Stéphane Lhuissier
(Stephane Lhuissier)
Personal Details
First Name: | Stephane |
Middle Name: | |
Last Name: | Lhuissier |
Suffix: | |
RePEc Short-ID: | plh11 |
[This author has chosen not to make the email address public] | |
http://www.stephanelhuissier.eu | |
Affiliation
Banque de France
Paris, Francehttp://www.banque-france.fr/
RePEc:edi:bdfgvfr (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Lhuissier Stéphane, 2022.
"Financial Conditions and Macroeconomic Downside Risks in the Euro Area,"
Working papers
863, Banque de France.
- Lhuissier, Stéphane, 2022. "Financial conditions and macroeconomic downside risks in the euro area," European Economic Review, Elsevier, vol. 143(C).
- Lhuissier, Stéphane & Ortmans, Aymeric & Tripier, Fabien, 2022. "The Risk of Inflation Dispersion in the Euro Area," CEPREMAP Working Papers (Docweb) 2212, CEPREMAP.
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
- Lhuissier Stéphane & Nguyen Benoît, 2021. "The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification," Working papers 806, Banque de France.
- Stéphane Lhuissier & Benoît Mojon & Juan Rubio-Ramírez, 2020.
"Does the Liquidity Trap Exist?,"
Working papers
762, Banque de France.
- Stéphane Lhuissier & Benoit Mojon & Juan Rubio-Ramírez, 2020. "Does the liquidity trap exist?," BIS Working Papers 855, Bank for International Settlements.
- Stéphane Lhuissier & Benoît Mojon & Juan Rubio-Ramírez, 2020. "Does the Liquidity Trap Exist?," Working Papers 2020-04, FEDEA.
- Stéphane Lhuissier & Fabien Tripier, 2019.
"Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation,"
Working papers
714, Banque de France.
- Stéphane Lhuissier & Fabien Tripier, 2021. "Regime‐dependent effects of uncertainty shocks: A structural interpretation," Quantitative Economics, Econometric Society, vol. 12(4), pages 1139-1170, November.
- Stéphane Lhuissier, 2019. "Bayesian Inference for Markov-switching Skewed Autoregressive Models," Working papers 726, Banque de France.
- Stépahne Lhuissier & Urszula Szczerbowicz, 2018.
"Monetary Policy and Corporate Debt Structure,"
Working papers
697, Banque de France.
- Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 497-515, June.
- Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Post-Print hal-04459541, HAL.
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2017.
"Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges,"
CEPII Policy Brief
2017-20, CEPII research center.
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2018. "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," Financial and Monetary Policy Studies, in: Laurent Ferrara & Ignacio Hernando & Daniela Marconi (ed.), International Macroeconomics in the Wake of the Global Financial Crisis, pages 159-181, Springer.
- Stéphane Lhuissier & Fabien Tripier, 2016. "Do Uncertainty Shocks Always Matter for Business Cycles?," Working Papers 2016-19, CEPII research center.
- Stéphane Lhuissier, 2015.
"The Regime-switching volatility of Euro Area Business Cycles,"
Working Papers
2015-22, CEPII research center.
- Lhuissier, Stéphane, 2018. "The Regime-Switching Volatility Of Euro Area Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 22(2), pages 426-469, March.
- Gilles Le Garrec & Stéphane Lhuissier, 2011.
"Life expectancy, heavy work and return to education ; lessons for the social security reform,"
Documents de Travail de l'OFCE
2011-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Gilles Le Garrec & Stéphane Lhuissier, 2011. "Life expectancy, heavy work and the return to education: lessons for the social security reform," Working Papers hal-01069511, HAL.
- Gilles Le Garrec & Stéphane Lhuissier, 2011. "Life expectancy, heavy work and the return to education: lessons for the social security reform," SciencePo Working papers Main hal-01069511, HAL.
repec:spo:wpmain:info:hdl:2441/eu4vqp9ompqllr09hi6860cc6 is not listed on IDEAS
Articles
- Matthieu Bussière & Stéphane Lhuissier, 2024. "What does an inversion of the yield curve tell us? [Que signifie l’inversion d’une courbe des taux ?]," Bulletin de la Banque de France, Banque de France, issue 250.
- Lhuissier, Stéphane, 2022.
"Financial conditions and macroeconomic downside risks in the euro area,"
European Economic Review, Elsevier, vol. 143(C).
