Stephane Dees

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

19

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385

Scholarly Papers (19)

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1.

Assessing the Factors Behind Oil Price Changes

ECB Working Paper No. 855
Number of pages: 39 Posted: 01 Feb 2008
Stephane Dees, Audrey Gasteuil, Robert Kaufmann and Michael Mann
European Central Bank (ECB), Société Générale, Boston University - Center for Energy & Environmental Studies, Department of Geography and Environment and Boston University - Center for Energy & Environmental Studies - Department of Geography and Environment
Downloads 1,106 (31,977)
Citation 4

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Oil prices, Refinery industry, OPEC

2.

Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model

Downloads 506 (90,336)
Citation 5

Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model

ECB Working Paper No. 1239
Number of pages: 55 Posted: 17 Sep 2010
Stephane Dees, M. Hashem Pesaran, L. Vanessa Smith and Ron Smith
European Central Bank (ECB), University of Southern California - Department of Economics, University of York - Department of Economics and Related Studies and Birkbeck College
Downloads 328 (147,469)
Citation 6

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Global VAR (GVAR), New Keynesian DSGE models, supply shocks, demand shocks, monetary policy shocks

Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model

CESifo Working Paper Series No. 3081
Number of pages: 53 Posted: 15 Jun 2010
Stephane Dees, M. Hashem Pesaran, L. Vanessa Smith and Ron Smith
European Central Bank (ECB), University of Southern California - Department of Economics, University of York - Department of Economics and Related Studies and Birkbeck College
Downloads 178 (269,006)
Citation 1

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global VAR (GVAR), New Keynesian DSGE models, supply shocks, demand shocks, monetary policy shocks

3.

Long Run Macroeconomic Relations in the Global Economy

Downloads 499 (91,911)
Citation 5

Long Run Macroeconomic Relations in the Global Economy

CESifo Working Paper Series No. 1904, ECB Working Paper No. 750
Number of pages: 70 Posted: 08 Feb 2007
Stephane Dees, Sean Holly, M. Hashem Pesaran and L. Vanessa Smith
European Central Bank (ECB), University of Cambridge - Department of Applied Economics, University of Southern California - Department of Economics and University of York - Department of Economics and Related Studies
Downloads 257 (190,316)
Citation 5

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Global VAR, Fisher relationship, Uncovered Interest Rate Parity, Purchasing Power Parity, persistence profile

Long Run Macroeconomic Relations in the Global Economy

Economics Discussion Paper No. 2007-7
Number of pages: 77 Posted: 06 Dec 2010
Stephane Dees, Sean Holly, M. Hashem Pesaran and L. Vanessa Smith
European Central Bank (ECB), University of Cambridge - Department of Applied Economics, University of Southern California - Department of Economics and University of York - Department of Economics and Related Studies
Downloads 185 (260,033)
Citation 1

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Global VAR, interdependencies, Fisher relationship, Uncovered Interest Rate Parity, Purchasing Power Parity, persistence profile

Long Run Macroeconomic Relations in the Global Economy

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 1, 2007-3
Number of pages: 58 Posted: 18 Oct 2010
M. Hashem Pesaran, Sean Holly, Stephane Dees and L. Vanessa Smith
University of Southern California - Department of Economics, University of Cambridge - Department of Applied Economics, European Central Bank (ECB) and University of York - Department of Economics and Related Studies
Downloads 57 (587,919)

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Global VAR, Fisher relationship, Uncovered Interest Rate Parity, Purchasing Power Parity, persistence profile

4.

Exploring the International Linkages of the Euro Area: A Global VAR Analysis

CESifo Working Paper Series No. 1425, ECB Working Paper No. 568, IEPR Working Paper No. 04.6
Number of pages: 68 Posted: 19 Jan 2005
Stephane Dees, Filippo di Mauro, M. Hashem Pesaran and L. Vanessa Smith
European Central Bank (ECB), European Central Bank (ECB), University of Southern California - Department of Economics and University of York - Department of Economics and Related Studies
Downloads 450 (103,922)
Citation 73

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Global VaR (GVaR), Global interdependencies, global macroeconomic

5.

Global Macro-Financial Shocks and Expected Default Frequencies in the Euro Area

ECB Working Paper No. 875
Number of pages: 44 Posted: 27 Feb 2008
Olli Castren, Stephane Dees and Fadi Zaher
European Central Bank (ECB), European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 343 (141,529)
Citation 2

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Credit risk, Global VAR, corporate default probability, macro stress testing

6.

The Role of the United States in the Global Economy and Its Evolution over Time

ECB Working Paper No. 1034
Number of pages: 46 Posted: 26 Mar 2009
Stephane Dees and Arthur Saint Guilhem
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 301 (162,550)
Citation 6

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International transmission of shocks, Business cycle, Global VAR (GVAR)

7.

Savings and Investment Behaviour in the Euro Area

ECB Occasional Paper No. 167
Number of pages: 130 Posted: 08 Feb 2016
Diego Rodriguez-Palenzuela and Stephane Dees
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 245 (200,363)
Citation 2

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current account, savings, consumption, investment, rebalancing

8.

The Transmission of US Cyclical Developments to the Rest of the World

ECB Working Paper No. 798
Number of pages: 29 Posted: 23 Aug 2007
Stephane Dees and Isabel Vansteenkiste
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 231 (212,096)
Citation 1

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Business Cycle, Global VAR model, Markov-switching model, Factor models

9.

