Jean-Francois Carpantier

Universite du Luxembourg

Post Doctorate Economist

L-1511 Luxembourg

Luxembourg

http://https://sites.google.com/site/econojfc/

SCHOLARLY PAPERS

4

DOWNLOADS

60

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Autoregressive Moving Average Infinite Hidden Markov-Switching Models

Number of pages: 47 Posted: 09 May 2017 Last Revised: 11 May 2017
Luc Bauwens, Jean-Francois Carpantier and Arnaud Dufays
Université catholique de Louvain, Universite du Luxembourg and Université catholique de Louvain, CORE
Downloads 27 (600,625)
Citation 7

Abstract:

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ARMA, Bayesian inference, Dirichlet process, Forecasting

2.

Macroprudential Policy and Household Wealth Inequality

KU Leuven Discussion Paper Series DPS17.06
Number of pages: 41 Posted: 20 Jun 2017
Jean-Francois Carpantier, Javier Olivera and Philippe Van Kerm
Universite du Luxembourg, LISER and Luxembourg Institute of Socio-Economic Research (LISER)
Downloads 25 (613,774)
Citation 2

Abstract:

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Household Finance, Macroprudential policy, Inequality, LTV ratio, Wealth distribution

3.

Supplementary Appendix to Autoregressive Moving Average Infinite Hidden Markov-Switching Models

Number of pages: 17 Posted: 11 May 2017
Luc Bauwens, Jean-Francois Carpantier and Arnaud Dufays
Université catholique de Louvain, Universite du Luxembourg and Université catholique de Louvain, CORE
Downloads 8 (740,087)

Abstract:

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4.

Real Exchanges Rates in Commodity Producing Countries: A Reappraisal

Journal of International Money and Finance, Vol. 31, No. 6, 2012
Posted: 14 Apr 2013
Jean-Francois Carpantier, Vincent Bodart and Bertrand Candelon
Universite du Luxembourg, Catholic University of Louvain (UCL) - Department of Economics and University of Maastricht - Department of Economics

Abstract:

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Commodity producers, Commodity prices, Natural resource curse, Non-stationary panel, Real exchange rates