Sebastien Fries
Personal Details
First Name: | Sebastien |
Middle Name: | |
Last Name: | Fries |
Suffix: | |
RePEc Short-ID: | pfr381 |
[This author has chosen not to make the email address public] | |
Affiliation
(50%) École Nationale de la Statistique et de l'Admnistration Économique (ENSAE)
Groupe des Écoles Nationales d'Économie et Statistique (GENES)
Paris, Francehttp://www.ensae.fr/
RePEc:edi:ensaefr (more details at EDIRC)
(50%) Centre de Recherche en Économie et Statistique (CREST)
Palaiseau, Francehttp://crest.science/
RePEc:edi:crestfr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Marina Friedrich & S'ebastien Fries & Michael Pahle & Ottmar Edenhofer, 2019. "Understanding the explosive trend in EU ETS prices -- fundamentals or speculation?," Papers 1906.10572, arXiv.org, revised Mar 2020.
- Fries, Sébastien, 2018. "Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds," MPRA Paper 97353, University Library of Munich, Germany, revised Nov 2019.
- Fries, Sébastien & Zakoian, Jean-Michel, 2017.
"Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles,"
MPRA Paper
81345, University Library of Munich, Germany.
- Fries, Sébastien & Zakoian, Jean-Michel, 2019. "Mixed Causal-Noncausal Ar Processes And The Modelling Of Explosive Bubbles," Econometric Theory, Cambridge University Press, vol. 35(6), pages 1234-1270, December.
- S. Fries & J.-S. Mésonnier & S. Mouabbi & J.-P. Renne, 2016.
"National natural rates of interest and the single monetary policy in the Euro Area,"
Working papers
611, Banque de France.
- Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018. "National natural rates of interest and the single monetary policy in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 763-779, September.
Articles
- Fries, Sébastien & Zakoian, Jean-Michel, 2019.
"Mixed Causal-Noncausal Ar Processes And The Modelling Of Explosive Bubbles,"
Econometric Theory, Cambridge University Press, vol. 35(6), pages 1234-1270, December.
- Fries, Sébastien & Zakoian, Jean-Michel, 2017. "Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles," MPRA Paper 81345, University Library of Munich, Germany.
- Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018.
"National natural rates of interest and the single monetary policy in the euro area,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 763-779, September.
- Istrefi, Klodiana & Mouabbi, Sarah, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.
- S. Fries & J.-S. Mésonnier & S. Mouabbi & J.-P. Renne, 2016. "National natural rates of interest and the single monetary policy in the Euro Area," Working papers 611, Banque de France.
- Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista, 2015. "UK Term Structure Decompositions at the Zero Lower Bound," Working Papers 755, Queen Mary University of London, School of Economics and Finance.
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.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018.
"National natural rates of interest and the single monetary policy in the euro area,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 763-779, September.
- Istrefi, Klodiana & Mouabbi, Sarah, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.
- S. Fries & J.-S. Mésonnier & S. Mouabbi & J.-P. Renne, 2016. "National natural rates of interest and the single monetary policy in the Euro Area," Working papers 611, Banque de France.
- Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista, 2015. "UK Term Structure Decompositions at the Zero Lower Bound," Working Papers 755, Queen Mary University of London, School of Economics and Finance.
Mentioned in:
Working papers
- Marina Friedrich & S'ebastien Fries & Michael Pahle & Ottmar Edenhofer, 2019.
"Understanding the explosive trend in EU ETS prices -- fundamentals or speculation?,"
Papers
1906.10572, arXiv.org, revised Mar 2020.
Cited by:
- Ryan Rafaty & Geoffroy Dolphin & Felix Pretis, 2020.
"Carbon pricing and the elasticity of CO2 emissions,"
Working Papers
EPRG2035, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Ryan Rafaty & Geoffroy Dolphin & Felix Pretis, 2020. "Carbon Pricing and the Elasticity of CO2 Emissions," Working Papers Series inetwp140, Institute for New Economic Thinking.
- Rafaty, R. & Dolphin, G. & Pretis, F., 2020. "Carbon pricing and the elasticity of CO2 emissions," Cambridge Working Papers in Economics 20116, Faculty of Economics, University of Cambridge.
