Printed from https://ideas.repec.org/s/bfr/banfra5.html
Content
2008
- 193 La pr vision des taux d intérêt partir de contrats futures : l apport de variables conomiques et financières
by Jérôme Coffinet - 192 An Inflation Forecasting Model for the Euro Area
by Valérie Chauvin & Antoine Devulder
2007
- 191 Switching VARMA Term Structure Models - Extended Version
by Alain Monfort & Fulvio Pegoraro - 190 The Dynamic Effects of Disinflation Policies
by Collard , F. & Patrick Fève & Julien Matheron - 189 Multi-Lag Term Structure Models with Stochastic Risk Premia
by Alain Monfort & Fulvio Pegoraro - 188 Pricing and Inference with Mixtures of Conditionally Normal Processes
by Bertholon, H. & Alain Monfort & Fulvio Pegoraro - 187 Deux indicateurs probabilistes de retournement cyclique pour l conomie française
by Adanero-Donderis , M. & Olivier Darné & Laurent Ferrara - 186 Regional Debt in Monetary Unions: Is it Inflationary?
by Cooper, R. & Hubert Kempf & Peled, D. - 185 Lumpy Price Adjustments: A Microeconometric Analysis
by Dhyne, E. & Fuss, C. & Pesaran, H. & Patrick Sevestre - 184 Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective
by Céline Poilly - 183 Euro Area Market Reactions to the Monetary Developments Press Release
by Jérôme Coffinet & Gouteron, S. - 182 Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium-Scale DSGE Model
by Smets, F. & Jean-Guillaume Sahuc - 181 Testing heterogeneity within the euro area
by Eric Jondeau & Jean-Guillaume Sahuc - 180 Indirect ICT Investment
by Beretti, P-A. & Gilbert Cette - 179 Forced Portfolio Liquidation
by Ewerhart, C. & Valla, N. - 178 Financial Market Liquidity and the Lender of Last Resort
by Ewerhart, C. & Valla, N. - 177 Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve
by Partouche, H. - 176 Probability of informed trading: an empirical application to the euro overnight market rate
by Julien Idier. & Nardelli, S. - 175 Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy?
by Jean-Stéphane Mésonnier & Jean-Paul Renne - 174 Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-regional Model
by Alho, J. & Vladimir Borgy - 173 Measuring Long-Run Exchange Rate Pass-Through
by .Olivier de Bandt & Banerjee, A. & Kozluk, T. - 172 L volution des Crédits l habitat en France : une grille d analyse en termes de cycles
by Kierzenkowski, R. & Oung, V. - 171 L Indicateur Synth tique Mensuel d Activit (ISMA) : une r vision
by Olivier Darné & Véronique Brunhes-Lesage - 170 Determinants of long-term interest rates in the United States and the euro area: A multivariate approach
by De Loubens, A. & Julien Idier. & Caroline Jardet - 169 The impact of financial constraints on innovation: What can be learned from a direct measure?
by Frédérique Savignac - 168 Understanding Asset Prices: Determinants and Policy Implications
by Laurent Clerc - 167 Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework
by Caroline Jardet & Le Fol, G. - 166 Les m thodes micro- conom triques d valuation
by Denis Fougère - 165 Is there a structural break in equilibrium velocity in the euro area?
by Christian Bordes & Laurent Clerc & Marimoutou, V. - 164 Macro Price setting in the euro area: Some stylised facts from Individual Producer Price
by Dias, D. & Dossche, M. & Erwan Gautier & Hernando, I. & Sabbatini , R. & Stahl , H. & Vermeulen, P. - 163 Une valuation structurelle du ratio de sacrifice dans la zone euro
by Jérôme Coffinet & Julien Matheron & Poilly , C. - 162 DSGE Models in a Data-Rich Environment
by Boivin, J. & Giannoni, M.
2006
- 161 Bubble-free interest-rate rules
by Olivier Loisel - 160 The Behaviour of Producer Prices: some Evidence from the French PPI Micro Data
by Erwan Gautier - 159 Stock exchanges industry consolidation and shock transmission
by Julien Idier. - 158 Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data
by Olivier de Bandt & Catherine Bruneau & Widad El Amri - 157 The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area
by Jean-Stéphane Mésonnier - 156 Trends in "structural" productivity levels in the major industrialized countries
by Bourl s, R. & Gilbert Cette - 155 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
by Lustig, H. & Verdelhan, A. - 154 Risk Insurance in a Transition Economy: Evidence from Rural Romania
by Delphine Irac & Minoiu, C. - 153 Revisiting the proximity-concentration trade-off: Distance and Horizontal Foreign Direct Investment in OECD countries
by Delphine Irac - 152 R formes structurelles sur le march du travail : quels enseignements peut-on tirer des tudes existantes ?
