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Ramdane Djoudad, Sr.

Personal Details

First Name:Ramdane
Middle Name:
Last Name:Djoudad
Suffix:Sr.
RePEc Short-ID:pdj5
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Affiliation

Employment and Social Development Canada
Government of Canada

Gatineau, Canada
http://www.esdc.gc.ca/
RePEc:edi:hrdgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Ramdane Djoudad & Étienne Bordeleau, 2013. "Méthodologie de construction de séries de taux de défaut pour l’industrie canadienne," Discussion Papers 13-2, Bank of Canada.
  2. Ramdane Djoudad, 2012. "A Framework to Assess Vulnerabilities Arising from Household Indebtedness Using Microdata," Discussion Papers 12-3, Bank of Canada.
  3. Ramdane Djoudad, 2009. "Simulations du ratio du service de la dette des consommateurs en utilisant des données micro," Staff Working Papers 09-18, Bank of Canada.
  4. Tracy Chan & Ramdane Djoudad & Jackson Loi, 2006. "Regime Shifts in the Indicator Properties of Narrow Money in Canada," Staff Working Papers 06-6, Bank of Canada.
  5. Ramdane Djoudad & Jack Selody & Carolyn A. Wilkins, 2005. "Does Financial Structure Matter for the Information Content of Financial Indicators?," Staff Working Papers 05-33, Bank of Canada.
  6. Ramdane Djoudad & Céline Gauthier, 2003. "A Small Dynamic Hybrid Model for the Euro Area," Staff Working Papers 03-19, Bank of Canada.
  7. Ramdane Djoudad & David Tessier, 2000. "Quelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis," Staff Working Papers 00-4, Bank of Canada.
  8. Zahir Antia & Ramdane Djoudad & Pierre St-Amant, 1999. "Canada’s Exchange Rate Regime and North American Economic Integration: The Role of Risk-Sharing Mechanisms," Staff Working Papers 99-17, Bank of Canada.

Articles

  1. Shubhasis Dey & Ramdane Djoudad & Yaz Terajima, 2008. "A Tool for Assessing Financial Vulnerabilities in the Household Sector," Bank of Canada Review, Bank of Canada, vol. 2008(Summer), pages 47-56.
  2. Tracy Chan & Ramdane Djoudad & Jackson Loi, 2005. "Changes in the Indicator Properties of Narrow Monetary Aggregates," Bank of Canada Review, Bank of Canada, vol. 2005(Summer), pages 3-10.

Chapters

  1. Ramdane Djoudad, 2011. "A framework to assess vulnerabilities arising from household indebtedness using microdata," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 151-168, Bank for International Settlements.

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. Ramdane Djoudad, 2012. "A Framework to Assess Vulnerabilities Arising from Household Indebtedness Using Microdata," Discussion Papers 12-3, Bank of Canada.

    Cited by:

    1. Funke, Michael & Sun, Rongrong & Zhu, Linxu, 2018. "The credit risk of Chinese households: A micro-level assessment," BOFIT Discussion Papers 12/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
    2. Mikus Arins & Nadezda Sinenko & Laura Laube, 2014. "Survey-Based Assessment of Household Borrowers' Financial Vulnerability," Discussion Papers 2014/01, Latvijas Banka.
    3. Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2012. "Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households," CEIS Research Paper 242, Tor Vergata University, CEIS, revised 18 Jul 2012.
    4. Gan-Ochir Doojav & Ariun-Erdene Bayarjargal, 2017. "Stress testing the household sector in Mongolia," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 24(2), pages 23-52, December.
    5. Gross, Marco & Población García, Francisco Javier, 2016. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Working Paper Series 1881, European Central Bank.
    6. Liaqat Ali & Muhammad Kamran Naqi Khan & Habib Ahmad, 2020. "Financial Fragility of Pakistani Household," Journal of Family and Economic Issues, Springer, vol. 41(3), pages 572-590, September.
    7. Nataliya Barasinska & Philipp Haenle & Anne Koban & Alexander Schmidt, 2023. "No Reason to Worry About German Mortgages? An Analysis of Macroeconomic and Individual Drivers of Credit Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(3), pages 369-399, December.
    8. Barasinska, Nataliya & Haenle, Philipp & Koban, Anne & Schmidt, Alexander, 2019. "Stress testing the German mortgage market," Discussion Papers 17/2019, Deutsche Bundesbank.
    9. Kirsten Abela & Ilias Georgakopoulus, 2022. "A stress testing framework for the Maltese household sector," CBM Working Papers WP/04/2022, Central Bank of Malta.
    10. Dimitrios Laliotis & Alejandro Buesa & Miha Leber & Javier Población, 2020. "An agent-based model for the assessment of LTV caps," Quantitative Finance, Taylor & Francis Journals, vol. 20(10), pages 1721-1748, October.
    11. Gaston Giordana & Michael Ziegelmeyer, 2017. "Household debt burden and financial vulnerability in Luxembourg," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
    12. Daisy J. Pacheco-Bernal & Santiago D. Segovia-Baquero & Ana M. Yaruro-Jaime, 2017. "Vulnerabilidades financieras de los hogares en Colombia," Borradores de Economia 1026, Banco de la Republica de Colombia.
    13. Giordana, Gastón & Ziegelmeyer, Michael, 2020. "Stress testing household balance sheets in Luxembourg," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 115-138.
    14. Tom Bilston & Robert Johnson & Matthew Read, 2015. "Stress Testing the Australian Household Sector Using the HILDA Survey," RBA Research Discussion Papers rdp2015-01, Reserve Bank of Australia.
    15. Gross, Marco & Población, Javier, 2017. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Economic Modelling, Elsevier, vol. 61(C), pages 510-528.
    16. Barasinska, Nataliya & Ludwig, Johannes & Vogel, Edgar, 2021. "The impact of borrower-based instruments on household vulnerability in Germany," Discussion Papers 20/2021, Deutsche Bundesbank.
    17. Céline Gauthier & Moez Souissi & Xuezhi Liu, 2014. "Introducing Funding Liquidity Risk in a Macro Stress-Testing Framework," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 105-142, December.