- Lhuissier Stéphane, 2022. "Financial Conditions and Macroeconomic Downside Risks in the Euro Area," Working papers 863, Banque de France.
- Stéphane Lhuissier & Urszula Szczerbowicz, 2022.
"Monetary Policy and Corporate Debt Structure,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 497-515, June.
- Stépahne Lhuissier & Urszula Szczerbowicz, 2018. "Monetary Policy and Corporate Debt Structure," Working papers 697, Banque de France.
- Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Post-Print hal-04459541, HAL.
- Stéphane Lhuissier & Fabien Tripier, 2021.
"Regime‐dependent effects of uncertainty shocks: A structural interpretation,"
Quantitative Economics, Econometric Society, vol. 12(4), pages 1139-1170, November.
- Stéphane Lhuissier & Fabien Tripier, 2019. "Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation," Working papers 714, Banque de France.
- Lhuissier, Stéphane, 2018.
"The Regime-Switching Volatility Of Euro Area Business Cycles,"
Macroeconomic Dynamics, Cambridge University Press, vol. 22(2), pages 426-469, March.
- Stéphane Lhuissier, 2015. "The Regime-switching volatility of Euro Area Business Cycles," Working Papers 2015-22, CEPII research center.
- Laurent FERRARA & Stéphane LHUISSIER & Fabien TRIPIER, 2018. "Uncertainty and macroeconomics: transmission channels and policy implications," Rue de la Banque, Banque de France, issue 61, April.
- Le Garrec, Gilles & Lhuissier, Stéphane, 2017. "Differential mortality, aging and social security: delaying the retirement age when educational spillovers matter," Journal of Pension Economics and Finance, Cambridge University Press, vol. 16(3), pages 395-418, July.
- Lhuissier, Stéphane, 2017. "Financial intermediaries’ instability and euro area macroeconomic dynamics," European Economic Review, Elsevier, vol. 98(C), pages 49-72.
- Anatole Cheysson & Stéphane Lhuissier & Fabien Tripier, 2016. "L’impact du resserrement monétaire américain sur les économies émergentes," La Lettre du CEPII, CEPII research center, issue 366.
- Lhuissier, Stéphane & Zabelina, Margarita, 2015. "On the stability of Calvo-style price-setting behavior," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 77-95.
Chapters
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2018.
"Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges,"
Financial and Monetary Policy Studies, in: Laurent Ferrara & Ignacio Hernando & Daniela Marconi (ed.), International Macroeconomics in the Wake of the Global Financial Crisis, pages 159-181,
Springer.
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2017. "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," CEPII Policy Brief 2017-20, CEPII research center.
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
- Lhuissier Stéphane, 2022.
"Financial Conditions and Macroeconomic Downside Risks in the Euro Area,"
Working papers
863, Banque de France.
- Lhuissier, Stéphane, 2022. "Financial conditions and macroeconomic downside risks in the euro area," European Economic Review, Elsevier, vol. 143(C).
Cited by:
- Stéphane Lhuissier & Aymeric Ortmans & Fabien Tripier, 2024. "The Risk of Inflation Dispersion in the Euro Area," Working papers 954, Banque de France.
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021.
"Employment and the conduct of monetary policy in the euro area,"
Occasional Paper Series
275, European Central Bank.
Cited by:
- Corbisiero, Giuseppe & Lawton, Neil, 2021. "The ECB’s Review of its Monetary Policy Strategy," Quarterly Bulletin Articles, Central Bank of Ireland, pages 70-103, October.
- Sandra Gomes & Pascal Jacquinot, 2023.
"A single monetary policy for heterogeneous labour markets: the case of the euro area,"
Working Papers
w202301, Banco de Portugal, Economics and Research Department.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Working Paper Series 2769, European Central Bank.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Research Technical Papers 3/RT/23, Central Bank of Ireland.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Darracq Pariès, Matthieu & Kornprobst, Antoine & Priftis, Romanos, 2024. "Monetary policy strategies to navigate post-pandemic inflation: an assessment using the ECB’s New Area-Wide Model," Working Paper Series 2935, European Central Bank.
- Ciccarelli, Matteo & Darracq Pariès, Matthieu & Priftis, Romanos & Angelini, Elena & Bańbura, Marta & Bokan, Nikola & Fagan, Gabriel & Gumiel, José Emilio & Kornprobst, Antoine & Lalik, Magdalena & Mo, 2024. "ECB macroeconometric models for forecasting and policy analysis," Occasional Paper Series 344, European Central Bank.
