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Working paper series
- 434 Belief shocks and the macroeconomy - Jacek Suda
April 2013 - 433 Market-implied inflation and growth rates adversely affected by the Brent - Gilbert Cette and Marielle de Jong
April 2013 - 432 Domino Effects when Banks Hoard Liquidity: The French network - Valère Fourel, Jean-Cyprien Héam, Dilyara Salakhova and Santiago Tavolaro
April 2013 - 431 Age Biased Technical and Organisational Change, Training and Employment Prospects of Older Workers - Luc Behaghel, Eve Caroli and Muriel Roger
April 2013 - 430 Dynamic Factor Models: A review of the Literature (in French) - Karim Barhoumi, Olivier Darné and Laurent Ferrara
March 2013 - 429 Social networks and wages in Senegal’s formal sector - Nicoletta Berardi
March 2013 - 428 Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries - Forthcoming in: " International Tax and Public Finance " - Agnès Bénassy-quéré and Guillaume Roussellet
March 2013 - 427 Contagion Effects in the Aftermath of Lehman’s Collapse: Evidence from the US Financial Services Industry - Forthcoming in: "Journal of Financial Stability" - Nicolas Dumontaux and Adrian Pop
March 2013 - 426 Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach - Olivier Darne, Guy Levy-Rueff and Adrian Pop
March 2013 - 425 More Facts about Prices: France Before and During the Great Recession - Nicoletta Berardi, Erwan Gautier and Hervé Le Bihan
March 2013 - 424 Exchange Rate Pass-Through in the Global Economy - Matthieu Bussière, Simona Delle Chiaie and Tuomas A. Peltonen
February 2013 - 423 Commodity price volatility and tax revenue: Evidence from developing countries - Hélène EHRHART and Samuel GUERINEAU
February 2013 - 422 On the Evolution of Specie: Circulation and Weight Loss in 18th and 19th Century Coinage - François R. Velde
February 2013 - 421 Commodity and Equity Markets: Some Stylized Facts from a Copula - Anne-Laure Delatte and Claude Lopez
February 2013 - 420 In Defense of Early Warning Signals - Matthieu Bussière
January 2013 - 419 Elections and the structure of taxation in developing countries - Hélène Ehrhart
January 2013 - 418 Tax Revenue Instability in sub-Saharan Africa: Consequences and Remedies - Christian Ebeke and Hélène Ehrhart
January 2013 - 417 Surplus Consumption Ratio and Expected Stock Returns - Imen Ghattassi
January 2013 - 416 Rational Inattention to News: The Perils of Forward Guidance - Gaetano Gaballo
January 2013
- 415 The impact of a `soda tax' on prices. Evidence from French micro data - Nicoletta Berardi, Patrick Sevestre, Marine Tepaut and Alexandre Vigneron
December 2012 - 414 Bilateral Exposures and Systemic Solvency Risk - Christian Gourieroux, Jean-Cyprien Heam and Alain Monfort
December 2012 - 413 Optimal Monetary and Prudential Policies - Fabrice Collard, Harris Dellas, Behzad Diba and Olivier Loisel
December 2012 - 412 Monetary Policy and Herd Behavior: Leaning Against Bubbles - Olivier Loisel, Aude Pommeret and Franck Portier
December 2012 - 411 Bank Ownership and Credit Cycle: the lower sensitivity of public bank lending to the business cycle - Thibaut Duprey
December 2012 - 410 Foreign Entry and Spillovers with Technological Incompatibilities in the Supply Chain - Forthcoming in Journal of International Economics - Juan Carluccio and Thibault Fally
November 2012 - 409 Short-term forecasts of French GDP: a dynamic factor model with targeted predictors - Marie Bessec
November 2012 - 408 Export dynamics and sales at home - Nicolas Berman, Antoine Berthou and Jérôme Héricourt
November 2012 - 407 Tails of Inflation Forecasts and Tales of Monetary Policy - Philippe Andrade, Eric Ghysels and Julien Idier
November 2012 - 406 Capital Controls with International Reserve Accumulation: Can this Be Optimal? - Philippe Bacchetta, Kenza Benhima, and Yannick Kalantzis
November 2012 - 405 Did the crisis induce credit rationing for French SMEs? - Elizabeth Kremp and Patrick Sevestre
November 2012 - 404 Households Debt Restructuring: Evidence from the French Experience - Henri Fraisse and Philippe Frouté
October 2012 - 403 Generalizing the Taylor Principle: New Comment - Jean Barthélemy and Magali Marx
October 2012 - 402 Good Luck or Good Policy? An Expectational Theory of Macro-Volatility Switches - Gaetano Gaballo
October 2012 - 401 Nowcasting German GDP: A comparison of bridge and factor models - Pamfili Antipa, Karim Barhoumi, Véronique Brunhes-Lesage and Olivier Darné -
To be published in "The Journal of Policy Modeling"
October 2012 - 400 Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors - Frédérique BEC and Marie BESSEC
October 2012 - 399 Wage and Productivity differentials in Japan. The Role of Labor Market Mechanisms - Yannick KALANTZIS, Ryo KAMBAYASHI and Sébastien LECHEVALIER
September 2012 - 398 Too-connected versus too-big-to-fail: banks’ network centrality and overnight interest rates - Silvia Gabrieli
September 2012 - 397 Asset Pricing with Second-Order Esscher Transforms - Alain Monfort and Fulvio Pegoraro - Published in ‘The Journal of Banking and Finance’, 2012, Vol. 36, 1678-1687
September 2012 - 396 Credit Ratings and Debt Crises - Matthieu Bussière and Annukka Ristiniemi
September 2012 - 395 A model of the euro-area yield curve with discrete policy rates - Jean-Paul Renne
September 2012 - 394 Bank leverage shocks and the macroeconomy: a new look in a data-rich environment - Jean-Stéphane Mésonnier and Dalibor Stevanovic
August 2012 - 393 European Export Performance - Angela Cheptea, Lionel Fontagné and Soledad Zignago
August 2012 - 392 Funding for green growth - Daniel Fuentes Castro
August 2012 - 391 Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System - Edouard Challe, Benoit Mojon and Xavier Ragot
July 2012 - 390 Macro-Prudential Policy and the Conduct of Monetary Policy - Denis Beau, Laurent Clerc and Benoit Mojon
July 2012 - 389 Labour relations quality and productivity: An empirical analysis on French firms - Gilbert Cette, Nicolas Dromel, Rémy Lecat and Anne-Charlotte Paret
July 2012 - 388 Financial Integration and External Sustainability - Pascal Towbin
July 2012 - 387 Private Uncertainty and Multiplicity - Gaetano Gaballo
