Caroline Jardet
Head of the Public Finance Division
Caroline Jardet is Caroline Jardet is a Research economist, Head of the Public Finance Division. Prior to this position, Caroline Jardet worked in the International Macroeconomic Division, the Financial Economics Research Division and the Macroeconomic Forecasting Division at the Banque de France. She holds a PhD in Economics from the University of Paris 1. Her research topics are financial macroeconomics, forecasting and applied macroeconometrics.
Current Position
Head of the Public Finance Division
Previous Position
- Deputy head of Division, International Macroeconomic Division (Nov. 2019-Sep. 2023)
- Senior Economist, International Macroeconomic Division (Jan. 2018- Oct. 2019)
- Senior Economist, division of the forecasting and macroeconomic studies (Sept. 2014-Dec 2018)
- Deputy Hhead of division, Financial Economics Research Division (2009-2014)
- Research economist, Financial Economics Research Division( 2005-2009)
Diplomas
- 2004, PhD in Economics, University Paris 1
- 1999, Master in Economics, University Paris 1
- 1999, M.S. in Economics and Statistics (ENSAE)
Research Interest
Financial macroeconomics, forecasting and applied Macroeconometrics.
Contact
- caroline.jardet@banque-france.fr
- Banque de France, 49-1371 DGSEI-DCPM-FIPU, 75049 Paris cedex 01
Academic Publications
Articles
- “Why are inflation forecast sticky? Theory and application to France and Germany” (2023), F. Bec et R. Boucekkine, International Journal of central Banking
- “Foreign Direct Investment under uncertainty: evidence from a large panel of countries”, (2022) M. Chinn et C. Jude, Review of International Economics
- “Nowcasting world GDP growth with high frequency data” (2022), B. Meunier, Journal of Forecasting.
- Méthodes de Prévision en Finance: Chapitre 7 (La prévision des taux d’intérêt à partir de moyennes d’estimateurs) (2020), F. Pegoraro et A. Monfort, Economica
- « No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth » (2013), avec Alain Monfort et Fulvio Pegoraro, Journal of Banking and Finance, 37, pp. 389-402.
- « Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector » (2011), avec Sanvi Avouyi-Dovi, Mireille Bardos, Ludovic Kendaoui et Jérémy Moquet, Bankers, Market and Investors, n°113.
- « Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework » (2010), with G. Le Fol, in International Journal of Finance and Economics, vol. 15, iss. 4, pp. 316-330.
- « How liquid are markets: an application to stock markets » (2009), with J. Idier and G. Le Fol, Bankers, Markets Investors, n°103, novembre-décembre 2009.
- « Term structure anomalies: Term premium or peso problem? » (2008), Journal of International Money and Finance, vol 27 (4).
- « Les déterminants des taux d’interet de long terme aux États Unis et dans la Zone Euro : une approche multivariée » (2008), with J.Idier and A. de Loubens, Économie et Prévision, n°185.
Autres
- The macroeconomic implications of a global trade war (2019), U. Szczerbowicz, D. Siena, A. Berthou, VoxEU
- MAPI: Model for Analysis and Projection of Inflation in France (2017), L. de Charsonville document de travail Banque de France