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Christophe Hurlin
Christophe Hurlin
Professor of Economics, University of Orleans
Geverifieerd e-mailadres voor univ-orleans.fr - Homepage
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Testing for Granger non-causality in heterogeneous panels
EI Dumitrescu, C Hurlin
Economic modelling 29 (4), 1450-1460, 2012
56612012
Where the risks lie: A survey on systemic risk
S Benoit, JE Colliard, C Hurlin, C Pérignon
Review of Finance 21 (1), 109-152, 2017
7002017
The Feldstein–Horioka puzzle: a panel smooth transition regression approach
J Fouquau, C Hurlin, I Rabaud
Economic Modelling 25 (2), 284-299, 2008
4122008
Testing for Granger non causality in heterogeneous panels
C Hurlin, B Venet
Document de Recherche LEO 2010, 2007
358*2007
Second generation panel unit root tests
C Hurlin, V Mignon
3152007
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
E Dumitrescu, S Hué, C Hurlin, S Tokpavi
European Journal of Operational Research 297 (3), 1178-1192, 2022
303*2022
Threshold effects of the public capital productivity: an international panel smooth transition approach
G Colletaz, C Hurlin
3012006
A theoretical and empirical comparison of systemic risk measures
S Benoit, G Colletaz, C Hurlin, C Pérignon
HEC Paris Research Paper No. FIN-2014-1030, 2013
2692013
Une synthèse des tests de racine unitaire sur données de panel
C Hurlin, V Mignon
Economie prevision 169170171 (3), 253-294, 2005
2202005
Backtesting value-at-risk: a GMM duration-based test
B Candelon, G Colletaz, C Hurlin, S Tokpavi
Journal of Financial Econometrics 9 (2), 314-343, 2011
1822011
How to evaluate an early-warning system: Toward a unified statistical framework for assessing financial crises forecasting methods
B Candelon, EI Dumitrescu, C Hurlin
IMF Economic Review 60 (1), 75-113, 2012
1622012
Financial development and growth: a re-examination using a panel Granger causality test
C Hurlin, B Venet
1502008
Currency crisis early warning systems: Why they should be dynamic
B Candelon, EI Dumitrescu, C Hurlin
International Journal of Forecasting 30 (4), 1016-1029, 2014
1362014
Une synthèse des tests de cointégration sur données de panel
C Hurlin, V Mignon
Economie prevision 180181 (4), 241-265, 2007
1192007
What would Nelson and Plosser find had they used panel unit root tests?
C Hurlin
Applied Economics 42 (12), 1515-1531, 2010
1022010
The Risk Map: A new tool for validating risk models
G Colletaz, C Hurlin, C Pérignon
Journal of Banking & Finance 37 (10), 3843-3854, 2013
962013
Pitfalls in systemic-risk scoring
S Benoit, C Hurlin, C Pérignon
Journal of financial Intermediation 38, 19-44, 2019
80*2019
Econométrie des variables qualitatives
C Hurlin
Cours de maîtrise d’économétrie, France Université d’Orléans 59, 2003
802003
Testing convergence: A panel data approach
G Gaulier, C Hurlin, P Jean-Pierre
Annales d'Économie et de Statistique, 411-427, 1999
761999
Backtesting value-at-risk: from dynamic quantile to dynamic binary tests
EI Dumitrescu, C Hurlin, V Pham
Finance 33 (1), 79-112, 2012
692012
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Artikelen 1–20