Banque de France

For technical questions regarding this series, please contact (Thierry Demoulin)
Series handle: repec:bfr:banfra

2009

• 255 The housing price boom of the late ’90s: did inflation targeting matter?
  by Frappa, S. & Mésonnier, J-S. [Downloadable!]
• 254 Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy
  by Dubecq, S. & Mojon, B. & Ragot, X. [Downloadable!]
• 253 Bank incentives and optimal CDOs
  by Pagès, H. [Downloadable!]
• 252 ICT Demand Behaviour: an International Comparison
  by Cette, G. & Lopez, J. [Downloadable!]
• 251 Optimal Portfolio Allocation under Asset and Surplus VaR Constraints
  by Monfort, A. [Downloadable!]
• 250 A sequential modelling of the VaR
  by Alain Monfort. [Downloadable!]
• 249 Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries
  by Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney. [Downloadable!]
• 248 Inference in Mixed Proportional Hazard Models with K Random Effects
  by Guillaume Horny. [Downloadable!]
• 247 Disinflation and unemployment in the euro area : A SVAR-based analysis
  by Fève, P. & Matheron, J. & Sahuc, J-G. [Downloadable!]
• 246 Estimating the implicit inflation target in the Euro area
  by Fève, P. & Matheron, J. & Sahuc, J-G. [Downloadable!]
• 245 Minimum Distance Estimation and Testing of DSGE Models from Structural VARs
  by Fève, P. & Matheron, J. & Sahuc, J-G. [Downloadable!]
• 244 Social VAT: Good or bad idea?
  by Fève, P. & Matheron, J. & Sahuc, J-G. [Downloadable!]
• 243 Inflation Target Shocks and Monetary Policy Inertia in the Euro Area
  by Fève,P. & Materon,J. & Sahuc, J-G. [Downloadable!]
• 242 Stress testing French banks' income subcomponents
  by Coffinet, J. & Lin, S. & Martin, C. [Downloadable!]
• 241 Comportement du banquier central en environnement incertain
  by Avouyi-Dovi, S. & Sahuc, J-G. [Downloadable!]
• 240 Leadership in Public Good Provision: a Timing Game Perspective
  by Kempf, H. & Rota Graziosi, G. [Downloadable!]
• 239 Identification of slowdowns and accelerations for the euro area economy
  by Darné, O. & Ferrara, L. [Downloadable!]
• 238 Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector
  by Avouyi-Dovi, S. & Bardos, M. & Jardet, C. & Kendaoui, L. & Moquet , J. [Downloadable!]
• 237 Convergence of firm-level productivity, globalisation, information technology, and competition: evidence from France
  by Chevalier, P-A. & Lecat, R. & Oulton, N. [Downloadable!]
• 236 Variantes en Univers Incertain
  by Adjemian, S. & Cahn, C. & Devulder, A. & Maggiar, N. [Downloadable!]
• 235 New Information Response Functions
  by Jardet, C. & Monfort, A. & Pegoraro, F. [Downloadable!]
• 234 No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth
  by Jardet, C. & Monfort, A. & Pegoraro, F. [Downloadable!]
• 233 Monetary rules and the spillover of regional fiscal policies in a federation
  by Cooper, R. & Kempf, H. & Peled, D. [Downloadable!]
• 232 Are disaggregate data useful for factor analysis in forecasting French GDP?
  by Barhoumi, K. & Darné, O. & Ferrara, L. [Downloadable!]
• 231 Time-varying (S, s) band models: empirical properties and interpretation
  by Gautier, E. & Le Bihan, H. [Downloadable!]
• 230 The Rocky Ride of Break-even-inflation rates
  by Cette, G. & De Jong, M. [Downloadable!]
• 229 Education, Market Rigidities and Growth
  by Aghion, Ph. & Askenazy, Ph. & Bourlès, R. & Cette, G. & Dromel, N. [Downloadable!]