  2. Ramdane Djoudad, 2009. "Simulations du ratio du service de la dette des consommateurs en utilisant des données micro," Staff Working Papers 09-18, Bank of Canada.

    Cited by:

    1. Ramdane Djoudad, 2012. "A Framework to Assess Vulnerabilities Arising from Household Indebtedness Using Microdata," Discussion Papers 12-3, Bank of Canada.

  3. Tracy Chan & Ramdane Djoudad & Jackson Loi, 2006. "Regime Shifts in the Indicator Properties of Narrow Money in Canada," Staff Working Papers 06-6, Bank of Canada.

    Cited by:

    1. Maral Kichian, 2012. "Financial Conditions and the Money-Output Relationship in Canada," Staff Working Papers 12-33, Bank of Canada.

  4. Ramdane Djoudad & Jack Selody & Carolyn A. Wilkins, 2005. "Does Financial Structure Matter for the Information Content of Financial Indicators?," Staff Working Papers 05-33, Bank of Canada.

    Cited by:

    1. Greg Tkacz & Carolyn Wilkins, 2008. "Linear and threshold forecasts of output and inflation using stock and housing prices," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 131-151.
    2. Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2008. "The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach," Working Papers 0803, Brock University, Department of Economics.

  5. Ramdane Djoudad & Céline Gauthier, 2003. "A Small Dynamic Hybrid Model for the Euro Area," Staff Working Papers 03-19, Bank of Canada.

    Cited by:

    1. Dieppe, Alistair & Ortega, Eva & D'Agostino, Antonello & Karlsson, Tohmas & Benkovskis, Konstantins & Caivano, Michele & Hurtado, Samuel & Várnai, Tímea, 2011. "Assessing the sensitivity of inflation to economic activity," Working Paper Series 1357, European Central Bank.
    2. Moons, Cindy & Garretsen, Harry & van Aarle, Bas & Fornero, Jorge, 2007. "Monetary policy in the New-Keynesian model: An application to the Euro Area," Journal of Policy Modeling, Elsevier, vol. 29(6), pages 879-902.
    3. Florence Huart & Bas Van Aarle & Harry Garretsen, 2006. "Chocs et règles de politique économique en UEM," Economie & Prévision, La Documentation Française, vol. 0(2), pages 43-63.
    4. Luís, Pacheco, 2004. "Asset Prices and Monetary Policy in the Euro Area: a tentative model," MPRA Paper 6579, University Library of Munich, Germany.
    5. José Brandão de Brito, 2005. "SEAM: A Small-Scale Euro Area Model With Forward-Looking Elements," Working Papers w200501, Banco de Portugal, Economics and Research Department.
    6. Séverine Menguy, 2009. "Heterogeneity in Inflation Persistence and Monetary Policy in a Monetary Union," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 52(2), pages 121-141.

  6. Ramdane Djoudad & David Tessier, 2000. "Quelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis," Staff Working Papers 00-4, Bank of Canada.

