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Details about Patrick Fève

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Homepage:http://idei.fr/member.php?i=36
Workplace:Toulouse School of Economics (TSE), (more information at EDIRC)

Access statistics for papers by Patrick Fève.

Last updated 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pfv1


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Working Papers

2024

  1. Dynamic Identification in VARs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2022) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022) Downloads
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2022) Downloads
    Working Papers, HAL (2022) Downloads
  2. From Buzz to Bust: How Fake News Shapes the Business Cycle
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads
    Also in ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany (2024) Downloads

2023

  1. Frictionless house-price momentum
    BCL working papers, Central Bank of Luxembourg Downloads
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2023) Downloads

2022

  1. The Hammer and the Dance: Equilibrium and Optimal Policy during a Pandemic Crisis
    Working Papers, HAL Downloads
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2020) Downloads View citations (36)
    Working Papers, HAL (2021) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (36)

2021

  1. Costly default and skewed business cycle
    Post-Print, HAL Downloads View citations (4)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2019) Downloads
    BCL working papers, Central Bank of Luxembourg (2019) Downloads

    See also Journal Article Costly default and skewed business cycles, European Economic Review, Elsevier (2021) Downloads View citations (4) (2021)

2019

  1. Costly Default And Asymmetric Real Business Cycles
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
    See also Journal Article Costly default and skewed business cycles, European Economic Review, Elsevier (2021) Downloads View citations (4) (2021)
  2. Shadow Banking and the Great Recession
    2019 Meeting Papers, Society for Economic Dynamics Downloads
    Also in BCL working papers, Central Bank of Luxembourg (2019) Downloads View citations (3)
    TSE Working Papers, Toulouse School of Economics (TSE) (2019) Downloads View citations (2)

    See also Journal Article The fall in shadow banking and the slow U.S. recovery, Journal of Economic Dynamics and Control, Elsevier (2022) Downloads View citations (3) (2022)

2018

  1. Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (3)
    Also in BCL working papers, Central Bank of Luxembourg (2017) Downloads View citations (9)

    See also Journal Article Shadow banking and financial regulation: A small-scale DSGE perspective, Journal of Economic Dynamics and Control, Elsevier (2019) Downloads View citations (39) (2019)
  2. Predetermined Interest Rates in a Analytical RBC model
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (1)
    Also in BCL working papers, Central Bank of Luxembourg (2018) Downloads

    See also Journal Article Predetermined interest rates in an analytical RBC model, Economics Letters, Elsevier (2018) Downloads View citations (1) (2018)
  3. State-Dependent Risk Taking and the Transmission of Monetary Policy Shocks
    Post-Print, HAL View citations (5)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2017) Downloads

    See also Journal Article State-dependent risk taking and the transmission of monetary policy shocks, Economics Letters, Elsevier (2018) Downloads View citations (5) (2018)
  4. The Horizontally S-Shaped Laffer Curve
    Post-Print, HAL View citations (12)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2017) Downloads View citations (6)

    See also Journal Article The Horizontally S-Shaped Laffer Curve, Journal of the European Economic Association, European Economic Association (2018) Downloads View citations (13) (2018)

2017

  1. In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area
    Post-Print, HAL View citations (9)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2016) Downloads View citations (6)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2014) Downloads
    Working papers, Banque de France (2016) Downloads View citations (3)

    See also Journal Article In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) Downloads View citations (12) (2017)

2016

  1. An Analytical Characterization of Noisy Fiscal Policy
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (7)
    See also Journal Article An analytical characterization of noisy fiscal policy, Economics Letters, Elsevier (2016) Downloads View citations (5) (2016)
  2. Noisy Fiscal Policy
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (10)
    See also Journal Article Noisy fiscal policy, European Economic Review, Elsevier (2016) Downloads View citations (10) (2016)
  3. Persistent Government Spending and Fiscal Multipliers: the Investment-Channel
    2016 Meeting Papers, Society for Economic Dynamics Downloads View citations (19)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2016) Downloads View citations (16)

    See also Journal Article Persistent government spending and fiscal multipliers: The investment-channel, European Economic Review, Elsevier (2016) Downloads View citations (15) (2016)
  4. Sentiments in SVARs
    2016 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2016) Downloads View citations (1)

    See also Journal Article Sentiments in SVARs, The Economic Journal, Royal Economic Society (2019) Downloads View citations (7) (2019)
  5. When is Nonfundamentalness in SVARs A Real Problem?
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (6)
    See also Journal Article When is Nonfundamentalness in SVARs a Real Problem?, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2019) Downloads View citations (15) (2019)

