Ivan Jaccard

European Central Bank (ECB) - Directorate General Research

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

  • European Central Bank (ECB) - Directorate General Research

SCHOLARLY PAPERS

14

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11

Scholarly Papers (14)

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1.

House Prices, Real Estate Returns, and the Business Cycle

Swiss Finance Institute Research Paper No. 06-37
Number of pages: 39 Posted: 20 Jan 2007
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 1,805 (10,738)
Citation 1

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house prices, real estate returns, equity premium, business cycles, production economies

2.

Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle

Swiss Finance Institute Research Paper No. 07-19
Number of pages: 37 Posted: 05 Jul 2007
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 675 (45,712)

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Strategic Asset Allocation, House Prices

3.

Asset Pricing, Habit Memory, and the Labor Market

Downloads 227 (160,165)
Citation 2

Asset Pricing, Habit Memory, and the Labor Market

Swiss Finance Institute Research Paper No. 07-23
Number of pages: 33 Posted: 19 Nov 2007 Last Revised: 06 May 2010
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 156 (224,434)
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business cycle, equity premium puzzle, adjustment costs, habit formation, labor market

Asset Pricing, Habit Memory, and the Labor Market

ECB Working Paper No. 1163
Number of pages: 33 Posted: 01 Apr 2010
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 71 (388,161)

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Equity Premium Puzzle, Labor Supply, Adjustment Costs

4.

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

ECB Occasional Paper No. 205, ISBN: 978-92-899-3364-3
Number of pages: 68 Posted: 11 Jan 2018
Gerhard Rünstler, Hiona Balfoussia, Lorenzo Burlon, Ginters Buss, Mariarosaria Comunale, Bruno De Backer, Hans Dewachter, Paolo Guarda, Markus Haavio, Irma Hindrayanto, Nikolay I. Iskrev, Ivan Jaccard, Dmitry Kulikov, Davor Kunovac, Črt Lenarčič, Matthieu Lequien, Matija Lozej, Martin Mandler, Dimitris Papageorgiou, Jesper Pedersen, Gabriel Perez-Quiros, Ansgar Rannenberg, Eyno Rots, Michael Scharnagl and Peter Welz
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, Catholic University of Leuven (KUL) - Department of Economics, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, National Institute of Statistics and Economic Studies (INSEE), Central Bank of Ireland, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK), Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 103 (306,208)
Citation 2

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financial cycles, synchronicity, real-time estimates, DSGE models

5.

Government Bond Risk Premia and the Cyclicality of Fiscal Policy

ECB Working Paper No. 1411
Number of pages: 59 Posted: 21 Dec 2011
Kai Philipp Christoffel, Ivan Jaccard and Juha Kilponen
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and Bank of Finland - Research
Downloads 85 (346,020)

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DSGE models, fiscal policy, bond risk premium, monetary policy

6.

Liquidity Constraints, Risk Premia, and the Macroeconomic Effects of Liquidity Shocks

ECB Working Paper No. 1525
Number of pages: 42 Posted: 10 Apr 2013
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 83 (350,913)

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Great Recession, asset pricing, bayesian estimation

7.

Asset Pricing in Home Production Economies

Number of pages: 31 Posted: 17 Feb 2009
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 74 (375,023)

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House Prices, Habit Formation, Equity Premium, Home

8.

Structural Asymmetries and Financial Imbalances in the Eurozone

ECB Working Paper No. 2076
Number of pages: 51 Posted: 20 Jun 2017
Ivan Jaccard and Frank Smets
European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 73 (377,859)
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Cross-Border Financial Markets, Eurozone Crisis, Incomplete International Asset Markets, Structural Reforms

9.

Green Asset Pricing

ECB Working Paper No. 20202477
Number of pages: 49 Posted: 06 Oct 2020
Ivan Jaccard, Ghassane Benmir and Gauthier Vermandel
European Central Bank (ECB) - Directorate General Research, affiliation not provided to SSRN and Department of Economics, Paris-Dauphine
Downloads 63 (408,705)

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bond premium puzzle, climate change, compensation effect, natural rate of interest, optimal policy, welfare

10.

Asset Pricing and Housing Supply in a Production Economy

ECB Working Paper No. 1454
Number of pages: 42 Posted: 20 Aug 2012
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 42 (488,365)
Citation 1

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house prices, cost of business cycle, adjustment costs, housing returns

11.

Asset Pricing and the Propagation of Financial Shocks

ECB Working Paper No. 2150
Number of pages: 50 Posted: 25 May 2018
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 35 (520,864)
Citation 1

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Liquidity constraints, equity premium puzzle, Great Recession

12.

Monetary Non-Neutralities when Credit Constraints Bite

Number of pages: 57 Posted: 12 Dec 2019
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 25 (576,776)

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Bond premium puzzle; Yield curve; Inflation risk premium; Eurozone economy

13.

Welfare and Bond Pricing Implications of Fiscal Stabilization Policies

Bank of Finland Research Discussion Paper No. 32/2013
Number of pages: 50 Posted: 20 Dec 2013
Kai Philipp Christoffel, Ivan Jaccard and Juha Kilponen
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and Bank of Finland - Research
Downloads 24 (583,174)
Citation 2

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New Keynesian models, fiscal policy, bond risk premium, monetary policy

14.

Stochastic Discounting and the Transmission of Money Supply Shocks

ECB Working Paper No. 2174
Number of pages: 61 Posted: 02 Aug 2018
Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Downloads 21 (602,858)
Citation 1

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bond premium puzzle, financial frictions, time-varying risk aversion, euro zone economy