Essec\Faculty\Model\Contribution {#2233 ▼
#_index: "academ_contributions"
#_id: "2080"
#_source: array:26 [
"id" => "2080"
"slug" => "2080-money-and-monetary-policy-in-the-eurozone-an-empirical-analysis-during-crises"
"yearMonth" => "2017-04"
"year" => "2017"
"title" => "Money and Monetary Policy in the Eurozone: An Empirical Analysis During Crises"
"description" => "BENCHIMOL, J. et FOURÇANS, A. (2017). Money and Monetary Policy in the Eurozone: An Empirical Analysis During Crises. <i>Macroeconomic Dynamics</i>, 21(3), pp. 677-707.
BENCHIMOL, J. et FOURÇANS, A. (2017). Money and Monetary Policy in the Eurozone: An Empirical Analys
"
"authors" => array:2 [
0 => array:3 [
"name" => "FOURÇANS André"
"bid" => "B00000199"
"slug" => "fourcans-andre"
]
1 => array:1 [
"name" => "BENCHIMOL J."
]
]
"ouvrage" => ""
"keywords" => array:4 [
0 => "Crises"
1 => "Dynamic Stochastic General Equilibrium"
2 => "Monnaie"
3 => "Politique monétaire"
]
"updatedAt" => "2023-02-24 15:18:58"
"publicationUrl" => "https://www.cambridge.org/core/journals/macroeconomic-dynamics/article/money-and-monetary-policy-in-the-eurozone-an-empirical-analysis-during-crises/324EDD16C647E5562AB8B6C1A71010A1
https://www.cambridge.org/core/journals/macroeconomic-dynamics/article/money-and-monetary-policy-in-
"
"publicationInfo" => array:3 [
"pages" => "677-707"
"volume" => "21"
"number" => "3"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Cet article analyse le rôle de la politique monétaire et de la monnaie, ainsi que les capacités prédictives d’un modèle d’équilibre général dynamique et stochastique selon qu’il y a ou non séparabilité entre monnaie et consommation. L’étude est conduite durant trois périodes de crise dans la zone Euro : la crise du SME, la crise dot.com et la grande crise financière. Les résultats de tests économétriques Bayésiens montrent que pendant ces crises le modèle fondé sur la non-séparabilité conduit à de meilleures prévisions hors échantillon de la production que le modèle de base.
Cet article analyse le rôle de la politique monétaire et de la monnaie, ainsi que les capacités préd
"
"en" => "This paper analyzes the role of money and monetary policy as well as the forecasting performance of New Keynesian dynamic stochastic general equilibrium models with and without separability between consumption and money. The study is conducted over three crisis periods in the Eurozone, namely, the ERM crisis, the dot-com crisis, and the global financial crisis (GFC). The results of successive Bayesian estimations demonstrate that during these crises, the non separable model generally provides better out-of-sample output forecasts than the baseline model.
This paper analyzes the role of money and monetary policy as well as the forecasting performance of
"
]
"authors_fields" => array:2 [
"fr" => "Economie"
"en" => "Economics"
]
"indexedAt" => "2025-04-06T12:21:42.000Z"
"docTitle" => "Money and Monetary Policy in the Eurozone: An Empirical Analysis During Crises"
"docSurtitle" => "Articles"
"authorNames" => "<a href="/cv/fourcans-andre">FOURÇANS André</a>, BENCHIMOL J."
"docDescription" => "<span class="document-property-authors">FOURÇANS André, BENCHIMOL J.</span><br><span class="document-property-authors_fields">Economie</span> | <span class="document-property-year">2017</span>
<span class="document-property-authors">FOURÇANS André, BENCHIMOL J.</span><br><span class="document
"
"keywordList" => "<a href="#">Crises</a>, <a href="#">Dynamic Stochastic General Equilibrium</a>, <a href="#">Monnaie</a>, <a href="#">Politique monétaire</a>
<a href="#">Crises</a>, <a href="#">Dynamic Stochastic General Equilibrium</a>, <a href="#">Monnaie<
"
"docPreview" => "<b>Money and Monetary Policy in the Eurozone: An Empirical Analysis During Crises</b><br><span>2017-04 | Articles </span>
<b>Money and Monetary Policy in the Eurozone: An Empirical Analysis During Crises</b><br><span>2017-
"
"docType" => "research"
"publicationLink" => "<a href="https://www.cambridge.org/core/journals/macroeconomic-dynamics/article/money-and-monetary-policy-in-the-eurozone-an-empirical-analysis-during-crises/324EDD16C647E5562AB8B6C1A71010A1" target="_blank">Money and Monetary Policy in the Eurozone: An Empirical Analysis During Crises</a>
<a href="https://www.cambridge.org/core/journals/macroeconomic-dynamics/article/money-and-monetary-p
"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 8.969542
+"parent": null
}