Details about Edouard Challe

Access statistics for papers by Edouard Challe.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pch429

Working Papers

2024

1. On Natural Interest Rate Volatility
   PSE-Ecole d'économie de Paris (Postprint), HAL
   Also in Post-Print, HAL (2024)
   See also Journal Article On natural interest rate volatility, European Economic Review, Elsevier (2024) (2024)

2023

2. Optimal Monetary Policy According to HANK
   PSE-Ecole d'économie de Paris (Postprint), HAL View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (28)
   Staff Working Papers, Bank of Canada (2021) View citations (3)
   Staff Reports, Federal Reserve Bank of New York (2020) View citations (15)
   Post-Print, HAL (2023) View citations (4)
   See also Journal Article Optimal Monetary Policy According to HANK, American Economic Review, American Economic Association (2023) View citations (9) (2023)

2020

3. The Welfare Cost of Inflation Risk under Imperfect Insurance
   SciencePo Working papers Main, HAL
   Also in PSE Working Papers, HAL (2015) View citations (1)
   Post-Print, HAL (2020)
   Working Papers, HAL (2015) View citations (1)
   2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (1)
   Working Papers, HAL (2015) View citations (1)
   SciencePo Working papers Main, HAL (2015)
   See also Journal Article The Welfare Cost of Inflation Risk under Imperfect Insurance, Annals of Economics and Statistics, GENES (2020) (2020)
4. Uninsured Unemployment Risk and Optimal Monetary Policy in a Zero-Liquidity Economy
   PSE-Ecole d'économie de Paris (Postprint), HAL
   Also in Post-Print, HAL (2020) View citations (2)
   See also Journal Article Uninsured Unemployment Risk and Optimal Monetary Policy in a Zero-Liquidity Economy, American Economic Journal: Macroeconomics, American Economic Association (2020) View citations (73) (2020)

2019

5. Institutional Quality and Capital Inflows: Evidence and Theory
   HEC Research Papers Series, HEC Paris View citations (13)
6. Macroeconomic fluctuations and policies
   Post-Print, HAL View citations (2)
   Also in SciencePo Working papers Main, HAL (2019) View citations (1)
7. Optimal Monetary Policy in HANK Economies
   2019 Meeting Papers, Society for Economic Dynamics

2018

8. France-Allemagne: retour au travail
   SciencePo Working papers Main, HAL
   Also in Post-Print, HAL (2018)
   See also Journal Article France-Allemagne: retour au travail, Revue de l'OFCE, Presses de Sciences-Po (2018) (2018)
9. Is the study of business-cycle fluctuations 'scientific'?
   SciencePo Working papers Main, HAL
   Also in Post-Print, HAL (2018)
   See also Journal Article Is the Study of Business-Cycle Fluctuations “Scientific?”, Revue de l'OFCE, Presses de Sciences-Po (2018) (2018)
10. Market microstructure, information aggregation and equilibrium uniqueness in a global game
    SciencePo Working papers Main, HAL
    Also in Post-Print, HAL (2018)
    Working Papers, HAL (2015)
    See also Journal Article Market microstructure, information aggregation and equilibrium uniqueness in a global game, European Economic Review, Elsevier (2018) (2018)
11. Uninsured Unemployment Risk and Optimal Monetary Policy
    2018 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in Working Papers, Center for Research in Economics and Statistics (2017) View citations (28)

2017

12. L'étude des fluctuations macroéconomiques est-elle « scientifique » ?
    Post-Print, HAL
    See also Journal Article L’étude des fluctuations macroéconomiques est-elle « scientifique » ?, Revue de l'OFCE, Presses de Sciences-Po (2017) (2017)
13. Precautionary Saving and Aggregate Demand
    PSE-Ecole d'économie de Paris (Postprint), HAL View citations (8)
    Also in Working papers, Banque de France (2015) View citations (69)
    SciencePo Working papers Main, HAL (2017) View citations (12)
    2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (6)
    2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (34)
    2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (2)
    Post-Print, HAL (2017) View citations (8)
    See also Journal Article Precautionary saving and aggregate demand, Quantitative Economics, Econometric Society (2017) View citations (44) (2017)