• 228 Institutional features of wage bargaining in 23 European countries, the US and Japan
  by Du Caju, Ph. & Gautier, E. & Momferatou, D. & Ward-Warmedinger, M. [Downloadable!]
• 227 Liquidity, Moral Hazard and Inter-Bank Market Collapse
  by Kharroubi, E. & Vidon E. [Downloadable!]
• 226 Macroeconomic Fluctuations and Corporate Financial Fragility
  by Bruneau, C. & De Bandt, O. [Downloadable!]
• 225 Fiscal sustainability and policy implications for the euro area
  by Balassone, F. & Cunha, J. & Langenus, G. & Manzke, B. & Pavot, J. & Prammer, D. & Tommasino, P. [Downloadable!]
• 224 Business surveys modelling with Seasonal-Cyclical Long Memory models
  by Ferrara, L. & Guégan, D. [Downloadable!]
• 223 Econometric Asset Pricing Modelling
  by Bertholon, H. & Monfort, A. & Pegoraro, F. [Downloadable!]
• 222 Monthly forecasting of French GDP: A revised version of the OPTIM model
  by Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. [Downloadable!]
• 221 On the Role of a Stock Market: A Study of France, Germany, and thez Euro Area
  by Krainer, R. [Downloadable!]
• 220 Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area
  by Coffinet, J. & Frappa, S. [Downloadable!]
• 219 A Two-Pillar DSGE Monetary Policy Model for the Euro Area
  by Barthélemy, J. & Clerc L. & Marx, M. [Downloadable!]
• 218 Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models
  by Idier, J. [Downloadable!]
• 217 Portfolio and financing adjustments for U.S.Banks: some empirical evidence
  by Krainer, R. [Downloadable!]
• 216 Restaurant Prices and the Minimum Wage
  by Fougère, D. & Gautier, E. & Le Bihan, H. [Downloadable!]
• 215 Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise
  by Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C. [Downloadable!]
• 214 Dynamic voluntary contributions to a discrete public good: Experimental evidence
  by Diev, P. & Hichri, W. [Downloadable!]
• 213 Revisiting the Decline i he Exchange Rate Pass-Through: Further Evidence from Developing Countries
  by Barhoumi, K. & Jouini, J. [Downloadable!]
• 212 Domestic Savings and Foreign Capital: the Complementarity Channel
  by Kharroubi, E. [Downloadable!]
• 211 Les ajustements microéconomiques des prix : une synthèse des modèles théoriques et résultats empiriques
  by Gautier, E. [Downloadable!]
• 210 Analyse conjoncturelle de données brutes et estimation de cycles Partie 2 : mise en oeuvre empirique
  by Lacroix, R. [Downloadable!]
• 209 Analyse conjoncturelle de données brutes et estimation de cycles Partie 1 : estimation et tests
  by Lacroix, R. [Downloadable!]
• 208 Sticky Wages. Evidence from Quarterly Microeconomic Data
  by Heckel, T. & Le Bihan, H. & Montornès, J. [Downloadable!]
• 207 Désaisonnalisation des agrégats monétaires : Mise en place d’une chaîne rénovée
  by Lacroix, R. & Maurin, L. [Downloadable!]
• 206 Assessing the shape of the distribution of interest rates: lessons from French individual data
  by Lacroix, R. [Downloadable!]
• 205 Total factor productivity and the decision to serve foreign markets: Firm level evidence from France
  by Irac, D. [Downloadable!]
• 204 Access to new imported varieties and total factor productivity: Firm level evidence from France
  by Irac, D. [Downloadable!]
• 203 Stress Testing and Corporate Finance
  by De Bandt, O. & Bruneau, C. & El Amri, W. [Downloadable!]
• 202 Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects
  by Hajivassiliou, V. & Savignac, F. [Downloadable!]
• 201 Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d.intérêt réel américain
  by Million, N. [Downloadable!]
• 200 Chocs d’Offre et Optimalité de la Politique Monétaire dans la Zone Euro
  by Fève, P. & Matheron, J. & Sahuc, J-G. [Downloadable!]
• 199 Welfare Implications of Heterogeneous Labor Markets in a Currency Area
  by Poilly, C. & Sahuc, J-G. [Downloadable!]
• 198 Credit Constraints and the Cyclicality of R&D Investment: Evidence from France
  by Aghion, P. & Askenazy, P. & Berman, N. & Cette, G. & Eymard, L. [Downloadable!]
• 197 Competition, R&D, and the Cost of Innovation
  by Askenazy, P. & Cahn, C. & Irac, D. [Downloadable!]
• 196 On policy interactions among nations: when do cooperation and commitment matter ?
  by Kempf, H. & Von Thadden, L. [Downloadable!]
• 195 Some Preliminary Evidence on the Globalization-Inflation Nexus
  by Guilloux, S. & Kharroubi, E. [Downloadable!]
• 194 La transmission des taux de marché aux taux bancaires : une estimation sur données individuelles françaises
  by Barbier de la Serre, A. & Frappa, S. & Montornès, J. & Murez, M. [Downloadable!]
• 193 La prévision des taux d’intérêt à partir de contrats futures : l’apport de variables économiques et financières
  by Coffinet, J. [Downloadable!]
• 192 An Inflation Forecasting Model for the Euro Area
  by Chauvin, V. & Devulder, A. [Downloadable!]

