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Matthieu PICAULT

Personal Details

First Name:Matthieu
Middle Name:
Last Name:Picault
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RePEc Short-ID:ppi386
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http://www.matthieu-picault.com

Affiliation

Laboratoire d'Économie d'Orléans (LEO)
Faculté de droit, d'économie et de gestion
Université d'Orléans

Orléans, France
http://www.leo-univ-orleans.fr/
RePEc:edi:leorlfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Matthieu PICAULT & Julien PINTER & Thomas RENAULT, 2021. "Media sentiment on monetary policy: determinants and relevance for inflation expectations," LEO Working Papers / DR LEO 2895, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  2. Matthieu Picault & Louis Raffestin, 2020. "The other side of forward guidance: Are central banks constrained by financial markets?," Post-Print hal-03533307, HAL.
  3. Aurore BURIETZ & Matthieu PICAULT, 2020. "Lenders’ asymmetric reaction to the ECB’s non-standard policies in the syndicated loan market," Working Papers 2020-ACF-03, IESEG School of Management.
  4. Matthieu Picault, 2017. "Pricing the ECB's forward guidance with the EONIA swap curve," Post-Print hal-03533070, HAL.
  5. Matthieu Picault & Thomas Renault, 2017. "Words are not all created equal: A new measure of ECB communication," Post-Print hal-03205121, HAL.
  6. Alexandre Girard & Matthieu Picault, 2017. "L’évolution de la communication des banques centrales depuis les crises des subprimes et de l’euro," Post-Print hal-03529917, HAL.

Articles

  1. Picault, Matthieu & Raffestin, Louis, 2020. "The other side of forward guidance: Are central banks constrained by financial markets?," Finance Research Letters, Elsevier, vol. 36(C).
  2. Alexandre Girard & Matthieu Picault, 2017. "L’évolution de la communication des banques centrales depuis les crises des subprimes et de l’euro," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(4), pages 101-112.
  3. Matthieu Picault, 2017. "Pricing the ECB's forward guidance with the EONIA swap curve," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(2), pages 129-138, April.
  4. Picault, Matthieu & Renault, Thomas, 2017. "Words are not all created equal: A new measure of ECB communication," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 136-156.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Matthieu PICAULT & Julien PINTER & Thomas RENAULT, 2021. "Media sentiment on monetary policy: determinants and relevance for inflation expectations," LEO Working Papers / DR LEO 2895, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.

    Cited by:

    1. Thang, Doan Ngoc & Anh, Pham Thi Hoang & Long, Trinh & Dong, Do Phy & Dat, Luong Van, 2022. "Monetary Stance and Favorableness of Monetary Policy in the Media: The Case of Viet Nam," ADBI Working Papers 1325, Asian Development Bank Institute.
    2. Beckmann, Joscha & Czudaj, Robert L., 2023. "Perceived monetary policy uncertainty," Journal of International Money and Finance, Elsevier, vol. 130(C).
    3. De Bandt Olivier & Bricongne Jean-Charles & Denes Julien & Dhenin Alexandre & De Gaye Annabelle & Robert Pierre-Antoine, 2023. "Using the Press to Construct a New Indicator of Inflation Perceptions in France," Working papers 921, Banque de France.
    4. Julien Pinter & Evzen Kocenda, 2021. "Media Treatment of Monetary Policy Surprises and Their Impact on Firms' and Consumers' Expectations," Working Papers IES 2021/30, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2021.
    5. Niţoi, Mihai & Pochea, Maria-Miruna & Radu, Ştefan-Constantin, 2023. "Unveiling the sentiment behind central bank narratives: A novel deep learning index," Journal of Behavioral and Experimental Finance, Elsevier, vol. 38(C).
    6. Stefan Claus & Massimo Stella, 2022. "Natural Language Processing and Cognitive Networks Identify UK Insurers’ Trends in Investor Day Transcripts," Future Internet, MDPI, vol. 14(10), pages 1-18, October.
    7. Szyszko, Magdalena & Rutkowska, Aleksandra & Kliber, Agata, 2022. "Do words affect expectations? The effect of central banks communication on consumer inflation expectations," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 221-229.
    8. Hugo Oriola & Matthieu Picault, 2023. "Opportunistic Political Central Bank Coverage: Does media coverage of ECB's Monetary Policy Impacts German Political Parties' Popularity?," EconomiX Working Papers 2023-30, University of Paris Nanterre, EconomiX.
    9. Glas, Alexander & Müller, Lena, 2023. "Talking in a language that everyone can understand? Clarity of speeches by the ECB Executive Board," ZEW Discussion Papers 23-073, ZEW - Leibniz Centre for European Economic Research.
    10. Linas Jurkšas & Rokas Kaminskas, 2023. "ECB monetary policy communication: does it move euro area yields?," Bank of Lithuania Discussion Paper Series 29, Bank of Lithuania.
    11. Perico Ortiz, Daniel, 2023. "Inflation news coverage, expectations and risk premium," FAU Discussion Papers in Economics 05/2023, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.

