Fredj Jawadi
Biographic Data
| ID | 6884179 |
|---|---|
| NAME | Fredj Jawadi |
| GIVEN NAMES | Fredj |
| FAMILY NAME | Jawadi |
| SIGNATURE | JAWADI F |
| AFFILIATIONS | Université de Lille |
| ORCID | 0000-0003-3655-8391 |
| VERIFIED | Yes |
| TOTAL WORKS | 10 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 9 |
| WORKS AS EDITOR | 1 |
| FIRST PUBLICATION YEAR | 2013 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Geopolitical risks and business fluctuations in Europe
Should Europe Really Worry about Geopolitical Risks? This study investigates the impact of geopolitical tensions and risks on the economies of the Euro area. In particular, we assess the reaction of key sectors (financial sector: stock market, exchange rate, inflation; energy sector: oil and gas; real sector: economic growth rate) with regard to geopolitical shocks over the period September 2003–March 2024. We measure the reaction of European eco…
Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework
Assessing hybrid monetary function reactions in transition economies
This paper specifies and estimates hybrid monetary policy reaction functions in five countries of the Eastern Europe (Bulgaria, Czech Republic, Hungary, Poland, and Romania) and four post-Soviet countries (Belarus, Russia, Kazakhstan, and Ukraine) during the transition period. The problem of choosing an effective monetary policy is essential and is of significant interest in developing economies. The assessed reactions made it possible to compare…
Unconventional monetary policy reaction functions
We specify unconventional monetary policy reaction functions for the Fed using linear and nonlinear econometric frameworks. We find that nonstandard policy measures are largely driven by the dynamics of inflation and the output gap, with the effect being particularly strong during QE rounds. Moreover, we uncover the presence of asymmetry and regime dependence in central bank’s actions since the global financial crisis, especially concerning the r…
A model of fiscal dominance under the “Reinhart Conjecture”
Introduction
ABS 2
Monetary Policy in the Context of the Financial Crisis
Advances and challenges in decision-making, monetary policy and financial markets
Market Microstructure and Nonlinear Dynamics
Computational tools in econometric modeling for macroeconomics and finance
No prominent works on this page.
Computational tools in econometric modeling for macroeconomics and finance
Market Microstructure and Nonlinear Dynamics
Monetary Policy in the Context of the Financial Crisis
Advances and challenges in decision-making, monetary policy and financial markets
Introduction
ABS 2
A model of fiscal dominance under the “Reinhart Conjecture”
Unconventional monetary policy reaction functions
We specify unconventional monetary policy reaction functions for the Fed using linear and nonlinear econometric frameworks. We find that nonstandard policy measures are largely driven by the dynamics of inflation and the output gap, with the effect being particularly strong during QE rounds. Moreover, we uncover the presence of asymmetry and regime dependence in central bank’s actions since the global financial crisis, especially concerning the r…
Assessing hybrid monetary function reactions in transition economies
This paper specifies and estimates hybrid monetary policy reaction functions in five countries of the Eastern Europe (Bulgaria, Czech Republic, Hungary, Poland, and Romania) and four post-Soviet countries (Belarus, Russia, Kazakhstan, and Ukraine) during the transition period. The problem of choosing an effective monetary policy is essential and is of significant interest in developing economies. The assessed reactions made it possible to compare…
Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework
Geopolitical risks and business fluctuations in Europe
Should Europe Really Worry about Geopolitical Risks? This study investigates the impact of geopolitical tensions and risks on the economies of the Euro area. In particular, we assess the reaction of key sectors (financial sector: stock market, exchange rate, inflation; energy sector: oil and gas; real sector: economic growth rate) with regard to geopolitical shocks over the period September 2003–March 2024. We measure the reaction of European eco…
Economics (8 works) · Macroeconomics (6 works) · Monetary Policy and Economic Impact (6 works) · Market Dynamics and Volatility (4 works) · Monetary economics (4 works) · Monetary policy (4 works) · Business (3 works) · Complex Systems and Time Series Analysis (3 works) · Finance (3 works) · Financial crisis (3 works)