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  • Your search results: "Fève, Patrick"
Showing 1 - 20 results of 443 for search '"Fève, Patrick"', query time: 1.41s Narrow search
  • 1
    Cover Image Journal Article
    Sentiments in SVARs
    by Fève, Patrick   Guay, Alain Published in The Economic journal (London) (01.02.2019)
    “...Abstract This article investigates the contribution of sentiment shocks to US fluctuations in a Structural VAR setup with restrictions at various frequencies...”
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  • 2
    Cover Image Journal Article
    Predetermined interest rates in an analytical RBC model
    by Fève, Patrick   Moura, Alban   Pierrard, Olivier Published in Economics letters (01.11.2018)
    “...We solve a version of the analytical Real Business Cycle (RBC) model with a predetermined rate of return on household saving. The solution differs from that of...”
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  • 3
    Cover Image Journal Article
    Persistent government spending and fiscal multipliers: The investment-channel
    by Dupaigne, Martial   Fève, Patrick Published in European economic review (01.10.2016)
    “...This paper inspects the mechanism shaping government spending multipliers in various small-scale DSGE setups with endogenous labor supply and capital...”
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  • 4
    Cover Image Journal Article
    Noisy fiscal policy
    by Fève, Patrick   Pietrunti, Mario Published in European economic review (01.06.2016)
    “...This paper investigates the macroeconomic effects of fiscal policy in a setting in which private agents receive noisy signals about future shocks to government...”
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  • 5
    Cover Image Journal Article
    Shadow banking and financial regulation: A small-scale DSGE perspective
    by Fève, Patrick   Moura, Alban   Pierrard, Olivier Published in Journal of economic dynamics & control (01.04.2019)
    “...This paper estimates a small-scale DSGE model of the US economy with interacting traditional and shadow banks. We find that shadow banks amplify the...”
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  • 6
    Cover Image Journal Article
    State-dependent risk taking and the transmission of monetary policy shocks
    by Fève, Patrick   Garcia, Pablo   Sahuc, Jean-Guillaume Published in Economics letters (01.03.2018)
    “...Is risk taking an important channel by which monetary policy shocks affect economic activity? On the basis of a nonlinear structural VAR including a new...”
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  • 7
    Cover Image Journal Article
    When is nonfundamentalness in SVARs a real problem?
    by Beaudry, Paul   Fève, Patrick   Guay, Alain   Portier, Franck Published in Review of economic dynamics (01.10.2019)
    “...In SVARs, identification of structural shocks can be subject to nonfundamentalness, as the econometrician may have an information set smaller than the economic...”
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  • 8
    Cover Image Journal Article
    An analytical characterization of noisy fiscal policy
    by Fève, Patrick   Kass-Hanna, Tannous   Pietrunti, Mario Published in Economics letters (01.11.2016)
    “...This paper provides an analytical characterization of the effects of noisy news shocks on fiscal policy. We consider a small-scale Dynamic Stochastic General...”
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  • 9
    Cover Image Journal Article
    In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area
    by Fève, Patrick   Sahuc, Jean‐Guillaume Published in Journal of applied econometrics (Chichester, England) (01.04.2017)
    “...Summary This paper applies the DSGE‐VAR methodology to assess the size of fiscal multipliers in the data and the relative contributions of two transmission...”
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  • 10
    Cover Image Journal Article
    On the size of the government spending multiplier in the euro area
    by Patrick Fève   Jean-Guillaume Sahuc Published in Oxford economic papers (01.07.2015)
    “...This article addresses the existence of a wide range of estimated government spending multipliers in a dynamic stochastic general equilibrium model of the euro...”
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  • 11
    Cover Image Journal Article
    IDENTIFICATION OF TECHNOLOGY SHOCKS IN STRUCTURAL VARS
    by Patrick Fève   Alain Guay Published in The Economic journal (London) (01.12.2010)
    “...The usefulness of SVARs for developing empirically plausible models is actually subject to controversies in macroeconomics. We propose a two-step SVARs-based...”
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  • 12
    Cover Image Journal Article
    Understanding the effect of technology shocks in SVARs with long-run restrictions
    by Chaudourne, Jeremy   Fève, Patrick   Guay, Alain Published in Journal of economic dynamics & control (01.04.2014)
    “...This paper studies the statistical properties of impulse response functions in structural vector autoregressions (SVARs) with a highly persistent variable as...”
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  • 13
    Cover Image Journal Article
    A Pitfall with Estimated DSGE-Based Government Spending Multipliers
    by Patrick Fève   Julien Matheron   Jean-Guillaume Sahuc Published in American economic journal. Macroeconomics (01.10.2013)
    “...This paper examines issues related to the estimation of the government spending multiplier (GSM) in a DSGE context. We stress a source of bias in the GSM...”
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  • 14
    Cover Image Journal Article
    The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach
    by Patrick Fève   Alain Guay Published in Journal of money, credit and banking (01.08.2009)
    “...The response of hours to a technology shock is a controversial issue in macroeconomics. Part of the difficulty lies in that the estimated response is sensitive...”
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  • 15
    Cover Image Journal Article
    INFLATION TARGET SHOCKS AND MONETARY POLICY INERTIA IN THE EURO AREA
    by Patrick Fève   Julien Matheron   Jean-Guillaume Sahuc Published in The Economic journal (London) (01.09.2010)
    “...The euro area as a whole has experienced a marked downward trend in inflation over the past decades and, concomitantly, a protracted period of depressed...”
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  • 16
    Cover Image Journal Article
    Externality in labor supply and government spending
    by Fève, Patrick   Matheron, Julien   Sahuc, Jean-Guillaume Published in Economics letters (2011)
    “...Standard business cycle models face difficulties generating (i) government spending multipliers exceeding unity and (ii) stabilizing effects of government...”
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  • 17
    Cover Image Journal Article
    Electricity consumption and ICT in the French service sector
    by Collard, Fabrice   Fève, Patrick   Portier, Franck Published in Energy economics (2005)
    “...The paper documents the evolution of electricity use and the development of information and communication (IC) technologies in the French service sector. To...”
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  • 18
    Cover Image Journal Article
    News Shocks, Information Flows and SVARs
    by Patrick Fève   Ahmat Jidoud Published in Annals of economics and statistics (01.06.2014)
    “...This paper assesses SVARs as relevant tools at identifying the dynamic effects of news shocks. Because of the misalignment between the econometrician and...”
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  • 19
    Cover Image Journal Article
    Technology shocks around the world
    by Dupaigne, Martial   Fève, Patrick Published in Review of economic dynamics (2009)
    “...This article investigates the effects of a permanent technology shock on labor input in the major seven developed countries. The recent empirical literature...”
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  • 20
    Cover Image Journal Article
    Hours Worked and Permanent Technology Shocks in Open Economies
    by Dupaigne, Martial   Fève, Patrick Published in Open economies review (01.02.2010)
    “...We use Structural Vector Autoregressions to study the impact of technology improvements on hours worked in the major seven countries. While previous studies...”
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