Details about Stephane Dees
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Last updated 2024-09-17. Update your information in the RePEc Author Service.
Short-id: pde176
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Working Papers
2024
- An analytical framework for assessing climate transition risks: an application to France
Post-Print, HAL
- The Green Transition and Public Finances
Working papers, Banque de France
2023
- NGFS climate scenarios for the euro area: role of fiscal and monetary policy conduct
Occasional Paper Series, European Central Bank View citations (2)
- The Stumbling Block in ‘the Race of our Lives’: Transition-Critical Materials, Financial Risks and the NGFS Climate Scenarios
Working papers, Banque de France 
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2023)  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2023)
- Using Short-Term Scenarios to Assess the Macroeconomic Impacts of Climate Transition
Working papers, Banque de France View citations (1)
2022
- Assessing the Role of Institutions in Limiting the Environmental Externalities of Economic Growth
Working Papers, HAL
Also in Working papers, Banque de France (2020)  Post-Print, HAL (2020)
See also Journal Article Assessing the Role of Institutions in Limiting the Environmental Externalities of Economic Growth, Environmental & Resource Economics, Springer (2020) (2020)
- The Financing Structure of NonFinancial Corporations and MacroFinancial Implications in France
Working papers, Banque de France
2021
- Climate change and monetary policy in the euro area
Occasional Paper Series, European Central Bank View citations (24)
- Environmental policy and the CO2 emissions embodied in international trade
Working Papers, HAL View citations (2)
Also in Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE) (2021) View citations (2)
See also Journal Article Environmental Policy and the CO2 Emissions Embodied in International Trade, Environmental & Resource Economics, Springer (2023) View citations (1) (2023)
- Prudential policy spillovers: how do international bank flows react to French policies?
Post-Print, HAL
See also Journal Article Prudential policy spillovers: How do international bank flows react to French policies?, International Economics, CEPII research center (2022) (2022)
- The Global Financial Cycle and Us Monetary Policy in An Interconnected World
Post-Print, HAL View citations (5)
Also in Working papers, Banque de France (2019) View citations (4) Working Papers, Banco de España (2019) View citations (4)
See also Journal Article The Global Financial Cycle and US monetary policy in an interconnected world, Journal of International Money and Finance, Elsevier (2021) View citations (18) (2021)
2020
- Climate-Related Scenarios for Financial Stability Assessment: an Application to France
Working papers, Banque de France View citations (42)
- House Prices, Mortgage Debt Dynamics and Economic Fluctuations in France: A Semi-Structural Approach
Working papers, Banque de France
- Les conséquences du changement climatique pour la politique monétaire
Post-Print, HAL
See also Journal Article Les conséquences du changement climatique pour la politique monétaire, Revue d'économie financière, Association d'économie financière (2020) (2020)
2019
- Animal spirits, fundamental factors and business cycle fluctuations
Post-Print, HAL View citations (3)
Also in Working Paper Series, European Central Bank (2016) View citations (2)
See also Journal Article Animal spirits, fundamental factors and business cycle fluctuations, Journal of Macroeconomics, Elsevier (2019) View citations (8) (2019)
2017
- Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach: Forecasting Inflation: A Panel VAR Approach
Post-Print, HAL
- The role of confidence shocks in business cycles and their global dimension
Post-Print, HAL View citations (2)
See also Journal Article The role of confidence shocks in business cycles and their global dimension, International Economics, Elsevier (2017) View citations (5) (2017)
2016
- Credit, asset prices and business cycles at the global level
Post-Print, HAL
Also in ERSA conference papers, European Regional Science Association (2015) View citations (1) Working Paper Series, European Central Bank (2016) View citations (7)
See also Journal Article Credit, asset prices and business cycles at the global level, Economic Modelling, Elsevier (2016) View citations (8) (2016)
- Savings and investment behaviour in the euro area
Occasional Paper Series, European Central Bank View citations (17)
2015
- Regional dynamics of economic performance in the EU: To what extent spatial spillovers matter?
Working Paper Series, European Central Bank View citations (8)
See also Journal Article Regional dynamics of economic performance in the EU: To what extent do spatial spillovers matter?, REGION, European Regional Science Association (2018) View citations (1) (2018)
- Regional dynamics of growth in the European Union: To what extent spatial spillovers matter?