- Rafaty, Ryan & Dolphin, Geoffroy & Pretis, Felix, 2021. "Carbon Pricing and the Elasticity of CO2 Emissions," RFF Working Paper Series 21-33, Resources for the Future.
- Tietjen, Oliver & Lessmann, Kai & Pahle, Michael, 2021. "Hedging and temporal permit issuances in cap-and-trade programs: The Market Stability Reserve under risk aversion," Resource and Energy Economics, Elsevier, vol. 63(C).
- Edenhofer, Ottmar & Flachsland, Christian & Kalkuhl, Matthias & Knopf, Brigitte & Pahle, Michael, 2019. "Optionen für eine CO2-Preisreform," Working Papers 04/2019, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Ohlendorf, Nils & Flachsland, Christian & Nemet, Gregory F. & Steckel, Jan Christoph, 2022. "Carbon price floors and low-carbon investment: A survey of German firms," Energy Policy, Elsevier, vol. 169(C).
- Friedrich, Marina & Mauer, Eva-Maria & Pahle, Michael & Tietjen, Oliver, 2020.
"From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS,"
EconStor Preprints
225210, ZBW - Leibniz Information Centre for Economics.
- Friedrich, Marina & Mauer, Eva-Maria & Pahle, Michael & Tietjen, Oliver, 2020. "From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS," EconStor Preprints 196150, ZBW - Leibniz Information Centre for Economics, revised 2020.
- Ryan Rafaty & Geoffroy Dolphin & Felix Pretis, 2020.
"Carbon pricing and the elasticity of CO2 emissions,"
Working Papers
EPRG2035, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Fries, Sébastien, 2018.
"Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds,"
MPRA Paper
97353, University Library of Munich, Germany, revised Nov 2019.
Cited by:
- Christian Gourieroux & Andrew Hencic & Joann Jasiak, 2021. "Forecast performance and bubble analysis in noncausal MAR(1, 1) processes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 301-326, March.
- Fries, Sébastien & Zakoian, Jean-Michel, 2017.
"Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles,"
MPRA Paper
81345, University Library of Munich, Germany.
- Fries, Sébastien & Zakoian, Jean-Michel, 2019. "Mixed Causal-Noncausal Ar Processes And The Modelling Of Explosive Bubbles," Econometric Theory, Cambridge University Press, vol. 35(6), pages 1234-1270, December.
Cited by:
- Francisco Blasques & Siem Jan Koopman & Gabriele Mingoli, 2023. "Observation-Driven filters for Time- Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics," Tinbergen Institute Discussion Papers 23-065/III, Tinbergen Institute, revised 01 Mar 2024.
- Gianluca Cubadda & Alain Hecq & Sean Telg, 2018.
"Detecting Co-Movements in Noncausal Time Series,"
CEIS Research Paper
430, Tor Vergata University, CEIS, revised 23 Apr 2018.
- Gianluca Cubadda & Alain Hecq & Sean Telg, 2019. "Detecting Co‐Movements in Non‐Causal Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(3), pages 697-715, June.
- Cubadda, Gianluca & Hecq, Alain & Telg, Sean, 2017. "Detecting Co-Movements in Noncausal Time Series," MPRA Paper 77254, University Library of Munich, Germany, revised 02 Mar 2017.
- Hecq, Alain & Voisin, Elisa, 2021.
"Forecasting bubbles with mixed causal-noncausal autoregressive models,"
Econometrics and Statistics, Elsevier, vol. 20(C), pages 29-45.
- Voisin, Elisa & Hecq, Alain, 2019. "Forecasting bubbles with mixed causal-noncausal autoregressive models," MPRA Paper 92734, University Library of Munich, Germany.
- Frédérique Bec & Alain Guay, 2020.
"A simple unit root test consistent against any stationary alternative,"
Working Papers
halshs-03010256, HAL.
- Frédérique Bec & Alain Guay, 2020. "A simple unit root test consistent against any stationary alternative," THEMA Working Papers 2020-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Frédéric BEC & Alain GUAY, 2020. "A simple unit root test consistent against any stationary alternative," Working Papers 2020-28, Center for Research in Economics and Statistics.
- Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc, 2022.
"A time-varying parameter model for local explosions,"
Journal of Econometrics, Elsevier, vol. 227(1), pages 65-84.
