15
H index
22
i10 index
1724
Citations
Jerome Henry : Citation Profile
European Central Bank | RESEARCH PRODUCTION: 28 Articles 32 Papers 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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:
|
Main data
Where Jerome Henry has published?
| Journals with more than one article published | # docs |
|---|---|
| Revue de l'OFCE | 6 |
| Economic Modelling | 3 |
| �conomie 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 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
| Post-Print / HAL | 3 |
| Macroeconomics / University Library of Munich, Germany | 2 |
| SciencePo Working papers Main / HAL | 2 |
| Occasional Paper Series / European Central Bank | 2 |
Recent works citing Jerome Henry (2025 and 2024)
Year  | Title of citing document | |
|---|---|---|
| 2024 | The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158. Full description at Econpapers || Download paper | |
| 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 | |
| 2024 | . Full description at Econpapers || Download paper | |
| 2024 | . 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 | 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 |
| 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 | |
| 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 | |
| 2024 | How 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. 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 | |
| 2024 | Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy. (2001). Hoppner, Florian ; Gottschalk, Jan . In: Kiel Working Papers. RePEc:kie:kieliw:1074. Full description at Econpapers || Download paper | |
| 2024 | Loan Supply Shocks, Prudential Regulation, and the Business Cycle. (2024). Rudel, Paul. In: MAGKS Papers on Economics. RePEc:mar:magkse:202409. Full description at Econpapers || Download paper | |
| 2024 | Is 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. 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 | 12 |
| 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: 12 | paper | |
| 2001 | Diffusion index-based inflation forecasts for the euro area In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 51 |
| 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: 51 | 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 | 29 |
| 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 | 90 |
| 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: 90 | 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: 90 | 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: 90 | 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 | 11 |
| 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: 11 | 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 | 22 |
| 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 | 663 |
| 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 | 18 |
| 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: 18 | paper | |
| 2004 | The euro area viewed as a single economy: how does it respond to shocks? In: Economic Modelling. [Full Text][Citation analysis] | article | 24 |
| 2005 | An area-wide model for the euro area In: Economic Modelling. [Full Text][Citation analysis] | article | 353 |
| 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 | 53 |
| 2005 | Money Demand in EU Countries: A Survey.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | 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 à lhorizon 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 | 102 |
| 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 February, 4 2025. Contact: CitEc Team