Jean-Paul Renne: search on Z-Library

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1

A tractable interest rate model with explicit monetary policy rates

Renne, Jean-Paul

Journal:

European Journal of Operational Research

Year:

2016

Language:

english

File:

PDF, 1.57 MB

english, 2016

2

The Taylor Rule and Monetary Policy in the Euro Area

Mésonnier, Jean-Stéphane, Renne, Jean-Paul

Journal:

SSRN Electronic Journal

Year:

2004

File:

PDF, 335 KB

2004

3

A chronological framework for a long and persistent archaeological record: Melka Kunture, Ethiopia

Leah E. Morgan, Paul R. Renne, Guy Kieffer, Marcello Piperno, Rosalia Gallotti, Jean-Paul Raynal

Journal:

Journal of Human Evolution

Year:

2012

Language:

english

File:

PDF, 1.56 MB

english, 2012

4

A time-varying “natural” rate of interest for the euro area

Jean-Stéphane Mésonnier, Jean-Paul Renne

Journal:

European Economic Review

Year:

2007

Language:

english

File:

PDF, 389 KB

english, 2007

5

A model of the euro-area yield curve with discrete policy rates

Renne, Jean-Paul

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2016

Language:

english

File:

PDF, 1.48 MB

english, 2016

6

Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion

Monfort, Alain, Pegoraro, Fulvio, Renne, Jean-Paul, Roussellet, Guillaume

Journal:

Management Science

Year:

2020

File:

PDF, 1.34 MB

2020

7

USING POLICY INTERVENTION TO IDENTIFY FINANCIAL STRESS: COMMENT

Renne, Jean-Paul

Journal:

International Journal of Finance & Economics

Year:

2014

Language:

english

File:

PDF, 34 KB

english, 2014

8

PRICING SOVEREIGN BOND RISK IN THE EMU AREA: AN EMPIRICAL INVESTIGATION: COMMENT

Renne, Jean-Paul

Journal:

International Journal of Finance & Economics

Year:

2014

Language:

english

File:

PDF, 39 KB

english, 2014

9

A Quadratic Kalman Filter

Monfort, Alain, Renne, Jean-Paul, Roussellet, Guillaume

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 565 KB

english, 2015

10

Credit and Liquidity in Interbank Rates: a Quadratic Approach

Dubecq, Simon, Monfort, Alain, Renne, Jean-Paul, Roussellet, Guillaume

Journal:

Journal of Banking & Finance

Year:

2016

Language:

english

File:

PDF, 1.61 MB

english, 2016

11

Statistical inference for independent component analysis: Application to structural VAR models

Gouriéroux, Christian, Monfort, Alain, Renne, Jean-Paul

Journal:

Journal of Econometrics

Year:

2016

Language:

english

File:

PDF, 427 KB

english, 2016

12

Staying at zero with affine processes: An application to term structure modelling

Monfort, Alain, Pegoraro, Fulvio, Renne, Jean-Paul, Roussellet, Guillaume

Journal:

Journal of Econometrics

Year:

2017

Language:

english

File:

PDF, 1.21 MB

english, 2017

13

National natural rates of interest and the single monetary policy in the euro area

Fries, Sébastien, Mésonnier, Jean-Stéphane, Mouabbi, Sarah, Renne, Jean-Paul

Journal:

Journal of Applied Econometrics

Year:

2018

Language:

english

File:

PDF, 2.15 MB

english, 2018

14

Pricing Default Events: Surprise, Exogeneity and Contagion

Gourieroux, Christian, Monfort, Alain, Renne, Jean-Paul

Journal:

SSRN Electronic Journal

Year:

2013

File:

PDF, 659 KB

2013

15

Regime Switching and Bond Pricing

Gourieroux, Christian, Monfort, Alain, Pegoraro, Fulvio, Renne, Jean-Paul

Journal:

SSRN Electronic Journal

Year:

2013

File:

PDF, 959 KB

2013

16

A Quadratic Kalman Filter

Monfort, Alain, Renne, Jean-Paul, Roussellet, Guillaume

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 694 KB

english, 2013

17

Credit and Liquidity in Interbank Rates: A Quadratic Approach

Dubecq, Simon, Monfort, Alain, Renne, Jean-Paul, Roussellet, Guillaume

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 1.24 MB

english, 2013

18

National Natural Rates of Interest and the Single Monetary Policy in the Euro Area

Fries, SSbastien, MMsonnier, Jean-Sttphane, Mouabbi, Sarah, Renne, Jean-Paul

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 3.75 MB

english, 2016

19

Does Uncertainty Make a Time-Varying Natural Rate of Interest Irrelevant for the Conduct of Monetary Policy?

Mésonnier, Jean-Stéphane, Renne, Jean-Paul

Journal:

SSRN Electronic Journal

Year:

2007

File:

PDF, 649 KB

2007

20

Asset-Price Boom-Bust Cycles and Credit: What is the Scope of Macro-Prudential Regulation?

Borgy, Vladimir, Clerc, Laurent, Renne, Jean-Paul

Journal:

SSRN Electronic Journal

Year:

2009

File:

PDF, 2.85 MB

2009

21

The Joint Dynamics of U.S. And Euro-Area Inflation Rates: Expectations and Timevarying Uncertainty

Grishchenko, Olesya V., Mouabbi, Sarah, Renne, Jean-Paul

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 968 KB

english, 2017