Edouard Djeutem

Senior Economist

International Economic Analysis
International Studies Division
  • PhD, Simon Fraser University, Burnaby (2016)
  • M.A., Simon Fraser University, Burnaby (2011)
  • Master in International and Development Economics, Economics School of Louvain (UCL & FUNDP), Louvain (2010)
  • B.Eng. in Statistics, ISSEA, Yaoundé (2006)

ORCID Author Orcid Link

Bio

Edouard Djeutem is Senior Economist in International Economic Analysis Department. His research interests are in the areas of international finance and trade, asset pricing, macroeconomics and econometrics.

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Staff working papers

Model Uncertainty and Wealth Distribution

Staff Working Paper 2019-48 Edouard Djeutem, Shaofeng Xu
This paper studies the implications of model uncertainty for wealth distribution in a tractable general equilibrium model with a borrowing constraint and robustness à la Hansen and Sargent (2008). Households confront model uncertainty about the process driving the return of the risky asset, and they choose robust policies.
Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Business fluctuations and cycles, Economic models JEL Code(s): D, D3, D8, E, E2

Uncovered Return Parity: Equity Returns and Currency Returns

Staff Working Paper 2018-22 Edouard Djeutem, Geoffrey R. Dunbar
We propose an uncovered expected returns parity (URP) condition for the bilateral spot exchange rate. URP implies that unilateral exchange rate equations are misspecified and that equity returns also affect exchange rates. Fama regressions provide evidence that URP is statistically preferred to uncovered interest rate parity (UIP) for nominal bilateral exchange rates between the US dollar and six countries (Australia, Canada, Japan, Norway, Switzerland and the UK) at the monthly frequency.
Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Exchange rates, International financial markets JEL Code(s): E, E4, E43, F, F3, F31, G, G1, G15

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Journal publications

Refereed journals

  • "Model uncertainty and the forward premium puzzle", 2014, Journal of International Money and Finance, 46, 16-40
  • "Robustness and exchange rate volatility"
    (with Kenneth Kasa), 2013, Journal of International Economics, 91, 27–39.
  • "On the sustainability of current account deficits in Cameroon"
    (with Pierre Nguimkeu), 2013, International Journal of Economics and Financial Issues, Vol. 3, No. 2, 486–495