Details about Patrick SEVESTRE

Access statistics for papers by Patrick SEVESTRE.

Last updated 2018-03-25. Update your information in the RePEc Author Service.

Short-id: pse179

Working Papers

2017

1. The Determinants of Consumer Price Dispersion: Evidence from French Supermarkets
   Post-Print, HAL View citations (6)
   Also in Working papers, Banque de France (2017) View citations (8)
2. The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
   Post-Print, HAL View citations (10)
   Also in Working Papers, HAL (2017) View citations (9)
   Working papers, Banque de France (2015) View citations (4)
   See also Journal Article 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, Elsevier (2017) View citations (10) (2017)

2016

3. The impact of a ‘soda tax’ on prices: evidence from French micro data
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (41)
   Also in Working papers, Banque de France (2012) View citations (11)
   See also Journal Article The impact of a ‘soda tax’ on prices: evidence from French micro data, Applied Economics, Taylor & Francis Journals (2016) View citations (43) (2016)

2013

4. 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
5. Where there is a will, there is a way? Assessing the impact of obstacles to innovation
   Post-Print, HAL View citations (42)
   See also Journal Article Where there is a will, there is a way? Assessing the impact of obstacles to innovation, Industrial and Corporate Change, Oxford University Press and the Associazione ICC (2013) View citations (51) (2013)

2012

6. Did the crisis induce credit rationing for French SMEs?
   Working papers, Banque de France View citations (10)
   See also Journal Article Did the crisis induce credit rationing for French SMEs?, Journal of Banking & Finance, Elsevier (2013) View citations (85) (2013)

2010

7. Cost, Demand and Producer Price Changes
   Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne View citations (1)
   Also in Working papers, Banque de France (2010) View citations (12)
   Working Paper Series, European Central Bank (2010) View citations (6)
   See also Journal Article Costs, Demand, and Producer Price Changes, The Review of Economics and Statistics, MIT Press (2013) View citations (18) (2013)
8. Wage and price joint dynamics at the firm level: an empirical analysis
   Working papers, Banque de France View citations (4)

2009

9. Price rigidity in the euro area - An assessment
   European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (17)

2008

10. Dynamic Models for Short Panels
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (21)
11. Error Components Models
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (5)
12. The Econometrics of Panel Data
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (472)

2007

13. Heterogeneity in consumer price stickiness. A microeconometric investigation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (42)
    Also in Working Papers, Center for Research in Economics and Statistics (2006)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (41)
    Working Paper Series, European Central Bank (2005) View citations (41)
    Working papers, Banque de France (2005) View citations (24)
    See also Journal Article Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation, Journal of Business & Economic Statistics, American Statistical Association (2007) View citations (46) (2007)
14. L'enseignement de la micro-économétrie. Quels atouts? Quelles difficultés?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    See also Journal Article L'enseignement de la microéconométrie. Quels atouts ? Quelles difficultés ?, Revue d'économie politique, Dalloz (2007) (2007)
15. Lumpy Price Adjustments, A Microeconometric Analysis
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (6)
    Also in Working papers, Banque de France (2007) View citations (7)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2007) View citations (5)
    Working Paper Research, National Bank of Belgium (2006) View citations (2)
    CESifo Working Paper Series, CESifo (2007) View citations (11)
    See also Journal Article Lumpy Price Adjustments: A Microeconometric Analysis, Journal of Business & Economic Statistics, Taylor & Francis Journals (2011) View citations (20) (2011)
16. What do thirteen million price records have to say about consumer price rigidity?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (94)
    See also Journal Article What do Thirteen Million Price Records have to Say about Consumer Price Rigidity?*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2007) View citations (100) (2007)

2006

17. La rigidité des prix en France. Les enseignements des relevés de prix à la consommation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL

2005

18. R&D and productivity in corporate groups: an empirical investigation using a panel of French firms
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (13)
    See also Chapter R&D and Productivity in Corporate Groups: An Empirical Investigation Using a Panel of French Firms, NBER Chapters, National Bureau of Economic Research, Inc (2010) View citations (6) (2010)
    Journal Article R&D and Productivity in Corporate Groups: An Empirical Investigation Using a Panel of French Firms, Annals of Economics and Statistics, GENES (2005) View citations (13) (2005)