by Denis Fougère - 151 Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations
by Cassola, N. & Ewerhart , C. & Valla, N. - 150 Monetary Policy Inertia or Persistent Shocks?
by Carrillo, J. & Patrick Fève & Julien Matheron - 149 Financial (Dis)Integration
by Kharroubi, E. - 148 How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?
by Julien Matheron & Céline Poilly - 147 La d saisonnalisation des s ries d agr gats mon taires et de Crédit la Banque de France : aspects Théoriques et mise en oeuvre
by Fonteny, E. - 146 Estimating Potential Output with a Production Function for France, Germany and Italy
by Mustapha Baghli & Christophe Cahn & Jean-Pierre Villetelle - 145 Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area
by Olivier de Bandt & Catherine Bruneau & Flageollet, B. - 144 Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area
by Sanvi Avouyi-Dovi & Kierzenkowski, R. & Lubochinsky, C. - 143 Term Structure Anomalies: Term Premium or Peso problem?
by Caroline Jardet - 142 La fonction de demande de monnaie pour la zone euro : un r examen
by Sanvi Avouyi-Dovi & Brun, M. & Dreyfus, A. & Drumetz, F. & Oung, V. & Jean-Guillaume Sahuc - 141 Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity
by Eric Jondeau & Jean-Guillaume Sahuc - 140 Is the Inflation-Output Nexus Asymmetric in the Euro Area?
by Mustapha Baghli & Christophe Cahn & Henry Fraisse - 139 Illiquidity, Financial Development and the Growth-Volatility Relationship Illiquidity, Financial Development and the Growth-Volatility Relationship
by Kharroubi, E.
2005
- 138 Sticky Prices in the Euro Area: A Summary of New Micro Evidence
by lvarez, L. & Dhyne, E. & Hoeberichts, M. & Kwapil, C. & Hervé Le Bihan & L nnemann, P. & Martins, F. & Sabbatini, R. & Stahl,H. & Vermeulen, P. & Vilmunen, J. - 137 Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation
by Denis Fougère & Hervé Le Bihan & Patrick Sevestre - 136 Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data
by lvarez, L. & Dias, D. & Dhyne, E. & Hoffmann, J. & Jonker, N. & Hervé Le Bihan & L nnemann, P. & Rumler, F. & Veronese, G. & Vilmunen, J. - 135 The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence
by Fabiani, S. & Druant, M. & Hernando, I. & Kwapil, C. & Landau, B. & Claire Loupias & Martins, F. & Math , T. & Sabbatini, R. & Stahl, H. & Stockman, A. - 134 The Fed and the Question of Financial Stability: An Empirical Investigation
by Grunspan, T. - 133 A comparison of Structural Productivity Levels in the Major Industrialised Countries
by Bourl s, R. & Gilbert Cette - 132 L impact des chocs boursiers sur le Crédit en France depuis le milieu des ann es quatre-vingt-dix
by Baude, J. - 131 Exc s de liquidit mon taire et prix des actifs
by Gouteron, S. & Szpiro, D. - 130 Opportunity Costs of Having a Child, Financial Constraints and Fertility
by Gilbert Cette & Nicolas Dromel & M da, D. - 129 La Mod lisation Macro Econom trique Dynamique
by F ve, F. - 128 Les marchés financiers anticipent-ils les retournements conjoncturels?
by Bellone, B. & Erwan Gautier & Le Coent, S. - 127 Central Bank Reputation in a Forward-Looking Model
by Olivier Loisel - 126 Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the Euro Area
by Sanvi Avouyi-Dovi & Julien Matheron - 125 Can the Kydland--Prescott Model Pass the Cogley--Nason Test?
by Patrick Fève & Julien Matheron - 124 Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?
by Martial Dupaigne & Patrick Fève & Julien Matheron - 123 Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy
by Sanvi Avouyi-Dovi & Julien Matheron - 122 Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI
by Laurent Bilke - 121 Interactions between Business Cycles, stock Market Cycles and Interest Rates: the Stylised Facts
by Sanvi Avouyi-Dovi & Julien Matheron
2004
- 120 Price Setting in France: new Evidence from Survey Data
by Claire Loupias & Roland Ricart - 119 Régime de retraite et chute de la natalité : évolution des moeurs ou arbitrage micro-économique ?
