Central Bank Research Hub - Series: Bank of France Working Papers 2009

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Title Author(s)

Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation?

Paper: Nr 263, 31.12.2009

Forecasting inflation in France.

Paper: Nr 262, 30.12.2009

Frequency-domain analysis of debt service in a macro-finance model for the euro area.

Paper: Nr 261, 17.12.2009

JEL: C51, E32, E43, G12, H63

Identification of lagged duration dependence in multiple-spell competing risks models

Paper: Nr 260, 11.12.2009

JEL: C14, C41

Forecasting Euro-area recessions using time-varying binary response models for financial.

Paper: Nr 259, 09.12.2009

JEL: C53, E32, E44

Trends and Cycles : an Historical Review of the Euro Area.

Paper: Nr 258, 09.12.2009

JEL: E32

A unified framework for understanding and comparing dynamic wage and price-setting models.

Paper: Nr 257, 25.11.2009

Labor Court Inputs, Judicial Cases Outcomes and Labor Flows: Identifying Real EPL

Paper: Nr 256, 12.11.2009

JEL: J32, J53, J63, K31

Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy

Paper: Nr 254, 22.10.2009

The housing price boom of the late ¿90s: did inflation targeting matter?

Paper: Nr 255, 19.10.2009

JEL: E4, E52, E58

Bank incentives and optimal CDOs

Paper: Nr 253, 08.10.2009

JEL: G21, G28, G32

ICT Demand Behaviour: an International Comparison

Paper: Nr 252, 07.10.2009

JEL: E22, O47, O57

Optimal Portfolio Allocation under Asset and Surplus VaR Constraints

Paper: Nr 251, 29.09.2009

JEL: C10, G11

Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries

Paper: Nr 249, 01.09.2009

Inference in Mixed Proportional Hazard Models with K Random Effects

Paper: Nr 248, 22.08.2009

JEL: C13, C14, C41

Minimum Distance Estimation and Testing of DSGE Models from Structural VARs

Paper: Nr 245, 12.08.2009

JEL: C15, C32, E32

Inflation Target Shocks and Monetary Policy Inertia in the Euro Area

Paper: Nr 243, 11.08.2009

JEL: E31, E32, E52

Stress testing French banks' income subcomponents

Paper: Nr 242, 05.08.2009

JEL: C23, G21, L2

Leadership in Public Good Provision: a Timing Game Perspective

Paper: Nr 240, 28.07.2009

JEL: E31, E42, E58, E62

Identification of slowdowns and accelerations for the euro area economy.

Paper: Nr 239, 01.07.2009

JEL: C22, C52, E32

Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector.

Paper: Nr 238, 24.06.2009

JEL: C22, C53, G32

Convergence of firm-level productivity, globalisation, information technology, and competition: evidence from France.

Paper: Nr 237, 17.06.2009

Simulations under Uncertainty

Paper: Nr 236, 17.06.2009

New Information Response Functions.

Paper: Nr 235, 16.06.2009

JEL: C10, C32

No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth.

Paper: Nr 234, 15.06.2009

Monetary rules and the spillover of regional fiscal policies in a federation.

Paper: Nr 233, 18.03.2009

JEL: E31, E42, E58, E62

Are disaggregate data useful for factor analysis in forecasting French GDP?

Paper: Nr 232, 05.03.2009

JEL: C13, C52, C53, F47

Time-varying (S, s) band models: empirical properties and interpretation

Paper: Nr 231, 05.03.2009

JEL: D43, E31, L11

The Rocky Ride of Break-even-inflation rates

Paper: Nr 230, 12.01.2009

JEL: E43, G15

Education, Market Rigidities and Growth

Paper: Nr 229, 08.01.2009

JEL: J24, J68, L40, O47

Institutional features of wage bargaining in 23 European countries, the US and Japan

Paper: Nr 228, 08.01.2009

JEL: J31, J38, J51, J58

Liquidity, Moral Hazard and Inter-Bank Market Collapse

Paper: Nr 227, 08.01.2009

JEL: D53, D82, D86

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