Details about Philippe Andrade

Access statistics for papers by Philippe Andrade.

Last updated 2023-09-11. Update your information in the RePEc Author Service.

Short-id: pan227

Working Papers

2023

1. Identification Using Higher-Order Moments Restrictions
   Working Paper Series, Federal Reserve Bank of Chicago
2. The Aggregate Effects of Sectoral Shocks in an Open Economy
   Working Papers, Federal Reserve Bank of Boston

2022

3. Do Multisectoral New Keynesian Models Match Sectoral Data?
   Working Papers, Federal Reserve Bank of Boston
4. No firm is an island? How industry conditions shape firms’ expectations
   Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley View citations (15)
   Also in Working papers, Banque de France (2020) View citations (7)
   Working Papers, Federal Reserve Bank of Boston (2020) View citations (7)
   See also Journal Article in Journal of Monetary Economics (2022)

2021

5. Should the ECB Adjust Its Strategy in the Face of a Lower r*?
   Working Papers, Federal Reserve Bank of Boston View citations (12)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
   Working papers, Banque de France (2021) View citations (21)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2021) View citations (26)
   Working Papers, Barcelona School of Economics (2021) View citations (21)
6. What Matters in Households' Inflation Expectations?
   CESifo Working Paper Series, CESifo View citations (12)
   Also in Working papers, Banque de France (2020) View citations (11)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (15)
   See also Journal Article in Journal of Monetary Economics (2023)

2020

7. No Firm is an Island? How Industry Conditions Shape Firms' Aggregate Expectations
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)

2019

8. Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area
   Working Papers, Federal Reserve Bank of Boston View citations (7)
   Also in Working Paper Series, Federal Reserve Bank of Chicago (2018) View citations (15)
   School of Economics Discussion Papers, School of Economics, University of Surrey (2016) View citations (56)
   See also Journal Article in Journal of Monetary Economics (2021)
9. The Optimal Inflation Target and the Natural Rate of Interest
   Working Papers, Federal Reserve Bank of Boston View citations (15)
   Also in Working papers, Banque de France (2018) View citations (38)
   NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (19)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019) View citations (27)
   Working Papers, Barcelona School of Economics (2017) View citations (4)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (16)
   See also Journal Article in Brookings Papers on Economic Activity (2019)

2018

10. Forward Guidance and Heterogeneous Beliefs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (31)
    Also in BIS Working Papers, Bank for International Settlements (2018) View citations (10)
    Working papers, Banque de France (2015) View citations (63)
    2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (5)
    HEC Research Papers Series, HEC Paris (2016) View citations (5)
    See also Journal Article in American Economic Journal: Macroeconomics (2019)

2016

11. The ECB's asset purchase programme: an early assessment
    Working Paper Series, European Central Bank View citations (137)

2015

12. Can the Provision of Long-Term Liquidity Help to Avoid a Credit Crunch? Evidence from the Eurosystem's LTROs
    Working papers, Banque de France View citations (37)
    See also Journal Article in Journal of the European Economic Association (2019)

2014

13. Fundamental disagreement
    Working papers, Banque de France View citations (34)
    Also in Staff Reports, Federal Reserve Bank of New York (2013) View citations (8)
    See also Journal Article in Journal of Monetary Economics (2016)
14. Noisy Information and Fundamental Disagreement
    2014 Meeting Papers, Society for Economic Dynamics View citations (8)

2013

15. The financial content of inflation risks in the euro area
    Working papers, Banque de France
    See also Journal Article in International Journal of Forecasting (2014)

2012

16. Global versus local shocks in micro price dynamics
    Working papers, Banque de France View citations (3)
    Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2011) View citations (2)
    See also Journal Article in Journal of International Economics (2016)
17. TVA et taux de marge: une analyse empirique sur données d'entreprises
    Post-Print, HAL
    Also in Working Papers, CEPII research center (2010) View citations (5)
    PSE - Labex "OSE-Ouvrir la Science Economique", HAL (2012) View citations (1)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2012)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012)
18. TVA et taux de marge: une analyse empirique sur données d'entreprises exportatrices françaises
    Post-Print, HAL
    See also Journal Article in Économie et Prévision (2012)
19. Tails of Inflation Forecasts and Tales of Monetary Policy
    Working papers, Banque de France View citations (29)