July 2012 (revised version november 2012) - 386 Why have governments succeeded in reducing French public debt historically and can these successes inspired us for the future? An historical perspective since 1890 - Gilles Dufrénot and Karim Triki
July 2012 - 385 Public debt ratio and its determinants in France since 1890 Does econometrics support the historical evidence? - Gilles Dufrénot and Karim Triki
July 2012 - 384 Forecasting GDP over the business cycle in a multi-frequency and data-rich environment - Marie Bessec and Othman Bouabdallah
June 2012 - 383 Macroeconomic forecasting during the Great Recession: The return of non-linearity? - Laurent Ferrara, Massimiliano Marcellino, Matteo Mogliani
May 2012 - 382 How does Fiscal Consolidation Impact on Income Inequality? - Luca Agnello and Ricardo M. Sousa
May 2012 - 381 Price as a choice under nonstochastic randomness in finance - Yaroslav Ivanenko and Bertrand Munier (English)
Revised version, January 2013 - 380 Disintermediation or financial diversification? The case of developed countries - Michel Boutillier and Jean-Charles Bricongne
April 2012 - 379 A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers - Patrick Fève, Julien Matheron et Jean-Guillaume Sahuc
April 2012 - 378 A mathematical treatment of bank monitoring incentives. - Henri Pagès and Dylan Possamai
April 2012 - 377 Bank monitoring incentives and optimal ABS. - Henri Pagès
April 2012 - 376 The changing role of expectations in US monetary policy: A new look using the Livingston Survey. - Anindya Banerjee and Sheheryar Malik
April 2012 - 375 The Dynamics of Gasoline Prices: Evidence from Daily French Micro Data - Erwan Gautier and Ronan Le Saout
April 2012 - 374 The Macroeconomic Effects of Reserve Requirements - Christian Glocker and Pascal Towbin
April 2012 - 373 Commonality in hedge fund returns: driving factors and implications - Matthieu Bussière, Marie Hoerova and Benjamin Klaus
March 2012 - 372 Financial Regulation in General Equilibrium - Charles A. E. Goodhart, Anil K Kashyap, Dimitrios P. Tsomocos and Alexandros P. Vardoulakis
March 2012 - 371 Optimal Price Setting During a Currency Changeover: Theory and Evidence from French Restaurants. - Nicoletta Berardi, Thomas A. Eife and Erwan Gautier
March 2012 - 370 Changes In Wage Inequality In France: The Impact Of Composition Effects (in French) - Gregory Verdugo, Henri Fraisse and Guillaume Horny
March 2012 - 369 Rent building, rent sharing - A panel country-industry empirical analysis - Philippe Askenazy, Gilbert Cette and Paul Maarek
March 2012 - 368 Shock on Variable or Shock on Distribution with Application to Stress-Tests - Simon Dubecq and Christian Gourieroux
March 2012 - 367 Breakeven inflation rates and their puzzling correlation relationships - Gilbert Cette and Marielle de Jong
February 2012 - 366 The Effect of the Minimum Wage on the Average Wage in France (in French) - Gilbert Cette, Valérie Chouard and Grégory Verdugo
February 2012 - 365 Global versus local shocks in micro price dynamics - Philippe Andrade and Marios Zachariadis
February 2012 - 364 Global Value Chains during the Great Trade Collapse: A Bullwhip Effect? - Carlo Altomonte, Filippo Di Mauro, Gianmarco Ottaviano, Armando Rungi and Vincent Vicard
February 2012 - 363 Reserve Requirements for Price and Financial Stability - When Are They Effective? - Christian Glocker and Pascal Towbin
February 2012 - 362 The determinants of intrafirm trade: Evidence from French firms - Gregory Corcos, Delphine Irac, Giodano Mion and Thierry Verdier
February 2012 - 361 How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies - Anindya Banerjee, Victor Bystrov and Paul Mizen
February 2012 - 360 The European way out of recession - Frédérique Bec, Othman Bouabdallah and Laurent Ferrara
January 2012 - 359 A term structure model with level factor cannot be realistic and arbitrage free - Simon Dubecq and Christian Gourieroux
January 2012
- 358 Market access in global and regional trade - José de Sousa, Thierry Mayer and Soledad Zignago
- 357 Capital controls and spillover effects: evidence from Latin-American countries - Frederic Lambert, Julio Ramos-Tallada and Cyril Rebillard
- 356 A smoke screen theory of financial intermediation - Régis Breton
- 355 Firm-Network Characteristics and Economic Robustness to Natural Disasters. - Fanny Henriet, Stéphane Hallegatte, and Lionel Tabourier
- 354 Fiscal Policy Discretion, Private Spending, and Crisis Episodes. - Luca Agnello, Davide Furceri and Ricardo M. Sousa
- 353 Price Stickiness and Sectoral Inflation Persistence: Additional Evidence. - Hervé Le Bihan and Julien Matheron
- 352 Credit and liquidity risks in euro area sovereign yield curves - Alain Monfort et Jean-Paul Renne
- 351 Interpreting the Hours-Technology time-varying relationship, Cristiano Cantore, Filippo Ferroni and Miguel A. León-Ledesma - Cristiano Cantore, Filippo Ferroni and Miguel A. León-Ledesma
- 350 Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads - Vladimir Borgy, Thomas Laubach, Jean-Stéphane Mésonnier and Jean-Paul Renne
(revised in July 2012) - 349 Risk aversion and Uncertainty in European Sovereign Bond Markets, Valère Fourel and Julien Idier - Valère Fourel and Julien Idier
- 348 How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment. - Julien Idier, Gildas Lamé and Jean-Stéphane Mésonnier (Revised version: August 2012)
- 347 State-Dependent Probability Distributions in Non Linear Rational Expectations Models, Jean Barthélemy and Magali Marx - Jean Barthélemy and Magali Marx (en anglais)
- 346 Service deregulation, competition and the performance of French and Italian firms, Francesco Daveri, Rémy Lecat and Maria Laura Parisi - Francesco Daveri, Rémy Lecat and Maria Laura Parisi (en anglais)
- 345 Pouvoir exécutoire des dettes et rendement de la monnaie, Mariana Rojas-Breu - Mariana Rojas-Breu (en anglais)
- 344 Wealth Effects on Consumption Plans: French Households in the Crisis, Luc Arrondel, Frédérique Savignac and Kevin Tracol - Luc Arrondel, Frédérique Savignac and Kevin Tracol (en anglais)
- 343 Capital Utilisation and Retirement, Antoine Bonleu, Gilbert Cette, and Guillaume Horny - Antoine Bonleu, Gilbert Cette et Guillaume Horny (en anglais)
