Matthieu Bussière

Banque de France

Paris

France

SCHOLARLY PAPERS

44

DOWNLOADS
Rank 4,587

SSRN RANKINGS

Top 4,587

in Total Papers Downloads

8,698

SSRN RANKINGS

Top 2,745

in Total Papers Citations

204

!

Under construction: SSRN citations will be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (44)

1.

Towards a New Early Warning System of Financial Crises

ECB Working Paper No. 145
Number of pages: 67 Posted: 17 Jan 2003
Matthieu Bussière and Marcel Fratzscher
Banque de France and DIW Berlin
Downloads 1,120 (17,886)

Abstract:

Loading...

Currency crises, Early Warning System, crisis prediction

2.

Political Instability and Economic Vulnerability

IMF Working Paper No. WP/99/46
Number of pages: 36 Posted: 22 May 2005
Matthieu Bussière and Christian Mulder
Banque de France and International Monetary Fund (IMF) - Policy Development and Review Department
Downloads 884 (25,382)

Abstract:

Loading...

Vulnerability indicators, political cycle, economic crises, emerging markets

3.

Trade Integration of Central and Eastern European Countries: Lessons from a Gravity Model

ECB Working Paper No. 545
Number of pages: 41 Posted: 30 Nov 2005
Matthieu Bussière, Jarko Fidrmuc and Bernd Schnatz
Banque de France, Zeppelin University Friedrichshafen and European Central Bank (ECB)
Downloads 801 (29,134)

Abstract:

Loading...

Gravity Model, Panel Data, Central and Eastern European Countries, Free Trade

4.

Current Account Dynamics in OECD and EU Acceding Countries - an Intertemporal Approach

ECB Working Paper No. 311
Number of pages: 40 Posted: 15 May 2004
Matthieu Bussière, Marcel Fratzscher and Gernot J. Müller
Banque de France, DIW Berlin and University of Tuebingen - Department of Economics
Downloads 540 (49,281)

Abstract:

Loading...

Current account, habit persistence, liquidity constraints, panel regressions, acceding countries

Financial Openness and Growth: Short-Run Gain, Long-Run Pain?

ECB Working Paper No. 348
Number of pages: 43 Posted: 10 Sep 2004
Marcel Fratzscher and Matthieu Bussière
DIW Berlin and Banque de France
Downloads 469 (58,296)

Abstract:

Loading...

liberalisation, capital account, economic growth, intertemporal trade-off, quality of institutions, composition of capital flows, sequencing

Financial Openness and Growth: Short-Run Gain, Long-Run Pain?

Review of International Economics, Vol. 16, No. 1, pp. 69-95, February 2008
Number of pages: 27 Posted: 30 Dec 2007
Matthieu Bussière and Marcel Fratzscher
Banque de France and DIW Berlin
Downloads 24 (504,770)
  • Add to Cart

Abstract:

Loading...

6.

Productivity Shocks, Budget Deficits and the Current Account

ECB Working Paper No. 509
Number of pages: 36 Posted: 25 Aug 2005
Matthieu Bussière, Marcel Fratzscher and Gernot J. Müller
Banque de France, DIW Berlin and University of Tuebingen - Department of Economics
Downloads 403 (70,849)

Abstract:

Loading...

Current account, productivity, investment, budget deficit

7.

External Vulnerability in Emerging Market Economies: How High Liquidity Can Offset Weak Fundamentals and the Effects of Contagion

IMF Working Paper No. 99/88
Number of pages: 41 Posted: 09 May 2000
Matthieu Bussière and Christian Mulder
Banque de France and International Monetary Fund (IMF) - Policy Development and Review Department
Downloads 369 (78,504)

Abstract:

Loading...

8.

Balance of Payment Crises in Emerging Markets: How Early Were the 'Early' Warning Signals?

ECB Working Paper No. 713
Number of pages: 43 Posted: 19 Jan 2007
Matthieu Bussière
Banque de France
Downloads 366 (79,273)

Abstract:

Loading...

Dynamic discrete choice, panel data, currency crises, emerging markets, balance of payments, sudden stop, debt ratios

9.

Currency Mismatch, Uncertainty and Debt Maturity Structure

ECB Working Paper No. 409
Number of pages: 44 Posted: 13 Dec 2004
Matthieu Bussière, Marcel Fratzscher and Winfried Koeniger
Banque de France, DIW Berlin and University of St. Gallen
Downloads 359 (81,049)

Abstract:

Loading...

maturity mismatch, currency mismatch, uncertainty, debt, emerging markets

10.

