Frédérique Savignac
Scientific Adviser, Macroeconomic and Forecasting Directorate
Current Position
Scientific Adviser, Macroeconomic and Forecasting Directorate
Previous Position
- Head of the Banque de France Microeconomic Analysis Division
- Researcher in the Economics and Finance Research Division at CREST (INSEE, Paris)
- Junior economist, Banque de France Companies Directorate
Diploma
PhD in Economics, Paris I Panthéon-Sorbonne University (2006)
Research Interest
Applied microeconomics, firms and households finance, inequality, social mobility
Contact
frederique.savignac@banque-france.fr
Academic publications
Articles
- "Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms' Decision to Innovate", (with Vassilis Hajivassiliou), accepted Journal of Econometrics
- "Intergenerational Homeownership Correlation in France over the 20th Century", with B. Garbinti, NBER Book, 2021, Measuring and understanding the distribution and intra/inter-generational mobility of income and wealth, editors: Chandty, Friedman, Gornick, Kennickell.
- "Does inequality matter for the consumption-wealth channel? Empirical evidence", with L. Arrondel and P. Lamarche, 2019, European Economic Review, vol. 111(C), p. 139-165.
- "How do households allocate their assets? Stylized facts from the Eurosystem Household Finance and Consumption Survey" (2016), with Luc Arrondel, Laura Bartiloro, Pirmin Fessler, Peter Lindner, Thomas Y. Mathä, Cristiana Rampazzi, Tobias Schmidt, Martin Schürz, Philip Vermeulen, International Journal of Central Banking, vol 12, n°2, pp. 129-220.
- "Risk management, housing and Stockholding" (2015), avec Luc Arrondel, Applied Economics, vol. 47, Iss. 39, pp. 4208-4227.
- "Stockholding in France: the Role of Financial Literacy and Information" (2015), avec Luc Arrondel et Majdi Debbich, Applied Economics Letters, vol. 22, Iss. 16, pp. 1315-1319.
- "Financial Literacy and Financial Planning in France", with L. Arrondel and M. Debbich, 2013, Numeracy:Vol. 6: Iss. 2, Article 8.
- "The Impact of financial constraints on Innovation: What can be learned from a direct measure?", 2008, Economics of Innovation and New Technology, 17(6), p.553-569.
- « Quel mode de financement pour les jeunes entreprises innovantes : financement interne, prêts bancaires ou capital-risque ? », 2007, Revue Économique n° 58(4), p. 863-889]
Other
- Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins, (with Paul Hubert), CEPR DP 18130 , BdF WP 913.
- Wealth Handerogeneity and the Marginal Propensity to Consume out of Wealth, with B. Garbinti and P. Lamarche Working Papers 2022-02, Center for Research in Economics and Statistics.
- Firms' Inflation Expectations: New Evidence from France, with Coibion, Olivier & Gautier, Erwan & Gorodnichenko, Yuriy CEPR Discussion Papers 17011, C.E.P.R. Discussion Papers.
- Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate, with Vassilis Hajivassiliou, LSE Research Online Documents on Economics 102544, London School of Economics and Political Science, LSE Library]