Éric Jondeau

Biographic Data

ID5928391
NAMEÉric Jondeau
GIVEN NAMESÉric
FAMILY NAMEJondeau
SIGNATUREJONDEAU E
AFFILIATIONSSwiss Finance Institute and University of Lausanne, Faculty of Business and Economics, Extranef 232, CH-1015 Lausanne Switzerland ()
ORCID0000-0002-5647-2010
VERIFIEDYes
TOTAL WORKS8
TOTAL CITATIONS0
AUTHOR COUNT8
EDITOR COUNT0
FIRST PUBLICATION YEAR1990
LATEST PUBLICATION YEAR2018
H-INDEX0

  • Moment Component Analysis

    Éric Jondeau, Emmanuel Jurczenko et al.ARTICLEJournal of Business and Economic…2018

    We describe a statistical technique, which we call Moment Component Analysis (MCA), that extends principal component analysis (PCA) to higher co-moments such as co-skewness and co-kurtosis. This method allows us to identify the factors that drive co-skewness and co-kurtosis structures across a large set of series. We illustrate MCA using 44 international stock markets sampled at weekly frequency from 1994 to 2014. We find that both the co-skewnes…

  • Sectoral Phillips curves and the aggregate Phillips curve

    Open AccessJean Imbs, Éric Jondeau et al.ARTICLEJournal of Monetary Economics2011

  • Aggregating Phillips Curves

    Open AccessJean Imbs, Jean M Imbs et al.ARTICLESSRN Electronic Journal2007

  • Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function

    Éric Jondeau, Hervé Le Bihan et al.ARTICLEJournal of Business and Economic…2004

    Estimating a forward-looking monetary policy rule by the generalized method of moments (GMM) has become a popular approach. We reexamine estimates of the Federal Reserve reaction function using several GMM estimators and a maximum likelihood (ML) estimator. First, we show that over the baseline period 1979–2000, these alternative approaches yield substantially different parameter estimates. Using Monte Carlo simulations, we show that the finite-s…

  • Assessing GMM Estimates of the Federal Reserve Reaction Function

    Open AccessClémentine Florens, Éric Jondeau et al.ARTICLESSRN Electronic Journal2001

  • La stabilité de la fonction de demande de monnaie aux Etats-Unis

    Éric Jondeau, Nada Villermain-LécolierARTICLERevue économique1996

    L'objet de cet article est d'expliquer l'échec de la spécification usuelle de la fonction de demande de monnaie à anticiper les mouvements de l'agrégat moné­taire M2 aux États-Unis depuis le début des années quatre-vingt-dix. Le coût d'opportunité de la détention de M2, dont la définition courante est devenue ina­daptée, a en effet conduit à surestimer fortement l'effet expansionniste sur l'agré­gat de la détente monétaire mise en œuvre par la FE…

  • La soutenabilité de la politique budgétaire

    Éric JondeauARTICLEÉconomie & prévision1992

    The Sustainability of Budget Policy, by Eric Jondeau. The hypothesis of the sustainability of French budget policy, according to which there is a long-term relationship between receipts and expenses, is tested and rejected. The reason for this is probably the change in the government's behaviour over the 1965-1990 period. Short-term dynamics are analyzed using the tax smoothing theory, inducing a relationship of causality of receipts to expenses …

  • La substitution entre capital et travail

    Open AccessDamien Girardot, Éric JondeauARTICLEEconomie et Statistique /…1990

    La substitution entre capital y trabajo: una evaluación a partir de datos de empresas - ¿ Las empresas modifican su combinación productiva cuando los costos de los factores de production varian? Esta eventual flexibilidad técnica se aborda mediante el estudio de la elasticidad de substitución entre factores (porcentaje de variation del coeficiente de capital luego de una modificación de 1% del costo relativo capital- trabajo). El cálculo de la el…