New Papers

 

"Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation.", with F. Tripier. 2019. A previous version, entitled "Do Uncertainty Shocks Always Matter for Business Cycles" is replaced by this new version.

[Local copy]  [BdF working paper[CEPII working paper - old]

 

"The Switching Skewness over the Business Cycle", 2019.

[Local copy]  [Companion software package in C++]

 

"Monetary Policy and Corporate Debt Structure", with U. Szczerbowicz. 2018.

[Local copy]  [BdF working paper]

 

 

Publications in Refereed Journals

 

"Financial Intermediaries' Instability and Euro Area Macroeconomic Dynamics.", European Economic Review, 2017.

[Local copy]  [Online appendix]  [Link to document]  [Program and data files]

 

"The Regime-switching Volatility of Euro Area Business Cycles.", Macroeconomic Dynamics, 2017.

[Local copy]  [CEPII working paper]  [Link to document]

 

"On the Stability of Calvo-style Price-setting Behavior.", with M. Zabelina.  Journal of Economic Dynamics and Control, 2015.

[Local copy]  [Online appendix]  [Link to document]  [Program and data files]

 

 

Other Writings

 

"Uncertainty and Macroeconomics: Transmission Channels and Policy Implications.", with L. Ferrara and F. Tripier. Rue de la Banque no. 61, 2018.

[English version]  [French version]

 

"Uncertainty Fluctuations: Measures, Effects, and Macroeconomic Policy Challenges.", with l. ferrara and F. Tripier. CEPII Policy Brief, 2017.

[Link to document]

 

"L'impact du resserement monétaire américain sur les économies émergentes.", with A. Cheysson and F. Tripier. La Lettre du CEPII, 2016.

[Version française] [Interactive website]

 

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