Jean-Paul Renne : Citation Profile


Are you Jean-Paul Renne?

Université de Lausanne

9

H index

8

i10 index

329

Citations

RESEARCH PRODUCTION:

23

Articles

27

Papers

1

Books

RESEARCH ACTIVITY:

   14 years (2003 - 2017). See details.
   Cites by year: 23
   Journals where Jean-Paul Renne has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 11 (3.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre174
   Updated: 2018-12-08    RAS profile: 2018-03-04    
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Relations with other researchers


Works with:

Monfort, Alain (20)

gourieroux, christian (10)

Roussellet, Guillaume (7)

Mouabbi, Sarah (3)

Pegoraro, Fulvio (2)

Grishchenko, Olesya (2)

Dubecq, Simon (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Paul Renne.

Is cited by:

Klose, Jens (10)

Belke, Ansgar (8)

Mojon, Benoit (7)

Canofari, Paolo (6)

Kose, Ayhan (6)

Piersanti, Giovanni (6)

Di Bartolomeo, Giovanni (5)

Fouquau, Julien (5)

Dees, Stephane (5)

Prasad, Eswar (5)

Beetsma, Roel (5)

Cites to:

Rudebusch, Glenn (26)

Monfort, Alain (24)

Williams, John (19)

Orphanides, Athanasios (16)

Pegoraro, Fulvio (16)

Piazzesi, Monika (16)

Svensson, Lars (15)

Ang, Andrew (11)

Singleton, Kenneth (9)

Hamilton, James (9)

Forni, Mario (8)

Main data


Where Jean-Paul Renne has published?


Journals with more than one article published# docs
Journal of Econometrics4
Economie & Prvision3
conomie et Prvision3
Journal of Financial Econometrics2
Journal of Banking & Finance2
International Journal of Finance & Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Center for Research in Economics and Statistics7

Recent works citing Jean-Paul Renne (2018 and 2017)


YearTitle of citing document
2018Measuring the Natural Rates of Interest in Germany and Italy. (2018). Victor, Bystrov. In: Lodz Economics Working Papers. RePEc:ann:wpaper:7/2018.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2017Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models. (2017). Feunou, Bruno ; Okou, Cedric. In: Staff Working Papers. RePEc:bca:bocawp:17-55.

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2017The natural interest rate: concept, determinants and implications for monetary policy. (2017). Galesi, Alessandro ; Thomas, Carlos ; Nuo, Galo. In: Economic Bulletin. RePEc:bde:journl:y:2017:i:1:d:aa:n:7.

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2017The natural interest rate: concept, determinants and implications for monetary policy. (2017). Thomas, Carlos ; Nuño Barrau, Galo ; Galesi, Alessandro ; Nuo, Galo. In: Economic Bulletin. RePEc:bde:journl:y:2017:i:3:d:aa:n:7.

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2018The rise and fall of the natural interest rate. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele ; Perez-Quiros, Gabriel. In: Working Papers. RePEc:bde:wpaper:1822.

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2017Natural rates across the Atlantic. (2017). Neri, Stefano ; Gerali, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1140_17.

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2017Why Have Interest Rates Fallen far Below the Return on Capital. (2017). Velde, Francois ; Mojon, Benoit ; Marx, M. In: Working papers. RePEc:bfr:banfra:630.

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

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2017Unconventional Monetary Policy and Bank Lending Relationships. (2017). Duquerroy, Anne ; Cahn, Christophe ; Mullins, W. In: Working papers. RePEc:bfr:banfra:659.

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2018Term premia: models and some stylised facts. (2018). Cohen, Benjamin H ; Xia, Dora ; Hordahl, Peter . In: BIS Quarterly Review. RePEc:bis:bisqtr:1809h.

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2018Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --. (2018). Sudo, Nao ; Okazaki, Yosuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e06.

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2018The Rise and Fall of the Natural Interest Rate. (2018). Sentana, Enrique ; Fiorentini, Gabriele ; Perez-Quiros, Gabriel ; Galesi, Alessandro. In: Working Papers. RePEc:cmf:wpaper:wp2018_1805.

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2017Unsustainable Public Debt in a European Fiscal Union?. (2017). Kutasi, Gabor. In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:015435.

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2017Instability, imprecision and inconsistent use of equilibrium real interest rate estimates. (2017). Wieland, Volker ; Beyer, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11927.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11932.

