Andre R. Neveu

Personal Details

First Name:	Andre
Middle Name:	R.
Last Name:	Neveu
Suffix:
RePEc Short-ID:	pne141
	[This author has chosen not to make the email address public]
	http://www.aneveu.com
Mastodon:	@aneveu@econtwitter.net
Terminal Degree:	(from RePEc Genealogy)

Affiliation

Federal Deposit Insurance Corporation (FDIC)
Government of the United States

Washington, District of Columbia (United States)
http://www.fdic.gov/
RePEc:edi:fdigvus (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Vipul Bhatt & Andre R. Neveu, 2014. "Re-thinking debt burden: Going with the Flow?," Keio-IES Discussion Paper Series 2014-004, Institute for Economics Studies, Keio University.
   • Vipul Bhatt & Andre R. Neveu, 2019. "Re-Thinking Debt Burden: Going with the Flow?," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 45(2), pages 179-203, April.

   Cited by:

   1. Akeem Rahaman & Scott Mark Romeo Mahadeo, 2024. "Constructing country-specific debt sustainability indices for developing countries," Working Papers in Economics & Finance 2024-01, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.

Articles

1. Andre R. Neveu, 2020. "Reimagining the introductory material in teaching money creation and monetary policy," The Journal of Economic Education, Taylor & Francis Journals, vol. 51(3-4), pages 297-316, August.

   Cited by:

   1. Jane E. Ihrig & Scott A. Wolla, 2020. "Let's Close the Gap: Revising Teaching Materials to Reflect How the Federal Reserve Implements Monetary Policy," Finance and Economics Discussion Series 2020-092, Board of Governors of the Federal Reserve System (U.S.).

2. Vipul Bhatt & Andre R. Neveu, 2019. "Re-Thinking Debt Burden: Going with the Flow?," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 45(2), pages 179-203, April.
   • Vipul Bhatt & Andre R. Neveu, 2014. "Re-thinking debt burden: Going with the Flow?," Keio-IES Discussion Paper Series 2014-004, Institute for Economics Studies, Keio University.
   See citations under working paper version above.
3. Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.

   Cited by:

