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Jerome Henry
Jerome Henry
Verified email at ecb.int
Title
Cited by
Cited by
Year
An area-wide model (awm) for the Euro area, European Central Bank
G Fagan, J Henry, R Mestre
Working Paper, 2001
1267*2001
Long run money demand in the EU: Evidence for area-wide aggregates
G Fagan, J Henry
Empirical economics 23 (3), 483-506, 1998
1721998
A macro stress testing framework for assessing systemic risks in the banking sector
J Henry, C Kok, A Amzallag, P Baudino, I Cabral, M Grodzicki, M Gross, ...
ECB Occasional Paper, 2013
1412013
An area-wide real-time database for the euro area
D Giannone, J Henry, M Lalik, M Modugno
Review of Economics and Statistics 94 (4), 1000-1013, 2012
1212012
Strong hysteresis versus zero-root dynamics
B Amable, J Henry, F Lordon, R Topol
Economics Letters 44 (1-2), 43-47, 1994
1151994
Hysteresis revisited: a methodological approach
B Amable, J Henry, F Lordon, R Topol
The natural rate of unemployment: reflections on 25, 153-180, 1995
1121995
The impact of government budgets on prices: Evidence from macroeconometric models
J Henry, PH de Cos, S Momigliano
Journal of Policy Modeling 30 (1), 123-143, 2008
100*2008
Diffusion index-based inflation forecasts for the euro area
E Angelini, J Henry, R Mestre
ECB working paper, 2001
942001
Money demand in EU countries: a survey
FX Browne, G Fagan, J Henry
European Monetary Institute, 1997
941997
Interpolation and backdating with a large information set
E Angelini, J Henry, M Marcellino
Journal of Economic Dynamics and Control 30 (12), 2693-2724, 2006
852006
Model uncertainty and the equilibrium value of the real effective euro exchange rate
C Detken, A Dieppe, J Henry, C Marin, F Smets
Available at SSRN 358002, 2002
762002
Unit Root in the Wage‐Price Spiral Is Not Hysteresis inUnemployment
B Amable, J Henry, F Lordon, R Topol
Journal of Economic Studies 20 (1/2), 1993
751993
STAMP€: stress test analytics for macroprudential purposes in the euro area
S Dees, J Henry, R Martin
European Central Bank, 2017
722017
Asymmetry in the EMS revisited: Evidence from the causality analysis of daily Eurorates
J Henry, J Weidmann
Annales d'Économie et de Statistique, 125-160, 1995
711995
Stress-testing banks - a comparative analysis
TKWZ Baudino P, Goeschmann R, Henry J
BIS Financial Stability Institute, 2018
68*2018
Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies
V Constâncio, I Cabral, C Detken, J Fell, J Henry, P Hiebert, S Kapadia, ...
Strategy, Analytical Tools and Policies (July, 2019), 2019
62*2019
Determinants of the effective real exchange rate of the synthetic euro: alternative methodological approaches
C Detken, A Dieppe, J Henry, F Smets, C Marin
Australian Economic Papers 41 (4), 404-436, 2002
602002
Factor analysis in a model with rational expectations
A Beyer, REA Farmer, J Henry, M Marcellino
The Econometrics Journal 11 (2), 271-286, 2008
54*2008
The euro area viewed as a single economy: How does it respond to shocks?
A Dieppe, J Henry
Economic Modelling 21 (5), 833-875, 2004
492004
Destabilizing effects of bank overleveraging on real activity—an analysis based on a threshold MCS-GVAR
M Gross, J Henry, W Semmler
Macroeconomic Dynamics 22 (7), 1750-1768, 2018
382018
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