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2018Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12857.

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2018The Rise and Fall of the Natural Interest Rate. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele ; Perez-Quiros, Gabriel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13042.

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2017Consistent Pseudo-Maximum Likelihood Estimators. (2017). Monfort, Alain ; gourieroux, christian ; Renault, Eric. In: Working Papers. RePEc:crs:wpaper:2017-10.

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2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

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2017Interactions between fiscal multipliers and sovereign risk premium during fiscal consolidation: model based assessment for the euro area. (2017). Lalik, Magdalena . In: Working Paper Series. RePEc:ecb:ecbwps:20172016.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20172056.

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2018Semi-structural credit gap estimation. (2018). Lang, Jan Hannes ; Welz, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20182194.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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2018Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202.

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2018A term structure model under cyclical fluctuations in interest rates. (2018). Novales, Alfonso ; Platania, Federico ; Moreno, Manuel . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:140-150.

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2017Scenario generation for long run interest rate risk assessment. (2017). Roussellet, Guillaume ; Engle, Robert ; Siriwardane, Emil. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:333-347.

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2017Measuring the natural rate of interest: International trends and determinants. (2017). Williams, John ; Laubach, Thomas ; Holston, Kathryn. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:s1:p:s59-s75.

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2018Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts. (2018). Gambaro, Anna Maria ; Ghilarducci, Alessandro ; Fusai, Gianluca ; Casalini, Riccardo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:81:y:2018:i:c:p:117-129.

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2018Low real rates as driver of secular stagnation: Empirical assessment. (2018). End, Jan Willem ; Hoeberichts, Marco ; van den End, Jan Willem. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:29-40.

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2018Bid-to-cover and yield changes around public debt auctions in the euro area. (2018). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:118-134.

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2018Exploring the sources of default clustering. (2018). Azizpour, S ; Schwenkler, G ; Giesecke, K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:154-183.

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2017Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme. (2017). Beetsma, Roel ; Widijanto, Daniel ; Giuliodori, Massimo ; de Jong, Frank. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:14-31.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2018New evidence on the evolution of the anchoring of inflation expectations. (2018). Buono, Ines ; Formai, Sara. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:39-54.

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2017The Janus-faced nature of debt : result from a data-driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1702.

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2017Estimating the Natural Rate of Interest in an Open Economy. (2017). Wynne, Mark ; Zhang, Ren. In: Globalization Institute Working Papers. RePEc:fip:feddgw:316.

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2018A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States. (2018). Andreasen, Martin M ; Meldrum, Andrew C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-56.

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2018Why Have Interest Rates Fallen Far Below the Return on Capital. (2018). Velde, Francois ; Mojon, Benoit ; Marx, Magali. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-01.

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2017Tipping the Scale? The Workings of Monetary Policy through Trade. (2017). Adler, Gustavo ; Buitron, Carolina Osorio . In: IMF Working Papers. RePEc:imf:imfwpa:17/142.

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2017How Low Can House Prices Go? Estimating a Conservative Lower Bound. (2017). Doerner, William ; Bogin, Alexander N ; Bruestle, Stephen D. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:1:d:10.1007_s11146-015-9538-8.

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2018Identification of Structural Vector Autoregressions by Stochastic Volatility. (2018). Braun, Robin ; Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1803.

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2017Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods. (2017). Striaukas, Jonas ; Comunale, Mariarosaria. In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:13.

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2017Understanding Monetary Policy Stance. (2017). Stasiukynaite, Rasa . In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:14.

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2018Equilibrium Real Interest Rates for the BRICS Countries. (2018). Klose, Jens. In: MAGKS Papers on Economics. RePEc:mar:magkse:201814.

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2017The cyclical and structural determinants of the low interest rate environment. (2017). Wauters, Joris ; de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2017:m:september:i:ii:p:69-86.

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2018Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick. In: NBER Working Papers. RePEc:nbr:nberwo:24506.

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2018Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:489.

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2018Implementing Macroprudential Policy in NiGEM. (2018). Warren, James ; Piggott, Rebecca ; Liadze, Iana ; Hurst, Ian ; Davis, Philip E ; Carreras, Oriol. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:490.

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2017Strengthening economic resilience: Insights from the post-1970 record of severe recessions and financial crises. (2017). Röhn, Oliver ; Gori, Filippo ; de Serres, Alain ; Rohn, Oliver ; Hermansen, Mikkel ; DESERRES, Alain ; Sanchez, Aida Caldera. In: OECD Economic Policy Papers. RePEc:oec:ecoaab:20-en.

