Jean-Paul Renne
Names
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Jean-Paul |
| last: |
Renne |
Identifer
Contact
Affiliations
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Université de Lausanne
/ Faculté des Hautes Études Commerciales (HEC)
/ Départment d'économétrie et d'économie politique (DEEP)
Research profile
author of:
- Preventing COVID-19 Fatalities: State versus Federal Policies (RePEc:arx:papers:2010.15263)
by Jean-Paul Renne & Guillaume Roussellet & Gustavo Schwenkler - A Time-Varying Natural Rate for the Euro Area (RePEc:bfr:banfra:115)
by M sonnier, J-S. & Renne, J-P. - R gle de Taylor et politique mon taire dans la zone euro (RePEc:bfr:banfra:117)
by M sonnier, J-S. & Renne, J-P. - Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy? (RePEc:bfr:banfra:175)
by M sonnier, J-S. & Renne, J-P. - Frequency-domain analysis of debt service in a macro-finance model for the euro area (RePEc:bfr:banfra:261)
by Renne, J-P. - Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation? (RePEc:bfr:banfra:263)
by Borgy, V. & Clerc, L. & Renne, J-P. - Default, liquidity and crises: an econometric framework (RePEc:bfr:banfra:340)
by Monfort, A. & Renne, J-P. - Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets (RePEc:bfr:banfra:350)
by Borgy, V. & Laubach, T. & M sonnier, J-S. & Renne, J-P. - Credit and liquidity risks in euro area sovereign yield curves (RePEc:bfr:banfra:352)
by Monfort, A. & Renne, J-P. - A model of the euro-area yield curve with discrete policy rates (RePEc:bfr:banfra:395)
by Renne, J-P. - Credit and Liquidity in Interbank Rates: a Quadratic Approach (RePEc:bfr:banfra:446)
by Dubecq, S. & Monfort, A. & Renne, J-P. & Roussellet, G. - Pricing Default Events: Surprise, Exogeneity and Contagion (RePEc:bfr:banfra:455)
by Gouri roux, C. & Monfort, A. & Renne, J-P. - Regime Switching and Bond Pricing (RePEc:bfr:banfra:456)
by Gouri roux, C. & Monfort, A. & Pegoraro, F. & Renne, J-P. - A Quadratic Kalman Filter (RePEc:bfr:banfra:486)
by Monfort, A. & Renne, J.-P. & Roussellet, G. - Staying at Zero with Affine Processes: An Application to Term Structure Modelling (RePEc:bfr:banfra:558)
by A. Monfort & F. Pegoraro & J.-P. Renne & G. Roussellet - National natural rates of interest and the single monetary policy in the Euro Area (RePEc:bfr:banfra:611)
by S. Fries & J.-S. M sonnier & S. Mouabbi & J.-P. Renne - The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty (RePEc:bfr:banfra:622)
by O. Grishchenko & S. Mouabbi & J.-P. Renne - Disastrous Defaults (RePEc:bfr:banfra:778)
by Gouri roux Christian & Monfort Alain & Mouabbi Sarah & Renne Jean-Paul - Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective (RePEc:bfr:banfra:844)
by Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc - La mesure du risque systémique. Synthèse de la conférence donnée à la Banque de France, par Robert F. Engle, prix Nobel d’économie, le 25 janvier 2012 (RePEc:bfr:bullbf:2012:188:02)
by Bernales, A. & Renne, J-P. - The measurement of systemic risk. Summary of a lecture given by Robert F. Engle, winner of the Nobel Prize in Economics, Banque de France, 25 January 2012 (RePEc:bfr:quarte:2012:25:06)
by A. Bernales. & J-P. Renne. - Staying at zero with affine processes : an application to term structure modelling (RePEc:bfr:rueban:2017:52)
by Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & Guillaume Roussellet - A model of the euro-area yield curve with discrete policy rates (RePEc:bpj:sndecm:v:21:y:2017:i:1:p:99-116:n:1)
by Renne Jean-Paul - Caractéristiques des marchés du travail dans les pays de l'OCDE (RePEc:cai:ecoldc:ecop_173_0171)
