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Caroline Jardet

caroline.jardet@banque-france.fr

Current Position

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

Previous Position

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: 06/07/2018 15:03