Details about Jonathan Benchimol

Access statistics for papers by Jonathan Benchimol.

Last updated 2025-03-26. Update your information in the RePEc Author Service.

Short-id: pbe432

Working Papers

2024

1. Central Bank Objectives, Monetary Policy Rules, and Limited Information
   Bank of Israel Working Papers, Bank of Israel
   Also in Post-Print, HAL (2024)
   See also Journal Article Central bank objectives, monetary policy rules, and limited information, Journal of Macroeconomics, Elsevier (2024) View citations (1) (2024)
2. Desirable banking competition and stability
   Post-Print, HAL
   Also in Bank of Israel Working Papers, Bank of Israel (2022) View citations (1)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2024)
   See also Journal Article Desirable banking competition and stability, Journal of Financial Stability, Elsevier (2024) (2024)
3. Sanctions and Russian online prices
   Post-Print, HAL
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2024)
   See also Journal Article Sanctions and Russian online prices, Journal of Economic Behavior & Organization, Elsevier (2024) (2024)

2023

4. Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks
   Post-Print, HAL View citations (1)
   Also in Papers, arXiv.org (2022) View citations (4)
   Bank of Israel Working Papers, Bank of Israel (2021) View citations (4)
   See also Journal Article Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks, International Journal of Forecasting, Elsevier (2023) View citations (6) (2023)
5. Measuring communication quality of interest rate announcements
   Post-Print, HAL
   See also Journal Article Measuring Communication Quality of Interest Rate Announcements, The Economists' Voice, De Gruyter (2023) View citations (2) (2023)
6. Optimal monetary policy under bounded rationality
   Post-Print, HAL View citations (1)
   Also in Bank of Israel Working Papers, Bank of Israel (2019) View citations (6)
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2018)
   Bank of Finland Research Discussion Papers, Bank of Finland (2018)
   Dynare Working Papers, CEPREMAP (2021) View citations (3)
   IMF Working Papers, International Monetary Fund (2019) View citations (7)
   See also Journal Article Optimal monetary policy under bounded rationality, Journal of Financial Stability, Elsevier (2023) View citations (6) (2023)
7. Stock market reactions to monetary policy surprises under uncertainty
   Post-Print, HAL View citations (2)
   See also Journal Article Stock market reactions to monetary policy surprises under uncertainty, International Review of Financial Analysis, Elsevier (2023) View citations (3) (2023)

2022

8. Do expert experience and characteristics affect inflation forecasts?
   Post-Print, HAL View citations (2)
   Also in Bank of Israel Working Papers, Bank of Israel (2020)
   CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China (2020)
   See also Journal Article Do expert experience and characteristics affect inflation forecasts?, Journal of Economic Behavior & Organization, Elsevier (2022) View citations (5) (2022)
9. Text mining methodologies with R: An application to central bank texts
   Post-Print, HAL View citations (9)
10. The COVID-19 inflation weighting in Israel
    Post-Print, HAL
    See also Journal Article The COVID-19 Inflation Weighting in Israel, The Economists' Voice, De Gruyter (2022) View citations (3) (2022)
11. The interaction between domestic monetary policy and macroprudential policy in Israel
    Post-Print, HAL View citations (1)
    Also in Bank of Israel Working Papers, Bank of Israel (2021) View citations (1)
    See also Journal Article The interaction between domestic monetary policy and macroprudential policy in Israel, Economic Modelling, Elsevier (2022) View citations (6) (2022)

2021

12. Federal Reserve Communication and the COVID-19 Pandemic
    Bank of Israel Working Papers, Bank of Israel View citations (4)
13. Switching volatility in a nonlinear open economy
    Post-Print, HAL View citations (8)
    Also in Bank of Israel Working Papers, Bank of Israel (2020)
    Dynare Working Papers, CEPREMAP (2020)
    CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China (2020)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2020) View citations (1)
    See also Journal Article Switching volatility in a nonlinear open economy, Journal of International Money and Finance, Elsevier (2021) View citations (8) (2021)

