Gert Peersman

Ghent University-Universiteit Gent - Department of Financial Economics

W. Wilsonplein 5D

Ghent , 9000

Belgium

www.feb.ugent.be/fineco/gert.html

SCHOLARLY PAPERS

34

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Scholarly Papers (34)

1.

The Monetary Transmission Mechanism in the Euro Area: More Evidence from VAR Analysis (Mtn Conference Paper)

ECB Working Paper No. 91
Number of pages: 37 Posted: 09 Apr 2003
Gert Peersman and Frank Smets
Ghent University-Universiteit Gent - Department of Financial Economics and European Central Bank (ECB)
Downloads 1,725 (9,055)

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Monetary transmission mechanism, vector autoregressions

2.

A VAR Description of the Effects of Monetary Policy in the Individual Countries of the Euro Area

ECB Working Paper No. 92
Number of pages: 49 Posted: 18 Mar 2002
Benoit Mojon and Gert Peersman
Banque de France and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 1,149 (17,228)

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Euro area countries, monetary policy, VAR

Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area

ECB Working Paper No. 1397
Number of pages: 35 Posted: 30 Nov 2011
Gert Peersman
Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 914 (23,776)

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Unconventional monetary policy, SVARs

Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area

CESifo Working Paper Series No. 3589
Number of pages: 30 Posted: 28 Sep 2011
Gert Peersman
Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 133 (212,526)

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unconventional monetary policy, SVARs

Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area

CEPR Discussion Paper No. DP8348
Number of pages: 30 Posted: 20 Apr 2011
Gert Peersman
Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 8 (608,632)
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SVARs, unconventional monetary policy

4.

Effectiveness and Transmission of the ECB's Balance Sheet Policies

CESifo Working Paper Series No. 4907
Number of pages: 33 Posted: 20 Aug 2014
Jef Boeckx, Maarten Dossche and Gert Peersman
National Bank of Belgium, National Bank of Belgium and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 392 (73,185)

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unconventional monetary policy, ECB balance sheet, euro area, VAR

5.

Time-Varying Effects of Oil Supply Shocks on the US Economy

Number of pages: 48 Posted: 19 Feb 2008 Last Revised: 07 Sep 2008
Christiane Baumeister and Gert Peersman
University of Notre Dame and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 385 (74,766)

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Oil prices, vector autoregressions, time-varying coefficients

6.

Sources of the Volatility Puzzle in the Crude Oil Market

Number of pages: 42 Posted: 10 Sep 2009 Last Revised: 16 Dec 2009
Christiane Baumeister and Gert Peersman
University of Notre Dame and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 295 (101,238)

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Oil prices, volatility, time variation, price elasticities

7.

Are the Effects of Monetary Policy in the Euro Area Greater in Recessions than in Booms?

ECB Working Paper No. 52
Number of pages: 29 Posted: 13 Dec 2002
Gert Peersman and Frank Smets
Ghent University-Universiteit Gent - Department of Financial Economics and European Central Bank (ECB)
Downloads 287 (103,951)

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monetary transmission mechanism, euro area

8.

The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis

BIS Working Paper No. 384
Number of pages: 32 Posted: 02 Oct 2012
Leonardo Gambacorta, Boris Hofmann and Gert Peersman
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 205 (145,826)

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unconventional monetary policy, zero lower bound, panel VARs

Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations

CentER Discussion Paper Series No. 2014-019 , European Banking Center Discussion Paper No. 2014-002
Number of pages: 43 Posted: 26 Feb 2014
Gert Peersman and Wolf Wagner
Ghent University-Universiteit Gent - Department of Financial Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 98 (266,063)

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Bank lending, risk-taking, securitization, SVARs

Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations

CESifo Working Paper Series No. 4701
Number of pages: 43 Posted: 16 Apr 2014
Gert Peersman and Wolf Wagner
Ghent University-Universiteit Gent - Department of Financial Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 75 (314,814)

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bank lending, risk-taking, securitization, SVARs

Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations

Number of pages: 42 Posted: 25 Feb 2014
Gert Peersman and Wolf Wagner
Ghent University-Universiteit Gent - Department of Financial Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 23 (511,035)

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Bank lending, risk-taking, securitization, SVARs

Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations

CEPR Discussion Paper No. DP10547
Number of pages: 44 Posted: 20 Apr 2015
Gert Peersman and Wolf Wagner
Ghent University-Universiteit Gent - Department of Financial Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
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bank lending, risk taking, securitization, SVARs

The Industry Effects of Monetary Policy in the Euro Area

ECB Working Paper No. 165
Number of pages: 38 Posted: 27 Apr 2003
Gert Peersman and Frank Smets
Ghent University-Universiteit Gent - Department of Financial Economics and European Central Bank (ECB)
Downloads 176 (167,732)

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Monetary transmission mechanism, euro area, financial accelerator

The Industry Effects of Monetary Policy in the Euro Area

Economic Journal, Vol. 115, No. 503, pp. 319-342, April 2005
Number of pages: 24 Posted: 02 Apr 2005
Gert Peersman and Frank Smets
Ghent University-Universiteit Gent - Department of Financial Economics and European Central Bank (ECB)
Downloads 20 (529,954)
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11.

The U.S. Dollar Exchange Rate and the Demand for Oil

CESifo Working Paper Series No. 4126
Number of pages: 34 Posted: 28 Feb 2013
Selien De Schryder and Gert Peersman
Ghent University-Universiteit Gent - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 195 (152,882)

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oil demand, US dollar exchange rate, panel data, nonlinearities

Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area

Number of pages: 48 Posted: 27 Oct 2008
University of Notre Dame, affiliation not provided to SSRN and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 96 (269,753)

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Liquidity, asset prices, inflation, time-varying coefficients

Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area

National Bank of Belgium Working Paper No. 142
Number of pages: 55 Posted: 02 Oct 2010
University of Notre Dame, affiliation not provided to SSRN and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 80 (302,802)

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Liquidity, asset prices, inflation, time-varying coefficients

13.

Putting the New Keynesian Model to a Test

IMF Working Paper No. 06/135
Number of pages: 31 Posted: 21 Jun 2006
Gert Peersman and Roland Straub
Ghent University-Universiteit Gent - Department of Financial Economics and European Central Bank (ECB)
Downloads 150 (192,234)

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DSGE models, vector autoregression, sign restrictions

14.

Cross-Country Differences in the Effects of Oil Shocks

CESifo Working Paper Series No. 3306
Number of pages: 30 Posted: 20 Jan 2011
Gert Peersman and Ine Van Robays
Ghent University-Universiteit Gent - Department of Financial Economics and European Central Bank
Downloads 149 (193,335)

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oil prices, vector autoregressions, cross-country differences

Technology Shocks and Robust Sign Restrictions in a Euro Area SVAR

ECB Working Paper No. 373
Number of pages: 39 Posted: 13 Dec 2004
Gert Peersman and Roland Straub
Ghent University-Universiteit Gent - Department of Financial Economics and European Central Bank (ECB)
Downloads 112 (242,250)

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Technology shocks, Real business cycle models, Sticky price models, Vector autoregressions

Technology Shocks and Robust Sign Restrictions in a Euro Area SVAR

International Economic Review, Vol. 50, Issue 3, pp. 727-750, August 2009
Number of pages: 24 Posted: 09 Jul 2009
Gert Peersman and Roland Straub
Ghent University-Universiteit Gent - Department of Financial Economics and European Central Bank (ECB)
Downloads 2 (656,688)
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16.

