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I'm an economist at the Research Department of the Sveriges Riksbank.
My research interests are:
Macro-Finance
Monetary Policy
Macroeconometrics
DSGE models
Banking
C.V.
De Graeve, F., Emiris, M. and R. Wouters, 2009
“A Structural Decomposition of the US Yield Curve” De Graeve, F., 2008
“The External Finance Premium and the Macroeconomy: US post-WWII Evidence” Journal of Economic Dynamics and Control, Volume 32, Issue 11, November 2008, pp. 3415-3440
De Graeve, F., Kick, T. and M. Koetter, 2008 “Monetary Policy and Financial (In)Stability: An Integrated Micro-Macro Approach” Journal of Financial Stability, Volume 4, Issue 3, September 2008, pp. 205-231 De Graeve, F., De Jonghe, O. and R. Vander Vennet, 2007
“Competition, Transmission and Bank Pricing Policies: Evidence from Belgian Loan and Deposit Markets” Journal of Banking and Finance, Volume 31, Issue 1, January 2007, pp. 91-116 Work in progress“Information-Based Bank Runs or Panics?”, 2008
Joint with A. Karas (abstract, paper)“Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model”, 2009 (NEW)
Joint with M. Dossche, M. Emiris, H. Sneessens and R. Wouters
Discussions(slides available upon request)
§ “The Dark Side of Bank Wholesale Funding”, by R. Huang and L. Ratnovski, Federal Reserve System Meeting on Financial Structure and Regulation, October 2008, Boston, Massachusetts § “Changes in Inflation Persistence: Lessons from Estimated Markov-Switching New Keynesian Models”, by T. Davig and T. Doh, Federal Reserve System Conference in Macroeconomics, May 2008, Dallas, Texas § “Credit Market and Macroeconomic Volatility”, by C. Medicino, CEPR-conference “Credit and the Macroeconomy”, November 2006, Helsinki, Finland § “The Fed and the Stock Market”, by M. Farka and S. D'Amico, FMA Meeting, June 2006, Stockholm, Sweden
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