Jerome Henry : Citation Profile

European Central Bank

15

H index

22

i10 index

1740

Citations

RESEARCH PRODUCTION:

28

Articles

32

Papers

4

Chapters

RESEARCH ACTIVITY:

   32 years (1988 - 2020). See details.
   Cites by year: 54
   Journals where Jerome Henry has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 16 (0.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe16
   Updated: 2025-12-20    RAS profile: 2025-07-25    
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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)

Benchimol, Jonathan (34)

McAdam, Peter (33)

Coenen, Günter (32)

Smets, Frank (32)

Wouters, Raf (25)

Matheron, Julien (23)

Dreger, Christian (21)

Kuester, Keith (20)

Cites to:

Gertler, Mark (18)

Galí, Jordi (16)

Fagan, Gabriel (12)

Blanchard, Olivier (12)

Christiano, Lawrence (11)

Laxton, Douglas (10)

Reichlin, Lucrezia (10)

Clarida, Richard (9)

Wieland, Volker (9)

Kok, Christoffer (9)

Coenen, Günter (9)

Main data

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
Post-Print / HAL3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Occasional Paper Series / European Central Bank2
Sciences Po Economics Publications (main) / HAL2
Macroeconomics / University Library of Munich, Germany2

Recent works citing Jerome Henry (2025 and 2024)

YearTitle of citing document
2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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

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2025Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

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2024Decomposing Systemic Risk: The Roles of Contagion and Common Exposures. (2024). Hipp, Ruben ; Halaj, Grzegorz. In: Staff Working Papers. RePEc:bca:bocawp:24-19.

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2024Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice. (2024). Gatt, William. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:232-267.

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2024A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries. (2024). Westerlund, Joakim ; Norkute, Milda. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:794-810.

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2024Central Bank Objectives, Monetary Policy Rules, and Limited Information. (2024). Benchimol, Jonathan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.04.

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

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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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2024Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments. (2024). Azzone, Michele ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20242979.

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2024Macro welfare effects of flexible labor contracts. (2024). Uras, Burak ; Carreo, Jose Gabo. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002611.

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2025Spotlight on physical risk: Assessing the banks stock reaction to the ECB climate stress test. (2025). Fiordelisi, Franco ; Ricci, Ornella ; Santilli, Gianluca. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008147.

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2025Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Guerini, Mattia ; Napoletano, Mauro. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372.

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

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2024Central bank objectives, monetary policy rules, and limited information. (2024). Benchimol, Jonathan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:80:y:2024:i:c:s0164070424000193.

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2025Unveiling the interdependency of cryptocurrency and Indian stocks through wavelet and nonlinear time series analysis: An Econophysics approach. (2025). Moni, M ; Sankararaman, S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:670:y:2025:i:c:s037843712500295x.

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2024How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039.

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2025A macro-model of the Northern Ireland Economy. (2025). Low, Hailey ; Bergin, Adele ; Verma, Akhilesh Kumar ; Millard, Stephen. In: Papers. RePEc:esr:wpaper:wp796.

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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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2024Central bank objectives, monetary policy rules, and limited information. (2024). Benchimol, Jonathan. In: Post-Print. RePEc:hal:journl:emse-04624959.

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2025Constructing a country-specific indicator for cyclical systemic risk. (2025). Vella, Sarah. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09884-1.

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2025Asymmetric Shocks and the Role of Exchange Rate in Emerging Markets: Evidence from India. (2025). De, Kuhelika. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:2:d:10.1007_s11079-024-09773-6.

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2024Measures of the Output Gap in the Euro-Zone: An Empirical Assessment of Selected Methods. (2001). an empirical comparison demonstrates that the vari, ; the methods imply different turning points, ; the estimated level of the output gap differs grea, ; the correlation of output gaps calculated with dif, ; tests suggest that some of the methods commonly us, ; Chagny, Odile ; Jorg Dopke Measures of the Output Gap in the Euro-, ; economic policy are offered. Ansatze zur Schatzung, . In: Kiel Working Papers. RePEc:kie:kieliw:1053.