- Francisco (F.) Blasques & Siem Jan (S.J.) Koopman & Marc Nientker, 2018. "A Time-Varying Parameter Model for Local Explosions," Tinbergen Institute Discussion Papers 18-088/III, Tinbergen Institute.
- Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi, 2020.
"Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1413-1428, December.
- Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi, 2019. "Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing [Modèles auto-régressifs non-causaux mixtes: Problèmes de bimodalité pour l'estimation et le test de r," Working Papers hal-02175760, HAL.
- Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi, 2019. "Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing," THEMA Working Papers 2019-07, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Frédérique BEC & Heino BOHN NIELSEN & Sarra SAÏDI, 2019. "Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing," Working Papers 2019-09, Center for Research in Economics and Statistics.
- Francesco Giancaterini & Alain Hecq, 2020. "Inference in mixed causal and noncausal models with generalized Student's t-distributions," Papers 2012.01888, arXiv.org, revised Nov 2022.
- Christis Katsouris, 2023. "Structural Analysis of Vector Autoregressive Models," Papers 2312.06402, arXiv.org, revised Feb 2024.
- Alain Hecq & Elisa Voisin, 2023.
"Predicting Crashes in Oil Prices During The Covid-19 Pandemic with Mixed Causal-Noncausal Models,"
Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 209-233,
Emerald Group Publishing Limited.
- Alain Hecq & Elisa Voisin, 2019. "Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models," Papers 1911.10916, arXiv.org, revised May 2022.
- Blasques, Francisco & Nientker, Marc, 2023. "Stochastic properties of nonlinear locally-nonstationary filters," Journal of Econometrics, Elsevier, vol. 235(2), pages 2082-2095.
- Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022.
"Is climate change time reversible?,"
Working Paper series
22-08, Rimini Centre for Economic Analysis, revised Dec 2022.
- Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is climate change time-reversible?," Working Papers 498, University of Milano-Bicocca, Department of Economics, revised Nov 2022.
- Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is climate change time reversible?," Papers 2205.07579, arXiv.org, revised Nov 2022.
- Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is Climate Change Time-Reversible?," Econometrics, MDPI, vol. 10(4), pages 1-18, December.
- F. Blasques & S.J. Koopman & G. Mingoli & S. Telg, 2024. "A Novel Test for the Presence of Local Explosive Dynamics," Tinbergen Institute Discussion Papers 24-036/III, Tinbergen Institute.
- Alain Hecq & Daniel Velasquez-Gaviria, 2022. "Spectral estimation for mixed causal-noncausal autoregressive models," Papers 2211.13830, arXiv.org.
- Gianluca Cubadda & Francesco Giancaterini & Alain Hecq & Joann Jasiak, 2023.
"Optimization of the Generalized Covariance Estimator in Noncausal Processes,"
Papers
2306.14653, arXiv.org, revised Jan 2024.
- Gianluca Cubadda & Francesco Giancaterini & Alain Hecq & Joann Jasiak, 2024. "Optimization of the Generalized Covariance Estimator in Noncausal Processes," CEIS Research Paper 574, Tor Vergata University, CEIS, revised 23 Apr 2024.
- Weifeng Jin, 2023. "Quantile Autoregression-based Non-causality Testing," Papers 2301.02937, arXiv.org.
- Christian Gourieroux & Andrew Hencic & Joann Jasiak, 2021. "Forecast performance and bubble analysis in noncausal MAR(1, 1) processes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 301-326, March.
- Fries, Sébastien, 2018. "Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds," MPRA Paper 97353, University Library of Munich, Germany, revised Nov 2019.
- Christian Gourieroux & Joann Jasiak & Michelle Tong, 2021. "Convolution‐based filtering and forecasting: An application to WTI crude oil prices," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(7), pages 1230-1244, November.
- Alain Hecq & Joao Issler & Elisa Voisin, 2022.
"A short term credibility index for central banks under inflation targeting: an application to Brazil,"
Papers
2205.00924, arXiv.org, revised Jul 2022.
- Hecq, Alain & Issler, João Victor & Voisin, Elisa, 2024. "A short term credibility index for central banks under inflation targeting: An application to Brazil," Journal of International Money and Finance, Elsevier, vol. 143(C).