ERSA conference papers, European Regional Science Association View citations (5)
2014
- Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach
Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria View citations (10)
Also in Working Paper Series, European Central Bank (2014) View citations (11)
- Linking Distress of Financial Institutions to Macrofinancial Shocks
EcoMod2014, EcoMod View citations (3)
Also in Working Paper Series, European Central Bank (2014) View citations (4)
- The International Dimension of Confidence Shocks
Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria View citations (6)
Also in Working Paper Series, European Central Bank (2014) View citations (6)
2012
- Competitiveness and external imbalances within the euro area
Occasional Paper Series, European Central Bank View citations (13)
2011
- Business cycle synchronisation: disentangling trade and financial linkages
Working Paper Series, European Central Bank View citations (21)
See also Journal Article Business Cycle Synchronisation: Disentangling Trade and Financial Linkages, Open Economies Review, Springer (2012) View citations (51) (2012)
- Consumer confidence as a predictor of consumption spending: evidence for the United States and the euro area
Working Paper Series, European Central Bank View citations (30)
See also Journal Article Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area, International Economics, CEPII research center (2013) View citations (96) (2013)
2010
- Modelling the World Oil Market: Assessment of a Quarterly Econometric Model
EcoMod2003, EcoMod View citations (1)
See also Journal Article Modelling the world oil market: Assessment of a quarterly econometric model, Energy Policy, Elsevier (2007) View citations (114) (2007)
- Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
CESifo Working Paper Series, CESifo View citations (51)
Also in Working Paper Series, European Central Bank (2010) View citations (50)
2009
- Forecasting the world economy in the short-term
Working Paper Series, European Central Bank View citations (8)
See also Journal Article Forecasting the World Economy in the Short Term, The World Economy, Wiley Blackwell (2012) View citations (11) (2012)
- The role of the United States in the global economy and its evolution over time
Working Paper Series, European Central Bank View citations (12)
See also Journal Article The role of the United States in the global economy and its evolution over time, Empirical Economics, Springer (2011) View citations (27) (2011)
2008
- Assessing the factors behind oil price changes
Working Paper Series, European Central Bank View citations (21)
- Forecasting world trade: direct versus "bottom-up" approaches
Working Paper Series, European Central Bank View citations (5)
See also Journal Article Forecasting World Trade: Direct Versus “Bottom-Up” Approaches, Open Economies Review, Springer (2009) View citations (11) (2009)
- Global macro-financial shocks and expected default frequencies in the euro area
Working Paper Series, European Central Bank View citations (16)
- Identification of New Keynesian Phillips Curves from a Global Perspective
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (82)
Also in CESifo Working Paper Series, CESifo (2008) View citations (85) Working Paper Series, European Central Bank (2008) View citations (82) IZA Discussion Papers, Institute of Labor Economics (IZA) (2008) View citations (90)
See also Journal Article Identification of New Keynesian Phillips Curves from a Global Perspective, Journal of Money, Credit and Banking, Blackwell Publishing (2009) View citations (64) (2009)
- Import Price Dynamics in Major Advanced Economies and Heterogeneity in Exchange Rate Pass-Through
Staff Working Papers, Bank of Canada View citations (4)
Also in Working Paper Series, European Central Bank (2008) View citations (4)
See also Journal Article Import price dynamics in major advanced economies and heterogeneity in exchange rate pass-through, Empirical Economics, Springer (2013) View citations (1) (2013)
- Short-term Forecasting Methods of International Trade Variables
EcoMod2008, EcoMod
2007
- Long Run Macroeconomic Relations in the Global Economy
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (101)
Also in Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (119) CESifo Working Paper Series, CESifo (2007) View citations (105) Working Paper Series, European Central Bank (2007) View citations (105) Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) View citations (105)
See also Journal Article Long Run Macroeconomic Relations in the Global Economy, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (105) (2007)
- The transmission of US cyclical developments to the rest of the world
Working Paper Series, European Central Bank View citations (24)
2006
- Exploring the International Linkages of the Euro Area: a Global VAR Analysis
Computing in Economics and Finance 2006, Society for Computational Economics View citations (27)
Also in Working Paper Series, European Central Bank (2005) View citations (43) Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2005) View citations (47) IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2004) View citations (14) CESifo Working Paper Series, CESifo (2005) View citations (47)
See also Journal Article Exploring the international linkages of the euro area: a global VAR analysis, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007) View citations (753) (2007)
2005
- World trade and global integration in production processes: a re-assessment of import demand equations
Working Paper Series, European Central Bank View citations (19)
2001
- Defining Consumption Behaviour in a Multi-Country Model
Working Papers, CEPII research center View citations (2)
- MARMOTTE: a Multinational Model
Working Papers, CEPII research center View citations (1)
2000
- A computable General Equilibrium Model with Vintage Capital
Working Papers, CEPII research center View citations (4)
- Consumption Habit and Equity Premium in the G7 Countries
Working Papers, CEPII research center View citations (10)
- MEDIUM TERM DYNAMICS IN A RATIONAL EXPECTATION MODEL WITH VINTAGE CAPITAL AND APPROPRIABILITY
Computing in Economics and Finance 2000, Society for Computational Economics
1999
- The Role of External Variables in the Chinese Economy
Working Papers, CEPII research center View citations (4)
Journal Articles
2023
- Climate change and residential real estate: what are the risks for the banking sector?
