Frédérique Savignac
Conseillère scientifique – Direction de la conjoncture et des prévisions macroéconomiques
Frédérique Savignac est conseillère scientifique à la Direction de la macroéconomie et de la prévision de la Banque de France. Elle a obtenu son doctorat à l'Université Paris I-Panthéon-Sorbonne en 2006. Ses recherches portent principalement sur la microéconomie appliquée et plus particulièrement sur la finance des ménages, les inégalités et le comportement des entreprises. Elle est membre du CEPR Household Finance RPN.
Fonctions antérieures
- Cheffe de service-Service des analyses microéconomiques
- Adjointe au Chef de service- Service des analyses microéconomiques,
- Economiste-chercheur au Service de Recherche en économie financière
- Jeune chercheur au CREST
- Chargée de mission à la Direction des entreprises (Banque de France)
Diplôme
Doctorat d’économie (Université Paris I Panthéon Sorbonne), 2006
Thèmes de recherche
Micro-économie appliquée, Financement des entreprises et des ménage, inégalités, mobilité sociale
Contact
Publications académiques
Articles
- The Heterogeneous Effects of Monetary Policy on Labor Income: Disentangling the Extensive and Intensive Margins with Paul Hubert, Journal of Political Economy Macroeconomics, 2024 2:4, 687-719.
- Firms' Inflation Expectations: New Evidence from France, with Olivier Coibion, Erwan Gautier, Yuriy Gorodnichenko, Journal of the European Economic Association, 2024.
- SMEs’ Financing in the Aftermath of the Financial and Sovereign Debt Crises: A Comparison across Euro-Area Countries, with Sébastien Roux, Journal of International Money and Finance, Volume 142, 2024, 103020.
- 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, avec B. Garbinti, NBER Book, 2021, Measuring and understanding the distribution and intra/inter-generational mobility of income and wealth, editors: Chetty, Friedman, Gornick, Kennickel.
- Does inequality matter for the consumption-wealth channel? Empirical evidence, avec L. Arrondel et 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, avec L. Arrondel, L. Bartiloro, P. Fessler, P. Lindner, T. Y. Mathä, C. Rampazzi, T. Schmidt, M. Schürz et P. Vermeulen, 2016, International Journal of Central Banking, , vol. 12(2), p. 129-22
- Risk management, Housing and Stockholding, avec L. Arrondel, 2015, Applied Economics, vol 47, Iss.39, p. 4208-4227.
- Stockholding in France: the role of financial literacy and information, avec L. Arrondel, M. Debbich, 2015, Applied Economic Letters, vol. 22, Iss. 16, p. 1315-1319.
- Financial Literacy and Financial Planning in France, avec L. Arrondel et 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
Autres
- Household property and debt in France, Germany, Spain and Italy: France’s unique situation (with F. Sédillot, S. Tarrieu, and J.P. Villetelle), BdF Bulletin, article 3
- Explaining the narrowing of the gender gap in lifetime earnings (with C. García Peñalosa, B. Garbinti and V. Pecheu), 2023, Blog Banque de France n° 333)
- What are business leaders’ inflation expectations? (with P. Bouche, J. Demuynck, E. Gautier), 2022, Blog Banque de France n°275
- Measuring Firms' Inflation Expectations (with P. Bouche, J. Demuynck, E. Gautier), 2022 BdF Bulletin n°236, article 6
- Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins, (with Paul Hubert), CEPR DP 18130 , BdF WP 913.
- Wealth Heterogeneity and the Marginal Propensity to Consume out of Wealth, avec B. Garbinti et P. Lamarche Working Papers 2022-02, Center for Research in Economics and Statistics.
- Firms' Inflation Expectations: New Evidence from France, avec 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, avec Vassilis Hajivassiliou, LSE Research Online Documents on Economics 102544, London School of Economics and Political Science, LSE Library.