- 342 Measuring the NAIRU: a complementary approach, Marie-Elisabeth de la Serve and Matthieu Lemoine - Marie-Elisabeth de la Serve et Matthieu Lemoine (en anglais)
- 341 The Exchange Rate Pass-Through in the New EU Member States - Ramona Jimborean
- 340 Default, liquidity and crises: an econometric framework - Alain Monfort and Jean-Paul Renne
- 339 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market - Sanvi Avouyi-Dovi and Julien Idier
- 338 Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle - Claude Lopez, Christian J. Murray and David H. Papell
- 337 Short Note on the Unemployment Rate of the French Overseas regions - Jean François Hoarau, Claude Lopez and Michel Paul
- 336 How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro's creation? - Matthieu Bussière, Alexander Chudik and Arnaud Mehl
- 335 Immigration and the Occupational Choice of Natives: a Factor Proportions Approach - Javier Ortega and Grégory Verdugo
- 334 Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation - Mohitosh Kejriwal and Claude Lopez
- 333 Macroeconomic consequences of global endogenous migration: a general equilibrium analysis - Vladimir Borgy, Xavier Chojnicki, Gilles Le Garrec and Cyrille Schwellnus
- 332 The Stability of Macroeconomic Systems with Bayesian Learners - James B. Bullard and Jacek Suda
- 331 Impact of the crisis on potential growth: An approach based on unobserved component models - Matthieu Lemoine, Marie-Elisabeth de la Serve And Mabrouk Chetouane (in french)
- 330 Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach - Edouard Challe and Chryssi Giannitsarou
- 329 Global Imbalances and Imported Disinflation in the Euro Area - Jean Barthélemy and Guillaume Cléaud
- 328 Financial Constraints and Foreign Market Entries or Exits: Firm-Level Evidence from France - Philippe Askenazy, Aida Caldera, Guillaume Gaulier and Delphine Irac
- 327 Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985 - 2009 - Roman Kraeussl and Stefan Krause
- 326 Convergence of Euro Area Inflation Rates - Claude Lopez and David H. Papell
- 325 Can Fiscal Policy Stimulus Boost Economic Recovery? - Luca Agnello and Ricardo Sousa
- 324 Generalized Taylor and Generalized Calvo price and wage-setting: micro evidence with macro implications - Huw Dixon and Hervé Le Bihan
- 323 BASEL III: Long-term impact on economic performance and fluctuations - Paolo Angelini, Laurent Clerc, Vasco Cúrdia, Leonardo Gambacorta, Andrea Gerali, Alberto Locarno, Roberto Motto, Werner Roeger, Skander Van den Heuvel and Jan Vlček
- 322 Carbon price and optimal extraction of a polluting fossil fuel with restricted carbon capture - Renaud Coulomb and Fanny Henriet
- 321 The possible shapes of recoveries in Markov-switching models - Frédérique Bec, Othman Bouabdallah and Laurent Ferrara
- 320 On the Welfare Costs of Misspecified Monetary Policy Objectives - Sanvi Avouyi-Dovi and Jean-Guillaume Sahuc
- 319 Protectionist Responses to the Crisis: Global Trends and Implications - Matthieu Bussière, Emilia Pérez-Barreiro, Roland Straub and Daria Taglioni
- 318 Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering - Sheheryar Malik and Michael K Pitt
- 317 Production factor returns: the role of factor utilisation - Gilbert Cette, Nicolas Dromel, Rémy Lecat, and Anne-Charlotte Paret
- 316 Two-way interplays between capital buffers, credit and output: evidence from French banks - Jérôme Coffinet, Virginie Coudert, Adrian Pop and Cyril Pouvelle
- 315 The decreasing returns on working time: An empirical analysis on panel country data - Gilbert Cette, Samuel Chang and Maty Konte
- 314 The confidence channel for the transmission of shocks - Suzanne Fei
- 313 The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? - Pasquale Della Corte, Lucio Sarno and Giulia Sestieri
- 312 Global Sourcing under Imperfect Capital Markets - Juan Carluccio and Thibault Fally
- 311 Predicting Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics - Jérôme Coffinet, Adrian Pop and Muriel Tiesset
- 310 Bigger, Stronger, Farther… Relative performances of French exporting firms. - Matthieu Crozet, Isabelle Méjean and Soledad Zignago (in French)
- 309 The changing role of house price dynamics over the business cycle - Gilles Dufrénot and Sheheryar Malik
- 308 To be or not to be in monetary union: A synthesis - Laurent Clerc, Harris Dellas and Olivier Loisel
- 307 Inattentive professional forecasters - Philippe Andrade and Hervé Le Bihan
- 306 Stress testing banks' profitability: the case of French banks - Jérôme Coffinet and Surong Lin
- 305 Wage and price joint dynamics at the firm level: an empirical analysis - Guillaume Horny and Patrick Sevestre
- 304 Pension entitlements of French and american households: a first comparison. - Julien Matheron (in French)
- 303 Does Inflation Targeting decrease Exchange Rate Pass-through in Emerging Countries? - Dramane Coulibaly and Hubert Kempf
- 302 Prices and volumes of options: A simple theory of risk sharing when markets are incomplete - François Le Grand and Xavier Ragot
- 301 Incomplete markets, liquidation risk, and the term structure of interest rates - Edouard Challe, François Le Grand and Xavier Ragot
- 300 The Case for a Financial Approach to Money Demand - Xavier Ragot
- 299 Qui mène la conEndogenizing leadership in tax competition: a timing game perspective currence fiscale ? Une approche par la théorie des jeux de calendrier - Hubert Kempf and Grégoire Rota Graziosi
- 298 Produce or speculate? Asset bubbles, occupational choice and efficiency - Pierre Cahuc and Edouard Challe
- 297 Fiscal Policy in a Tractable Liquidity-Constrained Economy - Edouard Challe and Xavier Ragot
- 296 Did Tax Policies mitigate US Business Cycles? - Filippo Ferroni
- 295 Is there Evidence of Shift-Contagion in International Housing Markets? - Olivier de Bandt and Sheheryar Malik
- 294 Compensation in the Financial Sector: Are all Bankers Superstars? - Claire Célérier
- 293 Insulation impossible: monetary policy and regional fiscal spillovers in a federation - Russell Cooper, Hubert Kempf and Dan Peled
- 292 Fiscal developments in the euro area beyond the crisis: some lessons drawn from fiscal reaction functions - Gilles Dufrénot and Laurent Paul
