Details about Julien Matheron

Access statistics for papers by Julien Matheron.

Last updated 2023-12-05. Update your information in the RePEc Author Service.

Short-id: pma956

Working Papers

2024

1. Capital Requirements in Light of Monetary Tightening
   Working papers, Banque de France View citations (1)
2. The Long-Run Effects of Fiscal Rebalancing in a Heterogeneous-Agent Model
   TSE Working Papers, Toulouse School of Economics (TSE)

2022

3. Make-up Strategies with Finite Planning Horizons but Forward-Looking Asset Prices
   Working Papers, Banco de España View citations (3)
   Also in Working papers, Banque de France (2022) View citations (2)

2021

4. Inflation tolerance ranges in the New Keynesian model
   Working papers, Banque de France View citations (4)
   Also in Working Papers, Banco de España (2021) View citations (2)
   See also Journal Article Inflation tolerance ranges in the New Keynesian model, European Economic Review, Elsevier (2023) View citations (2) (2023)
5. Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement
   Occasional Paper Series, European Central Bank View citations (3)
6. Should the ECB Adjust Its Strategy in the Face of a Lower r*?
   Working Papers, Federal Reserve Bank of Boston View citations (12)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2021) View citations (31)
   Working Papers, Barcelona School of Economics (2021) View citations (26)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
   Working papers, Banque de France (2021) View citations (26)
7. The ECB’s price stability framework: past experience, and current and future challenges
   Occasional Paper Series, European Central Bank View citations (19)

2019

8. The Optimal Inflation Target and the Natural Rate of Interest
   Working Papers, Federal Reserve Bank of Boston View citations (15)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019) View citations (30)
   Working Papers, Barcelona School of Economics (2017) View citations (4)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (16)
   NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (19)
   Working papers, Banque de France (2018) View citations (38)
   See also Journal Article The Optimal Inflation Target and the Natural Rate of Interest, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2019) View citations (2) (2019)

2018

9. The Horizontally S-Shaped Laffer Curve
   Post-Print, HAL View citations (12)
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2017) View citations (6)
   See also Journal Article The Horizontally S-Shaped Laffer Curve, Journal of the European Economic Association, European Economic Association (2018) View citations (13) (2018)

2017

10. Assessing the Macroeconomic Effects of LTROs During the Great Recession
    Post-Print, HAL View citations (27)
    See also Journal Article Assessing the Macroeconomic Effects of LTROs during the Great Recession, Journal of Money, Credit and Banking, Blackwell Publishing (2017) View citations (26) (2017)
11. Precautionary Saving and Aggregate Demand
    PSE-Ecole d'économie de Paris (Postprint), HAL View citations (8)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (6)
    2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (2)
    2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (34)
    Working papers, Banque de France (2015) View citations (69)
    SciencePo Working papers Main, HAL (2017) View citations (10)
    Post-Print, HAL (2017) View citations (8)
    See also Journal Article Precautionary saving and aggregate demand, Quantitative Economics, Econometric Society (2017) View citations (42) (2017)

2014

12. Assessing the macroeconomic effects of LTROS
    Working papers, Banque de France View citations (10)
13. Règles Budgétaires Strictes et Stabilité Macroéconomique: Le Cas de la TVA Sociale
    Post-Print, HAL
    See also Journal Article Règles budgétaires strictes et stabilité macroéconomique. Le cas de la tva sociale, Revue économique, Presses de Sciences-Po (2014) (2014)

2013

14. A Pitfall with Estimated DSGE-Based Government-Spending Multipliers
    Post-Print, HAL View citations (42)
    See also Journal Article A Pitfall with Estimated DSGE-Based Government Spending Multipliers, American Economic Journal: Macroeconomics, American Economic Association (2013) View citations (59) (2013)
15. Strict Fiscal Rules and Macroeconomic Stability: The Case of Social VAT
    Working papers, Banque de France
16. The Laffer Curve in an Incomplete-Market Economy
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (7)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2013) View citations (6)
    Working papers, Banque de France (2013) View citations (18)

2012

17. A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (5)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2012) View citations (6)
    2011 Meeting Papers, Society for Economic Dynamics (2011)
    Working papers, Banque de France (2012) View citations (5)

