Ivan Jaccard

European Central Bank (ECB) - Directorate General Research

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

  • European Central Bank (ECB) - Directorate General Research

SCHOLARLY PAPERS

20

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4,855

TOTAL CITATIONS
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Top 26,708

in Total Papers Citations

50

Scholarly Papers (20)

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1.

House Prices, Real Estate Returns, and the Business Cycle

Swiss Finance Institute Research Paper No. 06-37
Number of pages: 39 Posted: 20 Jan 2007
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 1,887 (19,473)
Citation 1

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house prices, real estate returns, equity premium, business cycles, production economies

2.

Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle

Swiss Finance Institute Research Paper No. 07-19
Number of pages: 37 Posted: 05 Jul 2007
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 726 (76,976)

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Strategic Asset Allocation, House Prices

3.

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

Downloads 373 (173,384)
Citation 12

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

ECB Occasional Paper No. 205, ISBN: 978-92-899-3364-3
Number of pages: 68 Posted: 11 Jan 2018
Gerhard Rünstler, Hiona Balfoussia, Lorenzo Burlon, Ginters Buss, Mariarosaria Comunale, Bruno De Backer, Hans Dewachter, Paolo Guarda, Markus Haavio, Irma Hindrayanto, Nikolay I. Iskrev, Ivan Jaccard, Dmitry Kulikov, Davor Kunovac, Črt Lenarčič, Matthieu Lequien, Matija Lozej, Martin Mandler, Dimitris Papageorgiou, Jesper Pedersen, Gabriel Perez-Quiros, Ansgar Rannenberg, Eyno Rots, Michael Scharnagl and Peter Welz
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, Catholic University of Leuven (KUL) - Department of Economics, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, Banque de France, Central Bank of Ireland, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK), Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank (ECB)
Downloads 258 (254,957)
Citation 10

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financial cycles, synchronicity, real-time estimates, DSGE models

Real and Financial Cycles in EU Countries - Stylised Facts and Modelling Implications

ECB Occasional Paper No. 2018/205
Number of pages: 68 Posted: 09 Oct 2021
Gerhard Rünstler, Hiona Balfoussia, Lorenzo Burlon, Ginters Buss, Mariarosaria Comunale, Bruno De Backer, Hans Dewachter, Paolo Guarda, Markus Haavio, Irma Hindrayanto, Nikolay I. Iskrev, Ivan Jaccard, Dmitry Kulikov, Davor Kunovac, Črt Lenarčič, Matthieu Lequien, Matija Lozej, Martin Mandler, Dimitris Papageorgiou, Jesper Pedersen, Gabriel Perez-Quiros, Ansgar Rannenberg, Eyno Rots, Michael Scharnagl and Peter Welz
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, National Bank of Belgium, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, Banque de France, Central Bank of Ireland, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Central Bank of Ireland, Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank (ECB)
Downloads 115 (526,042)
Citation 2

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DSGE models, financial cycles, real-time estimates, synchronicity

4.

Green Asset Pricing

ECB Working Paper No. 20202477
Number of pages: 61 Posted: 06 Oct 2020 Last Revised: 18 Nov 2021
Ivan Jaccard, Ghassane Benmir and Gauthier Vermandel
European Central Bank (ECB) - Directorate General Research, London School of Economics and Political Science and CMAP, Ecole polytechnique, Institut Polytechnique de Paris
Downloads 364 (178,149)
Citation 9

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5.

Asset Pricing, Habit Memory, and the Labor Market

Downloads 294 (224,478)
Citation 4

Asset Pricing, Habit Memory, and the Labor Market

Swiss Finance Institute Research Paper No. 07-23
Number of pages: 33 Posted: 19 Nov 2007 Last Revised: 06 May 2010
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 196 (333,572)
Citation 4

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business cycle, equity premium puzzle, adjustment costs, habit formation, labor market

Asset Pricing, Habit Memory, and the Labor Market

ECB Working Paper No. 1163
Number of pages: 33 Posted: 01 Apr 2010
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 98 (592,940)

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Equity Premium Puzzle, Labor Supply, Adjustment Costs

6.

Government Bond Risk Premia and the Cyclicality of Fiscal Policy

ECB Working Paper No. 1411
Number of pages: 59 Posted: 21 Dec 2011
Kai Philipp Christoffel, Ivan Jaccard and Juha Kilponen
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and Bank of Finland - Research
Downloads 149 (425,888)
Citation 5

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DSGE models, fiscal policy, bond risk premium, monetary policy

7.

