Gert Peersman

Ghent University - Department of Financial Economics

W. Wilsonplein 5D

Ghent , 9000

Belgium

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

SCHOLARLY PAPERS

35

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11,915

SSRN CITATIONS
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Top 1,226

in Total Papers Citations

474

CROSSREF CITATIONS

751

Scholarly Papers (35)

1.

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

Number of pages: 37 Posted: 09 Apr 2003
Gert Peersman and Frank Smets
Ghent University - Department of Financial Economics and European Central Bank (ECB)
Downloads 3,229 (6,603)
Citation 6

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Monetary transmission mechanism, vector autoregressions

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 - Department of Financial Economics
Downloads 1,404 (23,824)
Citation 7

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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 - Department of Financial Economics
Downloads 158 (318,108)

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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 - Department of Financial Economics
Downloads 8 (1,032,514)
Citation 3
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SVARs, unconventional monetary policy

3.

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

Number of pages: 49 Posted: 18 Mar 2002
Benoit Mojon and Gert Peersman
Banque de France and Ghent University - Department of Financial Economics
Downloads 1,471 (22,624)
Citation 72

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Euro area countries, monetary policy, VAR

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 - Department of Financial Economics
Downloads 718 (62,292)
Citation 24

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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 - Department of Financial Economics
Downloads 457 (109,286)
Citation 91

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Oil prices, vector autoregressions, time-varying coefficients

6.

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

Number of pages: 29 Posted: 13 Dec 2002
Gert Peersman and Frank Smets
Ghent University - Department of Financial Economics and European Central Bank (ECB)
Downloads 381 (134,806)

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monetary transmission mechanism, euro area

7.

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 - Department of Financial Economics
Downloads 371 (138,840)
Citation 16

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Oil prices, volatility, time variation, price elasticities

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 - Department of Financial Economics
Downloads 161 (312,972)
Citation 49

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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

Number of pages: 48 Posted: 27 Oct 2008
University of Notre Dame, affiliation not provided to SSRN and Ghent University - Department of Financial Economics
Downloads 127 (379,140)
Citation 49

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Liquidity, asset prices, inflation, time-varying coefficients

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 - Department of Financial Economics and Erasmus University Rotterdam (EUR)
Downloads 123 (388,563)
Citation 5

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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 - Department of Financial Economics and Erasmus University Rotterdam (EUR)
Downloads 118 (400,886)
Citation 1

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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 - Department of Financial Economics and Erasmus University Rotterdam (EUR)
Downloads 36 (766,577)
Citation 3

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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 - Department of Financial Economics and Erasmus University Rotterdam (EUR)
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Citation 2
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bank lending, risk taking, securitization, SVARs

10.

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 - Department of Financial Economics and European Central Bank (ECB)
Downloads 274 (191,385)
Citation 1

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DSGE models, vector autoregression, sign restrictions

11.

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 - Department of Financial Economics
Downloads 251 (208,845)
Citation 38

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unconventional monetary policy, zero lower bound, panel VARs

12.

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 - Department of Financial Economics and Ghent University - Department of Financial Economics
Downloads 235 (222,670)
Citation 3

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

13.

The Industry Effects of Monetary Policy in the Euro Area

Number of pages: 38 Posted: 27 Apr 2003
Gert Peersman and Frank Smets
Ghent University - Department of Financial Economics and European Central Bank (ECB)
Downloads 209 (248,779)
Citation 1

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Monetary transmission mechanism, euro area, financial accelerator

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 - Department of Financial Economics and European Central Bank
Downloads 190 (271,143)
Citation 2

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oil prices, vector autoregressions, cross-country differences

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 - Department of Financial Economics
Downloads 133 (365,811)

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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 - Department of Financial Economics
Downloads 51 (663,901)
Citation 2

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

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 - Department of Financial Economics
Downloads 131 (370,210)
Citation 6

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Business cycles, vector autoregressions

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

Number of pages: 48 Posted: 02 Dec 2003
Gert Peersman
Ghent University - Department of Financial Economics
Downloads 22 (888,012)
Citation 20
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Business cycles, vector autoregressions

17.

Technology Shocks and Robust Sign Restrictions in a Euro Area SVAR

Number of pages: 39 Posted: 13 Dec 2004
Gert Peersman and Roland Straub
Ghent University - Department of Financial Economics and European Central Bank (ECB)
Downloads 144 (342,995)
Citation 20

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

18.

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 - Department of Financial Economics
Downloads 141 (348,814)
Citation 1

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19.

