Paris
France
Banque de France
SSRN RANKINGS
in Total Papers Citations
Disaster Risk, Systemic Entities, Default Dependencies, Credit Derivatives, Equilibrium Model
Disaster Risk, Systemic Entities, Default Dependencies, Credit Derivatives, Equilibrium Model.
interest rates, subjective uncertainty, surveys of professional forecasters, macroeconomic fluctuations, structural VAR
Interest Rates, Subjective Uncertainty, Surveys of Professional Forecasters, Macroeconomic Fluctuations, Structural VAR
Unconventional monetary policy, shadow policy rate, DSGE model, Euro area
GDP-linked securities, term structure, consumption-based model, debt stabilization
inflation, surveys of professional forecasters, dynamic factor model with stochastic volatility, term structure of inflation expectations and inflation uncertainty, anchoring of inflation expectations
Anchoring of inflation expectations, Dynamic factor model, Inflation, Stochastic volatility, Survey of Professional Forecasters (SPF), Term structure of inflation expectations and inflation uncertainty
term structure of interest rates; affine; exchange rates; risk premia
euro area countries, natural rate of interest, common monetary policy, fragmentation
Term structure, zero-lower bound, risk premiums, inflation expectations
unconventional monetary policy, shadow policy rate, DSGE model, euro area
Interest rate uncertainty, firm heterogeneity, financial constraints, rollover risk, investment, employment, cash holding, euro area