(Changement climatique et immobilier résidentiel: quels risques pour le secteur bancaire ?)
Bulletin de la Banque de France, 2023, (248)
- Environmental Policy and the CO2 Emissions Embodied in International Trade
Environmental & Resource Economics, 2023, 84, (2), 507-527 View citations (1)
See also Working Paper Environmental policy and the CO2 emissions embodied in international trade, Working Papers (2021) View citations (2) (2021)
- The transition to carbon neutrality: effects on price stability
(Transition vers la neutralité carbone: quels effets sur la stabilité des prix ?)
Bulletin de la Banque de France, 2023, (245)
2022
- Prudential policy spillovers: How do international bank flows react to French policies?
International Economics, 2022, (172), 414-430 
Also in International Economics, 2022, 172, (C), 414-430 (2022) 
See also Working Paper Prudential policy spillovers: how do international bank flows react to French policies?, Post-Print (2021) (2021)
2021
- Developing climate transition scenarios to manage financial risks
(Élaborer des scénarios de transition climatique pour gérer les risques financiers)
Bulletin de la Banque de France, 2021, (237)
- The Global Financial Cycle and US monetary policy in an interconnected world
Journal of International Money and Finance, 2021, 115, (C) View citations (18)
See also Working Paper The Global Financial Cycle and Us Monetary Policy in An Interconnected World, Post-Print (2021) View citations (5) (2021)
2020
- Assessing the Role of Institutions in Limiting the Environmental Externalities of Economic Growth
Environmental & Resource Economics, 2020, 76, (2), 429-445 
See also Working Paper Assessing the Role of Institutions in Limiting the Environmental Externalities of Economic Growth, Working Papers (2022) (2022)
- Les conséquences du changement climatique pour la politique monétaire
Revue d'économie financière, 2020, N° 138, (2), 243-257 
See also Working Paper Les conséquences du changement climatique pour la politique monétaire, Post-Print (2020) (2020)
2019
- Animal spirits, fundamental factors and business cycle fluctuations
Journal of Macroeconomics, 2019, 61, (C), - View citations (8)
See also Working Paper Animal spirits, fundamental factors and business cycle fluctuations, Post-Print (2019) View citations (3) (2019)
2018
- Regional dynamics of economic performance in the EU: To what extent do spatial spillovers matter?
REGION, 2018, 5, 75-96 View citations (1)
See also Working Paper Regional dynamics of economic performance in the EU: To what extent spatial spillovers matter?, Working Paper Series (2015) View citations (8) (2015)
2017
- Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach
Journal of Forecasting, 2017, 36, (4), 431-453
- The role of confidence shocks in business cycles and their global dimension
International Economics, 2017, 151, (C), 48-65 View citations (5)
Also in International Economics, 2017, (151), 48-65 (2017) View citations (5)
See also Working Paper The role of confidence shocks in business cycles and their global dimension, Post-Print (2017) View citations (2) (2017)
2016
- Credit, asset prices and business cycles at the global level
Economic Modelling, 2016, 54, (C), 139-152 View citations (8)
See also Working Paper Credit, asset prices and business cycles at the global level, Post-Print (2016) (2016)
- Macroprudential effects of systemic bank stress
Macroprudential Bulletin, 2016, 2 View citations (1)
2014
- Constructing Multi-Country Rational Expectations Models
Oxford Bulletin of Economics and Statistics, 2014, 76, (6), 812-840 View citations (23)
2013
- Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area
International Economics, 2013, (134), 1-14 View citations (96)
See also Working Paper Consumer confidence as a predictor of consumption spending: evidence for the United States and the euro area, Working Paper Series (2011) View citations (30) (2011)
- Import price dynamics in major advanced economies and heterogeneity in exchange rate pass-through
Empirical Economics, 2013, 45, (2), 789-816 View citations (1)
See also Working Paper Import Price Dynamics in Major Advanced Economies and Heterogeneity in Exchange Rate Pass-Through, Staff Working Papers (2008) View citations (4) (2008)
2012
- Business Cycle Synchronisation: Disentangling Trade and Financial Linkages
Open Economies Review, 2012, 23, (4), 623-643 View citations (51)
See also Working Paper Business cycle synchronisation: disentangling trade and financial linkages, Working Paper Series (2011) View citations (21) (2011)
- Forecasting the World Economy in the Short Term
The World Economy, 2012, 35, (3), 331-350 View citations (11)
See also Working Paper Forecasting the world economy in the short-term, Working Paper Series (2009) View citations (8) (2009)
2011
- The role of the United States in the global economy and its evolution over time
Empirical Economics, 2011, 41, (3), 573-591 View citations (27)