- 291 Banks' financial conditions and the transmission of monetary policy: a FAVAR approach - Ramona Jimborean and Jean-Stéphane Mésonnier
- 290 The art of central banking of the ECB and the separation principle - Christian Bordes and Laurent Clerc
- 289 The French Regions’ Borrowing Behaviours. How heterogeneous are they? - Gilles Dufrénot, Philippe Frouté and Christophe Schalck
- 288 Distance Selling, Internet and Price Dynamics - Phillipe Askenazy, Claire Célérier and Delphine Irac (in French)
- 287 Wage rigidity, collective bargaining and the minimum wage: evidence from French agreement data - Sanvi Avouyi-Dovi, Denis Fougère and Erwan Gautier
- 286 Are the effects of fiscal changes different in times of crisis and non-crisis? The French Case - Carine Bouthevillain and Gilles Dufrénot
- 285 The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models - Matthieu Lemoine and Christophe Mougin
- 284 Innovation and Advertising: Theory and Evidence - Philippe Askenazy, Thomas Breda and Delphine Irac
- 283 Do product market regulations in upstream sectors curb productivity growth? Panel data evidence for OECD countries. - Renaud Bourlès, Gilbert Cette, Jimmy Lopez, Jacques Mairesse and Giuseppe Nicoletti
- 282 Wage-setting Behavior in France: Additional Evidence from an Ad-hoc Survey. - Jérémi Montornès and Jacques-Bernard Sauner-Leroy
- 281 Price, Wage and Employment Response to Shocks: Evidence from the WDN Survey - Giuseppe Bertola, Aurelijus Dabusinskas, Marco Hoeberichts, Mario Izquierdo, Claudia Kwapil, Jeremi Montornès and Daniel Radowski
- 280 Pension entitlements of French and american households: a first comparison. - Dominique Durant and Laure Frey (in French)
- 279 Liquidity problems in the FX liquid market: Ask for the "BIL" - Vladimir Borgy, Julien Idier, and Gaëlle Le Fol
- 278 Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market - Sanvi Avouyi-Dovi and Julien Idier
- 277 Financial Shocks and Optimal Policy - Harris Dellas, Behzad Diba and Olivier Loisel
- 276 Wealth effects: the French case - Valérie Chauvin and Olivier Damette
- 275 Common business and housing market cycles in the Euro area from a multivariate decomposition - Laurent Ferrara and Siem Jan Koopman
- 274 The international transmission of house price shocks - Olivier de Bandt, Karim Barhoumi and Catherine Bruneau
- 273 Costs, demand, and producer price changes - Claire Loupias and Patrick Sevestre
- 272 National borders matter... where one draws the lines too - Emmanuelle Lavallée and Vincent Vicard
- 271 Productivity Growth and Levels in France, Japan, the United Kingdom and the United States in the Twentieth Century - Gilbert Cette, Yusuf Kocoglu and Jacques Mairesse
- 270 Impact of Fiscal Policy on Residential Investment in France - Pamfili Antipa and Christophe Schalck
- 269 Housing cycles in the major euro area countries - Luis.J Álvarez, Guido Bulligan, Alberto Cabrero, Laurent Ferrara and Harald Stahl
- 268 Cyclical relationships between GDP and housing market in France: Facts and factors at play - Laurent Ferrara and Olivier Vigna
- 267 The “housing bubble” and financial factors: Insights from a structural model of the French and Spanish residential markets - Pamfili Antipa and Rémy Lecat
- 266 Stockholding: Does housing wealth matter? - Luc Arrondel and Frédérique Savignac
- 265 Firms and the global crisis: French exports in the turmoil - Jean-Charles Bricongne, Lionel Fontagné, Guillaume Gaulier, Daria Taglioni and Vincent Vicard
- 264 Consumption-Wealth Ratio and Housing Prices - Simon Dubecq and Imen Ghattassi
- 263 Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation? - Vladimir Borgy, Laurent Clerc and Jean-Paul Renne
- 262 Forecasting inflation in France. - Claire Célérier
- 261 Frequency-domain analysis of debt service in a macro-finance model for the euro area. - Jean-Paul Renne
- 260 Identification of lagged duration dependence in multiple-spell competing risks models - Guillaume Horny and Matteo Picchio
- 259 Forecasting Euro-area recessions using time-varying binary response models for financial. - Christophe Bellégo and Laurent Ferrara
- 258 Trends and Cycles : an Historical Review of the Euro Area. - Jean Barthélemy, Magali Marx and Aurélien Poissonnier
- 257 A unified framework for understanding and comparing dynamic wage and price-setting models. - Huw D. Dixon
- 256 Labor Court Inputs, Judicial Cases Outcomes and Labor Flows: Identifying Real EPL - Henri Fraisse, Francis Kramarz and Corinne Prost
- 255 The housing price boom of the late ’90s: did inflation targeting matter? - Sébastien Frappa and Jean-Stéphane Mésonnier
- 254 Risk-Shifting, Fuzzy Capital Constraint, and the Risk-Taking Channel of Monetary Policy - Simon Dubecq, Benoît Mojon and Xavier Ragot
- 253 Bank incentives and optimal CDOs - Henri Pagès
- 252 ICT Demand Behaviour: an International Comparison - Gilbert Cette and Jimmy Lopez
- 251 Optimal Portfolio Allocation under Asset and Surplus VaR Constraints - Alain Monfort
- 250 A sequential modelling of the VaR - Alain Monfort (in French)
- 249 Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries - Bernhard Boockmann, Dragana Djurdjevic, Guillaume Horny and François Laisney
- 248 Inference in Mixed Proportional Hazard Models with K Random Effects - Guillaume Horny
- 247 Disinflation and unemployment in the euro area : A SVAR-based analysis - Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc (in French)
- 246 Estimating the implicit inflation target in the Euro area - Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc (in French)
- 245 Minimum Distance Estimation and Testing of DSGE Models from Structural VARs - Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc (in French)
- 244 Social VAT : Good or bad idea? - Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc (in French)
- 243 Inflation Target Shocks and Monetary Policy Inertia in the Euro Area - Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc
- 242 Stress testing French banks' income subcomponents - J. Coffinet, S. Lin and C. Martin
- 241 Central Banker's Behaviour in an Uncertain Environment - Sanvi Avouyi-Dovi et Jean-Guillaume Sahuc (in French)
