Jerome Henry : Citation Profile

European Central Bank

15

H index

22

i10 index

1710

Citations

RESEARCH PRODUCTION:

28

Articles

32

Papers

4

Chapters

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 55
   Journals where Jerome Henry has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 16 (0.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe16
   Updated: 2025-01-10    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jerome Henry.

Is cited by:

Marcellino, Massimiliano (52)

Sahuc, Jean-Guillaume (38)

Wieland, Volker (35)

McAdam, Peter (33)

Coenen, Günter (32)

Smets, Frank (32)

Wouters, Raf (25)

Matheron, Julien (23)

Benchimol, Jonathan (22)

Dreger, Christian (21)

Kuester, Keith (20)

Cites to:

Gertler, Mark (18)

Galí, Jordi (16)

Fagan, Gabriel (12)

Blanchard, Olivier (12)

Christiano, Lawrence (11)

Reichlin, Lucrezia (10)

Laxton, Douglas (10)

Mestre, Ricardo (9)

Clarida, Richard (9)

Kok, Christoffer (9)

Coenen, Günter (9)

Main data

Production by document typechapterpaperarticle198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820190510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820190255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201902505007501,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents12345678910111213141516170250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250101020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Jerome Henry has published?

Journals with more than one article published# docs
Revue de l'OFCE6
Economic Modelling3
Journal of Risk Management in Financial Institutions2
�conomie et Statistique2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank9
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Post-Print / HAL3
Macroeconomics / University Library of Munich, Germany2
SciencePo Working papers Main / HAL2
Occasional Paper Series / European Central Bank2

Recent works citing Jerome Henry (2024 and 2023)

Year  ↓Title of citing document  ↓
2024The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2023.

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2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1425_23.

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2024CROSS?SECTIONAL DEPENDENCE AND SPILLOVERS IN SPACE AND TIME: WHERE SPATIAL ECONOMETRICS AND GLOBAL VAR MODELS MEET. (2021). Elhorst, J.Paul ; Tereanu, Eugen ; Gross, Marco. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:192-226.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

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Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

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2024Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929.

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2023Asset purchases, limited asset markets participation and inequality. (2023). Tsiaras, Stylianos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001276.

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2023Learning and cross-country correlations in a multi-country DSGE model. (2023). Audzei, Volha. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003790.

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2023Energy price shocks and stabilization policies in the MATRIX model. (2023). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Bazzana, Davide ; Turco, Enrico. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001520.

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2023Do yield curve inversions predict recessions in the euro area?. (2023). Sahuc, Jean-Guillaume ; Sabes, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005931.

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2024Macroprudential regulation and bank risk: The role of shareholders and creditors rights. (2024). Matos, Tiago ; Dutra, Tiago M. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001151.

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2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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2023Factor models for large and incomplete data sets with unknown group structure. (2023). Camacho, Maximo ; Lopez-Buenache, German. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220.

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2023Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838.

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2024Back to the present: Learning about the euro area through a now-casting model. (2024). Giannone, Domenico ; Modugno, Michele ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686.

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2023A finance approach to climate stress testing. (2023). van Dijk, Mathijs ; Schoenmaker, Dirk ; Reinders, Henk Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002005.

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2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000955.

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2023Long-run scarring effects of meltdowns in a small-scale nonlinear quadratic model. (2023). Semmler, Willi ; Lucidi, Francesco Simone. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000805.

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2024Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2024-10.

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2023A hiszterézis közgazdasági jelentőségéről posztkeynesi szemléletben. (2018). Vary, Miklos. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1798.

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2023Empirical DSGE model evaluation with interest rate expectations measures and preferences over safe assets. (2023). Rannenberg, Ansgar ; Lejeune, Thomas ; de Walque, Grégory. In: Working Paper Research. RePEc:nbb:reswpp:202302-433.

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2023Stability and performance of monetary and fiscal policies in the euro area. (2023). Taha, Taha Khairy ; Daly, Hounaida. In: International Journal of Applied Economics, Finance and Accounting. RePEc:oap:ijaefa:v:16:y:2023:i:2:p:208-221:id:952.