See also Working Paper The role of the United States in the global economy and its evolution over time, Working Paper Series (2009) View citations (12) (2009)
2010
- Stress-testing euro area corporate default probabilities using a global macroeconomic model
Journal of Financial Stability, 2010, 6, (2), 64-78 View citations (46)
2009
- Forecasting World Trade: Direct Versus “Bottom-Up” Approaches
Open Economies Review, 2009, 20, (3), 385-402 View citations (11)
See also Working Paper Forecasting world trade: direct versus "bottom-up" approaches, Working Paper Series (2008) View citations (5) (2008)
- Horizontal and vertical transmissions in the US oil supply chain
Energy Policy, 2009, 37, (2), 644-650 View citations (21)
- Identification of New Keynesian Phillips Curves from a Global Perspective
Journal of Money, Credit and Banking, 2009, 41, (7), 1481-1502 View citations (64)
Also in Journal of Money, Credit and Banking, 2009, 41, (7), 1481-1502 (2009) View citations (9)
See also Working Paper Identification of New Keynesian Phillips Curves from a Global Perspective, Cambridge Working Papers in Economics (2008) View citations (82) (2008)
2008
- Oil prices: The role of refinery utilization, futures markets and non-linearities
Energy Economics, 2008, 30, (5), 2609-2622 View citations (35)
2007
- Exploring the international linkages of the euro area: a global VAR analysis
Journal of Applied Econometrics, 2007, 22, (1), 1-38 View citations (753)
See also Working Paper Exploring the International Linkages of the Euro Area: a Global VAR Analysis, Computing in Economics and Finance 2006 (2006) View citations (27) (2006)
- Long Run Macroeconomic Relations in the Global Economy
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2007, 1, 1-20 View citations (105)
See also Working Paper Long Run Macroeconomic Relations in the Global Economy, Cambridge Working Papers in Economics (2007) View citations (101) (2007)
- Modelling the world oil market: Assessment of a quarterly econometric model
Energy Policy, 2007, 35, (1), 178-191 View citations (114)
See also Working Paper Modelling the World Oil Market: Assessment of a Quarterly Econometric Model, EcoMod2003 (2010) View citations (1) (2010)
2004
- Does OPEC Matter? An Econometric Analysis of Oil Prices
The Energy Journal, 2004, Volume 25, (Number 4), 67-90 View citations (145)
Also in The Energy Journal, 2004, 25, (4), 67-90 (2004) View citations (2)
2003
- A computational general equilibrium model with vintage capital
Journal of Economic Dynamics and Control, 2003, 27, (11), 1961-1991 View citations (4)
Also in Journal of Economic Dynamics and Control, 2003, 27, (11-12), 1961-1991 (2003) View citations (5)
2002
- Competitivite-prix et heterogeneite des echanges exterieurs chinois
Economie Internationale, 2002, (92), 41-66
2001
- Habitudes de consommation et prime de risque sur le marché actions dans les pays du G7
Économie et Prévision, 2001, 147, (1), 1-18 View citations (2)
- MARMOTTE: un modele multinational de 17 pays industrialises
Economie Internationale, 2001, (86), 143-167
- The opening policy in China: Simulations of a macroeconometric model
Journal of Policy Modeling, 2001, 23, (4), 397-410 View citations (8)
2000
- The Hong Kong Currency Board and Speculative Attacks
La Lettre du CEPII, 2000, (186)
1999
- The Devaluation of the Yuan: "A Little Impatience May Ruin a Great Project" (Confucious)
La Lettre du CEPII, 1999, (178) View citations (2)
1998
- Foreign Direct Investment in China: Determinants and Effects
Economic Change and Restructuring, 1998, 31, (2-3), 175-94 View citations (68)
Also in Economic Change and Restructuring, 1998, 31, (2), 175-194 (1998) View citations (62)
Books
2010
- Catching the Flu from the United States
Palgrave Macmillan Books, Palgrave Macmillan
- Contagion and Spillovers: New Insights from the Crisis
SUERF Studies, SUERF - The European Money and Finance Forum View citations (6)
Edited books
2011
- Globalisation, Regionalism and Economic Interdependence
Cambridge Books, Cambridge University Press
2009
- Globalisation, Regionalism and Economic Interdependence
Cambridge Books, Cambridge University Press View citations (2)
Chapters
2010
- Business Cycle Synchronisation: Disentangling Global Trade and Financial Linkages
Palgrave Macmillan
- Business Cycle Synchronisation: The United States and the Euro Area
Palgrave Macmillan
- Conclusion
Palgrave Macmillan
- Economic Interactions US-Euro Area Over the 2007–9 Financial Crisis: What Did We Learn?
Palgrave Macmillan
- Introduction
Palgrave Macmillan
- The US-Euro Area Relationship in a Context of Possible Systemic Changes
Palgrave Macmillan
- The United States and the Euro Area: The Role of Financial Variables
Palgrave Macmillan
- The United States and the Euro Area: What Do Structural Models Say About the Linkages?
Palgrave Macmillan
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