15
H index
22
i10 index
1749
Citations
Jerome Henry : Citation Profile
European Central Bank | RESEARCH PRODUCTION: 28 Articles 32 Papers 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1988 - 2019). 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:
| Cites to:
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Main data
Where Jerome Henry has published?
| Journals with more than one article published | # docs |
|---|---|
| Revue de l'OFCE | 6 |
| Economic Modelling | 3 |
| Économie et Statistique | 2 |
| Journal of Risk Management in Financial Institutions | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series / European Central Bank | 9 |
| Post-Print / HAL | 3 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
| Occasional Paper Series / European Central Bank | 2 |
| SciencePo Working papers Main / HAL | 2 |
| Macroeconomics / University Library of Munich, Germany | 2 |
Recent works citing Jerome Henry (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Drivers 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. Full description at Econpapers || Download paper | |
| 2024 | CROSS?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. Full description at Econpapers || Download paper | |
| 2024 | ECB 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. Full description at Econpapers || Download 2024 | Modelling the demand for loans to the private sector in the euro area. (2001). Sousa, João ; Calza, A. ; Gartner, C.. In: Working Paper Series. RePEc:ecb:ecbwps:20010055. Full description at Econpapers || Download paper |
| 2023 | 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. Full description at Econpapers || Download paper | |
| 2024 | Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929. Full description at Econpapers || Download paper | |
| 2023 | Asset 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. Full description at Econpapers || Download paper | |
| 2023 | Learning 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. Full description at Econpapers || Download paper | |
| 2023 | Energy 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. Full description at Econpapers || Download paper | |
| 2023 | Do 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. Full description at Econpapers || Download paper | |
| 2024 | Macroprudential 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. Full description at Econpapers || Download paper | |
| 2023 | Does 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. Full description at Econpapers || Download paper | |
| 2023 | Factor 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. Full description at Econpapers || Download paper | |
| 2023 | Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). ÄŒapek, 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. Full description at Econpapers || Download paper | |
| 2024 | Back 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. Full description at Econpapers || Download paper | |
| 2023 | A 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. Full description at Econpapers || Download paper | |
| 2023 | Drivers 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. Full description at Econpapers || Download paper | |
| 2023 | Long-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. Full description at Econpapers || Download paper | |
| 2024 | Robust-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. Full description at Econpapers || Download paper | |
| 2023 | Empirical 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. Full description at Econpapers || Download paper | |
| 2023 | Stability 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | InvestigatingunemploymenthysteresisinSouthAfrica. (2023). Dadam, Vincent ; Viegi, Nicola. In: Working Papers. RePEc:rbz:wpaper:11043. Full description at Econpapers || Download paper | |
| 2023 | Forecasting Baden?Württembergs GDP growth: MIDAS regressions versus dynamic mixed?frequency factor models. (2021). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:861-882. Full description at Econpapers || Download paper |
Works by Jerome Henry:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1995 | Asymmetry in the EMS revisited: Evidence from the Causality Analysis of Daily Eurorates In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2004 | The short-term impact of government budgets on prices: evidence from macroeconometrics models In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2004 | The 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 | |
| 2005 | The 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 | |
| 2001 | A multi-country trend indicator for euro area inflation: computation and properties In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 15 |
| 2001 | A 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: 15 | paper | |
| 2001 | Diffusion index-based inflation forecasts for the euro area In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 55 |
| 2001 | Diffusion index-based inflation forecasts for the euro area.(2001) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
| 2002 | Determinants of the Effective Real Exchange Rate of the Synthetic Euro: Alternative Methodological Approaches In: Australian Economic Papers. [Full Text][Citation analysis] | article | 28 |
| 1992 | Hysteresis : what it is and what it is not ? In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 10 |
| 2004 | Interpolation and Backdating with A Large Information Set In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 46 |
| 2003 | Interpolation and backdating with a large information set.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2006 | Interpolation and backdating with a large information set.(2006) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 2005 | Factor Analysis in a New-Keynesian Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2005 | Factor analysis in a New-Keynesian model.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2010 | An Area-Wide Real-Time Database for the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 91 |