- Lhuissier Stéphane & Nguyen Benoît, 2021.
"The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification,"
Working papers
806, Banque de France.
Cited by:
- Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023.
"The conditionality of monetary policy instruments,"
EconomiX Working Papers
2023-15, University of Paris Nanterre, EconomiX.
- Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023. "The conditionality of monetary policy instruments," Working Papers hal-04159848, HAL.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur, 2021. "Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies," Working Paper Series 2564, European Central Bank.
- Andrejs Zlobins, 2021. "On the Time-varying Effects of the ECB's Asset Purchases," Working Papers 2021/02, Latvijas Banka.
- Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023.
"The conditionality of monetary policy instruments,"
EconomiX Working Papers
2023-15, University of Paris Nanterre, EconomiX.
- Stéphane Lhuissier & Benoît Mojon & Juan Rubio-Ramírez, 2020.
"Does the Liquidity Trap Exist?,"
Working papers
762, Banque de France.
- Stéphane Lhuissier & Benoit Mojon & Juan Rubio-Ramírez, 2020. "Does the liquidity trap exist?," BIS Working Papers 855, Bank for International Settlements.
- Stéphane Lhuissier & Benoît Mojon & Juan Rubio-Ramírez, 2020. "Does the Liquidity Trap Exist?," Working Papers 2020-04, FEDEA.
Cited by:
- Nikolaos Apostolopoulos & Marios Psychalis & Panagiotis Liargovas, 2022. "Discussing EU Policies and Mechanisms towards the COVID-19 Pandemic Crisis: A Case Study of Greece," World, MDPI, vol. 3(4), pages 1-11, October.
- Tibor Tatay & Zsanett Orlovits & Zsuzsanna Novák, 2022. "Inhomogeneous Financial Markets in a Low Interest Rate Environment—A Cluster Analysis of Eurozone Economies," Risks, MDPI, vol. 10(10), pages 1-22, October.
- Pierre Jaillet & Benoît Mojon, 2018. "Les politiques d’objectifs des banques centrales en perspective," Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 21-61.
- Sarah Goldman & Shouyi Zhang, 2021. "Monetary Policy within a COVID-19 Environment: The Role of Central Banks and the Main Challenges for the Euro-zone," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 197-212, July.
- Aymeric Ortmans, 2020. "Evolving Monetary Policy in the Aftermath of the Great Recession," Documents de recherche 20-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Stéphane Lhuissier & Fabien Tripier, 2019.
"Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation,"
Working papers
714, Banque de France.
- Stéphane Lhuissier & Fabien Tripier, 2021. "Regime‐dependent effects of uncertainty shocks: A structural interpretation," Quantitative Economics, Econometric Society, vol. 12(4), pages 1139-1170, November.
Cited by:
- Liu, Wei & Garrett, Ian, 2023. "Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market," Economic Modelling, Elsevier, vol. 128(C).
- Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2023.
"Global impacts of US monetary policy uncertainty shocks,"
Journal of International Economics, Elsevier, vol. 145(C).
- Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2021. "Global impacts of US monetary policy uncertainty shocks," Working Paper Series 2513, European Central Bank.
- Povilas Lastauskas & Anh Dinh Minh Nguyen, 2020. "Global Impacts of US Monetary Policy Uncertainty Shocks," Bank of Lithuania Working Paper Series 84, Bank of Lithuania.
- Lhuissier Stéphane, 2022.
"Financial Conditions and Macroeconomic Downside Risks in the Euro Area,"
Working papers
863, Banque de France.
- Lhuissier, Stéphane, 2022. "Financial conditions and macroeconomic downside risks in the euro area," European Economic Review, Elsevier, vol. 143(C).
- Giovanni Pellegrino & Federico Ravenna & Gabriel Züllig, 2021.
"The Impact of Pessimistic Expectations on the Effects of COVID‐19‐Induced Uncertainty in the Euro Area,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 841-869, August.
- Giovanni Pellegrino & Federico Ravenna & Gabriel Züllig, 2020. "The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area," Economics Working Papers 2020-12, Department of Economics and Business Economics, Aarhus University.
