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Frédéric Karamé

This is information that was supplied by Frédéric Karamé in registering through RePEc. If you are Frédéric Karamé, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Frédéric
Middle Name:
Last Name:Karamé
Suffix:
RePEc Short-ID:pka752
http://f.karame.free.fr

Affiliation

Le Mans, France
http://www.univ-lemans.fr:80/ecodroit/gains/

: 0243833106
0243833117
Facultéde Droit et de Sciences Économiques, 72085 LE MANS Cedex 9
RePEc:edi:gamaifr (more details at EDIRC)

Noisy le Grand, France
http://www.tepp.eu/

:

Université Paris-Est Marne La Vallée, 5 bd Descartes, 77454 Champs sur Marne
RePEc:edi:teppnfr (more details at EDIRC)

Paris, France
http://www.cepremap.fr/

: +33(0) 1 43 13 62 30
+33(0) 1 43 13 62 32
48 boulevard Jourdan - 75014 PARIS
RePEc:edi:ceprefr (more details at EDIRC)

Works

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Working Papers

  1. Frédéric Karamé, 2012. "An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR," Documents de recherche 12-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  2. Frédéric Karamé & Yannick Fondeur, 2012. "Can Google Data Help Predict French Youth Unemployment?," Documents de recherche 12-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  3. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Maih, Junior & Mihoubi, Ferhat & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébastien, 2011. "Dynare: Reference Manual Version 4," Dynare Working Papers 1, CEPREMAP, revised Jul 2017.
  4. Frédéric Karamé, 2010. "Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further," Documents de recherche 10-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  5. Frédéric Karamé & Alexandra Olmedo, 2010. "Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions," Documents de recherche 10-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  6. Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003. "Limited participation and exchange rate dynamics : does theory meet the data ?," Cahiers de la Maison des Sciences Economiques v04013, Université Panthéon-Sorbonne (Paris 1).
  7. A. Kadareja & F. Karamé & B. Rzepkowski, 2002. "The simulation methodology of the macroeconometric model MARMOTTE," Computing in Economics and Finance 2002 303, Society for Computational Economics.
  8. Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2002. "Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach," Computing in Economics and Finance 2002 233, Society for Computational Economics.
  9. Karame, F., 2001. "Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows?," Papiers d'Economie Mathématique et Applications 2001.39, Université Panthéon-Sorbonne (Paris 1).
  10. Karame, F., 2000. "Unemployment Persistence : The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach," Papiers d'Economie Mathématique et Applications 2000.21, Université Panthéon-Sorbonne (Paris 1).
  11. Karame, F. & Perraudin, C., 1998. "Asymmetries in the Dynamics of French Job Creation and Destruction Flows," Papiers d'Economie Mathématique et Applications 98.53, Université Panthéon-Sorbonne (Paris 1).

Articles

  1. Karamé, Frédéric, 2015. "Asymmetries and Markov-switching structural VAR," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 85-102.
  2. Fondeur, Y. & Karamé, F., 2013. "Can Google data help predict French youth unemployment?," Economic Modelling, Elsevier, vol. 30(C), pages 117-125.
  3. Frédéric Karamé, 2012. "Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien," Revue d'économie politique, Dalloz, vol. 122(6), pages 851-865.
  4. Karamé, F., 2012. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Economics Letters, Elsevier, vol. 117(1), pages 230-234.
  5. Karamé, F., 2010. "Impulse-response functions in Markov-switching structural vector autoregressions: A step further," Economics Letters, Elsevier, vol. 106(3), pages 162-165, March.
  6. Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1041-1087, April.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 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-ETS: Econometric Time Series (2) 2003-10-20 2013-04-13
  2. NEP-FIN: Finance (2) 2004-12-12 2004-12-15
  3. NEP-IFN: International Finance (2) 2003-10-20 2004-12-12
  4. NEP-ECM: Econometrics (1) 2013-04-13
  5. NEP-FOR: Forecasting (1) 2013-04-13

Most cited item

Most downloaded item (past 12 months)

  • Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Maih, Junior & Mihoubi, Ferhat & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébastien, 2011. "Dynare: Reference Manual Version 4," Dynare Working Papers 1, CEPREMAP, revised Jul 2017.

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