Julien Matheron

Banque de France

Paris

France

SCHOLARLY PAPERS

33

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Top 2,592

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64

CROSSREF CITATIONS

441

Scholarly Papers (33)

1.

Make-up Strategies with Finite Planning Horizons but Forward-Looking Asset Prices

Banque de France Working Paper No. 862, 2022
Number of pages: 50 Posted: 25 Jan 2022
Stéphane Dupraz, Hervé le Bihan and Julien Matheron
Banque de France, Banque de France - Centre de Recherche and Banque de France
Downloads 241 (177,814)

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Make-up Strategies, Forward-Guidance Puzzle, Finite Planning Horizons

2.

Interactions between Business Cycles, Stock Market Cycles and Interest Rates: The Stylised Facts

Banque de France Working Paper No. 121
Number of pages: 45 Posted: 11 Nov 2010
Sanvi Avouyi-Dovi and Julien Matheron
Banque de France and Banque de France
Downloads 190 (221,674)
Citation 63

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stock returns, comovements, turning points, spectral analysis

3.

Precautionary Saving and Aggregate Demand

Banque de France Working Paper No. 535
Number of pages: 49 Posted: 21 Jan 2015
Ecole Polytechnique, Banque de France, National Center for Scientific Research (CNRS) and Federal Reserve Bank of Atlanta - Research Department
Downloads 137 (290,386)
Citation 32

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Incomplete markets, DSGE model, Bayesian estimation, Great Recession

4.

Social VAT: Good or Bad Idea? (La TVA Sociale: Bonne ou Mauvaise Idée?) (French)

Banque de France Working Paper No. 244
Number of pages: 31 Posted: 25 Jun 2010
Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc
University of Toulouse 1 - Toulouse School of Economics (TSE), Banque de France and Banque de France
Downloads 114 (332,257)

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Social VAT, DGE, Pre-Announced Fiscal Reform

5.

Review of Macroeconomic Modelling in the Eurosystem: Current Practices and Scope for Improvement

ECB Occasional Paper No. 2021267
Number of pages: 193 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
European Central Bank (ECB), Bank of Italy, Bank of Finland - Research, Central Bank of Cyprus, European Central Bank (ECB) - Directorate General Research, Banque de France, National Bank of Belgium, Banque de France, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank, European Central BankECB, Bank of Italy, Bank of Italy, Bank of Finland, Bank of Slovenia, De Nederlandsche Bank - Research Department, National Bank of Belgium, European Central Bank (ECB), Banque de France, Bank of Finland, European Central Bank (ECB), Bank of Finland - Research, Deutsche Bundesbank, Deutsche Bundesbank - Economics Department, Banco de España, European Central Bank (ECB), Bank of Portugal and Université Paris I Panthéon-Sorbonne
Downloads 108 (351,465)

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central banking., econometric modelling, forecasting and simulation, monetary policy

6.

Assessing the Macroeconomic Effects of LTROs During the Great Recession

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 39 Posted: 01 Feb 2017
Christophe Cahn, Julien Matheron and Jean-Guillaume Sahuc
Banque de France, Banque de France and Banque de France
Downloads 101 (360,572)
Citation 4

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Financial Frictions, Unconventional Monetary Policy, Longer-Term Refinancing Operations, DSGE Model

7.

The Ecb's Price Stability Framework: Past Experience, and Current and Future Challenges

ECB Occasional Paper No. 2021269
Number of pages: 128 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), Banque de France - Centre de Recherche, Bank of Latvia, ECB -DG Monetary Policy, De Nederlandsche Bank, European Central Bank (ECB), Bank of Portugal, European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), Banque de France, Bank of Finland - Research, Central Bank of Cyprus, Deutsche BundesbankEuropean Central Bank (ECB)University of Kiel, European Central BankECB, European Central Bank (ECB), Central Bank of Ireland, Banco de España, Bank of Italy, Deutsche Bundesbank, Deutsche Bundesbank, Banque de France, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, European Central Bank, University of St. Gallen, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), Bank of Finland, Central Bank of Ireland, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), Národná banka Slovenska, European Central Bank (ECB), European Central Bank (ECB), Banque de France, Deutsche Bundesbank, Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Frankfurt School of Finance and Management, European Central Bank, European Central Bank, Banco de España, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, National Bank of Belgium, Bank of Italy and Bank of Italy
Downloads 93 (379,954)

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effective lower bound, euro area, European Central Bank, monetary policy strategy, price stability

8.