    Cited by:

    1. Céline Gauthier & David Tessier, 2002. "Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence," Staff Working Papers 02-31, Bank of Canada.
    2. Illing, Mark & Liu, Ying, 2006. "Measuring financial stress in a developed country: An application to Canada," Journal of Financial Stability, Elsevier, vol. 2(3), pages 243-265, October.
    3. Mark Illing & Ying Liu, 2003. "An Index of Financial Stress for Canada," Staff Working Papers 03-14, Bank of Canada.
    4. David Dupuis & David Tessier, 2000. "Une analyse empirique du lien entre la productivité et le taux de change réel Canada-É-U," Staff Working Papers 00-22, Bank of Canada.

  7. Zahir Antia & Ramdane Djoudad & Pierre St-Amant, 1999. "Canada’s Exchange Rate Regime and North American Economic Integration: The Role of Risk-Sharing Mechanisms," Staff Working Papers 99-17, Bank of Canada.

    Cited by:

    1. Basher, Syed A. & Balli, Faruk & Louis, Rosmy, 2009. "Channels of risk-sharing among Canadian provinces: 1961–2006," MPRA Paper 17300, University Library of Munich, Germany.
    2. Shu-ki Tsang, 2002. "From "One Country, Two Systems" to Monetary Integration?," Working Papers 152002, Hong Kong Institute for Monetary Research.
    3. Verstegen, Loes & Meijdam, Lex, 2016. "The Effectiveness of a Fiscal Transfer Mechanism in a Monetary Union : A DSGE Model for the Euro Area," Other publications TiSEM 2963247d-7fe3-4b3a-80b5-c, Tilburg University, School of Economics and Management.
    4. Loes Verstegen & Lex Meijdam, 2016. "The Effectiveness of a Fiscal Transfer Mechanism in a Monetary Union: A DSGE Model for the Euro Area," EcoMod2016 9622, EcoMod.
    5. Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana Tchana, Fulbert, 2013. "Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes," MPRA Paper 44105, University Library of Munich, Germany.
    6. Jean Louis, Rosmy & Brown, Ryan & Balli, Faruk, 2011. "On the feasibility of monetary union: Does it make sense to look for shocks symmetry across countries when none of the countries constitutes an optimum currency area?," Economic Modelling, Elsevier, vol. 28(6), pages 2701-2718.
    7. Faruk Balli & Eleonora Pierucci & Jian Gan, 2020. "Determinants of risk sharing via exports: trade openness and specialisation," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 10(4), pages 380-397.
    8. Liliane Karlinger, 2002. "The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area," Staff Working Papers 02-35, Bank of Canada.
    9. Louis, Rosmy J & Brown, Ryan & Balli, Faruk, 2009. "Are Mortgage Rates Bubbling Up Trouble for Canadas Metropolitan Housing Sector?," MPRA Paper 17245, University Library of Munich, Germany.
    10. Eijffinger, Sylvester & Wagner, Wolf, 2010. "Incentive problems and the pattern of international risk sharing," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1206-1225, November.

Articles

  1. Shubhasis Dey & Ramdane Djoudad & Yaz Terajima, 2008. "A Tool for Assessing Financial Vulnerabilities in the Household Sector," Bank of Canada Review, Bank of Canada, vol. 2008(Summer), pages 47-56.

    Cited by:

