Frédéric Karamé
(Frederic Karame)
Personal Details
First Name: | Frederic |
Middle Name: | |
Last Name: | Karame |
Suffix: | |
RePEc Short-ID: | pka752 |
| |
http://f.karame.free.fr | |
Affiliation
(70%) Groupe d'Analyse des Itinéraires et Niveaux Salariaux (GAINS)
Faculté des Sciences Économiques et du Droit
Université du Maine
Le Mans, Francehttp://www.univ-lemans.fr:80/ecodroit/gains/
RePEc:edi:gamaifr (more details at EDIRC)
(20%) TEPP Fédération de Recherche Théorie et Évaluation des Poliques Publiques
Noisy le Grand, Francehttp://www.tepp.eu/
RePEc:edi:teppnfr (more details at EDIRC)
(10%) Centre pour la Recherche Économique et ses Applications (CEPREMAP)
Paris, Francehttp://www.cepremap.fr/
RePEc:edi:ceprefr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Mihoubi, Ferhat & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2022. "Dynare: Reference Manual Version 5," Dynare Working Papers 72, CEPREMAP, revised Nov 2022.
- Adjemian, Stéphane & Karamé, Frédéric & Langot, François, 2021.
"Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics,"
IZA Discussion Papers
14822, Institute of Labor Economics (IZA).
- Adjemian, Stéphane & Karamé, Frédéric & Langot, François, 2021. "Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics," Dynare Working Papers 71, CEPREMAP.
- Frédéric Karamé, 2018.
"A new particle filtering approach to estimate stochastic volatility models with Markov-switching,"
Post-Print
hal-02296093, HAL.
- Karamé, Frédéric, 2018. "A new particle filtering approach to estimate stochastic volatility models with Markov-switching," Econometrics and Statistics, Elsevier, vol. 8(C), pages 204-230.
- Frédéric Karamé, 2015.
"Asymmetries and Markov-switching structural VAR,"
Post-Print
hal-02296101, HAL.
- Karamé, Frédéric, 2015. "Asymmetries and Markov-switching structural VAR," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 85-102.
- 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.
- Karamé, F., 2012. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Economics Letters, Elsevier, vol. 117(1), pages 230-234.
- F. Karamé, 2012. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Post-Print hal-02877971, HAL.
- Frédéric Karamé, 2012.
"Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien,"
Post-Print
hal-02297076, HAL.
- 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.
- 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.
- Fondeur, Y. & Karamé, F., 2013. "Can Google data help predict French youth unemployment?," Economic Modelling, Elsevier, vol. 30(C), pages 117-125.
- Y. Fondeur & F. Karamé, 2013. "Can Google data help predict French youth unemployment?," Post-Print hal-02297071, HAL.
- Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Maih, Junior & Mihoubi, Ferhat & Mutschler, Willi & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébasti, 2011. "Dynare: Reference Manual Version 4," Dynare Working Papers 1, CEPREMAP, revised Mar 2021.
- 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.
- 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.
- Frédéric Karamé, 2010. "Impulse–response functions in Markov-switching structural vector autoregressions: A step further," Post-Print hal-02297082, HAL.
- 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.
- 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).
- 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.
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Post-Print halshs-00754292, HAL.
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003. "Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data?," Documents de recherche 03-15, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- 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.
- 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.
- 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).
- 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).
- 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
- Karamé, Frédéric, 2018.
"A new particle filtering approach to estimate stochastic volatility models with Markov-switching,"
Econometrics and Statistics, Elsevier, vol. 8(C), pages 204-230.
- Frédéric Karamé, 2018. "A new particle filtering approach to estimate stochastic volatility models with Markov-switching," Post-Print hal-02296093, HAL.
- Karamé, Frédéric, 2015.
"Asymmetries and Markov-switching structural VAR,"
Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 85-102.
- Frédéric Karamé, 2015. "Asymmetries and Markov-switching structural VAR," Post-Print hal-02296101, HAL.
- Fondeur, Y. & Karamé, F., 2013.
"Can Google data help predict French youth unemployment?,"
Economic Modelling, Elsevier, vol. 30(C), pages 117-125.
- Y. Fondeur & F. Karamé, 2013. "Can Google data help predict French youth unemployment?," Post-Print hal-02297071, HAL.
- 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.
- 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.
- Frédéric Karamé, 2012. "Les fonctions de réponses aux chocs dans les modèles VAR structurels à changements de régimes markovien," Post-Print hal-02297076, HAL.
- Karamé, F., 2012.
"An algorithm for generalized impulse-response functions in Markov-switching structural VAR,"
Economics Letters, Elsevier, vol. 117(1), pages 230-234.
- 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.
- F. Karamé, 2012. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Post-Print hal-02877971, HAL.
- 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.
- 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.
- Frédéric Karamé, 2010. "Impulse–response functions in Markov-switching structural vector autoregressions: A step further," Post-Print hal-02297082, HAL.
- 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.
- 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).
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Post-Print halshs-00754292, HAL.
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003. "Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data?," Documents de recherche 03-15, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
More information
Research fields, statistics, top rankings, if available.Statistics
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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 7 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.- NEP-DGE: Dynamic General Equilibrium (3) 2021-11-22 2021-12-13 2022-01-17
- NEP-ETS: Econometric Time Series (2) 2003-10-20 2013-04-13
- NEP-IFN: International Finance (2) 2003-10-20 2004-12-12
- NEP-LAB: Labour Economics (2) 2021-11-22 2021-12-13
- NEP-ECM: Econometrics (1) 2013-04-13
- NEP-FOR: Forecasting (1) 2013-04-13
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