2015

  1. On the Size of the Government Spending Multiplier in the Euro Area
    Post-Print, HAL View citations (6)
    Also in Working papers, Banque de France (2015) Downloads View citations (7)
    TSE Working Papers, Toulouse School of Economics (TSE) (2013) Downloads View citations (1)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2013) Downloads View citations (1)

    See also Journal Article On the size of the government spending multiplier in the euro area, Oxford Economic Papers, Oxford University Press (2015) Downloads View citations (7) (2015)
  2. When is Nonfundamentalness in VARs A Real Problem? An Application to News Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (36)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (35)

2014

  1. Règles Budgétaires Strictes et Stabilité Macroéconomique: Le Cas de la TVA Sociale
    Post-Print, HAL
    See also Journal Article Règles budgétaires strictes et stabilité macroéconomique. Le cas de la tva sociale, Revue économique, Presses de Sciences-Po (2014) Downloads (2014)

2013

  1. A Pitfall with Estimated DSGE-Based Government-Spending Multipliers
    Post-Print, HAL View citations (42)
    See also Journal Article A Pitfall with Estimated DSGE-Based Government Spending Multipliers, American Economic Journal: Macroeconomics, American Economic Association (2013) Downloads View citations (59) (2013)
  2. Strict Fiscal Rules and Macroeconomic Stability: The Case of Social VAT
    Working papers, Banque de France Downloads
  3. The Laffer Curve in an Incomplete-Market Economy
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (7)
    Also in Working papers, Banque de France (2013) Downloads View citations (18)
    TSE Working Papers, Toulouse School of Economics (TSE) (2013) Downloads View citations (6)
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (1)

2012

  1. A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (5)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads
    Working papers, Banque de France (2012) Downloads View citations (5)
    TSE Working Papers, Toulouse School of Economics (TSE) (2012) Downloads View citations (6)
  2. Identifying News Shocks from SVARs
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (5)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2012) Downloads View citations (5)

    See also Journal Article Identifying News Shocks from SVARs, Journal of Macroeconomics, Elsevier (2012) Downloads View citations (6) (2012)
  3. News Shocks, Information Flows and SVARs
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (1)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2012)

    See also Journal Article News Shocks, Information Flows and SVARs, Annals of Economics and Statistics, GENES (2014) Downloads (2014)
  4. Sur les Causes et les Effets en Macro-Economie: les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2012) Downloads

    See also Journal Article Sur les causes et les effets en macro économie: les Contributions de Sargent et Sims, Prix Nobel d'Economie 2011, Revue d'économie politique, Dalloz (2012) Downloads (2012)
  5. Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2012) Downloads

    See also Journal Article Understanding the effect of technology shocks in SVARs with long-run restrictions, Journal of Economic Dynamics and Control, Elsevier (2014) Downloads View citations (15) (2014)

2011

  1. Désinflation et Chômage dans la Zone Euro: Une Analyse à l’Aide d’un Modèle VAR Structurel
    Post-Print, HAL
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009) Downloads

    See also Journal Article Désinflation et chômage dans la zone euro: une analyse à l'aide d'un modèle var structurel, Annals of Economics and Statistics, GENES (2010) Downloads (2010)
  2. Externality in Labor Supply and Government Spending
    Post-Print, HAL View citations (5)
    See also Journal Article Externality in labor supply and government spending, Economics Letters, Elsevier (2011) Downloads View citations (7) (2011)

2010

  1. Disinflation Shocks in the Eurozone: A DSGE Perspective
    Post-Print, HAL View citations (17)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2007) Downloads
    TSE Working Papers, Toulouse School of Economics (TSE) (2009) Downloads

    See also Journal Article Disinflation Shocks in the Eurozone: A DSGE Perspective, Journal of Money, Credit and Banking, Blackwell Publishing (2010) View citations (19) (2010)
  2. Inflation Target Shocks and Monetary Policy Inertia in the Euro Area
    Post-Print, HAL View citations (17)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2008) Downloads View citations (16)
    Working papers, Banque de France (2009) Downloads View citations (5)
    TSE Working Papers, Toulouse School of Economics (TSE) (2009) Downloads View citations (7)

    See also Journal Article Inflation Target Shocks and Monetary Policy Inertia in the Euro Area, Economic Journal, Royal Economic Society (2010) View citations (20) (2010)
  3. La TVA Sociale: Bonne ou Mauvaise Idée ?
    Post-Print, HAL View citations (2)
    Also in Working papers, Banque de France (2009) Downloads View citations (1)
    TSE Working Papers, Toulouse School of Economics (TSE) (2009) Downloads View citations (2)

