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Working paper series

  • 598 The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending - Alejandro Bernales and Mario di Filippo
    July 2016
  • 597 Immigration to the U.S.: A problem for the Republicans or the Democrats? - Anna Maria Mayda, Giovanni Peri, Walter Steingress
    June 2016
  • 596 The PRISME model: can disaggregation on the production side help to forecast GDP? - Camille Thubin, Thomas Ferrière, Éric Monnet, Magali Marx and Vichett Oung
    June 2016
  • 595 Fiscal Consolidation Under Imperfect Credibility - Matthieu Lemoine and Jesper Lindé
    May 2016
  • 594 Bailouts, Moral Hazard and Banks' Home Bias for Sovereign Debt - Gaetano Gaballo and Ariel Zetlin-Jones
    May 2016
  • 593 The Collateral Channel of Open Market Operations - Nuno Cassola and François Koulischer
    May 2016
  • 592 Has Globalization Really Increased Business Cycle Synchronization? - Eric Monnet and Damien Puy
    April 2016
  • 591 Demographic Cycle, Migration and Housing Investment: a Causal Examination - Eric Monnet (Banque de France) and Clara Wolf (Sciences Po)
    April 2016
  • 590 How Monetary Policy Changes Bank Liability Structure and Funding Cost. - Mattia Girotti
    April 2016
  • 589 UK term structure decompositions at the zero lower bound. - Andrea Carriero, Sarah Mouabbi and Elisabetta Vangelista
    April 2016
  • 588 The role of production factor quality and technology diffusion in 20th century productivity growth. - Antonin Bergeaud, Gilbert Cette and Rémy Lecat
    April 2016
  • 587 The Impact of the National Minimum Wage on Industry-Level Wage Bargaining in France. - Erwan Gautier, Denis Fougère and Sébastien Roux
    April 2016
  • 586 The Pre-Great Recession Slowdown in Productivity. - Gilbert Cette, John Fernald and Benoît Mojon
    March 2016
  • 585 In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area. - Patrick Fève and Jean-Guillaume Sahuc
    March 2016
  • 584 Accounting for Labor Gaps - François Langot and Alessandra Pizzo
    March 2016
  • 583 Credit frictions and the cleansing effect of recessions. - Sophie Osotimehin and Francesco Pappadà
    March 2016
  • 582 Measuring Financial Fragmentation in the Euro Area Corporate Bond Market. - Guillaume Horny, Simone Manganelli and Benoit Mojon
    February 2016
  • 581 Margin rate and the cycle: the role of trade openness. - Gilbert Cette, Rémy Lecat and Ahmed Ould Ahmed Jiddou
    February 2016
  • 580 Offshoring and Skill-upgrading in French Manufacturing: A Heckscher-Ohlin-Melitz View. - Juan Carluccio, Alejandro Cuñat, Harald Fadinger and Christian Fons-Rosen
    December 2015
  • 579 Institutional distance and foreign direct investment. - Rafael Cezar and Octavio R. Escobar
    December 2015
  • 578 Approximating time varying structural models with time invariant structures. - Fabio Canova, Filippo Ferroni and Christian Matthes
    December 2015
  • 577 On the sources of macroeconomic stability in the euro area. - Sanvi Avouyi-Dovi and Jean-Guillaume Sahuc
    November 2015
  • 576 Delayed Overshooting Puzzle in Structural Vector Autoregression Models - Klodiana Istrefi and Balazs Vonnak
    October 2015
  • 575 Financial incentives and labor market duality - Clémence Berson and Nicolas Ferrari
    October 2015
  • 574 The behaviour of French Firms during the Crisis: Evidence from the Wage Dynamics Network Survey - Christophe Jadeau, Edouard Jousselin, Sébastien Roux and Gregory Verdugo
    October 2015
  • 573 Forward Guidance and Heterogeneous Beliefs - Philippe Andrade, Gaetano Gaballo, Eric Mengus and Benoit Mojon
    October 2015
  • 572 The Long Landing Scenario: Rebalancing from Overinvestment and Excessive Credit Growth. Implications for Potential Growth in China - Marie Albert, Cristina Jude and Cyril Rebillard
    October 2015
  • 571 Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty - Matthieu Bussière, Laurent Ferrara and Juliana Milovich
    September 2015
  • 570 Real Wage Cyclicality in the Eurozone before and during the Great Recession: Evidence from micro data - Gregory Verdugo
