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Details about Ferre De Graeve

Homepage:http://sites.google.com/site/ferredegraeve/
Workplace:Department of Economics, Faculteit Economie en Bedrijfswetenschappen (Faculty of Business and Economics), KU Leuven (University of Leuven), (more information at EDIRC)

Access statistics for papers by Ferre De Graeve.

Last updated 2023-05-05. Update your information in the RePEc Author Service.

Short-id: pde275


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Working Papers

2018

  1. Understanding International Long-Term Interest Rate Comovement
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (10)
    See also Chapter Understanding International Long-term Interest Rate Comovement, Advances in Econometrics, Emerald Group Publishing Limited (2022) Downloads (2022)

2016

  1. Forward Guidance, Quantitative Easing, or both?
    Working Paper Research, National Bank of Belgium Downloads View citations (17)

2015

  1. Central bank policy paths and market forward rates: A simple model
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (1)
    See also Journal Article Central Bank Policy Paths and Market Forward Rates: A Simple Model, Journal of Money, Credit and Banking, Blackwell Publishing (2017) Downloads View citations (3) (2017)

2013

  1. Identifying Fiscal Inflation
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (3)
    See also Journal Article Identifying fiscal inflation, European Economic Review, Elsevier (2015) Downloads View citations (4) (2015)
  2. Refining Stylized Facts from Factor Models of Inflation
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (1)
    See also Journal Article Refining Stylized Facts from Factor Models of Inflation, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) Downloads View citations (9) (2015)
  3. Un-truncating VARs
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (4)

2012

  1. Fiscal policy in contemporary DSGE models
    2012 Meeting Papers, Society for Economic Dynamics Downloads

2010

  1. Identifying VARs through Heterogeneity: An Application to Bank Runs
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (16)
  2. Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (25)
    Also in DEM Discussion Paper Series, Department of Economics at the University of Luxembourg (2009) Downloads View citations (2)
    Working Paper Research, National Bank of Belgium (2008) Downloads View citations (3)

    See also Journal Article Risk premiums and macroeconomic dynamics in a heterogeneous agent model, Journal of Economic Dynamics and Control, Elsevier (2010) Downloads View citations (25) (2010)

2008

  1. Monetary policy and bank distress: an integrated micro-macro approach
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (10)
  2. The external finance premium and the macroeconomy: US post-WWII evidence
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (110)
    Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) Downloads View citations (18)
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2007) Downloads View citations (5)
    Computing in Economics and Finance 2006, Society for Computational Economics (2006) Downloads

    See also Journal Article The external finance premium and the macroeconomy: US post-WWII evidence, Journal of Economic Dynamics and Control, Elsevier (2008) Downloads View citations (138) (2008)

2004

  1. Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration Downloads View citations (9)
    See also Journal Article Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets, Journal of Banking & Finance, Elsevier (2007) Downloads View citations (129) (2007)
  2. The Determinants of Pass-Through of Market Conditions to Bank Retail Interest Rates in Belgium
    Working Paper Research, National Bank of Belgium Downloads View citations (28)

Journal Articles

2023

  1. The maturity composition of government debt: A comprehensive database
    European Economic Review, 2023, 154, (C) Downloads View citations (5)

2017

  1. Central Bank Policy Paths and Market Forward Rates: A Simple Model
    Journal of Money, Credit and Banking, 2017, 49, (6), 1197-1224 Downloads View citations (3)
    See also Working Paper Central bank policy paths and market forward rates: A simple model, Working Paper Series (2015) Downloads View citations (1) (2015)

2015

  1. Identifying fiscal inflation
    European Economic Review, 2015, 80, (C), 83-93 Downloads View citations (4)
    See also Working Paper Identifying Fiscal Inflation, Working Paper Series (2013) Downloads View citations (3) (2013)
  2. Refining Stylized Facts from Factor Models of Inflation
    Journal of Applied Econometrics, 2015, 30, (7), 1192-1209 Downloads View citations (9)
    See also Working Paper Refining Stylized Facts from Factor Models of Inflation, Working Paper Series (2013) Downloads View citations (1) (2013)

2010

  1. Risk premiums and macroeconomic dynamics in a heterogeneous agent model
    Journal of Economic Dynamics and Control, 2010, 34, (9), 1680-1699 Downloads View citations (25)
    See also Working Paper Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model, Working Paper Series (2010) Downloads View citations (25) (2010)

2009

  1. A structural decomposition of the US yield curve
    Journal of Monetary Economics, 2009, 56, (4), 545-559 Downloads View citations (69)

2008

  1. Monetary policy and financial (in)stability: An integrated micro-macro approach
    Journal of Financial Stability, 2008, 4, (3), 205-231 Downloads View citations (62)
  2. The external finance premium and the macroeconomy: US post-WWII evidence
    Journal of Economic Dynamics and Control, 2008, 32, (11), 3415-3440 Downloads View citations (138)
    See also Working Paper The external finance premium and the macroeconomy: US post-WWII evidence, Working Papers (2008) Downloads View citations (110) (2008)

2007

  1. Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets
    Journal of Banking & Finance, 2007, 31, (1), 259-278 Downloads View citations (129)
    See also Working Paper Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2004) Downloads View citations (9) (2004)

Chapters

2022

  1. Understanding International Long-term Interest Rate Comovement
    A chapter in Essays in Honour of Fabio Canova, 2022, vol. 44B, pp 147-189 Downloads
    See also Working Paper Understanding International Long-Term Interest Rate Comovement, Cardiff University, Cardiff Business School, Economics Section (2018) Downloads View citations (10) (2018)
 
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