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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 Maury, P-M. 103: ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve)
E. Jondeau and Hervé LE BIHAN 102: Forecasting Inflation in the Euro Area
C. Bruneau , Olivier de Bandt and A. Flageollet 101: Forecasting Inflation using Economic Indicators: the Case of France
C. Bruneau , Olivier de Bandt , A. Flageollet and E. Michaux 100: The Challenges of the "New Economy" for Monetary Policy
Gilbert Cette and C. Pfister 99: Les déterminants du taux de marge en France et quelques autres grands pays industrialisés: Analyse empirique sur la période 1970-2000
M. Baghli , Gilbert Cette and S. Arnaud 98: Banque centrale, taux de l'escompte et politique monétaire chez Henry Thornton (1760-1815)
Jean-Stéphane Mésonnier 97: Firm Investment and Monetary Policy Transmission in the Euro Area
Jean-Bernard Chatelain , A. Generale , . Hernando , U. Von Kalckreuth and P. Vermeulen 96: Investment, the Cost of Capital and Monetary Policy in the Nineties in France: A Panel Data Investigation
Jean-Bernard Chatelain and A. Tiomo 95: What is the Best Approach to Measure the Interdependence between Different Markets?
Avouyi-Dovi, S. , Dominique madeleine GUEGAN and S. Ladoucette 94: Une mesure de la persistance dans les indices boursiers
Avouyi-Dovi, S. , Dominique madeleine GUEGAN and S. Ladoucette 93: Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
Michael Ehrmann , Leonardo Gambacorta , Martínez-Pagés, J. , Patrick SEVESTRE and A. Worms 92: Is There a Bank lending Channel in France? Evidence From Bank Panel Data
Claire Loupias , F. Savignac and Patrick SEVESTRE 91: Optimal Supervisory Policies and Depositor-Preferences Laws
H. Pagès and Joao Santos 90: Asset Allocation in Transition Economies
E. Jondeau and M. Rockinger 89: PIB potentiel et écart de PIB: quelques évaluations pour la France
M. Baghli , C. Bouthevilain , Olivier de Bandt , Henri Fraisse , Hervé LE BIHAN and P. Rousseaux 88: Short-Run Assessment of French Economic Activity Using OPTIM
D. Irac and F. Sédillot 87: Croissance économique et diffusion des TIC: le cas de la France sur longue période (1980-2000)
Gilbert Cette , Jacques MAIRESSE and Yusuf Kocoglu 86: Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data
E. Jondeau and Hervé LE BIHAN 85: Optimal Capacity in the Banking Sector and Economic Growth
Bruno Amable , Jean-Bernard Chatelain and Olivier de Bandt 84: Mark-up and Capital Structure of the Firm facing Uncertainty
Jean-Bernard Chatelain 83: Assessing GMM Estimates of the Federal Reserve Reaction Function
C. Florens , E. Jondeau and Hervé LE BIHAN 82: Conditional Dependency of Financial Series: An Application of Copulas
M. Rockinger and E. Jondeau 81: Pitfalls in Investment Euler Equations
Jean-Bernard Chatelain and Teurlai, J.-C. 80: Can Financial Infrastructures Foster Economic Development?
Bruno Amable and Jean-Bernard Chatelain 79: Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis
M. Rockinger and E. Jondeau 78: Modele a anticipations rationnelles de la conjoncture simulee: MARCOS
P. Jacquinot and F. Mihoubi 77: Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
E. Jondeau and M. Rockinger 76: Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies
E. Jondeau and Hervé LE BIHAN 75: Estimation of a Time Varying NAIRU for France
D. Irac 74: Leading Indicators of Currency Crises in Emerging Economies
O. Burkart and Virginie Coudert 73: Does Correlation between Stock Returns Really Increase during Turbulent Period?
F. Chesnay and E. Jondeau 72: Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models
R. Lacroix 71: Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II
R. Lacroix 70: Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I
R. Lacroix 69: Quatre indicateurs d'inflation sous-jacente: application et interpretation
Hervé LE BIHAN and F. Sedillot 68: Modelisation et prevision des indices de prix sectoriels
E. Jondeau , Hervé LE BIHAN and F. Sedillot 67: La pente des taux contient-elle de l'information sur l'activite economique future?
F. Sedillot 66: The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets
E. Jondeau and M. Rockinger 65: Modelling the French Swap Spread
Avouyi-Dovi, S. and E. Jondeau 64: Le partage de la valeur ajoutee en France et en Allemagne
F. Mihoubi 63: L'investissement en France depuis le debut des annees 1980
D. Irac and P. Jacquinot 62: Couts et benefices du passage d'une faible inflation a la stabilite des prix. Une comparaison internationale
Jean-Bernard Chatelain and Patrick SEVESTRE 61: The Information Content of the French and German Government Bond Tield Curves: Why Such Differences?
E. Jondeau and R. Ricart 60: Fiscal Policy in the Transition to Monetary Union: a Structural VAR Model
C. Bruneau and Olivier de Bandt 59: La mesure du ratio rendement-risque a partir du marche des euro-devises
E. Jondeau 58: La modelisation de la volatilite des bourses asiatiques
Avouyi-Dovi, S. and E. Jondeau 57: Interest Rate Transmission and Volatility Transmission along the Yield Curve
Avouyi-Dovi, S. and E. Jondeau 56: Estimating Gram-Charlier Expansions with Positivity Constraints
E. Jondeau and M. Rockinger 55: La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles
E. Jondeau and F. Sedillot 54: Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election
S. Coutant , E. Jondeau and M. Rockinger 53: Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates
C. Bruneau and E. Jondeau 52: La modélisation VAR structurel: application à la politique monétaire en France
C. Bruneau and Olivier de Bandt 51: L'inflation sous-jacente à partir d'une approche structurelle des VAR: Une application à la France, l'Allemagne et au Royaume-Uni
P. Jacquinot 50: Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period
Pierre-Cyrille Hautcoeur and P. Sicsic 49: On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note
Patrick SEVESTRE 48: La relation entre le taux des credits et le cout des ressources bancaires. Modelisation et estimation sur donnees individuelles de banques
L. Baumel and Patrick SEVESTRE 47: Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral
E. Jondeau and M. Rockinger 46: Représentation VAR et test de la théorie des anticipations de la structure par terme
E. Jondeau 45: La théorie des anticipations de la structure par terme: test à partir des titres publics français
E. Jondeau and R. Ricart 44: Le contrat notionnel: efficience et causalité
B. Bensaid and M. Boutillier 43: Le contenu en information de la pente des taux: application au cas des titres publics français
E. Jondeau and R. Ricart 42: Effets “volume”, volatilité et transmissions internationales sur les marchés boursiers dans le G5
Avouyi-Dovi, S. , E. Jondeau and C. Lai Tong 41: Le passage a une assiette valeur ajoutee pour les cotisations sociales: une caracterisation des entreprises non financieres "gagnantes" et perdantes"
Gilbert Cette and E. Kremp 36: Les strategies de "Stop Loss": Theorie et application au contrat notionnel du MATIF
B. Bensaid and Olivier de Bandt 35: The Expectation Theory: Tests on French, German, and American Euro-Rates
E. Jondeau and R. Ricart 30: Competition among Financial Intermediaries and the Risk of Contagious Failures
Olivier de Bandt
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