Revue d’Economie Politique en 2009, numéro 119, pp. 119-142. - 240 Leadership in Public Good Provision: a Timing Game Perspective - Hubert Kempf and Grégoire Rota Graziosi
- 239 Identification of slowdowns and accelerations for the euro area economy. - Olivier Darné and Laurent Ferrara
- 238 Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector. - Sanvi Avouyi-Dovi, Mireille Bardos, Caroline Jardet, Ludovic Kendaoui and Jérémy Moquet
- 237 Convergence of firm-level productivity, globalisation, information technology, and competition: evidence from France. - Paul-Antoine Chevalier, Rémy Lecat and Nicholas Oulton
- 236 Simulations under Uncertainty - Stéphane Adjemian, Christophe Cahn, Antoine Devulder and Nicolas Maggiar (in French)
- 235 New Information Response Functions. - Caroline Jardet, Alain Monfort and Fulvio Pegoraro
- 234 No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth. - Caroline Jardet, Alain Monfort et Fulvio Pegoraro - Revised - Forthcoming in “The Journal of Banking and Finance”
- 233 Monetary rules and the spillover of regional fiscal policies in a federation. - Russell Cooper, Hubert Kempf and Dan Peled
- 232 Are disaggregate data useful for factor analysis in forecasting French GDP? - Karim Barhoumi, Olivier Darné and Laurent Ferrara
- 231 Time-varying (S, s) band models: empirical properties and interpretation - Erwan Gautier and Hervé Le Bihan
- 230 The Rocky Ride of Break-even-inflation rates - Gilbert Cette and Marielle de Jong
- 229 Education, Market Rigidities and Growth - Philippe Aghion, Philippe Askenazy, Renaud Bourlès, Gilbert Cette and Nicolas Dromel
- 228 Institutional features of wage bargaining in 23 European countries, the US and Japan - Philip Du Caju, Erwan Gautier, Daphne Momferatou and Melanie Ward-Warmedinger
- 227 Liquidity, Moral Hazard and Inter-Bank Market Collapse - Enisse Kharroubi and Edouard Vidon
- 226 Macroeconomic Fluctuations and Corporate Financial Fragility - Catherine Bruneau, Olivier de Bandt and Widad El Amri
- 225 Fiscal sustainability and policy implications for the euro area - Fabrizio Balassone, Jorge Cunha, Geert Langenus, Bernhard Manzke, Jeanne Pavot, Doris Prammer and Pietro Tommasino
- 224 Business surveys modelling with Seasonal-Cyclical Long Memory models - Laurent Ferrara and Dominique Guégan
- 223 Econometric Asset Pricing Modelling - Henri Bertholon, Alain Monfort and Fulvio Pegoraro
- 222 Monthly forecasting of French GDP: A revised version of the OPTIM model. - Karim Barhoumi, Véronique Brunhes-Lesage, Olivier Darné, Laurent Ferrara, Bertrand Pluyaud and Béatrice Rouvreau
- 221 On the Role of a Stock Market: A Study of France, Germany, and thez Euro Area - Robert Krainer
- 220 Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area - Jérôme Coffinet and Sébastien Frappa
- 219 A Two-Pillar DSGE Monetary Policy Model for the Euro Area. - Jean Barthélemy, Laurent Clerc and Magali Marx
- 218 Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models. - Julien Idier
- 217 Portfolio and financing adjustments for U.S.Banks: some empirical evidence - Robert Krainer
- 216 Restaurant Prices and the Minimum Wage - Denis Fougère, Erwan Gautier and Hervé Le Bihan
- 215 Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise. - Karim Barhoumi, Gerhard Rünstler, Riccardo Cristadoro, Ard Den Reijer, Audrone Jakaitiene, Piotr Jelonek, Antonio Rua, Karsten Ruth, Szilard Benk and Christophe Van Nieuwenhuyze
- 214 Dynamic voluntary contributions to a discrete public good: Experimental evidence. - Pavel Diev and Walid Hichri
- 213 Revisiting the Decline in the Exchange Rate Pass-Through: Further Evidence from Developing Countries. - Karim Barhoumi and Jamel Jouini
- 212 Domestic Savings and Foreign Capital: the Complementarity Channel - Enisse Kharroubi
- 211 Microeconomic price adjustments: a survey of theoretical models and empirical results. - Erwan Gautier (in French)
- 210 Short term analysis of raw data and business cycle estimation. Part 2 : empirical implementation. - Renaud Lacroix (in French)
- 209 Short term analysis of raw data and business cycle estimation. Part 1 : estimation and tests. - Renaud Lacroix (in French)
- 208 Sticky Wages. Evidence from Quarterly Microeconomic Data - Thomas Heckel, Hervé Le Bihan and Jérémi Montornès
- 207 Seasonal adjustment of monetary aggregates: implementation of new procedures - Renaud Lacroix et Laurent Maurin (in French)
- 206 Assessing the shape of the distribution of interest rates: lessons from French individual data - Renaud Lacroix
- 205 Total factor productivity and the decision to serve foreign markets: Firm level evidence from France. - Delphine Irac
- 204 Access to new imported varieties and total factor productivity: Firm level evidence from France. - Delphine Irac
- 203 Stress Testing and Corporate Finance - Olivier de Bandt, Catherine Bruneau and Widad El Amri
- 202 Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects - Vassilis Hajivassiliou and Frédérique Savignac
- 201 Simultaneous tests for non-stationarity and non-linearity: an application to the US real interest rate - Nicolas MILLION (in French)
- 200 Supply Shocks and Optimal Monetary Policy in the Euro Zone - Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc (in French)
- 199 Welfare Implications of Heterogeneous Labor Markets in a Currency Area - Céline Poilly and Jean-Guillaume Sahuc
- 198 Contraintes dCredit Constraints and the Cyclicality of R&D Investment: Evidence from France e crédit et cyclicité des investissements de R&D: Évidence pour la France - Philippe Aghion, Philippe Askenazy, Nicolas Berman, Gilbert Cette and Laurent Eymard
- 197 Competition, R&D, and the Cost of Innovation. - Philippe Askenazy, Christophe Cahn and Delphine Irac
- 196 On policy interactions among nations: when do cooperation and commitment matter ? - Hubert Kempf and Leopold von Thadden
- 195 Some Preliminary Evidence on the Globalization-Inflation Nexus - Sophie Guilloux and Enisse Kharroubi
- 194 Bank interest rate pass-through: new evidence from French individual data. - Anne Barbier de la Serre, Sébastien Frappa, Jérémi Montornès and Michèle Murez (in French)