2011

18. Désinflation et Chômage dans la Zone Euro: Une Analyse à l’Aide d’un Modèle VAR Structurel
    Post-Print, HAL
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009)
    Working papers, Banque de France (2009)
    See also Journal Article Désinflation et chômage dans la zone euro: une analyse à l'aide d'un modèle var structurel, Annals of Economics and Statistics, GENES (2010) (2010)
19. Externality in Labor Supply and Government Spending
    Post-Print, HAL View citations (5)
    See also Journal Article Externality in labor supply and government spending, Economics Letters, Elsevier (2011) View citations (7) (2011)
20. Price Stickiness and Sectoral Inflation Persistence: Additional Evidence
    Working papers, Banque de France View citations (1)
    See also Journal Article Price Stickiness and Sectoral Inflation Persistence: Additional Evidence, Journal of Money, Credit and Banking, Blackwell Publishing (2012) View citations (15) (2012)

2010

21. Disinflation Shocks in the Eurozone: A DSGE Perspective
    Post-Print, HAL View citations (17)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2007)
    See also Journal Article Disinflation Shocks in the Eurozone: A DSGE Perspective, Journal of Money, Credit and Banking, Blackwell Publishing (2010) View citations (19) (2010)
22. Défiscalisation des heures supplémentaires: une perspective d'équilibre général
    Working papers, Banque de France
    See also Journal Article Défiscalisation des heures supplémentaires: une perspective d'équilibre général, Annals of Economics and Statistics, GENES (2011) (2011)
23. Inflation Target Shocks and Monetary Policy Inertia in the Euro Area
    Post-Print, HAL View citations (17)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009) View citations (7)
    Working papers, Banque de France (2009) View citations (5)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2008) View citations (16)
    See also Journal Article Inflation Target Shocks and Monetary Policy Inertia in the Euro Area, Economic Journal, Royal Economic Society (2010) View citations (17) (2010)
24. La TVA Sociale: Bonne ou Mauvaise Idée ?
    Post-Print, HAL View citations (2)
    Also in Working papers, Banque de France (2009) View citations (1)
    TSE Working Papers, Toulouse School of Economics (TSE) (2009) View citations (2)
    See also Journal Article La TVA sociale: bonne ou mauvaise idée ?, Économie et Prévision, Programme National Persée (2010) View citations (4) (2010)

2009

25. Minimum Distance Estimation and Testing of DSGE Models from Structural VARs
    Working papers, Banque de France View citations (10)
    Also in Post-Print, HAL (2009) View citations (9)
    TSE Working Papers, Toulouse School of Economics (TSE) (2009) View citations (10)
    See also Journal Article Minimum Distance Estimation and Testing of DSGE Models from Structural VARs*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2009) View citations (10) (2009)
26. On the Dynamic Implications of News Shocks
    Post-Print, HAL View citations (28)
    See also Journal Article On the dynamic implications of news shocks, Economics Letters, Elsevier (2009) View citations (32) (2009)
27. Une estimation de la cible implicite d’inflation dans la zone euro
    TSE Working Papers, Toulouse School of Economics (TSE)
    Also in Working papers, Banque de France (2009)
    See also Journal Article Une estimation de la cible implicite d’inflation dans la zone euro, Revue Française d'Économie, Programme National Persée (2009) View citations (1) (2009)

2008

28. Chocs d’Offre et Optimalité de la Politique Monétaire dans la Zone Euro
    Working papers, Banque de France
    Also in Post-Print, HAL (2008)
    See also Journal Article Chocs d'offre et optimalité de la politique monétaire dans la zone euro, Revue économique, Presses de Sciences-Po (2008) (2008)

2007

29. Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (29)
    See also Journal Article Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis, International Journal of Central Banking, International Journal of Central Banking (2007) View citations (34) (2007)
30. Optimal Monetary Policy and Technological Shocks in the Post-War US Business Cycle
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse
31. The Dynamic Effects of Disinflation Policies
    Working papers, Banque de France View citations (6)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2007) View citations (4)
32. Une évaluation structurelle du ratio de sacrifice dans la zone euro
    Working papers, Banque de France View citations (1)