by Claire Loupias & Bertrand Wigniolle - 118 Partial Indexation, Trend Inflation, and the Hybrid Phillips Curve
by Jean-Guillaume Sahuc - 117 R gle de Taylor et politique mon taire dans la zone euro
by Jean-Stéphane Mésonnier & Jean-Paul Renne - 116 Investment in Information and Communication Technologies: an Empirical Analysis
by Gilbert Cette & Jimmy Lopez & Pierre-Alexandre Noual - 115 A Time-Varying Natural Rate for the Euro Area
by Jean-Stéphane Mésonnier & Jean-Paul Renne - 114 Inflation and the Markup in the Euro Area
by Catherine Bruneau & Olivier de Bandt & Alexis Flageollet - 113 Price Rigidity. Evidence from the French CPI Macro-Data
by Laurent Baudry & Hervé Le Bihan & Patrick Sevestre & Sylvie Tarrieu - 112 ICT Diffusion and Potential Output Growth
by Gilbert Cette & Jacques Mairesse & Yusuf Kocoglu - 111 The Breaks in per Capita Productivity Trends in a Number of Industrial Countries
by Tristan-Pierre Maury & Bertrand Pluyaud - 110 Determinants of Productivity per Employee: an Empirical Estimation Using Panel Data
by Belorgey, N. & Rémy Lecat & Tristan-Pierre Maury - 109 Price Stability and The ECB's Monetary Policy Strategy
by Christian Bordes & Laurent Clerc - 108 Optimal Portfolio Allocation Under Higher Moments
by Eric Jondeau & Michael Rockinger - 107 The Bank Bias: Segmentation of French Fund Families
by Eric Jondeau & Michael Rockinger - 106 MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments
by Mustapha Baghli & Véronique Brunhes-Lesage & Olivier de Bandt & Henry Fraisse & Jean-Pierre Villetelle - 105 Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model
by Stéphane Moyen & Jean-Guillaume Sahuc - 104 Evaluating the Fit of Sticky Price Models
by Julien Matheron & Tristan-Pierre Maury
2003
- 103 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve)
by Eric Jondeau & Hervé Le Bihan - 102 Forecasting Inflation in the Euro Area
by Catherine Bruneau & Olivier de Bandt & Alexis Flageollet - 101 Forecasting Inflation using Economic Indicators: the Case of France
by Catherine Bruneau & Olivier de Bandt & Alexis Flageollet & Michaux, E. - 100 The Challenges of the "New Economy" for Monetary Policy
by Gilbert Cette & Christian Pfister - 099 Les d terminants du taux de marge en France et quelques autres grands pays industrialis s : Analyse empirique sur la p riode 1970-2000
by Mustapha Baghli & Gilbert Cette & Arnaud, S.
2002
- 98 Banque centrale, taux de l'escompte et politique mon taire chez Henry Thornton (1760-1815)
by Jean-Stéphane Mésonnier - 97 Firm Investment and Monetary Policy Transmission in the Euro Area
by Chatelain, J-B. & Generale, A. & Hernando, I. & Von Kalckreuth, U. & Vermeulen, P. - 96 Investment, the Cost of Capital and Monetary Policy in the Nineties in France: A Panel Data Investigation
by Chatelain, J-B. & Tiomo, A. - 95 What is the Best Approach to Measure the Interdependence between Different Markets?
by Sanvi Avouyi-Dovi & Dominique Guégan & Sophie Ladoucette - 94 Une mesure de la persistance dans les indices boursiers
by Sanvi Avouyi-Dovi & Dominique Guégan & Sophie Ladoucette - 93 Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
by Michael Ehrmann & Leonardo Gambacorta & Jorge MartÃnez-Pagés & Patrick Sevestre & Andreas Worms - 92 Is There a Bank lending Channel in France? Evidence From Bank Panel Data
by Claire Loupias & Frédérique Savignac & Patrick Sevestre - 91 Optimal Supervisory Policies and Depositor-Preferences Laws
by Henri Pagès & João A.C. Santos - 90 Asset Allocation in Transition Economies
by Eric Jondeau & Michael Rockinger - 89 PIB potentiel et cart de PIB : quelques valuations pour la France
by Mustapha Baghli & Carine Bouthevillain & Olivier de Bandt & Henry Fraisse & Hervé Le Bihan & Philippe Rousseaux - 88 Short-Run Assessment of French Economic Activity Using OPTIM
by Delphine Irac & Frédéric Sédillot
2001
- 87 Croissance conomique et diffusion des TIC : le cas de la France sur longue p riode (1980-2000)
by Gilbert Cette & Jacques Mairesse & Yusuf Kocoglu - 86 Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data
by Eric Jondeau & Hervé Le Bihan - 85 Optimal Capacity in the Banking Sector and Economic Growth
by Bruno Amable & Jean-Bernard Chatelain & Olivier de Bandt - 84 Mark-up and Capital Structure of the Firm facing Uncertainty
by Jean-Bernard Chatelain - 83 Assessing GMM Estimates of the Federal Reserve Reaction Function
by Clémentine Florens & Eric Jondeau & Hervé Le Bihan - 82 Conditional Dependency of Financial Series: An Application of Copulas
by Michael Rockinger & Eric Jondeau - 81 Pitfalls in Investment Euler Equations
by Jean-Bernard Chatelain & Jean-Christophe Teurlai - 80 Can Financial Infrastructures Foster Economic Development?