- Jean-Baptiste MICHAU, 2019. "Helicopter Drops of Money under Secular Stagnation," Working Papers 2019-10, Center for Research in Economics and Statistics.
- Marina Friedrich & Sébastien Fries & Michael Pahle & Ottmar Edenhofer, 2020. "Rules vs. Discretion in Cap-and-Trade Programs: Evidence from the EU Emission Trading System," CESifo Working Paper Series 8637, CESifo.
- Hecq Alain & Sun Li, 2021. "Selecting between causal and noncausal models with quantile autoregressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(5), pages 393-416, December.
- Alain Hecq & Li Sun, 2019. "Identification of Noncausal Models by Quantile Autoregressions," Papers 1904.05952, arXiv.org.
- Alain Hecq & Sean Telg & Lenard Lieb, 2017.
"Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?,"
Econometrics, MDPI, vol. 5(4), pages 1-22, October.
- Hecq, Alain & Telg, Sean & Lieb, Lenard, 2016. "Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?," MPRA Paper 74922, University Library of Munich, Germany, revised 04 Nov 2016.
- Frederique Bec & Alain Guay, 2020. "A Simple Unit Root Test Consistent Against Any Stationary Alternative," Working Papers 20-20, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Xuanling Yang & Dong Li & Ting Zhang, 2024. "A simple stochastic nonlinear AR model with application to bubble," Papers 2401.07038, arXiv.org.
- Kramkov, Viacheslav & Maksimov, Andrey, 2020. "Loan market markups and noncausal autoregressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 60, pages 48-69.
- S. Fries & J.-S. Mésonnier & S. Mouabbi & J.-P. Renne, 2016.
"National natural rates of interest and the single monetary policy in the Euro Area,"
Working papers
611, Banque de France.
- Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018. "National natural rates of interest and the single monetary policy in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 763-779, September.
Cited by:
- Victor Bystrov, 2018.
"Measuring the Natural Rates of Interest in Germany and Italy,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(4), pages 333-353, December.
- Bystrov Victor, 2018. "Measuring the Natural Rates of Interest in Germany and Italy," Lodz Economics Working Papers 7/2018, University of Lodz, Faculty of Economics and Sociology.
- Chiang, Thomas C., 2021. "Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Semih Emre Çekin & Rangan Gupta & Eric Olson, 2021.
"The Taylor curve: international evidence,"
Applied Economics, Taylor & Francis Journals, vol. 53(40), pages 4680-4691, August.
- Semih Emre Cekin & Rangan Gupta & Eric Olson, 2020. "The Taylor Curve: International Evidence," Working Papers 202034, University of Pretoria, Department of Economics.
- Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2019.
"Empirical evidence on the dynamics of investment under uncertainty in the U.S,"
Economics Discussion / Working Papers
19-18, The University of Western Australia, Department of Economics.
- Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2019. "Empirical evidence on the dynamics of investment under uncertainty in the US," CAMA Working Papers 2019-87, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2021. "Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1193-1217, October.
- Beyer, Robert & Milivojevic, Lazar, 2021.
"Dynamics and synchronization of global equilibrium interest rates,"
IMFS Working Paper Series
146, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Robert C. M. Beyer & Lazar Milivojevic, 2023. "Dynamics and synchronization of global equilibrium interest rates," Applied Economics, Taylor & Francis Journals, vol. 55(28), pages 3195-3214, June.
- Beyer,Robert Carl Michael & Milivojevic,Lazar, 2020. "Dynamics and Synchronization of Global Equilibrium Interest Rates," Policy Research Working Paper Series 9489, The World Bank.
- Tomas Reichenbachas & Linas Jurkšas & Rokas Kaminskas, 2021. "Natural real rates of interest across Euro area countries: Are R-stars getting closer together?," Bank of Lithuania Discussion Paper Series 24, Bank of Lithuania.
- Orphanides, Athanasios & Hofmann, Boris & Lombardi, Marco & Mojon, Benoit, 2021.
"Fiscal and monetary policy interactions in a low interest rate world,"
CEPR Discussion Papers
16411, C.E.P.R. Discussion Papers.
- Boris Hofmann & Marco Jacopo Lombardi & Benoit Mojon & Athanasios Orphanides, 2021. "Fiscal and monetary policy interactions in a low interest rate world," BIS Working Papers 954, Bank for International Settlements.