Assessing the Macroeconomic Effects of LTROs

Banque de France Working Paper No. 528
Number of pages: 40 Posted: 17 Dec 2014
Christophe Cahn, Julien Matheron and Jean-Guillaume Sahuc
Banque de France, Banque de France and Banque de France
Downloads 81 (412,852)
Citation 15

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Financial frictions, unconventional monetary policy, long-term refinancing operations, DSGE model

9.

Price Stickiness and Sectoral Inflation Persistence: Additional Evidence

Banque de France Working Paper No. 353
Number of pages: 38 Posted: 29 Nov 2011
Hervé le Bihan and Julien Matheron
Banque de France - Centre de Recherche and Banque de France
Downloads 80 (415,891)
Citation 1

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Sticky prices, Heterogeneity, Inflation persistence

10.

A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers

Banque de France Working Paper No. 379
Number of pages: 59 Posted: 15 May 2012
Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc
University of Toulouse 1 - Toulouse School of Economics (TSE), Banque de France and Banque de France
Downloads 63 (472,407)
Citation 5

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DSGE models, Edgeworth complementarity/substitutability, Government spending rules, Multiplier

11.

Estimating the Implicit Inflation Target in the Euro Area

Banque de France Working Paper No. 246
Number of pages: 19 Posted: 27 Jun 2010
Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc
University of Toulouse 1 - Toulouse School of Economics (TSE), Banque de France and Banque de France
Downloads 55 (503,639)

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Implicit inflation target, Macroeconometric modelling, Euro area

12.

The Laffer Curve in an Incomplete-Market Economy

Banque de France Working Paper No. 438
Number of pages: 34 Posted: 06 Aug 2013
Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc
University of Toulouse 1 - Toulouse School of Economics (TSE), Banque de France and Banque de France
Downloads 53 (511,972)
Citation 7

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Laffer Curve, Incomplete Markets, Labor Supply, Precautionary Savings, Public Debt

13.

Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?

Banque de France Working Paper No. 124
Number of pages: 63 Posted: 11 Nov 2010
Martial Dupaigne, Patrick Fève and Julien Matheron
affiliation not provided to SSRN, University of Toulouse 1 - Toulouse School of Economics (TSE) and Banque de France
Downloads 51 (520,752)
Citation 57

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SVARs, Long--Run Restrictions, RBC models, Indirect Inference

14.

Disinflation and Unemployment in the Euro Area: A SVAR-Based Analysis

Banque de France Working Paper No. 247
Number of pages: 39 Posted: 27 Jun 2010
Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc
University of Toulouse 1 - Toulouse School of Economics (TSE), Banque de France and Banque de France
Downloads 47 (538,679)

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SVAR, long-run restrictions, disinflation

15.

Supply Shocks and Optimal Monetary Policy in the Euro Zone

Banque de France Working Paper No. 200
Number of pages: 17 Posted: 22 Sep 2010
Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc
University of Toulouse 1 - Toulouse School of Economics (TSE), Banque de France and Banque de France
Downloads 46 (543,409)

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Supply shocks, SVAR, Optimal Monetary Policy

16.

The Dynamic Effects of Disinflation Policies

Banque de France Working Paper No. 190
Number of pages: 58 Posted: 24 Sep 2010
Fabrice Collard, Patrick Fève and Julien Matheron
Universite de Toulouse I - CNRS (GREMAQ and IDEI), University of Toulouse 1 - Toulouse School of Economics (TSE) and Banque de France
Downloads 44 (553,046)
Citation 25

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Disinflation policies, Deep Habits, New Keynesian Models

17.