• 191 Switching VARMA Term Structure Models - Extended Version
  by Monfort, A. & Pegoraro, F. [Downloadable!]
• 190 The Dynamic Effects of Disinflation Policies
  by Collard , F. & Fève, P. & Matheron, J. [Downloadable!]
• 189 Multi-Lag Term Structure Models with Stochastic Risk Premia
  by Monfort, A. & Pegoraro, F. [Downloadable!]
• 188 Pricing and Inference with Mixtures of Conditionally Normal Processes
  by Bertholon, H. & Monfort, A. & Pegoraro, F. [Downloadable!]
• 187 Deux indicateurs probabilistes de retournement cyclique pour l’économie française
  by Adanero-Donderis , M. & Darné, O. & Ferrara, L. [Downloadable!]
• 186 Regional Debt in Monetary Unions: Is it Inflationary?
  by Cooper, R. & Kempf, H. & Peled, D. [Downloadable!]
• 185 Lumpy Price Adjustments: A Microeconometric Analysis
  by Dhyne, E. & Fuss, C. & Pesaran, H. & Sevestre, P. [Downloadable!]
• 184 Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective
  by Poilly, C. [Downloadable!]
• 183 Euro Area Market Reactions to the Monetary Developments Press Release
  by Coffinet, J. & Gouteron, S. [Downloadable!]
• 182 Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium-Scale DSGE Model
  by Smets, F. & Sahuc, J-G. [Downloadable!]
• 181 Testing heterogeneity within the euro area
  by Jondeau, E. & Sahuc, J-G. [Downloadable!]
• 180 Indirect ICT Investment
  by Beretti, P-A. & Cette, G. [Downloadable!]
• 179 Forced Portfolio Liquidation
  by Ewerhart, C. & Valla, N. [Downloadable!]
• 178 Financial Market Liquidity and the Lender of Last Resort
  by Ewerhart, C. & Valla, N. [Downloadable!]
• 177 Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve
  by Partouche, H. [Downloadable!]
• 176 Probability of informed trading: an empirical application to the euro overnight market rate
  by Idier, J. & Nardelli, S. [Downloadable!]
• 175 Global Ageing Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy?
  by Mésonnier, J-S. & Renne, J-P. [Downloadable!]
• 174 Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-regional Model
  by Alho, J. & Borgy, V. [Downloadable!]
• 173 Measuring Long-Run Exchange Rate Pass-Through
  by .De Bandt, O. & Banerjee, A. & Kozluk, T. [Downloadable!]
• 172 L’évolution des crédits à l’habitat en France : une grille d’analyse en termes de cycles
  by Kierzenkowski, R. & Oung, V. [Downloadable!]
• 171 L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision
  by Darné, O. & Brunhes-Lesage, V. [Downloadable!]
• 170 Determinants of long-term interest rates in the United States and the euro area: A multivariate approach
  by De Loubens, A. & Idier, J. & Jardet, C. [Downloadable!]
• 169 The impact of financial constraints on innovation: What can be learned from a direct measure?
  by Savignac, F. [Downloadable!]
• 168 Understanding Asset Prices: Determinants and Policy Implications
  by Clerc, L. [Downloadable!]
• 167 Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework
  by Jardet, C. & Le Fol, G. [Downloadable!]
• 166 Les méthodes micro-économétriques d’évaluation
  by Fougère, D. [Downloadable!]
• 165 Is there a structural break in equilibrium velocity in the euro area?
  by Bordes, C. & Clerc, L. & Marimoutou, V. [Downloadable!]
• 164 Macro Price setting in the euro area: Some stylised facts from Individual Producer Price
  by Dias, D. & Dossche, M. & Gautier, E. & Hernando, I. & Sabbatini , R. & Stahl , H. & Vermeulen, P. [Downloadable!]
• 163 Une évaluation structurelle du ratio de sacrifice dans la zone euro
  by Coffinet, J. & Matheron, J. & Poilly , C. [Downloadable!]
• 162 DSGE Models in a Data-Rich Environment
  by Boivin, J. & Giannoni, M. [Downloadable!]