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2023The M Model: a macroeconomic model for the Portuguese economy. (2023). Castro, Gabriela ; Duarte, Claudia. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202304.

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2023InvestigatingunemploymenthysteresisinSouthAfrica. (2023). Dadam, Vincent ; Viegi, Nicola. In: Working Papers. RePEc:rbz:wpaper:11043.

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2024Determinants of non?performing loans, firms corporate governance and macroeconomic factors. (2022). Chen, Chihchun ; Chang, Ichia ; Lee, Joeming. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:88-98.

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Works by Jerome Henry:

Year  ↓Title  ↓Type  ↓Cited  ↓
1995Asymmetry in the EMS revisited: Evidence from the Causality Analysis of Daily Eurorates In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article14
In: .
[Full Text][Citation analysis]		article0
In: .
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2004The short-term impact of government budgets on prices: evidence from macroeconometrics models In: Working Papers.
[Full Text][Citation analysis]		paper19
2004The short-term impact of government budgets on prices; evidence from macroeconometric models.(2004) In: Temi di discussione (Economic working papers).
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This paper has nother version. Agregated cites: 19		paper
2005The short-term impact of government budgets on prices Evidence from macroeconometric models.(2005) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2001A multi-country trend indicator for euro area inflation: computation and properties In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter12
2001A multi-country trend indicator for euro area inflation: computation and properties.(2001) In: Working Paper Series.
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This paper has nother version. Agregated cites: 12		paper
2001Diffusion index-based inflation forecasts for the euro area In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter52
2001Diffusion index-based inflation forecasts for the euro area.(2001) In: Working Paper Series.
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This paper has nother version. Agregated cites: 52		paper
2002Determinants of the Effective Real Exchange Rate of the Synthetic Euro: Alternative Methodological Approaches In: Australian Economic Papers.
[Full Text][Citation analysis]		article28
1992Hysteresis : what it is and what it is not ? In: CEPREMAP Working Papers (Couverture Orange).
[Full Text][Citation analysis]		paper10
2004Interpolation and Backdating with A Large Information Set In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper45
2003Interpolation and backdating with a large information set.(2003) In: Working Paper Series.
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This paper has nother version. Agregated cites: 45		paper
2006Interpolation and backdating with a large information set.(2006) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 45		article
2005Factor Analysis in a New-Keynesian Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
2005Factor analysis in a New-Keynesian model.(2005) In: Working Paper Series.
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This paper has nother version. Agregated cites: 13		paper
2010An Area-Wide Real-Time Database for the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper91
2010An Area Wide Real Time Data Base for the Euro Area.(2010) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 91		paper
2010An area-wide real-time database for the euro area.(2010) In: Working Paper Series.
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This paper has nother version. Agregated cites: 91		paper
2012An Area-Wide Real-Time Database for the Euro Area.(2012) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 91		article
2018DESTABILIZING EFFECTS OF BANK OVERLEVERAGING ON REAL ACTIVITY—AN ANALYSIS BASED ON A THRESHOLD MCS-GVAR In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article10
2017Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR.(2017) In: Working Paper Series.
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This paper has nother version. Agregated cites: 10		paper
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
[Full Text][Citation analysis]		paper40
2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies In: Occasional Paper Series.
[Full Text][Citation analysis]		paper22
2006A real-time database for the euro area In: Research Bulletin.
[Full Text][Citation analysis]		article3
2001An area-wide model (AWM) for the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper662
2002Model uncertainty and the equilibrium value of the real effective euro exchange rate In: Working Paper Series.
[Full Text][Citation analysis]		paper50