    See also Journal Article La TVA sociale: bonne ou mauvaise idée ?, Economie & Prévision, La Documentation Française (2010) Downloads View citations (4) (2010)

2009

  1. D sinflation et ch mage dans la zone euro: une analyse l'aide d'un mod le VAR structurel
    Working papers, Banque de France Downloads
  2. Hours Worked and Permanent Technology Shocks in Open Economies
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads
    See also Journal Article Hours Worked and Permanent Technology Shocks in Open Economies, Open Economies Review, Springer (2010) Downloads (2010)
  3. Identification of Technology Shocks in Structural VARs
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2006) Downloads View citations (1)
    Cahiers de recherche, CIRPEE (2007) Downloads View citations (1)

    See also Journal Article Identification of Technology Shocks in Structural Vars, Economic Journal, Royal Economic Society (2010) View citations (11) (2010)
  4. Minimum Distance Estimation and Testing of DSGE Models from Structural VARs
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (10)
    Also in Post-Print, HAL (2009) View citations (9)
    Working papers, Banque de France (2009) Downloads View citations (10)

    See also Journal Article Minimum Distance Estimation and Testing of DSGE Models from Structural VARs*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2009) Downloads View citations (10) (2009)
  5. On the Dynamic Implications of News Shocks
    Post-Print, HAL View citations (28)
    See also Journal Article On the dynamic implications of news shocks, Economics Letters, Elsevier (2009) Downloads View citations (32) (2009)
  6. Une estimation de la cible implicite d inflation dans la zone euro
    Working papers, Banque de France Downloads
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009) Downloads

    See also Journal Article Une estimation de la cible implicite d’inflation dans la zone euro, Revue Française d'Économie, Programme National Persée (2009) Downloads View citations (1) (2009)

2008

  1. Chocs d Offre et Optimalit de la Politique Mon taire dans la Zone Euro
    Working papers, Banque de France Downloads
    Also in Post-Print, HAL (2008)

    See also Journal Article Chocs d'offre et optimalité de la politique monétaire dans la zone euro, Revue économique, Presses de Sciences-Po (2008) Downloads (2008)
  2. Online Appendix to "Technology shocks around the world"
    Online Appendices, Review of Economic Dynamics Downloads
    See also Journal Article Technology shocks around the world, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009) Downloads View citations (15) (2009)

2007

  1. Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (30)
    See also Journal Article Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis, International Journal of Central Banking, International Journal of Central Banking (2007) Downloads View citations (35) (2007)
  2. Optimal Monetary Policy and Technological Shocks in the Post-War US Business Cycle
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads
  3. The Dynamic Effects of Disinflation Policies
    Working papers, Banque de France Downloads View citations (6)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2007) Downloads View citations (4)
  4. The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach
    Cahiers de recherche, CIRPEE Downloads
    See also Journal Article The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach, Journal of Money, Credit and Banking, Blackwell Publishing (2009) View citations (12) (2009)

2006

  1. Monetary Policy Inertia or Persistent Shocks?
    Working papers, Banque de France Downloads
    See also Journal Article Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis, International Journal of Central Banking, International Journal of Central Banking (2007) Downloads View citations (35) (2007)

2005

  1. Can the Kydland--Prescott Model Pass the Cogley--Nason Test?
    Working papers, Banque de France Downloads
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2005) Downloads
  2. La Modélisation Macro-Econométrique Dynamique
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse
    See also Journal Article La modélisation macro-économétrique dynamique, Revue d'économie politique, Dalloz (2006) Downloads (2006)
  3. Labor adjustment costs and complex eigenvalues
    Post-Print, HAL
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2002) Downloads View citations (1)

    See also Journal Article Labor adjustment costs and complex eigenvalues, Economic Theory, Springer (2006) Downloads View citations (1) (2006)
  4. Predictability and Habit Persistence
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads
    See also Journal Article Predictability and habit persistence, Journal of Economic Dynamics and Control, Elsevier (2006) Downloads View citations (4) (2006)
  5. Solving RE models for dummies
    Computing in Economics and Finance 2005, Society for Computational Economics
  6. Technology Shock and Employment: Do We Need Models with a Fall in Hours?
    2005 Meeting Papers, Society for Economic Dynamics View citations (4)
  7. Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?
    Working papers, Banque de France Downloads View citations (5)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2005) Downloads View citations (4)
  8. Technology Shocks around the World
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (1)
    See also Journal Article Technology shocks around the world, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009) Downloads View citations (15) (2009)