2006

33. How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?
    Working papers, Banque de France
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) View citations (3)
    See also Journal Article How well does a small structural model with sticky prices and wages fit postwar U.S. data?, Economic Modelling, Elsevier (2009) View citations (4) (2009)
34. Monetary Policy Inertia or Persistent Shocks?
    Working papers, Banque de France
    See also Journal Article Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis, International Journal of Central Banking, International Journal of Central Banking (2007) View citations (34) (2007)
35. Rentabilité d'actifs et fluctuations économiques: une perspective d'équilibre général dynamique et stochastique
    Working Papers, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2006)
    See also Journal Article Rentabilités d'actifs et fluctuations économiques: une perspective d'équilibre général dynamique et stochastique, Economie & Prévision, La Documentation Française (2008) (2008)

2005

36. Can the Kydland--Prescott Model Pass the Cogley--Nason Test?
    Working papers, Banque de France
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2005)
37. Interactions between Business Cycles, stock Market Cycles and Interest Rates: the Stylised Facts
    Working papers, Banque de France View citations (14)
    See also Journal Article Interactions between business cycles, stock market cycles and interest rates: the stylised facts, Financial Stability Review, Banque de France (2003) View citations (3) (2003)
38. Technology Shock and Employment: Do We Need Models with a Fall in Hours?
    2005 Meeting Papers, Society for Economic Dynamics View citations (4)
39. Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?
    Working papers, Banque de France View citations (5)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2005) View citations (4)
40. Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the Euro Area
    Working papers, Banque de France View citations (2)
41. Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy
    Working papers, Banque de France

2004

42. Evaluating the Fit of Sticky Price Models
    Working papers, Banque de France

Journal Articles

2024

1. Make-up strategies with finite planning horizons but infinitely forward-looking asset prices
   Journal of Monetary Economics, 2024, 143, (C) View citations (1)

2023

2. Inflation tolerance ranges in the New Keynesian model
   European Economic Review, 2023, 153, (C) View citations (2)
   See also Working Paper Inflation tolerance ranges in the New Keynesian model, Working papers (2021) View citations (4) (2021)

2021

3. Should the ECB adjust its strategy in the face of a lower r★?
   Journal of Economic Dynamics and Control, 2021, 132, (C) View citations (20)

2019

4. The Optimal Inflation Target and the Natural Rate of Interest
   Brookings Papers on Economic Activity, 2019, 50, (2 (Fall)), 173-255 View citations (2)
   See also Working Paper The Optimal Inflation Target and the Natural Rate of Interest, Working Papers (2019) View citations (15) (2019)

2018

5. Does the Phillips curve still exist?
   Rue de la Banque, 2018, (56) View citations (9)
6. Erratum: The Horizontally S-Shaped Laffer Curve
   Journal of the European Economic Association, 2018, 16, (2), 561-561 View citations (1)
7. Peut-on encore modéliser la politique monétaire dans un cadre DSGE ?
   Revue française d'économie, 2018, XXXIII, (3), 165-200
8. The Horizontally S-Shaped Laffer Curve
   Journal of the European Economic Association, 2018, 16, (3), 857-893 View citations (13)
   See also Working Paper The Horizontally S-Shaped Laffer Curve, Post-Print (2018) View citations (12) (2018)

2017

9. Assessing the Macroeconomic Effects of LTROs during the Great Recession
   Journal of Money, Credit and Banking, 2017, 49, (7), 1443-1482 View citations (26)
   See also Working Paper Assessing the Macroeconomic Effects of LTROs During the Great Recession, Post-Print (2017) View citations (27) (2017)
10. How the Eurosystem’s enhanced credit support policy contributed to averting a severe credit crunch in 2009
    Rue de la Banque, 2017, (40)
11. Precautionary saving and aggregate demand
    Quantitative Economics, 2017, 8, (2), 435-478 View citations (42)
    See also Working Paper Precautionary Saving and Aggregate Demand, PSE-Ecole d'économie de Paris (Postprint) (2017) View citations (8) (2017)

2014

12. Interactions between monetary and macroprudential policies
    Financial Stability Review, 2014, (18), 225-240 View citations (13)
13. Règles budgétaires strictes et stabilité macroéconomique. Le cas de la tva sociale
    Revue économique, 2014, 65, (3), 543-556
    See also Working Paper Règles Budgétaires Strictes et Stabilité Macroéconomique: Le Cas de la TVA Sociale, Post-Print (2014) (2014)

