Jerome Henry : Citation Profile


Are you Jerome Henry?

European Central Bank

13

H index

16

i10 index

672

Citations

RESEARCH PRODUCTION:

23

Articles

21

Papers

2

Chapters

RESEARCH ACTIVITY:

   29 years (1988 - 2017). See details.
   Cites by year: 23
   Journals where Jerome Henry has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 12 (1.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe16
   Updated: 2020-01-25    RAS profile: 2017-08-09    
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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 (39)

Wieland, Volker (16)

Dreger, Christian (13)

Warne, Anders (12)

Schumacher, Christian (11)

Svensson, Lars (11)

Rua, António (11)

Kuester, Keith (11)

Sahuc, Jean-Guillaume (11)

Esteves, Paulo (11)

McAdam, Peter (11)

Cites to:

Gertler, Mark (13)

Christiano, Lawrence (11)

Gali, Jordi (10)

Pesaran, M (9)

Mestre, Ricardo (8)

Eichenbaum, Martin (7)

Morgan, Julian (7)

Forni, Mario (7)

Dieppe, Alistair (7)

Wallis, Kenneth (6)

Laxton, Douglas (6)

Main data


Where Jerome Henry has published?


Journals with more than one article published# docs
Revue de l'OFCE6
Economic Modelling3
conomie et Statistique2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank5
Macroeconomics / University Library of Munich, Germany2

Recent works citing Jerome Henry (2018 and 2017)


YearTitle of citing document
2019Transmission of Macroeconomic Shocks to Risk Parameters: Their uses in Stress Testing. (2019). Dias, David ; Rojas, Helder. In: Papers. RePEc:arx:papers:1809.07401.

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

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2017The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0. (2017). Fique, José. In: Technical Reports. RePEc:bca:bocatr:111.

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2018Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts. (2018). Champagne, Julien ; Sekkel, Rodrigo ; Poulin-Bellisle, Guillaume. In: Staff Working Papers. RePEc:bca:bocawp:18-52.

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2018The impact of the interest rate level on bank profitability and balance sheet structure. (2018). Perez, Alejandro Ferrer ; Montes, Carlos Perez. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2018:i:11:n:6.

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2018Fiscal policies in the euro area: revisiting the size of spillovers. (2018). Pérez, Javier ; Burriel, Pablo ; Alloza, Mario ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:1820.

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2019Assessing financial stability risks from the real estate market in Italy: an update. (2019). Cornacchia, Wanda ; Ciocchetta, Federica . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_493_19.

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2017An analytical framework to calibrate macroprudential policy. (2017). Idier, Julien ; Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648.

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2019Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733.

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2018Review of the Bank of Russia – IMF Workshop Recent Developments in Macroprudential Stress Testing. (2018). Danilova, Elizaveta ; Shevchuk, Ivan ; Rumyantsev, Evgeny . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:60-83.

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2019Forecasting the Net Interest Margin and Loan Loss Provision Ratio of Banks in Various Economic Scenarios: Evidence from Poland. (2019). Borsuk, Marcin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:89-106.

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2019Re‐vitalizing money demand in the Euro area. Still valid at the zero‐lower bound. (2019). Dreger, Christian ; Roffia, Barbara ; Gerdesmeier, Dieter. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:4:p:599-615.

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2019Are flexible working hours helpful in stabilizing unemployment?. (2019). Walerych, Małgorzata ; Rubaszek, Michał ; Kolasa, Marcin. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_024.

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2018A combined statistical framework for forecasting default rates of Greek Financial Institutions credit portfolios. (2018). Petropoulos, Anastasios ; Klamargias, Aristotelis ; Mylonas, Dionysios ; Siakoulis, Vasilis . In: Working Papers. RePEc:bog:wpaper:243.

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2017Vitesse et composition des ajustements budgétaires en équilibre général : une analyse appliquée à la zone euro. (2017). Brand, Thomas. In: Revue économique. RePEc:cai:recosp:reco_hs02_0159.