• 161 Bubble-free interest-rate rules
  by Loisel, O. [Downloadable!]
• 160 The Behaviour of Producer Prices: some Evidence from the French PPI Micro Data
  by Gautier, E. [Downloadable!]
• 159 Stock exchanges industry consolidation and shock transmission
  by Idier, J. [Downloadable!]
• 158 Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data
  by De Bandt. O. & Bruneau, C. & El Amri, W. [Downloadable!]
• 157 The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area
  by Mésonnier, J-S. [Downloadable!]
• 156 Trends in "structural" productivity levels in the major industrialized countries
  by Bourlès, R. & Cette, G. [Downloadable!]
• 155 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
  by Lustig, H. & Verdelhan, A. [Downloadable!]
• 154 Risk Insurance in a Transition Economy: Evidence from Rural Romania
  by Irac, D. & Minoiu, C. [Downloadable!]
• 153 Revisiting the proximity-concentration trade-off: Distance and Horizontal Foreign Direct Investment in OECD countries
  by Irac, D. [Downloadable!]
• 152 Réformes structurelles sur le marché du travail : quels enseignements peut-on tirer des études existantes ?
  by Fougère, D. [Downloadable!]
• 151 Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations
  by Cassola, N. & Ewerhart , C. & Valla, N. [Downloadable!]
• 150 Monetary Policy Inertia or Persistent Shocks?
  by Carrillo, J. & Fève, P. & Matheron, J. [Downloadable!]
• 149 Financial (Dis)Integration
  by Kharroubi, E. [Downloadable!]
• 148 How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?
  by Matheron, J. & Poilly, C. [Downloadable!]
• 147 La désaisonnalisation des séries d’agrégats monétaires et de crédit à la Banque de France : aspects théoriques et mise en oeuvre
  by Fonteny, E. [Downloadable!]
• 146 Estimating Potential Output with a Production Function for France, Germany and Italy
  by Baghli, M. & Cahn, C. & Villetelle, J-P. [Downloadable!]
• 145 Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area
  by De Bandt. O. & Bruneau, C. & Flageollet, B. [Downloadable!]
• 144 Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area
  by Avouyi-Dovi, S. & Kierzenkowski, R. & Lubochinsky, C. [Downloadable!]
• 143 Term Structure Anomalies: Term Premium or Peso problem?
  by Jardet, C. [Downloadable!]
• 142 La fonction de demande de monnaie pour la zone euro : un réexamen
  by Avouyi-Dovi, S. & Brun, M. & Dreyfus, A. & Drumetz, F. & Oung, V. & Sahuc, J-G. [Downloadable!]
• 141 Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity
  by Jondeau, E. & Sahuc, J-G. [Downloadable!]
• 140 Is the Inflation-Output Nexus Asymmetric in the Euro Area?
  by Baghli, M. & Cahn, C. & Fraisse, H. [Downloadable!]
• 139 Illiquidity, Financial Development and the Growth-Volatility Relationship Illiquidity, Financial Development and the Growth-Volatility Relationship
  by Kharroubi, E. [Downloadable!]