2004

  1. Beliefs Based Exchange Rate Overshooting
    Post-Print, HAL
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2001) Downloads
  2. Do Models with Exogenous Money Supply Produce a Taylor Rule like Behavior ?
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse
  3. Indeterminacy Produces Determinacy
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads
  4. Le rôle des chocs technologiques mondiaux dans les fluctuations agrégées
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads
    See also Journal Article Le rôle des chocs technologiques mondiaux dans les fluctuations agrégées, Revue économique, Presses de Sciences-Po (2005) Downloads (2005)
  5. Some Perils of Policy Rule Regression
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (1)

2003

  1. Are Monetary Models with Exogenous Money Growth Rule Able to Match the Taylor Rule?
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (2)
  2. Attribute Choices and Structural Econometrics of Price Elasticity of Demand
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads
  3. Money Growth and Interest Rate Rules: Is There an Observational Equivalence?
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (5)
  4. Simple Structural Econometrics of Price Elasticity
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (1)
    See also Journal Article Simple structural econometrics of price elasticity, Economics Letters, Elsevier (2005) Downloads (2005)
  5. Solving Asset Pricing Models with Habit Persistence
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads

2002

  1. Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data
    Post-Print, HAL Downloads
    See also Journal Article Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data, Economics Bulletin, AccessEcon (2002) Downloads (2002)

2001

  1. Habit Persistence and Beliefs
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (2)
  2. Structural Inference and the Lucas Critique
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (2)
    See also Journal Article Structural Inference and the Lucas Critique, Annals of Economics and Statistics, GENES (2002) Downloads View citations (4) (2002)

2000

  1. Heternenous Labor Demand and Aggregate Job Flows. Specification, Estimation and Testing with French Data
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
  2. Labor Adjustment Costs and Endogenous Cycling in Dynamic General Equilibrium Models
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)

1999

  1. A structural model for US aggregate job flows
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads
    See also Journal Article A structural model of US aggregate job flows, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2002) Downloads View citations (10) (2002)
  2. Evidence and Theory on Asymmetries in US Aggregate Job Flows
    Computing in Economics and Finance 1999, Society for Computational Economics
    Also in Working Papers, Center for Research in Economics and Statistics (1998) Downloads
  3. Is It Worth Reducing Exclusion?
    Computing in Economics and Finance 1999, Society for Computational Economics
  4. Testing for hysteresis: unemployment persistence and wage adjustment
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads View citations (2)
    See also Journal Article Testing for hysteresis: Unemployment persistence and wage adjustment, Empirical Economics, Springer (2003) Downloads View citations (5) (2003)

1998

  1. Assessing effective sustainability of fiscal policy within the G-7
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads View citations (1)
    See also Journal Article Assessing Effective Sustainability of Fiscal Policy within the G–7, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2000) Downloads View citations (13) (2000)
  2. Feedback covariates unit root tests: an application to the sustainability of fiscal policy
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads

1997

  1. Variable labor adjustment costs and aggregate non linear dynamics
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads

1996

  1. Can animal spirits explain the dynamics of European unemployment?
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (1)

1995

  1. La methode des moments generalisees et ses extensions, theory et applications en macroeconomie
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) View citations (1)

1993

  1. Aspects Sectoriels des Exportations Francaises: une Approche en Terme de Causalite
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
  2. The R.B.C. Model Through Statistical Inference an Application on French Data
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)

1992

  1. Algorithme esperance-maximisation et modeles economiques de rationnement sur un marche
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
  2. Cycle de vie, epargne de precaution et risque de revenu: une approche empirique
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
  3. Estimation du Modele de Croissance Neoclassique et Test de ses Proprietes Cycliques sur Donnees Francaises
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
  4. Fractional Processes and Purchasing Power Parity
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
  5. Parite de pouvoir d'achat; un examen empirique de la stationnarite de taux de change reel
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
  6. Selection des regimes et indicateurs imparfaits: une application au marche des exportations
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)

Journal Articles

2022

  1. The fall in shadow banking and the slow U.S. recovery
    Journal of Economic Dynamics and Control, 2022, 139, (C) Downloads View citations (3)
    See also Working Paper Shadow Banking and the Great Recession, 2019 Meeting Papers (2019) Downloads (2019)

2021

  1. Costly default and skewed business cycles
    European Economic Review, 2021, 132, (C) Downloads View citations (4)
    See also Working Paper Costly Default And Asymmetric Real Business Cycles, LIDAM Discussion Papers IRES (2019) Downloads (2019)
    Working Paper Costly default and skewed business cycle, Post-Print (2021) Downloads View citations (4) (2021)