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2019Forecasting in the euro area: The role of the US long rate. (2019). Zakipour-Saber, Shayan. In: Economic Letters. RePEc:cbi:ecolet:5/el/19.

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2017Determinantes de la Inflación de Servicios en Chile. (2017). Medel, Carlos A. ; MARCEL, MARIO ; Mena, Jessica . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:803.

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2018TRADE BALANCE AND INFLATION FLUCTUATIONS IN THE EURO AREA. (2018). Barthélemy, Jean ; Cleaud, Guillaume. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:22:y:2018:i:04:p:931-960_00.

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2018Measuring the Competitiveness of the Cyprus Economy: the Case of Unit Labour Costs. (2018). Andreou, Elena ; Zachariadis, Marios ; Eminidou, Snezana. In: Working Papers. RePEc:cyb:wpaper:2018-2.

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2018Does Housing Wealth Affect Consumption? The Case of Cyprus. (2018). Thucydides, George ; Mithillou, Maria G ; Papageorgiou, Maria C ; Polemidiotis, Marios. In: Working Papers. RePEc:cyb:wpaper:2018-3.

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2018DELFI 2.0, DNBs Macroeconomic Policy Model of the Netherlands. (2018). Vermeulen, Robert ; Kearney, Ide ; Berben, Robert-Paul. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1605.

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2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

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2017Macro stress testing euro area banks fees and commissions. (2017). Pancaro, Cosimo ; Kok, Christoffer ; Mirza, Harun. In: Working Paper Series. RePEc:ecb:ecbwps:20172029.

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2017Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric. In: Working Paper Series. RePEc:ecb:ecbwps:20172119.

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2018Agent-based model of system-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20182121.

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2018Euro area real-time density forecasting with financial or labor market frictions. (2018). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20182140.

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2017Forecasting broad money velocity. (2017). Jung, Alexander. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:421-432.

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2019Macro stress testing euro area banks’ fees and commissions. (2019). Pancaro, Cosimo ; Mirza, Harun ; Kok, Christoffer. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:97-119.

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2019Euro area real-time density forecasting with financial or labor market frictions. (2019). Warne, Anders ; McAdam, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:580-600.

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2018Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador. (2018). Grigoli, Francesco ; Saldias, Martin ; Mansilla, Mario . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:130-141.

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2019Fiscal policies in the euro area: Revisiting the size of spillovers. (2019). Alloza, Mario ; Burriel, Pablo ; Perez, Javier J. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:8.

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2018Does export concentration matter in economic adjustment programs? Evidence from the euro-area. (2018). Esteves, Paulo ; Prades, Elvira . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:2:p:225-241.

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2018Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253.

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2018Financial frictions and monetary policy conduct. (2018). Paries, Matthieu Darracq. In: Erudite Ph.D Dissertations. RePEc:eru:erudph:ph18-01.

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2017COSMO: A new COre Structural MOdel for Ireland. (2017). Smith, Donal ; Morgenroth, Edgar ; Holland, Dawn ; Conroy, Niall ; Bergin, Adele ; Rodriguez, Abian Garcia ; McInerney, Niall ; Niall Mc Inerney, . In: Papers. RePEc:esr:wpaper:wp553.

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2017Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-63.

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2018Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks’ Financial Fragility †. (2018). Montesi, Giuseppe ; Papiro, Giovanni. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:82-:d:164289.

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2019A Bayesian DSGE Model Comparison of the Taylor Rule and Nominal GDP Targeting. (2019). Diallo, Ibrahima. In: Working Papers. RePEc:hal:wpaper:hal-02281971.

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2018Predictability of Euro Area Revisions. (2018). Glass, Katharina. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201801.

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2018Macro Determinants Of The Real Exchange Rate In A Small Open Small Island Economy:Evidence From Mauritius Via Bma. (2018). Iyke, Bernard Njindan. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:21:y:2018-12:i:1:p:1-24.

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2019Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data. (2019). Savona, Roberto ; Balduzzi, Pierluigi ; Alessi, Lucia. In: Working Papers. RePEc:jrs:wpaper:201903.

