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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

11

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CITATIONS
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4

Scholarly Papers (11)

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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 1,609 (8,030)

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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 627 (34,725)

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Strategic Asset Allocation, House Prices

3.

Asset Pricing, Habit Memory, and the Labor Market

Downloads 212 (129,518)
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 148 (178,970)
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 64 (317,503)
Citation 4

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Equity Premium Puzzle, Labor Supply, Adjustment Costs

4.

Asset Pricing in Home Production Economies

Number of pages: 31 Posted: 17 Feb 2009
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 67 (296,472)

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House Prices, Habit Formation, Equity Premium, Home

5.

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 55 (303,564)

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

6.

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 35 (334,936)

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Great Recession, asset pricing, bayesian estimation

7.

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 26 (405,020)

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

8.

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 8 (496,944)

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

9.

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, Bank of Italy, 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, National Institute of Statistics and Economic Studies (INSEE), University of Primorska, 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
Downloads 0 (416,932)

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

10.

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 European Central Bank (ECB)
Downloads 0 (343,803)

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

11.

Asset Pricing and the Propagation of Macroeconomic Shocks

ECB Working Paper No. 2150
Number of pages: 58 Posted: 25 May 2018
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 0

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Liquidity constraints, equity premium, Great Recession