Ivan Jaccard

European Central Bank (ECB) - Directorate General Research

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

SCHOLARLY PAPERS

10

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2,897

CITATIONS
Rank 39,993

SSRN RANKINGS

Top 39,993

in Total Papers Citations

4

Scholarly Papers (10)

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 (7,775)

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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 (33,543)

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Strategic Asset Allocation, House Prices

3.
Downloads 211 (126,397)
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 147 (174,968)
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 (309,105)
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 (291,130)

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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
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and Bank of Finland - Research
Downloads 55 (295,733)

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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 (329,256)

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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 (394,842)

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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
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and Bank of Finland - Research
Downloads 8 (485,884)

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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
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 (443,841)

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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 (376,454)

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