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Magali Marx

Personal Details

First Name:Magali
Middle Name:
Last Name:Marx
Suffix:
RePEc Short-ID:pma1166

Affiliation

Banque de France

Paris, France
http://www.banque-france.fr/

:

B.P. 140-01 75049 Paris Cedex 01
RePEc:edi:bdfgvfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Marx, Magali & Mojon, Benoit & Velde, Francois R., 2018. "Why Have Interest Rates Fallen Far Below the Return on Capital," Working Paper Series WP-2018-1, Federal Reserve Bank of Chicago.
  2. C. Thubin & T. Ferrière & E. Monnet & M. Marx & V. Oung, 2016. "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers 596, Banque de France.
  3. Francois Velde & Benoït Mojon & Magali Marx, 2016. "Why are real interest rates so low?," 2016 Meeting Papers 1581, Society for Economic Dynamics.
  4. Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," Sciences Po publications 2016-07, Sciences Po.
  5. Jean Barthélemy & Magali Marx, 2012. "Generalizing the Taylor Principle: New Comment," Sciences Po publications 403, Sciences Po.
  6. Jean Barthélemy & Magali Marx, 2012. "Solving Rational Expectations Models," Sciences Po publications info:hdl:2441/3ug0u3qte39, Sciences Po.
  7. Jean Barthélemy & Magali Marx, 2012. "L’impact de l’évolution des taux souverains sur les conditions de financement des économies française, espagnole et italienne," Sciences Po publications info:hdl:2441/221ohqlf1l8, Sciences Po.
  8. Barthélemy, J. & Marx, M., 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working papers 347, Banque de France.
  9. Barthélemy, J. & Marx, M. & Poissonnier, A., 2009. "Trends and Cycles : an Historical Review of the Euro Area," Working papers 258, Banque de France.
  10. Barthélemy, J. & Clerc L. & Marx, M., 2008. "A Two-Pillar DSGE Monetary Policy Model for the Euro Area," Working papers 219, Banque de France.

Articles

  1. M. Marx & B. Nguyen & J.-G. Sahuc, 2016. "Monetary policy measures in the euro area and their effects since 2014," Rue de la Banque, Banque de France, issue 32, october..
  2. Barthélemy, J. & Marx, M., 2012. "L’impact de l’évolution des taux souverains sur les conditions de financement des économies française, espagnole et italienne," Bulletin de la Banque de France, Banque de France, issue 188, pages 1-8.
  3. Barthélemy, Jean & Clerc, Laurent & Marx, Magali, 2011. "A two-pillar DSGE monetary policy model for the euro area," Economic Modelling, Elsevier, vol. 28(3), pages 1303-1316, May.

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. Marx, Magali & Mojon, Benoit & Velde, Francois R., 2018. "Why Have Interest Rates Fallen Far Below the Return on Capital," Working Paper Series WP-2018-1, Federal Reserve Bank of Chicago.

    Cited by:

    1. Bassetto, Marco & Cui, Wei, 2017. "The Fiscal Theory of the Price Level in a World of Low Interest Rates," Working Paper Series WP-2017-25, Federal Reserve Bank of Chicago.
    2. Claudio Borio & Piti Disyatat & Mikael Juselius & Phurichai Rungcharoenkitkul, 2017. "Why so low for so long? A long-term view of real interest rates," BIS Working Papers 685, Bank for International Settlements.

  2. C. Thubin & T. Ferrière & E. Monnet & M. Marx & V. Oung, 2016. "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers 596, Banque de France.

    Cited by:

    1. E. Monnet & C. Thubin, 2017. "Construction crises and business cycle: consequences for GDP forecasts," Rue de la Banque, Banque de France, issue 39, february..

  3. Francois Velde & Benoït Mojon & Magali Marx, 2016. "Why are real interest rates so low?," 2016 Meeting Papers 1581, Society for Economic Dynamics.

    Cited by:

    1. Ferrero, Giuseppe & Gross, Marco & Neri, Stefano, 2017. "On secular stagnation and low interest rates: demography matters," Working Paper Series 2088, European Central Bank.

  4. Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," Sciences Po publications 2016-07, Sciences Po.

    Cited by:

    1. Andrei A. Sirchenko, 2017. "An endogenous regime-switching model of ordered choice with an application to federal funds rate target," 2017 Papers psi424, Job Market Papers.
    2. Yoosoon Chang & Boreum Kwak, 2017. "U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules," Caepr Working Papers 2017-016 Classification- , Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.

  5. Jean Barthélemy & Magali Marx, 2012. "Generalizing the Taylor Principle: New Comment," Sciences Po publications 403, Sciences Po.

    Cited by:

    1. Alexander W. Richter & Nathaniel A. Throckmorton, 2013. "The Zero Lower Bound: Frequency, Duration, and Determinacy," Auburn Economics Working Paper Series auwp2013-16, Department of Economics, Auburn University.
    2. Barthélemy, Jean & Marx, Magali, 2017. "Solving endogenous regime switching models," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 1-25.
    3. Magali Marx & Jean Barthelemy, 2013. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," 2013 Meeting Papers 576, Society for Economic Dynamics.

