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Details about Stephane Dees

E-mail:
Homepage:https://www.banque-france.fr/en/stephane-dees
Postal address:31 rue Croix des Petits-Champs 75049 PARIS cedex 01
Workplace:Banque de France (Bank of France), (more information at EDIRC)
Bordeaux Sciences Économiques (BSE) (Bordeaux School of Economics), Université de Bordeaux (University of Bordeaux), (more information at EDIRC)

Access statistics for papers by Stephane Dees.

Last updated 2024-01-04. Update your information in the RePEc Author Service.

Short-id: pde176


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Working Papers

2023

  1. NGFS climate scenarios for the euro area: role of fiscal and monetary policy conduct
    Occasional Paper Series, European Central Bank Downloads
  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 Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2023) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2023) Downloads
  3. Using Short-Term Scenarios to Assess the Macroeconomic Impacts of Climate Transition
    Working papers, Banque de France Downloads

2022

  1. Assessing the Role of Institutions in Limiting the Environmental Externalities of Economic Growth
    Working Papers, HAL
    Also in Working papers, Banque de France (2020) Downloads
    Post-Print, HAL (2020)

    See also Journal Article in Environmental & Resource Economics (2020)
  2. The Financing Structure of NonFinancial Corporations and MacroFinancial Implications in France
    Working papers, Banque de France Downloads

2021

  1. Climate change and monetary policy in the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (18)
  2. Environmental policy and the CO2 emissions embodied in international trade
    Working Papers, HAL Downloads View citations (2)
    Also in Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE) (2021) Downloads View citations (2)

    See also Journal Article in Environmental & Resource Economics (2023)
  3. Prudential policy spillovers: how do international bank flows react to French policies?
    Post-Print, HAL
    See also Journal Article in International Economics (2022)
  4. The Global Financial Cycle and Us Monetary Policy in An Interconnected World
    Post-Print, HAL Downloads View citations (5)
    Also in Working papers, Banque de France (2019) Downloads View citations (3)
    Working Papers, Banco de España (2019) Downloads View citations (3)

    See also Journal Article in Journal of International Money and Finance (2021)

2020

  1. Climate-Related Scenarios for Financial Stability Assessment: an Application to France
    Working papers, Banque de France Downloads View citations (38)
  2. House Prices, Mortgage Debt Dynamics and Economic Fluctuations in France: A Semi-Structural Approach
    Working papers, Banque de France Downloads
  3. Les conséquences du changement climatique pour la politique monétaire
    Post-Print, HAL
    See also Journal Article in Revue d'économie financière (2020)

2019

  1. Animal spirits, fundamental factors and business cycle fluctuations
    Post-Print, HAL Downloads View citations (3)
    Also in Working Paper Series, European Central Bank (2016) Downloads View citations (2)

    See also Journal Article in Journal of Macroeconomics (2019)

2017

  1. Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach: Forecasting Inflation: A Panel VAR Approach
    Post-Print, HAL
  2. The role of confidence shocks in business cycles and their global dimension
    Post-Print, HAL View citations (2)
    See also Journal Article in International Economics (2017)

2016

  1. Credit, asset prices and business cycles at the global level
    Working Paper Series, European Central Bank Downloads View citations (7)
    Also in Post-Print, HAL (2016)
    ERSA conference papers, European Regional Science Association (2015) Downloads View citations (1)

    See also Journal Article in Economic Modelling (2016)
  2. Savings and investment behaviour in the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (17)

2015

  1. Regional dynamics of economic performance in the EU: To what extent spatial spillovers matter?
    Working Paper Series, European Central Bank Downloads View citations (8)
    See also Journal Article in REGION (2018)
  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 (9)
    Also in Working Paper Series, European Central Bank (2014) Downloads View citations (10)
  2. Linking Distress of Financial Institutions to Macrofinancial Shocks
    EcoMod2014, EcoMod Downloads View citations (3)
    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 (6)
    Also in Working Paper Series, European Central Bank (2014) Downloads View citations (6)

2012

  1. Competitiveness and external imbalances within the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (13)

2011

  1. Business cycle synchronisation: disentangling trade and financial linkages
    Working Paper Series, European Central Bank Downloads View citations (21)
    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 (30)
    See also Journal Article in International Economics (2013)

2010

  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. Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
    CESifo Working Paper Series, CESifo Downloads View citations (50)
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (49)

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 (11)
    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 (21)
  2. Forecasting world trade: direct versus "bottom-up" approaches
    Working Paper Series, European Central Bank Downloads View citations (5)
    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 (16)
  4. Identification of New Keynesian Phillips Curves from a Global Perspective
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (85)
    Also in CESifo Working Paper Series, CESifo (2008) Downloads View citations (80)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2008) Downloads View citations (77)
    Working Paper Series, European Central Bank (2008) Downloads View citations (77)

    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 (4)

    See also Journal Article in Empirical Economics (2013)
  6. Short-term Forecasting Methods of International Trade Variables
    EcoMod2008, EcoMod Downloads

2007

  1. Long Run Macroeconomic Relations in the Global Economy
    CESifo Working Paper Series, CESifo Downloads View citations (103)
    Also in Working Paper Series, European Central Bank (2007) Downloads View citations (103)
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) (2007) Downloads View citations (117)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) Downloads View citations (99)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) Downloads View citations (103)