• 138 Sticky Prices in the Euro Area: A Summary of New Micro Evidence
  by Álvarez, L. & Dhyne, E. & Hoeberichts, M. & Kwapil, C. & Le Bihan, H. & Lünnemann, P. & Martins, F. & Sabbatini, R. & Stahl,H. & Vermeulen, P. & Vilmunen, J. [Downloadable!]
• 137 Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation
  by Fougère, D. & Le Bihan, H. & Sevestre, P. [Downloadable!]
• 136 Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data
  by Álvarez, L. & Dias, D. & Dhyne, E. & Hoffmann, J. & Jonker, N. & Le Bihan, H. & Lünnemann, P. & Rumler, F. & Veronese, G. & Vilmunen, J. [Downloadable!]
• 135 The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence
  by Fabiani, S. & Druant, M. & Hernando, I. & Kwapil, C. & Landau, B. & Loupias, C. & Martins, F. & Mathä, T. & Sabbatini, R. & Stahl, H. & Stockman, A. [Downloadable!]
• 134 The Fed and the Question of Financial Stability: An Empirical Investigation
  by Grunspan, T. [Downloadable!]
• 133 A comparison of Structural Productivity Levels in the Major Industrialised Countries
  by Bourlès, R. & Cette, G. [Downloadable!]
• 132 L’impact des chocs boursiers sur le crédit en France depuis le milieu des années quatre-vingt-dix
  by Baude, J. [Downloadable!]
• 131 Excès de liquidité monétaire et prix des actifs
  by Gouteron, S. & Szpiro, D. [Downloadable!]
• 130 Opportunity Costs of Having a Child, Financial Constraints and Fertility
  by Cette, G. & Dromel, N. & Méda, D. [Downloadable!]
• 129 La Modélisation Macro–Econométrique Dynamique
  by Fève, F. [Downloadable!]
• 128 Les marchés financiers anticipent-ils les retournements conjoncturels?
  by Bellone, B. & Gautier, E. & Le Coent, S. [Downloadable!]
• 127 Central Bank Reputation in a Forward-Looking Model
  by Loisel, O. [Downloadable!]
• 126 Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the Euro Area
  by Avouyi-Dovi, S. & Matheron, J. [Downloadable!]
• 125 Can the Kydland--Prescott Model Pass the Cogley--Nason Test?
  by Fève, P. & Matheron, J. [Downloadable!]
• 124 Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?
  by Dupaigne, M. & Fève, P. & Matheron, J. [Downloadable!]
• 123 Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy
  by Avouyi-Dovi, S. & Matheron, J. [Downloadable!]
• 122 Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI
  by Bilke, L. [Downloadable!]
• 121 Interactions between Business Cycles, stock Market Cycles and Interest Rates: the Stylised Facts
  by Avouyi-Dovi, S. & Matheron, J. [Downloadable!]