   1. Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2019. "Dynamic Bank Runs: an agent-based approach," Working Papers, Department of Economics 2019_07, University of São Paulo (FEA-USP).
      • Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2017. "Dynamic Bank Runs: an agent-based approach," Working Papers Series 465, Central Bank of Brazil, Research Department.
      • Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2021. "Dynamic bank runs: an agent-based approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(3), pages 675-703, July.
   2. Andrieş, Alin Marius & Ongena, Steven & Sprincean, Nicu & Tunaru, Radu, 2022. "Risk spillovers and interconnectedness between systemically important institutions," Journal of Financial Stability, Elsevier, vol. 58(C).
      • Alin Marius Andries & Steven Ongena & Nicu Sprincean & Radu Tunaru, 2020. "Risk Spillovers and Interconnectedness between Systemically Important Institutions," Swiss Finance Institute Research Paper Series 20-40, Swiss Finance Institute.
   3. Gian Paolo Clemente & Rosanna Grassi & Chiara Pederzoli, 2020. "Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 159-181, January.
   4. Silvia Crafa, 2021. "From agent-based modeling to actor-based reactive systems in the analysis of financial networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(3), pages 649-673, July.
   5. Saengchote, K & Castro-Iragorri, C, 2023. "Network Topology in Decentralized Finance," Documentos de Trabajo 20782, Universidad del Rosario.
   6. Edoardo Gaffeo & Mauro Gallegati & Lucio Gobbi, 2022. "Endogenous clearinghouse formation in payment networks," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 109-136, April.
   7. Gian Paolo Clemente & Alessandra Cornaro, 2020. "Assessing Systemic Risk in the Insurance Sector via Network Theory," Papers 2011.11394, arXiv.org.
   8. Yun, Tae-Sub & Jeong, Deokjong & Park, Sunyoung, 2019. "“Too central to fail” systemic risk measure using PageRank algorithm," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 251-272.
   9. Roy Cerqueti & Gian Paolo Clemente & Rosanna Grassi, 2018. "Systemic risk assessment through high order clustering coefficient," Papers 1810.13250, arXiv.org, revised Jul 2020.
   10. Wang, Ze & Gao, Xiangyun & Huang, Shupei & Sun, Qingru & Chen, Zhihua & Tang, Renwu & Di, Zengru, 2022. "Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach," International Review of Financial Analysis, Elsevier, vol. 84(C).
   11. Le, Richard & Ku, Hyejin, 2022. "Reducing systemic risk in a multi-layer network using reinforcement learning," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 605(C).
   12. Siebenbrunner, Christoph & Hafner-Guth, Martin & Spitzer, Ralph & Trappl, Stefan, 2024. "Assessing the systemic risk impact of bank bail-ins," Journal of Financial Stability, Elsevier, vol. 71(C).
   13. Nandita Bhattacharjee & Ambika Prasad Pati, 2023. "Exploring Systemic Risk Measurement Issues in Shadow Banks: A Case of an Emerging Economy," South Asian Journal of Macroeconomics and Public Finance, , vol. 12(2), pages 186-217, December.
   14. Tao Sun, 2024. "Systemic importance of financial services and insurance sectors: a world input–output network analysis," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 49(1), pages 63-96, January.
   15. Clemente, Gian Paolo & Cornaro, Alessandra, 2022. "A multilayer approach for systemic risk in the insurance sector," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
   16. Mikhail Stolbov & Daniil Parfenov, 2023. "Credit risk linkages in the international banking network, 2000–2019," Risk Management, Palgrave Macmillan, vol. 25(3), pages 1-38, September.
   17. Shanshan Jiang & Hong Fan, 2019. "Systemic Risk in the Interbank Market with Overlapping Portfolios," Complexity, Hindawi, vol. 2019, pages 1-12, April.
   18. Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2018. "Asset allocation: new evidence through network approaches," Papers 1810.09825, arXiv.org.
   19. Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2021. "Asset allocation: new evidence through network approaches," Annals of Operations Research, Springer, vol. 299(1), pages 61-80, April.
   20. Yuji Sakurai & Tetsuo Kurosaki, 2020. "A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 243-281, January.
   21. Roy Cerqueti & Gian Paolo Clemente & Rosanna Grassi, 2021. "Systemic risk assessment through high order clustering coefficient," Annals of Operations Research, Springer, vol. 299(1), pages 1165-1187, April.
   22. Qingru Sun & Xiangyun Gao & Ze Wang & Siyao Liu & Sui Guo & Yang Li, 2020. "Quantifying the risk of price fluctuations based on weighted Granger causality networks of consumer price indices: evidence from G7 countries," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 821-844, October.

4. Andre R Neveu & Molly F Sherlock, 2016. "An Evaluation of Tax Credits for Residential Energy Efficiency," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 42(1), pages 63-79, January.

   Cited by:

   1. Chlond, Bettina & Gavard, Claire & Jeuck, Lisa, 2021. "Supporting residential energy conservation under constrained public budget: Cost-effectiveness and redistribution analysis of public financial schemes in France," ZEW Discussion Papers 21-056, ZEW - Leibniz Centre for European Economic Research.
   2. Severin Borenstein & Lucas W. Davis, 2016. "The Distributional Effects of US Clean Energy Tax Credits," Tax Policy and the Economy, University of Chicago Press, vol. 30(1), pages 191-234.
      • Severin Borenstein & Lucas W. Davis, 2015. "The Distributional Effects of U.S. Clean Energy Tax Credits," NBER Working Papers 21437, National Bureau of Economic Research, Inc.
      • Severin Borenstein & Lucas W. Davis, 2014. "The Distributional Effects of U.S. Clean Energy Tax Credits," NBER Chapters, in: Tax Policy and the Economy, Volume 30, pages 191-234, National Bureau of Economic Research, Inc.
   3. Matheus Koengkan & Nuno Silva & José Alberto Fuinhas, 2023. "Assessing Energy Performance Certificates for Buildings: A Fuzzy Set Qualitative Comparative Analysis (fsQCA) of Portuguese Municipalities," Energies, MDPI, vol. 16(7), pages 1-30, April.
   4. Henningsen, Geraldine & Wiese, Catharina, 2019. "Do Household Characteristics Really Matter? A Meta-Analysis on the Determinants of Households’ Energy-Efficiency Investments," MPRA Paper 101701, University Library of Munich, Germany.
   5. Bettina Chlond & Claire Gavard & Lisa Jeuck, 2023. "How to Support Residential Energy Conservation Cost-Effectively? An analysis of Public Financial Schemes in France," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 85(1), pages 29-63, May.
   6. Xiaojing Xu & Charles Sims & Chien-fei Chen & J. Scott Holladay & Gerald Jones & Tim Roberson, 2024. "Looking High and Low: Incentive Policies and Residential Solar Adoption in High- and Low-Income U.S. Communities," Energies, MDPI, vol. 17(18), pages 1-17, September.
   7. Collins, Matthew & Dempsey, Seraphim & Curtis, John, 2017. "Financial incentives for residential energy efficiency investments in Ireland: Should the status quo be maintained?," Papers WP562, Economic and Social Research Institute (ESRI).
   8. Koengkan, Matheus & Fuinhas, José Alberto & Osmani, Fariba & Kazemzadeh, Emad & Auza, Anna & Alavijeh, Nooshin Karimi & Teixeira, Mônica, 2022. "Do financial and fiscal incentive policies increase the energy efficiency ratings in residential properties? A piece of empirical evidence from Portugal," Energy, Elsevier, vol. 241(C).
   9. Chan, Nathan W. & Globus-Harris, Isla, 2023. "On consumer incentives for energy-efficient durables," Journal of Environmental Economics and Management, Elsevier, vol. 119(C).
   10. Sekar, Ashok & Williams, Eric & Hittinger, Eric & Chen, Roger, 2019. "How behavioral and geographic heterogeneity affects economic and environmental benefits of efficient appliances," Energy Policy, Elsevier, vol. 125(C), pages 537-547.
   11. Matheus Koengkan & José Alberto Fuinhas & Magdalena Radulescu & Emad Kazemzadeh & Nooshin Karimi Alavijeh & Renato Santiago & Mônica Teixeira, 2023. "Assessing the Role of Financial Incentives in Promoting Eco-Friendly Houses in the Lisbon Metropolitan Area—Portugal," Energies, MDPI, vol. 16(4), pages 1-20, February.
   12. Jacobsen, Grant D., 2024. "Race, ethnicity, and the distribution of energy efficiency incentives," Energy Economics, Elsevier, vol. 130(C).

5. Nevin Cavusoglu & Andre R. Neveu, 2015. "The Predictive Power of Survey‐Based Exchange Rate Forecasts: Is there a Role for Dispersion?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(5), pages 337-353, August.

   Cited by:

