Working Papers by Jérôme Henry

• No. 510
  Factor analysis in a New-Keynesian model, by Andreas Beyer, Roger E. A. Farmer, Jérôme Henry and Massimiliano Marcellino, August 2005,  693 kb, en.
  Published in: Journal of Econometrics (forthcoming)
• No. 396
  The short-term impact of government budgets on prices: evidence from macroeconomic models, by Jérôme Henry, Pablo Hernández de Cos and Sandro Momigliano, October 2004,  920 kb, en.
  Published in: Journal of Policy Modeling 30 (2008) 123-143.
• No. 252
  Interpolation and backdating with a large information set, by Elena Angelini, Jérôme Henry and Massimiliano Marcellino, August 2003,  538 kb, en.
  Published in: Journal of Economic Dynamics & Control, 2006, 30(12), 2693-2724.
• No. 160
  Model uncertainty and the equilibrium value of the real effective euro exchange rate, by Carsten Detken, Alistair Dieppe, Jérôme Henry, Carmen Marin and Frank Smets, July 2002,  529 kb, en.
  Published in: Australian Economic Papers, December 2002, Vol 41 (4), pp 342-365
• No. 61
  Diffusion index-based inflation forecasts for the euro area, by Elena Angelini, Jérôme Henry and Ricardo Mestre, April 2001,  957 kb, en.
• No. 60
  A multi-country trend indicator for euro area inflation: computation and properties, by Elena Angelini, Jérôme Henry and Ricardo Mestre, April 2001,  936 kb, en.
• No. 42
  An area-wide model (AWM) for the euro area, by Gabriel Fagan, Jérôme Henry and Ricardo Mestre, January 2001,  3760 kb, en.
  Published in: Economic Modelling, January 2005, 22(1): 39-59.
  Dataset:  59 kb, en
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