Ferre De Graeve

KU Leuven - Center for Economic Studies

Naamsestraat 69

Leuven, B-3000

Belgium

SCHOLARLY PAPERS

11

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CITATIONS
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41

Scholarly Papers (11)

1.

The External Finance Premium and the Macroeconomy: Us Post-Wwii Evidence

University of Gent Working Paper No. 2007/482
Number of pages: 47 Posted: 18 May 2006 Last Revised: 19 Jul 2015
Ferre De Graeve
KU Leuven - Center for Economic Studies
Downloads 323 (67,688)
Citation 5

Abstract:

financial accelerator, external finance premium, DSGE model, Bayesian estimation

Competition, Transmission and Bank Pricing Policies: Evidence from Belgian Loan and Deposit Markets

University of Ghent Working Paper No. 04/261
Number of pages: 59 Posted: 16 Oct 2004
Ferre De Graeve, Olivier De Jonghe and Rudi Vander Vennet
KU Leuven - Center for Economic Studies, Tilburg University - Department of Finance and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 298 (84,522)
Citation 13

Abstract:

Pass-through, retail bank interest rates, heterogeneous panel cointegration, bank lending channel, asymmetry

Competition, Transmission and Bank Pricing Policies: Evidence from Belgian Loan and Deposit Markets

Journal of Banking & Finance, 2006
Posted: 11 Oct 2006
Ferre De Graeve, Olivier De Jonghe and Rudi Vander Vennet
KU Leuven - Center for Economic Studies, Tilburg University - Department of Finance and Ghent University-Universiteit Gent - Department of Financial Economics

Abstract:

Pass-through, retail bank interest rates, heterogeneous panel cointegration, bank lending channel, asymmetry

3.

Monetary Policy and Financial (In)Stability: An Integrated Micro-Macro Approach

Number of pages: 24 Posted: 28 Feb 2007
Ferre De Graeve, Thomas K. Kick and Michael Koetter
KU Leuven - Center for Economic Studies, Deutsche Bundesbank and IWH
Downloads 297 (77,451)
Citation 5

Abstract:

financial stability, stress testing, bank distress, monetary policy

4.

A Structural Decomposition of the US Yield Curve

Number of pages: 72 Posted: 19 Nov 2008
Ferre De Graeve, Marina Emiris and Rafael Wouters
KU Leuven - Center for Economic Studies, National Bank of Belgium - Research Department and National Bank of Belgium
Downloads 125 (173,578)
Citation 7

Abstract:

Term structure, DSGE, Expectation hypothesis, Bayesian estimation

Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model

Riksbank Research Paper Series No. 67, Sveriges Riksbank Working Paper Series No. 236
Number of pages: 41 Posted: 29 May 2010
KU Leuven - Center for Economic Studies, National Bank of Belgium, National Bank of Belgium - Research Department, Catholic University of Louvain (UCL) - Institut de Recherches Economiques et Sociales (IRES) and National Bank of Belgium
Downloads 70 (284,942)
Citation 5

Abstract:

Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model

Number of pages: 37 Posted: 19 Nov 2008 Last Revised: 15 Oct 2009
KU Leuven - Center for Economic Studies, National Bank of Belgium, National Bank of Belgium - Research Department, Catholic University of Louvain (UCL) - Institut de Recherches Economiques et Sociales (IRES) and National Bank of Belgium
Downloads 25 (438,735)
Citation 5

Abstract:

Heterogeneous agent, DSGE, Equity premium, Bond premium

Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model

National Bank of Belgium Working Paper No. 150
Number of pages: 60 Posted: 01 Oct 2010
KU Leuven - Center for Economic Studies, National Bank of Belgium, National Bank of Belgium - Research Department, Catholic University of Louvain (UCL) - Institut de Recherches Economiques et Sociales (IRES) and National Bank of Belgium
Downloads 22 (455,767)
Citation 5

Abstract:

6.

Identifying VARS Through Heterogeneity: An Application to Bank Runs

Riksbank Research Paper Series No. 75, Sveriges Riksbank Working Paper Series No. 244
Number of pages: 45 Posted: 27 Jan 2011
Ferre De Graeve and Alexei Karas
KU Leuven - Center for Economic Studies and University College Roosevelt
Downloads 49 (313,361)
Citation 3

Abstract:

Identification, SVAR, panel-VAR, Heterogeneity, Bank run

7.

Identifying Fiscal Inflation

Riksbank Research Paper Series No. 104, Sveriges Riksbank Working Paper Series No. 273
Number of pages: 26 Posted: 20 Nov 2013
Ferre De Graeve and Virginia Queijo von Heideken
KU Leuven - Center for Economic Studies and Sveriges Riksbank - Research Division
Downloads 29 (379,207)

Abstract:

Fiscal policy, inflation, news

8.

Refining Stylized Facts from Factor Models of Inflation

Riksbank Research Paper Series No. 85, Sveriges Riksbank Working Paper Series No. 254
Number of pages: 43 Posted: 21 Feb 2012 Last Revised: 05 Nov 2013
Ferre De Graeve and Karl Walentin
KU Leuven - Center for Economic Studies and Sveriges Riksbank
Downloads 26 (402,930)

Abstract:

Inflation persistence, sticky prices, factor model, sectoral inflation

9.

Un-Truncating VARs

Riksbank Research Paper Series No. 102, Sveriges Riksbank Working Paper Series No. 271
Number of pages: 23 Posted: 15 Aug 2013
Ferre De Graeve and Andreas Westermark
KU Leuven - Center for Economic Studies and Sveriges Riksbank
Downloads 13 (472,750)

Abstract:

VAR, SVAR, Lag-length, Truncation

10.

Central Bank Policy Paths and Market Forward Rates: A Simple Model

Riksbank Research Paper Series No. 127, Sveriges Riksbank Working Paper Series No. 303
Number of pages: 45 Posted: 13 Aug 2015
Ferre De Graeve and Jens Iversen
KU Leuven - Center for Economic Studies and Centre for Economic and Business Research - Copenhagen Business School
Downloads 6 (407,314)

Abstract:

Policy path, forward rate, forward guidance

11.

Monetary Policy and Bank Distress: An Integrated Micro-Macro Approach

Bundesbank Series 2 Discussion Paper No. 2008,03
Number of pages: 40 Posted: 08 Jun 2016
Ferre De Graeve, Thomas K. Kick and Michael Koetter
KU Leuven - Center for Economic Studies, Deutsche Bundesbank and IWH
Downloads 0 (532,153)
Citation 3

Abstract:

Stress testing, bank distress, monetary policy