    September 2015
  • 569 Mega-deals: What Consequences for sub-Saharan Africa? - Houssein Guimbard and Maëlan Le Goff
    September 2015
  • 568 Credible Wage Bargaining and the Joint Dynamics of Unemployment and Inflation - Pierrick Clerc
    August 2015
  • 567 On the coherence and the predictive content of the French Bank Lending Survey’s indicators - Grégory LEVIEUGE (in French)
    August 2015
  • 566 Explaining and forecasting bank loans. Good times and crisis - Grégory LEVIEUGE
    August 2015
  • 565 Structural and atheoretic approaches to micro-econometrics of public policy evaluation - Sébastien Roux (in french)
    August 2015
  • 564 Civic capital and the Vertical Integration of Service Provision: Evidence from Italy. - Matthias Bürker and G. Alfredo Minerva
    July 2015
  • 563 Aid and Growth. Evidence from Firm-Level Data. - Lisa Chauvet and Hélène Ehrhart
    July 2015
  • 562 Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels. - Ludovic Gauvin and Cyril Rebillard
    June 2015
  • 561 Financial integration and growth correlation in Sub-Saharan Africa - Julien Acalin, Bruno Cabrillac, Gilles Dufrénot, Luc Jacolin and Samuel Diop.
    June 2015
  • 560 From Micro to Macro: Demand, Supply, and Heterogeneity in the Trade Elasticity - Maria Bas, Thierry Mayer and Mathias Thoenig.
    June 2015
  • 559 Growth effect of FDI in developing economies: The role of institutional quality - Cristina Jude and Grégory Levieuge.
    June 2015
  • 558 Staying at Zero with Affine Processes: An Application to Term Structure Modelling - Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne and Guillaume Roussellet.
    June 2015
  • 557 Innovation and Top Income Inequality - Philippe Aghion, Ufuk Akcigit, Antonin Bergeaud Richard, Blundell, David Hémous.
    June 2015
  • 556 The Implementation of Stabilization Policy. - Olivier Loisel
    June 2015
  • 555 Profit shifting through transfer pricing: evidence from French firm level trade data. - Vincent Vicard
    May 2015
  • 554 Asymmetric shocks in a currency union: The role of central bank collateral policy. - François Koulischer
    May 2015
  • 553 Employment effects of foreign direct investment. New Evidence from Central and Eastern European Countries. - Cristina Jude and Monica Ioana Pop Silaghi
    May 2015
  • 552 Wealth Effects on Consumption across the Wealth Distribution: Empirical Evidence. - Luc Arrondel, Pierre Lamarche and Frédérique Savignac
    May 2015 (revised in december 2015)
  • 551 Demand learning and firm dynamics: evidence from exporters - Nicolas Berman, Vincent Rebeyrol and Vincent Vicard
    May 2015
  • 550 For a Few Dollars More: Reserves and Growth in Times of Crises - Matthieu Bussière, Gong Cheng, Menzie Chinn and Noëmie Lisack
    April 2015
  • 549 GDP per capita in advanced countries over the 20th century - Antonin Bergeaud, Gilbert Cette and Rémy Lecat
    April 2015
  • 548 Bank risks, monetary shocks and the credit channel in Brazil: identification and evidence from panel data. - Julio Ramos-Tallada
    April 2015
  • 547 The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. - Sanvi Avouyi-Dovi, Guillaume Horny and Patrick Sevestre
    April 2015
  • 546 Austerity Plans and Tax Evasion : Theory and Evidence from Greece. - Francesco Pappadà and Yanos Zylberberg
    April 2015
  • 545 Cross-border interbank contagion in the European banking sector - Silvia Gabrieli, Dilyara Salakhova and Guillaume Vuillemey
    March 2015
  • 544 Entry barriers to international trade: product versus firm fixed costs - Walter Steingress
    March 2015
  • 543 Variable Trade Costs, Composition Effects, and the Intensive Margin of Trade - Antoine Berthou and Lionel Fontagné
    March 2015
  • 542 Specialization Patterns in International Trade - Walter Steingress
    March 2015
  • 541 Monetary Union with A Single Currency and Imperfect Credit Market Integration - Vincent Bignon, Régis Breton and Mariana Rojas Breu
    March 2015 (revised in March 2015)