China's and India's Roles in Global Trade and Finance: Twin Titans for the New Millennium?

ECB Occasional Paper No. 80
Number of pages: 47 Posted: 30 Jan 2008
Matthieu Bussière and Arnaud Mehl
Banque de France and European Central Bank (ECB)
Downloads 299 (99,376)

Abstract:

Loading...

China, India, global trade, gravity

11.

Current Accounts, Net Foreign Assets and the Implications of Cyclical Factors

Bank of England Working Paper No. 173
Number of pages: 29 Posted: 23 May 2003
Matthieu Bussière, Georgios E. Chortareas and Rebecca L. Driver
Banque de France, University of Athens - Faculty of Economics and affiliation not provided to SSRN
Downloads 256 (117,184)

Abstract:

Loading...

Current accounts, initial portfolio allocation, net foreign assets, home-bias

12.

Evaluating China's Integration in World Trade with a Gravity Model Based Benchmark

ECB Working Paper No. 693
Number of pages: 42 Posted: 04 Dec 2006
Matthieu Bussière and Bernd Schnatz
Banque de France and European Central Bank (ECB)
Downloads 250 (120,105)

Abstract:

Loading...

Gravity Model, Panel Data, Trade, China

Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies

ECB Working Paper No. 951
Number of pages: 47 Posted: 02 Nov 2008
Matthieu Bussière and Tuomas A. Peltonen
Banque de France and European Central Bank (ECB)
Downloads 160 (182,252)

Abstract:

Loading...

emerging market economies, exchange rate pass-through, pricing-to-market, local and producer currency pricing, exchange rate regime

Exchange Rate Pass-Through in the Global Economy - The Role of Emerging Market Economies

BOFIT Discussion Paper No. 25/2008
Number of pages: 53 Posted: 09 Dec 2008
Matthieu Bussière and Tuomas A. Peltonen
Banque de France and European Central Bank (ECB)
Downloads 83 (296,001)

Abstract:

Loading...

emerging market economies, exchange rate pass-through, pricing-to-market, local and producer currency pricing, exchange rate regime

14.

Modelling Global Trade Flows: Results from a GVAR Model

ECB Working Paper No. 1087
Number of pages: 66 Posted: 09 Sep 2009
Matthieu Bussière, Alexander Chudik and Giulia Sestieri
Banque de France, Federal Reserve Banks - Federal Reserve Bank of Dallas and affiliation not provided to SSRN
Downloads 232 (129,510)

Abstract:

Loading...

International trade, global imbalances, global VAR, exchange rates, trade elasticities

15.
Downloads 223 (133,445)

A Framework for Assessing Global Imbalances

ECB Occasional Paper No. 78
Number of pages: 53 Posted: 25 Jan 2008
Thierry Bracke, Matthieu Bussière, Michael Fidora and Roland Straub
European Central Bank (ECB), Banque de France, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 223 (134,205)

Abstract:

Loading...

Global imbalances, current account, incomplete financial globalisation, structural factors, cyclical factors.

16.

Commonality in Hedge Fund Returns: Driving Factors and Implications

Journal of Banking and Finance, Vol. 54, pp. 266-280, 2015
Number of pages: 47 Posted: 05 Apr 2012 Last Revised: 24 Sep 2015
Matthieu Bussière, Marie Hoerova and Benjamin Klaus
Banque de France, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 206 (145,113)

Abstract:

Loading...

Hedge funds, Commonality, Risk factors, Liquidity, Financial crisis

17.

Exchange Rate Pass-Through to Trade Prices: The Role of Non-Linearities and Asymmetries

ECB Working Paper No. 822
Number of pages: 47 Posted: 01 Nov 2007
Matthieu Bussière
Banque de France
Downloads 170 (172,849)

Abstract:

Loading...

Exchange Rate Pass-Through, Non-linear Model, Trade Prices

Protectionist Responses to the Crisis - Global Trends and Implications

ECB Occasional Paper No. 110
Number of pages: 54 Posted: 10 Jun 2010
Banque de France, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Economics
Downloads 101 (260,642)

Abstract:

Loading...

Protectionism, trade, financial crisis, competitiveness, World Trade Organization, global imbalances

Protectionist Responses to the Crisis: Global Trends and Implications

Number of pages: 54 Posted: 21 Feb 2011
Banque de France, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Economics
Downloads 50 (387,945)

Abstract:

Loading...

protectionism, trade, financial crisis, competitiveness, global imbalances, World Trade Organization

19.