2013

14. A Pitfall with Estimated DSGE-Based Government Spending Multipliers
    American Economic Journal: Macroeconomics, 2013, 5, (4), 141-78 View citations (59)
    See also Working Paper A Pitfall with Estimated DSGE-Based Government-Spending Multipliers, Post-Print (2013) View citations (42) (2013)

2012

15. Price Stickiness and Sectoral Inflation Persistence: Additional Evidence
    Journal of Money, Credit and Banking, 2012, 44, (7), 1427-1442 View citations (15)
    Also in Journal of Money, Credit and Banking, 2012, 44, (7), 1427-1442 (2012) View citations (3)
    See also Working Paper Price Stickiness and Sectoral Inflation Persistence: Additional Evidence, Working papers (2011) View citations (1) (2011)
16. The Dynamic Effects of Disinflation Policies in the U. S
    Revue d'économie politique, 2012, 122, (6), 867-885
17. The sovereign debt crisis and monetary policy
    Financial Stability Review, 2012, (16), 155-167 View citations (4)

2011

18. Défiscalisation des heures supplémentaires: une perspective d'équilibre général
    Annals of Economics and Statistics, 2011, (103-104), 273-293
    See also Working Paper Défiscalisation des heures supplémentaires: une perspective d'équilibre général, Working papers (2010) (2010)
19. Externality in labor supply and government spending
    Economics Letters, 2011, 112, (3), 273-276 View citations (7)
    See also Working Paper Externality in Labor Supply and Government Spending, Post-Print (2011) View citations (5) (2011)

2010

20. Disinflation Shocks in the Eurozone: A DSGE Perspective
    Journal of Money, Credit and Banking, 2010, 42, (2-3), 289-323 View citations (19)
    Also in Journal of Money, Credit and Banking, 2010, 42, (2‐3), 289-323 (2010) View citations (6)
    See also Working Paper Disinflation Shocks in the Eurozone: A DSGE Perspective, Post-Print (2010) View citations (17) (2010)
21. Désinflation et chômage dans la zone euro: une analyse à l'aide d'un modèle var structurel
    Annals of Economics and Statistics, 2010, (99-100), 365-394
    See also Working Paper Désinflation et Chômage dans la Zone Euro: Une Analyse à l’Aide d’un Modèle VAR Structurel, Post-Print (2011) (2011)
22. Inflation Target Shocks and Monetary Policy Inertia in the Euro Area
    Economic Journal, 2010, 120, (547), 1100-1124 View citations (17)
    See also Working Paper Inflation Target Shocks and Monetary Policy Inertia in the Euro Area, Post-Print (2010) View citations (17) (2010)
23. La TVA sociale: bonne ou mauvaise idée ?
    Économie et Prévision, 2010, 193, (2), 1-19 View citations (4)
    Also in Economie & Prévision, 2010, n° 193, (2), 1-19 (2010) View citations (4)
    See also Working Paper La TVA Sociale: Bonne ou Mauvaise Idée ?, Post-Print (2010) View citations (2) (2010)

2009

24. How well does a small structural model with sticky prices and wages fit postwar U.S. data?
    Economic Modelling, 2009, 26, (1), 266-284 View citations (4)
    See also Working Paper How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?, Working papers (2006) (2006)
25. Minimum Distance Estimation and Testing of DSGE Models from Structural VARs*
    Oxford Bulletin of Economics and Statistics, 2009, 71, (6), 883-894 View citations (10)
    See also Working Paper Minimum Distance Estimation and Testing of DSGE Models from Structural VARs, Working papers (2009) View citations (10) (2009)
26. On the dynamic implications of news shocks
    Economics Letters, 2009, 102, (2), 96-98 View citations (32)
    See also Working Paper On the Dynamic Implications of News Shocks, Post-Print (2009) View citations (28) (2009)
27. Une estimation de la cible implicite d’inflation dans la zone euro
    Revue Française d'Économie, 2009, 24, (2), 39-56 View citations (1)
    See also Working Paper Une estimation de la cible implicite d’inflation dans la zone euro, TSE Working Papers (2009) (2009)

