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Economists and researchers
Giulia Sestieri
- Postal Address:
Banque de France, 49-1374 DERIE-SEMSI, 75049 Paris Cedex 01 - E-mail address:
giulia.sestieri@banque-france.fr - Phone / FAX numbers:
+33 (0)1 42 97 79 01 | +33 (0)1 42 92 49 50
Diploma:
Ph.D. in Money and Finance, University of Rome Tor Vergata (2010); Master of Science in Economics, Universitat Pompeu Fabra (2005)
Current Position:
Economist, International Macroeconomics Division
Previous Position: European Central Bank (June 2008-Sept.2008 and May 2009-Aug.2009); Bank of England (Nov 2008-April2009).
Research Interest: International Economics and Finance, Macroeconometrics, Time series
- « Estimating Trade Elasticities: Demand Composition and the Trade Collapse of 2008-09 » (2011), with Matthieu Bussière, Giovanni Callegari, Fabio Ghironi and Norihiko Yamano, NBER Working Paper No. 17712, December.
- « The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? » (2011), with Pasquale Della Corte and Lucio Sarno, Banque de France, Working Papers No. 313, January.
- « Modelling Global Trade Flows: Results from a GVAR Model » avec M. Bussière et A. Chudik, ECB Working Paper No. 1087, September 2009.
- « Estimating Trade Elasticities: Demand Composition and the Trade Collapse of 2008-09 » (2012), with Matthieu Bussière, Giovanni Callegari, Fabio Ghironi, and Norihiko Yamano, American Economic Journal: Macroeconomics, (forthcoming).
- « The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? » (2012), with Pasquale Della Corte and Lucio Sarno, Review of Economics and Statistics, vol. 94(1), pages 100-115.