- Sangyup Choi & Davide Furceri & Seung Yong Yoo, 2024.
"Heterogeneity in the Effects of Uncertainty Shocks on Labor Market Dynamics and Extensive vs. Intensive Margins of Adjustment,"
CAMA Working Papers
2024-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Choi, Sangyup & Furceri, Davide & Yoo, Seung Yong, 2024. "Heterogeneity in the Effects of Uncertainty Shocks on Labor Market Dynamics and Extensive vs. Intensive Margins of Adjustment," CEPR Discussion Papers 18861, C.E.P.R. Discussion Papers.
- Sangyup Choi & Davide Furceri & Seung Yong Yoo, 2023. "Heterogeneity in the Effects of Uncertainty Shocks on Labor Market Dynamics and Extensive vs. Intensive Margins of Adjustment," Working papers 2023rwp-222, Yonsei University, Yonsei Economics Research Institute.
- Choi, Sangyup & Furceri, Davide & Yoo, Seung Yong, 2024. "Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment," Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
- M. Marx & B. Mojon & F. Velde, 2017.
"Why Have Interest Rates Fallen far Below the Return on Capital,"
Working papers
630, Banque de France.
- Marx, Magali & Mojon, Benoît & Velde, François R., 2021. "Why have interest rates fallen far below the return on capital?," Journal of Monetary Economics, Elsevier, vol. 124(S), pages 57-76.
- Magali Marx & Benoit Mojon & Francois R. Velde, 2018. "Why Have Interest Rates Fallen Far Below the Return on Capital," Working Paper Series WP-2018-1, Federal Reserve Bank of Chicago.
- Magali Marx & Benoit Mojon & François R. Velde, 2019. "Why have interest rates fallen far below the return on capital," BIS Working Papers 794, Bank for International Settlements.
- Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020.
"Economic Policy Uncertainty: Persistence and Cross-Country Linkages,"
CESifo Working Paper Series
8289, CESifo.
- Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021. "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, vol. 58(C).
- Klodiana Istrefi & Sarah Mouabbi, 2017.
"Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis,"
Rue de la Banque, Banque de France, issue 48, september.
- K. Istrefi & S. Mouabbi, 2017. "Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis," Working papers 619, Banque de France.
- Istrefi, Klodiana & Mouabbi, Sarah, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.
- Efrem Castelnuovo & Trung Duc Tran, 2017.
"Google It Up! A Google Trends-Based Uncertainty Index for the United States and Australia,"
Melbourne Institute Working Paper Series
wp2017n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Efrem Castelnuovo & Trung Duc Tran, 2018. "Google it up! A Google Trends-based Uncertainty Index for the United States and Australia," "Marco Fanno" Working Papers 0223, Dipartimento di Scienze Economiche "Marco Fanno".
- Castelnuovo, Efrem & Duc Tran, Trung, 2017. "Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia," MPRA Paper 82297, University Library of Munich, Germany.
- Castelnuovo, Efrem & Tran, Trung Duc, 2017. "Google It Up! A Google Trends-based Uncertainty index for the United States and Australia," Economics Letters, Elsevier, vol. 161(C), pages 149-153.
- Efrem Castelnuovo & Trung Duc Tran, 2017. "Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia," CESifo Working Paper Series 6695, CESifo.
- Peter Tillmann, 2018.
"Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks,"
GRU Working Paper Series
GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
- Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Francisco Serranito & Nicolas Himounet & Julien Vauday, 2023.
"Uncertainty is bad for Business. Really?,"
Working Papers
hal-04219283, HAL.
- Nicolas Himounet & Francisco Serranito & Julien Vauday, 2021. "Uncertainty is bad for Business. Really?," Working Papers 2021.03, International Network for Economic Research - INFER.
- Francisco Serranito & Nicolas Himounet & Julien Vauday, 2023. "Uncertainty is bad for Business. Really?," EconomiX Working Papers 2023-26, University of Paris Nanterre, EconomiX.
- Klodiana Istrefi & Anamaria Piloiu, 2020.
"Public Opinion on Central Banks when Economic Policy is Uncertain,"
Revue d'économie politique, Dalloz, vol. 130(2), pages 283-306.
