Ivan Jaccard

European Central Bank (ECB) - Directorate General Research

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 14,498

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Top 14,498

in Total Papers Downloads

2,997

CITATIONS
Rank 39,875

SSRN RANKINGS

Top 39,875

in Total Papers Citations

4

Scholarly Papers (12)

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 1,738 (8,154)

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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 657 (35,280)

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Strategic Asset Allocation, House Prices

3.
Downloads 213 (130,952)
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 149 (180,654)
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 (322,016)
Citation 4

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Equity Premium Puzzle, Labor Supply, Adjustment Costs

4.

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 72 (300,845)

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

5.

Asset Pricing in Home Production Economies

Number of pages: 31 Posted: 17 Feb 2009
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 71 (300,845)

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House Prices, Habit Formation, Equity Premium, Home

6.

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 69 (305,570)

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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 57 (336,862)

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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 European Central Bank (ECB)
Downloads 56 (339,700)

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

9.

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 36 (406,641)

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

10.

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 17 (498,310)

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

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 11 (531,031)

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Liquidity constraints, equity premium, Great Recession

12.

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 0 (607,895)

Abstract:

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