Credit Ratings and Debt Crises

Banque de France Working Paper No. 396
Number of pages: 45 Posted: 11 Sep 2012
Matthieu Bussière and Annukka Ristiniemi
Banque de France and Sveriges Riksbank
Downloads 150 (192,157)

Abstract:

Loading...

Credit rating agencies, debt crises, fiscal policy, emerging market economies, developing countries, panel estimation

Chronicle of Currency Collapses: Re-Examining the Effects on Output

ECB Working Paper No. 1226
Number of pages: 54 Posted: 20 Jul 2010
Matthieu Bussière, Sweta C. Saxena and Camilo E. Tovar
Banque de France, International Monetary Fund (IMF) and International Monetary Fund
Downloads 69 (329,947)

Abstract:

Loading...

currency crisis, nominal devaluations, nominal depreciations, exchange rates, real output growth, recovery from crises

Chronicle of Currency Collapses: Re-Examining the Effects on Output

BIS Working Paper No. 314
Number of pages: 51 Posted: 19 Jul 2010
Camilo E. Tovar, Sweta C. Saxena and Matthieu Bussière
International Monetary Fund, International Monetary Fund (IMF) and Banque de France
Downloads 57 (364,714)

Abstract:

Loading...

Currency Crisis, Nominal Devaluations, Nominal Depreciations, Exchange Rates, Real Output Growth, Recovery From Crises

21.

Methodological Advances in the Assessment of Equilibrium Exchange Rates

ECB Working Paper No. 1151
Number of pages: 88 Posted: 09 Feb 2010
Banque de France, European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Dallas and European Central Bank (ECB)
Downloads 106 (250,443)

Abstract:

Loading...

Equilibrium exchange rates, IMF CGER methodologies, current account, trade elasticities, global imbalances

22.

Understanding the Weakness in Global Trade - What is the New Normal?

ECB Occasional Paper No. 178
Number of pages: 48 Posted: 26 Sep 2016
Banque de France, European Central Bank (ECB), Czech National Bank (CNB), Bank of Italy, Banque de France, Banque de France, Czech National Bank (CNB) - Monetary Department, Bank of Greece, Banque de France, European Central Bank (ECB), Banque de France, Bank of Finland - Financial Markets, Central Bank and Financial Services Authority of Ireland, European Central Bank (ECB), Bank of Italy, Banque de France, European Central Bank (ECB), National Bank of Poland, National Bank of Poland - Department of Economics, European Central Bank (ECB), Magyar Nemzeti Bank, Bank of Lithuania, Banco de España, European Central Bank (ECB), Deutsche Bundesbank, Banque de France, Bank of England, Bank of England, De Nederlandsche Bank, National Bank of Belgium and Oesterreichische Nationalbank (OeNB)
Downloads 102 (257,218)

Abstract:

Loading...

global trade slowdown, trade elasticity, global value chains, frictions in global trade, protectionism

23.

Exchange Rate Pass-Through in the Global Economy

Number of pages: 32 Posted: 02 Mar 2013
Matthieu Bussière, Simona Delle Chiaie and Tuomas A. Peltonen
Banque de France, European Central Bank and European Central Bank (ECB)
Downloads 101 (258,963)

Abstract:

Loading...

emerging market economies, exchange rate pass-through, terms of trade

24.

In Defense of Early Warning Signals

Banque de France Working Paper No. 420
Number of pages: 22 Posted: 31 Jan 2013
Matthieu Bussière
Banque de France
Downloads 90 (278,990)

Abstract:

Loading...

exchange rates, currency crises, financial crises, early warning signals, political economy

25.

Global Trade Flows: Revisiting the Exchange Rate Elasticities

Banque de France Working Paper No. 608
Number of pages: 49 Posted: 02 Dec 2016
Matthieu Bussière, Guillaume Gaulier and Walter Steingress
Banque de France, Banque de France and Banque de France
Downloads 82 (295,513)

Abstract:

Loading...

exchange rates, trade elasticities, exchange rate pass-through, competitiveness

26.

A Decade (and a Global Financial Crisis) after Blinder: The Interaction between Researchers and Policy-Makers in Central Banks

ECB Working Paper No. 1260
Number of pages: 48 Posted: 11 Nov 2010
Matthieu Bussière and Livio Stracca
Banque de France and European Central Bank (ECB)
Downloads 72 (318,714)

Abstract:

Loading...

Economic research, policy making, central bank communication, economic crises, DSGE models

27.

Explaining the Recent Slump in Investment: The Role of Expected Demand and Uncertainty

Banque de France Working Paper No. 571
Number of pages: 72 Posted: 29 Sep 2015
Matthieu Bussière, Laurent Ferrara and Juliana Milovich
Banque de France, Banque de France and Banque de France
Downloads 70 (323,638)

Abstract:

Loading...