2019

  1. Sentiments in SVARs
    The Economic Journal, 2019, 129, (618), 877-896 Downloads View citations (7)
    See also Working Paper Sentiments in SVARs, 2016 Meeting Papers (2016) Downloads View citations (1) (2016)
  2. Shadow banking and financial regulation: A small-scale DSGE perspective
    Journal of Economic Dynamics and Control, 2019, 101, (C), 130-144 Downloads View citations (39)
    See also Working Paper Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective, TSE Working Papers (2018) Downloads View citations (3) (2018)
  3. When is Nonfundamentalness in SVARs a Real Problem?
    Review of Economic Dynamics, 2019, 34, 221-243 Downloads View citations (15)
    See also Software Item Code and data files for "When is Nonfundamentalness in SVARs a Real Problem?", Computer Codes (2019) Downloads (2019)
    Working Paper When is Nonfundamentalness in SVARs A Real Problem?, TSE Working Papers (2016) Downloads View citations (6) (2016)

2018

  1. Erratum: The Horizontally S-Shaped Laffer Curve
    Journal of the European Economic Association, 2018, 16, (2), 561-561 Downloads View citations (1)
  2. Predetermined interest rates in an analytical RBC model
    Economics Letters, 2018, 172, (C), 12-15 Downloads View citations (1)
    See also Working Paper Predetermined Interest Rates in a Analytical RBC model, TSE Working Papers (2018) Downloads View citations (1) (2018)
  3. State-dependent risk taking and the transmission of monetary policy shocks
    Economics Letters, 2018, 164, (C), 10-14 Downloads View citations (5)
    See also Working Paper State-Dependent Risk Taking and the Transmission of Monetary Policy Shocks, Post-Print (2018) View citations (5) (2018)
  4. The Horizontally S-Shaped Laffer Curve
    Journal of the European Economic Association, 2018, 16, (3), 857-893 Downloads View citations (13)
    See also Working Paper The Horizontally S-Shaped Laffer Curve, Post-Print (2018) View citations (12) (2018)

2017

  1. In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area
    Journal of Applied Econometrics, 2017, 32, (3), 704-718 Downloads View citations (12)
    See also Working Paper In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area, Post-Print (2017) View citations (9) (2017)

2016

  1. An analytical characterization of noisy fiscal policy
    Economics Letters, 2016, 148, (C), 76-79 Downloads View citations (5)
    See also Working Paper An Analytical Characterization of Noisy Fiscal Policy, TSE Working Papers (2016) Downloads View citations (7) (2016)
  2. Noisy fiscal policy
    European Economic Review, 2016, 85, (C), 144-164 Downloads View citations (10)
    See also Working Paper Noisy Fiscal Policy, TSE Working Papers (2016) Downloads View citations (10) (2016)
  3. Persistent government spending and fiscal multipliers: The investment-channel
    European Economic Review, 2016, 89, (C), 425-453 Downloads View citations (15)
    See also Working Paper Persistent Government Spending and Fiscal Multipliers: the Investment-Channel, 2016 Meeting Papers (2016) Downloads View citations (19) (2016)

2015

  1. On the size of the government spending multiplier in the euro area
    Oxford Economic Papers, 2015, 67, (3), 531-552 Downloads View citations (7)
    See also Working Paper On the Size of the Government Spending Multiplier in the Euro Area, Post-Print (2015) View citations (6) (2015)

2014

  1. News Shocks, Information Flows and SVARs
    Annals of Economics and Statistics, 2014, (113-114), 293-307 Downloads
    See also Working Paper News Shocks, Information Flows and SVARs, TSE Working Papers (2012) Downloads View citations (1) (2012)
  2. Règles budgétaires strictes et stabilité macroéconomique. Le cas de la tva sociale
    Revue économique, 2014, 65, (3), 543-556 Downloads
    See also Working Paper Règles Budgétaires Strictes et Stabilité Macroéconomique: Le Cas de la TVA Sociale, Post-Print (2014) (2014)
  3. Understanding the effect of technology shocks in SVARs with long-run restrictions
    Journal of Economic Dynamics and Control, 2014, 41, (C), 154-172 Downloads View citations (15)
    See also Working Paper Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions, IDEI Working Papers (2012) Downloads (2012)

2013

  1. A Pitfall with Estimated DSGE-Based Government Spending Multipliers
    American Economic Journal: Macroeconomics, 2013, 5, (4), 141-78 Downloads View citations (59)
    See also Working Paper A Pitfall with Estimated DSGE-Based Government-Spending Multipliers, Post-Print (2013) View citations (42) (2013)

