Caroline Jardet
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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
Nowcasting World GDP Growth with High-Frequency Data
- Published on 12/11/2020
- 37 pages
- EN
- PDF (2.37 MB)
Costs and consequences of a trade war: a structural analysis
- Published on 12/20/2018
- 6 pages
- EN
- PDF (555.23 KB)
How does a euro/dollar exchange rate shock affect inflation in France?
- Published on 09/28/2018
- 6 pages
- EN
- PDF (636.39 KB)
Why are inflation forecasts sticky? Theory and application to France and Germany
- Published on 11/23/2017
- 28 pages
- EN
- PDF (1.99 MB)
MAPI: Model for Analysis and Projection of Inflation in France
- Published on 12/12/2017
- 40 pages
- FR
- PDF (917.65 KB)
Euro Area monetary policy shocks: impact on financial asset prices during the crisis?
- EN
- PDF (1.59 MB)
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth.
- EN
- PDF (508.02 KB)
Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector.
- EN
- PDF (356.56 KB)
New Information Response Functions.
- EN
- PDF (656.28 KB)
October 2008
- FR
- PDF (2 MB)
Determinants of long-term interest rates in the United States and the euro area: A multivariate approach
- EN
- PDF (1.63 MB)
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework.
- EN
- PDF (255.22 KB)
Term Structure Anomalies: Term Premium or Peso problem?
- EN
- PDF (356.89 KB)
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