2016

14. Board independence and operating performance: Analysis on (French) company and individual data
    Post-Print, HAL View citations (8)
    Also in Working Papers, HAL (2014) View citations (3)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (3)
    Working Papers, HAL (2014)
    See also Journal Article Board independence and operating performance: analysis on (French) company and individual data, Applied Economics, Taylor & Francis Journals (2016) View citations (8) (2016)
15. Precautionary Saving Over the Business Cycle
    SciencePo Working papers Main, HAL View citations (1)
    Also in Working Papers, HAL (2013) View citations (11)
    2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
    PSE Working Papers, HAL (2013) View citations (19)
    Post-Print, HAL (2016) View citations (41)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2016) View citations (41)
    See also Journal Article Precautionary Saving Over the Business Cycle, Economic Journal, Royal Economic Society (2016) View citations (57) (2016)
16. Southern Europe's Institutional Decline
    HEC Research Papers Series, HEC Paris View citations (3)
    Also in Working Papers, HAL (2016) View citations (8)

2014

17. Market composition and price informativeness in a large market with endogenous order types
    Working Papers, HAL View citations (1)
    See also Journal Article Market composition and price informativeness in a large market with endogenous order types, Journal of Economic Theory, Elsevier (2015) View citations (6) (2015)

2013

18. Equilibrium risk shifting and interest rate in an opaque financial system
    PSE-Ecole d'économie de Paris (Postprint), HAL View citations (8)
    Also in Working papers, Banque de France (2012) View citations (14)
    Working Papers, HAL (2012) View citations (11)
    Post-Print, HAL (2013) View citations (8)
    See also Journal Article Equilibrium risk shifting and interest rate in an opaque financial system, European Economic Review, Elsevier (2013) View citations (12) (2013)
19. Incomplete markets, liquidation risk, and the term structure of interest rates
    Post-Print, HAL View citations (26)
    Also in PSE Working Papers, HAL (2007) View citations (1)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2013)
    PSE Working Papers, HAL (2013) View citations (28)
    Working Papers, HAL (2013) View citations (32)
    Working Papers, HAL (2007) View citations (1)
    Post-Print, HAL (2013) View citations (26)
    Working papers, Banque de France (2010) View citations (8)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2013) View citations (26)
    See also Journal Article Incomplete markets, liquidation risk, and the term structure of interest rates, Journal of Economic Theory, Elsevier (2013) View citations (32) (2013)

2012

20. Monetary Shocks Under Incomplete Markets
    SciencePo Working papers Main, HAL
21. STOCK PRICES AND MONETARY POLICY SHOCKS: A GENERAL EQUILIBRIUM APPROACH
    Working Papers, HAL View citations (1)
    Also in Working papers, Banque de France (2011) View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (11)
    See also Journal Article Stock prices and monetary policy shocks: A general equilibrium approach, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (22) (2014)

2011

22. Bubbles and Self-Fulfilling Crises
    PSE-Ecole d'économie de Paris (Postprint), HAL View citations (1)
    Also in Working Papers, HAL (2007)
    2006 Meeting Papers, Society for Economic Dynamics (2006)
    Post-Print, HAL (2011) View citations (1)
    SciencePo Working papers Main, HAL (2005)
    Working Papers, HAL (2005)
    PSE Working Papers, HAL (2007)
    See also Journal Article Bubbles and Self-Fulfilling Crises, The B.E. Journal of Macroeconomics, De Gruyter (2011) View citations (7) (2011)
23. Fiscal Policy in a Tractable Liquidity-Constrained Economy
    Post-Print, HAL View citations (36)
    Also in Post-Print, HAL (2011) View citations (26)
    SciencePo Working papers Main, HAL (2010)
    Working papers, Banque de France (2010) View citations (3)
    SciencePo Working papers Main, HAL (2011) View citations (3)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2011) View citations (29)
    Working Papers, HAL (2010) View citations (3)
    See also Journal Article Fiscal Policy in a Tractable Liquidity‐Constrained Economy, Economic Journal, Royal Economic Society (2011) View citations (37) (2011)
24. Incomplete markets and the output-inflation tradeoff
    SciencePo Working papers Main, HAL
    Also in Working Papers, HAL (2008)
    Post-Print, HAL (2011) View citations (13)
    PSE Working Papers, HAL (2008) View citations (5)
    See also Journal Article Incomplete markets and the output–inflation tradeoff, Economic Theory, Springer (2011) View citations (14) (2011)

2010

25. Aggregate Consumption in Times of Crisis: The Role of Financial Frictions
    PSE-Ecole d'économie de Paris (Postprint), HAL View citations (2)
    Also in Post-Print, HAL (2010) View citations (2)
26. Produce or speculate? Asset bubbles, occupational choice and efficiency
    Working papers, Banque de France
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2009) View citations (7)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (7)
    See also Journal Article PRODUCE OR SPECULATE? ASSET BUBBLES, OCCUPATIONAL CHOICE, AND EFFICIENCY, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2012) View citations (31) (2012)