2012

  1. Identifying News Shocks from SVARs
    Journal of Macroeconomics, 2012, 34, (4), 919-932 Downloads View citations (6)
    See also Working Paper Identifying News Shocks from SVARs, TSE Working Papers (2012) Downloads View citations (5) (2012)
  2. Sur les causes et les effets en macro économie: les Contributions de Sargent et Sims, Prix Nobel d'Economie 2011
    Revue d'économie politique, 2012, 122, (3), 335-364 Downloads
    See also Working Paper Sur les Causes et les Effets en Macro-Economie: les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011, IDEI Working Papers (2012) Downloads (2012)
  3. The Dynamic Effects of Disinflation Policies in the U. S
    Revue d'économie politique, 2012, 122, (6), 867-885 Downloads

2011

  1. Externality in labor supply and government spending
    Economics Letters, 2011, 112, (3), 273-276 Downloads View citations (7)
    See also Working Paper Externality in Labor Supply and Government Spending, Post-Print (2011) View citations (5) (2011)

2010

  1. Disinflation Shocks in the Eurozone: A DSGE Perspective
    Journal of Money, Credit and Banking, 2010, 42, (2-3), 289-323 View citations (19)
    Also in Journal of Money, Credit and Banking, 2010, 42, (2‐3), 289-323 (2010) Downloads View citations (6)

    See also Working Paper Disinflation Shocks in the Eurozone: A DSGE Perspective, Post-Print (2010) View citations (17) (2010)
  2. Désinflation et chômage dans la zone euro: une analyse à l'aide d'un modèle var structurel
    Annals of Economics and Statistics, 2010, (99-100), 365-394 Downloads
    See also Working Paper Désinflation et Chômage dans la Zone Euro: Une Analyse à l’Aide d’un Modèle VAR Structurel, Post-Print (2011) (2011)
  3. Hours Worked and Permanent Technology Shocks in Open Economies
    Open Economies Review, 2010, 21, (1), 69-86 Downloads
    See also Working Paper Hours Worked and Permanent Technology Shocks in Open Economies, TSE Working Papers (2009) Downloads (2009)
  4. Identification of Technology Shocks in Structural Vars
    Economic Journal, 2010, 120, (549), 1284-1318 View citations (11)
    See also Working Paper Identification of Technology Shocks in Structural VARs, TSE Working Papers (2009) Downloads (2009)
  5. Inflation Target Shocks and Monetary Policy Inertia in the Euro Area
    Economic Journal, 2010, 120, (547), 1100-1124 View citations (20)
    See also Working Paper Inflation Target Shocks and Monetary Policy Inertia in the Euro Area, Post-Print (2010) View citations (17) (2010)
  6. La TVA sociale: bonne ou mauvaise idée ?
    Economie & Prévision, 2010, n° 193, (2), 1-19 Downloads View citations (4)
    Also in Économie et Prévision, 2010, 193, (2), 1-19 (2010) Downloads View citations (4)

    See also Working Paper La TVA Sociale: Bonne ou Mauvaise Idée ?, Post-Print (2010) View citations (2) (2010)

2009

  1. Minimum Distance Estimation and Testing of DSGE Models from Structural VARs*
    Oxford Bulletin of Economics and Statistics, 2009, 71, (6), 883-894 Downloads View citations (10)
    See also Working Paper Minimum Distance Estimation and Testing of DSGE Models from Structural VARs, TSE Working Papers (2009) Downloads View citations (10) (2009)
  2. On the dynamic implications of news shocks
    Economics Letters, 2009, 102, (2), 96-98 Downloads View citations (32)
    See also Working Paper On the Dynamic Implications of News Shocks, Post-Print (2009) View citations (28) (2009)
  3. Technology shocks around the world
    Review of Economic Dynamics, 2009, 12, (4), 592-607 Downloads View citations (15)
    See also Working Paper Technology Shocks around the World, IDEI Working Papers (2005) Downloads View citations (1) (2005)
    Working Paper Online Appendix to "Technology shocks around the world", Online Appendices (2008) Downloads (2008)
    Software Item Code and data files for "Technology shocks around the world", Computer Codes (2008) Downloads (2008)
  4. The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach
    Journal of Money, Credit and Banking, 2009, 41, (5), 987-1013 View citations (12)
    Also in Journal of Money, Credit and Banking, 2009, 41, (5), 987-1013 (2009) Downloads View citations (2)

