de taux de change : un examen empirique," Économie et Prévision, Programme National Persée, vol. 123(2), pages 53-65.
  36. Éric Jondeau & Nada Villermain-Lécolier, 1996. "La stabilité de la fonction de demande de monnaie aux Etats-Unis," Revue Économique, Programme National Persée, vol. 47(5), pages 1121-1148.
  37. Patrick Jacq & Eric Jondeau & Frank Sédillot, 1993. "Les politiques monétaires au sein du SME," Économie et Prévision, Programme National Persée, vol. 109(3), pages 57-74.
  38. Jean-François Loué & Eric Jondeau, 1992. "La gestion optimale des finances publiques en présence de coûts d'ajustement," Économie et Prévision, Programme National Persée, vol. 104(3), pages 19-38.
  39. Eric Jondeau, 1992. "La soutenabilité de la politique budgétaire," Économie et Prévision, Programme National Persée, vol. 104(3), pages 1-17.
  40. Damien Girardot & Eric Jondeau, 1990. "La substitution entre capital et travail : une évaluation sur données d'entreprises," Économie et Statistique, Programme National Persée, vol. 237(1), pages 135-142.
  1. Eric Jondeau & Michael Rockinger, 2014. "Systemic Risk in Europe," World Scientific Book Chapters, in: Global Credit Review, chapter 1, pages 1-6 World Scientific Publishing Co. Pte. Ltd..
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 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-MAC: Macroeconomics (8) 2003-03-10 2003-03-10 2007-03-31 2007-08-08 2007-10-20 2016-07-23 2016-07-30 2016-07-30. Author is listed
  2. NEP-CBA: Central Banking (4) 2007-03-31 2007-08-08 2007-10-20 2007-10-20
  3. NEP-ECM: Econometrics (4) 2003-03-13 2007-10-20 2008-04-12 2016-07-23
  4. NEP-FIN: Finance (3) 2002-11-28 2002-11-28 2005-04-16
  5. NEP-RMG: Risk Management (3) 2002-11-28 2002-11-28 2016-07-30
  6. NEP-CFN: Corporate Finance (2) 2002-11-28 2002-11-28
  7. NEP-DGE: Dynamic General Equilibrium (2) 2016-07-30 2016-07-30
  8. NEP-ETS: Econometric Time Series (2) 2008-04-12 2016-07-23
  9. NEP-AGE: Economics of Ageing (1) 2016-07-23
  10. NEP-BAN: Banking (1) 2016-07-30
  11. NEP-BEC: Business Economics (1) 2016-07-30
  12. NEP-EEC: European Economics (1) 2001-12-04
  13. NEP-FMK: Financial Markets (1) 2002-11-28
  14. NEP-FOR: Forecasting (1) 2016-07-30
  15. NEP-ORE: Operations Research (1) 2008-04-12
  16. NEP-TRA: Transition Economics (1) 2002-11-28
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