Inflation Target Shocks and Monetary Policy Inertia in the Euro Area

Banque de France Working Paper No. 243
Number of pages: 34 Posted: 27 Jun 2010
Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc
University of Toulouse 1 - Toulouse School of Economics (TSE), Banque de France and Banque de France
Downloads 39 (578,431)
Citation 6

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Inflation Target Shocks, Gradualism, DSGE Models, Bayesian Econometrics

18.

Can the Kydland-Prescott Model Pass the Cogley-Nason Test?

Banque de France Working Paper No. 125
Number of pages: 27 Posted: 11 Nov 2010
Patrick Fève and Julien Matheron
University of Toulouse 1 - Toulouse School of Economics (TSE) and Banque de France
Downloads 38 (583,666)

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RBC Models, Habit Leisure, Labor Wedges, Output Persistence

The Optimal Inflation Target and the Natural Rate of Interest

Banque de France Working Paper No. 670
Number of pages: 62 Posted: 27 Mar 2018
Federal Reserve Banks - Federal Reserve Bank of Boston, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Banque de France - Centre de Recherche and Banque de France
Downloads 25 (684,435)
Citation 1

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inflation target, effective lower bound

The Optimal Inflation Target and the Natural Rate of Interest

NBER Working Paper No. w24328
Number of pages: 61 Posted: 21 Feb 2018 Last Revised: 23 Jun 2022
Federal Reserve Banks - Federal Reserve Bank of Boston, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Banque de France - Centre de Recherche and Banque de France
Downloads 10 (821,356)
Citation 4

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The Optimal Inflation Target and the Natural Rate of Interest

CEPR Discussion Paper No. DP12723
Number of pages: 63 Posted: 20 Feb 2018
Federal Reserve Banks - Federal Reserve Bank of Boston, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Banque de France - Centre de Recherche and Banque de France
Downloads 1 (933,540)
Citation 5
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effective lower bound, inflation target

20.

Structural Assessment of the Sacrifice Ratio and the Euro Area

Banque de France Working Paper No. 163
Number of pages: 50 Posted: 21 Oct 2010
Jerome Coffinet, Julien Matheron and Céline Poilly
Banque de France, Banque de France and Banque de France
Downloads 36 (594,760)

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sacrifice ratio, sticky prices and sticky wages, DSGE model

21.

Règles budgétaires strictes et stabilité macro–économique : le cas de la TVA sociale (Strict Fiscal Rules and Macroeconomic Stability: The Case of Social Vat)

Number of pages: 17 Posted: 07 Aug 2013
Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc
University of Toulouse 1 - Toulouse School of Economics (TSE), Banque de France and Banque de France
Downloads 31 (624,288)

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Macroeconomic stability, Social VAT, Labor supply elasticity, Aggregate fluctuations

22.

Monetary Policy Inertia or Persistent Shocks?

Banque de France Working Paper No. NER-R 150
Number of pages: 74 Posted: 26 Oct 2010
Julio A. Carrillo, Patrick Fève and Julien Matheron
Bank of Mexico - Economic Studies, University of Toulouse 1 - Toulouse School of Economics (TSE) and Banque de France
Downloads 30 (630,591)
Citation 36

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Taylor Rule, Monetary Policy Identification, Policy Inertia

Minimum Distance Estimation and Testing of DSGE Models from Structural VARs

Banque de France Working Paper No. 245
Number of pages: 18 Posted: 27 Jun 2010
Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc
University of Toulouse 1 - Toulouse School of Economics (TSE), Banque de France and Banque de France
Downloads 26 (676,648)
Citation 1

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MDE, SVAR, DSGE models

Minimum Distance Estimation and Testing of DSGE Models from Structural Vars

Oxford Bulletin of Economics and Statistics, Vol. 71, Issue 6, pp. 883-894, December 2009
Number of pages: 12 Posted: 20 Oct 2009
Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc
University of Toulouse 1 - Toulouse School of Economics (TSE), Banque de France and Banque de France
Downloads 3 (901,455)

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Inflation Tolerance Ranges in the New Keynesian Model

