Working papers

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405: Did the crisis induce credit rationing for French SMEs?

Elisabeth Kremp and Patrick Sevestre

404: Households Debt Restructuring: Evidence from the French Experience

Henry Fraisse and Philippe Froute

403: Generalizing the Taylor Principle: New Comment

Jean Barthélemy and Magali Marx

402: Good Luck or Good Policy? An Expectational Theory of Macro-Volatility Switches

Gaetano Gaballo

401: Nowcasting German GDP: A comparison of bridge and factor models

Pamfili Antipa, Karim Barhoumi, Véronique Brunhes-Lesage and Olivier Darn

400: Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors

Frédérique Bec and Marie Bessec

399: Wage and Productivity differentials in Japan. The Role of Labor Market Mechanisms

Yannick Kalantzis, Ryo Kambayashi and Sebastien Lechevalier

398: Too-connected versus too-big-to-fail: banks network centrality and overnight interest rates

Silvia Gabrieli

397: Asset Pricing with Second-Order Esscher Transforms

Alain Monfort and Fulvio Pegoraro

396: Credit Ratings and Debt Crises

Matthieu Bussiere and Annukka Ristiniemi

395: A model of the euro-area yield curve with discrete policy rates

Jean-Paul Renne

394: Bank leverage shocks and the macroeconomy: a new look in a data-rich environment

Jean-Stéphane Mésonnier and Dalibor Stevanovic

393: European Export Performance

Angela Cheptea, Lionel Fontagné and Soledad Zignago

392: Funding for green growth

Daniel Fuentes Castro

391: Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System

Edouard Challe, Benoit Mojon and Xavier Ragot

390: Macro-Prudential Policy and the Conduct of Monetary Policy

Denis Beau, Laurent Clerc and Benoit Mojon

389: Labour relations quality and productivity: An empirical analysis on French firms

Gilbert Cette, Nicolas Dromel, Rémy Lecat and Anne Paret

388: Financial Integration and External Sustainability

Pascal Towbin

387: Private Uncertainty and Multiplicity

Gaetano Gaballo

386: Why have governments succeeded in reducing French public debt historically and can these successes inspired us for the future? An historical perspective since 1890

Gilles Dufrénot and Karim Triki

385: Public debt ratio and its determinants in France since 1890 Does econometrics support the historical evidence?

Gilles Dufrénot and Karim Triki

384: Forecasting GDP over the business cycle in a multi-frequency and data-rich environment

Marie Bessec and Othman Bouabdallah

383: Macroeconomic forecasting during the Great Recession: The return of non-linearity?

Laurent Ferrara, Massimiliano Marcellino and Matteo Mogliani

382: How does Fiscal Consolidation Impact on Income Inequality?

Luca Agnello and Ricardo Sousa

381: Price as a choice under nonstochastic randomness in finance

Yaroslav Ivanenko and Bertrand Munier

380: Disintermediation or financial diversification? The case of developed countries

Michel Boutillier and Jean-Charles Bricongne

379: A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers

Patrick Fève, Julien Matheron and Jean-Guillaume Sahuc

378: A mathematical treatment of bank monitoring incentives

Henri Pagès and Dylan Possamai

377: Bank monitoring incentives and optimal ABS

Henri Pagès

376: The changing role of expectations in US monetary policy: A new look using the Livingston Survey

Anindya Banerjee and Sheheryar Malik

375: The Dynamics of Gasoline Prices: Evidence from Daily French Micro Data

Erwan Gautier and Ronan Le Saout

374: The Macroeconomic Effects of Reserve Requirements

Christian Glocker and Pascal Towbin

373: Commonality in hedge fund returns: driving factors and implications

Matthieu Bussiere, Marie Hoerova and Benjamin Klaus

372: Financial Regulation in General Equilibrium

Charles A. E. Goodhart, Anil Kashyap, Dimitrios Tsomocos and Alexandros P. Vardoulakis

371: Optimal Price Setting During a Currency Changeover: Theory and Evidence from French Restaurants

Nicoletta Berardi, Thomas Eife and Erwan Gautier

370: Changes In Wage Inequality In France: The Impact Of Composition Effects (in French)

Gregory Verdugo, Henri Fraisse and Guillaume Horny

369: Rent building, rent sharing - A panel country-industry empirical analysis

Philippe Askenazy, Gilbert Cette and Paul Maarek

368: Shock on Variable or Shock on Distribution with Application to Stress-Tests

Simon Dubecq and Christian Gourieroux

367: Breakeven inflation rates and their puzzling correlation relationships

Gilbert Cette and Marielle de Jong

366: The Effect of the Minimum Wage on the Average Wage in France (in French)

Gilbert Cette, Valérie Chouard and Gregory Verdugo

365: Global versus local shocks in micro price dynamics

Philippe Andrade and Marios Zachariadis

364: Global Value Chains during the Great Trade Collapse: A Bullwhip Effect?

Carlo Altomonte, Filippo di Mauro, Gianmarco Ottaviano, Armando Rungi and Vincent Vicard

363: Reserve Requirements for Price and Financial Stability - When Are They Effective?

Christian Glocker and Pascal Towbin

362: The determinants of intrafirm trade: Evidence from French firms

Gregory Corcos, Delphine Irac, Giordano Mion and Thierry Verdier

361: How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies

Anindya Banerjee, Victor Bystrov and Paul Mizen

360: The European way out of recession

Frédérique Bec, O. Bouabdallah and Laurent Ferrara

359: A term structure model with level factor cannot be realistic and arbitrage free

Simon Dubecq and Christian Gourieroux

358: Market access in global and regional trade

José De Sousa, Thierry Mayer and Soledad Zignago

357: Capital controls and spillover effects: evidence from Latin-American countries

Frederic Lambert, Julio Ramos-Tallada and Cyril Rebillard

356: A smoke screen theory of financial intermediation

Régis Breton