Research
Papers
- Accuracy of the Extended Path Simulation Method in a New Keynesian Model with Zero Lower Bound on the Nominal Interest Rate, joint with Michel Juillard. {PDF}.
- Évaluation de la politique monétaire dans un modèle DSGE pour la zone euro, joint with Antoine Devulder. {PDF}, ({tar.bz2 archive} containing the files needed to get the results reported in the paper).
- Optimal monetary policy and the transmission of oil-supply shocks to the euro area under rational expectations, joint with Matthieu Darracq Pariès. ECB Working Paper version, 2008.
- Towards a monetary policy evaluation framework, joint with Stéphane Moyen and Matthieu Darracq Pariès. ECB Working Paper version, 2008.
- A Quantitative Perspective on Optimal Monetary Policy Cooperation between the US and the Euro Area, joint with Matthieu Darracq Pariès and Franck Smets. ECB Working Paper version, 2008.
- Un regard bayésien sur les modèles dynamiques de la macroéconomie, joint with Florian Pélegrin. {PDF} published in Économie et Prévision, 2008.
- Variantes en univers incertain, joint with Christophe Cahn, Antoine Devulder and Nicolas Maggiar. {PDF} published in Économie et Prévision, 2008.
- Assessing the International Spillovers between the US and the Euro Area: evidence from a two country DSGE – VAR, joint with Matthieu Darracq Pariès. {PDF} version, 2007.
- Optimal Monetary Policy in an Estimated DSGE for the Euro Area, joint with Stéphane Moyen and Matthieu Darracq Pariès. {PDF} or ECB Working Paper version, 2007.
- Shumpeterian Growth, Unemployment and the labor market institutions, joint with François Langot and Coralia Quintero-Rojas. {PDF}, 2007.
- Convergence des productivités européennes. Transition, rupture et racine unitaire. {PDF} published in Annales d'Économie et de Statistiques, 2003.
- Cible d'inflation ou de niveau de prix : quelle option retenir pour la banque centrale dans un environnement Nouveau Keynésien. {PDF} published in Louvain Economic Review, 2003.
Codes […]
Links
Here is an unordered growing list of usefull links (at least for me ;-) GCC, GNU/compilers suite; Standard Template Library Programmer's Guide; Boost; GiNac, a C++ library for symbolic manipulations; CLN documentation, a C++ library for arbitrary precision numbers; The GNU multiple precision arithmetic library; Octave, a GNU clone of matlab; TexLive, a general purpose non wysiwyg typesetting system; Lilypond, a non wysiwyg typesetting system for music; John Burkardt Homepage; Fred. Karamé Homepage; Handbook of Mathematical Functions (Abramowitz and Stegun);