  2. Matthieu Picault, 2017. "Pricing the ECB's forward guidance with the EONIA swap curve," Post-Print hal-03533070, HAL.

    Cited by:

    1. Goodhead, Robert, 2018. "The Effect of ECB Policy Announcements on Sovereign Yields: A Return to Normal Transmission?," Economic Letters 4/EL/18, Central Bank of Ireland.

  3. Matthieu Picault & Thomas Renault, 2017. "Words are not all created equal: A new measure of ECB communication," Post-Print hal-03205121, HAL.

    Cited by:

    1. Isabelle Royer & Lionel Garreau & Thomas Roulet, 2019. "La quantification des données qualitatives : intérêts et difficultés en sciences de gestion," Post-Print hal-02303982, HAL.
    2. Mario Gonzalez and Raul Cruz Tadle & Raul Cruz Tadle, 2022. "Monetary policy press releases: an international comparison," BIS Working Papers 1023, Bank for International Settlements.
    3. Matthieu Picault & Julien Pinter & Thomas Renault, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Post-Print hal-03959147, HAL.
    4. Tillmann, Peter, 2021. "Financial markets and dissent in the ECB’s Governing Council," European Economic Review, Elsevier, vol. 139(C).
    5. Hamza Bennani & Pawel Baranowski & Wirginia Doryn, 2021. "Do the ECB's Introductory Statements Help Predict Monetary Policy? Evidence from a Tone Analysis," Post-Print hal-02957422, HAL.
    6. Jonne Lehtimäki & Marianne Palmu, 2022. "Who Should You Listen to in a Crisis? Differences in Communication of Central Bank Policymakers," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(3), pages 33-57.
    7. Hubert, Paul & Labondance, Fabien, 2021. "The signaling effects of central bank tone," European Economic Review, Elsevier, vol. 133(C).
    8. Cour-Thimann, Philippine & Jung, Alexander, 2020. "Interest rate setting and communication at the ECB," Working Paper Series 2443, European Central Bank.
    9. Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," Sciences Po publications 02/2020, Sciences Po.
    10. Linas Jurkšas & Rokas Kaminskas & Deimantė Vasiliauskaitė, 2024. "ECB monetary policy communication events: Do they move euro area yields?," Bulletin of Economic Research, Wiley Blackwell, vol. 76(2), pages 596-625, April.
    11. Hamza Bennani & Nicolas Fanta & Pavel Gertler & Roman Horvath, 2020. "Does Central Bank Communication Signal Future Monetary Policy in a (post)-Crisis Era? The Case of the ECB," Post-Print hal-02486315, HAL.
    12. Beaupain, Renaud & Girard, Alexandre, 2020. "The value of understanding central bank communication," Economic Modelling, Elsevier, vol. 85(C), pages 154-165.
    13. Benjamin Gardner & Chiara Scotti & Clara Vega, 2021. "Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements," Finance and Economics Discussion Series 2021-074, Board of Governors of the Federal Reserve System (U.S.).
    14. Simionescu, Mihaela, 2022. "Econometrics of sentiments- sentometrics and machine learning: The improvement of inflation predictions in Romania using sentiment analysis," Technological Forecasting and Social Change, Elsevier, vol. 182(C).
    15. Parle, Conor, 2021. "The financial market impact of ECB monetary policy press conferences - a text based approach," Research Technical Papers 4/RT/21, Central Bank of Ireland.
    16. Albina Latifi & Viktoriia Naboka-Krell & Peter Tillmann & Peter Winker, 2023. "Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects," MAGKS Papers on Economics 202307, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    17. Jonathan Hambur & Qazi Haque, 2024. "Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!," The Economic Record, The Economic Society of Australia, vol. 100(328), pages 3-43, March.
    18. Aakriti Mathur & Rajeswari Sengupta, 2019. "Analysing monetary policy statements of the Reserve Bank of India," IHEID Working Papers 08-2019, Economics Section, The Graduate Institute of International Studies.
    19. Adam Hale Shapiro & Daniel J Wilson, 2022. "Taking the Fed at its Word: A New Approach to Estimating Central Bank Objectives using Text Analysis [Inflation Targeting Does Not Anchor Inflation Expectations: Evidence from Firms in New Zealand]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2768-2805.
    20. Young Joon Lee & Soohyon Kim & Ki Young Park, 2019. "Deciphering Monetary Policy Board Minutes with Text Mining: The Case of South Korea," Korean Economic Review, Korean Economic Association, vol. 35, pages 471-511.
    21. Dooruj Rambaccussing & Andrzej Kwiatkowski, 2024. "The nexus between national and regional reporting of economic news: Evidence from the United Kingdom and Scotland," Bulletin of Economic Research, Wiley Blackwell, vol. 76(2), pages 371-393, April.