by Romain Bouis & Jean-Paul Renne - Quelles sont les parts cyclique et structurelle du chômage en France ? (RePEc:cai:ecoldc:ecop_177_0129)
by Jean-Paul Renne - Réformes fiscales dans un modèle DSGE France en économie ouverte (RePEc:cai:ecoldc:ecop_183_0199)
by Maylis Coupet & Jean-Paul Renne - Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects (RePEc:cpr:ceprdp:4119)
by Monfort, Alain & Vitale, Giovanni & Rüffer, Rasmus & Renne, Jean-Paul - Default, Liquidity and Crises : An Econometric Framework (RePEc:crs:wpaper:2010-46)
by Alain Monfort & Jean-Paul Renne - Credit and Liquidity Risks in Euro-area Sovereign Yield Curves (RePEc:crs:wpaper:2011-26)
by Alain Monfort & Jean-Paul Renne - Pricing Default Events : Surprise, Exogeneity and Contagion (RePEc:crs:wpaper:2013-03)
by Christian Gouriéroux & Alain Monfort & Jean-Paul Renne - Regime Switching and Bond Pricing (RePEc:crs:wpaper:2013-48)
by Christian Gouriéroux & Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne - Statistical Inference for Independent Component Analysis: Application to Structural VAR Models (RePEc:crs:wpaper:2016-20)
by Christian Gouriéroux & Alain Monfort & Jean-Paul Renne - Identification and Estimation in Non-Fundamental Structural VARMA Models (RePEc:crs:wpaper:2017-08)
by Christian Gouriéroux & Alain Monfort & Jean-Paul Renne - Statistical Inference for Independent Component Analysis: Application to Structural VAR Models (RePEc:crs:wpaper:2017-09)
by Christian Gouriéroux & Alain Monfort & Jean-Paul Renne - Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion (RePEc:crs:wpaper:2020-01)
by Alain MONFORT & Jean-Paul RENNE & Guillaume ROUSSELLET - Regime switching in bond yield and spread dynamics (RePEc:dau:thesis:123456789/13651)
by Renne, Jean-Paul - Taming Debt: Can GDP-Linked Bonds Do the Trick? (RePEc:drm:wpaper:2020-13)
by Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc - Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model (RePEc:ecb:ecbwps:20253012)
by Bletzinger, Tilman & Lemke, Wolfgang & Renne, Jean-Paul - Required Capital for Long-Run Risks (RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002068)
by Gouriéroux, C. & Monfort, A. & Renne, J.-P. - Pricing default events: Surprise, exogeneity and contagion (RePEc:eee:econom:v:182:y:2014:i:2:p:397-411)
by Gouriéroux, C. & Monfort, A. & Renne, J.P. - A Quadratic Kalman Filter (RePEc:eee:econom:v:187:y:2015:i:1:p:43-56)
by Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume - Statistical inference for independent component analysis: Application to structural VAR models (RePEc:eee:econom:v:196:y:2017:i:1:p:111-126)
by Gouriéroux, Christian & Monfort, Alain & Renne, Jean-Paul - Staying at zero with affine processes: An application to term structure modelling (RePEc:eee:econom:v:201:y:2017:i:2:p:348-366)
by Monfort, Alain & Pegoraro, Fulvio & Renne, Jean-Paul & Roussellet, Guillaume - A time-varying "natural" rate of interest for the euro area (RePEc:eee:eecrev:v:51:y:2007:i:7:p:1768-1784)
by Mesonnier, Jean-Stephane & Renne, Jean-Paul - A tractable interest rate model with explicit monetary policy rates (RePEc:eee:ejores:v:251:y:2016:i:3:p:873-887)
by Renne, Jean-Paul - Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective (RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000517)
by Mouabbi, Sarah & Renne, Jean-Paul & Sahuc, Jean-Guillaume - Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles? (RePEc:eee:jbfina:v:46:y:2014:i:c:p:132-150)
by Borgy, Vladimir & Clerc, Laurent & Renne, Jean-Paul - Credit and liquidity in interbank rates: A quadratic approach (RePEc:eee:jbfina:v:68:y:2016:i:c:p:29-46)