2008

27. Public spending shock in a liquidity constrained economy
    Working Papers, HAL
    Also in SciencePo Working papers Main, HAL (2008)

2007

28. Endogenous Participation Risk in Speculative Markets
    Post-Print, HAL
    Also in Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005)
    See also Journal Article Endogenous participation risk in speculative markets, Journal of Economic Dynamics and Control, Elsevier (2008) (2008)

2005

29. Multiplicité d'équilibres, dynamique transitionnelle et bien-être dans le modèle de croissance AK
    Post-Print, HAL
    See also Journal Article Multiplicité d'équilibres, dynamique transitionnelle et bien-être dans le modèle de croissance AK, Revue économique, Presses de Sciences-Po (2005) (2005)

2004

30. Sunspots and predictable asset returns
    Post-Print, HAL View citations (20)
    See also Journal Article Sunspots and predictable asset returns, Journal of Economic Theory, Elsevier (2004) View citations (20) (2004)
31. Une décomposition du cycle boursier
    Post-Print, HAL
    See also Journal Article Une décomposition du cycle boursier, Revue économique, Presses de Sciences-Po (2004) View citations (1) (2004)

Journal Articles

2024

1. On natural interest rate volatility
   European Economic Review, 2024, 167, (C)
   See also Working Paper On Natural Interest Rate Volatility, PSE-Ecole d'économie de Paris (Postprint) (2024) (2024)

2023

2. Optimal Monetary Policy According to HANK
   American Economic Review, 2023, 113, (7), 1741-82 View citations (9)
   See also Working Paper Optimal Monetary Policy According to HANK, PSE-Ecole d'économie de Paris (Postprint) (2023) View citations (1) (2023)

2022

3. Edouard Challe discussion of: Bailouts
   Economic Policy, 2022, 37, (110), 331-333
4. Edouard Challe discussion of: Fiscal capacity support
   Economic Policy, 2022, 37, (111), 461-464
5. Introduction to the Special Issue on Recent Advances in Heterogeneous-Agent Models
   Annals of Economics and Statistics, 2022, (146), 1-2

2020

6. The Welfare Cost of Inflation Risk under Imperfect Insurance
   Annals of Economics and Statistics, 2020, (138), 1-20
   See also Working Paper The Welfare Cost of Inflation Risk under Imperfect Insurance, SciencePo Working papers Main (2020) (2020)
7. Uninsured Unemployment Risk and Optimal Monetary Policy in a Zero-Liquidity Economy
   American Economic Journal: Macroeconomics, 2020, 12, (2), 241-83 View citations (73)
   See also Working Paper Uninsured Unemployment Risk and Optimal Monetary Policy in a Zero-Liquidity Economy, PSE-Ecole d'économie de Paris (Postprint) (2020) (2020)
8. Épargne de précaution, fluctuations macroéconomiques et politique monétaire
   Revue française d'économie, 2020, XXXV, (1), 19-49

2019

9. Institutional quality and capital inflows: Theory and evidence
   Journal of International Money and Finance, 2019, 96, (C), 168-191 View citations (10)

2018

10. France-Allemagne: retour au travail
    Revue de l'OFCE, 2018, N° 158, (4), 149-169
    See also Working Paper France-Allemagne: retour au travail, SciencePo Working papers Main (2018) (2018)
11. Is the Study of Business-Cycle Fluctuations “Scientific?”
    Revue de l'OFCE, 2018, N° 157, (3), 151-165
    See also Working Paper Is the study of business-cycle fluctuations 'scientific'?, SciencePo Working papers Main (2018) (2018)
12. Market microstructure, information aggregation and equilibrium uniqueness in a global game
    European Economic Review, 2018, 102, (C), 82-99
    See also Working Paper Market microstructure, information aggregation and equilibrium uniqueness in a global game, SciencePo Working papers Main (2018) (2018)

2017

13. L’étude des fluctuations macroéconomiques est-elle « scientifique » ?
    Revue de l'OFCE, 2017, N° 153, (4), 171-186
    See also Working Paper L'étude des fluctuations macroéconomiques est-elle « scientifique » ?, Post-Print (2017) (2017)
14. Precautionary saving and aggregate demand
    Quantitative Economics, 2017, 8, (2), 435-478 View citations (44)
    See also Working Paper Precautionary Saving and Aggregate Demand, PSE-Ecole d'économie de Paris (Postprint) (2017) View citations (8) (2017)

