Christian Julliard
Research Interests
Macroeconomics
Finance
Applied econometrics
International economics and finance
Real estate finance
Macroeconomics
Finance
Applied econometrics
International economics and finance
Real estate finance
We propose a novel approach to measure the costs of aggregate economic fluctuations, that does not require specification of preferences or the data...
Journal of Econometrics, 235 (2), 2125-2154
Journal of Finance, 78 (1), 487-557
Journal of Financial Economics, 141(3), 831-859
The commuter hub was key to the spread of COVID-19 in London. The authors of the article estimate it contributed to over 42% of all London cases. When...
We generalise a stochastic version of the workhorse SIR (Susceptible-Infectious- Removed) epidemiological model to account for spatial dynamics...
We propose a novel, and simple, Bayesian estimation and model selection procedure for crosssectional asset pricing. Our approach, that allows for both...
Consumption dynamics are hard to measure accurately in the data, yet they are the crucial ingredient of macro-finance asset pricing models. The...