Name

Prof. Dr. Gert Peersman

E-mail

gert.peersman@ugent.be

Office

Ghent University - Department of Financial Economics

W. Wilsonplein 5D (Room 0.54)

B-9000 Gent

Belgium

Tel

+32 9 264 35 14

Fax

+32 9 264 89 95

Office hours

appointment via e-mail

Research fields

Monetary economics, monetary policy, macroeconometrics

Curriculum Vitae

Curriculum Vitae December 2009
Job openings at the department

Courses
Downloadable software and programs

Please send me an e-mail if you want the computer code of one of my papers
Recent (working) papers

Baumeister C. and G. Peersman (2009), "Sources of the volatility puzzle in the crude oil market"

Peersman G. and I. Van Robays (2009),"Cross-country Differences in the Effects of Oil Shocks"

Jacob P. and G. Peersman (2009), "Dissecting the Dynamics of the US Trade Balance in an Estimated Equilibrium Model", revised and re-submitted to Journal of International Economics.

Peersman G. (2009), "The Relative Importance of Symmetric and Asymmetric Shocks: the Case of United Kingdom and Euro Area", revised and re-submitted to Oxford Bulletin of Economics and Statistics.

Central Bank of Austria Working Paper No. 136  version

Baumeister C. Durinck E. and G. Peersman (2008), "Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area"

National Bank of Belgium Working Paper No 142 version

Baumeister C. and G. Peersman (2008), "Time-Varying Effects of Oil Supply Shocks on the US Economy"

Peersman G. and R. Straub (2007), "Putting the New Keynesian Model to a Test"

International Monetary Fund Working Paper No 06/135 version
Publications

Peersman G. and I. Van Robays (2009), "Oil and the Euro Area Economy", Economic Policy, Vol 24, p 603-651.

Peersman G. and R. Straub (2009), "Technology Shocks and Robust Sign Restrictions in an Euro Area SVAR", International Economic Review, Vol 50(3), p 727-750.

An older European Central Bank Working Paper No 373 version

Baumeister C, Peersman G. and I. Van Robays (2009), "The economic consequences of oil shocks: differences across countries and time", In Inflation in an era of relative price shocks, Fry, Jones and Kent (eds), Reserve Bank of Australia, forthcoming.

Peersman G. and L. Pozzi (2007), "Business Cycle Fluctuations and Excess Sensitivity of Private Consumption", Economica, Vol. 75, p 514-523.

An older version circulated as "Determinants of Consumption Smoothing"

Farrant K. and G. Peersman (2006), "Is the Exchange Rate a Shock Absorber or Source of Shocks? New Empirical Evidence", Journal of Money, Credit and Banking, Vol 38, June, p 939-962.

A somewhat different Bank of England Working Paper No 269 version titled "Accounting for the Source of Exchange Rate Movements: New Evidence"

Peersman G. and F. Smets (2005), "The Industry Effects of Monetary Policy in the Euro Area", Economic Journal, Vol 115, April, p 319-342.

An older European Central Bank Working Paper No 165 version

Peersman G. (2005), "What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions", Journal of Applied Econometrics, Vol 20, p 185-207.

An older CEPR Discussion Paper Series No 4087 version, including a more extensive discussion of the methodology and estimates for industrialised world aggregates

Peersman G. (2004), "The Transmission of Monetary Policy in the Euro Area: Are the Effects Different Across Countries?", Oxford Bulletin of Economics and Statistics, Vol 66, p 285-308.

Hughes Hallett A., Peersman G. and L. Piscitelli (2004), "Investment under Monetary Uncertainty: A Panel Data Investigation", Empirica, Vol 31, No 2, p 137-162.

Vanderbilt University Working Paper No 04-W06 version

Peersman G. and F. Smets (2003), "The Monetary Transmission Mechanism in the Euro Area: More Evidence From VAR Analysis", In Monetary Policy Transmission in the Euro Area, I. Angeloni, A. Kashyap and B. Mojon (eds), Cambridge University Press, chapter 2, p 36-55.

European Central Bank Working Paper No 91 version

Mojon B. and G. Peersman (2003), "A VAR Description of the Effects of Monetary Policy in the Individual Countries of the Euro Area", In Monetary Policy Transmission in the Euro Area, I. Angeloni, A. Kashyap and B. Mojon (eds), Cambridge University Press, chapter 3, p 56-74.

European Central Bank Working Paper No 92 version

Peersman G. (2002), "Monetary Policy and Long Term Interest Rates in Germany", Economics Letters, Vol 77(2), October, p 271-278.

Peersman G. and F. Smets (2002), "Are the Effects of Monetary Policy Greater in Recession than in Booms?", In Monetary Transmission in Diverse Economies, L. Mahadeva and P. Sinclair (eds), Cambridge University Press, p 28-48.

European Central Bank Working Paper No 52 version

Peersman G. and F. Smets (1999), "The Taylor Rule, a Useful Monetay Policy Benchmark for the Euro Area?", International Finance, Vol 2(1), p 85-116.

An older version "Uncertainty and the Taylor Rule in a Simple Model of the Euro Area Economy" which also includes estimates of German monetary policy reaction functions
Other articles (e.g. newspapers)

"Relanceplan zal economie niet stimuleren: Maatregelen kunnen zelfs averechts werken", opiniestuk in de standaard over het budgettair beleid om de recessie te bestrijden, 15 januari 2009.