Giulia Sestieri

Banque de France

Economist

Paris

France

SCHOLARLY PAPERS

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223

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15

Scholarly Papers (2)

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1.

The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much is it Worth?

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Citation 15

The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much is it Worth?

Review of Economics and Statistics, Forthcoming
Number of pages: 54 Posted: 07 Oct 2010 Last Revised: 19 Jan 2016
Pasquale Della Corte, Lucio Sarno and Giulia Sestieri
Imperial College Business School, City University London - Sir John Cass Business School and Banque de France
Downloads 134 (213,744)

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foreign exchange, predictability, global imbalances, fundamentals

The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much is it Worth?

Review of Economics and Statistics, Forthcoming, Banque de France Working Paper No. 313
Number of pages: 41 Posted: 12 Jan 2011
Pasquale Della Corte, Lucio Sarno and Giulia Sestieri
Imperial College Business School, City University London - Sir John Cass Business School and Banque de France
Downloads 52 (386,088)

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foreign exchange, predictability, global imbalances, fundamentals

2.

Time-Varying Fiscal Spending Multipliers in the UK

Banque de France Working Paper No. 643
Number of pages: 52 Posted: 03 Oct 2017 Last Revised: 22 Mar 2018
Christian Glocker, Giulia Sestieri and Pascal Towbin
Banque de France, Banque de France and Banque de France
Downloads 37 (434,548)

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Government spending shocks, Fiscal transmission mechanism, Time-varying parameter models, Business cycle