2004

19. Price Rigidity. Evidence from the French CPI Macro-Data
    Working papers, Banque de France View citations (51)
    Also in Working Paper Series, European Central Bank (2004) View citations (82)

2002

20. Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area.Author-Name: Ehrmann, M
    Working papers, Banque de France View citations (13)
21. How does monetary policy affect the production of new loans? Some evidences from French bank panel data
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data View citations (1)
22. Is There a Bank lending Channel in France? Evidence From Bank Panel Data
    Working papers, Banque de France View citations (14)

2001

23. Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
    Working Papers, Banco de España View citations (172)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2001) View citations (164)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2001) View citations (67)

1999

24. Couts et benefices du passage d'une faible inflation a la stabilite des prix. Une comparaison internationale
    Working papers, Banque de France

1998

25. La relation entre le taux des credits et le cout des ressources bancaires. Modelisation et estimation sur donnees individuelles de banques
    Working papers, Banque de France View citations (2)
    See also Journal Article La relation entre le taux des crédits et le coût des ressources bancaires. Modélisation et estimation sur données individuelles de banques, Annals of Economics and Statistics, GENES (2000) View citations (5) (2000)
26. On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note
    Working papers, Banque de France

Journal Articles

2017

1. 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 (10)
   See also Working Paper The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises, Post-Print (2017) View citations (10) (2017)

2016

2. The impact of a ‘soda tax’ on prices: evidence from French micro data
   Applied Economics, 2016, 48, (41), 3976-3994 View citations (43)
   See also Working Paper The impact of a ‘soda tax’ on prices: evidence from French micro data, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2016) View citations (41) (2016)

2013

3. Costs, Demand, and Producer Price Changes
   The Review of Economics and Statistics, 2013, 95, (1), 315-327 View citations (18)
   See also Working Paper Cost, Demand and Producer Price Changes, Documents de recherche (2010) View citations (1) (2010)
4. Did the crisis induce credit rationing for French SMEs?
   Journal of Banking & Finance, 2013, 37, (10), 3757-3772 View citations (85)
   See also Working Paper Did the crisis induce credit rationing for French SMEs?, Working papers (2012) View citations (10) (2012)
5. Where there is a will, there is a way? Assessing the impact of obstacles to innovation
   Industrial and Corporate Change, 2013, 22, (3), 679-710 View citations (51)
   See also Working Paper Where there is a will, there is a way? Assessing the impact of obstacles to innovation, Post-Print (2013) View citations (42) (2013)

2012

6. 18e colloque international sur l’analyse des données de panel: une brève synthèse
   Bulletin de la Banque de France, 2012, (189), 83-86
7. 18th International Panel Data Conference: a Brief Synthesis
   Quarterly selection of articles - Bulletin de la Banque de France, 2012, (26), 65-78
8. Financement et risque de défaut des entreprises durant la crise. Synthèse d’une conférence organisée par la Banque de France et OSEO les 9 et 10 février 2012
   Bulletin de la Banque de France, 2012, (188), 41-50 View citations (1)
9. 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

2011

10. Lumpy Price Adjustments: A Microeconometric Analysis
    Journal of Business & Economic Statistics, 2011, 29, (4), 529-540 View citations (20)
    Also in Journal of Business & Economic Statistics, 2011, 29, (4), 529-540 (2011) View citations (24)
    See also Working Paper Lumpy Price Adjustments, A Microeconometric Analysis, Cambridge Working Papers in Economics (2007) View citations (6) (2007)

2007

11. Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation
    Journal of Business & Economic Statistics, 2007, 25, 247-264 View citations (46)
    See also Working Paper Heterogeneity in consumer price stickiness. A microeconometric investigation, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2007) View citations (42) (2007)
12. L'enseignement de la microéconométrie. Quels atouts ? Quelles difficultés ?
    Revue d'économie politique, 2007, 117, (3), 441-454
    See also Working Paper L'enseignement de la micro-économétrie. Quels atouts? Quelles difficultés?, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2007) (2007)
13. What do Thirteen Million Price Records have to Say about Consumer Price Rigidity?*
    Oxford Bulletin of Economics and Statistics, 2007, 69, (2), 139-183 View citations (100)
    See also Working Paper What do thirteen million price records have to say about consumer price rigidity?, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2007) View citations (94) (2007)

2006

14. Les ajustements des prix de production en France et dans la zone euro. Une synthèse à partir de données quantitatives et qualitatives
    Bulletin de la Banque de France, 2006, (153), 73-82 View citations (2)