- 193 Forecasting interest rates with futures contracts using macroeconomic and financial variables - Jérôme Coffinet (in French)
- 192 An Inflation Forecasting Model For The Euro Area. - Valérie Chauvin and Antoine Devulder
- 191 Switching VARMA Term Structure Models - Extended Version - Alain Monfort and Fulvio Pegoraro
- 190 The Dynamic Effects of Disinflation Policies. - Fabrice Collard, Patrick Fève and Julien Matheron
- 189 Multi-Lag Term Structure Models with Stochastic Risk Premia - Alain Monfort and Fulvio Pegoraro
- 188 Pricing and Inference with Mixtures of Conditionally Normal Processes - Henri Bertholon, Alain Monfort and Fulvio Pegoraro
- 187 Two probabilistic cyclical turning point indicators for the French economy - Marie Adanero-Donderis, Olivier Darné and Laurent Ferrara (in French)
- 186 Regional Debt in Monetary Unions: Is it Inflationary? - Russell Cooper, Hubert Kempf and Dan Peled
- 185 Lumpy Price Adjustments: A Microeconometric Analysis. - Emmanuel Dhyne, Catherine Fuss, Hashem Pesaran and Patrick Sevestre
- 184 Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective - Céline Poilly
- 183 Euro Area Market Reactions to the Monetary Developments Press Release - Jérôme Coffinet and Sylvain Gouteron
- 182 Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium-Scale DSGE Model - Frank Smets and Jean-Guillaume Sahuc
- 181 Testing heterogeneity within the euro area - Eric Jondeau and Jean-Guillaume Sahuc
- 180 Indirect ICT Investment - Paul-Antoine Beretti and Gilbert Cette
- 179 Forced Portfolio Liquidation - Christian Ewerhart and Natacha Valla
- 178 Financial Market Liquidity and the Lender of Last Resort - Christian Ewerhart and Natacha Valla
- 177 Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve - Harry Partouche
- 176 Probability of informed trading: an empirical application to the euro overnight market rate. - Julien Idier and Stefano Nardelli
- 175 Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy? - Jean-Stéphane Mésonnier and Jean-Paul Renne
- 174 Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-regional Model - Juha Alho and Vladimir Borgy
- 173 Measuring Long-Run Exchange Rate Pass-Through. - Olivier de Bandt, Anindya Banerjee and Tomasz Kozluk (en anglais)
- 172 Housing loans' development in France: an analysis in terms of cycles. - Rafal Kierzenkowski and Vichett Oung (in French)
- 171 The Monthly Index of Business Activity (MIBA): A revision - Olivier Darné and Véronique Brunhes-Lesage (in French)
- 170 Determinants of long-term interest rates in the United States and the euro area: A multivariate approach - Julien Idier, caroline Jardet and Aymeric de Loubens
- 169 The impact of financial constraints on innovation: What can be learned from a direct measure? - Frédérique Savignac
- 168 Understanding Asset Prices: Determinants and Policy Implications - Laurent Clerc
- 167 Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework. - Caroline Jardet and Gaëlle Le Fol
- 166 Microeconometric evaluation methods - Denis Fougère (in French)
- 165 Is there a structural break in equilibrium velocity in the euro area? - Christian Bordes, Laurent Clerc and Vêlayoudom Marimoutou
- 164 Price setting in the euro area: Some stylised facts from Individual Producer Price - Philip Vermeulen, Daniel Dias, Maarten Dossche, Erwan Gautier, Ignacio Hernando, Roberto Sabbatini, Harald Stahl
- 163 Structural Assessment of the Sacrifice Ratio and the Euro Area - Jérôme Coffinet, Julien Matheron and Céline Poilly (in French)
- 162 DSGE Models in a Data-Rich Environment - Jean Boivin and Marc Giannoni
- 161 Bubble-free interest-rate rules - Olivier Loisel
- 160 The Behaviour of Producer Prices: some Evidence from the French PPI Micro Data - Erwan Gautier
- 159 Stock exchanges industry consolidation and shock transmission - Julien Idier
- 158 Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data - Olivier de Bandt, Catherine Bruneau and Widad El Amri
- 157 The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area - Jean-Stéphane Mésonnier
- 156 Trends in "structural" productivity levels in the major industrialized countries - Renaud Bourlès and Gilbert Cette
- 155 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk - Hanno Lustig and Adrien Verdelhan
- 154 Risk Insurance in a Transition Economy: Evidence from Rural Romania - Delphine Irac and Camelia Minoiu
- 153 Revisiting the proximity-concentration trade-off: Distance and Horizontal Foreign Direct Investment in OECD countries - Delphine Irac
- 152 Labour Market Structural Reforms: some Lessons from the Recent Studies - Denis Fougère
- 151 Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations - Christian Ewerhart, Nuno Cassola and Natacha Valla (en anglais)
- 150 Monetary Policy Inertia or Persistent Shocks? - Julio Carrillo, Patrick Fève and Julien Matheron
- 149 Financial (Dis)Integration - Enisse Kharroubi
- 148 How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data? - Julien Matheron, and Céline Poilly
- 147 Seasonal Adjustment of Monetary Aggregates and Loans Series at the Banque de France: Theoretical Background and Implementation. - Élisabeth Fonteny (in French)
- 146 Estimating Potential Output with a Production Function for France, Germany and Italy. - Mustapha Baghli, Christophe Cahn and Jean-Pierre Villetelle
- 145 Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area - Olivier de Bandt, Catherine Bruneau, Alexis Flageollet
- 144 Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area - Sanvi Avouyi-Dovi, Rafal Kierzenkowski, Catherine Lubochinsky
- 143 Term Structure Anomalies: Term Premium or Peso problem? - Caroline JARDET
- 142 Revisiting the money demand function in the euro area - Sanvi Avouyi-Dovi, Matthieu Brun, Alain Dreyfus, Françoise Drumetz, Vichett Oung and Jean-Guillaume Sahuc (in French)
- 141 Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity - Eric Jondeau and Jean-Guillaume Sahuc
- 140 Is the Inflation-Output Nexus Asymmetric in the Euro Area? - Mustapha Baghli, Christophe Cahn and Henri Fraisse
- 139 Illiquidity, Financial Development and the Growth-Volatility Relationship - Enisse Kharroubi