by Dubecq, Simon & Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume - Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison (RePEc:fip:fedgfe:2017-102)
by Olesya V. Grishchenko & Sarah Mouabbi & Jean-Paul Renne - Identification and Estimation in Nonfundamental Structural Models (RePEc:hal:journl:hal-03330924)
by Christian Gourieroux & Alain Monfort & Jean-Paul Renne - Required Capital for Long-Run Risks (RePEc:hal:journl:hal-03865173)
by Christian Gourieroux & Alain Monfort & Jean-Paul Renne - Taming Debt: Can GDP-Linked Bonds Do the Trick? (RePEc:hal:wpaper:hal-04159700)
by Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc - Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion (RePEc:inm:ormnsc:v:67:y:2021:i:6:p:3674-3693)
by Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & Guillaume Roussellet - Fiscal Limits and the Pricing of Eurobonds (RePEc:inm:ormnsc:v:70:y:2024:i:2:p:1216-1237)
by Kevin Pallara & Jean-Paul Renne - A Time Varying Natural Rate of Interest for the Euro Area (RePEc:mmf:mmfc04:42)
by Jean-Stephane Mesonnier & Jean-Paul Renne - The Effectiveness of Monetary Policy since the Onset of the Financial Crisis (RePEc:oec:ecoaaa:1081-en)
by Romain Bouis & Łukasz Rawdanowicz & Jean-Paul Renne & Shingo Watanabe & Ane Kathrine Christensen - Default, Liquidity, and Crises: an Econometric Framework (RePEc:oup:jfinec:v:11:y:2013:i:2:p:221-262)
by Alain Monfort & Jean-Paul Renne - Regime Switching and Bond Pricing (RePEc:oup:jfinec:v:12:y:2014:i:2:p:237-277.)
by Christian Gourieroux & Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne - Identification and Estimation in Non-Fundamental Structural VARMA Models (RePEc:oup:restud:v:87:y:2020:i:4:p:1915-1953.)
by Christian Gouriéroux & Alain Monfort & Jean-Paul Renne - Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks (RePEc:oup:revfin:v:18:y:2014:i:6:p:2103-2151.)
by Alain Monfort & Jean-Paul Renne - Disastrous Defaults
[Risk premia and term premia in general equilibrium] (RePEc:oup:revfin:v:25:y:2021:i:6:p:1727-1772.)
by Christian Gouriéroux & Alain Monfort & Sarah Mouabbi & Jean-Paul Renne - Caractéristiques des marchés du travail dans les pays de l'OCDE (RePEc:prs:ecoprv:ecop_0249-4744_2006_num_173_2_7947)
by Jean-Paul Renne & Romain Bouis - Quelles sont les parts cyclique et structurelle du chômage en France ? (RePEc:prs:ecoprv:ecop_0249-4744_2007_num_177_1_7985)
by Jean-Paul Renne - Réformes fiscales dans un modèle DSGE France en économie ouverte (RePEc:prs:ecoprv:ecop_0249-4744_2008_num_183_2_7814)
by Jean-Paul Renne & Maylis Coupet - Understanding Swiss real interest rates in a financially globalized world (RePEc:spr:sjecst:v:158:y:2022:i:1:d:10.1186_s41937-022-00095-3)
by Philippe Bacchetta & Kenza Benhima & Jean-Paul Renne - Disastrous Defaults (RePEc:tse:wpaper:125843)
by Gouriéroux, Christian & Monfort, Alain & Mouabbi, Sarah & Renne, Jean-Paul - Pricing Sovereign Bond Risk In The Emu Area: An Empirical Investigation: Comment (RePEc:wly:ijfiec:v:19:y:2014:i:1:p:57-58)
by Jean‐Paul Renne - Using Policy Intervention To Identify Financial Stress: Comment (RePEc:wly:ijfiec:v:19:y:2014:i:1:p:73-73)
by Jean‐Paul Renne - National natural rates of interest and the single monetary policy in the euro area (RePEc:wly:japmet:v:33:y:2018:i:6:p:763-779)
by Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne - Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison (RePEc:wly:jmoncb:v:51:y:2019:i:5:p:1053-1096)
by Olesya Grishchenko & Sarah Mouabbi & Jean‐Paul Renne