2020

14. Forecast Performance in Times of Terrorism
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (4)
    Also in CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China (2017) View citations (1)
    Post-Print, HAL (2020) View citations (4)
    Bank of Israel Working Papers, Bank of Israel (2019)
    See also Journal Article Forecast performance in times of terrorism, Economic Modelling, Elsevier (2020) View citations (7) (2020)
15. Time-varying money demand and real balance effects
    Post-Print, HAL View citations (10)
    Also in CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China (2019) View citations (2)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2019)
    See also Journal Article Time-varying money demand and real balance effects, Economic Modelling, Elsevier (2020) View citations (16) (2020)

2019

16. Central bank losses and monetary policy rules: A DSGE investigation
    Post-Print, HAL View citations (22)
    See also Journal Article Central bank losses and monetary policy rules: A DSGE investigation, International Review of Economics & Finance, Elsevier (2019) View citations (26) (2019)

2017

17. Monetary Rule, Central Bank Loss and Household’s Welfare: an Empirical Investigation
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (2)
18. Money and monetary policy in the Eurozone: an empirical analysis during crises
    Post-Print, HAL View citations (33)
    See also Journal Article MONEY AND MONETARY POLICY IN THE EUROZONE: AN EMPIRICAL ANALYSIS DURING CRISES, Macroeconomic Dynamics, Cambridge University Press (2017) View citations (34) (2017)

2016

19. Money and monetary policy in Israel during the last decade
    Post-Print, HAL View citations (15)
    Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (26)
    See also Journal Article Money and monetary policy in Israel during the last decade, Journal of Policy Modeling, Elsevier (2016) View citations (21) (2016)
20. Nominal income versus Taylor-type rules in practice
    Working Papers, HAL View citations (1)
    Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2016) View citations (1)

2015

21. Money in the production function: A new Keynesian DSGE perspective
    Post-Print, HAL View citations (14)
    Also in Working Papers, HAL (2011) View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) View citations (1)
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2013) View citations (2)
    Working Papers, HAL (2011) View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) View citations (1)
    See also Journal Article Money in the production function: A new Keynesian DSGE perspective, Southern Economic Journal, John Wiley & Sons (2015) View citations (5) (2015)

2014

22. Risk aversion in the Eurozone
    Post-Print, HAL View citations (29)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012)
    See also Journal Article Risk aversion in the Eurozone, Research in Economics, Elsevier (2014) View citations (33) (2014)

2012

23. Money and risk in a DSGE framework: A Bayesian application to the Eurozone
    Post-Print, HAL View citations (59)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (49)
    See also Journal Article Money and risk in a DSGE framework: A Bayesian application to the Eurozone, Journal of Macroeconomics, Elsevier (2012) View citations (58) (2012)
24. Risk Aversion in the Euro area
    Post-Print, HAL
25. The role of money and monetary policy in crisis periods: the Euro area case
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School
    Also in Working Papers, HAL (2012)
    See also Journal Article MONEY AND MONETARY POLICY IN THE EUROZONE: AN EMPIRICAL ANALYSIS DURING CRISES, Macroeconomic Dynamics, Cambridge University Press (2017) View citations (34) (2017)

2010

26. Money and Risk Aversion in a DSGE Framework: A Bayesian Application to the Euro Zone
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School View citations (3)
    Also in Working Papers, HAL (2010) View citations (1)
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2009)
    Post-Print, HAL (2010)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010)

2009

27. Money in a DSGE framework with an application to the Euro Zone
    Post-Print, HAL

Journal Articles

2024

1. Central bank objectives, monetary policy rules, and limited information
   Journal of Macroeconomics, 2024, 80, (C) View citations (1)
   See also Working Paper Central Bank Objectives, Monetary Policy Rules, and Limited Information, Bank of Israel Working Papers (2024) (2024)
2. Desirable banking competition and stability
   Journal of Financial Stability, 2024, 73, (C)
   See also Working Paper Desirable banking competition and stability, Post-Print (2024) (2024)
3. Sanctions and Russian online prices
   Journal of Economic Behavior & Organization, 2024, 225, (C), 483-521
   See also Working Paper Sanctions and Russian online prices, Post-Print (2024) (2024)