- 138 Sticky Prices in the Euro Area: A Summary of New Micro Evidence - Luis J. Álvarez, Emmanuel Dhyne, Marco Hoeberichts, Claudia Kwapil, Hervé Le Bihan, Patrick Lünnemann, Fernando Martins, Roberto Sabbatini, Harald Stahl, Philip Vermeulen and Jouko Vilmunen
- 137 Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation - Denis Fougère, Hervé Le Bihan and Patrick Sevestre
- 136 Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data - Emmanuel Dhyne, Luis J. Álvarez, Hervé Le Bihan, Giovanni Veronese, Daniel Dias, Johannes Hoffmann, Nicole Jonker, Patrick Lünnemann, Fabio Rumler, Jouko Vilmunen
- 135 The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence - Silvia Fabiani, Martine Druant, Ignacio Hernando, Claudia Kwapil, Bettina Landau, Claire Loupias, Fernando Martins, Thomas Mathä, Roberto Sabbatini, Harald Stahl and Ad Stockman
- 134 The Fed and the Question of Financial Stability: An Empirical Investigation - Thierry Grunspan
- 133 A comparison of Structural Productivity Levels in the Major Industrialised Countries - Renaud Bourlès and Gilbert Cette
- 132 The Impact of Stock Market Shocks on Credit in France since the mid-1990s - John Baude
- 131 Excess Monetary Liquidity and Asset Prices - Sylvain Gouteron and Daniel Szpiro
- 130 Opportunity Costs of Having a Child, Financial Constraints and Fertility - Gilbert Cette, Nicolas Dromel and Dominique Méda
- 129 Dynamic macroeconometric modelling - Patrick Fève
- 128 Do financial markets forecast economic turning points? - Benoît Bellone, Erwan Gautier and Sébastien Le Coent
- 127 Central Bank Reputation in a Forward-Looking Model - Olivier Loisel
- 126 Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the Euro Area - Sanvi Avouyi-Dovi and Julien Matheron (en anglais)
- 125 Can the Kydland--Prescott Model Pass the Cogley--Nason Test? - Patrick Fève and Julien Matheron (en anglais)
- 124 Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours? - Martial Dupaigne, Patrick Fève and Julien Matheron
- 123 Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy - Sanvi Avouyi-Dovi and Julien Matheron
- 122 Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI - Laurent Bilke
- 121 Interactions between Business Cycles, stock Market Cycles and Interest Rates: the Stylised Facts - Sanvi Avouyi-Dovi and Julien Matheron
- 120 Price Setting in France: new Evidence from Survey Data - Claire Loupias and Roland Ricart
- 119 Pension Schemes and Falling Birth-rates: Change in Customs or Microeconomic Optimization? - Claire Loupias and Bertrand Wigniolle
- 118 Partial Indexation, Trend Inflation, and the Hybrid Phillips Curve - Jean-Guillaume Sahuc
- 117 The Taylor Rule and Monetary Policy in the Euro Area - Jean-Stéphane Mésonnier and Jean-Paul Renne
- 116 Investment in Information and Communication Technologies: an Empirical Analysis - Gilbert Cette, Jimmy Lopez and Pierre-Alexandre Noual
- 115 A Time-Varying Natural Rate for the Euro Area - Jean-Stéphane Mésonnier and Jean-Paul Renne
- 114 Inflation and the Markup in the Euro Area - Catherine Bruneau, Olivier De bandt and Alexis flageollet
- 113 Price Rigidity. Evidence from the French CPI Macro-Data - Laurent Baudry, Hervé Le Bihan, patrick Sevestre and Sylvie Tarrieu
- 112 ICT Diffusion and Potential Output Growth - Gilbert Cette, Jacques Mairesse and Yusuf Kocoglu
- 111 The Breaks in per Capita Productivity Trends in a Number of Industrial Countries - Tristan-Pierre Maury and Bertrand Pluyaud
- 110 Determinants of Productivity per Employee: an Empirical Estimation Using Panel Data - Nicolas Belorgey, Rémy Lecat and Tristan-Pierre Maury
- 109 Price Stability and The ECB's Monetary Policy Strategy - Christian Bordes and Laurent Clerc (en anglais)
- 108 Optimal Portfolio Allocation Under Higher Moments - Eric Jondeau and Michael Rockinger (en anglais)
- 107 The Bank Bias: Segmentation of French Fund Families - Eric Jondeau and Michael Rockinger
- 106 Model for AnalySing and foreCasting shOrT TErm developments - Mustapha Baghli, Véronique Brunhes-Lesage, Olivier De bandt, Henri Fraisse et Jean-Pierre Villetel
- 105 Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model - Stéphane Moyen and Jean-Guillaume Sahuc
- 104 Evaluating the Fit of Sticky Price Models - Julien Matheron and Tristan-Pierre Maury
- 99 Profit Share in France and a Number of Major Industrialised Countries: Empirical Analysis over the Period 1970-2000 - Mustapha Baghli, Gilbert Cette and Arnaud Sylvain
- 103 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) - Éric Jondeau and Hervé Le Bihan
- 102 Forecasting Inflation in the Euro Area - Catherine Bruneau, Olivier De Bandt and Alexis Flageollet
- 101 Forecasting Inflation using Economic Indicators: the Case of France - Catherine Bruneau, Olivier De Bandt, Alexis Flageollet and Emmanuel Michaux
- 100 The Challenges of the "New Economy" for Monetary Policy - Gilbert Cette and Christian Pfister
- 98 Central Banking, the Discount Rate and Monetary Policy in the Works of Henry Thornton (1760-1815) - Jean-Stéphane Mésonnier
- 97 Firm Investment and Monetary Policy Transmission in the Euro Area - Jean-Bernard Chatelain, Andrea Generale, Ignacio Hernando, Ulf von Kalckreuth and Philip Vermeulen (en anglais)
- 96 Investment, the Cost of Capital and Monetary Policy in the Nineties in France: A Panel Data Investigation - Jean-Bernard Chatelain and André Tiomo
- 95 What is the Best Approach to Measure the Interdependence between Different Markets? - Sanvi Avouyi-Dovi, Dominique Guégan and Sophie Ladoucette
- 94 An Assessment of Persistence in Stock Markets - Sanvi Avouyi-Dovi, Dominique Guégan and Sophie Ladoucette
- 93 Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area - Michael Ehrmann, Leonardo Gambacorta, Jorge Martínez-Pagés, Patrick sevestre and Andrea Worms
- 92 Is There a Bank lending Channel in France? Evidence From Bank Panel Data - Claire Loupias, Frédérique Savignac and Patrick Sevestre
- 91 Optimal Supervisory Policies and Depositor-Preferences Laws - Henri Pagès and João A.C. Santos
- 90 Asset Allocation in Transition Economies - Eric Jondeau and Michael Rockinger
- 89 Potential Output and Output Gap : Some estimates for France - Mustapha Baghli, Carine Bouthevilain, Olivier De Bandt, Henri Fraisse, Hervé Le Bihan, Philippe Rousseaux (In French)