  • 540 Can the Provision of Long-Term Liquidity Help to Avoid a Credit Crunch? Evidence from the Eurosystem's LTROs. - Philippe Andrade, Christophe Cahn, Henri Fraisse and Jean-Stéphane Mésonnier
    March 2015 (revised in may 2015)
  • 539 Globalization, Market Structure and the Flattening of the Phillips Curve. - Sophie Guilloux-Nefussi
    March 2015
  • 538 The Elasticity of Poverty with respect to Sectoral Growth in Africa. - Nicoletta Berardi and Federica Marzo
    February 2015
  • 537 On the Size of the Government Spending Multiplier in the Euro Area - Patrick Fève and Jean-Guillaume Sahuc
    February 2015
  • 536 Labour Force Participation and Tax-Benefit Systems: A Cross-Country Comparative Perspective - Kamil Galuščák and Gábor Kátay
    February 2015
  • 535 Precautionary Saving and Aggregate Demand - Edouard Challe, Julien Matheron, Xavier Ragot and Juan F. Rubio-Ramirez
    January 2015
  • 534 Why Financial Advice Cannot Substitute for Financial Literacy? - Majdi Debbich
    January 2015
  • 533 Capital Regulation in a Macroeconomic Model with Three Layers of Default. - Laurent Clerc, Alexis Derviz, Caterina Mendicino, Stephane Moyen, Kalin Nikolov, Livio Stracca, Javier Suarez and Alexandros P. Vardoulakis
    December 2014
  • 532 Impact of research tax credit on R&D and innovation: evidence from the 2008 French reform. - Antoine Bozio, Delphine Irac and Loriane Py
    December 2014
  • 531 A network view on interbank market freezes. - Silvia Gabrieli and Co-Pierre Georg
    December 2014
  • 530 Land Collateral and Labor Market Dynamics in France - Leo Kaas, Patrick A. Pintus and Simon Ray
    December 2014
  • 529 Implementing monetary policy in a fragmented monetary union - Miklos Vari
    December 2014
  • 528 Assessing the macroeconomic effects of LTROS - Christophe Cahn, Julien Matheron and Jean-Guillaume Sahuc
    December 2014
  • 527 An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia - Sarah Mouabbi
    December 2014
  • 526 Trade networks and colonial trade spillovers - Antoine Berthou and Hélène Ehrhart
    December 2014
  • 525 How Fiscal Policy Affects the Price Level: Britain’s First Experience with Paper Money - Pamfili Antipa
    November 2014
  • 524 Fundamental disagreement - Philippe Andrade, Richard Crump, Stefano Eusepi and Emanuel Moench
    November 2014
  • 523 How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts - Frédérique Bec and Annabelle De Gaye
    November 2014
  • 522 Euro Area business cycles in turbulent times: convergence or decoupling? - Filippo Ferroni and Benjamin Klaus
    November 2014
  • 521 The Term Structure of the Welfare Cost of Uncertainty - Pierlauro Lopez
    November 2014
  • 520 Variable Selection in Predictive MIDAS Models - Clément Marsilli
    November 2014
  • 519 Pre-crisis credit standards: monetary policy or the savings glut? - Adrian Penalver
    November 2014
  • 518 Options Embedded in ECB Targeted Refinancing Operations - Jean-Paul Renne
    October 2014
  • 517 Fixed-Income Pricing in a Non-Linear Interest-Rate Model - Jean-Paul Renne
    October 2014
  • 516 Strategic fiscal revaluation or devaluation: why does the labor wedge matter? -  François Langot and Matthieu Lemoine
    October 2014
  • 515 Nowcasting global economic growth: A factor-augmented mixed-frequency approach - Laurent Ferrara and Clément Marsilli
    October 2014
  • 514 Product and Labor Market Regulations, Production Prices, Wages and Productivity - Gilbert Cette, Jimmy Lopez and Jacques Mairesse
    October 2014
  • 513 False News, Informational Efficiency, and Price Reversals - Jérôme Dugast and Thierry Foucault
    October 2014
  • 512 Euro Area monetary policy shocks: impact on financial asset prices during the crisis? - Caroline Jardet and Allen Monks
    October 2014
  • 511 Economic Policy Uncertainty and Inflation Expectations - Klodiana Istrefi and Anamaria Piloiu
    October 2014
  • 510 The Price of Stability. The balance sheet policy of the Banque de France and the Gold Standard (1880-1914). - Guillaume Bazot, Michael D. Bordo and Eric Monnet
    October 2014
