Concepedia

Jean‐Paul Renne

JR

36

Publications

1.3K

Citations

20

H-Index

2003

Active since

Affiliations

University of Lausanne(Current)

Banque de France

Centre de Recherche en Économie et Statistique

Centre for Research in Engineering Surface Technology

Maastricht University

Jean‐Paul Renne is an author at University of Lausanne specializing in business, economics, and finance.

Top concepts

BusinessFinanceEconomicsMacroeconomicsMonetary PolicyEconomic AnalysisEngineeringStatisticsEconometricsAsset Pricing

Publications per year

2003–2020

36

Publications

36

Statistical inference for independent component analysis: Application to structural VAR models

Christian Gouriéroux, Alain Monfort, Jean‐Paul Renne · Journal of Econometrics · 2016 · 126 citations

Parallel Analysis, Latent Modeling, Latent Variable Model +7

A time-varying “natural” rate of interest for the euro area

Jean‐Stéphane Mésonnier, Jean‐Paul Renne · European Economic Review · 2007 · 118 citations

Economics, Term Structure Model, Exchange Rate Movement +6

Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks

Alain Monfort, Jean‐Paul Renne · European Finance Review · 2013 · 104 citations · Full text

Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects

Alain Monfort, Jean‐Paul Renne, Rasmus Rueffer et al. · SSRN Electronic Journal · 2003 · 82 citations · Full text

Trade, Macroeconomic Forecasting, Economic Fluctuation +16

Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads

Vladimir Borgy, Thomas Laubach, Jean‐Stéphane Mésonnier et al. · SSRN Electronic Journal · 2011 · 75 citations · Full text

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