Éric Girardin
Biographic Data
| ID | 5927332 |
|---|---|
| NAME | Éric Girardin |
| GIVEN NAMES | Éric |
| FAMILY NAME | Girardin |
| SIGNATURE | GIRARDIN É |
| AFFILIATIONS | Aix-Marseille-Universite, GREQAM.. |
| ORCID | 0000-0002-5443-3640 |
| VERIFIED | Yes |
| TOTAL WORKS | 31 |
| TOTAL CITATIONS | 1 |
| AUTHOR COUNT | 31 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1988 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 1 |
Bank liquidity creation
Did Bubbles Migrate from the Stock to the Housing Market in China between 2005 and 2010
Do as I Do, and Also as I Say
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010
The speculative nature of both stock and housing markets in China has attracted the attention of observers. However, while stock market data are easily available, the low frequency and low quality of publicly available housing price data hampers the study of the relationship between the two markets. We use original hedonic weekly resale housing prices of a major Chinese housing market and study them in conjunction with Shanghai's stock market ind…
Global slack and open economy Phillips curves – A province-level view from China
Fundamentals and the volatility of real estate prices in China
Follow What I Do, and Also What I Say
Mexico's Monetary Policy Communication and Money Markets
Growth-Cycle Phases in China's Provinces
Seasonal Patterns of Energy in China
This paper provides evidence on the relevance of modeling adequately the seasonal character of coal and electricity production across Chinese regions. Unlike other work, this paper relaxes the assumption ofdeterministic seasonality, allowing for time and regional variation in this economy. More specifically, we analyze and distinguish the type of seasonality around the year that prevails in the case of coal and electricity production of each indi…
Macro fundamentals as a source of stock market volatility in China
Are Geese Flying by Themselves Inside China? An LSTR-SEM Approach to Income Convergence of Chinese Counties
A De Facto Asian-Currency Unit Bloc in East Asia
Information Content of Order Flow and Cross-Market Portfolio Rebalancing
How Helpful are Spatial Effects in Forecasting the Growth of Chinese Provinces
Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces
Informativeness of Order Flow
The financial integration of China
Monetary Frameworks and Institutional Constraints
Monetary policy reaction functions are estimated for the UK over three periods – 1985–90, 1992–97 and 1997–2003 – in order to disentangle two effects: the switch from an emphasis on exchange rate stabilization to inflation targeting, and the introduction of instrument‐independence in 1997. The external factors considered include US as well as German interest rates, and this leads to the identification of ‘domestic’ and ‘international’ models of t…
Bank credit and seasonal anomalies in China's stock markets
Regime-Dependent Synchronization of Growth Cycles between Japan and East Asia
Some studies indicate that correlations between GDP growth in Japan and in emerging East Asian countries are consistently positive; others claim that such correlations are consistently negative. In this analysis of 10 East Asian countries over 1975–2002 using quarterly GDP data, a Markov-switching vector autoregressive system with three growth cycle regimes is used to examine to what extent such correlations are sensitive to third-country effects…
Foreign exchange markets in transition economies
La faiblesse de l'euro
La dépréciation de l'euro par rapport au dollar au cours de ses deux premières années d'existence est souvent présentée comme une nouvelle preuve de l'incapacité des fondamentaux à expliquer les mouvements de change. Par contraste, le présent article fournit des éléments économétriques sur données quotidiennes indiquant que, dans un cadre à prix visqueux, les fondamentaux monétaires ont joué un rôle dans cette dépréciation. Une forte expansion mo…
La faiblesse de l'euro. Une explication monétaire
Girardin Éric, Boinet Virginie. La faiblesse de l'euro. Une explication monétaire. In: Revue économique, volume 52, n°3, 2001. pp. 563-572
La faiblesse de l'euro Une explication monétaire
Dépenses publiques anticipées et balance courante
[eng] Expected public spending and the current account: a test for the seven main OECD countries By means of single regressions concerning the seven main OECD countries over the floating dollar perioci, this work aims at evaluating the influence of anticipated and unanticipated public expenditures on national and foreign current accounts. The predictor of public spending is obtained by assuming that agents know the reaction function of fiscal pol…
Dépenses publiques anticipées et balance courante
Par une estimation portant sur les sept principaux pays de I'OCDE, pour la p6riode de flottement des monnaies vis-a-vis du dollar, ce travail cherche a 6valuer l'influence des depenses publiques anticip6es et impr6vues sur les balances courantes nationale et 6trangeres. Le pr6dicteur des d6penses publiques est construit en supposant que les agents se fondent sur 1'existence d'une fonction de r6action de la politique budg6taire. Les tests effectu6…
