Working papers

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155: The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk

Hanno Lustig and Adrien Verdelhan

154: Risk Insurance in a Transition Economy: Evidence from Rural Romania

Delphine Irac and Camelia Minoiu

153: Revisiting the proximity-concentration trade-off: Distance and Horizontal Foreign Direct Investment in OECD countries

Delphine Irac

152: R formes structurelles sur le marché du travail: quels enseignements peut-on tirer des tudes existantes ?

Denis Fougere

151: Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations

N. Cassola, Christian Ewerhart and Natacha Valla

150: Monetary Policy Inertia or Persistent Shocks?

Julio Carrillo, Patrick Fève and Julien Matheron

149: Financial (Dis)Integration

Enisse Kharroubi

148: How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?

Julien Matheron and Céline Poilly

147: La désaisonnalisation des séries d agrégats mon taires et de Crédit à la Banque de France: aspects Théoriques et mise en oeuvre

Elisabeth Fonteny

146: Estimating Potential Output with a Production Function for France, Germany and Italy

Mustapha Baghli, Christophe Cahn and Jean-Pierre Villetelle

145: Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area

Olivier de Bandt, Catherine Bruno and Alexis Flageollet

144: Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area

Sanvi Avouyi-Dovi, Rafał Kierzenkowski and Catherine Lubochinsky

143: Term Structure Anomalies: Term Premium or Peso problem?

Caroline Jardet

142: La fonction de demande de monnaie pour la zone euro: un r examen

Sanvi Avouyi-Dovi, M. Brun, A. Dreyfus, Françoise Drumetz, V. Oung and Jean-Guillaume Sahuc

141: Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity

Eric Jondeau and Jean-Guillaume Sahuc

140: Is the Inflation-Output Nexus Asymmetric in the Euro Area?

Mustapha Baghli, Christophe Cahn and Henri Fraisse

139: Illiquidity, Financial Development and the Growth-Volatility Relationship Illiquidity, Financial Development and the Growth-Volatility Relationship

Enisse Kharroubi

138: Sticky Prices in the Euro Area: A Summary of New Micro Evidence

L. Lvarez, Emmanuel Dhyne, Marco Hoeberichts, C. Kwapil, Hervé Le Bihan, P. L nnemann, Fernando Martins, Roberto Sabbatini, Harald Stahl, Philip Vermeulen and Jouko Vilmunen

137: Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation

Denis Fougere, Hervé Le Bihan and Patrick Sevestre

136: Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data

L. Lvarez, Daniel Dias, Emmanuel Dhyne, Johannes Hoffmann, Nicole Jonker, Hervé Le Bihan, P. L nnemann, Fabio Rumler, Giovanni Veronese and Jouko Vilmunen

135: The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence

Silvia Fabiani, M. Druant, Ignacio Hernando, C. Kwapil, B. Landau, Claire Loupias, Fernando Martins, T. Math , Roberto Sabbatini, Harald Stahl and Alan Stockman

134: The Fed and the Question of Financial Stability: An Empirical Investigation

Thierry Grunspan

133: A comparison of Structural Productivity Levels in the Major Industrialised Countries

Renaud Bourlès and Gilbert Cette

132: L impact des chocs boursiers sur le Crédit en France depuis le milieu des années quatre-vingt-dix

Jhon Baude

131: Excès de liquidité montaire et prix des actifs

Sylvain Gouteron and Daniel Szpiro

130: Opportunity Costs of Having a Child, Financial Constraints and Fertility

Gilbert Cette, Nicolas Dromel and Dominique Méda

129: La Modélisation Macro Econométrique Dynamique

Frédérique Feve

128: Les marchés financiers anticipent-ils les retournements conjoncturels?

Benoit Bellone, Erwan Gautier and Sébastien Le Coent

127: Central Bank Reputation in a Forward-Looking Model

Olivier Loisel

126: Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the Euro Area

Sanvi Avouyi-Dovi and Julien Matheron

125: Can the Kydland--Prescott Model Pass the Cogley--Nason Test?

Patrick Fève and Julien Matheron

124: Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?

Martial Dupaigne, Patrick Fève and Julien Matheron

123: Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy

Sanvi Avouyi-Dovi and Julien Matheron

122: Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI

Laurent Bilke

121: Interactions between Business Cycles, stock Market Cycles and Interest Rates: the Stylised Facts

Sanvi Avouyi-Dovi and Julien Matheron

120: Price Setting in France: new Evidence from Survey Data

Claire Loupias and Roland Ricart

119: Régime de retraite et chute de la natalité: évolution des moeurs ou arbitrage micro-économique ?

Claire Loupias and Bertrand Wigniolle

118: Partial Indexation, Trend Inflation, and the Hybrid Phillips Curve

Jean-Guillaume Sahuc

117: règle de Taylor et politique mon taire dans la zone euro

Jean-Stéphane Mésonnier and Jean-Paul Renne

116: Investment in Information and Communication Technologies: an Empirical Analysis

Gilbert Cette, Jimmy Lopez and Pierre-Alexandre Noual

115: A Time-Varying Natural Rate for the Euro Area

Jean-Stéphane Mésonnier and Jean-Paul Renne

114: Inflation and the Markup in the Euro Area

Catherine Bruno, Olivier de Bandt and Alexis Flageollet

113: Price Rigidity. Evidence from the French CPI Macro-Data

Laurent Baudry, Hervé Le Bihan, Patrick Sevestre and Sylvie Tarrieu

112: ICT Diffusion and Potential Output Growth

Gilbert Cette, Jacques Mairesse and Yusuf Kocoglu

111: The Breaks in per Capita Productivity Trends in a Number of Industrial Countries

Tristan-Pierre Maury and Bertrand Pluyaud

110: Determinants of Productivity per Employee: an Empirical Estimation Using Panel Data

N. Belorgey, Rémy Lecat and Tristan-Pierre Maury

109: Price Stability and The ECB's Monetary Policy Strategy

Christian Bordes and Laurent Clerc

108: Optimal Portfolio Allocation Under Higher Moments

Eric Jondeau and Michael Rockinger

107: The Bank Bias: Segmentation of French Fund Families

Eric Jondeau and Michael Rockinger

106: MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments

Mustapha Baghli, Véronique Brunhes-Lesage, Olivier de Bandt, Henri Fraisse and Jean-Pierre Villetelle