    See also Working Paper The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach, Cahiers de recherche (2007) Downloads (2007)
  5. Une estimation de la cible implicite d’inflation dans la zone euro
    Revue Française d'Économie, 2009, 24, (2), 39-56 Downloads View citations (1)
    See also Working Paper Une estimation de la cible implicite d inflation dans la zone euro, Working papers (2009) Downloads (2009)

2008

  1. Chocs d'offre et optimalité de la politique monétaire dans la zone euro
    Revue économique, 2008, 59, (3), 527-536 Downloads
    See also Working Paper Chocs d Offre et Optimalit de la Politique Mon taire dans la Zone Euro, Working papers (2008) Downloads (2008)
  2. Modèles VAR ou DSGE: que choisir ?
    Économie et Prévision, 2008, 183, (2), 153-174 Downloads View citations (2)
    Also in Economie & Prévision, 2008, n° 183-184, (2), 153-174 (2008) Downloads View citations (3)
  3. ON SUNSPOTS, HABITS, AND MONETARY FACTS
    Macroeconomic Dynamics, 2008, 12, (1), 72-96 Downloads View citations (5)
  4. On the observational (non)equivalence of money growth and interest rate rules
    Journal of Macroeconomics, 2008, 30, (3), 801-816 Downloads View citations (5)

2007

  1. DSGE models and their importance to central banks
    Quarterly selection of articles - Bulletin de la Banque de France, 2007, (09), 25-46 View citations (1)
    Also in Bulletin de la Banque de France, 2007, (161), 41-54 (2007) Downloads View citations (8)
  2. Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis
    International Journal of Central Banking, 2007, 3, (2), 1-38 Downloads View citations (35)
    See also Working Paper Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis, IDEI Working Papers (2007) Downloads View citations (30) (2007)
    Working Paper Monetary Policy Inertia or Persistent Shocks?, Working papers (2006) Downloads (2006)
  3. Monetary policy dynamics in the Euro area
    Economics Letters, 2007, 96, (1), 97-102 Downloads View citations (18)
  4. Some analytics on bias in DSVARs
    Economics Letters, 2007, 97, (1), 32-38 Downloads View citations (3)
  5. Technology Shocks, Non-stationary Hours and DSVAR
    Review of Economic Dynamics, 2007, 10, (2), 238-255 Downloads View citations (4)

2006

  1. A NOTE ON THE EXACT SOLUTION OF ASSET PRICING MODELS WITH HABIT PERSISTENCE
    Macroeconomic Dynamics, 2006, 10, (2), 273-283 Downloads View citations (4)
  2. La modélisation macro-économétrique dynamique
    Revue d'économie politique, 2006, 116, (2), 147-197 Downloads
    See also Working Paper La Modélisation Macro-Econométrique Dynamique, IDEI Working Papers (2005) (2005)
  3. Labor adjustment costs and complex eigenvalues
    Economic Theory, 2006, 29, (1), 95-110 Downloads View citations (1)
    See also Working Paper Labor adjustment costs and complex eigenvalues, Post-Print (2005) (2005)
  4. Predictability and habit persistence
    Journal of Economic Dynamics and Control, 2006, 30, (11), 2217-2260 Downloads View citations (4)
    See also Working Paper Predictability and Habit Persistence, IDEI Working Papers (2005) Downloads (2005)

2005

  1. Electricity consumption and ICT in the French service sector
    Energy Economics, 2005, 27, (3), 541-550 Downloads View citations (48)
  2. Habit Persistence, Money Growth Rule and Real Indeterminacy
    Review of Economic Dynamics, 2005, 8, (1), 48-67 Downloads View citations (5)
  3. Le rôle des chocs technologiques mondiaux dans les fluctuations agrégées
    Revue économique, 2005, 56, (3), 745-754 Downloads
    See also Working Paper Le rôle des chocs technologiques mondiaux dans les fluctuations agrégées, IDEI Working Papers (2004) Downloads (2004)
  4. Modeling the liquidity effect with the limited participation model: A skeptical view
    Economics Letters, 2005, 87, (2), 259-265 Downloads View citations (1)
  5. Simple structural econometrics of price elasticity
    Economics Letters, 2005, 86, (1), 1-6 Downloads
    See also Working Paper Simple Structural Econometrics of Price Elasticity, IDEI Working Papers (2003) Downloads View citations (1) (2003)
  6. Voies de la modélisation macro-économétrique?
    Revue Française d'Économie, 2005, 20, (1), 147-179 Downloads

2004

  1. Habit Persistence and Money in the Utility Function
    Economics Bulletin, 2004, 5, (10), 1-9 Downloads View citations (1)
  2. Technology Shock and Employment under Catching up with the Joneses
    Economics Bulletin, 2004, 5, (3), 1-8 Downloads View citations (1)