Business investment, aggregate demand, expectations, uncertainty, financial frictions, macroeconomic forecasts

28.

Does the Euro Make a Difference? Spatio-Temporal Transmission of Global Shocks to Real Effective Exchange Rates in an Infinite VAR

ECB Working Paper No. 1292
Number of pages: 55 Posted: 13 Feb 2011
Matthieu Bussière, Alexander Chudik and Arnaud Mehl
Banque de France, Federal Reserve Banks - Federal Reserve Bank of Dallas and European Central Bank (ECB)
Downloads 58 (356,411)

Abstract:

Loading...

Euro, Real Effective Exchange Rates, Weak and Strong Cross Sectional Dependence, High-Dimensional VAR, Identification of Shocks

29.

Dealing with Large and Volatile Capital Flows and the Role of the IMF

ECB Occasional Paper No. 180
Number of pages: 60 Posted: 03 Feb 2017
Banco de España, Banco de España, Banco de España, European Central Bank (ECB), European Central Bank (ECB), Bank of Finland - Institute for Economies in Transition (BOFIT), Banque de France, Banco de España, Bank for International Settlements (BIS) - Financial Stability Board (FSB), Central Bank of Cyprus, Central Bank of Ireland, Central Bank of Ireland, Deutsche Bundesbank, Oesterreichische Nationalbank (OeNB), De Nederlandsche Bank, Bank of England, Banco de España, Bank of Italy, National Bank of Belgium, Banco de España and European Central Bank (ECB)
Downloads 48 (388,314)

Abstract:

Loading...

capital flows, capital flow management, international cooperation, IMF

30.

International Banking and Cross-Border Effects of Regulation: Lessons from France

DOCUMENT DE TRAVAIL N° 599
Number of pages: 33 Posted: 03 Sep 2016
Matthieu Bussière, Julia Schmidt and Frédéric Vinas
Banque de France, Banque de France and Banque de France
Downloads 46 (395,109)

Abstract:

Loading...

International banking, prudential regulation, international spillovers

31.

Trade and Currency Weapons

CESifo Working Paper Series No. 7112
Number of pages: 50 Posted: 23 Aug 2018
Agnès Bénassy-Quéré, Matthieu Bussière and Pauline Wibaux
Paris School of Economics (University Paris 1), Banque de France and University Paris-Sorbonne
Downloads 41 (413,171)

Abstract:

Loading...

tariffs, exchange rates, trade elasticities, protectionism

32.

How Have Global Shocks Impacted the Real Effective Exchange Rates of Individual Euro Area Countries Since the Euro's Creation?

Banque de France Working Paper No. 336
Number of pages: 47 Posted: 30 Jul 2011
Matthieu Bussière, Alexander Chudik and Arnaud Mehl
Banque de France, Federal Reserve Banks - Federal Reserve Bank of Dallas and European Central Bank (ECB)
Downloads 34 (441,209)

Abstract:

Loading...

Euro, Real Effective Exchange Rates, Weak and Strong Cross Sectional Dependence, High-Dimensional VAR, Identification of Shocks

The International Transmission of Monetary Policy

NBER Working Paper No. w24454
Number of pages: 55 Posted: 02 Apr 2018
Claudia Buch, Matthieu Bussière, Linda S. Goldberg and Bob Hills
Deutsche Bundesbank, Banque de France, Federal Reserve Bank of New York and Bank of England - International Finance Division
Downloads 19 (536,133)
  • Add to Cart

Abstract:

Loading...

The International Transmission of Monetary Policy

Deutsche Bundesbank Discussion Paper No. 16/2018
Number of pages: 58 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Claudia Buch, Matthieu Bussière, Linda Goldberg and Robert Hills
Deutsche Bundesbank, Banque de France, Federal Reserve Banks - Federal Reserve Bank of New York and Bank of England
Downloads 14 (568,378)

Abstract:

Loading...

monetary policy, international spillovers, cross-border transmission, global bank, global financial cycle

34.

Shock Transmission Through International Banks – Evidence from France

Number of pages: 29 Posted: 14 Jun 2014
Banque de France, French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), Banque de France - Autorité de contrôle Prudentiel, Banque de France and Banque de France
Downloads 31 (454,376)

Abstract:

Loading...

International banking, liquidity risk, shock transmission

35.

