Jerome Henry

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

14

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Top 34,075

in Total Papers Downloads

2,682

SSRN CITATIONS
Rank 6,382

SSRN RANKINGS

Top 6,382

in Total Papers Citations

112

CROSSREF CITATIONS

152

Scholarly Papers (14)

1.

A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector

ECB Occasional Paper No. 152
Number of pages: 82 Posted: 16 Mar 2014
European Central Bank (ECB), European Central Bank (ECB), European Securities and Markets Authority, European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), International Monetary Fund (IMF), National Bank of Poland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB)Bank of Greece, European Central Bank (ECB) and European Central Bank
Downloads 810 (55,233)
Citation 37

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macro stress test, systemic risk, financial crisis, banking sector, macro-prudential policy, micro-prudential supervision

2.

Macroprudential Policy at the ECB: Institutional Framework, Strategy, Analytical Tools and Policies

Number of pages: 88 Posted: 23 Jul 2019
European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of EnglandEuropean Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 364 (147,651)
Citation 15

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ESRB, financial imbalances, financial regulation, Financial stability, macroprudential, monetary policy, SSM, stress testing, systemic risk

3.

An Area Wide Model (Awm) for the Euro Area

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 324 (167,465)
Citation 413

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European Monetary Union; Macroeconometric Modelling; Euro Area

4.

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 251 (217,689)
Citation 14

Abstract:

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forecast, euro area, dynamic factors, inflation

5.

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

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 244 (223,821)

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Equilibrium exchange rate, euro, model uncertainty

6.

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 Warwick, European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 202 (267,501)
Citation 4

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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

Number of pages: 41 Posted: 22 Jan 2004
European Central Bank (ECB), European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 117 (421,691)

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Interpolation, factor model, Kalman filter, spline

Interpolation and Backdating with a Large Information Set

Number of pages: 36 Posted: 30 Sep 2004
European Central Bank (ECB), European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 17 (977,530)
Citation 5
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Interpolation, factor model, Kalman filter, spline

8.

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

Number of pages: 51 Posted: 13 Dec 2004
European Central Bank (ECB), Banco de España and Bank of Italy
Downloads 96 (483,292)
Citation 6

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Euro area, model simulations, fiscal policy, prices

9.
Downloads 83 (533,294)
Citation 30

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

ECB Working Paper No. 1145
Number of pages: 122 Posted: 26 Jan 2010
International Monetary Fund (IMF), European Central Bank (ECB), European Central Bank and Board of Governors of the Federal Reserve System
Downloads 78 (560,060)
Citation 32

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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
International Monetary Fund (IMF), European Central Bank (ECB), European Central Bank and Board of Governors of the Federal Reserve System
Downloads 5 (1,099,207)
Citation 1
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database, euro area, real-time, revisions

10.

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 75 (561,566)

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Inflation, euro area, dynamic factors, forecast

11.

Destabilizing Effects of Bank Overleveraging on Real Activity - An Analysis Based on a Threshold MCS-GVAR

ECB Working Paper No. 2081
Number of pages: 24 Posted: 28 Jun 2017
Marco Gross, Jerome Henry and Willi Semmler
International Monetary Fund (IMF), European Central Bank (ECB) and The New School - Department of Economics
Downloads 53 (669,364)
Citation 2

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macro-financial linkages, overleveraging, credit supply

12.

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 2022
European Central Bank (ECB), University of Warwick, European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 46 (711,360)

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13.

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

14.

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

Posted: 14 Jun 1999
Gabriel Fagan and Jerome Henry
European Central Bank (ECB) and European Central Bank (ECB)

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