Kirsten Ralf

Ecole Supérieure du Commerce Extérieur (ESCE)

10 Rue Sextius Michel

Paris, 75015

France

SCHOLARLY PAPERS

14

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468

CITATIONS
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4

Scholarly Papers (14)

1.

Publish and Perish: Creative Destruction and Macroeconomic Theory

Post-print, published in History of Economic Ideas (2018), 26(2), pp.65-101.
Number of pages: 29 Posted: 15 Feb 2017 Last Revised: 09 Mar 2019
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 91 (275,609)

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Macroeconomic theory, controversies, identification, economic growth, convergence, inflation persistence

2.

Countercyclical versus Procyclical Taylor Principles

Number of pages: 44 Posted: 24 Mar 2016
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 63 (340,382)

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Optimal policy under commitment, Time-Consistent Discretionary policy, Simple rule, Taylor rule, Taylor principle, Stability, Determinacy, Identification

3.

Patents as Collateral

Number of pages: 28 Posted: 03 Mar 2013 Last Revised: 10 Mar 2013
Université Paris I Panthéon-Sorbonne, Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 60 (348,694)
Citation 2

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Collateral, Patents, Research and Development, Credit rationing, Growth, Innovation

4.

Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy

Number of pages: 32 Posted: 19 May 2017 Last Revised: 09 Mar 2019
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 47 (389,690)

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Bifurcations, Taylor rule, Taylor principle, new-Keynesian model, Ramsey optimal policy, Finite horizon commitment

5.

Stability and Identification with Optimal Macroprudential Policy Rules

Number of pages: 18 Posted: 13 Apr 2014
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 42 (407,324)

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Identification, Financial Stability, Optimal Policy under Commitment, Augmented Taylor rule, Monetary Policy.

6.

Can We Identify the Fed's Preferences?

Number of pages: 31 Posted: 10 Feb 2017 Last Revised: 03 Dec 2017
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 37 (426,681)

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Ramsey Optimal Policy, Quasi-commitment, Zero-Credibility Policy, Identification, Central Bank Preferences, New-Keynesian Phillips Curve, Working capital channel

7.

Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth

Number of pages: 23 Posted: 11 Nov 2012
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 37 (426,681)
Citation 2

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Near-Multicollinearity, Student t-Statistic, Spurious regressions, Ceteris paribus, Parameter Inflation Factor, Growth, Foreign Aid

8.

The Failure of Financial Macroeconomics and What to Do About It

Number of pages: 28 Posted: 19 Jul 2012
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 34 (438,893)

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asset prices, liquidity trap, monetary policy, financial stability, business cycles, economic growth, dynamic stochastic general equilibrium models

9.

The Indeterminacy of Determinacy with Fiscal, Macro-Prudential or Taylor Rules

Number of pages: 14 Posted: 05 Sep 2018 Last Revised: 09 Mar 2019
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 12 (555,677)

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Determinacy, Proportional Feedback rules, Dynamic Stochastic General Equilibrium, Taylor rule, Fiscal rule, Macro-prudential rule, optimal control, Ramsey optimal policy under quasi-commitment.

10.

A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables

Number of pages: 7 Posted: 29 Aug 2017 Last Revised: 09 Mar 2019
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 10 (567,470)

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Ramsey optimal policy, algorithm, forcing variables, augmented linear quadratic regulator

11.

A Finite Set of Equilibria for the Indeterminacy of Linear Rational Expectations Models

Number of pages: 7 Posted: 25 Jul 2014
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 10 (567,470)

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Linear rational expectations models, indeterminacy, multiple equilibria, Riccati equation, sunspots.

12.

Super-Inertial Interest Rate Rules Are Not Solutions of Ramsey Optimal Monetary Policy

Number of pages: 15 Posted: 25 Aug 2018 Last Revised: 09 Mar 2019
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 9 (573,427)

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New-Keynesian Model, Ramsey Optimal Policy, Interest Rate Smoothing, Super-Inertial Rule, Inertial Rule

13.

Imperfect Credibility versus No Credibility of Optimal Monetary Policy

Number of pages: 30 Posted: 09 Aug 2018 Last Revised: 09 Mar 2019
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 9 (573,427)

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Ramsey Optimal Policy Under Imperfect Commitment, Zero-Credibility Policy, Impulse Response Function, Welfare, New-Keynesian Phillips Curve

14.

Inference on Time-Invariant Variables Using Panel Data: A Pretest Estimator

Number of pages: 27 Posted: 07 May 2018
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 7 (585,381)

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Time-Invariant Variables, Panel Data, Time-Series Cross-Sections, Hausman Pretest Estimator, Mundlak Estimator, Hausman-Taylor Estimator

Other Papers (1)

Total Downloads: 16    Citations: 0
1.

Optimal Policy Rules Stabilize Bubbles

Number of pages: 25 Posted: 16 Feb 2014
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Downloads 16

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Identification, Financial Stability, Asset Prices, Optimal Policy under Commitment, Financial Accelerator, Augmented Taylor rule, Monetary Policy