- Ravenna, Federico & Pellegrino, Giovanni & Züllig, Gabriel, 2020. "The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area," CEPR Discussion Papers 15321, C.E.P.R. Discussion Papers.
- Aslim, Erkmen Giray & Fu, Wei & Tekin, Erdal & You, Shijun, 2023.
"From Syringes to Dishes: Improving Food Security through Vaccination,"
IZA Discussion Papers
16009, Institute of Labor Economics (IZA).
- Erkmen G. Aslim & Wei Fu & Erdal Tekin & Shijun You, 2023. "From Syringes to Dishes: Improving Food Security through Vaccination," NBER Working Papers 31045, National Bureau of Economic Research, Inc.
- Stéphane Lhuissier, 2019. "Bayesian Inference for Markov-switching Skewed Autoregressive Models," Working papers 726, Banque de France.
- Huang, Yu-Fan & Liao, Wenting & Luo, Sui & Ma, Jun, 2024. "Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
- Giulia Piccillo & Poramapa Poonpakdee, 2023. "Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis," CESifo Working Paper Series 10646, CESifo.
- Christian Grimme & Steffen Henzel, 2020. "Increasing Business Uncertainty and Credit Conditions in Times of Low and High Uncertainty: Evidence from Firm-Level Survey Data," CESifo Working Paper Series 8791, CESifo.
- Pan, Wei-Fong, 2023. "Household debt in the times of populism," Journal of Economic Behavior & Organization, Elsevier, vol. 205(C), pages 202-215.
- Balke, Nathan S. & Martínez-García, Enrique & Zeng, Zheng, 2021. "In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy," Economic Modelling, Elsevier, vol. 100(C).
- Stépahne Lhuissier & Urszula Szczerbowicz, 2018.
"Monetary Policy and Corporate Debt Structure,"
Working papers
697, Banque de France.
- Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 497-515, June.
- Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Post-Print hal-04459541, HAL.
Cited by:
- Mertzanis, Charilaos, 2024. "Central bank policies and green bond issuance on a global scale," Energy Economics, Elsevier, vol. 133(C).
- Holm-Hadulla, Fédéric & Thürwächter, Claire, 2020.
"Heterogeneity in corporate debt structures and the transmission of monetary policy,"
Working Paper Series
2402, European Central Bank.
- Holm-Hadulla, Fédéric & Thürwächter, Claire, 2021. "Heterogeneity in corporate debt structures and the transmission of monetary policy," European Economic Review, Elsevier, vol. 136(C).
- Rodnyansky, Alexander & Darmouni, Olivier, 2020.
"The Bond Lending Channel of Monetary Policy,"
CEPR Discussion Papers
14659, C.E.P.R. Discussion Papers.
- Darmouni, Olivier & Geisecke, Oliver & Rodnyanky, Alexander, 2019. "The Bond Lending Channel of Monetary Policy," MPRA Paper 95141, University Library of Munich, Germany.
- Darmouni, O. & Giesecke, O. & Rodnyansky, R., 2020. "The Bond Lending Channel of Monetary Policy," Cambridge Working Papers in Economics 2049, Faculty of Economics, University of Cambridge.
- Darmouni, Olivier & Papoutsi, Melina, 2022. "The rise of bond financing in Europe: five facts about new and small issuers," Working Paper Series 2663, European Central Bank.
- Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021. "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series 270, European Central Bank.
- Pejman Peykani & Mostafa Sargolzaei & Amir Takaloo & Shahla Valizadeh, 2023. "The Effects of Monetary Policy on Macroeconomic Variables through Credit and Balance Sheet Channels: A Dynamic Stochastic General Equilibrium Approach," Sustainability, MDPI, vol. 15(5), pages 1-21, March.
- Lhuissier Stéphane & Nguyen Benoît, 2021. "The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification," Working papers 806, Banque de France.
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2017.
"Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges,"
CEPII Policy Brief
2017-20, CEPII research center.
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2018. "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," Financial and Monetary Policy Studies, in: Laurent Ferrara & Ignacio Hernando & Daniela Marconi (ed.), International Macroeconomics in the Wake of the Global Financial Crisis, pages 159-181, Springer.
Cited by:
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017.
"Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel,"
Post-Print
hal-01667126, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2865-2887, May.
- Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," LIDAM Reprints LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667143, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667099, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667074, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," EconomiX Working Papers 2018-2, University of Paris Nanterre, EconomiX.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667093, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667144, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2019. "Global financial interconnectedness: A non-linear assessment of the uncertainty channel," GRU Working Paper Series GRU_2019_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- B. Candelon & L. Ferrara & M. Joëts, 2018. "Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel," Working papers 661, Banque de France.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667119, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667088, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667097, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667123, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," Working Papers hal-04141798, HAL.
- Francisco Serranito & Nicolas Himounet & Julien Vauday, 2023.
"Uncertainty is bad for Business. Really?,"
Working Papers
hal-04219283, HAL.
- Francisco Serranito & Nicolas Himounet & Julien Vauday, 2023. "Uncertainty is bad for Business. Really?," EconomiX Working Papers 2023-26, University of Paris Nanterre, EconomiX.
- Nicolas Himounet & Francisco Serranito & Julien Vauday, 2021. "Uncertainty is bad for Business. Really?," Working Papers 2021.03, International Network for Economic Research - INFER.
- Costantini, Mauro & Sousa, Ricardo M., 2022. "What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Michael Ryan, 2020. "An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand," Working Papers in Economics 20/11, University of Waikato.
- Nicolas Himounet, 2021.
"Searching for the Nature of Uncertainty: Macroeconomic VS Financial,"
Working Papers
2021.05, International Network for Economic Research - INFER.
- Himounet, Nicolas, 2022. "Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks," International Economics, Elsevier, vol. 170(C), pages 1-31.
- Laurent FERRARA & Stéphane LHUISSIER & Fabien TRIPIER, 2018. "Uncertainty and macroeconomics: transmission channels and policy implications," Rue de la Banque, Banque de France, issue 61, April.
- Fatemeh Salimi Namin, 2020. "Exchange Rates, Stock Prices, and Stock Market Uncertainty," AMSE Working Papers 2037, Aix-Marseille School of Economics, France.
- Canh Phuc Nguyen & Thanh Dinh Su, 2022. "When ‘uncertainty’ becomes ‘unknown’: Influences of economic uncertainty on the shadow economy," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 93(3), pages 677-716, September.
- Takeshi Shinohara & Tatsushi Okuda & Jouchi Nakajima, 2020.
"Characteristics of Uncertainty Indices in the Macroeconomy,"
Bank of Japan Working Paper Series
20-E-6, Bank of Japan.
- Shinohara, Takeshi & Okuda, Tatsushi & Nakajima, Jouchi, 2021. "Characteristics of Uncertainty Indices in the Macroeconomy," Economic Review, Hitotsubashi University, vol. 72(3), pages 246-267, July.
- Fatemeh Salimi, 2020. "Exchange Rates, Stock Prices, and Stock Market Uncertainty," Working Papers halshs-03007904, HAL.
- Laurent Ferrara & Joseph Yapi, 2020.
"Measuring exchange rate risks during periods of uncertainty,"
CAMA Working Papers
2020-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ferrara, Laurent & Yapi, Joseph, 2022. "Measuring exchange rate risks during periods of uncertainty," International Economics, Elsevier, vol. 170(C), pages 202-212.
- Laurent Ferrara & Joseph Yapi, 2022. "Measuring exchange rate risks during periods of uncertainty," International Economics, CEPII research center, issue 170, pages 202-212.
- Ömer YALÇINKAYA & Muhammet DAŞTAN, 2020. "Effects of Global Economic, Political and Geopolitical Uncertainties on the Turkish Economy: A SVAR Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 97-116, March.
- Stéphane Lhuissier & Fabien Tripier, 2016.
"Do Uncertainty Shocks Always Matter for Business Cycles?,"
Working Papers
2016-19, CEPII research center.
Cited by:
- Iván Alfaro & Nicholas Bloom & Xiaoji Lin, 2024.
"The Finance Uncertainty Multiplier,"
Journal of Political Economy, University of Chicago Press, vol. 132(2), pages 577-615.
- Xiaoji Lin & Nicholas Bloom & Ivan Alfaro, 2017. "The Finance-Uncertainty Multiplier," 2017 Meeting Papers 887, Society for Economic Dynamics.
- Iván Alfaro & Nicholas Bloom & Xiaoji Lin, 2018. "The Finance Uncertainty Multiplier," NBER Working Papers 24571, National Bureau of Economic Research, Inc.
