Working papers
From Banque de France Banque de France 31 Rue Croix des Petits Champs LABOLOG - 49-1404 75049 PARIS. Contact information at EDIRC. Bibliographic data for series maintained by Michael brassart (). Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
- 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
- 105: Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model

- Stéphane Moyen and Jean-Guillaume Sahuc
- 104: Evaluating the Fit of Sticky Price Models

- Julien Matheron and Tristan-Pierre Maury
- 103: ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve)

- Eric Jondeau and Hervé Le Bihan
- 102: Forecasting Inflation in the Euro Area

- Catherine Bruno, Olivier de Bandt and Alexis Flageollet
- 101: Forecasting Inflation using Economic Indicators: the Case of France

- Catherine Bruno, Olivier de Bandt, Alexis Flageollet and Emmanuel Michaux
- 100: The Challenges of the "New Economy" for Monetary Policy

- Gilbert Cette and Christian Pfister
- 099: Les déterminants du taux de marge en France et quelques autres grands pays industrialisés: Analyse empirique sur la période 1970-2000

- Mustapha Baghli, Gilbert Cette and Sylvain Arnaud
- 98: Banque centrale, taux de l'escompte et politique mon taire chez Henry Thornton (1760-1815)

- Jean-Stéphane Mésonnier
- 97: Firm Investment and Monetary Policy Transmission in the Euro Area

- Jean-Bernard Chatelain, Ansrea Generale, Ignacio Hernando, Ulf von Kalckreuth and Philip Vermeulen
- 96: Investment, the Cost of Capital and Monetary Policy in the Nineties in France: A Panel Data Investigation

- Jean-Bernard Chatelain and André Tiomo
- 95: What is the Best Approach to Measure the Interdependence between Different Markets?

- Sanvi Avouyi-Dovi, Dominique Guégan and Sophie Ladoucette
- 94: Une mesure de la persistance dans les indices boursiers

- Sanvi Avouyi-Dovi, Dominique Guégan and Sophie Ladoucette
- 93: Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area

- Michael Ehrmann, Leonardo Gambacorta, Jorge Martinez-Pagés, Patrick Sevestre and Andreas Worms
- 92: Is There a Bank lending Channel in France? Evidence From Bank Panel Data

- Claire Loupias, Frédérique Savignac and Patrick Sevestre
- 91: Optimal Supervisory Policies and Depositor-Preferences Laws

- Henri Pagès and Joao Santos
- 90: Asset Allocation in Transition Economies

- Eric Jondeau and Michael Rockinger
- 89: PIB potentiel et cart de PIB: quelques valuations pour la France

- Mustapha Baghli, Carine Bouthevillain, Olivier de Bandt, Henri Fraisse, Hervé Le Bihan and Philippe Rousseaux
- 88: Short-Run Assessment of French Economic Activity Using OPTIM

- Delphine Irac and Franck Sedillot
- 87: Croissance conomique et diffusion des TIC: le cas de la France sur longue p riode (1980-2000)

- Gilbert Cette, Jacques Mairesse and Yusuf Kocoglu
- 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
| |