- 88 Short-Run Assessment of French Economic Activity Using OPTIM - Delphine Irac and Franck Sédillot (In English)
- 87 The effects on GDP growth of ICT: the case of France over a long period (1980-2000) - Gilbert Cette, Jacques Mairesse and Yusuf Kocoglu (In French)
- 86 Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data - Eric Jondeau and Hervé Le Bihan (In English)
- 85 Optimal Capacity in the Banking Sector and Economic Growth - Bruno Amable, Jean-Bernard Chatelain, and Olivier De Bandt (In English)
- 84 Mark-up and Capital Structure of the Firm facing Uncertainty - Jean-Bernard Chatelain (In English)
- 83 Evaluation de l'estimation par les GMM de la fonction de réaction de la Federal Reserve Bank - Clémentine Florens, Eric Jondeau and Hervé Le Bihan (In English)
- 82 Dépendance conditionnelle entre les séries financières : Une application des copulas - Michael Rockinger and Eric Jondeau (In English)
- 81 Pitfalls in Investment Euler Equations - Jean-Bernard Chatelain and Jean-Christophe Teurlai (In English)
- 80 Can Financial Infrastructures Foster Economic Development? - Bruno Amable and Jean-Bernard Chatelain (In English)
- 79 Entropy densities: with an application to autoregressive conditional skewness and kurtosis - Eric Jondeau and Michael Rockinger (In English)
- 78 Modèle à Anticipations Rationnelles de la ConjonctureSimulée : MARCOS - Pascal Jacquinot and Ferhat Mihoubi (In French)
- 77 Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence - Eric Jondeau and Michael Rockinger (In English )
- 76 Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies - Eric Jondeau and Hervé Le Bihan (In English )
- 75 Estimation of a time varying NAIRU for France - Delphine Irac (In English)
- 74 Leading Indicators of Currency Crises in Emerging Economies - Olivier Burkart and Virginie Coudert (In English )
- 73 Does correlation between stock returns really increase during turbulent period? - François Chesnay and Eric Jondeau (In English)
- 72 Testing the null hypothesis of stationarity in fractionally integrated models - Renaud Lacroix (In English)
- 71 Testing for zeros in the spectrum of an univariate stationary process: Part II - Renaud Lacroix (In English )
- 70 Testing for zeros in the spectrum of an univariate stationary process: Part I - Renaud Lacroix (In English)
- 69 Implementing and interpreting indicator of core inflation: the case of France - Hervé Le Bihan and Franck Sédillot
- 68 Modeling and Forecasting the French Consumer Price Index Components - Éric Jondeau, Hervé Le Bihan and Franck Sédillot (in English)
- 67 Does the Yield Spread Content any Information about Future Economic Activity? - Franck Sédillot (In French)
- 66 The Tail Behavior of Stock Returns: Emerging versus Mature Markets - Eric Jondeau and Michael Rockinger (in English)
- 65 Modelling the Swap Spread - Sanvi Avouyi-Dovi and Eric Jondeau (in English)
- 64 Labour Share Income in France and in Germany - Ferhat Mihoubi (In French)
- 63 Investment in France since the Beginning of the Eighties - Delphine Irac and Pascal Jacquinot (In French)
- 62 Coûts et bénéfices du passage d'une faible inflation à la stabilité des prix. Une comparaison internationale - Jean-Bernard Chatelain et Patrick Sevestre
- 61 The Information Content of the French and German Government Bond Yield Curves: Why such Differences? - Eric Jondeau and Roland Ricart (in English)
- 60 Fiscal Policy in the Transition to Monetary Union: A Structural VAR Model - Catherine Bruneau and Olivier De Bandt
- 59 Measuring the Reward-to-Risk Ratio from the Euro-Currency Market - Eric Jondeau (In French)
- 58 Modelling Asian Stock-Market Volatility - Sanvi Avouyi-Dovi and Eric Jondeau (In French)
- 57 Interest Rate Transmission and Volatility Transmission along the Yield Curve - Sanvi Avouyi-Dovi and Eric Jondeau (in English)
- 56 Gram-Charlier Densities - Eric Jondeau and Michael Rockinger (In English)
- 55 Forecasting French and German Long-Term Rates Using a Rational-Expectation Model - Eric Jondeau and Franck Sédillot (In French)
- 54 Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election - Sophie Coutant, Eric Jondeau and Michael Rockinger
- 53 Long-Run Causality, with an Application to International Links between Long-Term Interest Rates - Catherine Bruneau and Eric Jondeau (in English)
June 1998 - October 1998 (Revised draft) - 52 Structural VAR Modeling: Application to France's Monetary Policy - Catherine Bruneau and Olivier De Bandt (In French)
- 51 Measuring Core Inflation Using a Structural VAR Approach: An Application to France, Germany and the UK - Pascal Jacquinot (In French)
- 50 Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period - Pierre-Cyrille Hautcoeur and Pierre Sicsic
- 49 On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note - Patrick Sevestre (in English)
- 48 La relation entre le taux des crédits et le coût des ressources bancaires. Modélisation et estimation sur données individuelles de banques. - Laurent Baumel et Patrick Sevestre
- 47 Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral Densities - Eric Jondeau and Michael Rockinger (In French and in English)
- 46 VAR Model and the Test of the Expectations Hypothesis of the Term Structure - Eric Jondeau (in French )
- 45 The Expectations Hypothesis of the Term Structure: A Test Using French Government Bonds - Eric Jondeau and Roland Ricart (in French)
- 43 The Information Content of the Term Structure: An Application to French Government Bonds - Eric Jondeau and Roland Ricart (in French)
- 42 Volume Effect, Volatility, and International Transmission between Stock Markets - Sanvi Avouyi-Dovi, Eric Jondeau and Charles Lai Tong (in French)
- 41 Widening of the social security basis : from a wage to a value added basis - impact on french non financial firms - Gilbert Cette and Elisabeth Kremp (in French)
- 36 « Stop-Loss » Strategies: Theory and Application to the MATIF Bond Future Contract - Bernard Bensaid and Olivier De Bandt (En français et en anglais)
- 35 The Expectations Hypothesis of the Term Structure: Tests on US, German, French, and UK Euro-rates - Eric Jondeau and Roland Ricart (En français et en anglais)
June 1996 revised December 1998