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Guillaume Roussellet


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Personal Details

First Name: Guillaume
Middle Name:
Last Name: Roussellet

RePEc Short-ID: pro836

Postal Address:


(47%) Banque de France
Location: Paris, France
Postal: B.P. 140-01 75049 Paris Cedex 01
Handle: RePEc:edi:bdfgvfr (more details at EDIRC)
(47%) Centre de Recherche en Économie et Statistique (CREST)
Groupe des Écoles Nationales d'Économie et Statistique (GENES)
Location: Paris, France
Phone: 01 41 17 60 81
Postal: 15 Boulevard Gabriel Peri 92245 Malakoff Cedex
Handle: RePEc:edi:crestfr (more details at EDIRC)
(6%) Centre de Recherches en Mathématiques de la Décision (CEREMADE)
Université Paris-Dauphine (Paris IX)
Location: Paris, France
Postal: Place du Maréchal de Lattre de Tassigny, 75775 Paris cédex 16
Handle: RePEc:edi:cerp9fr (more details at EDIRC)


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Working papers

  1. Monfort, A. & Renne, J.-P. & Roussellet, G., 2014. "A Quadratic Kalman Filter," Working papers, Banque de France 486, Banque de France.
  2. Dubecq, S. & Monfort, A. & Renne, J-P. & Roussellet, G., 2013. "Credit and Liquidity in Interbank Rates: a Quadratic Approach," Working papers, Banque de France 446, Banque de France.
  3. Agnès Bénassy-Quéré & Guillaume Roussellet, 2012. "Fiscal Sustainability in the Presence of Systemic Banks : the Case of EU Countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00755705, HAL.
  4. Agnès Bénassy-Quéré & Guillaume Roussellet, 2012. "Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries," PSE - G-MOND WORKING PAPERS hal-00962455, HAL.


  1. Agnès Bénassy-Quéré & Guillaume Roussellet, 2014. "Fiscal sustainability in the presence of systemic banks: the case of EU countries," International Tax and Public Finance, Springer, Springer, vol. 21(3), pages 436-467, June.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2012-12-06
  2. NEP-BAN: Banking (5) 2012-03-14 2012-12-06 2012-12-10 2013-03-30 2013-10-11. Author is listed
  3. NEP-CBA: Central Banking (4) 2012-12-06 2012-12-10 2013-03-30 2013-06-09. Author is listed
  4. NEP-ECM: Econometrics (1) 2014-06-22
  5. NEP-EEC: European Economics (3) 2012-03-14 2012-12-06 2013-03-30. Author is listed
  6. NEP-ETS: Econometric Time Series (1) 2014-06-22
  7. NEP-FMK: Financial Markets (1) 2013-10-11
  8. NEP-MAC: Macroeconomics (1) 2013-10-11
  9. NEP-MON: Monetary Economics (1) 2013-10-11
  10. NEP-ORE: Operations Research (1) 2014-06-22
  11. NEP-PBE: Public Economics (1) 2012-12-06
  12. NEP-RMG: Risk Management (2) 2012-12-06 2012-12-10. Author is listed


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