Jerome Henry

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

12

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1,183

CITATIONS
Rank 1,845

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Top 1,845

in Total Papers Citations

305

Scholarly Papers (12)

1.

An Area Wide Model (Awm) for the Euro Area

ECB Working Paper No. 42
Number of pages: 62 Posted: 08 Jan 2003
Gabriel Fagan, Jerome Henry and Ricardo Mestre
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 269 (111,154)
Citation 232

Abstract:

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European Monetary Union; Macroeconometric Modelling; Euro Area

2.

Model Uncertainty and the Equilibrium Value of the Real Effective Euro Exchange Rate

ECB Working Paper No. 160
Number of pages: 52 Posted: 27 Apr 2003
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Universidad de Murcia and European Central Bank (ECB)
Downloads 207 (144,307)
Citation 11

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Equilibrium exchange rate, euro, model uncertainty

3.

Diffusion Index-Based Inflation Forecasts for the Euro Area

ECB Working Paper No. 61
Number of pages: 34 Posted: 19 Feb 2003
Elena Angelini, Jerome Henry and Ricardo Mestre
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 173 (170,006)
Citation 17

Abstract:

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forecast, euro area, dynamic factors, inflation

4.

Factor Analysis in a New-Keynesian Model

ECB Working Paper No. 510
Number of pages: 54 Posted: 25 Aug 2005
European Central Bank (ECB), University of California, Los Angeles (UCLA) - Department of Economics, European Central Bank (ECB) and European University Institute
Downloads 165 (177,094)
Citation 6

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New-Keynesian Phillips curve, forward looking output equation, Taylor rule, rational expectations, factor analysis, determinacy of equilibrium.

Interpolation and Backdating with a Large Information Set

ECB Working Paper No. 252
Number of pages: 41 Posted: 22 Jan 2004
European Central Bank (ECB), European Central Bank (ECB) and European University Institute
Downloads 96 (269,364)
Citation 11

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Interpolation, factor model, Kalman filter, spline

Interpolation and Backdating with a Large Information Set

CEPR Discussion Paper No. 4533
Number of pages: 36 Posted: 30 Sep 2004
European Central Bank (ECB), European Central Bank (ECB) and European University Institute
Downloads 17 (548,266)
Citation 11
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Interpolation, factor model, Kalman filter, spline

6.

The Short-Term Impact of Government Budgets on Prices: Evidence from Macroeconomic Models

ECB Working Paper No. 396
Number of pages: 51 Posted: 13 Dec 2004
European Central Bank (ECB), Banco de España and Bank of Italy
Downloads 78 (303,998)
Citation 8

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Euro area, model simulations, fiscal policy, prices

7.

A Multi-Country Trend Indicator for Euro Area Inflation: Computation and Properties

ECB Working Paper No. 60
Number of pages: 46 Posted: 19 Feb 2003
Elena Angelini, Jerome Henry and Ricardo Mestre
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 61 (347,263)
Citation 6

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Inflation, euro area, dynamic factors, forecast

8.
Downloads 58 (355,991)
Citation 2

An Area-Wide Real-Time Database for the Euro Area

ECB Working Paper No. 1145
Number of pages: 122 Posted: 26 Jan 2010
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB), European Central Bank and Board of Governors of the Federal Reserve System
Downloads 54 (374,098)
Citation 2

Abstract:

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real-time, euro area, revisions, database

An Area-Wide Real-Time Database for the Euro Area

CEPR Discussion Paper No. DP7673
Number of pages: 119 Posted: 08 Feb 2010
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB), European Central Bank and Board of Governors of the Federal Reserve System
Downloads 4 (635,419)
Citation 2
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database, euro area, real-time, revisions

9.

Determinants of the Effective Real Exchange Rate of the Synthetic Euro: Alternative Methodological Approaches

Australian Economic Papers, Vol. 41, pp. 404-436, 2002
Number of pages: 33 Posted: 13 Jan 2003
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Universidad de Murcia
Downloads 33 (444,890)
Citation 8
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Factor Analysis in a Model with Rational Expectations

NBER Working Paper No. w13404
Number of pages: 30 Posted: 14 Sep 2007 Last Revised: 18 Aug 2010
European Central Bank (ECB), University of California, Los Angeles (UCLA) - Department of Economics, European Central Bank (ECB) and European University Institute
Downloads 23 (510,251)
Citation 4

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Factor Analysis in a Model with Rational Expectations

Econometrics Journal, Vol. 11, Issue 2, pp. 271-286, July 2008
Number of pages: 16 Posted: 14 Jul 2008
European Central Bank (ECB), University of California, Los Angeles (UCLA) - Department of Economics, European Central Bank (ECB) and European University Institute
Downloads 3 (643,986)
Citation 4
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11.

The Euro Area Viewed as a Single Economy: How Does it Respond to Shocks?

Economic Modeling, Vol. 21, No. 5, 2004
Posted: 06 Feb 2012
Alistair Dieppe and Jerome Henry
European Central Bank (ECB) and European Central Bank (ECB)

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Euro area, Macroeconometric modelling, Monetary policy

12.

Long Run Money Demand in the EU: Evidence for Area-Wide Aggregates

Empirical Economics, Vol. 23, No. 3, 1998
Posted: 14 Jun 1999
Gabriel Fagan and Jerome Henry
European Central Bank (ECB) and European Central Bank (ECB)

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