• 120 Price Setting in France: new Evidence from Survey Data
  by Loupias, C. & Ricart, R. [Downloadable!]
• 119 Régime de retraite et chute de la natalité : évolution des moeurs ou arbitrage micro-économique ?
  by Loupias, C. & Wigniolle, B. [Downloadable!]
• 118 Partial Indexation, Trend Inflation, and the Hybrid Phillips Curve
  by Sahuc, J-G. [Downloadable!]
• 117 Règle de Taylor et politique monétaire dans la zone euro
  by Mésonnier, J-S. & Renne, J-P. [Downloadable!]
• 116 Investment in Information and Communication Technologies: an Empirical Analysis
  by Cette, G. & Lopez, J. & Noual, P-A. [Downloadable!]
• 115 A Time-Varying Natural Rate for the Euro Area
  by Mésonnier, J-S. & Renne, J-P. [Downloadable!]
• 114 Inflation and the Markup in the Euro Area
  by Bruneau, C. & De bandt, O. & Flageollet, A. [Downloadable!]
• 113 Price Rigidity. Evidence from the French CPI Macro-Data
  by Baudry, L. & Le Bihan, H. & Sevestre, P. & Tarrieu, S. [Downloadable!]
• 112 ICT Diffusion and Potential Output Growth
  by Cette, G. & Mairesse, J. & Kocoglu, Y. [Downloadable!]
• 111 The Breaks in per Capita Productivity Trends in a Number of Industrial Countries
  by Maury, P-M. & Pluyaud, B. [Downloadable!]
• 110 Determinants of Productivity per Employee: an Empirical Estimation Using Panel Data
  by Belorgey, N. & Lecat, R. & Maury, P-M. [Downloadable!]
• 109 Price Stability and The ECB's Monetary Policy Strategy
  by Bordes, C. & Clerc, L. [Downloadable!]
• 108 Optimal Portfolio Allocation Under Higher Moments
  by Jondeau, E. & Rockinger, M. [Downloadable!]
• 107 The Bank Bias: Segmentation of French Fund Families
  by Jondeau, E. & Rockinger, M. [Downloadable!]
• 106 MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments
  by Baghli, M. & Brunhes-Lesage, V. & De bandt, O. & Fraisse, H. & Villetelle, J-P. [Downloadable!]
• 105 Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model
  by Moyen, S. & Sahuc, J-G. [Downloadable!]
• 104 Evaluating the Fit of Sticky Price Models
  by Matheron,J. & Maury, P-M. [Downloadable!]

• 103 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve)
  by Jondeau, E. & Le Bihan, H. [Downloadable!]
• 102 Forecasting Inflation in the Euro Area
  by Bruneau, C. & De Bandt, O. & Flageollet, A. [Downloadable!]
• 101 Forecasting Inflation using Economic Indicators: the Case of France
  by Bruneau, C. & De Bandt, O. & Flageollet, A. & Michaux, E. [Downloadable!]
• 100 The Challenges of the "New Economy" for Monetary Policy
  by Cette, G. & Pfister, C. [Downloadable!]
• 99 Les déterminants du taux de marge en France et quelques autres grands pays industrialisés : Analyse empirique sur la période 1970-2000
  by Baghli, M. & Cette, G. & Arnaud, S. [Downloadable!]

• 98 Banque centrale, taux de l'escompte et politique monétaire chez Henry Thornton (1760-1815)
  by Mésonnier, J-S. [Downloadable!]
• 97 Firm Investment and Monetary Policy Transmission in the Euro Area
  by Chatelain, J-B. & Generale, A. & Hernando, I. & Von Kalckreuth, U. & Vermeulen, P. [Downloadable!]
• 96 Investment, the Cost of Capital and Monetary Policy in the Nineties in France: A Panel Data Investigation
  by Chatelain, J-B. & Tiomo, A. [Downloadable!]
• 95 What is the Best Approach to Measure the Interdependence between Different Markets?
  by Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S. [Downloadable!]
• 94 Une mesure de la persistance dans les indices boursiers
  by Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S. [Downloadable!]
• 93 Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
  by Ehrmann, M. & Gambacorta, L. & Martínez-Pagés, J. & Sevestre, P. & Worms, A. [Downloadable!]
• 92 Is There a Bank lending Channel in France? Evidence From Bank Panel Data
  by Loupias, C. & Savignac, F. & Sevestre, P. [Downloadable!]
• 91 Optimal Supervisory Policies and Depositor-Preferences Laws
  by Pagès, H. & Santos, J. [Downloadable!]
• 90 Asset Allocation in Transition Economies
  by Jondeau, E. & Rockinger, M. [Downloadable!]
• 89 PIB potentiel et écart de PIB : quelques évaluations pour la France
  by Baghli, M. & Bouthevilain, C. & De Bandt, O. & Fraisse, H. & Le Bihan, H. & Rousseaux, P. [Downloadable!]
• 88 Short-Run Assessment of French Economic Activity Using OPTIM
  by Irac, D. & Sédillot, F. [Downloadable!]

