Romain Lafarguette : Citation Profile


Are you Romain Lafarguette?

International Monetary Fund (IMF)

4

H index

3

i10 index

89

Citations

RESEARCH PRODUCTION:

1

Articles

10

Papers

RESEARCH ACTIVITY:

   6 years (2013 - 2019). See details.
   Cites by year: 14
   Journals where Romain Lafarguette has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 1 (1.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla661
   Updated: 2022-11-19    RAS profile: 2020-11-18    
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Relations with other researchers


Works with:

Mehl, Arnaud (4)

Corsetti, Giancarlo (3)

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

Is cited by:

Rodríguez Caballero, Carlos (12)

Coeurdacier, Nicolas (4)

Sokol, Andrej (4)

Westermann, Frank (4)

Eguren Martin, Fernando (4)

Cheung, Yin-Wong (4)

Suarez, Javier (2)

Ruiz, Esther (2)

Delle Monache, Davide (2)

Pacella, Claudia (2)

Österholm, Pär (2)

Cites to:

Foucault, Thierry (8)

Biais, Bruno (7)

Adrian, Tobias (6)

Moinas, Sophie (6)

Giannone, Domenico (6)

Bacchetta, Philippe (6)

Klein, Michael (5)

Reichlin, Lucrezia (5)

Reinhart, Carmen (5)

Gertler, Mark (5)

Rogoff, Kenneth (5)

Main data


Where Romain Lafarguette has published?


Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund3
Working Paper Series / European Central Bank2

Recent works citing Romain Lafarguette (2022 and 2021)


YearTitle of citing document
2021Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06.

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2021The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index. (2021). Carrillo, Julio ; Garca, Ana Laura. In: Working Papers. RePEc:bdm:wpaper:2021-23.

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2021Una aplicación de la metodología Growth at Risk a Uruguay. (2021). Landaberry, Maria Victoria ; Vidal, Micaela ; Lluberas, Rodrigo. In: Documentos de trabajo. RePEc:bku:doctra:2021009.

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2022COVID-19 in Uruguay: A survey of policy responses and their impact. (2022). Mello Costa, Miguel ; Ponce, Jorge ; Carballo, Patricia ; Bucacos, Elizabeth. In: Documentos de trabajo. RePEc:bku:doctra:2022002.

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2021Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32148.

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2022The economic impact of the NPLcoverage expectations in the euro area. (2022). Volk, Matjaz ; Vagliano, Gianluca ; Lampe, Max ; Kusmierczyk, Piotr ; Gross, Johannes ; Dimitrov, Ivan ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2022297.

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2021Capital flows-at-risk: push, pull and the role of policy. (2021). Sokol, Andrej ; Eguren Martin, Fernando ; Oneill, Cian ; von Dem, Lukas ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20212538.

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2021Economic policy uncertainty and China’s growth-at-risk. (2021). Deng, Xiang ; Zhu, Zixiang ; Cheng, Xiang ; Gu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:452-467.

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2021The time-varying risk of Italian GDP. (2021). Pacella, Claudia ; Busetti, Fabio ; delle Monache, Davide ; Caivano, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001115.

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2022Emerging market responses to external shocks: A cross-country analysis. (2022). Hallam, Bahar Sungurtekin. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001948.

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2022Growth-at-risk and macroprudential policy design. (2022). Suarez, Javier. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000353.

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2021Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

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2022Exchange rate and balance of payment crisis risks in the global development finance architecture. (2022). Xu, Jiajun ; Schclarek, Alfredo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000580.

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2021The evolution of offshore renminbi trading: 2016 to 2019. (2021). Cheung, Yin-Wong ; Westermann, Frank ; Grimm, Louisa. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000188.

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2022EME financial conditions: Which global shocks matter?. (2022). Manu, Ana-Simona ; Lodge, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001303.

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2022Modeling global real economic activity: Evidence from variable selection across quantiles. (2022). Stolbov, Mikhail ; Shchepeleva, Maria. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000438.

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2022Growth at risk: Methodology and applications in an open-source platform. (2022). Martinez-Jaramillo, Serafin ; Montaez-Enriquez, Ricardo ; Rodriguez-Martinez, Anahi ; Busch, Matias Ossandon ; Sanchez-Martinez, Jose Manuel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000229.

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2021Backtesting global Growth-at-Risk. (2021). Brownlees, Christian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:312-330.