    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2007)
  2. The transmission of US cyclical developments to the rest of the world
    Working Paper Series, European Central Bank Downloads View citations (24)

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 (27)
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations (43)
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2004) View citations (14)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2005) Downloads View citations (47)
    CESifo Working Paper Series, CESifo (2005) Downloads View citations (47)

    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 (19)

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 (10)
  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 (4)

Journal Articles

2023

  1. 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) Downloads
  2. Environmental Policy and the CO2 Emissions Embodied in International Trade
    Environmental & Resource Economics, 2023, 84, (2), 507-527 Downloads
    See also Working Paper (2021)
  3. 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) Downloads

2022

  1. Prudential policy spillovers: How do international bank flows react to French policies?
    International Economics, 2022, (172), 414-430 Downloads
    Also in International Economics, 2022, 172, (C), 414-430 (2022) Downloads

    See also Working Paper (2021)

2021

  1. 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) Downloads
  2. The Global Financial Cycle and US monetary policy in an interconnected world
    Journal of International Money and Finance, 2021, 115, (C) Downloads View citations (13)
    See also Working Paper (2021)

2020

  1. Assessing the Role of Institutions in Limiting the Environmental Externalities of Economic Growth
    Environmental & Resource Economics, 2020, 76, (2), 429-445 Downloads
    See also Working Paper (2022)
  2. Les conséquences du changement climatique pour la politique monétaire
    Revue d'économie financière, 2020, N° 138, (2), 243-257 Downloads
    See also Working Paper (2020)

2019

  1. Animal spirits, fundamental factors and business cycle fluctuations
    Journal of Macroeconomics, 2019, 61, (C), - Downloads View citations (7)
    See also Working Paper (2019)

2018

  1. Regional dynamics of economic performance in the EU: To what extent do spatial spillovers matter?
    REGION, 2018, 5, 75-96 Downloads
    See also Working Paper (2015)

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), 48-65 Downloads View citations (4)
    Also in International Economics, 2017, 151, (C), 48-65 (2017) Downloads View citations (4)

    See also Working Paper (2017)

2016

  1. Credit, asset prices and business cycles at the global level
    Economic Modelling, 2016, 54, (C), 139-152 Downloads View citations (8)
    See also Working Paper (2016)
  2. Macroprudential effects of systemic bank stress
    Macroprudential Bulletin, 2016, 2 Downloads View citations (1)

2014

  1. Constructing Multi-Country Rational Expectations Models
    Oxford Bulletin of Economics and Statistics, 2014, 76, (6), 812-840 Downloads View citations (20)

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 (87)
    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 (49)
    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 (10)
    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 (26)
    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 (46)

2009

  1. Forecasting World Trade: Direct Versus “Bottom-Up” Approaches
    Open Economies Review, 2009, 20, (3), 385-402 Downloads View citations (11)
    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 (20)
  3. Identification of New Keynesian Phillips Curves from a Global Perspective
    Journal of Money, Credit and Banking, 2009, 41, (7), 1481-1502 Downloads View citations (8)
    Also in Journal of Money, Credit and Banking, 2009, 41, (7), 1481-1502 (2009) View citations (63)

    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 (31)

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 (721)
    See also Working Paper (2006)
  2. Long Run Macroeconomic Relations in the Global Economy
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2007, 1, 1-20 Downloads View citations (103)
    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 (112)
    See also Working Paper (2010)

2004

  1. Does OPEC Matter? An Econometric Analysis of Oil Prices
    The Energy Journal, 2004, Volume 25, (Number 4), 67-90 Downloads View citations (141)

2003

  1. A computational general equilibrium model with vintage capital
    Journal of Economic Dynamics and Control, 2003, 27, (11), 1961-1991 Downloads View citations (4)
    Also in Journal of Economic Dynamics and Control, 2003, 27, (11-12), 1961-1991 (2003) Downloads View citations (5)

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 (60)
    Also in Economic Change and Restructuring, 1998, 31, (2-3), 175-94 (1998) Downloads View citations (66)

Books

2010

  1. Catching the Flu from the United States
    Palgrave Macmillan Books, Palgrave Macmillan
  2. Contagion and Spillovers: New Insights from the Crisis
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads View citations (6)

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 (2)

Chapters

2010

  1. Business Cycle Synchronisation: Disentangling Global Trade and Financial Linkages
    Palgrave Macmillan
  2. Business Cycle Synchronisation: The United States and the Euro Area
    Palgrave Macmillan
  3. Conclusion
    Palgrave Macmillan
  4. Economic Interactions US-Euro Area Over the 2007–9 Financial Crisis: What Did We Learn?
    Palgrave Macmillan
  5. Introduction
    Palgrave Macmillan
  6. The US-Euro Area Relationship in a Context of Possible Systemic Changes
    Palgrave Macmillan
  7. The United States and the Euro Area: The Role of Financial Variables
    Palgrave Macmillan
  8. The United States and the Euro Area: What Do Structural Models Say About the Linkages?
    Palgrave Macmillan
 
Page updated 2024-02-22