2008

28. Chocs d'offre et optimalité de la politique monétaire dans la zone euro
    Revue économique, 2008, 59, (3), 527-536
    See also Working Paper Chocs d’Offre et Optimalité de la Politique Monétaire dans la Zone Euro, Working papers (2008) (2008)
29. Rentabilités d'actifs et fluctuations économiques: une perspective d'équilibre général dynamique et stochastique
    Economie & Prévision, 2008, n° 183-184, (2), 35-63
    Also in Économie et Prévision, 2008, 183, (2), 35-63 (2008) View citations (3)
    See also Working Paper Rentabilité d'actifs et fluctuations économiques: une perspective d'équilibre général dynamique et stochastique, Working Papers (2006) (2006)

2007

30. DSGE models and their importance to central banks
    Quarterly selection of articles - Bulletin de la Banque de France, 2007, (09), 25-46 View citations (1)
    Also in Bulletin de la Banque de France, 2007, (161), 41-54 (2007) View citations (8)
31. Estimating the sacrifice ratio for the euro area
    Quarterly selection of articles - Bulletin de la Banque de France, 2007, (08), 5-34 View citations (7)
32. Estimations du ratio de sacrifice dans la zone euro
    Bulletin de la Banque de France, 2007, (157), 25-33 View citations (2)
33. Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis
    International Journal of Central Banking, 2007, 3, (2), 1-38 View citations (34)
    See also Working Paper Monetary Policy Inertia or Persistent Shocks?, Working papers (2006) (2006)
    Working Paper Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis, IDEI Working Papers (2007) View citations (29) (2007)
34. Monetary policy dynamics in the Euro area
    Economics Letters, 2007, 96, (1), 97-102 View citations (18)
35. Some analytics on bias in DSVARs
    Economics Letters, 2007, 97, (1), 32-38 View citations (3)
36. Technology Shocks and Monetary Policy: Revisiting the Fed's Performance
    Journal of Money, Credit and Banking, 2007, 39, (2‐3), 471-507
    Also in Journal of Money, Credit and Banking, 2007, 39, (2-3), 471-507 (2007) View citations (11)
37. Technology Shocks, Non-stationary Hours and DSVAR
    Review of Economic Dynamics, 2007, 10, (2), 238-255 View citations (4)

2006

38. Firm-Specific Labor and Firm-Specific Capital: Implications for the Euro-Data New Phillips Curve
    International Journal of Central Banking, 2006, 2, (4) View citations (9)
39. Productivity and stock prices
    Financial Stability Review, 2006, (8), 81-94 View citations (3)

2004

40. Interacciones entre ciclos reales, ciclos bursátiles y tasas de interés: hechos estilizados
    Boletín, 2004, L, (3), 140-155
41. La persistance de l’inflation en France et dans la zone euro
    Bulletin de la Banque de France, 2004, (127), 31-50 View citations (1)
42. Sources of growth and the spectral properties of the labor market search model
    Journal of Economic Dynamics and Control, 2004, 28, (9), 1903-1923
43. Supply-side refinements and the New Keynesian Phillips Curve
    Economics Letters, 2004, 82, (3), 391-396 View citations (14)
44. The welfare cost of monopolistic competition: a quantitative assessment
    Economic Modelling, 2004, 21, (6), 933-948 View citations (5)

2003

45. Interactions between business cycles, stock market cycles and interest rates: the stylised facts
    Financial Stability Review, 2003, (3), 80-99 View citations (3)
    See also Working Paper Interactions between Business Cycles, stock Market Cycles and Interest Rates: the Stylised Facts, Working papers (2005) View citations (14) (2005)
46. Is growth useful in RBC models?
    Economic Modelling, 2003, 20, (3), 605-622 View citations (4)
47. Persistance, cycles et croissance endogène
    Revue d'économie politique, 2003, 113, (3), 353-371

2002

48. The welfare cost of monopolistic competition revisited
    Economics Letters, 2002, 75, (1), 129-133 View citations (7)

Chapters

2005

1. Interactions between business cycles, financial cycles and monetary policy: stylised facts
   A chapter in Investigating the relationship between the financial and real economy, 2005, vol. 22, pp 273-98 View citations (24)