Liquidity Constraints, Risk Premia, and the Macroeconomic Effects of Liquidity Shocks

ECB Working Paper No. 1525
Number of pages: 42 Posted: 10 Apr 2013
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 141 (445,310)
Citation 7

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Great Recession, asset pricing, bayesian estimation

8.

Structural Asymmetries and Financial Imbalances in the Eurozone

ECB Working Paper No. 2076
Number of pages: 51 Posted: 20 Jun 2017
Ivan Jaccard and Frank Smets
European Central Bank (ECB) - Directorate General Research and Ghent University - Department of General Economics
Downloads 114 (526,200)
Citation 2

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Cross-Border Financial Markets, Eurozone Crisis, Incomplete International Asset Markets, Structural Reforms

9.

Asset Pricing in Home Production Economies

Number of pages: 31 Posted: 17 Feb 2009
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 110 (540,433)

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House Prices, Habit Formation, Equity Premium, Home

10.

Optimal Monetary Policy in an Estimated SIR Model

Number of pages: 50 Posted: 21 Nov 2022
Ghassane Benmir, Ivan Jaccard and Gauthier Vermandel
London School of Economics and Political Science, European Central Bank (ECB) - Directorate General Research and CMAP, Ecole polytechnique, Institut Polytechnique de Paris
Downloads 89 (624,259)
Citation 1

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Covid-19, optimal monetary policy, nonlinear inference, HeNK, SIR model

11.

Asset Pricing and the Propagation of Financial Shocks

ECB Working Paper No. 2150
Number of pages: 50 Posted: 25 May 2018
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 72 (706,405)
Citation 1

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Liquidity constraints, equity premium puzzle, Great Recession

12.

Welfare and Bond Pricing Implications of Fiscal Stabilization Policies

Bank of Finland Research Discussion Paper No. 32/2013
Number of pages: 50 Posted: 20 Dec 2013
Kai Philipp Christoffel, Ivan Jaccard and Juha Kilponen
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and Bank of Finland - Research
Downloads 71 (711,863)
Citation 2

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New Keynesian models, fiscal policy, bond risk premium, monetary policy

13.

Asset Pricing and Housing Supply in a Production Economy

ECB Working Paper No. 1454
Number of pages: 42 Posted: 20 Aug 2012
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 69 (723,090)
Citation 3

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house prices, cost of business cycle, adjustment costs, housing returns

14.

Monetary Asmmetries Without (and with) Price Stickiness

ECB Working Paper No. 2024/2928
Number of pages: 83 Posted: 23 Apr 2024
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 68 (728,813)
Citation 2

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asset pricing in DSGE models, money demand, nonlinear solution methods, stochastic discount factor, term premium

15.

Green and Brown Returns in a Production Economy

ECB Working Paper No. 2025/3030
Number of pages: 60 Posted: 19 Feb 2025
Ivan Jaccard, Thore Kockerols and Yves S. Schüler
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and Deutsche Bundesbank
Downloads 64 (752,649)

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asset pricing, composite habits, equity premium, general equilibrium, monopolistic competition

16.

Monetary Non-Neutralities when Credit Constraints Bite

Number of pages: 57 Posted: 12 Dec 2019
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 62 (765,256)

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Bond premium puzzle; Yield curve; Inflation risk premium; Eurozone economy

17.

Stochastic Discounting and the Transmission of Money Supply Shocks

ECB Working Paper No. 2174
Number of pages: 61 Posted: 02 Aug 2018
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 60 (778,247)
Citation 1

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bond premium puzzle, financial frictions, time-varying risk aversion, euro zone economy

18.

The Trade-Off between Public Health and the Economy in the Early Stage of the COVID-19 Pandemic

ECB Working Paper No. 2022/2690
Number of pages: 51 Posted: 16 Aug 2022
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 59 (784,806)

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Contagion Externality, Incomplete Markets, Lockdown Policies, Risk Sharing

19.

Leveraged Property Cycles

ECB Working Paper No. 2021/2539
Number of pages: 62 Posted: 23 Apr 2021
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 56 (805,726)

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20.

Optimal Monetary Policy in an Estimated Sir Model

ECB Working Paper No. 2023/2847
Number of pages: 54 Posted: 02 Oct 2023
Ghassane Benmir, Ivan Jaccard and Gauthier Vermandel
London School of Economics - Law School, European Central Bank (ECB) - Directorate General Research and Ecole Polytechnique, Palaiseau
Downloads 27 (1,076,847)

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Covid-19, HeNK, macroeconomic trade-offs, nonlinear inference, Tin-bergen principle