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Loan Supply Shocks, Prudential Regulation, and the Business Cycle. (2024). Rudel, Paul. In: MAGKS Papers on Economics. RePEc:mar:magkse:202409.

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2024Household debt service ratio in a developing economy: borrower-based analytical tools and macroprudential policy overview in Kazakhstan. (2024). Ybrayev, Zhandos ; Kairullayev, Yerlan ; Zharkynbay, Talgat ; Talakin, Andrey. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:1:d:10.1057_s41261-023-00218-7.

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2024Assessment of macroprudential strategy documents: Are they ready for the challenges ahead?. (2024). Dobrzaska, Anna ; Smaga, Pawe. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:4:d:10.1057_s41261-024-00239-w.

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2024Is interest rate hiking a recipe for missing several goals of monetary policy—beating inflation, preserving financial stability, and keeping up output growth?. (2024). Schäfer, Dorothea ; Semmler, Willi ; Schfer, Dorothea. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-023-00256-6.

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2024Income inequality and monetary policy in the euro area. (2024). El Herradi, Mehdi ; Creel, Jerome. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:332-355.

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2024Central bank objectives, monetary policy rules, and limited information. (2024). Benchimol, Jonathan. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:323971.

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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.
[Full Text][Citation analysis]		article14
2017Sketching a roadmap for systemic liquidity stress tests In: Journal of Risk Management in Financial Institutions.
[Full Text][Citation analysis]		article0
2020Banking system stress testing and COVID-19: A first summary appraisal In: Journal of Risk Management in Financial Institutions.
[Full Text][Citation analysis]		article0
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).
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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]		chapter51
2001Diffusion index-based inflation forecasts for the euro area.(2001) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2002Determinants of the Effective Real Exchange Rate of the Synthetic Euro: Alternative Methodological Approaches In: Australian Economic Papers.
[Full Text][Citation analysis]		article29
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]		paper48
2003Interpolation and backdating with a large information set.(2003) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		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: 48		article
2005Factor Analysis in a New-Keynesian Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2005Factor analysis in a New-Keynesian model.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2010An Area-Wide Real-Time Database for the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper90
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: 90		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: 90		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: 90		article
2018DESTABILIZING EFFECTS OF BANK OVERLEVERAGING ON REAL ACTIVITY—AN ANALYSIS BASED ON A THRESHOLD MCS-GVAR In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article12
2017Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR.(2017) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
[Full Text][Citation analysis]		paper41
2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies In: Occasional Paper Series.
[Full Text][Citation analysis]		paper23
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]		paper663
2002Model uncertainty and the equilibrium value of the real effective euro exchange rate In: Working Paper Series.
[Full Text][Citation analysis]		paper51
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.
[Full Text][Citation analysis]
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]		article24
2005An area-wide model for the euro area In: Economic Modelling.
[Full Text][Citation analysis]		article360
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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This paper has nother version. Agregated cites: 9		paper
In: .
[Full Text][Citation analysis]		article3
1993Unit Root in the Wage‐Price Spiral Is Not Hysteresis in Unemployment In: Journal of Economic Studies.
[Full Text][Citation analysis]		article3
1997Money Demand in EU Countries : A Survey. In: European Monetary Institute.
[Citation analysis]		paper53
2005Money Demand in EU Countries: A Survey.(2005) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
1989Les interdépendances macroéconomiques en Europe In: Post-Print.
[Citation analysis]		paper0
1989Les interdépendances macroéconomiques en Europe.(1989) In: SciencePo Working papers Main.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1990MIMOSA, une modélisation de léconomie mondiale In: Post-Print.
[Full Text][Citation analysis]		paper1
1990MIMOSA, une modélisation de léconomie mondiale.(1990) In: SciencePo Working papers Main.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1990MIMOSA, une modélisation de léconomie mondiale.(1990) In: Revue de l'OFCE.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		article0
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]		article102
2005THE FRENCH-GERMAN INTEREST RATE DIFFERENTIAL SINCE GERMAN In: International Finance.
[Full Text][Citation analysis]		paper0

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