Details about Jerome Henry

Access statistics for papers by Jerome Henry.

Last updated 2009-09-28. Update your information in the RePEc Author Service.

Short-id: phe16

Working Papers

2007

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

2005

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

2004

7. Interpolation and Backdating with A Large Information Set
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Working Paper Series, European Central Bank (2003) View citations
   See also Journal Article in Journal of Economic Dynamics and Control (2006)
8. The short-term impact of government budgets on prices: evidence from macroeconomic models
   Working Paper Series, European Central Bank View citations

2002

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

2001

11. A multi-country trend indicator for euro area inflation: computation and properties
    Working Paper Series, European Central Bank View citations
12. An area-wide model (AWM) for the euro area
    Working Paper Series, European Central Bank View citations
13. Diffusion index-based inflation forecasts for the euro area
    Working Paper Series, European Central Bank View citations

1994

14. Asymmetry in the EMS revisited: Evidence from the causality analysis of daily Eurorates
    Discussion Paper Serie B, University of Bonn, Germany View citations
    See also Journal Article in Annales d'Economie et de Statistique (1995)
15. 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

1992

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

Undated

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

Journal Articles

2008

1. Factor analysis in a model with rational expectations
   Econometrics Journal, 2008, 11, (2), 271-286
   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

2006

3. Interpolation and backdating with a large information set
   Journal of Economic Dynamics and Control, 2006, 30, (12), 2693-2724 View citations
   See also Working Paper (2004)

2005

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

2004

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

2002

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

1998

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

1995

8. Asymmetry in the EMS revisited: Evidence from the Causality Analysis of Daily Eurorates
   Annales d'Economie et de Statistique, 1995, (40), 08 View citations
   See also Working Paper (1994)

1994

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

1993

10. Unit Root in the Wage-Price Spiral Is Not Hysteresis in Unemployment
    Journal of Economic Studies, 1993, 20, (1/2), 123-135 View citations

1992

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