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Romain Legrand

Personal Details

First Name:Romain
Middle Name:
Last Name:Legrand
RePEc Short-ID:ple1017


ESSEC Business School

Cergy-Pontoise, France


BP 50105, 95021 Cergy-Pontoise
RePEc:edi:essecfr (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Legrand, Romain, 2018. "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper 88925, University Library of Munich, Germany.
  2. Dieppe, Alistair & van Roye, Björn & Legrand, Romain, 2016. "The BEAR toolbox," Working Paper Series 1934, European Central Bank.


  1. Legrand, Romain, 2014. "Euro introduction: Has there been a structural change? Study on 10 European Union countries," Economic Modelling, Elsevier, vol. 40(C), pages 136-151.
  2. Romain Legrand, 2012. "L'effet dynamique des chocs d'offre et de demande agrégés. Une étude sur le cas allemand," Revue économique, Presses de Sciences-Po, vol. 63(1), pages 129-155.


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. Dieppe, Alistair & van Roye, Björn & Legrand, Romain, 2016. "The BEAR toolbox," Working Paper Series 1934, European Central Bank.

    Cited by:

    1. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
    2. Georgios Magkonis & Simon Rudkin, 2019. "Does Trilemma Speak Chinese?," Working Papers in Economics & Finance 2019-01, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
    3. Erzsébet Éva Nagy & Veronika Tengely, 2018. "The external and domestic drivers of inflation: the case study of Hungary," BIS Papers chapters,in: Bank for International Settlements (ed.), Globalisation and deglobalisation, volume 100, pages 149-172 Bank for International Settlements.
    4. Ambrocio, Gene, 2017. "The real effects of overconfidence and fundamental uncertainty shocks," Research Discussion Papers 37, Bank of Finland.
    5. Malgorzata Skibinska, 2017. "Transmission of monetary policy and exchange rate shocks under foreign currency lending," Working Papers 2017-027, Warsaw School of Economics, Collegium of Economic Analysis.
    6. Lozej, Matija & Onorante, Luca & Rannenberg, Ansgar, 2018. "Countercyclical capital regulation in a small open economy DSGE model," Working Paper Series 2144, European Central Bank.
    7. Marcin Kolasa & Michał Rubaszek, 2018. "Does the foreign sector help forecast domestic variables in DSGE models?," NBP Working Papers 282, Narodowy Bank Polski, Economic Research Department.
    8. Julius Stakenas, 2018. "Slicing up inflation: analysis and forecasting of Lithuanian inflation components," Bank of Lithuania Working Paper Series 56, Bank of Lithuania.
    9. Blattner, Tobias Sebastian & Joyce, Michael A. S., 2016. "Net debt supply shocks in the euro area and the implications for QE," Working Paper Series 1957, European Central Bank.
    10. Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016. "Exchange rate forecasting with DSGE models," Working Paper Series 1905, European Central Bank.
    11. Iñaki Aldasoro & Robert Unger, 2017. "External financing and economic activity in the euro area - why are bank loans special?," BIS Working Papers 622, Bank for International Settlements.
    12. Cristina Manteu & Sara Serra, 2017. "Impact of uncertainty measures on the Portuguese economy," Working Papers w201709, Banco de Portugal, Economics and Research Department.
    13. Ciccarelli, Matteo & Osbat, Chiara, 2017. "Low inflation in the euro area: Causes and consequences," Occasional Paper Series 181, European Central Bank.
    14. Bańbura, Marta & Albani, Maria & Ambrocio, Gene & Bursian, Dirk & Buss, Ginters & de Winter, Jasper & Gavura, Miroslav & Giordano, Claire & Júlio, Paulo & Le Roux, Julien & Lozej, Matija & Malthe-Thag, 2018. "Business investment in EU countries," Occasional Paper Series 215, European Central Bank.
    15. Iván Kataryniuk & Jaime Martínez-Martín, 2017. "TFP growth and commodity prices in emerging economies," Working Papers 1711, Banco de España;Working Papers Homepage.
    16. Comunale, Mariarosaria, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Working Paper Series 2026, European Central Bank.
    17. Cristina Manteu & Sara Serra, 2017. "Impact of uncertainty measures on the Portuguese economy," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    18. Moder, Isabella, 2017. "Spillovers from the ECB's non-standard monetary policy measures on south-eastern Europe," Working Paper Series 2095, European Central Bank.
    19. Georgios Magkonis & Anastasia Theofilakou, 2019. "Transmission of sectoral debt shocks in OECD countries: Evidence from the income channel," Working Papers in Economics & Finance 2019-02, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
    20. Michal Franta, 2018. "The Likelihood of Effective Lower Bound Events," Working Papers 2018/3, Czech National Bank, Research Department.
    21. Michal Franta & Tomas Holub & Branislav Saxa, 2018. "Balance Sheet Implications of the Czech National Bank's Exchange Rate Commitment," Working Papers 2018/10, Czech National Bank, Research Department.
    22. Gary Koop & Stuart McIntyre & James Mitchell, 2018. "UK regional nowcasting using a mixed frequency vector autoregressive model," Working Papers 1805, University of Strathclyde Business School, Department of Economics.
    23. Reuben Ellul, 2018. "Forecasting unemployment rates in Malta: A labour market flows approach," CBM Working Papers WP/03/2018, Central Bank of Malta.


    Sorry, no citations of articles recorded.

More information

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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 2 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-ECM: Econometrics (1) 2018-10-08. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2018-10-08. Author is listed
  3. NEP-MAC: Macroeconomics (1) 2018-10-08. Author is listed
  4. NEP-ORE: Operations Research (1) 2018-10-08. Author is listed


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