Details about Ivan Jaccard

Access statistics for papers by Ivan Jaccard.

Last updated 2023-10-26. Update your information in the RePEc Author Service.

Short-id: pja143

Working Papers

2023

1. Optimal monetary policy in an estimated SIR model
   Working Paper Series, European Central Bank
   See also Journal Article in European Economic Review (2023)

2022

2. Green asset pricing
   Working Papers, HAL
   Also in Working Paper Series, European Central Bank (2020) View citations (4)
3. The trade-off between public health and the economy in the early stage of the COVID-19 pandemic
   Working Paper Series, European Central Bank

2021

4. Leveraged property cycles
   Working Paper Series, European Central Bank

2019

5. Online Appendix to "Structural Asymmetries and Financial Imbalances in the Eurozone"
   Online Appendices, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2020)

2018

6. Asset pricing and the propagation of financial shocks
   Working Paper Series, European Central Bank View citations (4)
7. Real and financial cycles in EU countries - Stylised facts and modelling implications
   Occasional Paper Series, European Central Bank View citations (39)
8. Stochastic discounting and the transmission of money supply shocks
   Working Paper Series, European Central Bank View citations (2)

2017

9. Structural asymmetries and financial imbalances in the eurozone
   Working Paper Series, European Central Bank View citations (6)
   See also Journal Article in Review of Economic Dynamics (2020)

2016

10. Savings and investment behaviour in the euro area
    Occasional Paper Series, European Central Bank View citations (17)

2013

11. Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks
    Working Paper Series, European Central Bank View citations (13)
12. Welfare and bond pricing implications of fiscal stabilization policies
    Bank of Finland Research Discussion Papers, Bank of Finland

2012

13. Asset pricing and housing supply in a production economy
    Working Paper Series, European Central Bank View citations (3)
    See also Journal Article in The B.E. Journal of Macroeconomics (2011)

2011

14. Government bond risk premia and the cyclicality of fiscal policy
    Working Paper Series, European Central Bank View citations (14)

2010

15. Asset pricing, habit memory, and the labor market
    Working Paper Series, European Central Bank View citations (12)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2007) View citations (6)

2007

16. Real Estate Prices in Production Economies
    2007 Meeting Papers, Society for Economic Dynamics
17. Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006)

2006

18. House Prices, Real Estate Returns and the Business Cycle
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (3)

Journal Articles

2023

1. Optimal monetary policy in an estimated SIR model
   European Economic Review, 2023, 156, (C)
   See also Working Paper (2023)

2021

2. A time-varying carbon tax to protect the environment while safeguarding the economy
   Research Bulletin, 2021, 86

2020

3. Structural Asymmetries and Financial Imbalances in the Eurozone
   Review of Economic Dynamics, 2020, 36, 73-102 View citations (7)
   See also Working Paper (2019)
   Working Paper (2017)
   Software Item (2019)

2018

4. Asset Pricing and the Propagation of Macroeconomic Shocks
   Journal of the European Economic Association, 2018, 16, (2), 436-486 View citations (7)
5. Contrasting financial and business cycles: Stylized facts and candidate explanations
   Journal of Financial Stability, 2018, 38, (C), 72-80 View citations (28)

2014

6. Asset Returns and Labor Supply in a Production Economy
   Journal of Money, Credit and Banking, 2014, 46, (5), 889-919 View citations (15)

2011

7. Asset Pricing and Housing Supply in a Production Economy
   The B.E. Journal of Macroeconomics, 2011, 11, (1), 1-40 View citations (15)
   See also Working Paper (2012)

Software Items

2019

1. Code and data files for "Structural Asymmetries and Financial Imbalances in the Eurozone"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2020)