Stéphane Lhuissier

Stéphane Lhuissier

Research Economist

New Papers

"Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation.", with F. Tripier. 2019. A previous version, entitled "Do Uncertainty Shocks Always Matter for Business Cycles" is replaced by this new version.
Revision Requested at Quantitative Economics
[Local copy]  [BdF working paper[CEPII working paper - old]

"Bayesian Inference for Markov-switching Skewed Autoregressive Models.", 2019.
[Local copy]  [BdF working paper]  [Companion software package in C++]

"Monetary Policy and Corporate Debt Structure.", with U. Szczerbowicz. 2018. Revision Requested at Oxford Bulletin of Economics and Statistics
[Local copy]  [BdF working paper]


Publications in Refereed Journals

"The Regime-switching Volatility of Euro Area Business Cycles.", Macroeconomic Dynamics, 2018.
[Local copy]  [CEPII working paper]  [Link to document]  [Program and data files]

"Financial Intermediaries' Instability and Euro Area Macroeconomic Dynamics.", European Economic Review, 2017.
[Local copy]  [Online appendix]  [Link to document]  [Program and data files]

"On the Stability of Calvo-style Price-setting Behavior.", with M. Zabelina. Journal of Economic Dynamics and Control, 2015.
[Local copy]  [Online appendix]  [Link to document]  [Program and data files]


Other Writings

"Taux d'intérêt bas, quelle responsabilité de la politique monétaire ?.", with O. Garnier and A. Penalver. Risques, no. 120, 2019.
[Version française]

"Uncertainty and Macroeconomics: Transmission Channels and Policy Implications.", with L. Ferrara and F. Tripier. Rue de la Banque no. 61, 2018.
[English version]  [French version]

Uncertainty Fluctuations: Measures, Effects, and Macroeconomic Policy Challenges.", with L. Ferrara and F. Tripier. CEPII Policy Brief, 2017.
[Link to document]

"L'impact du resserement monétaire américain sur les économies émergentes.", with A. Cheysson and F. Tripier. La Lettre du CEPII, 2016.
[Version française] [Interactive website]

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