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Edouard Djeutem

Personal Details

First Name:Edouard
Middle Name:
Last Name:Djeutem
Suffix:
RePEc Short-ID:pdj27
[This author has chosen not to make the email address public]

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Edouard Djeutem & Mario He & Abeer Reza & Yang Zhang, 2022. "Household Heterogeneity and the Performance of Monetary Policy Frameworks," Staff Working Papers 22-12, Bank of Canada.
  2. Edouard Djeutem & Shaofeng Xu, 2019. "Model Uncertainty and Wealth Distribution," Staff Working Papers 19-48, Bank of Canada.
  3. Edouard Djeutem & Geoffrey R. Dunbar, 2018. "Uncovered Return Parity: Equity Returns and Currency Returns," Staff Working Papers 18-22, Bank of Canada.
  4. Edouard Djeutem & Ken Kasa, 2012. "Robustness and Exchange Rate Volatility," Discussion Papers dp12-01, Department of Economics, Simon Fraser University.

Articles

  1. Djeutem Edouard & Nguimkeu Pierre, 2020. "Robust learning in the foreign exchange market," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-14, January.
  2. Djeutem, Edouard, 2014. "Model uncertainty and the Forward Premium Puzzle," Journal of International Money and Finance, Elsevier, vol. 46(C), pages 16-40.
  3. Djeutem, Edouard & Kasa, Kenneth, 2013. "Robustness and exchange rate volatility," Journal of International Economics, Elsevier, vol. 91(1), pages 27-39.
  4. Edouard T. Djeutem & Pierre E. Nguimkeu, 2013. "On the Sustainability of Current Account Deficits in Cameroon," International Journal of Economics and Financial Issues, Econjournals, vol. 3(2), pages 486-495.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Edouard Djeutem & Mario He & Abeer Reza & Yang Zhang, 2022. "Household Heterogeneity and the Performance of Monetary Policy Frameworks," Staff Working Papers 22-12, Bank of Canada.

    Cited by:

    1. Cars Hommes & Mario He & Sebastian Poledna & Melissa Siqueira & Yang Zhang, 2022. "CANVAS: A Canadian Behavioral Agent-Based Model," Staff Working Papers 22-51, Bank of Canada.
    2. Dobrew, Michael & Gerke, Rafael & Giesen, Sebastian & Röttger, Joost, 2023. "Make-up strategies with incomplete markets and bounded rationality," Discussion Papers 01/2023, Deutsche Bundesbank.
    3. Frantisek Masek & Jan Zemlicka, 2024. "Average Inflation Targeting: How far to look into the past and the future?," Working and Discussion Papers WP 5/2024, Research Department, National Bank of Slovakia.
    4. Paul Beaudry & Thomas J. Carter & Amartya Lahiri, 2022. "Looking Through Supply Shocks versus Controlling Inflation Expectations: Understanding the Central Bank Dilemma," Staff Working Papers 22-41, Bank of Canada.
    5. Wagner, Joel & Schlanger, Tudor & Zhang, Yang, 2023. "A horse race of alternative monetary policy regimes under bounded rationality," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).

  2. Edouard Djeutem & Shaofeng Xu, 2019. "Model Uncertainty and Wealth Distribution," Staff Working Papers 19-48, Bank of Canada.

    Cited by:

    1. Yuki SHIGETA, 2022. "A Continuous-Time Utility Maximization Problem with Borrowing Constraints in Macroeconomic Heterogeneous Agent Models:A Case of Regular Controls under Markov Chain Uncertainty," Discussion papers e-22-009, Graduate School of Economics , Kyoto University.

  3. Edouard Djeutem & Geoffrey R. Dunbar, 2018. "Uncovered Return Parity: Equity Returns and Currency Returns," Staff Working Papers 18-22, Bank of Canada.

    Cited by:

    1. Jung, JiYong & Jung, Kuk Mo, 2021. "Stock market uncertainty and uncovered equity parity deviation: Evidence from Asia," Journal of Asian Economics, Elsevier, vol. 73(C).
    2. Lucjan Orlowski & Carolyne Soper & Monika Sywak, 2023. "Uncovered equity returns parity in non‐euro Central European EU member countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 307-315, January.
    3. Herley, Michael D. & Orlowski, Lucjan T. & Ritter, Mark A., 2023. "Asymmetric responses of equity returns to changes in exchange rates at different market volatility levels," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    4. Stoupos, Nikolaos & Nikas, Christos & Kiohos, Apostolos, 2023. "Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets," Emerging Markets Review, Elsevier, vol. 54(C).

  4. Edouard Djeutem & Ken Kasa, 2012. "Robustness and Exchange Rate Volatility," Discussion Papers dp12-01, Department of Economics, Simon Fraser University.

