Caroline Jardet

Banque de France

31 rue croix des petits champs

75049 Paris Cedex 01

France

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 40,970

SSRN RANKINGS

Top 40,970

in Total Papers Downloads

1,034

SSRN CITATIONS
Rank 4,037

SSRN RANKINGS

Top 4,037

in Total Papers Citations

20

CROSSREF CITATIONS

232

Scholarly Papers (10)

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), Bank of Portugal, Bank of Italy, Bank of Italy and National Bank of Belgium
Downloads 264 (115,931)
Citation 12

Abstract:

Loading...

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

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 178 (168,816)
Citation 9

Abstract:

Loading...

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 45 (413,274)
Citation 35

Abstract:

Loading...

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

3.

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 194 (156,152)
Citation 19

Abstract:

Loading...

macro stress test, credit risk model, loss distribution

4.

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 131 (218,005)
Citation 25

Abstract:

Loading...

long term interest rates, Conundrum, multivariate model

5.

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 94 (275,952)
Citation 21

Abstract:

Loading...

Monetary policy, ECB, Transmission mechanism, financial crisis

6.
Downloads 52 (381,589)
Citation 19

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 29 (485,058)
Citation 18

Abstract:

Loading...

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 23 (520,622)
Citation 19

Abstract:

Loading...

impulse response functions, innovation, new information

7.

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, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France
Downloads 30 (467,397)
Citation 26

Abstract:

Loading...

European money market, Eonia, Operational framework, Liquidity effect

8.

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 21 (516,159)
Citation 39

Abstract:

Loading...

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

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 15 (551,372)

Abstract:

Loading...

forecasting, inflation, time-series

10.

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 10 (582,403)

Abstract:

Loading...

Forecast revision, binary choice models, information and communication costs