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Caroline Jardet

Caroline Jardet is a Research economist in the International Macroeconomic Division at the Banque de France. Prior to this position, Caroline Jardet worked in 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.

caroline.jardet@banque-france.fr

Current Position

Deputy head of Division, International Macroeconomic Division (Nov. 2019)

Previous Position

Senior Economist, International Macroeconomic Division (Jan. 2018)

Senior Economist, division of the forecasting and macroeconomic studies (sept. 2014)

Deputy head of division, Financial Economics Research Division (2009-2014)
Economist, Financial Economics Research Division( 2005-2009)

Diploma

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 and money markets, Term structure of interest rate, Applied econometrics.

Contact

+33 (0)1 42 92 49 80

Banque de France, 41-1376 DGEI-DCPM-SEMAP, 75049 Paris cedex 01

Publications Rue de la Banque no. 72:

Costs and consequences of a trade war: a structural analysis

  • Published on 12/20/2018
  • 6 pages
  • EN
  • PDF (555.23 KB)
Publications Rue de la Banque no. 68:

How does a euro/dollar exchange rate shock affect inflation in France?

  • Published on 09/28/2018
  • 6 pages
  • EN
  • PDF (636.39 KB)
Publications Working Paper Series no. 650:

Why are inflation forecasts sticky? Theory and application to France and Germany

By Bec Frédérique, Jardet Caroline, Boucekkine Raouf
  • Published on 11/23/2017
  • 28 pages
  • EN
  • PDF (1.99 MB)
Publications Working Paper Series no. 637:

MAPI: Model for Analysis and Projection of Inflation in France

  • Published on 12/12/2017
  • 40 pages
  • FR
  • PDF (917.65 KB)
Publications Working Paper Series no. 512:

Euro Area monetary policy shocks: impact on financial asset prices during the crisis?

By Jardet Caroline, Monks Allen
  • EN
  • PDF (1.59 MB)
Publications Working Paper Series no. 235:

New Information Response Functions.

By Jardet Caroline, Monfort Alain, Pegoraro Fulvio
  • EN
  • PDF (656.28 KB)
Publications Working Paper Series no. 234:

No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth.

By Jardet Caroline, Monfort Alain, Pegoraro Fulvio
  • EN
  • PDF (508.02 KB)
Publications Working Paper Series no. 238:

Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector.

By Avouyi-Dovi Sanvi, Bardos Mireille, Jardet Caroline, Kendaoui Ludovic, Moquet Jérémy
  • EN
  • PDF (356.56 KB)
Publications Financial Stability Review no. 12:

October 2008

By Noyer Christian, Allen Franklin, Carletti Elena, Banziger Hugo, Caruana Jaime, Pazarbasioglu Ceyla, Clerc Laurent, , Jardet Caroline, , Monfort Alain, , Matherat Sylvie, S. Mishkin Frederic, D. Persaud Avinash, Plantin Guillaume, Sapra Haresh, Shin Hyun Song, Rochet Jean-Charles, Trainar Philippe, Tweedie David, Vinals José
  • FR
  • PDF (2 MB)
Publications Working Paper Series no. 170:

Determinants of long-term interest rates in the United States and the euro area: A multivariate approach

By Idier Julien, Jardet Caroline, de Loubens Aymeric
  • EN
  • PDF (1.63 MB)
Publications Working Paper Series no. 167:

Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework.

By Jardet Caroline, Le Fol Gaëlle
  • EN
  • PDF (255.22 KB)
Publications Working Paper Series no. 143:

Term Structure Anomalies: Term Premium or Peso problem?

  • EN
  • PDF (356.89 KB)
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Articles

  • « 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.

Updated on: 01/07/2020 09:46