    Cited by:

    1. Luo, Yulei & Young, Eric R., 2016. "Induced uncertainty, market price of risk, and the dynamics of consumption and wealth," Journal of Economic Theory, Elsevier, vol. 163(C), pages 1-41.
    2. Soon, Siew-Voon & Baharumshah, Ahmad Zubaidi, 2021. "Exchange rates and fundamentals: Further evidence based on asymmetric causality test," International Economics, Elsevier, vol. 165(C), pages 67-84.
    3. Yulei Luo & Jun Nie & Xiaowen Wang & Eric Young, 2021. "Production and Inventory Dynamics under Ambiguity Aversion," Research Working Paper RWP 21-05, Federal Reserve Bank of Kansas City.
    4. Chou, Yu-Hsi, 2018. "Understanding the sources of the exchange rate disconnect puzzle: A variance decomposition approach," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 267-287.
    5. Ying Tung Chan & Chi Man Yip, 2023. "On the ambiguity of job search," Economic Inquiry, Western Economic Association International, vol. 61(4), pages 1006-1033, October.
    6. Djeutem, Edouard, 2014. "Model uncertainty and the Forward Premium Puzzle," Journal of International Money and Finance, Elsevier, vol. 46(C), pages 16-40.
    7. Djeutem Edouard & Nguimkeu Pierre, 2020. "Robust learning in the foreign exchange market," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-14, January.
    8. Phornchanok Cumperayot & Casper G. de Vries, 2006. "Large Swings in Currencies driven by Fundamentals," Tinbergen Institute Discussion Papers 06-086/2, Tinbergen Institute.

Articles

  1. Djeutem Edouard & Nguimkeu Pierre, 2020. "Robust learning in the foreign exchange market," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-14, January.

    Cited by:

    1. Moran, Kevin & Nono, Simplice Aimé, 2018. "Gradual learning about shocks and the forward premium puzzle," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 79-100.

  2. Djeutem, Edouard, 2014. "Model uncertainty and the Forward Premium Puzzle," Journal of International Money and Finance, Elsevier, vol. 46(C), pages 16-40.

    Cited by:

    1. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    2. Djeutem, Edouard & Kasa, Kenneth, 2013. "Robustness and exchange rate volatility," Journal of International Economics, Elsevier, vol. 91(1), pages 27-39.
    3. Okubo, Masakatsu, 2023. "Model uncertainty, economic development, and welfare costs of business cycles," Journal of Macroeconomics, Elsevier, vol. 76(C).
    4. Moran, Kevin & Nono, Simplice Aimé, 2018. "Gradual learning about shocks and the forward premium puzzle," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 79-100.
    5. Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
    6. Han, Liyan & Liu, Yang & Yin, Libo, 2019. "Uncertainty and currency performance: A quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 702-729.
    7. Aziz Chouikh & Abdelwahed Trabelsi, 2014. "Modeling Risk Premia in Forward Foreign Exchange Rates as Unobserved Components: The Model Identification Problem," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(3), pages 119-135, July.
    8. Okubo, Masakatsu, 2018. "On the computation of detection error probabilities under normality assumptions," Economics Letters, Elsevier, vol. 171(C), pages 106-109.
    9. sonia KOUKI, 2019. "Analysis of Risk Premium Behavior in the Tunisian Foreign Exchange Market During Crisis Period," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 10(2), pages 28-38, December.
    10. Djeutem Edouard & Nguimkeu Pierre, 2020. "Robust learning in the foreign exchange market," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-14, January.
    11. Xu, Yuan, 2015. "Robustness to model uncertainty and the nominal term premium puzzle," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 124-137.

  3. Djeutem, Edouard & Kasa, Kenneth, 2013. "Robustness and exchange rate volatility," Journal of International Economics, Elsevier, vol. 91(1), pages 27-39.
    See citations under working paper version above.
  4. Edouard T. Djeutem & Pierre E. Nguimkeu, 2013. "On the Sustainability of Current Account Deficits in Cameroon," International Journal of Economics and Financial Issues, Econjournals, vol. 3(2), pages 486-495.

    Cited by:

    1. Z beyir Turan & Ayberk Nuri Berkman & Asl han Nakibo lu, 2016. "Sustainability of Current Account Deficit in Turkey (1989-2014)," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 807-812.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (3) 2018-06-18 2020-01-13 2022-04-11
  2. NEP-CBA: Central Banking (2) 2012-04-10 2022-04-11
  3. NEP-DGE: Dynamic General Equilibrium (2) 2020-01-13 2022-04-11
  4. NEP-MON: Monetary Economics (2) 2012-04-10 2022-04-11
  5. NEP-OPM: Open Economy Macroeconomics (2) 2012-04-10 2018-06-18
  6. NEP-BAN: Banking (1) 2022-04-11
  7. NEP-CWA: Central and Western Asia (1) 2022-04-11
  8. NEP-FOR: Forecasting (1) 2012-04-10
  9. NEP-ORE: Operations Research (1) 2020-01-13

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