| 2010 | An Area Wide Real Time Data Base for the Euro Area.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
| 2010 | An area-wide real-time database for the euro area.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
| 2012 | An Area-Wide Real-Time Database for the Euro Area.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | article | |
| 2018 | DESTABILIZING EFFECTS OF BANK OVERLEVERAGING ON REAL ACTIVITY—AN ANALYSIS BASED ON A THRESHOLD MCS-GVAR In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 10 |
| 2017 | Destabilizing 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: 10 | paper | |
| 2013 | A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 40 |
| 2019 | Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2006 | A real-time database for the euro area In: Research Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2001 | An area-wide model (AWM) for the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 679 |
| 2002 | Model uncertainty and the equilibrium value of the real effective euro exchange rate In: Working Paper Series. [Full Text][Citation analysis] | paper | 50 |
| 2004 | The short-term impact of government budgets on prices: evidence from macroeconomic models In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2008 | Factor analysis in a model with rational expectations In: Econometrics Journal. [Full Text][Citation analysis] | article | 17 |
| 2007 | Factor Analysis in a Model with Rational Expectations.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2004 | The euro area viewed as a single economy: how does it respond to shocks? In: Economic Modelling. [Full Text][Citation analysis] | article | 23 |
| 2005 | An area-wide model for the euro area In: Economic Modelling. [Full Text][Citation analysis] | article | 349 |
| 1992 | The financial behaviour of French households In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 1994 | Strong hysteresis versus zero-root dynamics In: Economics Letters. [Full Text][Citation analysis] | article | 40 |
| 2008 | The impact of government budgets on prices: Evidence from macroeconometric models In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 12 |
| In: . [Full Text][Citation analysis] | chapter | 1 | |
| 2004 | Complex Remanence vs. Simple Persistence: Are Hysteresis and Unit-Root Processes Observationally Equivalent? In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 9 |
| 2004 | Complex 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 | |
| 2005 | Complex Remanence vs. Simple Persistence: Are Hysteresis and Unit-Root Processes observationally equivalent?.(2005) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| In: . [Full Text][Citation analysis] | article | 2 | |
| 1993 | Unit Root in the Wage?Price Spiral Is Not Hysteresis in Unemployment In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 2 |
| 1997 | Money Demand in EU Countries : A Survey. In: European Monetary Institute. [Citation analysis] | paper | 57 |
| 2005 | Money Demand in EU Countries: A Survey.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 1989 | Les interdépendances macroéconomiques en Europe In: Post-Print. [Citation analysis] | paper | 0 |
| .() In: . [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 1990 | MIMOSA, une modélisation de léconomie mondiale In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
| 1990 | MIMOSA, une modélisation de léconomie mondiale.(1990) In: Revue de l'OFCE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1995 | German Unification and Asymmetry in the ERM: Comment on Gardner and Perraudin In: IMF Staff Papers. [Full Text][Citation analysis] | article | 1 |
| 1993 | Fluctuations du dollar, indicateurs macro-économiques et investissements directs américains dans les pays développés In: Économie et Prévision. [Full Text][Citation analysis] | article | 0 |
| 1993 | Les investissements étrangers directs : développement et spécificité des échanges avec la communauté européenne In: Économie et Statistique. [Full Text][Citation analysis] | article | 0 |
| 2003 | MZE, un modèle macroéconométrique pour la zone euro ; suivi dun commentaire de Jérome Henry In: Économie et Statistique. [Full Text][Citation analysis] | article | 0 |
| 1993 | La 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] | article | 0 |
| 1988 | Deux partages du revenu national des grands pays de lOCDE In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 5 |
| 1988 | Coût relatif capital-travail et substitution : existe-t-il encore un lien ? In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 7 |
| 1989 | Linvestissement direct des Etats-Unis dans les pays occidentaux depuis 1980 : une évaluation économétrique In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
| 1989 | Croissance et déséquilibres de léconomie mondiale. Une projection CEPII-OFCE àlhorizon 1993 In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
| 1990 | Répartition et formation du revenu disponible dans cinq grands pays In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 1 |
| Labour market dynamics in the euro area: A model-based sensitivity analysis In: Modeling, Computing, and Mastering Complexity 2003. [Full Text][Citation analysis] | paper | 0 | |
| 2002 | interpolation with a large information set In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] | paper | 4 |
| 1990 | MIMOSA, une modélisation de léconomie mondiale In: Sciences Po publications. [Full Text][Citation analysis] | paper | 1 |
| 1998 | Long run money demand in the EU: Evidence for area-wide aggregates In: Empirical Economics. [Full Text][Citation analysis] | article | 108 |
| 2005 | THE FRENCH-GERMAN INTEREST RATE DIFFERENTIAL SINCE GERMAN In: International Finance. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team