- Iván Alfaro & Nicholas Bloom & Xiaoji Lin, 2023. "The Finance Uncertainty Multiplier," Working Papers 01/2023, Centre for Household Finance and Macroeconomic Research (HOFIMAR), BI Norwegian Business School.
- Alfaro, Ivan & Bloom, Nicholas & Lin, Xiaoji, 2017. "The Finance Uncertainty Multiplier," Working Paper Series 2017-30, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Piergiorgio Alessandri & Haroon Mumtaz, 2014.
"Financial regimes and uncertainty shocks,"
BCAM Working Papers
1404, Birkbeck Centre for Applied Macroeconomics.
- Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial Regimes and Uncertainty Shocks," Working Papers 729, Queen Mary University of London, School of Economics and Finance.
- Alessandri, Piergiorgio & Mumtaz, Haroon, 2019. "Financial regimes and uncertainty shocks," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 31-46.
- Liang, Chin Chia & Troy, Carol & Rouyer, Ellen, 2020. "U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020.
"The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes,"
Working Papers
202046, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2021. "The impact of uncertainty shocks in South Africa: The role of financial regimes," Review of Financial Economics, John Wiley & Sons, vol. 39(4), pages 442-454, October.
- Fontaine, Idriss & Razafindravaosolonirina, Justinien & Didier, Laurent, 2018. "Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR," China Economic Review, Elsevier, vol. 51(C), pages 1-19.
- Lhuissier, Stéphane, 2017. "Financial intermediaries’ instability and euro area macroeconomic dynamics," European Economic Review, Elsevier, vol. 98(C), pages 49-72.
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2018.
"Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges,"
Financial and Monetary Policy Studies, in: Laurent Ferrara & Ignacio Hernando & Daniela Marconi (ed.), International Macroeconomics in the Wake of the Global Financial Crisis, pages 159-181,
Springer.
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2017. "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," CEPII Policy Brief 2017-20, CEPII research center.
- Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020.
"Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly,"
CESifo Working Paper Series
8426, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020. "Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly," "Marco Fanno" Working Papers 0255, Dipartimento di Scienze Economiche "Marco Fanno".
- Caggiano, Giovanni & Castelnuovo, Efrem & Delrio, Silvia & Kima, Richard, 2021. "Financial uncertainty and real activity: The good, the bad, and the ugly," European Economic Review, Elsevier, vol. 136(C).
- Giovanni Caggiano & Efrem Castelnuovo & Richard Kima & Silvia Delrio, 2020. "Financial uncertainty and real activity: The good, the bad, and the ugly," CAMA Working Papers 2020-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eksi, Ozan & Onur Tas, Bedri Kamil, 2022. "Time-varying effect of uncertainty shocks on unemployment," Economic Modelling, Elsevier, vol. 110(C).
- Brianti, Marco, 2021. "Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs," Working Papers 2021-5, University of Alberta, Department of Economics.
- Shayan Zakipour-Saber, 2019. "Monetary policy regimes and inflation persistence in the United Kingdom," Working Papers 895, Queen Mary University of London, School of Economics and Finance.
- Iván Alfaro & Nicholas Bloom & Xiaoji Lin, 2024.
"The Finance Uncertainty Multiplier,"
Journal of Political Economy, University of Chicago Press, vol. 132(2), pages 577-615.
- Stéphane Lhuissier, 2015.
"The Regime-switching volatility of Euro Area Business Cycles,"
Working Papers
2015-22, CEPII research center.
- Lhuissier, Stéphane, 2018. "The Regime-Switching Volatility Of Euro Area Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 22(2), pages 426-469, March.
Cited by:
- Stéphane Lhuissier & Fabien Tripier, 2019.
"Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation,"
Working papers
714, Banque de France.
- Stéphane Lhuissier & Fabien Tripier, 2021. "Regime‐dependent effects of uncertainty shocks: A structural interpretation," Quantitative Economics, Econometric Society, vol. 12(4), pages 1139-1170, November.
- Lhuissier Stéphane, 2022.
"Financial Conditions and Macroeconomic Downside Risks in the Euro Area,"
Working papers
863, Banque de France.
- Lhuissier, Stéphane, 2022. "Financial conditions and macroeconomic downside risks in the euro area," European Economic Review, Elsevier, vol. 143(C).
Articles
- Lhuissier, Stéphane, 2022.