Private Debt Overhang and the Government Spending Multiplier: Evidence for the United States

CESifo Working Paper Series No. 5284
Number of pages: 43 Posted: 14 Apr 2015
Marco Bernardini and Gert Peersman
Bank of Italy and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 111 (242,552)

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government spending multipliers, drivers, private debt

What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions

Bank of England Working Paper Series No. 272
Number of pages: 48 Posted: 19 Oct 2005
Gert Peersman
Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 87 (287,499)

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Business cycles, vector autoregressions

What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions

CEPR Discussion Paper No. 4087
Number of pages: 48 Posted: 02 Dec 2003
Gert Peersman
Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 22 (517,388)
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Business cycles, vector autoregressions

Business Cycle Fluctuations and Excess Sensitivity of Private Consumption

Bank of England Working Paper No. 335
Number of pages: 19 Posted: 03 Jan 2008
Gert Peersman and Lorenzo Pozzi
Ghent University-Universiteit Gent - Department of Financial Economics and Ghent University-Universiteit Gent
Downloads 100 (262,495)

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Private consumption, excess sensitivity, business cycle, liquidity constraints, state space models

Business Cycle Fluctuations and Excess Sensitivity of Private Consumption

Economica, Vol. 75, Issue 299, pp. 514-523, August 2008
Number of pages: 10 Posted: 17 Jul 2008
Gert Peersman and Lorenzo Pozzi
Ghent University-Universiteit Gent - Department of Financial Economics and Ghent University-Universiteit Gent
Downloads 2 (656,688)
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Monetary Policy Transmission and Trade-Offs in the United States: Old and New

BIS Working Paper No. 649
Number of pages: 43 Posted: 03 Jul 2017
Boris Hofmann and Gert Peersman
Bank for International Settlements (BIS) - Monetary and Economic Department and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 71 (324,908)

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Monetary policy trade-offs, monetary transmission mechanism, inflation, credit, house prices

Monetary Policy Transmission and Trade-Offs in the United States: Old and New

CESifo Working Paper Series No. 6745
Number of pages: 39 Posted: 16 Jan 2018
Boris Hofmann and Gert Peersman
Bank for International Settlements (BIS) - Monetary and Economic Department and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 22 (517,388)

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monetary policy trade-offs, monetary transmission mechanism, inflation, credit, house prices

20.

Accounting for the Source of Exchange Rate Movements: New Evidence

Bank of England Working Paper Series No. 269
Number of pages: 30 Posted: 19 Oct 2005
Katie Farrant and Gert Peersman
Bank of England - Monetary Analysis and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 76 (309,187)

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Exchange rates, vector autoregressions

21.
Downloads 54 (368,928)

Time Variation in U.S. Wage Dynamics

ECB Working Paper No. 1230
Number of pages: 41 Posted: 24 Jul 2010
Boris Hofmann, Gert Peersman and Roland Straub
Bank for International Settlements (BIS) - Monetary and Economic Department, Ghent University-Universiteit Gent - Department of Financial Economics and European Central Bank (ECB)
Downloads 32 (461,019)

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technology shocks, second-round e¤ects, Great Inflation

Time Variation in U.S. Wage Dynamics

CESifo Working Paper Series No. 3291
Number of pages: 37 Posted: 12 Jan 2011
Boris Hofmann, Gert Peersman and Roland Straub
Bank for International Settlements (BIS) - Monetary and Economic Department, Ghent University-Universiteit Gent - Department of Financial Economics and European Central Bank (ECB)
Downloads 22 (517,388)

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technology shocks, second-round effects, Great Inflation

22.

Wage Indexation and the Monetary Policy Regime

CESifo Working Paper Series No. 5107
Number of pages: 25 Posted: 19 Dec 2014
Selien De Schryder, Gert Peersman and Joris Wauters
Ghent University-Universiteit Gent - Department of Financial Economics, Ghent University-Universiteit Gent - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 51 (378,346)

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wage indexation, monetary policy regimes, cross-country panel, Phillips curve

23.
Downloads 50 (381,662)

Endogenous Wage Indexation and Aggregate Shocks

CESifo Working Paper Series No. 4816
Number of pages: 32 Posted: 25 Jun 2014
Julio A. Carrillo, Gert Peersman and Joris Wauters
Bank of Mexico - Economic Studies, Ghent University-Universiteit Gent - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 27 (487,212)

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wage indexation, welfare costs, nominal rigidities

Endogenous Wage Indexation and Aggregate Shocks

BIS Working Paper No. 604
Number of pages: 48 Posted: 17 Jan 2017
Julio A. Carrillo, Gert Peersman and Joris Wauters
Bank of Mexico - Economic Studies, Ghent University-Universiteit Gent - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 23 (511,035)

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Wage indexation, Welfare costs, Nominal rigidities

24.

