Stephane Dees

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

21

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Scholarly Papers (21)

1.

Assessing the Factors Behind Oil Price Changes

ECB Working Paper No. 855
Number of pages: 39 Posted: 01 Feb 2008
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 890 (25,667)

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Oil prices, Refinery industry, OPEC

2.
Downloads 416 ( 69,460)
Citation 26

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
European Central Bank (ECB), University of Cambridge - Department of Applied Economics, University of Southern California - Department of Economics and University of York
Downloads 235 (129,650)
Citation 1

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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
European Central Bank (ECB), University of Cambridge - Department of Applied Economics, University of Southern California - Department of Economics and University of York
Downloads 140 (207,354)

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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
University of Southern California - Department of Economics, University of Cambridge - Department of Applied Economics, European Central Bank (ECB) and University of York
Downloads 41 (429,548)

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

3.

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
European Central Bank (ECB), European Central Bank (ECB), University of Southern California - Department of Economics and University of York
Downloads 413 (70,084)
Citation 10

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Global VaR (GVaR), Global interdependencies, global macroeconomic

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
European Central Bank (ECB), University of Southern California - Department of Economics, University of York and Birkbeck College
Downloads 187 (161,548)

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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
European Central Bank (ECB), University of Southern California - Department of Economics, University of York and Birkbeck College
Downloads 153 (192,756)
Citation 1

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

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 291 (104,280)
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 247 (123,789)

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

7.

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 203 (149,696)

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

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
European Central Bank (ECB), University of Southern California - Department of Economics, University of York and Birkbeck College
Downloads 149 (197,025)

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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
European Central Bank (ECB), University of Southern California - Department of Economics, University of York and Birkbeck College
Downloads 48 (402,425)
Citation 1

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

9.

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 164 (181,459)

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

10.

Competitiveness and External Imbalances within the Euro Area

ECB Occasional Paper No. 139
Number of pages: 76 Posted: 09 Feb 2013
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 131 (218,183)

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

11.

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 97 (270,561)

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International trade, FDI

12.

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 84 (296,452)

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current account, savings, consumption, investment, rebalancing

13.

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 77 (312,250)

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factor models, forecasts, time series models

14.

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

ECB Working Paper No. 882
Number of pages: 38 Posted: 17 Apr 2008
Stephane Dees and Matthias Burgert
European Central Bank (ECB) and European Union - Directorate General for Economic and Financial Affairs (DG ECFIN)
Downloads 72 (324,403)

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World trade, Factor models, Forecasts, Time series models

15.

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 67 (337,345)

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International transmission of shocks, Financial integration, International business cycle

16.

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 47 (398,834)
Citation 2

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

17.

Linking Distress of Financial Institutions to Macrofinancial Shocks

ECB Working Paper No. 1749
Number of pages: 41 Posted: 18 Dec 2014
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Goethe University Frankfurt
Downloads 45 (405,967)

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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 and Nicolas Parent
European Central Bank (ECB), European Union - Directorate General for Economic and Financial Affairs (DG ECFIN) and Bank of Canada
Downloads 45 (409,642)

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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 35 (445,189)

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

20.

Constructing Multi‐Country Rational Expectations Models

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 6, pp. 812-840, 2014
Number of pages: 29 Posted: 28 Oct 2014
European Central Bank (ECB), University of Southern California - Department of Economics, University of York and Birkbeck College
Downloads 1 (652,711)
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21.

Forecasting the World Economy in the Short Term

The World Economy, Vol. 35, Issue 3, pp. 331-350, 2012
Number of pages: 20 Posted: 08 Mar 2012
Audrone Jakaitiene and Stephane Dees
Vytautas Magnus University and European Central Bank (ECB)
Downloads 0 (670,354)
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