Identification of New Keynesian Phillips Curves from a Global Perspective

Downloads 230 (213,016)
Citation 17

Identification of New Keynesian Phillips Curves from a Global Perspective

CESifo Working Paper Series No. 2219, IEPR Working Paper No. 08.1, ECB Working Paper No. 892
Number of pages: 41 Posted: 12 Feb 2008
Stephane Dees, M. Hashem Pesaran, L. Vanessa Smith and Ron Smith
European Central Bank (ECB), University of Southern California - Department of Economics, University of York - Department of Economics and Related Studies and Birkbeck College
Downloads 164 (288,944)

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Global VAR (GVAR), identification, New Keynesian Phillips Curve, Trend-Cycle decomposition

Identification of New Keynesian Phillips Curves from a Global Perspective

IZA Working Paper No. 3298
Number of pages: 32 Posted: 23 May 2008
Stephane Dees, M. Hashem Pesaran, L. Vanessa Smith and Ron Smith
European Central Bank (ECB), University of Southern California - Department of Economics, University of York - Department of Economics and Related Studies and Birkbeck College
Downloads 66 (545,136)
Citation 1

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New Keynesian Phillips Curve, identification, Global VAR (GVAR), trend-cycle decomposition

10.

Consumer Confidence as a Predictor of Consumption Spending: Evidence for the United States and the Euro Area

ECB Working Paper No. 1349
Number of pages: 33 Posted: 07 Jun 2011
Stephane Dees and Pedro Brinca
European Central Bank (ECB) and Nova School of Business and Economics
Downloads 219 (223,189)
Citation 2

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consumer confidence, consumption, international linkages, non-linear modeling

11.

Competitiveness and External Imbalances within the Euro Area

ECB Occasional Paper No. 2012/139
Number of pages: 76 Posted: 09 Feb 2013
Alistair Dieppe, Stephane Dees, Pascal Jacquinot, Tohmas Karlsson, Chiara Osbat, Selin Ozyurt, Igor Vetlov, Axel Jochem, Zacharias Bragoudakis, Dimitris Sideris, Patrocinio Tello, Jean Charles Bricongne, Guillaume Gaulier, Massimiliano Pisani, Niki Papadopoulou, Brian Micallef, Viktors Ajevskis, Michal Brzoza-Brzezina, Sandra Gomes, Judit Kreko and Milan Vyskrabka
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Lithuania, Deutsche Bundesbank, Bank of Greece, Independent, Banco de España, Banque de France, Banque de France, Bank of Italy, Independent, Central Bank of Malta - Modelling and Research Office, Bank of Latvia, National Bank of Poland, Bank of Portugal, Magyar Nemzeti Bank and Independent
Downloads 183 (262,693)
Citation 3

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competitiveness, trade, open economy, Euro area, macro models, simulations

12.

Analysing and Forecasting Price Dynamics Across Euro Area Countries and Sectors: A Panel VAR Approach

ECB Working Paper No. 1724
Number of pages: 45 Posted: 22 Aug 2014
Stephane Dees and Jochen Guntner
European Central Bank (ECB) and Johannes Kepler University
Downloads 116 (378,432)
Citation 9

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cost pressures, forecasting, impulse response analysis, panel VAR models

13.

World Trade and Global Integration in Production Processes: A Re-Assessment of Import Demand Equations

ECB Working Paper No. 503
Number of pages: 38 Posted: 29 Jul 2005
Ray Barrell and Stephane Dees
National Institute of Economic and Social Research (NIESR) and European Central Bank (ECB)
Downloads 112 (388,099)

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International trade, FDI

14.

Business Cycle Synchronisation: Disentangling Trade and Financial Linkages

ECB Working Paper No. 1322
Number of pages: 38 Posted: 13 Apr 2011
Stephane Dees and Nico Zorell
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 101 (417,505)
Citation 4

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International transmission of shocks, Financial integration, International business cycle

15.

Forecasting the World Economy in the Short-Term

ECB Working Paper No. 1059
Number of pages: 44 Posted: 12 Jun 2009
Audrone Jakaitiene and Stephane Dees
Vilnius university and European Central Bank (ECB)
Downloads 92 (443,690)
Citation 1

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factor models, forecasts, time series models

16.

Forecasting World Trade: Direct versus 'Bottom-Up' Approaches

ECB Working Paper No. 882
Number of pages: 38 Posted: 17 Apr 2008
Stephane Dees, Matthias Burgert and Matthias Burgert
European Central Bank (ECB) and Goethe University FrankfurtEuropean Union - Directorate General for Economic and Financial Affairs (DG ECFIN)
Downloads 92 (443,690)

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World trade, Factor models, Forecasts, Time series models

17.

Linking Distress of Financial Institutions to Macrofinancial Shocks

ECB Working Paper No. 1749
Number of pages: 41 Posted: 18 Dec 2014
Alexander Al-Haschimi, Stephane Dees, Filippo di Mauro and Martina Jancokova
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Goethe University Frankfurt
Downloads 64 (545,882)
Citation 1

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corporate sector credit risk, default frequencies, infinite-dimensional VAR, GVAR

18.

Import Price Dynamics in Major Advanced Economies and Heterogeneity in Exchange Rate Pass-Through

ECB Working Paper No. 933
Number of pages: 56 Posted: 22 Sep 2008
Stephane Dees, Matthias Burgert, Matthias Burgert and Nicolas Parent
European Central Bank (ECB), Goethe University FrankfurtEuropean Union - Directorate General for Economic and Financial Affairs (DG ECFIN) and Bank of Canada
Downloads 63 (550,228)
Citation 1

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Pricing to Market, Exchange rate pass-through, Import price modeling

19.

The International Dimension of Confidence Shocks

ECB Working Paper No. 1669
Number of pages: 46 Posted: 03 Jul 2014
Stephane Dees and Jochen Guntner
European Central Bank (ECB) and Johannes Kepler University
Downloads 62 (554,577)
Citation 1

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consumer confidence, consumption, international linkages, vector autoregression (VAR), factor-augmented VAR (FAVAR)