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Only publications in English are listed here. Publications in French can be found on the French version of this page.

Peer-reviewed journals

Balance Sheets after the EMU: an Assessment of the Redenomination Risk, joint with Cédric Durand, Socio-Economic Review, vol. 18, no. 2, pp. 367–394, April 2020

The Sources of Sovereign Risk: A calibration based on Lévy stochastic processes, joint with Sylvain Carré and Daniel Cohen, Journal of International Economics, vol. 118(C), pp. 31–43, May 2019 (source code)

Endogenous Debt Crises, joint with Daniel Cohen, Journal of International Money and Finance, vol. 51, pp. 337–369, March 2015

Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions, joint with Lilia Maliar and Serguei Maliar, Computational Economics, vol. 42, no. 3, pp. 307–325, October 2013 (source code)

Multi-country real business cycle models: Accuracy tests and test bench, joint with Michel Juillard, Journal of Economic Dynamics & Control, vol. 35, no. 2, pp. 178–185, February 2011 (source code)

Other journals

Commodity Funds: How To Fix Them?, joint with Daniel Cohen and Thibault Fally, OECD Development Centre Policy Briefs, no. 32, 2007

Working papers

The magnitude of euro area misalignments in 2017, joint with Bruno Ducoudré et Xavier Timbeau, OFCE Working Papers, no. 2018-45, December 2018

Probably too little, certainly too late. An assessment of the Juncker investment plan, joint with Mathilde Le Moigne and Francesco Saraceno, OFCE Working Papers, no. 2016-10, March 2016

Accelerating the resolution of sovereign debt models using an endogenous grid method, Dynare Working Papers, no. 17, CEPREMAP, November 2012 (source code)

Solving rational expectations models at first order: what Dynare does, Dynare Working Papers, no. 2, CEPREMAP, April 2011

Dynare: Reference Manual, Version 4, joint with Stéphane Adjemian, Houtan Bastani, Michel Juillard, Ferhat Mihoubi, George Perendia and Marco Ratto, Dynare Working Papers, no. 1, CEPREMAP, April 2011

In favor of a fund to stabilize commodity exporters' income around a moving target, joint with Daniel Cohen and Thibault Fally, CEPR Discussion Paper, no. 5550, March 2006 (source code)

Book chapters

Advocating new reforms of the E(M)U economic governance, joint with Christophe Blot, Jérôme Creel, Bruno Ducoudré, Raul Sampognaro and Xavier Timbeau, in Saving the Euro: Redesigning Euro Area economic governance, edited by Andrew Watt, Hansjörg Herr and Jan Priewe, June 2017

Self-Enforcing and Self-Fulfilling Debt Crises, joint with Daniel Cohen, in Sovereign Debt: From Safety to Default, edited by Robert W. Kolb, Kolb Series in Finance, February 2011


Essays on Modelling the Sovereign Default Risk, under the supervision of Prof. Daniel Cohen, École des Hautes Études en Sciences Sociales, 2012