2010

20. Competition and Pass-through on international markets: Firm-level evidence from VAT shocks
    2010 Meeting Papers, Society for Economic Dynamics View citations (12)
21. Inattentive Professional Forecasters
    2010 Meeting Papers, Society for Economic Dynamics View citations (46)
    Also in Working papers, Banque de France (2010) View citations (31)
    See also Journal Article in Journal of Monetary Economics (2013)
22. Trends in International Prices
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (2)

2000

23. Testing for the Cointegration Rank when Some Cointegrating Directions are Shifting
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society

1998

24. Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998) View citations (4)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2002)

Journal Articles

2023

1. What matters in households’ inflation expectations?
   Journal of Monetary Economics, 2023, 138, (C), 50-68
   See also Working Paper (2021)

2022

2. No firm is an island? How industry conditions shape firms’ expectations
   Journal of Monetary Economics, 2022, 125, (C), 40-56 View citations (12)
   See also Working Paper (2022)

2021

3. Delphic and odyssean monetary policy shocks: Evidence from the euro area
   Journal of Monetary Economics, 2021, 117, (C), 816-832 View citations (73)
   See also Working Paper (2019)
4. Inflation: Drivers and Dynamics 2020 Conference Summary
   Economic Commentary, 2021, 2021, (02), 7
5. Should the ECB adjust its strategy in the face of a lower r★?
   Journal of Economic Dynamics and Control, 2021, 132, (C) View citations (20)

2019

6. Can the Provision of Long-Term Liquidity Help to Avoid a Credit Crunch? Evidence from the Eurosystem’s LTRO
   Journal of the European Economic Association, 2019, 17, (4), 1070-1106 View citations (26)
   See also Working Paper (2015)
7. Forward Guidance and Heterogeneous Beliefs
   American Economic Journal: Macroeconomics, 2019, 11, (3), 1-29 View citations (99)
   See also Working Paper (2018)
8. The Optimal Inflation Target and the Natural Rate of Interest
   Brookings Papers on Economic Activity, 2019, 50, (2 (Fall)), 173-255
   See also Working Paper (2019)

2016

9. Fundamental disagreement
   Journal of Monetary Economics, 2016, 83, (C), 106-128 View citations (63)
   See also Working Paper (2014)
10. Global versus local shocks in micro price dynamics
    Journal of International Economics, 2016, 98, (C), 78-92 View citations (12)
    See also Working Paper (2012)

2015

11. Did the Eurosystem’s LTROs of 2011 and 2012 help to avert a credit crunch in the euro area?
    Rue de la Banque, 2015, (10)
12. The heterogeneous interpretation of forward guidance
    Research Bulletin, 2015, 23, 9-14

2014

13. The financial content of inflation risks in the euro area
    International Journal of Forecasting, 2014, 30, (3), 648-659 View citations (5)
    See also Working Paper (2013)

2013

14. Inattentive professional forecasters
    Journal of Monetary Economics, 2013, 60, (8), 967-982 View citations (268)
    See also Working Paper (2010)

2012

15. TVA et taux de marge: une analyse empirique sur données d’entreprises exportatrices françaises
    Économie et Prévision, 2012, 200, (2), 1-17
    See also Working Paper (2012)

2005

16. Testing for the cointegration rank when some cointegrating directions are changing
    Journal of Econometrics, 2005, 124, (2), 269-310 View citations (27)

2002

17. Excess returns, portfolio choices and exchange rate dynamics. The yen/dollar case, 1980–1998
    Oxford Bulletin of Economics and Statistics, 2002, 64, (3), 233-256 View citations (2)
    See also Working Paper (1998)