Research
Research statement
My aim is to use state-of-the-art empirical techiques to conduct high-level research of which the outcomes have a clear policy relevance. During my years as a PhD student, I have specialized in multiple empirical techniques and have gained experience in working with very large datasets such as credit registry data. I use these skills to fill important gaps in the literature on macroprudential policy effectiveness, monetary policy transmission, and financial stability. During the next years, I plan to extend my research agenda, publish my ongoing work in highly-esteemed academic journals, and continue to communicate my findings to the relevant actors.
Publications
Coulier, L., & De Schryder, S. (2024). Assessing the effects of borrower-based macroprudential policy on credit in the EU using intensity-based indices. Journal of International Money and Finance, 142, 103022. https://doi.org/10.1016/j.jimonfin.2024.103022
Work in progress
Working papers
Evaluating heterogeneous effects of housing-sector-specific macroprudential policy tools on Belgian house prices - with Selien De Schryder. Project presented on the NBB Colloquium on Household heterogeneity and policy relevance (October 2022) and the 5th ECB/IMF Macroprudential Policy and Research conference. Link to NBB Working Paper (Last update: October 2022).
Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment - with Cosimo Pancaro and Alessio Reghezza. Projected presented at the Inauguaral conference on Challenges for Monetary Policy Transmission in a Changing World (ChaMP). Watch the presentation here. Link to ECB Working Paper (Last update: July 2024)
Pushing the Limit: How Borrowers Tackle the Belgian LTV limit? - with Selien De Schryder, Milan van den Heuvel and Tobias Verlaeckt
Ongoing work
The evolution and determinants of EU banks’ interest rate risk exposure - with Cosimo Pancaro, Livia Pancotto, and Alessio Reghezza
The real effects of increased bank profitability during a monetary tightening episode - with Cosimo Pancaro and Alessio Reghezza