- Klodiana Istrefi & Anamaria Piloiu, 2020. "Public Opinion on Central Banks when Economic Policy is Uncertain," Working papers 765, Banque de France.
- Pagliari, Maria Sole, 2024.
"Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies,"
European Economic Review, Elsevier, vol. 168(C).
- Maria Sole Pagliari, 2021. "Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies," Working papers 829, Banque de France.
- Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023.
"What Is Certain about Uncertainty?,"
Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
- Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020. "What is Certain about Uncertainty?," International Finance Discussion Papers 1294, Board of Governors of the Federal Reserve System (U.S.).
- Gabriel Arce‐Alfaro & Boris Blagov, 2023. "Monetary Policy Uncertainty and Inflation Expectations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 70-94, February.
- Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020.
"Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty,"
Working Papers
202007, University of Pretoria, Department of Economics.
- Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020. "Predicting firm-level volatility in the United States: the role of monetary policy uncertainty," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 167-177.
- Magdalene Williams & Ahmad Abu Alrub & Mehmet Aga, 2022. "Ecological Footprint, Economic Uncertainty and Foreign Direct Investment in South Africa: Evidence From Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Approach," SAGE Open, , vol. 12(2), pages 21582440221, April.
- Joscha Beckmann & Robert L. Czudaj, 2023.
"The role of expectations for currency crisis dynamics—The case of the Turkish lira,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 625-642, April.
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"Market-Based Monetary Policy Uncertainty,"
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"Perceived monetary policy uncertainty,"
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"The international spillover effects of US monetary policy uncertainty,"
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"Yield curve and financial uncertainty: Evidence based on US data,"
CAMA Working Papers
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- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," CESifo Working Paper Series 7697, CESifo.
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Melbourne Institute Working Paper Series wp2019n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
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"Natural rates across the Atlantic,"
Journal of Macroeconomics, Elsevier, vol. 62(C).
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- Stefano Fasani & Haroon Mumtaz & Lorenza Rossi, 2023.
"Monetary Policy and Firm Dynamics,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 278-296, January.
- Stefano Fasani & Haroon Mumtaz & Lorenza Rossi, 2022. "Code and data files for "Monetary Policy and Firm Dynamics"," Computer Codes 21-105, Review of Economic Dynamics.
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- Magnus Reif, 2021.
"Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation,"
CESifo Working Paper Series
9271, CESifo.
- Magnus Reif, 2022. "Time‐Varying Dynamics of the German Business Cycle: A Comprehensive Investigation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 80-102, February.
- Zhang, Ren & Martínez-García, Enrique & Wynne, Mark A. & Grossman, Valerie, 2021.
"Ties that bind: Estimating the natural rate of interest for small open economies,"
Journal of International Money and Finance, Elsevier, vol. 113(C).
- Valerie Grossman & Enrique Martínez García & Mark A. Wynne & Ren Zhang, 2019. "Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies," Globalization Institute Working Papers 359, Federal Reserve Bank of Dallas, revised 05 Mar 2021.
- Brand, Claus & Bielecki, Marcin & Penalver, Adrian, 2018. "The natural rate of interest: estimates, drivers, and challenges to monetary policy JEL Classification: E52, E43," Occasional Paper Series 217, European Central Bank.
- Pelin Öge Güney, 2023. "Interest Rate Uncertainty and Macroeconomics in Turkey," Prague Economic Papers, Prague University of Economics and Business, vol. 2023(2), pages 184-204.
- Francois Velde & Benoït Mojon & Magali Marx, 2017.
"Why Are Real Interest Rates So Low?,"
2017 Meeting Papers
1292, Society for Economic Dynamics.
- Francois Velde & Benoït Mojon & Magali Marx, 2016. "Why are real interest rates so low?," 2016 Meeting Papers 1581, Society for Economic Dynamics.
- Pikhart Zdeněk & Froňková Pavla, 2019. "Estimating Natural Rate of Interest and Equilibrium Exchange Rate: A Case of the Czech Republic," Review of Economic Perspectives, Sciendo, vol. 19(4), pages 231-248, December.
- Zahir Barahmand & Marianne S. Eikeland, 2022. "Techno-Economic and Life Cycle Cost Analysis through the Lens of Uncertainty: A Scoping Review," Sustainability, MDPI, vol. 14(19), pages 1-22, September.