• 87 Croissance économique et diffusion des TIC : le cas de la France sur longue période (1980-2000)
  by Cette, G. & Mairesse, J. & Kocoglu, Y. [Downloadable!]
• 86 Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data
  by Jondeau, E. & Le Bihan, H. [Downloadable!]
• 85 Optimal Capacity in the Banking Sector and Economic Growth
  by Amable, B. & Chatelain, J.-B. & De Bandt, O. [Downloadable!]
• 84 Mark-up and Capital Structure of the Firm facing Uncertainty
  by Chatelain, J.-B. [Downloadable!]
• 83 Assessing GMM Estimates of the Federal Reserve Reaction Function
  by Florens, C. & Jondeau, E. & Le Bihan, H. [Downloadable!]
• 82 Conditional Dependency of Financial Series: An Application of Copulas
  by Rockinger, M. & Jondeau, E. [Downloadable!]
• 81 Pitfalls in Investment Euler Equations
  by Chatelain, J.-B. & Teurlai, J.-C. [Downloadable!]
• 80 Can Financial Infrastructures Foster Economic Development?
  by Amable, B. & Chatelain, J.-B. [Downloadable!]
• 79 Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis
  by Rockinger, M. & Jondeau, E. [Downloadable!]

• 78 Modele a anticipations rationnelles de la conjoncture simulee : MARCOS
  by Jacquinot, P. & Mihoubi, F. [Downloadable!]
• 77 Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
  by Jondeau, E. & Rockinger, M. [Downloadable!]
• 76 Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies
  by Jondeau, E. & Le Bihan, H. [Downloadable!]
• 75 Estimation of a Time Varying NAIRU for France
  by Irac, D. [Downloadable!]
• 74 Leading Indicators of Currency Crises in Emerging Economies
  by Burkart, O. & Coudert, V. [Downloadable!]
• 73 Does Correlation between Stock Returns Really Increase during Turbulent Period?
  by Chesnay, F. & Jondeau, E. [Downloadable!]

• 72 Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models
  by Lacroix, R. [Downloadable!]
• 71 Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II
  by Lacroix, R. [Downloadable!]
• 70 Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I
  by Lacroix, R. [Downloadable!]
• 69 Quatre indicateurs d'inflation sous-jacente: application et interpretation
  by Le Bihan, H. & Sedillot, F. [Downloadable!]
• 68 Modelisation et prevision des indices de prix sectoriels
  by Jondeau, E. & Le Bihan, H. & Sedillot, F. [Downloadable!]
• 67 La pente des taux contient-elle de l'information sur l'activite economique future?
  by Sedillot, F. [Downloadable!]
• 66 The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets
  by Jondeau, E. & Rockinger, M. [Downloadable!]
• 65 Modelling the French Swap Spread
  by Avouyi-Dovi, S. & Jondeau, E. [Downloadable!]
• 64 Le partage de la valeur ajoutee en France et en Allemagne
  by Mihoubi, F. [Downloadable!]
• 63 L'investissement en France depuis le debut des annees 1980
  by Irac, D. & Jacquinot, P. [Downloadable!]
• 62 Couts et benefices du passage d'une faible inflation a la stabilite des prix. Une comparaison internationale
  by Chatelain, J.-B. & Sevestre, P. [Downloadable!]
• 61 The Information Content of the French and German Government Bond Tield Curves: Why Such Differences?
  by Jondeau, E. & Ricart, R. [Downloadable!]
• 60 Fiscal Policy in the Transition to Monetary Union: a Structural VAR Model
  by Bruneau, C. & De Bandt, O. [Downloadable!]
• 59 La mesure du ratio rendement-risque a partir du marche des euro-devises
  by Jondeau, E. [Downloadable!]
• 58 La modelisation de la volatilite des bourses asiatiques
  by Avouyi-Dovi, S. & Jondeau, E. [Downloadable!]
• 57 Interest Rate Transmission and Volatility Transmission along the Yield Curve
  by Avouyi-Dovi, S. & Jondeau, E. [Downloadable!]

• 56 Estimating Gram-Charlier Expansions with Positivity Constraints
  by Jondeau, E. & Rockinger, M. [Downloadable!]

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This page was last updated on 2009-10-28.