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Details about Stephane Dees

E-mail:
Homepage:http://www.ecb.europa.eu/pub/research/authors/profiles/stephane-dees.en.html
Postal address:31 rue Croix des Petits-Champs 75049 PARIS cedex 01
Workplace:Banque de France (Bank of France), (more information at EDIRC)
Laboratoire d'Analyse et de Recherche Économiques et Finance Internationales (LAREFI) (Laboratory for Analysis and Research in Economics and International Finance), Université de Bordeaux (University of Bordeaux), (more information at EDIRC)

Access statistics for papers by Stephane Dees.

Last updated 2020-01-21. Update your information in the RePEc Author Service.

Short-id: pde176


Jump to Journal Articles Books Edited books

Working Papers

2019

  1. The global financial cycle and us monetary policy in an interconnected world
    Working Papers, Banco de España Downloads

2016

  1. Animal spirits, fundamental factors and business cycle fluctuations
    Working Paper Series, European Central Bank Downloads View citations (2)
    See also Journal Article in Journal of Macroeconomics (2019)
  2. Credit, asset prices and business cycles at the global level
    Working Paper Series, European Central Bank Downloads View citations (6)
    Also in ERSA conference papers, European Regional Science Association (2015) Downloads

    See also Journal Article in Economic Modelling (2016)
  3. Savings and investment behaviour in the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (10)

2015

  1. Regional dynamics of economic performance in the EU: To what extent spatial spillovers matter?
    Working Paper Series, European Central Bank Downloads
  2. Regional dynamics of growth in the European Union: To what extent spatial spillovers matter?
    ERSA conference papers, European Regional Science Association Downloads View citations (5)

2014

  1. 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 Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2014) Downloads View citations (3)
  2. Linking Distress of Financial Institutions to Macrofinancial Shocks
    EcoMod2014, EcoMod Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2014) Downloads View citations (4)
  3. The International Dimension of Confidence Shocks
    Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2014) Downloads View citations (3)

2012

  1. Competitiveness and external imbalances within the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (10)

2011

  1. Business cycle synchronisation: disentangling trade and financial linkages
    Working Paper Series, European Central Bank Downloads View citations (15)
    See also Journal Article in Open Economies Review (2012)
  2. Consumer confidence as a predictor of consumption spending: evidence for the United States and the euro area
    Working Paper Series, European Central Bank Downloads View citations (25)
    See also Journal Article in International Economics (2013)

2010

  1. Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (33)
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (27)

2009

  1. Forecasting the world economy in the short-term
    Working Paper Series, European Central Bank Downloads View citations (8)
    See also Journal Article in The World Economy (2012)
  2. The role of the United States in the global economy and its evolution over time
    Working Paper Series, European Central Bank Downloads View citations (9)
    See also Journal Article in Empirical Economics (2011)

2008

  1. Assessing the factors behind oil price changes
    Working Paper Series, European Central Bank Downloads View citations (19)
  2. Forecasting world trade: direct versus "bottom-up" approaches
    Working Paper Series, European Central Bank Downloads View citations (1)
    See also Journal Article in Open Economies Review (2009)
  3. Global macro-financial shocks and expected default frequencies in the euro area
    Working Paper Series, European Central Bank Downloads View citations (15)
  4. Identification of New Keynesian Phillips Curves from a Global Perspective
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (51)
    Also in Working Paper Series, European Central Bank (2008) Downloads View citations (55)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2008) Downloads View citations (62)
    CESifo Working Paper Series, CESifo Group Munich (2008) Downloads View citations (58)

    See also Journal Article in Journal of Money, Credit and Banking (2009)
  5. Import Price Dynamics in Major Advanced Economies and Heterogeneity in Exchange Rate Pass-Through
    Staff Working Papers, Bank of Canada Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2008) Downloads View citations (1)

    See also Journal Article in Empirical Economics (2013)

2007

  1. Long Run Macroeconomic Relations in the Global Economy
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (88)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) Downloads View citations (48)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) Downloads View citations (53)
    Working Paper Series, European Central Bank (2007) Downloads View citations (52)
    CESifo Working Paper Series, CESifo Group Munich (2007) Downloads View citations (50)

    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)
  2. The transmission of US cyclical developments to the rest of the world
    Working Paper Series, European Central Bank Downloads View citations (20)

2006

  1. Exploring the International Linkages of the Euro Area: a Global VAR Analysis
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (24)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2005) Downloads View citations (32)
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2004) View citations (14)
    Working Paper Series, European Central Bank (2005) Downloads View citations (33)
    CESifo Working Paper Series, CESifo Group Munich (2005) Downloads View citations (33)

    See also Journal Article in Journal of Applied Econometrics (2007)

2005

  1. World trade and global integration in production processes: a re-assessment of import demand equations
    Working Paper Series, European Central Bank Downloads View citations (20)

2001

  1. Defining Consumption Behaviour in a Multi-Country Model
    Working Papers, CEPII research center Downloads View citations (2)
  2. MARMOTTE: a Multinational Model
    Working Papers, CEPII research center Downloads View citations (1)

2000

  1. A computable General Equilibrium Model with Vintage Capital
    Working Papers, CEPII research center Downloads View citations (4)
  2. Consumption Habit and Equity Premium in the G7 Countries
    Working Papers, CEPII research center Downloads View citations (5)
  3. MEDIUM TERM DYNAMICS IN A RATIONAL EXPECTATION MODEL WITH VINTAGE CAPITAL AND APPROPRIABILITY
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads

1999

  1. The Role of External Variables in the Chinese Economy
    Working Papers, CEPII research center Downloads View citations (2)