Banco de Espana Working Paper No. 2142
Number of pages: 44 Posted: 07 Dec 2021
Hervé le Bihan, Magali Marx and Julien Matheron
Banque de France - Centre de Recherche, Banque de France and Banque de France
Downloads 22 (709,008)

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monetary policy, inflation ranges, inflation bands, zero lower bound (ZLB), endogenous regime switching

Inflation Tolerance Ranges in the New Keynesian Model

Number of pages: 41 Posted: 14 Feb 2022
Hervé le Bihan, MAGALI MARX and Julien Matheron
Banque de France - Centre de Recherche, Banque de France and Banque de France
Downloads 6 (864,585)

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Monetary Policy, inflation range, zero lower bound, regime switching

25.

Evaluating the Fit of Sticky Price Models

Banque de France Working Paper No. 104
Number of pages: 38 Posted: 19 Dec 2010
Julien Matheron and Tristan‐Pierre Maury
Banque de France and EDHEC Business School
Downloads 28 (643,672)
Citation 74

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sticky prices, spectral analysis

26.

Should the ECB Adjust its Strategy in the Face of a Lower R*?

FRB of Boston Working Paper No. 22-1
Number of pages: 38 Posted: 08 Feb 2022
Federal Reserve Banks - Federal Reserve Bank of Boston, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Banque de France - Centre de Recherche and Banque de France
Downloads 22 (687,344)

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inflation target, effective lower bound, monetary policy strategy, euro area

27.

Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the Euro Area

Banque de France Working Paper No. 126
Number of pages: 46 Posted: 11 Nov 2010
Sanvi Avouyi-Dovi and Julien Matheron
Banque de France and Banque de France
Downloads 21 (695,143)
Citation 53

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Sticky prices and wages, Taylor rule, Optimal monetary policy

28.

Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy

Banque de France Working Paper No. 123
Number of pages: 64 Posted: 11 Nov 2010
Sanvi Avouyi-Dovi and Julien Matheron
Banque de France and Banque de France
Downloads 21 (695,143)
Citation 57

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Sticky prices and wages, Taylor rule, Optimal monetary policy

29.

Inflation tolerance ranges in the New Keynesian model

Banque de France Working Paper No. 820
Number of pages: 35 Posted: 15 Jul 2021
affiliation not provided to SSRN, Banque de France - Centre de Recherche, Banque de France and Banque de France
Downloads 19 (710,881)

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Monetary policy; inflation ranges; inflation bands; ZLB; endogenous regime switching

30.
Downloads 19 (710,881)

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Overtime De-Taxation, General Equilibrium

31.

How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?

Banque de France Working Paper No. NER-R 148
Number of pages: 52 Posted: 27 Oct 2010
Julien Matheron and Céline Poilly
Banque de France and Banque de France
Downloads 16 (735,664)
Citation 34

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Sticky Prices, Sticky Wages, Strategic Complementarities, Watson's Test

32.

Make-up Strategies with Finite Planning Horizons but Forward-Looking Asset Prices

Banco de Espana Working Paper No. 2218
Number of pages: 54 Posted: 02 Jun 2022
Stephane Dupraz, Hervé le Bihan and Julien Matheron
Banque de France, Banque de France - Centre de Recherche and Banque de France
Downloads 15 (744,413)

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make-up strategies, forward-guidance puzzle, finite planning horizons

Should the ECB Adjust its Strategy in the Face of a Lower R*?

Banque de France Working Paper No. 811
Number of pages: 40 Posted: 01 Jun 2021
affiliation not provided to SSRN, Banque de France - Centre de Recherche, Banque de France, Federal Reserve Banks - Federal Reserve Bank of Boston and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 9 (831,895)

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Inflation Target; Effective Lower Bound; Monetary Policy Strategy; Euro Area

Should the ECB Adjust its Strategy in the Face of a Lower R*?

CEPR Discussion Paper No. DP16042
Number of pages: 36 Posted: 14 May 2021
Federal Reserve Banks - Federal Reserve Bank of Boston, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Banque de France - Centre de Recherche and Banque de France
Downloads 1 (932,912)
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