Stephane Moyen

Deutsche Bundesbank - Research Centre

Wilhelm-Epstein-Str. 14

D-60431 Frankfurt/Main

Germany

  • Deutsche Bundesbank - Research Centre

SCHOLARLY PAPERS

13

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102

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Scholarly Papers (13)

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1.

Capital Regulation in a Macroeconomic Model with Three Layers of Default

Downloads 275 (154,325)
Citation 73

Capital Regulation in a Macroeconomic Model with Three Layers of Default

Banque de France Working Paper No. 533
Number of pages: 63 Posted: 03 Jan 2015
Laurent Clerc, Alexis Derviz, Caterina Mendicino, Stephane Moyen, Kalin Nikolov, Livio Stracca, Javier Suarez and Alexandros Vardoulakis
Banque de France, Czech National Bank (CNB) - Monetary Department, European Central Bank (ECB) - Directorate General Research, Deutsche Bundesbank - Research Centre, European Central Bank (ECB), European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and Board of Governors of the Federal Reserve System
Downloads 201 (208,445)
Citation 86

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Macroprudential policy; Financial frictions; Default risk

Capital Regulation in a Macroeconomic Model with Three Layers of Default

ECB Working Paper No. 1827
Number of pages: 60 Posted: 11 Jul 2015
Laurent Clerc, Alexis Derviz, Caterina Mendicino, Stephane Moyen, Kalin Nikolov, Livio Stracca, Javier Suarez and Alexandros Vardoulakis
Banque de France, Czech National Bank (CNB) - Monetary Department, European Central Bank (ECB) - Directorate General Research, Deutsche Bundesbank - Research Centre, European Central Bank (ECB), European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and Board of Governors of the Federal Reserve System
Downloads 74 (435,132)
Citation 1

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Default risk; Financial frictions; Macroprudential policy

Capital Regulation in a Macroeconomic Model with Three Layers of Default

CEPR Discussion Paper No. DP10316
Number of pages: 58 Posted: 23 Jan 2015
Laurent Clerc, Alexis Derviz, Caterina Mendicino, Stephane Moyen and Kalin Nikolov
Banque de France, Czech National Bank (CNB) - Monetary Department, European Central Bank (ECB) - Directorate General Research, Deutsche Bundesbank - Research Centre and European Central Bank (ECB)
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Citation 2
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Default risk, Financial frictions, Macroprudential policy

2.

Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model

Downloads 141 (280,952)
Citation 77

Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model

Number of pages: 35 Posted: 29 Apr 2003
Jean-Guillaume Sahuc and Stephane Moyen
Banque de France and Deutsche Bundesbank - Research Centre
Downloads 121 (316,854)
Citation 3

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Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model

Banque de France Working Paper No. 105
Number of pages: 50 Posted: 19 Dec 2010
Stephane Moyen and Jean-Guillaume Sahuc
Deutsche Bundesbank - Research Centre and Banque de France
Downloads 20 (716,847)
Citation 74

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DSGE models, Nominal rigidities, Real rigidities, Labour market search, Endogenous persistence, Euro area

3.

Towards a Monetary Policy Evaluation Framework

ECB Working Paper No. 942
Number of pages: 47 Posted: 22 Sep 2008 Last Revised: 17 Nov 2021
Stephane Adjemian, Matthieu Darracq Paries and Stephane Moyen
Université du Maine - Groupe d' Analyse des Itineraires et Niveaux Salariaux (GAINS), European Central Bank (ECB) and Deutsche Bundesbank - Research Centre
Downloads 133 (293,794)

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DSGE models, Optimal monetary policy, Bayesian estimation

4.

Government Expenditures and Unemployment: A DSGE Perspective

Bundesbank Series 1 Discussion Paper No. 2010,18
Number of pages: 48 Posted: 08 Jun 2016
Eric Mayer, Stephane Moyen and Nikolai Stahler
University of Würzburg - Institute of Economics and Social Sciences, Deutsche Bundesbank - Research Centre and Deutsche Bundesbank - Economics Department
Downloads 131 (297,253)
Citation 1

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Search and matching, government spending shocks, unemployment

5.

Optimal Monetary Policy in an Estimated DSGE for the Euro Area

ECB Working Paper No. 803
Number of pages: 67 Posted: 22 Aug 2007
Matthieu Darracq Paries, Stephane Adjemian and Stephane Moyen
European Central Bank (ECB), Université du Maine - Groupe d' Analyse des Itineraires et Niveaux Salariaux (GAINS) and Deutsche Bundesbank - Research Centre
Downloads 118 (320,924)

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DSGE models, Monetary policy, Bayesian estimation, Welfare calculations

6.

