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Details about Jerome Henry

E-mail:
Postal address:jerome henry dge european central bank kaiserst 29 d-60311 frankfurt am main
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Jerome Henry.

Last updated 2017-03-08. Update your information in the RePEc Author Service.

Short-id: phe16


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Working Papers

2013

  1. A macro stress testing framework for assessing systemic risks in the banking sector
    Occasional Paper Series, European Central Bank Downloads View citations (10)

2010

  1. An Area Wide Real Time Data Base for the Euro Area
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (26)
    Working Paper Series, European Central Bank (2010) Downloads View citations (24)

    See also Journal Article in The Review of Economics and Statistics (2012)

2007

  1. Factor Analysis in a Model with Rational Expectations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Econometrics Journal (2008)

2005

  1. Complex Remanence vs. Simple Persistence: Are Hysteresis and Unit-Root Processes observationally equivalent?
    Computational Economics, EconWPA Downloads View citations (2)
  2. Factor Analysis in a New-Keynesian Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations (9)
  3. Money Demand in EU Countries: A Survey
    Macroeconomics, EconWPA Downloads View citations (11)
    Also in Working Papers, European Monetary Institute (1997) View citations (39)
  4. THE FRENCH-GERMAN INTEREST RATE DIFFERENTIAL SINCE GERMAN
    International Finance, EconWPA Downloads
  5. The short-term impact of government budgets on prices Evidence from macroeconometric models
    Macroeconomics, EconWPA Downloads View citations (6)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2004) Downloads View citations (14)
    Working Papers, Banco de España (2004) Downloads View citations (12)

2004

  1. Interpolation and Backdating with A Large Information Set
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2003) Downloads View citations (5)

    See also Journal Article in Journal of Economic Dynamics and Control (2006)
  2. The short-term impact of government budgets on prices: evidence from macroeconomic models
    Working Paper Series, European Central Bank Downloads View citations (10)

2002

  1. Model uncertainty and the equilibrium value of the real effective euro exchange rate
    Working Paper Series, European Central Bank Downloads View citations (33)
  2. interpolation with a large information set
    Computing in Economics and Finance 2002, Society for Computational Economics Downloads View citations (4)

2001

  1. A multi-country trend indicator for euro area inflation: computation and properties
    Working Paper Series, European Central Bank Downloads View citations (15)
    See also Chapter (2001)
  2. An area-wide model (AWM) for the euro area
    Working Paper Series, European Central Bank Downloads View citations (447)
  3. Diffusion index-based inflation forecasts for the euro area
    Working Paper Series, European Central Bank Downloads View citations (40)
    See also Chapter (2001)

1994

  1. Asymmetry in the EMS revisited: Evidence from the causality analysis of daily Eurorates
    Discussion Paper Serie B, University of Bonn, Germany View citations (14)
    See also Journal Article in Annals of Economics and Statistics (1995)
  2. The French-German Interest Rate Differential since German Unification: The Impact of the 1992 and 1993 EMS Crisis
    Discussion Paper Serie B, University of Bonn, Germany View citations (1)

1992

  1. Hysteresis: what it is and what it is not ?
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (8)

1990

  1. MIMOSA, une modélisation de l'économie mondiale
    Sciences Po publications, Sciences Po Downloads
    See also Journal Article in Revue de l'OFCE (1990)

Undated

  1. Labour market dynamics in the euro area: A model-based sensitivity analysis
    Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics Downloads View citations (1)

Journal Articles

2012

  1. An Area-Wide Real-Time Database for the Euro Area
    The Review of Economics and Statistics, 2012, 94, (4), 1000-1013 Downloads View citations (21)
    See also Working Paper (2010)

2008

  1. Factor analysis in a model with rational expectations
    Econometrics Journal, 2008, 11, (2), 271-286 Downloads View citations (8)
    See also Working Paper (2007)
  2. The impact of government budgets on prices: Evidence from macroeconometric models
    Journal of Policy Modeling, 2008, 30, (1), 123-143 Downloads View citations (12)

