Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Stock prices and monetary policy shocks: A general equilibrium approach.
Asset prices, Monetary policy, New Keynesian general equilibrium model
Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model.
Asset Prices, Bubbles, Local Asymptotics, Random Coefficient Autoregressive Model
Emerging markets: global excess liquidity, portfolio investments and asset prices.
Asset Prices, Brics, Bubbles, Bulles, Cointegration, Cointégration, Emerging Markets, Epfr, Excès de Liquidité Mondiale, GSADF Test, Global Excess Liquidity, Investissements de Portefeuille, Marchés Emergents, New Normal, Nouvelle Normale, Portfolio Capital Flows, Prix des Actifs, Test GSADF
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices.
Asset prices, Fiscal policy, Markov, Probability, Process, Time-varying, Time-varying transition probability Markov process, Transition
Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain.
Asset prices, Fiscal policy, Markov process, Time-varying probability
Unconventional monetary policy reaction functions: evidence from the US.
Asset prices, Central bank reserves, Inflation, Nonlinear models, Output gap, Shadow short rate, Term spread, Unconventional monetary policy reaction function