"What Matters in Households' Expectations?"
with Erwan Gautier and Eric Mengus
Journal of Monetary Economics, Vol. 138, pp. 50-68, September 2023
"No Firm is an Island? How Industry Conditions Shape Firms' Aggregate Expectations"
with Olivier Coibion, Erwan Gautier and Yuriy Gorodnichenko
Journal of Monetary Economics, Vol. 125, pp. 40-56, January 2022
"Should the ECB Adjust its Strategy in the Face of a Lower r*?"
with Jordi Galí, Hervé Le Bihan and Julien Matheron
Journal of Economic Dynamics and Control, Vol. 132, November 2021
"Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro-Area"
with Filippo Ferroni
Journal of Monetary Economics, Vol. 117, pp. 816-832, January 2021
Supplementary material: On-line appendix
"The Optimal Inflation Target and the Natural Rate of Interest"
with Jordi Galí, Hervé Le Bihan and Julien Matheron
Brookings Papers on Economic Activity, Fall 2019
Non technical summary available at VoxEU
with Christophe Cahn, Henri Fraisse and Jean-Stéphane Mésonnier
Journal of the European Economic Association, vol. 17(4), pp. 1070–1106, August 2019
Non technical summary available at Rue de la Banque
"Forward Guidance and Heterogeneous Beliefs"
with Gaetano Gaballo, Eric Mengus and Benoît Mojon
American Economic Journal: Macroeconomics, vol. 11(3), pp. 1-29, July 2019 (Lead article)
Non-technical summary available at ECB Reseach Bulletin
with Richard Crump, Stefano Eusepi and Emanuel Moench
Journal of Monetary Economics, vol. 83, pp. 106-128, October 2016
Non technical summary available at VoxEU
"Global Versus Local Shocks in Micro Price Dynamics"
with Marios Zachariadis
Journal of International Economics, vol. 98, pp. 78-82, January 2016
Supplementary material: Global versus local shocks in micro price dynamics: On-line appendix
Subsumes "Trends in International Prices" (2010)
with Marios Zachariadis
WP 02-2010, University of Cyprus
"The Financial Content of Inflation Risks in the Euro Area"
with Valère Fourel, Eric Ghysels and Julien Idier
International Journal of Forecasting, vol. 30, pp. 648-659, July/September 2014
"Inattentive Professional Forecasters"
with Hervé Le Bihan
Journal of Monetary Economics, vol. 60(8), pp. 967-982, November 2013
"TVA et taux de marge: Une analyse empirique sur données d'entreprises"
with Martine Carré and Agnès Bénassy-Quéré
Economie et Prévisions, vol. 200-201 (2/3), pp. 1-17, January 2012 (Lead article)
"Testing for the Cointegrating Rank When Some Cointegrating Directions Are Changing"
with Catherine Bruneau and Stéphane Gregoir
Journal of Econometrics, vol. 124, pp. 269-310, February 2005
"Sources of Non-Stationary Real Exchange Rate Fluctuations: Elements of Theory and Empirical Evidence"
in J.O. Hairault & T. Sopraseuth eds: Exchange rate dynamics: A new open-economy macroeconomics perspective, Routledge, January 2004
"Excess Returns, Portfolio Choices and Exchange Rate Dynamics. The Yen/Dollar Case, 1980-1998"
with Catherine Bruneau
Oxford Bulletin of Economics and Statistics, vol. 64, pp. 237-260, July 2002