Ferre De Graeve

KU Leuven - Center for Economic Studies

Naamsestraat 69

Leuven, B-3000

Belgium

SCHOLARLY PAPERS

11

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1,673

SSRN CITATIONS
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Top 5,673

in Total Papers Citations

49

CROSSREF CITATIONS

189

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 404 (92,056)
Citation 10

Abstract:

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

2.

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 Halle Institute for Economic Research
Downloads 349 (108,727)
Citation 6

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financial stability, stress testing, bank distress, monetary policy

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
KU Leuven - Center for Economic Studies, Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and Ghent University - Department of Financial Economics
Downloads 333 (113,842)
Citation 7

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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
KU Leuven - Center for Economic Studies, Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and Ghent University - Department of Financial Economics

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

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 178 (211,737)
Citation 15

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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 78 (387,507)
Citation 3

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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 43 (519,625)
Citation 1

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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 34 (567,240)
Citation 55

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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 Utrecht University, University College Roosevelt
Downloads 78 (383,531)
Citation 6

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

7.

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 46 (496,047)
Citation 1

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Policy path, forward rate, forward guidance

8.

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 44 (505,004)
Citation 3

Abstract:

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Fiscal policy, inflation, news

9.

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 40 (523,497)
Citation 9

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Inflation persistence, sticky prices, factor model, sectoral inflation

10.

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 24 (614,139)
Citation 2

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VAR, SVAR, Lag-length, Truncation

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 Halle Institute for Economic Research
Downloads 22 (627,892)
Citation 15

Abstract:

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Stress testing, bank distress, monetary policy