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Jean-Paul Renne

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Personal Details

First Name:Jean-Paul
Middle Name:
Last Name:Renne
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RePEc Short-ID:pre174
Email:[This author has chosen not to make the email address public]
Homepage:https://sites.google.com/site/jeanpaulrenne/home
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Location: Paris, France
Homepage: http://www.banque-france.fr/
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Postal: B.P. 140-01 75049 Paris Cedex 01
Handle: RePEc:edi:bdfgvfr (more details at EDIRC)
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  1. Monfort, A. & Renne, J.-P. & Roussellet, G., 2014. "A Quadratic Kalman Filter," Working papers 486, Banque de France.
  2. Romain Bouis & Łukasz Rawdanowicz & Jean-Paul Renne & Shingo Watanabe & Ane Kathrine Christensen, 2013. "The Effectiveness of Monetary Policy since the Onset of the Financial Crisis," OECD Economics Department Working Papers 1081, OECD Publishing.
  3. Dubecq, S. & Monfort, A. & Renne, J-P. & Roussellet, G., 2013. "Credit and Liquidity in Interbank Rates: a Quadratic Approach," Working papers 446, Banque de France.
  4. Gouriéroux, C. & Monfort, A. & Pegoraro, F. & Renne, J-P., 2013. "Regime Switching and Bond Pricing," Working papers 456, Banque de France.
  5. Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2013. "Pricing Default Events : Surprise, Exogeneity and Contagion," Working Papers 2013-03, Centre de Recherche en Economie et Statistique.
  6. Renne, J-P., 2012. "A model of the euro-area yield curve with discrete policy rates," Working papers 395, Banque de France.
  7. Monfort, A. & Renne, J-P., 2011. "Credit and liquidity risks in euro area sovereign yield curves," Working papers 352, Banque de France.
  8. Borgy, V. & Laubach, T. & Mésonnier, J-S. & Renne, J-P., 2011. "Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets," Working papers 350, Banque de France.
  9. Alain Monfort & Jean-Paul Renne, 2010. "Default, Liquidity and Crises : An Econometric Framework," Working Papers 2010-46, Centre de Recherche en Economie et Statistique.
  10. Borgy, V. & Clerc, L. & Renne, J-P., 2009. "Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation?," Working papers 263, Banque de France.
  11. Renne, J-P., 2009. "Frequency-domain analysis of debt service in a macro-finance model for the euro area," Working papers 261, Banque de France.
  12. Mésonnier, J-S. & Renne, J-P., 2007. "Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy?," Working papers 175, Banque de France.
  13. Mésonnier, J-S. & Renne, J-P., 2004. "A Time-Varying Natural Rate for the Euro Area," Working papers 115, Banque de France.
  14. Mésonnier, J-S. & Renne, J-P., 2004. "Règle de Taylor et politique monétaire dans la zone euro," Working papers 117, Banque de France.
  15. Jean-Stephane Mesonnier & Jean-Paul Renne, 2004. "A Time Varying Natural Rate of Interest for the Euro Area," Money Macro and Finance (MMF) Research Group Conference 2004 42, Money Macro and Finance Research Group.
  16. Monfort, Alain & Renne, Jean-Paul & Rüffer, Rasmus & Vitale, Giovanni, 2003. "Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects," CEPR Discussion Papers 4119, C.E.P.R. Discussion Papers.
  1. Borgy, Vladimir & Clerc, Laurent & Renne, Jean-Paul, 2014. "Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 132-150.
  2. Gouriéroux, C. & Monfort, A. & Renne, J.P., 2014. "Pricing default events: Surprise, exogeneity and contagion," Journal of Econometrics, Elsevier, vol. 182(2), pages 397-411.
  3. Jean‐Paul Renne, 2014. "Pricing Sovereign Bond Risk In The Emu Area: An Empirical Investigation: Comment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 57-58, 01.
  4. Jean‐Paul Renne, 2014. "Using Policy Intervention To Identify Financial Stress: Comment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 73-73, 01.
  5. Alain Monfort & Jean-Paul Renne, 2013. "Default, Liquidity, and Crises: an Econometric Framework," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 11(2), pages 221-262, March.
  6. A. Bernales. & J-P. Renne., 2012. "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," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 25, pages 81-84, Sring.
  7. Bernales, A. & Renne, J-P., 2012. "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," Bulletin de la Banque de France, Banque de France, issue 188, pages 9-12.
  8. Maylis Coupet & Jean-Paul Renne, 2008. "Réformes fiscales dans un modèle DSGE France en économie ouverte," Économie et Prévision, Programme National Persée, vol. 183(2), pages 199-222.
  9. Jean-Paul Renne, 2007. "Quelles sont les parts cyclique et structurelle du chômage en France ?," Économie et Prévision, Programme National Persée, vol. 177(1), pages 129-136.
  10. Mesonnier, Jean-Stephane & Renne, Jean-Paul, 2007. "A time-varying "natural" rate of interest for the euro area," European Economic Review, Elsevier, vol. 51(7), pages 1768-1784, October.
  11. Romain Bouis & Jean-Paul Renne, 2006. "Caractéristiques des marchés du travail dans les pays de l'OCDE," Économie et Prévision, Programme National Persée, vol. 173(2), pages 171-178.
  1. Renne, Jean-Paul, 2013. "Regime switching in bond yield and spread dynamics," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/13651 edited by Monfort, Alain, September.
13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (5) 2011-08-29 2011-12-13 2013-06-04 2013-10-11 2013-10-25. Author is listed
  2. NEP-CBA: Central Banking (4) 2011-11-14 2011-12-13 2012-05-22 2013-08-23. Author is listed
  3. NEP-ECM: Econometrics (2) 2011-08-29 2014-06-22
  4. NEP-EEC: European Economics (4) 2011-11-14 2011-12-13 2012-05-22 2012-09-09. Author is listed
  5. NEP-ETS: Econometric Time Series (1) 2014-06-22
  6. NEP-FMK: Financial Markets (4) 2011-11-14 2012-09-09 2013-10-11 2013-10-25. Author is listed
  7. NEP-IAS: Insurance Economics (1) 2011-12-13
  8. NEP-MAC: Macroeconomics (9) 2004-02-29 2011-08-29 2011-12-13 2012-05-22 2012-09-09 2013-08-23 2013-10-11 2013-10-25 2013-10-25. Author is listed
  9. NEP-MON: Monetary Economics (3) 2004-09-30 2012-09-09 2013-10-11
  10. NEP-ORE: Operations Research (2) 2013-10-25 2014-06-22
  11. NEP-RMG: Risk Management (3) 2011-08-29 2013-06-04 2013-10-25

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