Guillaume Horny
Share links
http://horny.economics.free.fr
guillaume.horny@banque-france.fr
Current Position
Deputy head of of the Financial Economics Research Division (since Sep. 2017)
Previous Position
Senior Economist, Jan. 2011 – Sep. 2017.
Economist, Banque de France, Jan. 2008 – Jan. 2011
PostDoc, UCLouvain (Belgium), Sep. 2007 – Jan. 2008
Diploma
PhD in Economics, 2006, Strasbourg I.
Research Interest
Economics of banking, Microeconometrics.
Contact
+33 (0)1 42 97 71 21
Banque de France, 41-1391 DGEI-DEMFI-RECFIN, 75049 Paris Cedex 01, France
Publications
Banque de France Bulletin no. 234:
Money and its counterparts: instruments and reflections of monetary policy
By El Amri Wydad, Mouriaux François, Wicky Yann, Bussière Matthieu, Horny Guillaume, Sahuc Jean-Guillaume
- Published on 06/03/2021
- 13 pages
- EN
- PDF (496.76 KB)
Publications
Banque de France Bulletin no. 232:
Banks from 2008 to 2019: net income affected by a fall in intermediation margins but lower provisions
Thematic: Financial stability and financial system
- Published on 02/22/2021
- 18 pages
- EN
- PDF (587.95 KB)
Publications
Working Paper Series no. 767:
Bank Equity Value and Loan Supply
- Published on 05/12/2020
- 36 pages
- EN
- PDF (2.9 MB)
Publications
Rue de la Banque no. 62:
Dollar funding and French exports to the United States: lessons from the 2011 dollar crunch
- Published on 05/17/2018
- EN
- PDF (539.31 KB)
Publications
Quarterly Selection of Articles no. 49:
Spring 2018
By Cavallo Anne-Sophie, Couaillier Cyril, Idier Julien, Jimborean Ramona, Cezar Rafaël, Gwenaëlle Fegar, Horny Guillaume, Sahuc Jean-Guillaume, Bourlès Ludovic, Humbertclaude Sylvain, Poivet Clément
- Published on 04/03/2018
- EN
- PDF (1.93 MB)
Publications
Working Paper Series no. 666:
Dollar Funding and Firm-Level Exports
- Published on 03/07/2018
- 67 pages
- EN
- PDF (2.16 MB)
Publications
Rue de la Banque no. 28:
Changes in financial fragmentation in the euro area since 2008
- EN
- PDF (536.87 KB)
Publications
Working Paper Series no. 582:
Measuring Financial Fragmentation in the Euro Area Corporate Bond Market.
- EN
- PDF (1.55 MB)
Publications
Quarterly Selection of Articles no. 40:
Winter 2015
By Coffinet Jérôme, Jadeau Christophe, Bê Duc Louis, Horny Guillaume, Pagès Henri, Carlino Laurent, Lafon Anne-Sophie
- Published on 03/14/2017
- EN
- PDF (1.3 MB)
Publications
Working Paper Series no. 547:
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
- EN
- PDF (1.45 MB)
Publications
Working Paper Series no. 462:
The dynamics of bank loans short-term interest rates in the Euro area: what lessons can we draw from the current crisis ?
- EN
- PDF (329.44 KB)
Publications
Working Paper Series no. 463:
What has been the impact of the 2008 crisis on firms’ default ? (in French)
- FR
- PDF (1.68 MB)
Publications
Quarterly Selection of Articles no. 26:
Summer 2012
By Masselier Kloé, Calleja Romain, Crété Emilie, Fougère Denis, Sevestre Patrick, Horny Guillaume, Savignac Frédérique
- EN
- PDF (1.08 MB)
Publications
Working Paper Series no. 370:
Changes In Wage Inequality In France: The Impact Of Composition Effects (in French)
- FR
- PDF (478.21 KB)
Publications
Working Paper Series no. 343:
Capital Utilisation and Retirement, Antoine Bonleu, Gilbert Cette, and Guillaume Horny (en anglais)
- EN
- PDF (349.13 KB)
Publications
Quarterly Selection of Articles no. 17:
Spring 2010
By Horny Guillaume, Montornès Jérémi, Sauner-Leroy Jacques-Bernard, Tarrieu Sylvie, De Bandt Olivier, Ferrara Laurent, Vigna Olivier, Chauvin sophie, Golitin Valérie, Nivat Dominique, Topiol Agnès
- EN
- PDF (1.05 MB)
Publications
Working Paper Series no. 260:
Identification of lagged duration dependence in multiple-spell competing risks models
By Horny Guillaume, Picchio Matteo
- EN
- PDF (251.34 KB)
Publications
Working Paper Series no. 249:
Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries
- EN
- PDF (598.26 KB)
Publications
Working Paper Series no. 248:
Inference in Mixed Proportional Hazard Models with K Random Effects
- EN
- PDF (532.28 KB)
Articles
- « The stability of short-term interest rates pass-through in the Euro area during the financial market and sovereign debt crises » (2015), with S. Avouyi-Dovi and P. Sevestre, forthcoming in the Journal of Banking and Finance.
- « Capital Utilisation and retirement » (2013), with A. Bonleu and G. Cette, Applied Economics, 45, 3483–3494.
- « Quel a été l'impact de la crise de 2008 sur la défaillance des entreprises ? » (2013), with D. Fougère, C. Golfier and E. Kremp, Économie et Statistique, 462, 69-97.
- « Évolution des inégalités salariales en France : le rôle des effets de composition » (2012), with G. Verdugo and H. Fraisse, Revue Économique, 63 (6), 1081-1112.
- « Job Durations With Worker- and Firm-Specific Effects: MCMC Estimation With Longitudinal Employer–Employee Data », (2012), with R. Mendes and G.J. van den Berg, Journal of Business Economics and Statistics, 30(3), 468-480.
- « Volatilité macroéconomique et règle d’indexation du SMIC » (2010), with H. Le Bihan, Revue de l’OFCE, 112, 161-168.
- « Une étude empirique de la mobilité professionnelle avec employeurs et employés hétérogènes » (2008), with R. Mendes and G.J. van den Berg, Revue Economique, 59 (3), 631-639.
- « Modèles de hasards proportionnels et hétérogénéité non observée » (2008), Bulletin Français d’Actuariat , 15 (8), 2-29.
Updated on: 08/01/2019 10:28