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
Banca d'Italia and Ghent University - Department of Financial Economics
Downloads 141 (348,814)
Citation 13

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government spending multipliers, drivers, private debt

Endogenous Wage Indexation and Aggregate Shocks

BIS Working Paper No. 604
Number of pages: 48 Posted: 17 Jan 2017
Bank of Mexico - Economic Studies, Ghent University - Department of Financial Economics and Ghent University - Department of Financial EconomicsNational Bank of Belgium
Downloads 86 (499,341)

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Wage indexation, Welfare costs, Nominal rigidities

Endogenous Wage Indexation and Aggregate Shocks

CESifo Working Paper Series No. 4816
Number of pages: 32 Posted: 25 Jun 2014
Bank of Mexico - Economic Studies, Ghent University - Department of Financial Economics and Ghent University - Department of Financial EconomicsNational Bank of Belgium
Downloads 42 (722,034)

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wage indexation, welfare costs, nominal rigidities

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

Banco de Espana Working Paper No. 1926 (2019)
Number of pages: 26 Posted: 08 Jul 2019 Last Revised: 17 Jul 2019
National Bank of Belgium, European Central Bank (ECB) - Directorate General Economics, idealista, Bank for International Settlements (BIS) - Monetary and Economic Department and Ghent University - Department of Financial Economics
Downloads 102 (446,173)
Citation 52

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unconventional monetary policy, SVARs

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, idealista, Bank for International Settlements (BIS) - Monetary and Economic Department and Ghent University - Department of Financial Economics
Downloads 20 (907,927)
Citation 1

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22.

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 - Department of Financial Economics and Ghent University
Downloads 121 (391,837)
Citation 2

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

23.

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 - Department of Financial Economics
Downloads 97 (458,383)

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Exchange rates, vector autoregressions

24.
Downloads 92 (474,399)
Citation 6

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 - Department of Financial Economics and European Central Bank (ECB)
Downloads 51 (663,901)

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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 - Department of Financial Economics and European Central Bank (ECB)
Downloads 41 (729,298)
Citation 6

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technology shocks, second-round effects, Great Inflation

25.

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 and Ghent University - Department of Financial Economics
Downloads 91 (477,752)
Citation 1

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agricultural commodity prices, economic activity, climate change

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 - Department of Financial Economics
Downloads 81 (512,762)
Citation 17

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unconventional monetary policy, bank lending, monetary transmission mechanism

27.

Wage Indexation and the Monetary Policy Regime

CESifo Working Paper Series No. 5107
Number of pages: 25 Posted: 19 Dec 2014
Ghent University - Department of Financial Economics, Ghent University - Department of Financial Economics and Ghent University - Department of Financial EconomicsNational Bank of Belgium
Downloads 80 (516,533)
Citation 4

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

Heterogeneous Household Responses to Energy Price Shocks

CESifo Working Paper No. 10157
Number of pages: 35 Posted: 28 Dec 2022
Gert Peersman and Joris Wauters
Ghent University - Department of Financial Economics and National Bank of Belgium
Downloads 64 (593,018)

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energy demand, marginal propensity to consume, household heterogeneity

Heterogeneous Household Responses to Energy Price Shocks

Number of pages: 33 Posted: 27 Feb 2023
Gert Peersman and Joris Wauters
Ghent University - Department of Financial Economics and National Bank of Belgium
Downloads 13 (981,670)

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D12, E21, H31, Q41, Q43

29.

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
Banca d'Italia, Ghent University - Department of Financial Economics and Ghent University - Department of Financial Economics
Downloads 73 (544,517)
Citation 2

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Fiscal Multiplier, Household Debt, Great Recession, Regional Redistribution

30.

The Interplay between Oil and Food Commodity Prices: Has it Changed Over Time?

CESifo Working Paper No. 7826
Number of pages: 40 Posted: 14 Oct 2019
Ghent University - Department of Financial Economics, Heidelberg University and Ghent University - Department of Economics
Downloads 60 (602,836)
Citation 4

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commodity markets, food prices, oil prices, spillovers

31.

The Impact of Food Prices on Conflict Revisited

CESifo Working Paper No. 7864
Number of pages: 31 Posted: 14 Oct 2019
Jasmien De Winne and Gert Peersman
Ghent University and Ghent University - Department of Financial Economics
Downloads 57 (618,189)
Citation 1

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conflict, food prices, instrumental variables

32.

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 and Ghent University - Department of Financial Economics
Downloads 56 (623,391)
Citation 8

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food commodity prices, food production, macro effects

33.

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 - Department of Financial Economics
Downloads 50 (656,132)
Citation 14

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

34.

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 - Department of Financial Economics
Downloads 45 (685,904)
Citation 25

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

35.

The Effectiveness of a Negative Interest Rate Policy

CEPR Discussion Paper No. DP16236
Number of pages: 57 Posted: 14 Jul 2021
Marco Onofri, Gert Peersman and Frank Smets
Ghent University, Ghent University - Department of Financial Economics and European Central Bank (ECB)
Downloads 1 (1,046,086)
Citation 2
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