    22. Beckmann, Joscha & Czudaj, Robert L., 2023. "Perceived monetary policy uncertainty," Journal of International Money and Finance, Elsevier, vol. 130(C).
    23. Fernandes, Cecilia Melo, 2021. "ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty," Working Paper Series 2582, European Central Bank.
    24. Kakuho Furukawa & Yoshihiko Hogen & Yosuke Kido, "undated". "Labor Market of Regular Workers in Japan: A Perspective from Job Advertisement Data," Bank of Japan Working Paper Series 23-E-7, Bank of Japan.
    25. Hüning, Hendrik, 2020. "Swiss National Bank communication and investors’ uncertainty," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    26. Zahner, Johannes & Baumgärtner, Martin, 2022. "Whatever it Takes to Understand a Central Banker – Embedding their Words Using Neural Networks," VfS Annual Conference 2022 (Basel): Big Data in Economics 264019, Verein für Socialpolitik / German Economic Association.
    27. Paweł Baranowski & Wirginia Doryń & Tomasz Łyziak & Ewa Stanisławska, 2020. "Words and deeds in managing expectations: empirical evidence on an inflation targeting economy," NBP Working Papers 326, Narodowy Bank Polski.
    28. Hartwell Christopher A., 2019. "Complexity, Uncertainty, and Monetary Policy: Can the ECB Avoid the Unconventional Becoming the ‘New Normal’?," The Economists' Voice, De Gruyter, vol. 16(1), pages 1-13, December.
    29. Andres Algaba & David Ardia & Keven Bluteau & Samuel Borms & Kris Boudt, 2020. "Econometrics Meets Sentiment: An Overview Of Methodology And Applications," Journal of Economic Surveys, Wiley Blackwell, vol. 34(3), pages 512-547, July.
    30. Yin Germaschewski & Jaroslav Horvath & Jiansheng Zhong, 2022. "Oral interventions in the foreign exchange market: evidence from Australia," Empirical Economics, Springer, vol. 62(6), pages 2713-2737, June.
    31. Marozzi, Armando, 2021. "The ECB's tracker: nowcasting the press conferences of the ECB," Working Paper Series 2609, European Central Bank.
    32. Guo, Junjie & Guo, Yumei & Miao, Shan & Pang, Xin, 2021. "An investigation of semantic similarity in PBOC’s communication on RMB volatility," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 441-455.
    33. Bernd Hayo & Kai Henseler & Marc Steffen Rapp & Johannes Zahner, 2020. "Complexity of ECB Communication and Financial Market Trading," MAGKS Papers on Economics 201919, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    34. Paweł Baranowski & Hamza Bennani & Wirginia Doryń, 2020. "Do ECB introductory statements help to predict monetary policy: evidence from tone analysis," NBP Working Papers 323, Narodowy Bank Polski.
    35. Callan Windsor, 2021. "The Intellectual Ideas Inside Central Banks: What'S Changed (Or Not) Since The Crisis?," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 539-565, April.
    36. Niţoi, Mihai & Pochea, Maria-Miruna & Radu, Ştefan-Constantin, 2023. "Unveiling the sentiment behind central bank narratives: A novel deep learning index," Journal of Behavioral and Experimental Finance, Elsevier, vol. 38(C).
    37. Donato Masciandaro & Oana Peia & Davide Romelli, 2022. "Central Bank Communication and Social Media: From Silence to Twitter," BAFFI CAREFIN Working Papers 22187, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    38. Fulop, Andras & Kocsis, Zalan, 2023. "News indices on country fundamentals," Journal of Banking & Finance, Elsevier, vol. 154(C).
    39. Justyna Klejdysz & Robin L. Lumsdaine, 2023. "Shifts in ECB Communication: A Textual Analysis of the Press Conference," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 473-542, June.
    40. Xuefan, Pan, 2023. "Analysing the response of U.S. financial market to the Federal Open Market Committee statements and minutes based on computational linguistic approaches," Warwick-Monash Economics Student Papers 43, Warwick Monash Economics Student Papers.
    41. Mikael Apel & Marianna Blix Grimaldi & Isaiah Hull, 2022. "How Much Information Do Monetary Policy Committees Disclose? Evidence from the FOMC's Minutes and Transcripts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1459-1490, August.
    42. Martin T. Bohl & Dimitrios Kanelis & Pierre L. Siklos, 2022. "How Central Bank Mandates Influence Content and Tone of Communication Over Time," CQE Working Papers 9622, Center for Quantitative Economics (CQE), University of Muenster.
    43. Möller, Rouven & Reichmann, Doron, 2021. "ECB language and stock returns – A textual analysis of ECB press conferences," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 590-604.