   1. Beckmann, Joscha & Czudaj, Robert, 2017. "Exchange rate expectations and economic policy uncertainty," European Journal of Political Economy, Elsevier, vol. 47(C), pages 148-162.
   2. Beckmann, Joscha & Czudaj, Robert, 2017. "The impact of uncertainty on professional exchange rate forecasts," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 296-316.
      • Beckmann, Joscha & Czudaj, Robert, 2016. "The impact of uncertainty on professional exchange rate forecasts," Ruhr Economic Papers 637, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
   3. Joscha Beckmann & Robert L. Czudaj, 2023. "The role of expectations for currency crisis dynamics—The case of the Turkish lira," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 625-642, April.
      • Beckmann, Joscha & Czudaj, Robert L., 2023. "The role of expectations for currency crisis dynamics - The case of the Turkish lira," Open Access Publications from Kiel Institute for the World Economy 279397, Kiel Institute for the World Economy (IfW Kiel).
      • Beckmann, Joscha & Czudaj, Robert L., 2022. "The role of expectations for currency crisis dynamics - the case of the Turkish lira," MPRA Paper 114963, University Library of Munich, Germany.
   4. Schüssler, Rainer & Beckmann, Joscha & Koop, Gary & Korobilis, Dimitris, 2018. "Exchange rate predictability and dynamic Bayesian learning," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181523, Verein für Socialpolitik / German Economic Association.
      • Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017. "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers 20781, University of Essex, Essex Business School.
      • Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020. "Exchange rate predictability and dynamic Bayesian learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 410-421, June.
   5. Beckmann, Joscha, 2021. "Measurement and effects of euro/dollar exchange rate uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 773-790.
   6. Ince, Onur & Molodtsova, Tanya, 2017. "Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 131-151.
   7. Beckmann, Joscha & Czudaj, Robert, 2017. "Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168291, Verein für Socialpolitik / German Economic Association.
      • Beckmann, Joscha & Czudaj, Robert, 2017. "Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 283-300.
   8. Beckmann, Joscha & Davidson, Sharada Nia & Koop, Gary & Schüssler, Rainer, 2023. "Cross-country uncertainty spillovers: Evidence from international survey data," Journal of International Money and Finance, Elsevier, vol. 130(C).
   9. Beckmann, Joscha & Boonman, Tjeerd M., 2022. "Expectations, disagreement and exchange rate pressure," Economics Letters, Elsevier, vol. 212(C).
   10. Beckmann, Joscha & Reitz, Stefan, 2018. "Information Rigidities and Exchange Rate Expectations," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181628, Verein für Socialpolitik / German Economic Association.
       • Beckmann, Joscha & Reitz, Stefan, 2020. "Information rigidities and exchange rate expectations," Journal of International Money and Finance, Elsevier, vol. 105(C).
   11. Kwas, Marek & Beckmann, Joscha & Rubaszek, Michał, 2024. "Are consensus FX forecasts valuable for investors?," International Journal of Forecasting, Elsevier, vol. 40(1), pages 268-284.
   12. Mei-Li Shen & Cheng-Feng Lee & Hsiou-Hsiang Liu & Po-Yin Chang & Cheng-Hong Yang, 2021. "An Effective Hybrid Approach for Forecasting Currency Exchange Rates," Sustainability, MDPI, vol. 13(5), pages 1-29, March.
   13. Lee A. Smales, 2022. "The influence of policy uncertainty on exchange rate forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(5), pages 997-1016, August.

6. Neveu, Andre R., 2013. "Fiscal policy and business cycle characteristics in a heterogeneous agent macro model," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 224-240.

   Cited by:

   1. Emiliano Álvarez & Marcelo Álvez & Juan Gabriel Brida, 2020. "Impuesto progresivo al ingreso y crecimiento. Abordaje desde la complejidad," Documentos de trabajo 2020008, Banco Central del Uruguay.
      • Emiliano Álvarez & Marcelo Álvez & Juan Gabriel Brida, 2022. "Impuesto Progresivo al Ingreso y Crecimiento: Abordaje desde la Complejidad," Working Papers 114, Red Nacional de Investigadores en Economía (RedNIE).
   2. Richiardi, Matteo & Bronka, Patryk & van de Ven, Justin, 2022. "Dynamic simulation of taxes and welfare benefits by database imputation," Centre for Microsimulation and Policy Analysis Working Paper Series CEMPA3/22, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research.
   3. Safarzyńska, Karolina & van den Bergh, Jeroen C.J.M., 2017. "Financial stability at risk due to investing rapidly in renewable energy," Energy Policy, Elsevier, vol. 108(C), pages 12-20.
   4. Xu, Yingying, 2020. "Will energy transitions impact financial systems?," Energy, Elsevier, vol. 194(C).
   5. Alan G. Isaac, 2019. "Exploring the Social-Architecture Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 45(4), pages 565-589, October.
   6. Safarzyńska, Karolina & van den Bergh, Jeroen C.J.M., 2017. "Integrated crisis-energy policy: Macro-evolutionary modelling of technology, finance and energy interactions," Technological Forecasting and Social Change, Elsevier, vol. 114(C), pages 119-137.

7. Richard S. Toikka & Aaron Yelowitz & Andre Neveu, 2005. "The †Poverty Trap†and Living Wage Laws," Economic Development Quarterly, , vol. 19(1), pages 62-79, February.

   Cited by:

   1. David Neumark & Matthew Thompson & Leslie Koyle, 2012. "The effects of living wage laws on low-wage workers and low-income families: What do we know now?," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 1(1), pages 1-34, December.
      • Neumark, David & Thompson, Matthew & Koyle, Leslie, 2012. "The Effects of Living Wage Laws on Low-Wage Workers and Low-Income Families: What Do We Know Now?," IZA Discussion Papers 7114, Institute of Labor Economics (IZA).

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-MAC: Macroeconomics (1) 2015-09-18

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