Undated

  1. Modelling the World Oil Market: Assessment of a Quarterly Econometric Model
    EcoMod2003, EcoMod Downloads View citations (1)
    See also Journal Article in Energy Policy (2007)
  2. Short-term Forecasting Methods of International Trade Variables
    EcoMod2008, EcoMod Downloads

Journal Articles

2019

  1. Animal spirits, fundamental factors and business cycle fluctuations
    Journal of Macroeconomics, 2019, 61, (C), - Downloads View citations (2)
    See also Working Paper (2016)

2017

  1. Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach
    Journal of Forecasting, 2017, 36, (4), 431-453 Downloads
  2. The role of confidence shocks in business cycles and their global dimension
    International Economics, 2017, 151, (C), 48-65 Downloads
    Also in International Economics, 2017, (151), 48-65 (2017) Downloads

2016

  1. Credit, asset prices and business cycles at the global level
    Economic Modelling, 2016, 54, (C), 139-152 Downloads View citations (7)
    See also Working Paper (2016)
  2. Macroprudential effects of systemic bank stress
    Macroprudential Bulletin, 2016, 2 Downloads

2014

  1. Constructing Multi-Country Rational Expectations Models
    Oxford Bulletin of Economics and Statistics, 2014, 76, (6), 812-840 Downloads View citations (13)

2013

  1. Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area
    International Economics, 2013, (134), 1-14 Downloads View citations (41)
    See also Working Paper (2011)
  2. Import price dynamics in major advanced economies and heterogeneity in exchange rate pass-through
    Empirical Economics, 2013, 45, (2), 789-816 Downloads View citations (1)
    See also Working Paper (2008)

2012

  1. Business Cycle Synchronisation: Disentangling Trade and Financial Linkages
    Open Economies Review, 2012, 23, (4), 623-643 Downloads View citations (25)
    See also Working Paper (2011)
  2. Forecasting the World Economy in the Short Term
    The World Economy, 2012, 35, (3), 331-350 Downloads View citations (5)
    See also Working Paper (2009)

2011

  1. The role of the United States in the global economy and its evolution over time
    Empirical Economics, 2011, 41, (3), 573-591 Downloads View citations (19)
    See also Working Paper (2009)

2010

  1. Stress-testing euro area corporate default probabilities using a global macroeconomic model
    Journal of Financial Stability, 2010, 6, (2), 64-78 Downloads View citations (37)

2009

  1. Forecasting World Trade: Direct Versus “Bottom-Up” Approaches
    Open Economies Review, 2009, 20, (3), 385-402 Downloads View citations (8)
    See also Working Paper (2008)
  2. Horizontal and vertical transmissions in the US oil supply chain
    Energy Policy, 2009, 37, (2), 644-650 Downloads View citations (13)
  3. Identification of New Keynesian Phillips Curves from a Global Perspective
    Journal of Money, Credit and Banking, 2009, 41, (7), 1481-1502 View citations (50)
    See also Working Paper (2008)

2008

  1. Oil prices: The role of refinery utilization, futures markets and non-linearities
    Energy Economics, 2008, 30, (5), 2609-2622 Downloads View citations (25)

2007

  1. Exploring the international linkages of the euro area: a global VAR analysis
    Journal of Applied Econometrics, 2007, 22, (1), 1-38 Downloads View citations (529)
    See also Working Paper (2006)
  2. Long Run Macroeconomic Relations in the Global Economy
    Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, 1-20 Downloads View citations (50)
    See also Working Paper (2007)
  3. Modelling the world oil market: Assessment of a quarterly econometric model
    Energy Policy, 2007, 35, (1), 178-191 Downloads View citations (81)
    See also Working Paper

2004

  1. Does OPEC Matter? An Econometric Analysis of Oil Prices
    The Energy Journal, 2004, Volume 25, (Number 4), 67-90 Downloads View citations (106)

2003

  1. A computational general equilibrium model with vintage capital
    Journal of Economic Dynamics and Control, 2003, 27, (11-12), 1961-1991 Downloads View citations (2)
    Also in Journal of Economic Dynamics and Control, 2003, 27, (11), 1961-1991 (2003) Downloads View citations (3)

2002

  1. Competitivite-prix et heterogeneite des echanges exterieurs chinois
    Economie Internationale, 2002, (92), 41-66 Downloads

2001

  1. Habitudes de consommation et prime de risque sur le marché actions dans les pays du G7
    Économie et Prévision, 2001, 147, (1), 1-18 Downloads View citations (2)
  2. MARMOTTE: un modele multinational de 17 pays industrialises
    Economie Internationale, 2001, (86), 143-167 Downloads
  3. The opening policy in China: Simulations of a macroeconometric model
    Journal of Policy Modeling, 2001, 23, (4), 397-410 Downloads View citations (8)

2000

  1. The Hong Kong Currency Board and Speculative Attacks
    La Lettre du CEPII, 2000, (186) Downloads

1999

  1. The Devaluation of the Yuan: "A Little Impatience May Ruin a Great Project" (Confucious)
    La Lettre du CEPII, 1999, (178) Downloads View citations (2)

1998

  1. Foreign Direct Investment in China: Determinants and Effects
    Economic Change and Restructuring, 1998, 31, (2), 175-194 Downloads View citations (46)
    Also in Economic Change and Restructuring, 1998, 31, (2-3), 175-94 (1998) Downloads View citations (56)

Books

2010

  1. Contagion and Spillovers: New Insights from the Crisis
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads View citations (5)

Edited books

2011

  1. Globalisation, Regionalism and Economic Interdependence
    Cambridge Books, Cambridge University Press

2009

  1. Globalisation, Regionalism and Economic Interdependence
    Cambridge Books, Cambridge University Press View citations (1)
 
Page updated 2020-03-30