2023

4. Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks
   International Journal of Forecasting, 2023, 39, (3), 1145-1162 View citations (6)
   See also Working Paper Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks, Post-Print (2023) View citations (1) (2023)
5. Measuring Communication Quality of Interest Rate Announcements
   The Economists' Voice, 2023, 20, (1), 43-53 View citations (2)
   See also Working Paper Measuring communication quality of interest rate announcements, Post-Print (2023) (2023)
6. Optimal monetary policy under bounded rationality
   Journal of Financial Stability, 2023, 67, (C) View citations (6)
   See also Working Paper Optimal monetary policy under bounded rationality, Post-Print (2023) View citations (1) (2023)
7. Stock market reactions to monetary policy surprises under uncertainty
   International Review of Financial Analysis, 2023, 89, (C) View citations (3)
   See also Working Paper Stock market reactions to monetary policy surprises under uncertainty, Post-Print (2023) View citations (2) (2023)

2022

8. Do expert experience and characteristics affect inflation forecasts?
   Journal of Economic Behavior & Organization, 2022, 201, (C), 205-226 View citations (5)
   See also Working Paper Do expert experience and characteristics affect inflation forecasts?, Post-Print (2022) View citations (2) (2022)
9. The COVID-19 Inflation Weighting in Israel
   The Economists' Voice, 2022, 19, (1), 5-14 View citations (3)
   See also Working Paper The COVID-19 inflation weighting in Israel, Post-Print (2022) (2022)
10. The interaction between domestic monetary policy and macroprudential policy in Israel
    Economic Modelling, 2022, 112, (C) View citations (6)
    See also Working Paper The interaction between domestic monetary policy and macroprudential policy in Israel, Post-Print (2022) View citations (1) (2022)

2021

11. Switching volatility in a nonlinear open economy
    Journal of International Money and Finance, 2021, 110, (C) View citations (8)
    See also Working Paper Switching volatility in a nonlinear open economy, Post-Print (2021) View citations (8) (2021)

2020

12. Forecast performance in times of terrorism
    Economic Modelling, 2020, 91, (C), 386-402 View citations (7)
    See also Working Paper Forecast Performance in Times of Terrorism, Globalization Institute Working Papers (2020) View citations (4) (2020)
13. Time-varying money demand and real balance effects
    Economic Modelling, 2020, 87, (C), 197-211 View citations (16)
    See also Working Paper Time-varying money demand and real balance effects, Post-Print (2020) View citations (10) (2020)

2019

14. Central bank losses and monetary policy rules: A DSGE investigation
    International Review of Economics & Finance, 2019, 61, (C), 289-303 View citations (26)
    See also Working Paper Central bank losses and monetary policy rules: A DSGE investigation, Post-Print (2019) View citations (22) (2019)

2017

15. MONEY AND MONETARY POLICY IN THE EUROZONE: AN EMPIRICAL ANALYSIS DURING CRISES
    Macroeconomic Dynamics, 2017, 21, (3), 677-707 View citations (34)
    See also Working Paper The role of money and monetary policy in crisis periods: the Euro area case, ESSEC Working Papers (2012) (2012)
    Working Paper Money and monetary policy in the Eurozone: an empirical analysis during crises, Post-Print (2017) View citations (33) (2017)

2016

16. Money and monetary policy in Israel during the last decade
    Journal of Policy Modeling, 2016, 38, (1), 103-124 View citations (21)
    See also Working Paper Money and monetary policy in Israel during the last decade, Post-Print (2016) View citations (15) (2016)

2015

17. Money in the production function: A new Keynesian DSGE perspective
    Southern Economic Journal, 2015, 82, (1), 152-184 View citations (5)
    See also Working Paper Money in the production function: A new Keynesian DSGE perspective, Post-Print (2015) View citations (14) (2015)

2014

18. Risk aversion in the Eurozone
    Research in Economics, 2014, 68, (1), 39-56 View citations (33)
    See also Working Paper Risk aversion in the Eurozone, Post-Print (2014) View citations (29) (2014)

2012

19. Money and risk in a DSGE framework: A Bayesian application to the Eurozone
    Journal of Macroeconomics, 2012, 34, (1), 95-111 View citations (58)
    See also Working Paper Money and risk in a DSGE framework: A Bayesian application to the Eurozone, Post-Print (2012) View citations (59) (2012)