The International Transmission of Monetary Policy

CESifo Working Paper Series No. 7155
Number of pages: 57 Posted: 25 Sep 2018
Deutsche Bundesbank, Banque de France, Federal Reserve Bank of New York and Bank of England
Downloads 27 (473,727)

Abstract:

Loading...

monetary policy, international spillovers, cross-border transmission, global bank, global financial cycle

36.

Estimating Trade Elasticities: Demand Composition and the Trade Collapse of 2008-09

NBER Working Paper No. w17712
Number of pages: 43 Posted: 11 Jan 2012 Last Revised: 14 Jan 2012
Banque de France, International Monetary Fund, University of Washington, Banque de France and Organization for Economic Co-Operation and Development (OECD)
Downloads 24 (489,812)

Abstract:

Loading...

37.

Strengthening the Global Financial Safety Net

ECB Occasional Paper No. 207
Number of pages: 58 Posted: 17 Apr 2018
Banco de España, Deutsche Bundesbank, Banque de France, European Central Bank (ECB), Banco de España, Banco de España, Banco de España, National Bank of Belgium, Central Bank and Financial Services Authority of Ireland, Banque de France, Deutsche Bundesbank, Oesterreichische Nationalbank (OeNB), Bank of Italy, Bank of England, Banco de España, National Bank of Belgium, European Central Bank (ECB), Bank of Greece and European Central Bank (ECB)
Downloads 21 (506,648)

Abstract:

Loading...

Global Financial Safety Net, Regional Financing Arrangements, International Monetary Fund, moral hazard, stigma, exit strategies

38.

Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results

Number of pages: 35 Posted: 19 Apr 2017
Matthieu Bussière, Laurent Ferrara, Michel Juillard and Daniele Siena
Banque de France, Banque de France, Banque de France - Economic Study and Research Division and Banque de France
Downloads 20 (512,260)

Abstract:

Loading...

Fiscal composition, budget-neutral reforms, taxes, government spending, multi-country DSGE model, international spillovers

For a Few Dollars More: Reserves and Growth in Times of Crises

Banque de France Working Paper No. 550
Number of pages: 52 Posted: 05 May 2015
Matthieu Bussière, Gong Cheng, Menzie David Chinn and Noemie Lisack
Banque de France, European Stability Mechanism, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and European University Institute
Downloads 14 (568,378)

Abstract:

Loading...

Foreign reserves, capital controls, financial crises, economic growth

For a Few Dollars More: Reserves and Growth in Times of Crises

NBER Working Paper No. w19791
Number of pages: 52 Posted: 11 Jan 2014
Banque de France, European Stability Mechanism, SciencesPo, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and European University Institute
Downloads 6 (622,008)

Abstract:

Loading...

40.

The International Transmission of Monetary Policy

FRB of New York Staff Report No. 845
Number of pages: 55 Posted: 28 Mar 2018
Deutsche Bundesbank, Banque de France, Federal Reserve Bank of New York and Bank of England
Downloads 19 (518,089)

Abstract:

Loading...

monetary policy, international spillovers, cross-border transmission, global bank, global financial cycle

41.

The New Fama Puzzle

NBER Working Paper No. w24342
Number of pages: 34 Posted: 21 Feb 2018
Banque de France, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics, Banque de France and Paris School of Economics (PSE)
Downloads 9 (577,051)
  • Add to Cart

Abstract:

Loading...

42.

EU Enlargement and Trade Integration: Lessons from a Gravity Model

Review of Development Economics, Vol. 12, Issue 3, pp. 562-576, August 2008
Number of pages: 15 Posted: 21 Jul 2008
Matthieu Bussière, Jarko Fidrmuc and Bernd Schnatz
Banque de France, Zeppelin University Friedrichshafen and European Central Bank (ECB)
Downloads 2 (626,299)
  • Add to Cart

Abstract:

Loading...

43.

Do Real Exchange Rate Appreciations Matter for Growth?

CEPR Discussion Paper No. DP9938
Number of pages: 42 Posted: 02 Jun 2014
Matthieu Bussière, Claude Lopez and Cédric Tille
Banque de France, Milken Institute and Graduate Institute of International and Development Studies (HEI)
Downloads 1 (638,846)
  • Add to Cart

Abstract:

Loading...

currency crises, exchange rate, international capital flows, lending boom, small open economy macroeconomics

44.

Exchange Rate Pass‐Through to Trade Prices: The Role of Nonlinearities and Asymmetries

Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 5, pp. 731-758, 2013
Number of pages: 28 Posted: 17 Aug 2013
Matthieu Bussière
Banque de France
Downloads 0 (657,000)
  • Add to Cart

Abstract:

Loading...