Central Bank Research Hub - Series: Bank of France Working Papers 2007

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Title Author(s)

Switching VARMA Term Structure Models - Extended Version

Paper: Nr 191, 12.12.2007

JEL: C1, C5, E43, G12

The Dynamic Effects of Disinflation Policies.

Paper: Nr 190, 22.11.2007

JEL: E31, E32, E52

Multi-Lag Term Structure Models with Stochastic Risk Premia

Paper: Nr 189, 14.11.2007

JEL: C1, C5, G1

Pricing and Inference with Mixtures of Conditionally Normal Processes

Paper: Nr 188, 14.11.2007

JEL: C1, C5, G1

Regional Debt in Monetary Unions: Is it Inflationary?

Paper: Nr 186, 07.11.2007

JEL: E31, E42, E58, E62

Lumpy Price Adjustments: A Microeconometric Analysis.

Paper: Nr 185, 26.10.2007

JEL: C51, C81, D21

Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective

Paper: Nr 184, 17.10.2007

JEL: C52, E41, E52

Euro Area Market Reactions to the Monetary Developments Press Release

Paper: Nr 183, 02.10.2007

Differences in Interest Rate Policy at the ECB and the Fed : An Investigation with a Medium-Scale DSGE Model

Paper: Nr 182, 28.09.2007

JEL: C51, E52, E58

Testing heterogeneity within the euro area

Paper: Nr 181, 28.09.2007

JEL: C51, C52, F4

Indirect ICT Investment

Paper: Nr 180, 26.09.2007

JEL: E22, O33

Financial Market Liquidity and the Lender of Last Resort

Paper: Nr 179, 21.09.2007

JEL: E58, G11

Financial Market Liquidity and the Lender of Last Resort

Paper: Nr 178, 21.09.2007

JEL: G14, G18

Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve

Paper: Nr 177, 18.09.2007

JEL: C14, C32, E5

Probability of informed trading: an empirical application to the euro overnight market rate.

Paper: Nr 176, 18.09.2007

JEL: E58, G21

Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy?

Paper: Nr 175, 06.09.2007

JEL: E37, E52

Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-regional Model

Paper: Nr 174, 20.07.2007

JEL: C68, D91, F21, J11

Measuring Long-Run Exchange Rate Pass-Through.

Paper: Nr 173, 20.07.2007

JEL: C23, F14, F31, F36, F42

Determinants of long-term interest rates in the United States and the euro area: A multivariate approach

Paper: Nr 170, 10.07.2007

JEL: C32, E43

The impact of financial constraints on innovation: What can be learned from a direct measure?

Paper: Nr 169, 10.07.2007

JEL: C35, G31

Understanding Asset Prices: Determinants and Policy Implications

Paper: Nr 168, 06.06.2007

JEL: E44, E50, G12

Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework.

Paper: Nr 167, 06.06.2007

JEL: E43, E52, E58

Is there a structural break in equilibrium velocity in the euro area?

Paper: Nr 165, 03.03.2007

JEL: E30, E50, M3

Price setting in the euro area: Some stylised facts from Individual Producer Price

Paper: Nr 164, 26.02.2007

JEL: C25, D40, E31

DSGE Models in a Data-Rich Environment

Paper: Nr 162, 21.01.2007

JEL: C10, C32, C53, E01, E32, E37

Bubble-free interest-rate rules

Paper: Nr 161, 21.01.2007

JEL: E52, E61

The Behaviour of Producer Prices: some Evidence from the French PPI Micro Data

Paper: Nr 160, 21.01.2007

JEL: D43, E31, L11, L16

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