New Papers


"The Switching Skewness over the Business Cycle.", 2018.

[Local copy]


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

[Local copy]  [BdF working paper]


"Do Uncertainty Shocks Always Matter for Business Cycles?.", with F. Tripier. 2016.

[Local copy]  [CEPII 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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