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Guillaume Roussellet

This is information that was supplied by Guillaume Roussellet in registering through RePEc. If you are Guillaume Roussellet , 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.

Personal Details

First Name:Guillaume
Middle Name:
Last Name:Roussellet
RePEc Short-ID:pro836
Postal Address:
Location: New York City, New York (United States)
Phone: (212) 998-0100
Postal: 44 West Fourth Street, New York, NY 10012
Handle: RePEc:edi:fdnyuus (more details at EDIRC)
Location: New York City, New York (United States)
Phone: (212) 998-0100
Postal: (212) 998-0100
Handle: RePEc:edi:vinyuus (more details at EDIRC)
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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. 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. Agnès Bénassy-Quéré & Guillaume Roussellet, 2012. "Fiscal Sustainability in the Presence of Systemic Banks : the Case of EU Countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00755705, HAL.
  1. Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2015. "A Quadratic Kalman Filter," Journal of Econometrics, Elsevier, vol. 187(1), pages 43-56.
  2. Agnès Bénassy-Quéré & Guillaume Roussellet, 2014. "Fiscal sustainability in the presence of systemic banks: the case of EU countries," International Tax and Public Finance, Springer, vol. 21(3), pages 436-467, June.
  1. Roussellet, Guillaume, 2015. "Non-Negativity, Zero Lower Bound and Affine Interest Rate Models," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/15295 edited by Monfort, Alain, November.
8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2012-12-06
  2. NEP-BAN: Banking (5) 2012-03-14 2012-12-06 2012-12-10 2013-03-30 2013-10-11. Author is listed
  3. NEP-CBA: Central Banking (4) 2012-12-06 2012-12-10 2013-03-30 2013-06-09. Author is listed
  4. NEP-ECM: Econometrics (1) 2014-06-22
  5. NEP-EEC: European Economics (3) 2012-03-14 2012-12-06 2013-03-30. Author is listed
  6. NEP-ETS: Econometric Time Series (1) 2014-06-22
  7. NEP-FMK: Financial Markets (1) 2013-10-11
  8. NEP-MAC: Macroeconomics (2) 2013-10-11 2015-06-20. Author is listed
  9. NEP-MON: Monetary Economics (1) 2013-10-11
  10. NEP-ORE: Operations Research (1) 2014-06-22
  11. NEP-PBE: Public Economics (1) 2012-12-06
  12. NEP-RMG: Risk Management (2) 2012-12-06 2012-12-10. Author is listed

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