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Jean-Paul Renne

This is information that was supplied by Jean-Paul Renne in registering through RePEc. If you are Jean-Paul Renne , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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First Name:Jean-Paul
Middle Name:
Last Name:Renne
RePEc Short-ID:pre174
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  1. A. Monfort & F. Pegoraro & J.-P. Renne & G. Roussellet, 2015. "Staying at Zero with Affine Processes: An Application to Term Structure Modelling," Working papers 558, Banque de France.
  2. Monfort, A. & Renne, J.-P. & Roussellet, G., 2014. "A Quadratic Kalman Filter," Working papers 486, Banque de France.
  3. 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.
  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. 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.
  7. Renne, J-P., 2012. "A model of the euro-area yield curve with discrete policy rates," Working papers 395, Banque de France.
  8. Monfort, A. & Renne, J-P., 2011. "Credit and liquidity risks in euro area sovereign yield curves," Working papers 352, Banque de France.
  9. 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.
  10. Alain Monfort & Jean-Paul Renne, 2010. "Default, Liquidity and Crises : An Econometric Framework," Working Papers 2010-46, Centre de Recherche en Economie et Statistique.
  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. 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.
  13. 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.
  14. 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.
  15. Mésonnier, J-S. & Renne, J-P., 2004. "Règle de Taylor et politique monétaire dans la zone euro," Working papers 117, Banque de France.
  16. Mésonnier, J-S. & Renne, J-P., 2004. "A Time-Varying Natural Rate for the Euro Area," Working papers 115, Banque de France.
  17. 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. Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2015. "A Quadratic Kalman Filter," Journal of Econometrics, Elsevier, vol. 187(1), pages 43-56.
  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. "Using Policy Intervention To Identify Financial Stress: Comment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 73-73, 01.
  4. Christian Gourieroux & Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne, 2014. "Regime Switching and Bond Pricing," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(2), pages 237-277.
  5. Alain Monfort & Jean-Paul Renne, 2014. "Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks," Review of Finance, European Finance Association, vol. 18(6), pages 2103-2151.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Jean-Paul Renne & Maylis Coupet, 2008. "Réformes fiscales dans un modèle DSGE France en économie ouverte," Économie et Prévision, Programme National Persée, vol. 183(2), pages 199-222.
  11. 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.
  12. 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.
  13. Jean-Paul Renne & Romain Bouis, 2006. "Caractéristiques des marchés du travail dans les pays de l'OCDE," Économie et Prévision, Programme National Persée, vol. 173(2), pages 171-178.
    RePEc:bfr:bullbf:2012:188:02 is not listed on IDEAS
  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, April.
14 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 (10) 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 2015-06-20. 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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