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2017Specification Testing in Hawkes Models*. (2017). Kole, Erik ; Franses, Philip Hans ; Gresnigt, Francine. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:15:y:2017:i:1:p:139-171..

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2017Regime-Dependent Sovereign Risk Pricing During the Euro Crisis. (2017). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:363-385..

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2018Social Investment and youth labour market participation: a EU regional analysis. (2018). Giannetti, Caterina ; Gagliardi, Francesca ; Ecchia, Giulio . In: Discussion Papers. RePEc:pie:dsedps:2018/236.

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2018Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations. (2018). Zakoian, Jean-Michel ; Monfort, Alain ; gourieroux, christian. In: MPRA Paper. RePEc:pra:mprapa:87834.

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2017Why Are Real Interest Rates So Low?. (2017). Velde, Francois ; Mojon, Benoit ; Marx, Magali. In: 2017 Meeting Papers. RePEc:red:sed017:1292.

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2018The Rise and Fall of the Natural Interest Rate. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele ; Perez-Quiros, Gabriel. In: Working Paper series. RePEc:rim:rimwps:18-29.

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2017Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro-Area Member Countries. (2017). Klose, Jens ; Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201712.

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2018Equilibrium Real Interest Rates, Secular Stagnation, and the Financial Cycle: Empirical Evidence for Euro-Area Member Countries. (2018). Klose, Jens ; Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201801.

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2017Unconventional monetary policy: interest rates and low inflation. A review of literature and methods. (2017). Striaukas, Jonas ; Comunale, Mariarosaria. In: CEIS Research Paper. RePEc:rtv:ceisrp:406.

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2017Analysing the Relevance of the MIP Scoreboards Indicators. (2017). Širaňová, Mária ; Tom, Domonkos ; Mria, Iraov ; Ivana, Ikulov ; Filip, Ostriho . In: National Institute Economic Review. RePEc:sae:niesru:v:239:y:2017:i:1:p:r32-r52.

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2018Does a bank levy increase frictions on the interbank market?. (2018). Hryckiewicz, Aneta ; Snarska, Malgorzata ; Skorulska, Karolina ; Mielus, Piotr . In: Working Papers. RePEc:sgh:kaewps:2018033.

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2017The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/3l2vounfl99nvqsr0k24sn3k5l.

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2017The Janus-Faced Nature of Debt: Results from a Data-Driven Cointegrated SVAR Approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: LEM Papers Series. RePEc:ssa:lemwps:2017/04.

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2018What are the real effects of financial market liquidity? Evidence on bank lending from the euro area. (2018). Dombret, Andreas R ; Schulz, Alexander ; Pliszka, Kamil ; Foos, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:342018.

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2018Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach. (2018). Herwartz, Helmut ; Rohloff, Hannes ; Maxand, Simone. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:354.

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2017Instability, imprecision and inconsistent use of equilibrium real interest rate estimates. (2017). Wieland, Volker ; Beyer, Robert. In: IMFS Working Paper Series. RePEc:zbw:imfswp:110.

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2017Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2017). Podstawski, Maximilian ; Große Steffen, Christoph. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168101.

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2017The Effect of Recessions on Potential Output Estimates: Size, Timing, and Determinants. (2017). Dovern, Jonas ; Zuber, Christopher . In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168180.

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2018Identification of Structural Vector Autoregressions by Stochastic Volatility. (2018). Bertsche, Dominik ; Braun, Robin. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181631.

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Works by Jean-Paul Renne:


