Olivier Loisel

Testing Heterogeneity within the Euro Area

Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium-Scale DSGE Model

The Dynamic Effects of Disinflation Policies

Reflections on the Natural Rate Hypothesis

Does money matter for the identification of monetary policy shocks: A DSGE perspective

Probability of Informed Trading: An Empirical Application to the Euro Overnight Market Rate

Credit Constraints and the Cyclicality of R&D Investment: Evidence from France

Underidentification?

Is the Inflation-Output Nexus Asymmetric in the Euro Area?

Euro Area Market Reactions to the Monetary Developments Press Release

Pricing and Inference with Mixtures of Conditionally Normal Processes

Multi-Lag Term Structure Models with Stochastic Risk Premia

Financial Market Liquidity and the Lender of Last Resort

Forced Portfolio Liquidation

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

Multi-Lag Term Structure Models with Stochastic Risk Premia

Determinacy and Identification with Taylor Rules

Two Probabilistic Cyclical Turning Point Indicators for the French Economy (Deux Indicateurs Probabilistes de Retournement Cyclique Pour L’Économie Française) (French)

Lumpy Price Adjustments: A Microeconometric Analysis

Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-Regional Model

Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve

Switching Varma Term Structure Models - Extended Version

CREDIT CONSTRAINTS AND THE CYCLICALITY OF R&D INVESTMENT: EVIDENCE FROM FRANCE

Regional Debt in Monetary Unions: Is it Inflationary?

Bubble-Free Interest-Rate Rules

Bubble-free policy feedback rules

Central Bank Reputation in a Forward-Looking Model