2005

15. Caractéristiques des ajustements de prix en France et dans la zone euro: quelques faits stylisés tirés des données individuelles de prix à la consommation
    Bulletin de la Banque de France, 2005, (141), 41-50 View citations (8)
16. La rigidité des prix en France: quelques enseignements des relevés de prix à la consommation
    Économie et Statistique, 2005, 386, (1), 37-57 View citations (6)
17. R&D and Productivity in Corporate Groups: An Empirical Investigation Using a Panel of French Firms
    Annals of Economics and Statistics, 2005, (79-80), 461-485 View citations (13)
    See also Working Paper R&D and productivity in corporate groups: an empirical investigation using a panel of French firms, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2005) View citations (13) (2005)
    Chapter R&D and Productivity in Corporate Groups: An Empirical Investigation Using a Panel of French Firms, NBER Chapters, 2010, 461-485 (2010) View citations (6) (2010)

2003

18. Avant-propos
    Revue d'économie politique, 2003, 113, (6), 723-725
19. The Effects of Monetary Policy in the Euro Area
    Oxford Review of Economic Policy, 2003, 19, (1), 58-72 View citations (63)

2000

20. L'appartenance à un groupe facilite le financement des entreprises
    Économie et Statistique, 2000, 336, (1), 79-92 View citations (9)
21. La relation entre le taux des crédits et le coût des ressources bancaires. Modélisation et estimation sur données individuelles de banques
    Annals of Economics and Statistics, 2000, (59), 199-226 View citations (5)
    See also Working Paper La relation entre le taux des credits et le cout des ressources bancaires. Modelisation et estimation sur donnees individuelles de banques, Working papers (1998) View citations (2) (1998)

1999

22. 1977-1997 Changements et continuités en économétrie des données de panel / 1977-1997 Changes and Continuities in Panel Data Econometrics
    Annals of Economics and Statistics, 1999, (55-56), 1-25

1998

23. Commerce intra-firme, coûts de production aléatoires et barrières aux échanges
    Revue Économique, 1998, 49, (3), 581-591 View citations (1)

1996

24. Présentation générale
    Économie et Prévision, 1996, 126, (5), 1-9

1994

25. Estimations de fonctions de gains sur données de panel: endogéneité du capital humain et effets de la sélection
    Économie et Prévision, 1994, 116, (5), 119-135 View citations (31)

1992

26. Heterogeneous Labor and the Dynamics of Aggregate Labor Demand: Some Estimations Using Panel Data
    Empirical Economics, 1992, 17, (1), 153-68 View citations (22)

1991

27. Formation professionnelle et emploi: un lien plus marqué en Allemagne
    Économie et Statistique, 1991, 246, (1), 77-89 View citations (6)

1990

28. Négociations salariales et segmentation du marché du travail
    Économie et Prévision, 1990, 92, (1), 43-50 View citations (10)
29. Qualification de la main-d'oeuvre et productivité du travail
    Économie et Statistique, 1990, 237, (1), 109-120 View citations (7)

1989

30. L'indexation des salaires: quelle rupture en 1982 ?
    Économie et Prévision, 1989, 87, (1), 67-74 View citations (16)

1986

31. Modèles dynamiques de demande de travail: spécification et estimation sur données de panel
    Revue Économique, 1986, 37, (3), 455-488 View citations (6)

1985

32. A note on autoregressive error components models
    Journal of Econometrics, 1985, 28, (2), 231-245 View citations (52)
33. Exogenous variables and asymptotic bias in dynamic models with autocorrelated errors: A note
    Economics Letters, 1985, 18, (4), 355-360 View citations (5)

Edited books

2008

1. The Econometrics of Panel Data
   Advanced Studies in Theoretical and Applied Econometrics, Springer View citations (775)

Chapters

2010

1. R&D and Productivity in Corporate Groups: An Empirical Investigation Using a Panel of French Firms
   A chapter in Contributions in Memory of Zvi Griliches, 2010, pp 461-485 View citations (6)
   See also Working Paper R&D and productivity in corporate groups: an empirical investigation using a panel of French firms, HAL (2005) View citations (13) (2005)
   Journal Article R&D and Productivity in Corporate Groups: An Empirical Investigation Using a Panel of French Firms, GENES (2005) View citations (13) (2005)