La politique de change dans les pays d'Europe centrale
La politique de change dans les pays d'Europe centrale Le taux de change remplit un double rôle dans une petite économie ouverte. Ses variations peuvent réaliser et sauvegarder la compétitivité internationale et ainsi garantir une balance des paiements viable. Simultanément, un taux de change stable peut ancrer les prix internes. Il est dès lors nécessaire de déterminer le poids relatif qui devrait être accordé à chacun de ces objectifs dans la …
Problèmes d'évaluation de la crédibilité d'une zone cible de change
Marimoutou Velayoudom, Girardin Éric. Problèmes d'évaluation de la crédibilité d'une zone cible de change. In: Revue économique, volume 45, n°3, 1994. pp. 501-514
Les effets des variations de taux d'intérêt dans le nouvel environnement financier français
[eng] The effects of interest rate changes in the new french financial environment We study to what extent the effects of changes in short and long term interest rates on the components of aggregate demand were modified in France by financial deregulation in the mid-eighties. The use of a Bayesian VAR model enables to remedy to the short len-ght of the sample subsequent to financial liberalization. In broad terms this deregulation seems to have r…
Les fondamentaux permettent-ils d'améliorer la prévision du taux de change franc-dollar
Girardin Éric, Marimoutou Velayoudom. Les fondamentaux permettent-ils d'améliorer la prévision du taux de change franc-dollar ? . In: Revue économique, volume 48, n°3, 1997. pp. 661-672.
Foreign exchange markets in transition economies
La faiblesse de l'euro
La dépréciation de l'euro par rapport au dollar au cours de ses deux premières années d'existence est souvent présentée comme une nouvelle preuve de l'incapacité des fondamentaux à expliquer les mouvements de change. Par contraste, le présent article fournit des éléments économétriques sur données quotidiennes indiquant que, dans un cadre à prix visqueux, les fondamentaux monétaires ont joué un rôle dans cette dépréciation. Une forte expansion mo…
La faiblesse de l'euro. Une explication monétaire
Girardin Éric, Boinet Virginie. La faiblesse de l'euro. Une explication monétaire. In: Revue économique, volume 52, n°3, 2001. pp. 563-572
La faiblesse de l'euro Une explication monétaire
Regime-Dependent Synchronization of Growth Cycles between Japan and East Asia
Some studies indicate that correlations between GDP growth in Japan and in emerging East Asian countries are consistently positive; others claim that such correlations are consistently negative. In this analysis of 10 East Asian countries over 1975–2002 using quarterly GDP data, a Markov-switching vector autoregressive system with three growth cycle regimes is used to examine to what extent such correlations are sensitive to third-country effects…
Monetary Frameworks and Institutional Constraints
Monetary policy reaction functions are estimated for the UK over three periods – 1985–90, 1992–97 and 1997–2003 – in order to disentangle two effects: the switch from an emphasis on exchange rate stabilization to inflation targeting, and the introduction of instrument‐independence in 1997. The external factors considered include US as well as German interest rates, and this leads to the identification of ‘domestic’ and ‘international’ models of t…
Bank credit and seasonal anomalies in China's stock markets
The financial integration of China
Informativeness of Order Flow
Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces
Information Content of Order Flow and Cross-Market Portfolio Rebalancing
How Helpful are Spatial Effects in Forecasting the Growth of Chinese Provinces
Are Geese Flying by Themselves Inside China? An LSTR-SEM Approach to Income Convergence of Chinese Counties
A De Facto Asian-Currency Unit Bloc in East Asia
Macro fundamentals as a source of stock market volatility in China
Seasonal Patterns of Energy in China
This paper provides evidence on the relevance of modeling adequately the seasonal character of coal and electricity production across Chinese regions. Unlike other work, this paper relaxes the assumption ofdeterministic seasonality, allowing for time and regional variation in this economy. More specifically, we analyze and distinguish the type of seasonality around the year that prevails in the case of coal and electricity production of each indi…
Growth-Cycle Phases in China's Provinces
Follow What I Do, and Also What I Say
Mexico's Monetary Policy Communication and Money Markets
Economics (20 works) · Monetary Policy and Economic Impact (17 works) · Monetary economics (13 works) · China (12 works) · Geography (12 works) · Global Financial Crisis and Policies (12 works) · Political science (10 works) · Financial economics (9 works) · Macroeconomics (9 works) · Finance (8 works)