Working papers

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527: An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia

Sarah Mouabbi

526: Trade networks and colonial trade spillovers

Antoine Berthou and Helene Ehrhart

525: How Fiscal Policy Affects the Price Level: Britain s First Experience with Paper Money

Pamfili Antipa

524: Fundamental disagreement

Philippe Andrade, Richard Crump, S. Eusepi and Emanuel Moench

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

522: Euro Area business cycles in turbulent times: convergence or decoupling?

Filippo Ferroni and B. Klaus

521: The Term Structure of the Welfare Cost of Uncertainty

Pierlauro Lopez

520: Variable Selection in Predictive MIDAS Models

Clément Marsilli

519: Pre-crisis credit standards: monetary policy or the savings glut?

Adrian Penalver

518: Options Embedded in ECB Targeted Refinancing Operations

Jean-Paul Renne

517: Fixed-Income Pricing in a Non-Linear Interest-Rate Model

Jean-Paul Renne

516: Strategic fiscal revaluation or devaluation: why does the labor wedge matter?

Francois Langot and Matthieu Lemoine

515: Nowcasting global economic growth: A factor-augmented mixed-frequency approach

Laurent Ferrara and Clément Marsilli

514: Product and Labor Market Regulations, Production Prices, Wages and Productivity

Gilbert Cette, Jimmy Lopez and Jacques Mairesse

513: False News, Informational Efficiency, and Price Reversals

Jérôme Dugast and Thierry Foucault

512: Euro Area monetary policy shocks: impact on financial asset prices during the crisis?

Caroline Jardet and A. Monks

511: Economic Policy Uncertainty and Inflation Expectations

Klodiana Istrefi and Anamaria Piloiu

510: The Price of Stability. The balance sheet policy of the Banque de France and the Gold Standard (1880-1914)

Guillaume Bazot, M. D. Bordo and Eric Monnet

509: Sequential Coordination, Higher-Order Belief Dynamics and E-Stability Principle

Gaetano Gaballo

508: Fiscal Devaluation and Structural Gaps

Francois Langot, Lise Patureau and Thepthida Sopraseuth

507: The Shimer puzzle(s) in a New Keynesian framework

Alessandra Pizzo

506: Coin Assaying and Commodity Money

Vincent Bignon and Richard Dutu

505: Financial fragility in small open economies: firm balance sheets and the sectoral structure

Yannick Kalantzis

504: How do households allocate their assets? Stylised facts from the Eurosystem Household Finance and Consumption Survey

Luc Arrondel, Laura Bartiloro, P. Linder, T. Y. Math, C. Rampazzi, Frédérique Savignac, Tobias Schmidt, M. Sch Rz and Philip Vermeulen

503: Technological Standardization, Endogenous Productivity and Transitory Dynamics

J. Baron and Julia Schmidt

502: International Bailouts: Why Did Banks' Collective Bet Lead Europe to Rescue Greece?

Eric Mengus

501: The European Monetary Union and Imbalances: Is it an Anticipation Story ?

Daniele Siena

500: Retirement, Early Retirement and Disability: Explaining Labor Force Participation after 55 in France

Luc Behaghel, Didier Blanchet and Muriel Roger

499: Bank Capital Adjustment Process and Aggregate Lending

Thibaut Duprey and Mathias Lé

498: Trade, Wages, and Collective Bargaining: Evidence from France

Juan Carluccio, Denis Fougere and Erwan Gautier

497: Wealth and Income in the Euro Area: Heterogeneity in Households Behaviours?

Luc Arrondel, Muriel Roger and Frédérique Savignac

496: Financial Shocks and the Cyclical Behavior of Skilled and Unskilled Unemployment

Jose Lopez and Virginia Olivella Moppett

495: The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings

Alejandro Bernales

494: Determinants of OECD countries sovereign yields: safe havens, purgatory, and the damned

C. Bortoli, L. Harreau and Cyril Pouvelle

493: Heterogeneity, Unemployment Benefits and Voluntary Labor Force Participation

Antoine Devulder

492: Small and large price changes and the propagation of monetary shocks

F. Alvarez, Hervé Le Bihan and Francesco Lippi

491: Did the EBA Capital Exercise Cause a Credit Crunch in the Euro Area?

Jean-Stéphane Mésonnier and A. Monks

490: Specification Analysis of International Treasury Yield Curve Factors

Fulvio Pegoraro, A. F. Siegel and Luca Tiozzo Pezzoli

489: International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment

Fulvio Pegoraro, A. F. Siegel and Luca Tiozzo Pezzoli

488: Foreign direct investment drivers and growth in Central and Eastern Europe in the aftermaThéof the 2007 global financial crisis

Ramona Jimborean and A. Kelber

487: Income Taxation, Transfers and Labour Supply at the Extensive Margin

P. Bencz r, G. K tay, Áron Kiss and O. R cz

486: A Quadratic Kalman Filter

Alain Monfort, Jean-Paul Renne and Guillaume Roussellet

485: Shock Transmission through International Banks Evidence from France

Matthieu Bussiere, Boubacar Camara, François-Daniel Castellani, Vincent Potier and Julia Schmidt

484: How do firms adjust production factors to the cycle?

Gilbert Cette, Rémy Lecat and A-O-A Jiddou

483: Endogenous Derivative Networks

G. Vuillemey and Régis Breton

482: Credit Risk in the Euro area

Simon Gilchrist and Benoit Mojon

481: Credit Growth and Bank Capital Requirements: Binding or Not?

C. Labonne and G. Lam

480: Honoring Sovereign Debt or Bailing Out Domestic Residents: A Theory of Internal Costs of Default

Eric Mengus

479: Shipment frequency of exporters and demand uncertainty

G. B k s, Lionel Fontagné, Balazs Murakozy and Vincent Vicard

478: A stylized applied energy-economy model for France

Fanny Henriet, Nicolas Maggiar and Katheline Schubert