2016

15. Board independence and operating performance: analysis on (French) company and individual data
    Applied Economics, 2016, 48, (52), 5093-5105 View citations (8)
    See also Working Paper Board independence and operating performance: Analysis on (French) company and individual data, Post-Print (2016) View citations (8) (2016)
16. Precautionary Saving Over the Business Cycle
    Economic Journal, 2016, 126, (590), 135-164 View citations (57)
    See also Working Paper Precautionary Saving Over the Business Cycle, SciencePo Working papers Main (2016) View citations (1) (2016)

2015

17. Market composition and price informativeness in a large market with endogenous order types
    Journal of Economic Theory, 2015, 158, (PB), 679-696 View citations (6)
    See also Working Paper Market composition and price informativeness in a large market with endogenous order types, Working Papers (2014) View citations (1) (2014)

2014

18. Stock prices and monetary policy shocks: A general equilibrium approach
    Journal of Economic Dynamics and Control, 2014, 40, (C), 46-66 View citations (22)
    See also Working Paper STOCK PRICES AND MONETARY POLICY SHOCKS: A GENERAL EQUILIBRIUM APPROACH, Working Papers (2012) View citations (1) (2012)

2013

19. Equilibrium risk shifting and interest rate in an opaque financial system
    European Economic Review, 2013, 63, (C), 117-133 View citations (12)
    See also Working Paper Equilibrium risk shifting and interest rate in an opaque financial system, PSE-Ecole d'économie de Paris (Postprint) (2013) View citations (8) (2013)
20. Incomplete markets, liquidation risk, and the term structure of interest rates
    Journal of Economic Theory, 2013, 148, (6), 2483-2519 View citations (32)
    See also Working Paper Incomplete markets, liquidation risk, and the term structure of interest rates, Post-Print (2013) View citations (26) (2013)

2012

21. PRODUCE OR SPECULATE? ASSET BUBBLES, OCCUPATIONAL CHOICE, AND EFFICIENCY
    International Economic Review, 2012, 53, (4), 1105-1131 View citations (31)
    See also Working Paper Produce or speculate? Asset bubbles, occupational choice and efficiency, Working papers (2010) (2010)

2011

22. Bubbles and Self-Fulfilling Crises
    The B.E. Journal of Macroeconomics, 2011, 11, (1), 38 View citations (7)
    See also Working Paper Bubbles and Self-Fulfilling Crises, PSE-Ecole d'économie de Paris (Postprint) (2011) View citations (1) (2011)
23. Fiscal Policy in a Tractable Liquidity‐Constrained Economy
    Economic Journal, 2011, 121, (551), 273-317 View citations (37)
    See also Working Paper Fiscal Policy in a Tractable Liquidity-Constrained Economy, Post-Print (2011) View citations (36) (2011)
24. Incomplete markets and the output–inflation tradeoff
    Economic Theory, 2011, 46, (1), 55-84 View citations (14)
    See also Working Paper Incomplete markets and the output-inflation tradeoff, SciencePo Working papers Main (2011) (2011)

2010

25. Aggregate Consumption in Times of Crisis: The Role of Financial Frictions -super-1
    CESifo Economic Studies, 2010, 56, (4), 627-648 View citations (2)

2008

26. Endogenous participation risk in speculative markets
    Journal of Economic Dynamics and Control, 2008, 32, (7), 2148-2164
    See also Working Paper Endogenous Participation Risk in Speculative Markets, Post-Print (2007) (2007)

2005

27. Multiplicité d'équilibres, dynamique transitionnelle et bien-être dans le modèle de croissance AK
    Revue économique, 2005, 56, (3), 725-733
    See also Working Paper Multiplicité d'équilibres, dynamique transitionnelle et bien-être dans le modèle de croissance AK, Post-Print (2005) (2005)
28. Psychologie de marché et anomalies financières. Le rôle des prophéties auto-réalisatrices
    Revue d'économie politique, 2005, 115, (1), 85-101

2004

29. Sunspots and predictable asset returns
    Journal of Economic Theory, 2004, 115, (1), 182-190 View citations (20)
    See also Working Paper Sunspots and predictable asset returns, Post-Print (2004) View citations (20) (2004)
30. Une décomposition du cycle boursier
    Revue économique, 2004, 55, (3), 395-405 View citations (1)
    See also Working Paper Une décomposition du cycle boursier, Post-Print (2004) (2004)
31. Équilibres multiples et volatilité boursière
    Revue d'Économie Financière, 2004, 74, (1), 105-123 View citations (1)