Caroline Jardet

Banque de France

31 rue croix des petits champs

75049 Paris Cedex 01

France

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 36,762

SSRN RANKINGS

Top 36,762

in Total Papers Downloads

2,855

TOTAL CITATIONS
Rank 6,012

SSRN RANKINGS

Top 6,012

in Total Papers Citations

288

Scholarly Papers (12)

1.

Low Inflation in the Euro Area: Causes and Consequences

ECB Occasional Paper No. 181
Number of pages: 89 Posted: 03 Feb 2017
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, Bank of Italy, European Central Bank (ECB) and National Bank of Belgium
Downloads 1,192 (37,003)
Citation 57

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low inflation, Phillips curve, inflation expectations, unconventional monetary policy

2.

Macro Stress Testing with a Macroeconomic Credit Risk Model: Application to the French Manufacturing Sector

Banque de France Working Paper No. 238
Number of pages: 36 Posted: 28 Aug 2010
Banque de France, MB Consulting, Banque de France, affiliation not provided to SSRN and Banque de France
Downloads 291 (215,971)
Citation 20

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macro stress test, credit risk model, loss distribution

No-Arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth

EFA 2009 Bergen Meetings Paper
Number of pages: 35 Posted: 10 Feb 2009 Last Revised: 20 Jan 2011
Caroline Jardet, Alain Monfort and Fulvio Pegoraro
Banque de France, National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Banque de France - Economics and Finance Research Center
Downloads 209 (298,222)
Citation 10

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Averaging Estimators, Persistence Problem, Near-Cointegration Analysis, No-Arbitrage Affine Term Structure Model, Term Premia, GDP Growth, New Information Response Functions

No-Arbitrage Near-Cointegrated Var(p) Term Structure Models, Term Premia and GDP Growth

Number of pages: 38 Posted: 16 Sep 2010 Last Revised: 09 Jun 2011
Caroline Jardet, Alain Monfort and Fulvio Pegoraro
Banque de France, National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Banque de France - Economics and Finance Research Center
Downloads 67 (701,177)
Citation 36

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Averaging Estimators, Persistence Problem, Near-Cointegration Analysis, No-Arbitrage Affine Term Structure Model, Term Premia, GDP Growth, New Information Response Functions

4.

Euro Area Monetary Policy Shocks: Impact on Financial Asset Prices During the Crisis?

Banque de France Working Paper No. 512
Number of pages: 46 Posted: 17 Oct 2014
Caroline Jardet and Allen Monks
Banque de France and Central Bank of Ireland
Downloads 226 (278,070)
Citation 30

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Monetary policy, ECB, Transmission mechanism, financial crisis

5.

Nowcasting World GDP Growth with High-Frequency Data

Banque de France Working Paper No. 788
Number of pages: 37 Posted: 16 Dec 2020
Caroline Jardet and Baptiste Meunier
Banque de France and European Central Bank (ECB)
Downloads 218 (289,111)
Citation 1

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Nowcasting, Mixed-Frequency Data, High-Frequency Data, World GDP, Large Factor Models

6.

Determinants of Long-Term Interest Rates in the United States and the Euro Area: A Multivariate Approach

Banque de France Working Paper No. 170
Number of pages: 41 Posted: 21 Oct 2010
Julien Idier, Caroline Jardet and Aymeric de Loubens
Banque de France - Centre de Recherche, Banque de France and affiliation not provided to SSRN
Downloads 200 (312,093)
Citation 25

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long term interest rates, Conundrum, multivariate model

7.

Why are Inflation Forecasts Sticky? Theory and Application to France and Germany

Banque de France Working Paper No. 650
Number of pages: 28 Posted: 06 Dec 2017
Frederique Bec, Raouf Boucekkine and Caroline Jardet
Banque de France, Universite Catholique de Louvain and Banque de France
Downloads 116 (491,428)
Citation 1

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Forecast revision, binary choice models, information and communication costs

8.
Downloads 109 (514,612)
Citation 36

New Information Response Functions

Banque de France Working Paper No. 235
Number of pages: 18 Posted: 16 Sep 2010
Caroline Jardet, Alain Monfort and Fulvio Pegoraro
Banque de France, National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Banque de France - Economics and Finance Research Center
Downloads 68 (695,702)
Citation 18

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impulse response functions, innovation, new information

New Information Response Functions

Number of pages: 13 Posted: 17 Jun 2009
Caroline Jardet, Alain Monfort and Fulvio Pegoraro
Banque de France, National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Banque de France - Economics and Finance Research Center
Downloads 41 (880,213)
Citation 18

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impulse response functions, innovation, new information

9.

MAPI: Model for Analysis and Projection of Inflation in France

Banque de France Working Paper No. 637
Number of pages: 39 Posted: 25 Aug 2017
Louis de Charsonville, Thomas Ferriere and Caroline Jardet
Banque de France, Banque de France and Banque de France
Downloads 91 (581,156)
Citation 1

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forecasting, inflation, time-series

10.

Euro Money Market Interest Rates Dynamics and Volatility: How They Respond to Recent Changes in the Operational Framework

Banque de France Working Paper No. 167
Number of pages: 42 Posted: 21 Oct 2010
Caroline Jardet and Gaëlle Le Fol
Banque de France and Université Paris Dauphine - Department of Finance
Downloads 62 (716,255)
Citation 28

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European money market, Eonia, Operational framework, Liquidity effect

11.

Term Structure Anomalies: Term Premium or Peso Problem?

Banque de France Working Paper No. 143
Number of pages: 43 Posted: 31 Oct 2010
Caroline Jardet
Banque de France
Downloads 55 (757,785)
Citation 39

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Expectation theory of the term structure, peso problem, time varying term premium

12.

Foreign Direct Investment Under Uncertainty: Evidence from a Large Panel of Countries

NBER Working Paper No. w29687
Number of pages: 65 Posted: 24 Jan 2022 Last Revised: 17 Jul 2023
Caroline Jardet, Cristina Jude and Menzie David Chinn
Banque de France, Banque de France - Economic Study and Research Division and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 19 (1,080,270)
Citation 4

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