2003

  1. Estimation de la règle de Taylor et identification de la politique monétaire
    Revue économique, 2003, 54, (3), 511-520 Downloads View citations (3)
  2. Testing for hysteresis: Unemployment persistence and wage adjustment
    Empirical Economics, 2003, 28, (3), 535-552 Downloads View citations (5)
    See also Working Paper Testing for hysteresis: unemployment persistence and wage adjustment, CEPREMAP Working Papers (Couverture Orange) (1999) Downloads View citations (2) (1999)

2002

  1. A structural model of US aggregate job flows
    Journal of Applied Econometrics, 2002, 17, (3), 197-223 Downloads View citations (10)
    See also Working Paper A structural model for US aggregate job flows, CEPREMAP Working Papers (Couverture Orange) (1999) Downloads (1999)
  2. Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data
    Economics Bulletin, 2002, 3, (11), 1-13 Downloads
    See also Working Paper Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data, Post-Print (2002) Downloads (2002)
  3. Habit Persistence and Beliefs Based Liquidity Effect
    Economics Bulletin, 2002, 5, (2), 1-7 Downloads View citations (2)
  4. Interest Rate and Inflation in Monetary Models with Exogenous Money Growth Rule
    Economics Bulletin, 2002, 5, (1), 1-10 Downloads View citations (4)
  5. L'économétrie de la politique économique / Econometrics of Economic Policy
    Annals of Economics and Statistics, 2002, (67-68), 1-19 Downloads
  6. Money and external habit persistence: A tale for chaos
    Economics Letters, 2002, 76, (1), 121-127 Downloads View citations (3)
  7. Solving labor demand models under asymmetric adjustment costs
    Journal of Economic Dynamics and Control, 2002, 26, (5), 797-809 Downloads View citations (1)
  8. Structural Inference and the Lucas Critique
    Annals of Economics and Statistics, 2002, (67-68), 183-206 Downloads View citations (4)
    See also Working Paper Structural Inference and the Lucas Critique, IDEI Working Papers (2001) Downloads View citations (2) (2001)

2000

  1. Assessing Effective Sustainability of Fiscal Policy within the G–7
    Oxford Bulletin of Economics and Statistics, 2000, 62, (2), 175-195 Downloads View citations (13)
    See also Working Paper Assessing effective sustainability of fiscal policy within the G-7, CEPREMAP Working Papers (Couverture Orange) (1998) Downloads View citations (1) (1998)
  2. On modelling convergence clubs
    Applied Economics Letters, 2000, 7, (5), 311-314 Downloads View citations (10)
  3. Solving and Estimating Dynamic Models under Rational Expectations
    Computational Economics, 2000, 15, (3), 201-221 Downloads View citations (2)

1998

  1. Une évaluation économétrique de la soutenabilité de la dette extérieure des pays en développement
    Revue Économique, 1998, 49, (1), 75-86 Downloads View citations (1)

1997

  1. Les méthodes d'étalonnage au regard de l'économétrie
    Revue Économique, 1997, 48, (3), 629-638 Downloads View citations (1)

1996

  1. Hétérogénéité, mémoire longue et dynamique du taux de change réel
    Économie et Prévision, 1996, 123, (2), 23-43 Downloads View citations (1)
  2. Les modèles keynésiens et de cycles réels sont-ils si différents ?
    Revue Économique, 1996, 47, (3), 521-530 Downloads
  3. Unemployment and the business cycle in a small open economy: G.M.M. estimation and testing with French data
    Journal of Economic Dynamics and Control, 1996, 20, (9-10), 1609-1639 Downloads View citations (30)

1995

  1. La méthode des moments généralisés et ses extensions: théorie et applications en macro-économie
    Économie et Prévision, 1995, 119, (3), 139-170 Downloads View citations (4)

1994

  1. The RBC Models through Statistical Inference: An Application with French Data
    Journal of Applied Econometrics, 1994, 9, (S), S11-35 Downloads View citations (15)

1990

  1. Ralentissement de l'activité mondiale et crise du Golfe: quels ajustements pour l'économie française ?
    Économie et Prévision, 1990, 96, (5), 33-44 Downloads

Software Items

2019

  1. Code and data files for "When is Nonfundamentalness in SVARs a Real Problem?"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article When is Nonfundamentalness in SVARs a Real Problem?, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2019) Downloads View citations (15) (2019)

2008

  1. Code and data files for "Technology shocks around the world"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article Technology shocks around the world, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009) Downloads View citations (15) (2009)
 
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