Details about Guillaume Horny

Access statistics for papers by Guillaume Horny.

Last updated 2020-11-09. Update your information in the RePEc Author Service.

Short-id: pho296

Working Papers

2020

1. Bank Equity Value and Loan Supply
   Working papers, Banque de France

2018

2. Dollar Funding and Firm-Level Exports
   Working papers, Banque de France View citations (4)

2017

3. The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
   Working Papers, HAL View citations (5)
   Also in Post-Print, HAL (2017) View citations (5)
   Working papers, Banque de France (2015) View citations (3)
   See also Journal Article in Journal of Banking & Finance (2017)

2016

4. Measuring Financial Fragmentation in the Euro Area Corporate Bond Market
   Working papers, Banque de France View citations (14)
   See also Journal Article in Journal of Risk and Financial Management (2018)

2013

5. Capital utilization and retirement
   Post-Print, HAL View citations (3)
   Also in Working papers, Banque de France (2011) View citations (2)
   Working Papers, HAL (2011) View citations (2)
   See also Journal Article in Applied Economics (2013)
6. Corporate finance and economic activity in the euro area
   Occasional Paper Series, European Central Bank View citations (19)
7. The dynamics of bank loans short-term interest rates in the Euro area: what lessons can we draw from the current crisis?
   Working papers, Banque de France
8. What has been the impact of the 2008 crisis on firms’ default? (in French)
   Working papers, Banque de France

2012

9. Changes In Wage Inequality In France: The Impact Of Composition Effects (in French)
   Working papers, Banque de France View citations (1)

2010

10. Wage and price joint dynamics at the firm level: an empirical analysis
    Working papers, Banque de France View citations (4)

2009

11. Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries
    Working papers, Banque de France View citations (6)
    See also Journal Article in Annals of Economics and Statistics (2008)
12. Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (8)
    Also in Working papers, Banque de France (2009) View citations (4)
    See also Journal Article in Economics Letters (2010)
13. Inference in Mixed Proportional Hazard Models with K Random Effects
    Working papers, Banque de France View citations (3)
    See also Journal Article in Statistical Papers (2009)
14. Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (4)
    Also in Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy (2009) View citations (3)
    See also Journal Article in Journal of Business & Economic Statistics (2012)

2007

15. Heterogeneite non observee dans les modeles de duree
    Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques
16. Job mobility in Portugal: a Bayesian study with matched worker-firm data
    2007 Meeting Papers, Society for Economic Dynamics
    Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2006)

2006

17. Partial Likelihood Estimation of a Cox Model with Random Effects: an EM Algorithm based on Penalized Likelihood
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg

Journal Articles

2018

1. Dollar funding and French exports to the United States: lessons from the 2011 dollar crunch
   Rue de la Banque, 2018, (62)
2. La décomposition des taux d’intérêt de long terme: un apport pour la conduite de la politique monétaire
   Bulletin de la Banque de France, 2018, (215), 71-82
3. Measuring Financial Fragmentation in the Euro Area Corporate Bond Market
   Journal of Risk and Financial Management, 2018, 11, (4), 1-19 View citations (5)
   See also Working Paper (2016)
4. The decomposition of long-term interest rates and its contribution to monetary policy conduct
   Quarterly selection of articles - Bulletin de la Banque de France, 2018, (49), 41-50

2017

5. The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
   Journal of Banking & Finance, 2017, 79, (C), 74-94 View citations (5)
   See also Working Paper (2017)

2016

6. Changes in financial fragmentation in the euro area since 2008
   Rue de la Banque, 2016, (28)

2015

7. For 20 years, the Banque de France Foundation has supported economic research through grants, prizes, subsidies, and its Visiting Scholars Programme. This article reviews the activity of the Foundation and reports on the anniversary conference, which focused on the specificity of economists and the social utility of finance
   Quarterly selection of articles - Bulletin de la Banque de France, 2015, (40), 19-27
8. Les 20 ans de la Fondation Banque de France pour la recherche en économie monétaire, financière et bancaire
   Bulletin de la Banque de France, 2015, (202), 43-51

2013

9. Capital utilization and retirement
   Applied Economics, 2013, 45, (24), 3483-3494 View citations (10)
   See also Working Paper (2013)
10. Quel a été l'impact de la crise de 2008 sur la défaillance des entreprises ?
    Économie et Statistique, 2013, 462, (1), 69-97 View citations (1)

2012

11. 18e colloque international sur l’analyse des données de panel: une brève synthèse
    Bulletin de la Banque de France, 2012, (189), 83-86
12. Firms’ financing and default risk during and after the crisis (Summary of a conference hosted by the Banque de France and OSEO on 9 and 10 February 2012)
    Quarterly selection of articles - Bulletin de la Banque de France, 2012, (26), 79-82
13. Job Durations With Worker- and Firm-Specific Effects: MCMC Estimation With Longitudinal Employer--Employee Data
    Journal of Business & Economic Statistics, 2012, 30, (3), 468-480 View citations (4)
    See also Working Paper (2009)
14. Évolution des inégalités salariales en France. Le rôle des effets de composition
    Revue économique, 2012, 63, (6), 1081-1112 View citations (8)

2011

15. Utilisation et déclassement du capital
    Revue d'économie politique, 2011, 121, (6), 871-892

2010

16. Firms’ wage policies during the crisis: survey findings
    Quarterly selection of articles - Bulletin de la Banque de France, 2010, (17), 5-19
17. Identification of lagged duration dependence in multiple-spell competing risks models
    Economics Letters, 2010, 106, (3), 241-243 View citations (11)
    See also Working Paper (2009)
18. Les politiques salariales des entreprises durant la crise: résultats d’enquêtes
    Bulletin de la Banque de France, 2010, (179), 1-10 View citations (2)
19. Volatilité macroéconomique et règle d'indexation du SMIC
    Revue de l'OFCE, 2010, n° 112, (1), 161-168 View citations (1)

2009

20. Inference in mixed proportional hazard models with K random effects
    Statistical Papers, 2009, 50, (3), 481-499 View citations (3)
    See also Working Paper (2009)

2008

21. Bayesian Estimation of Cox Models with Non-nested Random Effects: an Application to the Ratification Of ILO Conventions by Developing Countries
    Annals of Economics and Statistics, 2008, (89), 193-214 View citations (1)
    See also Working Paper (2009)
22. Une étude empirique de la mobilité professionnelle avec employeurs et employés hétérogènes
    Revue économique, 2008, 59, (3), 631-639