  6. Jean Barthélemy & Magali Marx, 2012. "Solving Rational Expectations Models," Sciences Po publications info:hdl:2441/3ug0u3qte39, Sciences Po.

    Cited by:

    1. Alexander W. Richter & Nathaniel A. Throckmorton, 2013. "The Zero Lower Bound: Frequency, Duration, and Determinacy," Auburn Economics Working Paper Series auwp2013-16, Department of Economics, Auburn University.
    2. Marian Vavra, 2013. "Testing for linear and Markov switching DSGE models," Working and Discussion Papers WP 3/2013, Research Department, National Bank of Slovakia.

  7. Barthélemy, J. & Marx, M., 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working papers 347, Banque de France.

    Cited by:

    1. Jean Barthélemy & Magali Marx, 2012. "Generalizing the Taylor Principle: New Comment," Sciences Po publications 403, Sciences Po.
    2. Junior Maih, 2015. "Efficient perturbation methods for solving regime-switching DSGE models," Working Paper 2015/01, Norges Bank.
    3. Lhuissier, Stéphane & Zabelina, Margarita, 2015. "On the stability of Calvo-style price-setting behavior," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 77-95.
    4. Holden, Tom D., 2017. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 144570, ZBW - German National Library of Economics.
    5. Jean Barthélemy & Magali Marx, 2012. "Solving Rational Expectations Models," Sciences Po publications info:hdl:2441/3ug0u3qte39, Sciences Po.

  8. Barthélemy, J. & Marx, M. & Poissonnier, A., 2009. "Trends and Cycles : an Historical Review of the Euro Area," Working papers 258, Banque de France.

    Cited by:

    1. Vincent Vicard & Emmanuelle Lavallée, 2013. "National borders matter...where one draws the lines too," Post-Print hal-01548193, HAL.
    2. Jean Barthélemy & Guillaume Cléaud, 2011. "Global Imbalances and Imported Disinflation in the Euro Area," Sciences Po publications 329, Sciences Po.

  9. Barthélemy, J. & Clerc L. & Marx, M., 2008. "A Two-Pillar DSGE Monetary Policy Model for the Euro Area," Working papers 219, Banque de France.

    Cited by:

    1. Benchimol, Jonathan & Fourçans, André, 2009. "Money in a DSGE framework with an application to the Euro Zone," ESSEC Working Papers DR 09005, ESSEC Research Center, ESSEC Business School.
    2. Fabio Canova & Tobias Menz, 2009. "Does money matter in shaping domestic business cycles? An international investigation (with appendices)," Economics Working Papers 1242, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2010.
    3. Benchimol, Jonathan, 2014. "Risk aversion in the Eurozone," Research in Economics, Elsevier, vol. 68(1), pages 39-56.
    4. Jonathan Benchimol, 2016. "Money and monetary policy in Israel during the last decade," Post-Print hal-01272174, HAL.
    5. Franz Seitz & Markus A. Schmidt, 2014. "Money In Modern Macro Models: A Review of the Arguments," Journal of Reviews on Global Economics, Lifescience Global, vol. 3, pages 156-174.
    6. Meixing DAI, 2010. "Financial market imperfections and monetary policy strategy," Working Papers of BETA 2010-19, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    7. Philip Arestis & Georgios Chortareas & John D. Tsoukalas, "undated". "Money and Information in a New Neoclassical Synthesis Framework," Discussion Papers 10/01, University of Nottingham, School of Economics.
    8. Fabio Canova & Tobias Menz, 2011. "Does Money Matter in Shaping Domestic Business Cycles? An International Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 577-607, June.
    9. Rhee, Hyuk-jae & Turdaliev, Nurlan, 2012. "Optimal monetary policy in a small open economy with inflation and output persistence," Economic Modelling, Elsevier, vol. 29(6), pages 2533-2542.

Articles

  1. M. Marx & B. Nguyen & J.-G. Sahuc, 2016. "Monetary policy measures in the euro area and their effects since 2014," Rue de la Banque, Banque de France, issue 32, october..

    Cited by:

    1. V. Legroux & I. Rahmouni-Rousseau & U. Szczerbowicz & N. Valla, 2018. "Stabilising virtues of central banks: (re)matching bank liquidity," Working papers 667, Banque de France.

  2. Barthélemy, Jean & Clerc, Laurent & Marx, Magali, 2011. "A two-pillar DSGE monetary policy model for the euro area," Economic Modelling, Elsevier, vol. 28(3), pages 1303-1316, May.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 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-MAC: Macroeconomics (5) 2009-12-19 2011-11-07 2016-06-25 2017-06-25 2018-03-05. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (3) 2009-12-19 2011-11-07 2018-03-05
  3. NEP-CBA: Central Banking (2) 2009-12-19 2011-11-07
  4. NEP-ORE: Operations Research (2) 2011-11-07 2017-06-25
  5. NEP-EEC: European Economics (1) 2009-12-19
  6. NEP-FOR: Forecasting (1) 2016-06-25
  7. NEP-MON: Monetary Economics (1) 2011-11-07
  8. NEP-NET: Network Economics (1) 2016-06-25

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