2004The short-term impact of government budgets on prices: evidence from macroeconomic models In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2008Factor analysis in a model with rational expectations In: Econometrics Journal.
[Full Text][Citation analysis]		article18
2007Factor Analysis in a Model with Rational Expectations.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 18		paper
2004The euro area viewed as a single economy: how does it respond to shocks? In: Economic Modelling.
[Full Text][Citation analysis]		article23
2005An area-wide model for the euro area In: Economic Modelling.
[Full Text][Citation analysis]		article345
1992The financial behaviour of French households In: Economic Modelling.
[Full Text][Citation analysis]		article4
1994Strong hysteresis versus zero-root dynamics In: Economics Letters.
[Full Text][Citation analysis]		article40
2008The impact of government budgets on prices: Evidence from macroeconometric models In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article12
In: .
[Full Text][Citation analysis]		chapter1
2004Complex Remanence vs. Simple Persistence: Are Hysteresis and Unit-Root Processes Observationally Equivalent? In: International Symposia in Economic Theory and Econometrics.
[Full Text][Citation analysis]		chapter9
2004Complex Remanence vs. Simple Persistence : Are Hysteresis and Unit-Root Processes Observationally Equivalent ?.(2004) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2005Complex Remanence vs. Simple Persistence: Are Hysteresis and Unit-Root Processes observationally equivalent?.(2005) In: Computational Economics.
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In: .
[Full Text][Citation analysis]		article2
1993Unit Root in the Wage?Price Spiral Is Not Hysteresis in Unemployment In: Journal of Economic Studies.
[Full Text][Citation analysis]		article2
1997Money Demand in EU Countries : A Survey. In: European Monetary Institute.
[Citation analysis]		paper52
2005Money Demand in EU Countries: A Survey.(2005) In: Macroeconomics.
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This paper has nother version. Agregated cites: 52		paper
1989Les interdépendances macroéconomiques en Europe In: Post-Print.
[Citation analysis]		paper0
.() In: .
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1990MIMOSA, une modélisation de léconomie mondiale In: Post-Print.
[Full Text][Citation analysis]		paper1
.() In: .
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1990MIMOSA, une modélisation de léconomie mondiale.(1990) In: Revue de l'OFCE.
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This paper has nother version. Agregated cites: 1		article
1995German Unification and Asymmetry in the ERM: Comment on Gardner and Perraudin In: IMF Staff Papers.
[Full Text][Citation analysis]		article1
1993Fluctuations du dollar, indicateurs macro-économiques et investissements directs américains dans les pays développés In: Économie et Prévision.
[Full Text][Citation analysis]		article0
1993Les investissements étrangers directs : développement et spécificité des échanges avec la communauté européenne In: Économie et Statistique.
[Full Text][Citation analysis]		article0
2003MZE, un modèle macroéconométrique pour la zone euro ; suivi dun commentaire de Jérome Henry In: Économie et Statistique.
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1993La localisation des investissements français dans trois zones de lOCDE. Une analyse économétrique des balances des paiements depuis 1979 In: Revue Économique.
[Full Text][Citation analysis]		article0
1988Deux partages du revenu national des grands pays de lOCDE In: Revue de l'OFCE.
[Full Text][Citation analysis]		article5
1988Coût relatif capital-travail et substitution : existe-t-il encore un lien ? In: Revue de l'OFCE.
[Full Text][Citation analysis]		article7
1989Linvestissement direct des Etats-Unis dans les pays occidentaux depuis 1980 : une évaluation économétrique In: Revue de l'OFCE.
[Full Text][Citation analysis]		article0
1989Croissance et déséquilibres de léconomie mondiale. Une projection CEPII-OFCE à lhorizon 1993 In: Revue de l'OFCE.
[Full Text][Citation analysis]		article0
1990Répartition et formation du revenu disponible dans cinq grands pays In: Revue de l'OFCE.
[Full Text][Citation analysis]		article1
Labour market dynamics in the euro area: A model-based sensitivity analysis In: Modeling, Computing, and Mastering Complexity 2003.
[Full Text][Citation analysis]		paper0
2002interpolation with a large information set In: Computing in Economics and Finance 2002.
[Full Text][Citation analysis]		paper4
1990MIMOSA, une modélisation de léconomie mondiale In: Sciences Po publications.
[Full Text][Citation analysis]		paper1
1998Long run money demand in the EU: Evidence for area-wide aggregates In: Empirical Economics.
[Full Text][Citation analysis]		article100
2005THE FRENCH-GERMAN INTEREST RATE DIFFERENTIAL SINCE GERMAN In: International Finance.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team