YearTitleTypeCited
2004A Time-Varying Natural Rate for the Euro Area In: Working papers.
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paper1
2004Règle de Taylor et politique monétaire dans la zone euro In: Working papers.
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paper7
2007Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy? In: Working papers.
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paper2
2009Frequency-domain analysis of debt service in a macro-finance model for the euro area. In: Working papers.
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paper2
2009Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation? In: Working papers.
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paper21
2011Default, liquidity and crises: an econometric framework In: Working papers.
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paper4
2010Default, Liquidity and Crises : An Econometric Framework.(2010) In: Working Papers.
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2013Default, Liquidity, and Crises: an Econometric Framework.(2013) In: Journal of Financial Econometrics.
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article
2011Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets In: Working papers.
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paper59
2011Credit and liquidity risks in euro area sovereign yield curves In: Working papers.
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paper9
2011Credit and Liquidity Risks in Euro-area Sovereign Yield Curves.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2012A model of the euro-area yield curve with discrete policy rates. In: Working papers.
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paper3
2017A model of the euro-area yield curve with discrete policy rates.(2017) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has another version. Agregated cites: 3
article
2013Credit and Liquidity in Interbank Rates: a Quadratic Approach. In: Working papers.
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paper9
2016Credit and liquidity in interbank rates: A quadratic approach.(2016) In: Journal of Banking & Finance.
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article
2013Pricing Default Events: Surprise, Exogeneity and Contagion. In: Working papers.
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paper7
2013Pricing Default Events : Surprise, Exogeneity and Contagion.(2013) In: Working Papers.
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2014Pricing default events: Surprise, exogeneity and contagion.(2014) In: Journal of Econometrics.
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2013Regime Switching and Bond Pricing. In: Working papers.
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paper3
2013Regime Switching and Bond Pricing.(2013) In: Working Papers.
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2014Regime Switching and Bond Pricing.(2014) In: Journal of Financial Econometrics.
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2014A Quadratic Kalman Filter In: Working papers.
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2015A Quadratic Kalman Filter.(2015) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 0
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2015Staying at Zero with Affine Processes: An Application to Term Structure Modelling. In: Working papers.
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paper13
2017Staying at zero with affine processes : an application to term structure modelling.(2017) In: Rue de la Banque.
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2017Staying at zero with affine processes: An application to term structure modelling.(2017) In: Journal of Econometrics.
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2016National natural rates of interest and the single monetary policy in the Euro Area. In: Working papers.
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paper8
2017The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty. In: Working papers.
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paper2
2012La mesure du risque systémique. Synthèse de la conférence donnée à la Banque de France, par Robert F. Engle, prix Nobel d’économie, le 25 janvier 2012 In: Bulletin de la Banque de France.
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2012The measurement of systemic risk. Summary of a lecture given by Robert F. Engle, winner of the Nobel Prize in Economics, Banque de France, 25 January 2012 In: Quarterly selection of articles - Bulletin de la Banque de France.
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2006Caractéristiques des marchés du travail dans les pays de lOCDE In: Economie & Prévision.
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article1
2006Caractéristiques des marchés du travail dans les pays de lOCDE.(2006) In: Économie et Prévision.
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2007Quelles sont les parts cyclique et structurelle du chômage en France ? In: Economie & Prévision.
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2007Quelles sont les parts cyclique et structurelle du chômage en France ?.(2007) In: Économie et Prévision.
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2008Réformes fiscales dans un modèle DSGE France en économie ouverte In: Economie & Prévision.
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2008Réformes fiscales dans un modèle DSGE France en économie ouverte.(2008) In: Économie et Prévision.
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2003Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects In: CEPR Discussion Papers.
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2016Statistical Inference for Independent Component Analysis: Application to Structural VAR Models In: Working Papers.
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2017Statistical Inference for Independent Component Analysis: Application to Structural VAR Models.(2017) In: Working Papers.
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2017Statistical inference for independent component analysis: Application to structural VAR models.(2017) In: Journal of Econometrics.
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2017Identification and Estimation in Non-Fundamental Structural VARMA Models In: Working Papers.
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2013Regime switching in bond yield and spread dynamics In: Economics Thesis from University Paris Dauphine.
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2007A time-varying natural rate of interest for the euro area In: European Economic Review.
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2004A Time Varying Natural Rate of Interest for the Euro Area.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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2016A tractable interest rate model with explicit monetary policy rates In: European Journal of Operational Research.
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2014Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles? In: Journal of Banking & Finance.
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2017Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison In: Finance and Economics Discussion Series.
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2013The Effectiveness of Monetary Policy since the Onset of the Financial Crisis In: OECD Economics Department Working Papers.
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2014Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks In: Review of Finance.
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2014PRICING SOVEREIGN BOND RISK IN THE EMU AREA: AN EMPIRICAL INVESTIGATION: COMMENT In: International Journal of Finance & Economics.
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2014USING POLICY INTERVENTION TO IDENTIFY FINANCIAL STRESS: COMMENT In: International Journal of Finance & Economics.
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