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2018A 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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2017Recent monetary policy effects on Japanese macroeconomy. (2017). Kurihara, Yutaka. In: Journal of Economic and Financial Studies (JEFS). RePEc:lrc:lareco:v:5:y:2017:i:5:p:12-17.

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2018Economic Hysteresis with Multiple InputsРa Simplified Treatment. (2018). G̦cke, Matthias ; Gocke, Matthias. In: MAGKS Papers on Economics. RePEc:mar:magkse:201801.

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2019Hysteresis in the normal rate of capacity utilization: a behavioural explanation. (2019). Setterfield, Mark ; Avritzer, Joana David . In: Working Papers. RePEc:new:wpaper:1907.

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2017Correlations between Labor Employment and Economic Growth. (2017). Daniela, Sfichi Elena ; Alina, Bratiloveanu . In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xvii:y:2017:i:1:p:242-247.

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2018EMPLOYMENT HYSTERESIS: AN ARGUMENT FOR AVOIDING FRONT-LOADED FISCAL CONSOLIDATIONS IN THE EUROZONE. (2018). Vasconcelos, Paulo B ; Mota, Paulo R. In: FEP Working Papers. RePEc:por:fepwps:610.

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2018Model selection for modeling the demand for narrow money in transitional economies. (2018). Błażejowski, Marcin ; Osiska, Magdalena ; Kwiatkowski, Jacek ; Kufel, Tadeusz ; Baejowski, Marcin. In: MPRA Paper. RePEc:pra:mprapa:90458.

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2018Banking net income and macroeconomics, from multicollinearity to Granger causality using US data. (2018). Szybisz, Martin Andres . In: MPRA Paper. RePEc:pra:mprapa:90473.

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2019Interactions between Credit and Market Risk, Diversification vs Compounding effects. (2019). Szybisz, Martin Andres. In: MPRA Paper. RePEc:pra:mprapa:93173.

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2019Shocking aspects of monetary policy on income inequality in the euro area. (2019). El Herradi, Mehdi ; Creel, Jerome. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/2okfbeuvhi9g2pirgpimtke7pn.

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2017Measuring uncertainty and assessing its predictive power in the euro area. (2017). Poncela, Pilar ; Senra, Eva . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1181-6.

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2017Macroeconomic uncertainty indices for the Euro Area and its individual member countries. (2017). Sekhposyan, Tatevik ; Rossi, Barbara. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1248-z.

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2017Macroeconomic fluctuations in a New Keynesian disequilibrium model. (2017). Aarle, Bas . In: Journal of Economic Structures. RePEc:spr:jecstr:v:6:y:2017:i:1:d:10.1186_s40008-017-0070-2.

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2019Economic Hysteresis with Multiple Inputs - A Simplified Treatment. (2019). Göcke, Matthias ; Goecke, Matthias . In: Interdisciplinary Description of Complex Systems - scientific journal. RePEc:zna:indecs:v:17:y:2019:i:1-b:p:98-113.

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Works by Jerome Henry:


YearTitleTypeCited
1995Asymmetry in the EMS revisited: Evidence from the Causality Analysis of Daily Eurorates In: Annals of Economics and Statistics.
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article1
2004The short-term impact of government budgets on prices: evidence from macroeconometrics models In: Working Papers.
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paper21
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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paper
2005The short-term impact of government budgets on prices Evidence from macroeconometric models.(2005) In: Macroeconomics.
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paper
2001A multi-country trend indicator for euro area inflation: computation and properties In: BIS Papers chapters.
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chapter15
2001Diffusion index-based inflation forecasts for the euro area In: BIS Papers chapters.
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chapter51
2002Determinants of the Effective Real Exchange Rate of the Synthetic Euro: Alternative Methodological Approaches In: Australian Economic Papers.
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article26
2004Interpolation and Backdating with A Large Information Set In: CEPR Discussion Papers.
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paper30
2003Interpolation and backdating with a large information set.(2003) In: Working Paper Series.
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paper
2006Interpolation and backdating with a large information set.(2006) In: Journal of Economic Dynamics and Control.
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article
2005Factor Analysis in a New-Keynesian Model In: CEPR Discussion Papers.
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paper10
2005Factor analysis in a New-Keynesian model.(2005) In: Working Paper Series.
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This paper has another version. Agregated cites: 10
paper
2010An Area-Wide Real-Time Database for the Euro Area In: CEPR Discussion Papers.
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paper64
2010An Area Wide Real Time Data Base for the Euro Area.(2010) In: Working Papers ECARES.
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paper
2010An area-wide real-time database for the euro area.(2010) In: Working Paper Series.
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paper
2012An Area-Wide Real-Time Database for the Euro Area.(2012) In: The Review of Economics and Statistics.
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article
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
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paper26
2006A real-time database for the euro area In: Research Bulletin.
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article3
2004The short-term impact of government budgets on prices: evidence from macroeconomic models In: Working Paper Series.
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paper11
2017Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR In: Working Paper Series.
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paper0
2008Factor analysis in a model with rational expectations In: Econometrics Journal.
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article14
2007Factor Analysis in a Model with Rational Expectations.(2007) In: NBER Working Papers.
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paper
2004The euro area viewed as a single economy: how does it respond to shocks? In: Economic Modelling.
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article23
2005An area-wide model for the euro area In: Economic Modelling.
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article167
1992The financial behaviour of French households In: Economic Modelling.
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article4
1994Strong hysteresis versus zero-root dynamics In: Economics Letters.
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article29
2008The impact of government budgets on prices: Evidence from macroeconometric models In: Journal of Policy Modeling.
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article12
1997Money Demand in EU Countries : A Survey. In: European Monetary Institute.
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paper55
2005Money Demand in EU Countries: A Survey.(2005) In: Macroeconomics.
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1995German Unification and Asymmetry in the ERM: Comment on Gardner and Perraudin In: IMF Staff Papers.
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article1
1993Fluctuations du dollar, indicateurs macro-économiques et investissements directs américains dans les pays développés In: Économie et Prévision.
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article0
1993Les investissements étrangers directs : développement et spécificité des échanges avec la communauté européenne In: Économie et Statistique.
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article0
2003MZE, un modèle macroéconométrique pour la zone euro ; suivi dun commentaire de Jérome Henry In: Économie et Statistique.
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article0
1993La localisation des investissements français dans trois zones de lOCDE. Une analyse économétrique des balances des paiements depuis 1979 In: Revue Économique.
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article0
1988Deux partages du revenu national des grands pays de lOCDE In: Revue de l'OFCE.
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article3
1988Coût relatif capital-travail et substitution : existe-t-il encore un lien ? In: Revue de l'OFCE.
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article6
1989Linvestissement direct des Etats-Unis dans les pays occidentaux depuis 1980 : une évaluation économétrique In: Revue de l'OFCE.
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article0
1989Croissance et déséquilibres de léconomie mondiale. Une projection CEPII-OFCE à lhorizon 1993 In: Revue de l'OFCE.
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article0
1990Répartition et formation du revenu disponible dans cinq grands pays In: Revue de l'OFCE.
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article1
1990MIMOSA, une modélisation de léconomie mondiale In: Revue de l'OFCE.
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article1
1990MIMOSA, une modélisation de léconomie mondiale.(1990) In: Sciences Po publications.
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This paper has another version. Agregated cites: 1
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Labour market dynamics in the euro area: A model-based sensitivity analysis In: Modeling, Computing, and Mastering Complexity 2003.
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paper1
2002interpolation with a large information set In: Computing in Economics and Finance 2002.
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paper4
1998Long run money demand in the EU: Evidence for area-wide aggregates In: Empirical Economics.
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article91
2005Complex Remanence vs. Simple Persistence: Are Hysteresis and Unit-Root Processes observationally equivalent? In: Computational Economics.
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paper2
2005THE FRENCH-GERMAN INTEREST RATE DIFFERENTIAL SINCE GERMAN In: International Finance.
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paper0

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