- Beckmann, Joscha, 2021. "Measurement and effects of euro/dollar exchange rate uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 773-790.
- Mariarosaria Comunale & Jonas Striaukas, 2017.
"Unconventional monetary policy: interest rates and low inflation: A review of literature and methods,"
CAMA Working Papers
2017-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mariarosaria Comunale & Jonas Striaukas, 2017. "Unconventional monetary policy: interest rates and low inflation. A review of literature and methods," CEIS Research Paper 406, Tor Vergata University, CEIS, revised 12 May 2017.
- COMUNALE Mariarosaria & STRIAUKAS Jonas, 2017. "Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods," LIDAM Discussion Papers CORE 2017026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Mariarosaria Comunale & Jonas Striaukas, 2017. "Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods," Bank of Lithuania Occasional Paper Series 13, Bank of Lithuania.
- Ruipeng Liu & Rangan Gupta & Elie Bouri, 2021. "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers 202178, University of Pretoria, Department of Economics.
- Godwin Olasehinde-Williams & Oktay Özkan, 2022. "Is interest rate uncertainty a predictor of investment volatility? evidence from the wild bootstrap likelihood ratio approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(3), pages 507-521, July.
- Dibiasi, Andreas & Sarferaz, Samad, 2023.
"Measuring macroeconomic uncertainty: A cross-country analysis,"
European Economic Review, Elsevier, vol. 153(C).
- Samad Sarferaz & Andreas Dibiasi, 2020. "Measuring Macroeconomic Uncertainty: A Cross-Country Analysis," KOF Working papers 20-479, KOF Swiss Economic Institute, ETH Zurich.
- Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Clement Kyei, 2019. "Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets," Working Papers 201939, University of Pretoria, Department of Economics.
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- Eric Jondeau & Benoit Mojon & Jean-Guillaume Sahuc, 2020. "Bank Funding Cost and Liquidity Supply Regimes," BIS Working Papers 854, Bank for International Settlements.
- Stefan Collignon, 2024. "The Tale of Two Economies: Inflationary Dynamics in the Euro Area and the US in the Context of Uncertainty," Economies, MDPI, vol. 12(7), pages 1-29, June.
- 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.
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"Quantifying Uncertainty and Identifying its Impacts on the Turkish Economy,"
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"Interest Rate Uncertainty and the Predictability of Bank Revenues,"
Working Papers
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"Get the Lowdown: The International Side of the Fall in the U.S. Natural Rate of Interest,"
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"What Drives Interbank Loans? Evidence from Canada,"
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"Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains,"
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Articles
- Fries, Sébastien & Zakoian, Jean-Michel, 2019.
"Mixed Causal-Noncausal Ar Processes And The Modelling Of Explosive Bubbles,"
Econometric Theory, Cambridge University Press, vol. 35(6), pages 1234-1270, December.
See citations under working paper version above.
- Fries, Sébastien & Zakoian, Jean-Michel, 2017. "Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles," MPRA Paper 81345, University Library of Munich, Germany.
- Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018.
"National natural rates of interest and the single monetary policy in the euro area,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 763-779, September.
- Istrefi, Klodiana & Mouabbi, Sarah, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.
See citations under working paper version above.Sorry, no citations of articles recorded.- S. Fries & J.-S. Mésonnier & S. Mouabbi & J.-P. Renne, 2016. "National natural rates of interest and the single monetary policy in the Euro Area," Working papers 611, Banque de France.
- Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista, 2015. "UK Term Structure Decompositions at the Zero Lower Bound," Working Papers 755, Queen Mary University of London, School of Economics and Finance.
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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.- NEP-ECM: Econometrics (2) 2017-09-24 2020-01-13. Author is listed
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- NEP-ORE: Operations Research (2) 2017-09-24 2020-01-13. Author is listed
- NEP-ENE: Energy Economics (1) 2019-07-15. Author is listed
- NEP-ENV: Environmental Economics (1) 2019-07-15. Author is listed
- NEP-MAC: Macroeconomics (1) 2017-01-22. Author is listed
- NEP-MON: Monetary Economics (1) 2017-01-22. Author is listed
- NEP-REG: Regulation (1) 2019-07-15. Author is listed
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