by Bruno Amable & Jean-Bernard Chatelain - 79 Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis
by Michael Rockinger & Eric Jondeau
2000
- 78 Modele a anticipations rationnelles de la conjoncture simulee : MARCOS
by Pascal Jacquinot & Ferhat Mihoubi - 77 Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
by Eric Jondeau & Michael Rockinger - 76 Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies
by Eric Jondeau & Hervé Le Bihan - 75 Estimation of a Time Varying NAIRU for France
by Delphine Irac - 74 Leading Indicators of Currency Crises in Emerging Economies
by Oliver Burkart & Virginie Coudert - 73 Does Correlation between Stock Returns Really Increase during Turbulent Period?
by François Chesnay & Eric Jondeau
1999
- 72 Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models
by Renaud Lacroix - 71 Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II
by Renaud Lacroix - 70 Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I
by Renaud Lacroix - 69 Quatre indicateurs d'inflation sous-jacente: application et interpretation
by Hervé Le Bihan & Frédéric Sedillot - 68 Modelisation et prevision des indices de prix sectoriels
by Eric Jondeau & Hervé Le Bihan & Frédéric Sedillot - 67 La pente des taux contient-elle de l'information sur l'activite economique future?
by Frédéric Sedillot - 66 The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets
by Eric Jondeau & Michael Rockinger - 65 Modelling the French Swap Spread
by Sanvi Avouyi-Dovi & Eric Jondeau - 64 Le partage de la valeur ajoutee en France et en Allemagne
by Ferhat Mihoubi - 63 L'investissement en France depuis le debut des annees 1980
by Delphine Irac & Pascal Jacquinot - 62 Couts et benefices du passage d'une faible inflation a la stabilite des prix. Une comparaison internationale
by Jean-Bernard Chatelain & Patrick Sevestre - 61 The Information Content of the French and German Government Bond Tield Curves: Why Such Differences?
by Eric Jondeau & Roland Ricart - 60 Fiscal Policy in the Transition to Monetary Union: a Structural VAR Model
by Catherine Bruneau & Olivier de Bandt - 59 La mesure du ratio rendement-risque a partir du marche des euro-devises
by Eric Jondeau - 58 La modelisation de la volatilite des bourses asiatiques
by Sanvi Avouyi-Dovi & Eric Jondeau - 57 Interest Rate Transmission and Volatility Transmission along the Yield Curve
by Sanvi Avouyi-Dovi & Eric Jondeau - 56 Estimating Gram-Charlier Expansions with Positivity Constraints
by Eric Jondeau & Michael Rockinger
1998
- 55 La prévision des taux longs français et allemands à  partir d'un modele à  anticipations rationnelles
by Eric Jondeau & Frédéric Sedillot - 54 Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election
by Sophie Coutant & Eric Jondeau & Michael Rockinger - 53 Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates
by Catherine Bruneau & Eric Jondeau - 52 La mod lisation VAR structurel : application la politique mon taire en France
by Catherine Bruneau & 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
by Pascal Jacquinot - 50 Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period
by Pierre-Cyrille Hautcoeur & Pierre Sicsic - 49 On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note
by Patrick Sevestre - 48 La relation entre le taux des credits et le cout des ressources bancaires. Modelisation et estimation sur donnees individuelles de banques
by Laurent Baumel & Patrick Sevestre - 47 Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral
by Eric Jondeau & Michael Rockinger
1997
- 46 Repr sentation VAR et test de la Théorie des anticipations de la structure par terme
by Eric Jondeau - 45 La Théorie des anticipations de la structure par terme : test partir des titres publics français
by Eric Jondeau & Roland Ricart - 44 Le contrat notionnel : efficience et causalit
by Bernard Bensaid & Michel Boutillier - 43 Le contenu en information de la pente des taux : application au cas des titres publics français
by Eric Jondeau & Roland Ricart - 42 Effets volume , volatilit et transmissions internationales sur les marchés boursiers dans le G5
by Sanvi Avouyi-Dovi & Eric Jondeau & Charles Lai Tong
1996
- 41 Le passage a une assiette valeur ajoutee pour les cotisations sociales: une caracterisation des entreprises non financieres "gagnantes" et perdantes"
by Gilbert Cette & Elisabeth Kremp - 36 Les strategies de "Stop Loss" : Theorie et application au contrat notionnel du MATIF
by Bernard Bensaid & Olivier de Bandt - 35 The Expectation Theory: Tests on French, German, and American Euro-Rates
by Eric Jondeau & Roland Ricart
1994
- 30 Competition among Financial Intermediaries and the Risk of Contagious Failures
by Olivier de Bandt