    44. Dimitrios Kanelis & Pierre L. Siklos, 2022. "Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era," CAMA Working Papers 2022-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    45. Youngjoon Lee & Soohyon Kim & Ki Young Park, 2018. "Deciphering Monetary Policy Committee Minutes with Text Mining Approach: A Case of South Korea," Working papers 2018rwp-132, Yonsei University, Yonsei Economics Research Institute.
    46. Eric Fischer & Rebecca McCaughrin & Saketh Prazad & Mark Vandergon, 2023. "Fed Transparency and Policy Expectation Errors: A Text Analysis Approach," Staff Reports 1081, Federal Reserve Bank of New York.
    47. Dooruj Rambaccussing & Craig Menzies & Andrzej Kwiatkowski, 2022. "Look who’s Talking: Individual Committee members’ impact on inflation expectations," Dundee Discussion Papers in Economics 305, Economic Studies, University of Dundee.
    48. Hugo Oriola & Matthieu Picault, 2023. "Opportunistic Political Central Bank Coverage: Does media coverage of ECB's Monetary Policy Impacts German Political Parties' Popularity?," EconomiX Working Papers 2023-30, University of Paris Nanterre, EconomiX.
    49. Carotta, Gianni & Mello, Miguel & Ponce, Jorge, 2023. "Monetary policy communication and inflation expectations: New evidence about tone and readability," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(3).
    50. Vyshnevskyi, Iegor & Jombo, Wytone & Sohn, Wook, 2024. "The clarity of monetary policy communication and financial market volatility in developing economies," Emerging Markets Review, Elsevier, vol. 59(C).
    51. Arnold Segawa, 2021. "Sentimental Outlook for the Monetary Policies of South African Reserve Bank," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 10(3), pages 37-56, July.
    52. Baranowski, Paweł & Doryń, Wirginia & Łyziak, Tomasz & Stanisławska, Ewa, 2021. "Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy," Economic Modelling, Elsevier, vol. 95(C), pages 49-67.
    53. Rokas Kaminskas & Modestas Stukas & Linas Jurksas, 2021. "ECB Communication: What Is It Telling Us?," Bank of Lithuania Discussion Paper Series 25, Bank of Lithuania.
    54. Peter Tillmann, 2020. "Financial Markets and Dissent in the ECB’s Governing Council," MAGKS Papers on Economics 202048, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    55. Bohl, Martin T. & Kanelis, Dimitrios & Siklos, Pierre L., 2023. "Central bank mandates: How differences can influence the content and tone of central bank communication," Journal of International Money and Finance, Elsevier, vol. 130(C).
    56. Baumgärtner, Martin & Zahner, Johannes, 2023. "Whatever it takes to understand a central banker: Embedding their words using neural networks," IMFS Working Paper Series 194, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    57. Linas Jurkšas & Rokas Kaminskas, 2023. "ECB monetary policy communication: does it move euro area yields?," Bank of Lithuania Discussion Paper Series 29, Bank of Lithuania.
    58. Valerio Astuti & Alessio Ciarlone & Alberto Coco, 2022. "The role of central bank communication in inflation-targeting Eastern European emerging economies," Temi di discussione (Economic working papers) 1381, Bank of Italy, Economic Research and International Relations Area.
    59. Cour-Thimann, Philippine & Jung, Alexander, 2021. "Interest-rate setting and communication at the ECB in its first twenty years," European Journal of Political Economy, Elsevier, vol. 70(C).
    60. Luca Alfieri & Mustafa Hakan Eratalay & Darya Lapitskaya & Rajesh Sharma, 2022. "THE EFFECTS OF THE ECB COMMUNICATIONS ON FINANCIAL MARKETS BEFORE AND DURING COVID-19 PANDEMICAbstract:The paper aims to estimate the effects of the European Central Bank communications on the sectora," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 140, Faculty of Economics and Business Administration, University of Tartu (Estonia).
    61. Firrell, Alastair & Reinold, Kate, 2020. "Uncertainty and voting on the Bank of England’s Monetary Policy Committee," Bank of England working papers 898, Bank of England.

Articles

  1. Matthieu Picault, 2017. "Pricing the ECB's forward guidance with the EONIA swap curve," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(2), pages 129-138, April.
    See citations under working paper version above.
  2. Picault, Matthieu & Renault, Thomas, 2017. "Words are not all created equal: A new measure of ECB communication," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 136-156.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (1) 2021-07-19. Author is listed
  2. NEP-EEC: European Economics (1) 2021-07-19. Author is listed
  3. NEP-MAC: Macroeconomics (1) 2021-07-19. Author is listed
  4. NEP-MON: Monetary Economics (1) 2021-07-19. Author is listed

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