  • 509 Sequential Coordination, Higher-Order Belief Dynamics and E-Stability Principle - Gaetano Gaballo
    October 2014
  • 508 Fiscal Devaluation and Structural Gaps - François Langot, Lise Patureau and Thepthida Sopraseuth
    September 2014
  • 507 The Shimer puzzle(s) in a New Keynesian framework - Alessandra Pizzo
    September 2014
  • 506 Coin Assaying and Commodity Money - Vincent Bignon and Richard Dutu
    August 2014
  • 505 Financial fragility in small open economies: firm balance sheets and the sectoral structure - Yannick Kalantzis
    August 2014 (revised in February 2015)
  • 504 How do households allocate their assets? Stylised facts from the Eurosystem Household Finance and Consumption Survey - Luc Arrondel, Laura Bartiloro, Pirmin Fessler, Peter Lindner , Thomas Y. Mathä, Cristiana Rampazzi, Frederique Savignac , Tobias Schmidt, Martin Schürz and Philip Vermeulen
    August 2014
  • 503 Technological Standardization, Endogenous Productivity and Transitory Dynamics - Justus Baron and Julia Schmidt
    August 2014
  • 502 International Bailouts: Why Did Banks' Collective Bet Lead Europe to Rescue Greece? - Eric Mengus
    August 2014
  • 501 The European Monetary Union and Imbalances: Is it an Anticipation Story ? - Daniele Siena
    July 2014
  • 500 Retirement, Early Retirement and Disability: Explaining Labor Force Participation after 55 in France - Luc Behaghel, Didier Blanchet and Muriel Roger
    July 2014
  • 499 Bank Capital Adjustment Process and Aggregate Lending - Thibaut Duprey and Mathias Lé
    July 2014
  • 498 Trade, Wages, and Collective Bargaining: Evidence from France - Juan Carluccio, Denis Fougère and Erwan Gautier
    July 2014
  • 497 Wealth and Income in the Euro Area: Heterogeneity in Households’ Behaviours? - Luc Arrondel, Muriel Roger, and Frédérique Savignac
    July 2014
  • 496 Financial Shocks and the Cyclical Behavior of Skilled and Unskilled Unemployment - Jose Ignacio Lopez and Virginia Olivella Moppett
    July 2014
  • 495 The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings - Alejandro Bernales
    June 2014
  • 494 Determinants of OECD countries’ sovereign yields: safe havens, purgatory, and the damned - Clément Bortoli, Louis Harreau and Cyril Pouvelle
    June 2014
  • 493 Heterogeneity, Unemployment Benefits and Voluntary Labor Force Participation - Antoine Devulder
    June 2014
  • 492 Small and large price changes and the propagation of monetary shocks - Fernando Alvarez, Hervé Le Bihan and Francesco Lippi
    June 2014
  • 491 Did the EBA Capital Exercise Cause a Credit Crunch in the Euro Area? - Jean-Stéphane Mésonnier and Allen Monks
    June 2014
  • 490 Specification Analysis of International Treasury Yield Curve Factors - Fulvio Pegoraro, Andrew F. Siegel and Luca Tiozzo ‘Pezzoli’
    June 2014
  • 489 International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment - Fulvio Pegoraro, Andrew F. Siegel and Luca Tiozzo ‘Pezzoli’
    June 2014
  • 488 Foreign direct investment drivers and growth in Central and Eastern Europe in the aftermath of the 2007 global financial crisis - Ramona Jimborean and Anna Kelber
    June 2014
  • 487 Income Taxation, Transfers and Labour Supply at the Extensive Margin. - Péter Benczúr, Gábor Kátay, Áron Kiss and Olivér M. Rácz
    May 2014
  • 486 A Quadratic Kalman Filter - Alain Monfort, Jean-Paul Renne and Guillaume Roussellet
    May 2014
  • 485 Shock Transmission through International Banks – Evidence from France - Matthieu Bussière, Boubacar Camara, François-Daniel Castellani, Vincent Potier and Julia Schmidt
    May 2014
  • 484 How do firms adjust production factors to the cycle? - Gilbert Cette, Rémy Lecat and Ahmed Ould Ahmed Jiddou
    April 2014
  • 483 Endogenous Derivative Networks - Guillaume Vuillemey and Régis Breton
    April 2014
  • 482 Credit Risk in the Euro area - Simon Gilchrist and Benoit Mojon
    April 2014
  • 481 Credit Growth and Bank Capital Requirements: Binding or Not? - Claire Labonne and Gildas Lamé
    March 2014