2006

  1. A real-time database for the euro area
    Research Bulletin, 2006, 5, 6-8 Downloads View citations (3)
  2. Interpolation and backdating with a large information set
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2693-2724 Downloads View citations (22)
    See also Working Paper (2004)

2005

  1. An area-wide model for the euro area
    Economic Modelling, 2005, 22, (1), 39-59 Downloads View citations (147)

2004

  1. The euro area viewed as a single economy: how does it respond to shocks?
    Economic Modelling, 2004, 21, (5), 833-875 Downloads View citations (26)

2003

  1. MZE, un modèle macroéconométrique pour la zone euro; suivi d'un commentaire de Jérome Henry
    Économie et Statistique, 2003, 367, (1), 3-37 Downloads

2002

  1. Determinants of the Effective Real Exchange Rate of the Synthetic Euro: Alternative Methodological Approaches
    Australian Economic Papers, 2002, 41, (4), 404-436 Downloads View citations (24)

1998

  1. Long run money demand in the EU: Evidence for area-wide aggregates
    Empirical Economics, 1998, 23, (3), 483-506 Downloads View citations (82)

1995

  1. Asymmetry in the EMS revisited: Evidence from the Causality Analysis of Daily Eurorates
    Annals of Economics and Statistics, 1995, (40), 125-160 Downloads View citations (1)
    See also Working Paper (1994)
  2. German Unification and Asymmetry in the ERM: Comment on Gardner and Perraudin
    IMF Staff Papers, 1995, 42, (4), 894-902 Downloads View citations (2)

1994

  1. Strong hysteresis versus zero-root dynamics
    Economics Letters, 1994, 44, (1-2), 43-47 Downloads View citations (22)

1993

  1. Fluctuations du dollar, indicateurs macro-économiques et investissements directs américains dans les pays développés
    Économie et Prévision, 1993, 107, (1), 63-80 Downloads
  2. La localisation des investissements français dans trois zones de l'OCDE. Une analyse économétrique des balances des paiements depuis 1979
    Revue Économique, 1993, 44, (4), 737-754 Downloads
  3. Les investissements étrangers directs: développement et spécificité des échanges avec la communauté européenne
    Économie et Statistique, 1993, 268, (1), 45-58 Downloads

1992

  1. The financial behaviour of French households
    Economic Modelling, 1992, 9, (3), 270-289 Downloads View citations (4)

1990

  1. MIMOSA, une modélisation de l'économie mondiale
    Revue de l'OFCE, 1990, 30, (1), 137-197 Downloads View citations (1)
    See also Working Paper (1990)
  2. Répartition et formation du revenu disponible dans cinq grands pays
    Revue de l'OFCE, 1990, 30, (1), 35-61 Downloads View citations (1)

1989

  1. Croissance et déséquilibres de l'économie mondiale. Une projection CEPII-OFCE à l'horizon 1993
    Revue de l'OFCE, 1989, 28, (1), 15-70 Downloads
  2. L'investissement direct des Etats-Unis dans les pays occidentaux depuis 1980: une évaluation économétrique
    Revue de l'OFCE, 1989, 26, (1), 165-188 Downloads

1988

  1. Coût relatif capital-travail et substitution: existe-t-il encore un lien ?
    Revue de l'OFCE, 1988, 24, (1), 163-182 Downloads View citations (6)
  2. Deux partages du revenu national des grands pays de l'OCDE
    Revue de l'OFCE, 1988, 24, (1), 103-124 Downloads View citations (4)

Chapters

2001

  1. A multi-country trend indicator for euro area inflation: computation and properties
    A chapter in Empirical studies of structural changes and inflation, 2001, vol. 03, pp 81-108 Downloads View citations (6)
    See also Working Paper (2001)
  2. Diffusion index-based inflation forecasts for the euro area
    A chapter in Empirical studies of structural changes and inflation, 2001, vol. 03, pp 109-138 Downloads View citations (32)
    See also Working Paper (2001)
 
Page updated 2017-04-23