Stéphane Lhuissier

Stéphane Lhuissier

Research Economist


New Papers

"The Dynamic Effects of the ECB's Asset Purchases: A Survey-based Identification.", with B. Nguyen. 2021.
 [Local copy]  [BdF working paper]  [Slides]  [Asset purchases shocks + Proxy]


"Financial Conditions and Macroeconomic Downside Risks in the Euro Area.", 2021.
 [Local copy]  [Local copy - old version]  [BdF working paper - old version]

 

Publications in Refereed Journals

"Regime-dependent Effects of Uncertainty Shocks: a Structural Interpretation.", with F. Tripier. A previous version, entitled "Do Uncertainty Shocks Always Matter for Business Cycles?" is replaced by this new version. Quantitative Economics, forthcoming.
[Local copy]  [BdF working paper]  [CEPII working paper - old version]  [Program and data files]

"Monetary Policy and Corporate Debt Structure.", with U. Szczerbowicz. Oxford Bulletin of Economics and Statistics, 2021.
[Local copy]  [
Link to document]  [BdF working paper]  [Program and data files]


"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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