    1. Jooyung Lee, 2015. "Development of statistics for aggregate household debt service ratio in Korea," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Assessing household financial positions in Asia, volume 40, Bank for International Settlements.
    2. Funke, Michael & Sun, Rongrong & Zhu, Linxu, 2018. "The credit risk of Chinese households: A micro-level assessment," BOFIT Discussion Papers 12/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
    3. Liaqat Ali & Muhammad Kamran Naqi Khan & Habib Ahmad, 2020. "Education of the Head and Financial Vulnerability of Households: Evidence from a Household’s Survey Data in Pakistan," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 147(2), pages 439-463, January.
    4. James MacGee, 2012. "The Rise in Consumer Credit and Bankruptcy: Cause for Concern?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 346, April.
    5. Liaqat Ali & Muhammad Kamran Naqi Khan & Habib Ahmad, 2020. "Financial Fragility of Pakistani Household," Journal of Family and Economic Issues, Springer, vol. 41(3), pages 572-590, September.
    6. Nataliya Barasinska & Philipp Haenle & Anne Koban & Alexander Schmidt, 2023. "No Reason to Worry About German Mortgages? An Analysis of Macroeconomic and Individual Drivers of Credit Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(3), pages 369-399, December.
    7. Żochowski, Dawid & Ampudia, Miguel & van Vlokhoven, Has, 2014. "Financial fragility of euro area households," Working Paper Series 1737, European Central Bank.
    8. Ashley Dunstan & Hayden Skilling, 2015. "Vulnerability of new mortgage borrowers prior to the introduction of the LVR speed limit: Insights from the Household Economic Survey," Reserve Bank of New Zealand Analytical Notes series AN2015/02, Reserve Bank of New Zealand.
    9. Barasinska, Nataliya & Haenle, Philipp & Koban, Anne & Schmidt, Alexander, 2019. "Stress testing the German mortgage market," Discussion Papers 17/2019, Deutsche Bundesbank.
    10. Lei He & Shuyi Zhou, 2022. "Household Financial Vulnerability to Income and Medical Expenditure Shocks: Measurement and Determinants," IJERPH, MDPI, vol. 19(8), pages 1-17, April.
    11. Ramdane Djoudad, 2012. "A Framework to Assess Vulnerabilities Arising from Household Indebtedness Using Microdata," Discussion Papers 12-3, Bank of Canada.
    12. Lemus, Antonio & Pulgar, Carlos, 2021. "Households’ Debt Thresholds: A Market Aspects Approach," MPRA Paper 106958, University Library of Munich, Germany.
    13. Rodrigo Cifuentes & Felipe Martínez, 2020. "Over-indebtedness in Households: Measurement and Determinants," Working Papers Central Bank of Chile 869, Central Bank of Chile.
    14. Cifuentes, Rodrigo & Margaretic, Paula & Saavedra, Trinidad, 2020. "Measuring households' financial vulnerabilities from consumer debt: Evidence from Chile," Emerging Markets Review, Elsevier, vol. 43(C).
    15. Felipe Martínez & Rodrigo Cifuentes & Carlos Madeira & Rubén Poblete-Cazenave, 2013. "Measurement of Household Financial Risk with the Survey of Household Finances," Working Papers Central Bank of Chile 682, Central Bank of Chile.
    16. Kartashova, Katya & Tomlin, Ben, 2017. "House prices, consumption and the role of non-Mortgage debt," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 121-134.
    17. Kim, Young Il & Kim, Hyoung Chan & Yoo, Joo Hee, 2016. "Household Over-indebtedness and Financial Vulnerability in Korea: Evidence from Credit Bureau Data," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 38(3), pages 53-77.
    18. Hosung Jung & Hyun Hak Kim, 2020. "Default Probability by Employment Status in South Korea," Asian Economic Papers, MIT Press, vol. 19(3), pages 62-84, Fall.
    19. Piotr Bialowolski & Dorota Weziak-Bialowolska, 2014. "The Index of Household Financial Condition, Combining Subjective and Objective Indicators: An Appraisal of Italian Households," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 118(1), pages 365-385, August.
    20. Nicolae Dardac & Iustina Boitan, 2009. "The Impact Of Household Sector Risks To The Soundness Of The Romanian Banking System," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 1-59.
    21. Piotr Bialowolski & Dorota Weziak-Bialowolska & Eileen McNeely, 2021. "The Role of Financial Fragility and Financial Control for Well-Being," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 155(3), pages 1137-1157, June.

  2. Tracy Chan & Ramdane Djoudad & Jackson Loi, 2005. "Changes in the Indicator Properties of Narrow Monetary Aggregates," Bank of Canada Review, Bank of Canada, vol. 2005(Summer), pages 3-10.

    Cited by:

    1. Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2012. "Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy," Applied Economics, Taylor & Francis Journals, vol. 44(30), pages 3965-3985, October.

Chapters

  1. Ramdane Djoudad, 2011. "A framework to assess vulnerabilities arising from household indebtedness using microdata," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 151-168, Bank for International Settlements. See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers 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-BAN: Banking (2) 2012-03-21 2013-03-23
  2. NEP-FMK: Financial Markets (2) 2000-07-03 2005-11-19
  3. NEP-MAC: Macroeconomics (2) 2005-11-19 2006-06-24
  4. NEP-MON: Monetary Economics (2) 2005-11-19 2006-06-24
  5. NEP-BEC: Business Economics (1) 2005-11-19
  6. NEP-CBA: Central Banking (1) 2006-06-24
  7. NEP-HIS: Business, Economic and Financial History (1) 2013-03-23
  8. NEP-URE: Urban and Real Estate Economics (1) 2009-06-10

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