Gauging the Effects of the German COVID-19 Fiscal Stimulus Package

Deutsche Bundesbank Discussion Paper No. 43/2021
Number of pages: 59 Posted: 22 Dec 2021
Natascha Hinterlang, Stephane Moyen, Oke Röhe and Nikolai Stähler
Deutsche Bundesbank, Deutsche Bundesbank - Research Centre, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 75 (426,891)

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Fiscal Policy, COVID-19, DSGE Modelling, Sectoral Heterogeneity

7.

Optimal Unemployment Insurance and International Risk Sharing

Downloads 64 (463,960)
Citation 7

Optimal Unemployment Insurance and International Risk Sharing

Bundesbank Discussion Paper No. 33/2016
Number of pages: 42 Posted: 05 Oct 2016
Stephane Moyen, Nikolai Stahler and Fabian Winkler
Deutsche Bundesbank - Research Centre, Deutsche Bundesbank - Economics Department and Board of Governors of the Federal Reserve System
Downloads 39 (585,011)
Citation 5

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Unemployment Insurance, International Business Cycles, Fiscal Union, International Risk Sharing

Optimal Unemployment Insurance and International Risk Sharing

FEDS Working Paper No. 2016-054
Number of pages: 44 Posted: 11 Jul 2016
Stephane Moyen, Nikolai Stahler and Fabian Winkler
Deutsche Bundesbank - Research Centre, Deutsche Bundesbank - Economics Department and Board of Governors of the Federal Reserve System
Downloads 25 (676,412)

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Fiscal Union, International Business Cycles, International Risk Sharing, Unemployment Insurance

8.

Welfare-Theoretic Criterion and Labour Market Search

Number of pages: 11 Posted: 04 Oct 2005
Stephane Moyen and Jean-Guillaume Sahuc
Deutsche Bundesbank - Research Centre and Banque de France
Downloads 64 (463,960)

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Welfare, labour market search, sticky price, second-order approximation techniques

9.

Labor Market Reforms, Precautionary Savings, and Global Imbalances

Deutsche Bundesbank Discussion Paper No. 13/2019
Number of pages: 48 Posted: 13 Apr 2019
Brigitte Hochmuth, Stephane Moyen and Nikolai Stahler
Friedrich-Alexander-Universität Erlangen-Nürnberg, Deutsche Bundesbank - Research Centre and Deutsche Bundesbank - Economics Department
Downloads 61 (475,185)
Citation 2

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unemployment benefits reform, current account imbalances, precautionary savings, Hartz reform

10.

Monetary Policy and Inflationary Shocks under Imperfect Credibility

European Central Bank Working Paper No. 1065
Number of pages: 21 Posted: 08 Jul 2009
Matthieu Darracq Paries and Stephane Moyen
European Central Bank (ECB) and Deutsche Bundesbank - Research Centre
Downloads 44 (547,328)

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Monetary policy, Imperfect credibility, Signal extraction

11.

Rebalancing the Euro Area: Is Wage Adjustment in Germany the Answer?

Deutsche Bundesbank Discussion Paper No. 17/2020
Number of pages: 58 Posted: 21 Apr 2020
Mathias Hoffmann, Martin Kliem, Michael U. Krause, Stephane Moyen and Radek Šauer
Deutsche Bundesbank, Deutsche Bundesbank - Research Centre, University of Cologne, Deutsche Bundesbank - Research Centre and Deutsche Bundesbank
Downloads 33 (605,548)

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DSGE model, Bayesian estimation, Monetary policy, Trade balance

12.

Unemployment Insurance and the Business Cycle: Prolong Benefit Entitlements in Bad Times?

Bundesbank Series 1 Discussion Paper No. 2009,30
Number of pages: 48 Posted: 08 Jun 2016
Stephane Moyen and Nikolai Stahler
Deutsche Bundesbank - Research Centre and Deutsche Bundesbank - Economics Department
Downloads 23 (671,657)

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Unemployment insurance, entitlement duration, business cycle

13.

A General and Efficient Method for Solving Regime-Switching DSGE Models

Number of pages: 63 Posted: 23 Feb 2021
Julien Albertini and Stephane Moyen
University of Lyon 2 and Deutsche Bundesbank - Research Centre
Downloads 20 (694,312)

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Regime-switching, RBC model, simulation, accuracy