"Financial conditions and macroeconomic downside risks in the euro area,"
European Economic Review, Elsevier, vol. 143(C).
See citations under working paper version above.
- Lhuissier Stéphane, 2022. "Financial Conditions and Macroeconomic Downside Risks in the Euro Area," Working papers 863, Banque de France.
- Stéphane Lhuissier & Urszula Szczerbowicz, 2022.
"Monetary Policy and Corporate Debt Structure,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 497-515, June.
See citations under working paper version above.
- Stépahne Lhuissier & Urszula Szczerbowicz, 2018. "Monetary Policy and Corporate Debt Structure," Working papers 697, Banque de France.
- Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Post-Print hal-04459541, HAL.
- Stéphane Lhuissier & Fabien Tripier, 2021.
"Regime‐dependent effects of uncertainty shocks: A structural interpretation,"
Quantitative Economics, Econometric Society, vol. 12(4), pages 1139-1170, November.
See citations under working paper version above.
- Stéphane Lhuissier & Fabien Tripier, 2019. "Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation," Working papers 714, Banque de France.
- Lhuissier, Stéphane, 2018.
"The Regime-Switching Volatility Of Euro Area Business Cycles,"
Macroeconomic Dynamics, Cambridge University Press, vol. 22(2), pages 426-469, March.
See citations under working paper version above.
- Stéphane Lhuissier, 2015. "The Regime-switching volatility of Euro Area Business Cycles," Working Papers 2015-22, CEPII research center.
- Le Garrec, Gilles & Lhuissier, Stéphane, 2017.
"Differential mortality, aging and social security: delaying the retirement age when educational spillovers matter,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 16(3), pages 395-418, July.
Cited by:
- Bishnu, Monisankar & Guo, Nick L. & Kumru, Cagri S., 2019. "Social security with differential mortality," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Monisankar Bishnu & Nick L. Guo & Cagri S Kumru, 2017. "Social Security: Progressive Benefits but Regressive Outcome?," ANU Working Papers in Economics and Econometrics 2017-656, Australian National University, College of Business and Economics, School of Economics.
- Bocong Yuan & Jiachun Fang & Jiannan Li & Fei Peng, 2022. "Chronic patients as retirement-aged workers: the impact of employment-based health insurance and chronic conditions on health-related working capacity and late-life career participation," European Journal of Ageing, Springer, vol. 19(4), pages 1351-1362, December.
- Lhuissier, Stéphane, 2017.
"Financial intermediaries’ instability and euro area macroeconomic dynamics,"
European Economic Review, Elsevier, vol. 98(C), pages 49-72.
Cited by:
- Stéphane Lhuissier & Fabien Tripier, 2019.
"Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation,"
Working papers
714, Banque de France.
- Stéphane Lhuissier & Fabien Tripier, 2021. "Regime‐dependent effects of uncertainty shocks: A structural interpretation," Quantitative Economics, Econometric Society, vol. 12(4), pages 1139-1170, November.
- Jean-Guillaume Sahuc & Christian Pfister, 2020.
"Unconventional Monetary Policies: A Stock-Taking Exercise,"
Working Papers
hal-04159708, HAL.
- Christian Pfister & Jean-Guillaume Sahuc, 2020. "Unconventional Monetary Policies: A Stock-Taking Exercise," Post-Print hal-02911648, HAL.
- Christian Pfister & Jean-Guillaume Sahuc, 2020. "Unconventional monetary policies: A stock-taking exercise," Revue d'économie politique, Dalloz, vol. 130(2), pages 137-169.
- Jean-Guillaume Sahuc & Christian Pfister, 2020. "Unconventional Monetary Policies: A Stock-Taking Exercise," EconomiX Working Papers 2020-3, University of Paris Nanterre, EconomiX.
- Christian Pfister & Jean-Guillaume Sahuc, 2020. "Unconventional Monetary Policies: A Stock-Taking Exercise," Working papers 761, Banque de France.
- Lhuissier Stéphane, 2022.
"Financial Conditions and Macroeconomic Downside Risks in the Euro Area,"
Working papers
863, Banque de France.
- Lhuissier, Stéphane, 2022. "Financial conditions and macroeconomic downside risks in the euro area," European Economic Review, Elsevier, vol. 143(C).
- Stéphane Lhuissier, 2019. "Bayesian Inference for Markov-switching Skewed Autoregressive Models," Working papers 726, Banque de France.
