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Renne, Jean-Paul's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
672 |
Total
Citations
46 |
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1.
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Borgy, Vladimir
Banque de France Clerc, Laurent
Banque de France Renne, Jean-Paul
Banque de France
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120
(118,052)
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2
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Early Warning Indicators, Discrete-Choice Model, Asset Price Booms and Busts, Macro-prudential Regulation, Leaning Against the Wind Policies
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2.
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Borgy, Vladimir
Banque de France Laubach, Thomas
Goethe University Frankfurt Mésonnier, Jean-Stéphane
Banque de France -DGEI-DEMFI-RECFIN Renne, Jean-Paul
Banque de France
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13 Oct 11
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Last Revised:
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03 Nov 11
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118
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8
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Government debt, affine term structure models, default risk, yield spreads, fiscal projections
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3.
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A Model of the Euro-Area Yield Curve with Discrete Policy Rates
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Versions (3)
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Renne, Jean-Paul
Banque de France
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Posted:
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04 Mar 12
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Last Revised:
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20 Feb 13
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83
(152,784)
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1
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Renne, Jean-Paul
Banque de France
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15
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1
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affine term-structure models, zero lower bound, regime switching, forward policy guidance
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Renne, Jean-Paul
Banque de France
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14
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1
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overnight index swaps, affine term-structure models, regime switching, non-standard monetary-policy measures
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Renne, Jean-Paul
Banque de France
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04 Mar 12
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Last Revised:
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20 Feb 13
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54
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1
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affine term-structure models, zero lower bound, regime switching, forward policy guidance
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4.
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Mésonnier, Jean-Stéphane
affiliation not provided to SSRN Renne, Jean-Paul
Banque de France
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73
(165,228)
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Kalman filter, Monetary policy, Taylor rule, Euro area
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5.
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Borgy, Vladimir
Banque de France Laubach, Thomas
Goethe University Frankfurt Mésonnier, Jean-Stéphane
Banque de France -DGEI-DEMFI-RECFIN Renne, Jean-Paul
Banque de France
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66
(174,831)
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8
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Government debt, affine term structure models, default risk, yield spreads, fiscal projection
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6.
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Monfort, Alain
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) Renne, Jean-Paul
Banque de France
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19 Aug 11
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Last Revised:
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11 Dec 11
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66
(174,831)
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2
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credit risk, liquidity risk, term structure, affine model, regime switching, car process
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7.
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Monfort, Alain
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) Renne, Jean-Paul
Banque de France
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64
(177,742)
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4
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default risk, liquidity risk, term structure of interest rates, regime-switching, euro-area spreads
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8.
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Monfort, Alain
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) Renne, Jean-Paul
Banque de France Rueffer, Rasmus
European Central Bank (ECB) Vitale, Giovanni
European Central Bank (ECB)
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34
(233,177)
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17
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Dynamic Factor, Kalman Filter, business cycles synchronization
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9.
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Renne, Jean-Paul
Banque de France
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22
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1
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macro-finance model, spectral analysis, term-structure of interest rates, public debt management
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10.
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Mésonnier, Jean-Stéphane
affiliation not provided to SSRN Renne, Jean-Paul
Banque de France
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16
(289,404)
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2
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Natural rate of interest, interest rate gap, monetary policy, Kalman filter, output gap
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11.
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Mésonnier, Jean-Stéphane
affiliation not provided to SSRN Renne, Jean-Paul
Banque de France
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10
(310,344)
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1
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Monetary policy rules, Natural rate of interest, Uncertainty
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