  • 480 Honoring Sovereign Debt or Bailing Out Domestic Residents: A Theory of Internal Costs of Default - Eric Mengus
    March 2014
  • 479 Shipment frequency of exporters and demand uncertainty - Gabor Békès, Lionel Fontagné, Balazs Murakozy and Vincent Vicard
    March 2014
  • 478 A stylized applied energy-economy model for France. - Fanny Henriet, Nicolas Maggiar and Katheline Schubert
    March 2014
  • 477 Monitoring the European CDS Market through Networks: Implications for Contagion Risks - Laurent Clerc, Silvia Gabrieli, Steffen Kern and Yanis El Omari
    March 2014
  • 476 Does ICT remain a powerful engine of growth? - Gilbert Cette
    February 2014
  • 475 Productivity trends from 1890 to 2012 in advanced countries - Antonin Bergeaud, Gilbert Cette et Rémy Lecat
    February 2014
  • 474 The efficiency of enterprise zone programs: some conflicting results? - Florian Mayneris and Loriane Py
    January 2014 - Published in «Région et développement» Vol. 38, pp. 209-224 (2013).
  • 473 New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the “blocking” approach. - Matteo Mogliani, Véronique Brunhes-Lesage, Olivier Darné and Bertrand Pluyaud
    January 2013
  • 472 Market Shares in the Wake of the Global Crisis: the Quarterly Export Competitiveness Database. - Guillaume Gaulier, Gianluca Santoni, Daria Taglioni and Soledad Zignago
    December 2013
  • 471 Network Analysis of World Trade using the BACI-CEPII dataset - Luca De Benedictis, Silvia Nenci, Gianluca Santoni, Lucia Tajoli and Claudio Vicarelli
    December 2013
  • 470 Euro area structural convergence? A multi-criterion cluster analysis - Delphine Irac and Jimmy Lopez
    December 2013
  • 469 Which size and evolution of the government expenditure multiplier in France (1980-2010)? - Guillaume Cléaud, Matthieu Lemoine and Pierre-Alain Pionnier
    December 2013
  • 468 Assessing the losses in euro area potential productivity due to the financial crisis - Valérie Chouard, Daniel Fuentes Castro, Delphine Irac and Matthieu Lemoine
    December 2013
  • 467 French firms exports during downturns: evidence from past crises - Dimitri Bellas and Vincent Vicard
    December 2013
  • 466 Fiscal Sustainability and the Value of Money: Lessons from the British Paper Pound, 1797-1821 - Pamfili Antipa
    December 2013
  • 465 Financial Literacy and Financial Planning in France - Luc Arrondel, Majdi Debbich and Frédérique Savignac
    December 2013
  • 464 Heterogeneous Banking Efficiency: Allocative Distortions and Lending Fluctuations - Thibaut Duprey
  • 463 What has been the impact of the 2008 crisis on firms’ default? - Denis Fougère, Cécile Golfier, Guillaume Horny and Elisabeth Kremp (in French)
  • 462 The dynamics of bank loans short-term interest rates in the Euro area: what lessons can we draw from the current crisis? - Sanvi Avouyi-Dovi, Guillaume Horny and Patrick Sevestre
    November 2013
  • 461 Choosing the variables to estimate singular DSGE models - Fabio Canova, Filippo Ferroni and Christian Matthes
    November 2013
  • 460 The Impact of Worker Bargaining Power on the Organization of Global Firms. - Juan Carluccio and Maria Bas
    November 2013
  • 459 Voting in committee: firm value vs. back scratching - Mathilde Ravanel
    October 2013
  • 458 The impact of Urban Enterprise Zones on establishment location decisions: Evidence from French ZFUs. - Thierry Mayer, Florian Mayneris and Loriane Py
    October 2013
  • 457 Securitization, Competition and Monitoring. - Jung-Hyun Ahn and Régis Breton
    October 2013
  • 456 Regime Switching and Bond Pricing. - Christian Gouriéroux, Alain Monfort, Fulvio Pegoraro and Jean-Paul Renne
    October 2013 Published in: “Journal of Financial Econometrics” Volume 11 Issue 4 Fall 2013
  • 455 Pricing Default Events: Surprise, Exogeneity and Contagion. - Christian Gouriéroux, Alain Monfort eand Jean-Paul Renne
    October 2013
  • 454 Forecasting growth during the Great Recession: is financial volatility the missing ingredient? - Laurent Ferrara, Clément Marsilli and Juan-Pablo Ortega
    October 2013