Is There a Debt Service Channel of Monetary Transmission?

BIS Quarterly Review, December 2017
Number of pages: 15 Posted: 11 Dec 2017
Boris Hofmann and Gert Peersman
Bank for International Settlements (BIS) - Monetary and Economic Department and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 38 (425,061)

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25.

Heterogeneous Government Spending Multipliers in the Era Surrounding the Great Recession

CESifo Working Paper Series No. 6479
Number of pages: 32 Posted: 13 Jun 2017
Bank of Italy, Ghent University-Universiteit Gent - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 38 (425,061)

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Fiscal Multiplier, Household Debt, Great Recession, Regional Redistribution

26.

The Transmission Mechanism of Credit Support Policies in the Euro Area

CESifo Working Paper Series No. 6442
Number of pages: 42 Posted: 29 May 2017
Jef Boeckx, Maite De Sola Perea and Gert Peersman
National Bank of Belgium, National Bank of Belgium and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 38 (425,061)

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unconventional monetary policy, bank lending, monetary transmission mechanism

27.

Macroeconomic Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States

CESifo Working Paper Series No. 6193
Number of pages: 72 Posted: 21 Dec 2016
Jasmien De Winne and Gert Peersman
Ghent University-Universiteit Gent and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 26 (479,171)

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food commodity prices, food production, macro effects

28.

The Transmission of Monetary Policy in the Euro Area: Are the Effects Different Across Countries?

Oxford Bulletin of Economics & Statistics, Vol. 66, No. 3, pp. 285-308, July 2004
Number of pages: 24 Posted: 22 Jul 2004
Gert Peersman
Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 24 (489,980)
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29.

Dissecting the Dynamics of the US Trade Balance in an Estimated Equilibrium Model

National Bank of Belgium Working Paper No. 226
Number of pages: 47 Posted: 13 Aug 2012
Punnoose Jacob and Gert Peersman
Reserve Bank of New Zealand and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 17 (529,861)

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Open Economy Macroeconomics, US Trade Balance, Investment Shocks, Bayesian Estimation of DSGE Models

30.

Agricultural Price Shocks and Business Cycles - A Global Warning for Advanced Economies

CESifo Working Paper Series No. 7037
Number of pages: 52 Posted: 16 Jul 2018
Jasmien De Winne and Gert Peersman
Ghent University-Universiteit Gent and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 15 (541,365)

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agricultural commodity prices, economic activity, climate change

31.

International Food Commodity Prices and Missing (Dis)Inflation in the Euro Area

CESifo Working Paper No. 7338
Number of pages: 42 Posted: 21 Feb 2019
Gert Peersman
Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 7 (589,654)

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food commodity prices, inflation, twin puzzle, euro area, SVAR-IV

32.

Do SVARs with Sign Restrictions Not Identify Unconventional Monetary Policy Shocks?

BIS Working Paper No. 788
Number of pages: 23 Posted: 24 Jun 2019
National Bank of Belgium, European Central Bank (ECB) - Directorate General Economics, Banco de España, Bank for International Settlements (BIS) - Monetary and Economic Department and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 1 (639,245)

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33.

The Relative Importance of Symmetric and Asymmetric Shocks: The Case of United Kingdom and Euro Area

Oxford Bulletin of Economics and Statistics, Vol. 73, No. 1, pp. 104-118, 2010
Number of pages: 15 Posted: 10 Jan 2011
Gert Peersman
Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 1 (639,245)
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34.

Oil and the Euro Area Economy

Economic Policy, Vol. 24, No. 60, pp. 603-651, October 2009
Number of pages: 49 Posted: 08 Oct 2009
Gert Peersman and Ine Van Robays
Ghent University-Universiteit Gent - Department of Financial Economics and European Central Bank
Downloads 1 (639,245)
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