- Panagiota Makrychoriti & Fotios Pasiouras & Menelaos Tasiou, 2022. "Financial stress and economic growth: The moderating role of trust," Kyklos, Wiley Blackwell, vol. 75(1), pages 48-74, February.
- Edgar Löw & Marc Erkelenz, 2022. "Long and Short‐term Investments by European Banks – Trends Since the IASB Published IFRS 9," Australian Accounting Review, CPA Australia, vol. 32(4), pages 440-459, December.
- Apostolakis, Georgios N. & Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2019. "Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Lhuissier Stéphane & Nguyen Benoît, 2021. "The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification," Working papers 806, Banque de France.
- Stéphane Lhuissier & Fabien Tripier, 2019.
"Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation,"
Working papers
714, Banque de France.
- Lhuissier, Stéphane & Zabelina, Margarita, 2015.
"On the stability of Calvo-style price-setting behavior,"
Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 77-95.
Cited by:
- Stéphane Lhuissier & Fabien Tripier, 2016. "Do Uncertainty Shocks Always Matter for Business Cycles?," Working Papers 2016-19, CEPII research center.
- Lhuissier Stéphane, 2022.
"Financial Conditions and Macroeconomic Downside Risks in the Euro Area,"
Working papers
863, Banque de France.
- Lhuissier, Stéphane, 2022. "Financial conditions and macroeconomic downside risks in the euro area," European Economic Review, Elsevier, vol. 143(C).
- Heinrichs, Katrin & Wagner, Helmut, 2019. "Positive trend inflation and the Phillips curve – A tale of two slopes and various impulse responses," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 283-307.
- Lhuissier, Stéphane, 2017. "Financial intermediaries’ instability and euro area macroeconomic dynamics," European Economic Review, Elsevier, vol. 98(C), pages 49-72.
- Shayan Zakipour-Saber, 2019. "Monetary policy regimes and inflation persistence in the United Kingdom," Working Papers 895, Queen Mary University of London, School of Economics and Finance.
- Stéphane Lhuissier, 2015.
"The Regime-switching volatility of Euro Area Business Cycles,"
Working Papers
2015-22, CEPII research center.
- Lhuissier, Stéphane, 2018. "The Regime-Switching Volatility Of Euro Area Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 22(2), pages 426-469, March.
Chapters
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2018.
"Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges,"
Financial and Monetary Policy Studies, in: Laurent Ferrara & Ignacio Hernando & Daniela Marconi (ed.), International Macroeconomics in the Wake of the Global Financial Crisis, pages 159-181,
Springer.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2017. "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," CEPII Policy Brief 2017-20, CEPII research center.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 14 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.- NEP-MAC: Macroeconomics (11) 2015-12-08 2016-08-28 2018-01-15 2018-11-05 2019-04-01 2020-04-20 2020-05-04 2020-06-22 2021-03-01 2021-09-27 2022-02-14. Author is listed
- NEP-MON: Monetary Economics (7) 2018-11-05 2020-04-20 2020-05-04 2020-06-22 2021-03-01 2021-09-27 2022-12-05. Author is listed
- NEP-CBA: Central Banking (4) 2018-11-05 2020-04-20 2021-03-01 2021-09-27
- NEP-EEC: European Economics (4) 2021-03-01 2021-09-27 2022-02-14 2022-12-05
- NEP-DGE: Dynamic General Equilibrium (2) 2015-12-08 2019-04-01
- NEP-ECM: Econometrics (2) 2019-09-09 2022-02-14
- NEP-ETS: Econometric Time Series (2) 2019-04-01 2019-09-09
- NEP-FDG: Financial Development and Growth (2) 2019-04-01 2022-02-14
- NEP-ORE: Operations Research (2) 2019-09-09 2022-02-14
- NEP-AGE: Economics of Ageing (1) 2012-01-25
- NEP-BAN: Banking (1) 2020-05-04
- NEP-CWA: Central and Western Asia (1) 2022-02-14
- NEP-HIS: Business, Economic and Financial History (1) 2022-02-14
- NEP-ISF: Islamic Finance (1) 2021-09-27
- NEP-LAB: Labour Economics (1) 2012-01-25
- NEP-PUB: Public Finance (1) 2012-01-25
- NEP-RMG: Risk Management (1) 2022-02-14
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