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86: Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data

Eric Jondeau and Hervé Le Bihan

85: Optimal Capacity in the Banking Sector and Economic Growth

Bruno Amable, Jean-Bernard Chatelain and Olivier de Bandt

84: Mark-up and Capital Structure of the Firm facing Uncertainty

Jean-Bernard Chatelain

83: Assessing GMM Estimates of the Federal Reserve Reaction Function

Clémentine Florens, Eric Jondeau and Hervé Le Bihan

82: Conditional Dependency of Financial Series: An Application of Copulas

Michael Rockinger and Eric Jondeau

81: Pitfalls in Investment Euler Equations

Jean-Bernard Chatelain and Jean-Christophe Teurlai

80: Can Financial Infrastructures Foster Economic Development?

Bruno Amable and Jean-Bernard Chatelain

79: Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis

Michael Rockinger and Eric Jondeau

78: Modele a anticipations rationnelles de la conjoncture simulee: MARCOS

Pascal Jacquinot and Ferhat Mihoubi

77: Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence

Eric Jondeau and Michael Rockinger

76: Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies

Eric Jondeau and Hervé Le Bihan

75: Estimation of a Time Varying NAIRU for France

Delphine Irac

74: Leading Indicators of Currency Crises in Emerging Economies

Oliver Burkart and Virginie Coudert

73: Does Correlation between Stock Returns Really Increase during Turbulent Period?

François Chesnay and Eric Jondeau

72: Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models

Renaud Lacroix

71: Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II

Renaud Lacroix

70: Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I

Renaud Lacroix

69: Quatre indicateurs d'inflation sous-jacente: application et interpretation

Hervé Le Bihan and Franck Sedillot

68: Modelisation et prevision des indices de prix sectoriels

Eric Jondeau, Hervé Le Bihan and Franck Sedillot

67: La pente des taux contient-elle de l'information sur l'activite economique future?

Franck Sedillot

66: The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets

Eric Jondeau and Michael Rockinger

65: Modelling the French Swap Spread

Sanvi Avouyi-Dovi and Eric Jondeau

64: Le partage de la valeur ajoutee en France et en Allemagne

Ferhat Mihoubi

63: L'investissement en France depuis le debut des annees 1980

Delphine Irac and Pascal Jacquinot

62: Couts et benefices du passage d'une faible inflation a la stabilite des prix. Une comparaison internationale

Jean-Bernard Chatelain and Patrick Sevestre

61: The Information Content of the French and German Government Bond Tield Curves: Why Such Differences?

Eric Jondeau and Roland Ricart

60: Fiscal Policy in the Transition to Monetary Union: a Structural VAR Model

Catherine Bruno and Olivier de Bandt

59: La mesure du ratio rendement-risque a partir du marche des euro-devises

Eric Jondeau

58: La modelisation de la volatilite des bourses asiatiques

Sanvi Avouyi-Dovi and Eric Jondeau

57: Interest Rate Transmission and Volatility Transmission along the Yield Curve

Sanvi Avouyi-Dovi and Eric Jondeau

56: Estimating Gram-Charlier Expansions with Positivity Constraints

Eric Jondeau and Michael Rockinger

55: La pr vision des taux longs fran ais et allemands partir d'un modele anticipations rationnelles

Eric Jondeau and Franck Sedillot

54: Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election

Sophie Coutant, Eric Jondeau and Michael Rockinger

53: Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates

Catherine Bruno and Eric Jondeau

52: La modélisation VAR structurel: application la politique mon taire en France

Catherine Bruno and Olivier de Bandt

51: L'inflation sous-jacente à partir d'une approche structurelle des VAR: Une application à la France, l'Allemagne et au Royaume-Uni

Pascal Jacquinot

50: Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period

Pierre Hautcoeur and Pierre Sicsic

49: On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note

Patrick Sevestre

48: La relation entre le taux des credits et le cout des ressources bancaires. Modelisation et estimation sur donnees individuelles de banques

Laurent Baumel and Patrick Sevestre

47: Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral

Eric Jondeau and Michael Rockinger

46: Repr sentation VAR et test de la Théorie des anticipations de la structure par terme

Eric Jondeau

45: La Théorie des anticipations de la structure par terme: test partir des titres publics fran ais

Eric Jondeau and Roland Ricart

44: Le contrat notionnel: efficience et causalit

Bernard Bensaid and Michel Boutillier

43: Le contenu en information de la pente des taux: application au cas des titres publics fran ais

Eric Jondeau and Roland Ricart

42: Effets volume, volatilit et transmissions internationales sur les march s boursiers dans le G5

Sanvi Avouyi-Dovi, Eric Jondeau and Charles Lai Tong

41: Le passage a une assiette valeur ajoutee pour les cotisations sociales: une caracterisation des entreprises non financieres "gagnantes" et perdantes"

Gilbert Cette and Elisabeth Kremp

36: Les strategies de "Stop Loss": Theorie et application au contrat notionnel du MATIF

Bernard Bensaid and Olivier de Bandt

35: The Expectation Theory: Tests on French, German, and American Euro-Rates

Eric Jondeau and Roland Ricart

30: Competition among Financial Intermediaries and the Risk of Contagious Failures

Olivier de Bandt