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2021Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails. (2021). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:506-:d:660957.

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2021Evaluating Growth-at-Risk as a tool for monitoring macro-financial risks in the Peruvian economy. (2021). Nivin, Rafael ; Chicana, Diego. In: IHEID Working Papers. RePEc:gii:giihei:heidwp07-2021.

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2021The Growth-at-Risk (GaR) Framework: Implication For Ukraine. (2021). Lubchuk, Ihor ; Shmygel, Alona ; Ivanova, Anastasiya. In: IHEID Working Papers. RePEc:gii:giihei:heidwp10-2021.

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2022(Mis-)information technology: Internet use and perception of democracy in Africa. (2022). Maurel, Mathilde ; Elkhateeb, Yasmine ; Cariolle, Joel. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03628023.

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2022(Mis-)information technology: Internet use and perception of democracy in Africa. (2022). Maurel, Mathilde ; Elkhateeb, Yasmine ; Cariolle, Joel. In: Post-Print. RePEc:hal:journl:halshs-03628023.

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2021Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. (2021). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2021_009.

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2022Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2022). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:1:d:10.1007_s10368-021-00522-5.

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2021Systemic risk, real GDP growth, and sentiment. (2021). Zervopoulos, Panagiotis ; Kanas, Angelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:2:d:10.1007_s11156-020-00952-3.

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2021Revisiting Thailand’s Monetary Policy Model for an Integrated Policy Analysis. (2021). Nookhwun, Nuwat ; Hiruntiaranakul, Savaphol ; Apaitan, Tosapol ; Amatyakul, Pongpitch. In: PIER Discussion Papers. RePEc:pui:dpaper:164.

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2021.

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2021Financial Conditions and Downside Risk to Economic Activity in Australia. (2021). Hartigan, Luke ; Wright, Michelle . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2021-03.

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2021Estimating a time-varying financial conditions index for South Africa. (2021). Kabundi, Alain ; Mbelu, Asithandile. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01844-0.

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2021Growth-at-risk and macroprudential policy design JEL Classification: G01, G20, G28. (2021). Suarez, Javier. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202119.

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2021A time-varying skewness model for Growth-at-Risk. (2021). Iseringhausen, Martin. In: Working Papers. RePEc:stm:wpaper:49.

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2021Expecting the unexpected: economic growth under stress. (2021). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202106.

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2021Quantiles of growth: Household debt and growth vulnerabilities in Finland. (2021). Voutilainen, Ville ; Nyholm, Juho. In: BoF Economics Review. RePEc:zbw:bofecr:22021.

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2021The simpler, the better: Measuring financial conditions for monetary policy and financial stability. (2021). Venditti, Fabrizio ; Bobasu, Alina ; Arrigoni, Simone. In: EIB Working Papers. RePEc:zbw:eibwps:202110.

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2022Estimating growth at risk with skewed stochastic volatility models. (2022). Wolf, Elias. In: Discussion Papers. RePEc:zbw:fubsbe:20222.

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2022Stress-ridden finance and growth losses: Does financial development break the link?. (2022). Ossandon Busch, Matias ; Sanchez-Martinez, Manuel ; Rodriguez-Martinez, Anahi ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel ; Montaez-Enriquez, Ricardo ; Martinez-Jaramillo, Serafin. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32022.

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2021.

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Works by Romain Lafarguette:


YearTitleTypeCited
2019Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market In: Cambridge Working Papers in Economics.
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2019Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market.(2019) In: Discussion Papers.
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2019Fast trading and the virtue of entropy: evidence from the foreign exchange market.(2019) In: Working Paper Series.
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2016Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market In: CEPR Discussion Papers.
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paper14
2016Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market.(2016) In: Working Paper Series.
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2016Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market.(2016) In: NBER Working Papers.
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2016High-frequency Trading, Market Volatility, and Regulation: The Role of High-frequency Quoting and Dark Pools In: Macroprudential Bulletin.
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2017Thick vs. Thin-Skinned: Technology, News, and Financial Market Reaction In: IMF Working Papers.
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2018Can Countries Manage Their Financial Conditions Amid Globalization? In: IMF Working Papers.
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paper29
2019Growth at Risk: Concept and Application in IMF Country Surveillance In: IMF Working Papers.
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2013Understanding household savings in China: the role of the housing market and borrowing constraints In: MPRA Paper.
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