Details about Ferre De Graeve
Access statistics for papers by Ferre De Graeve.
Last updated 2023-05-05. Update your information in the RePEc Author Service.
Short-id: pde275
Jump to Journal Articles Chapters
Working Papers
2018
- Understanding International Long-Term Interest Rate Comovement
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (10)
See also Chapter Understanding International Long-term Interest Rate Comovement, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)
2016
- Forward Guidance, Quantitative Easing, or both?
Working Paper Research, National Bank of Belgium View citations (17)
2015
- Central bank policy paths and market forward rates: A simple model
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) 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) View citations (3) (2017)
2013
- Identifying Fiscal Inflation
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (3)
See also Journal Article Identifying fiscal inflation, European Economic Review, Elsevier (2015) View citations (4) (2015)
- Refining Stylized Facts from Factor Models of Inflation
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (1)
See also Journal Article Refining Stylized Facts from Factor Models of Inflation, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (9) (2015)
- Un-truncating VARs
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (4)
2012
- Fiscal policy in contemporary DSGE models
2012 Meeting Papers, Society for Economic Dynamics
2010
- Identifying VARs through Heterogeneity: An Application to Bank Runs
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (16)
- Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (25)
Also in DEM Discussion Paper Series, Department of Economics at the University of Luxembourg (2009) View citations (2) Working Paper Research, National Bank of Belgium (2008) 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) View citations (25) (2010)
2008
- Monetary policy and bank distress: an integrated micro-macro approach
Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (10)
- The external finance premium and the macroeconomy: US post-WWII evidence
Working Papers, Federal Reserve Bank of Dallas View citations (110)
Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) View citations (18) Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2007) View citations (5) Computing in Economics and Finance 2006, Society for Computational Economics (2006) 
See also Journal Article The external finance premium and the macroeconomy: US post-WWII evidence, Journal of Economic Dynamics and Control, Elsevier (2008) View citations (138) (2008)
2004
- 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 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) View citations (129) (2007)
- The Determinants of Pass-Through of Market Conditions to Bank Retail Interest Rates in Belgium
Working Paper Research, National Bank of Belgium View citations (28)
Journal Articles
2023
- The maturity composition of government debt: A comprehensive database
European Economic Review, 2023, 154, (C) View citations (5)
2017
- Central Bank Policy Paths and Market Forward Rates: A Simple Model
Journal of Money, Credit and Banking, 2017, 49, (6), 1197-1224 View citations (3)
See also Working Paper Central bank policy paths and market forward rates: A simple model, Working Paper Series (2015) View citations (1) (2015)
2015
- Identifying fiscal inflation
European Economic Review, 2015, 80, (C), 83-93 View citations (4)
See also Working Paper Identifying Fiscal Inflation, Working Paper Series (2013) View citations (3) (2013)
- Refining Stylized Facts from Factor Models of Inflation
Journal of Applied Econometrics, 2015, 30, (7), 1192-1209 View citations (9)
See also Working Paper Refining Stylized Facts from Factor Models of Inflation, Working Paper Series (2013) View citations (1) (2013)
2010
- Risk premiums and macroeconomic dynamics in a heterogeneous agent model
Journal of Economic Dynamics and Control, 2010, 34, (9), 1680-1699 View citations (25)
See also Working Paper Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model, Working Paper Series (2010) View citations (25) (2010)
2009
- A structural decomposition of the US yield curve
Journal of Monetary Economics, 2009, 56, (4), 545-559 View citations (69)
2008
- Monetary policy and financial (in)stability: An integrated micro-macro approach
Journal of Financial Stability, 2008, 4, (3), 205-231 View citations (62)
- The external finance premium and the macroeconomy: US post-WWII evidence
Journal of Economic Dynamics and Control, 2008, 32, (11), 3415-3440 View citations (138)
See also Working Paper The external finance premium and the macroeconomy: US post-WWII evidence, Working Papers (2008) View citations (110) (2008)
2007
- Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets
Journal of Banking & Finance, 2007, 31, (1), 259-278 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) View citations (9) (2004)
Chapters
2022
- Understanding International Long-term Interest Rate Comovement
A chapter in Essays in Honour of Fabio Canova, 2022, vol. 44B, pp 147-189 
See also Working Paper Understanding International Long-Term Interest Rate Comovement, Cardiff University, Cardiff Business School, Economics Section (2018) View citations (10) (2018)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|