Jean-Paul Renne - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2014 | 2011 | 2009 | 2007 | 2004

Title Other author(s)

Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-102, 03.10.2017)

JEL: C32, E41, E44

Staying at Zero with Affine Processes: An Application to Term Structure Modelling

Bank of France Working Papers [View] (Paper: 558, 12.06.2015)

JEL: E43, G12

Options Embedded in ECB Targeted Refinancing Operations

Bank of France Working Papers [View] (Paper: 518, 24.10.2014)

JEL: E43, E52, E58

Fixed-Income Pricing in a Non-Linear Interest-Rate Model

Bank of France Working Papers [View] (Paper: 517, 24.10.2014)

JEL: C53, E43, E47, G12

A Quadratic Kalman Filter

Bank of France Working Papers [View] (Paper: 486, 08.07.2014)

JEL: C32, C46, C53

Credit and liquidity risks in euro area sovereign yield curves

Bank of France Working Papers [View] (Paper: Nr 352, 17.11.2011)

Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets

Bank of France Working Papers [View] (Paper: Nr 350, 07.11.2011)

Default, liquidity and crises: an econometric framework

Bank of France Working Papers [View] (Paper: Nr 340, 12.08.2011)

Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation?

Bank of France Working Papers [View] (Paper: Nr 263, 31.12.2009)

Frequency-domain analysis of debt service in a macro-finance model for the euro area.

Bank of France Working Papers [View] (Paper: Nr 261, 17.12.2009)

JEL: C51, E32, E43, G12, H63

Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy?

Bank of France Working Papers [View] (Paper: Nr 175, 06.09.2007)

JEL: E37, E52

The Taylor Rule and Monetary Policy in the Euro Area

Bank of France Working Papers [View] (Paper: Nr 117, 23.11.2004)

A Time-Varying Natural Rate for the Euro Area

Bank of France Working Papers [View] (Paper: Nr 115, 09.10.2004)

Papers by year: All | 2017 | 2015 | 2014 | 2011 | 2009 | 2007 | 2004