  • 453 Aggregate Fluctuations and International Migration. - Michel Beine, Jean-Charles Bricongne and Pauline Bourgeon
    October 2013
  • 452 Optimal Exchange Rate Policy in a Growing Semi-Open Economy - Philippe Bacchetta, Kenza Benhima, and Yannick Kalantzis
    October 2013
  • 451 The Discriminatory Effect of Domestic Regulations on International Trade in Services: Evidence from Firm-Level Data. - Matthieu Crozet, Emmanuel Milet and Daniel Mirza
    October 2013
  • 450 Currency Union with and without Banking Union - Vincent Bignon, Régis Breton and Mariana Rojas Breu
    October 2013
  • 449 Limited attention and news arrival in limit order markets. - Jérôme Dugast
    October 2013 (revised in July 2014)
  • 448 Net interoffice accounts of global banks: the role of domestic funding - Carmela D’Avino
    September 2013
  • 447 Big Push or Big Grab? Railways, Government Activism and Export Growth in Latin America, 1865-1913 - Vincent Bignon, Rui Esteves and Alfonso Herranz-Loncán
    September 2013
  • 446 Credit and Liquidity in Interbank Rates: a Quadratic Approach - Simon Dubecq, Alain Monfort, Jean-Paul Renne and Guillaume Roussellet
    September 2013
  • 445 Firms' Export Dynamics: Experience vs. Size - Antoine Berthou and Vincent Vicard
    September 2013
  • 444 Procyclical Debt as Automatic Stabilizer - Dennis Wesselbaum
    September 2013
  • 443 A Growth Perspective on Foreign Reserve Accumulation - Gong Cheng
    August 2013
  • 442 Non-uniform wage-staggering: European evidence and monetary policy implications - Michel Juillard, Hervé Le Bihan and Stephen Millard
    August 2013
  • 441 Upstream product market regulations, ICT, R&D and productivity - Gilbert Cette, Jimmy Lopez and Jacques Mairesse
    August 2013
  • 440 Learning Leverage Shocks and the Great Recession - Patrick A. Pintus and Jacek Suda
    August 2013
  • 439 Strict Fiscal Rules and Macroeconomic Stability: The Case of Social VAT (in French) - Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc - Forthcoming in : « Revue Économique »
    August 2013
  • 438 The Laffer Curve in an Incomplete-Market Economy - Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc
    August 2013
  • 437 The financial content of inflation risks in the euro area. - Philippe Andrade, Valère Fourel, Eric Ghysels and Julien Idier
    July 2013
  • 436 Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? - Frédérique Bec and Matteo Mogliani
    May 2013
  • 435 Policy Uncertainty Spillovers to Emerging Markets - Evidence from Capital Flows - Ludovic Gauvin, Cameron McLoughlin and Dennis Reinhardt
    May 2013
  • 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
    September 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 - Published in: “Journal of money credit and banking” Vol. 47, No. 8 pp. 1465-1502 - (December 2015)
  • 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 (revised version may 2016)
  • 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 (revised in May 2013) - Thibaut Duprey
    December 2012 (revised in May 2013)
  • 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 Forthcoming in "Review of World Economics"
  • 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 (revised in May 2013)
  • 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
    Published in “Regional Science and Urban Economics”, N°42 (6)
  • 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
    Forthcoming in Scottish Journal of Political Economy, DOI: 10.1111/sjpe.12092
  • 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)
    Published in «Revue d'Économie Politique», N°62 (4)
  • 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 Credit Constraints and the Cyclicality of R&D Investment: Evidence from 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
  • 44 The French Futures Bonds Market: Efficiency and Causality - Bernard Bensaid and Michel Boutillier (in French)
  • 30 Competition among financial intermediaries and the risk of contagious failures - Olivier De Bandt (en anglais)
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