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

Papers by year: All | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

	Title	Author(s)
Abstract Full text	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	Bernhard Boockmann François Laisney Dragana Djurdjevic Guillaume Horny
Abstract Full text	Inference in Mixed Proportional Hazard Models with K Random Effects Paper: Nr 248, 22.08.2009 JEL: C13, C14, C41	Guillaume Horny
Abstract Full text	Minimum Distance Estimation and Testing of DSGE Models from Structural VARs Paper: Nr 245, 12.08.2009 JEL: C15, C32, E32	Jean-Guillaume Sahuc Julien Matheron Patrick Fève
Abstract Full text	Inflation Target Shocks and Monetary Policy Inertia in the Euro Area Paper: Nr 243, 11.08.2009 JEL: E31, E32, E52	Jean-Guillaume Sahuc Julien Matheron Patrick Fève
Abstract Full text	Stress testing French banks' income subcomponents Paper: Nr 242, 05.08.2009 JEL: C23, G21, L2	S. Linand C. Martin J. Coffinet
Abstract Full text	Leadership in Public Good Provision: a Timing Game Perspective Paper: Nr 240, 28.07.2009 JEL: E31, E42, E58, E62	Hubert Kempf Grégoire Rota Graziosi
Abstract Full text	Identification of slowdowns and accelerations for the euro area economy. Paper: Nr 239, 01.07.2009 JEL: C22, C52, E32	Olivier Darné Laurent Ferrara
Abstract Full text	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	Jérémy Moquet Caroline Jardet Sanvi Avouyi-Dovi Ludovic Kendaoui Mireille Bardos
Abstract Full text	Convergence of firm-level productivity, globalisation, information technology, and competition: evidence from France. Paper: Nr 237, 17.06.2009	Nicholas Oulton Rémy Lecat Paul-Antoine Chevalier
Abstract Full text	Simulations under Uncertainty Paper: Nr 236, 17.06.2009	Nicolas Maggiar Christophe Cahn Stéphane Adjemian Antoine Devulder
Abstract Full text	New Information Response Functions. Paper: Nr 235, 16.06.2009 JEL: C10, C32	Caroline Jardet Alain Monfort Fulvio Pegoraro
Abstract Full text	No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth. Paper: Nr 234, 15.06.2009	Caroline Jardet Alain Monfort Fulvio Pegoraro
Abstract Full text	Monetary rules and the spillover of regional fiscal policies in a federation. Paper: Nr 233, 18.03.2009 JEL: E31, E42, E58, E62	Hubert Kempf Russell Cooper Dan Peled
Abstract Full text	Are disaggregate data useful for factor analysis in forecasting French GDP? Paper: Nr 232, 05.03.2009 JEL: C13, C52, C53, F47	Olivier Darné Laurent Ferrara Karim Barhoumi
Abstract Full text	Time-varying (S, s) band models: empirical properties and interpretation Paper: Nr 231, 05.03.2009 JEL: D43, E31, L11	Hervé Le Bihan Erwan Gautier
Abstract Full text	The Rocky Ride of Break-even-inflation rates Paper: Nr 230, 12.01.2009 JEL: E43, G15	Gilbert Cette Marielle de Jong
Abstract Full text	Education, Market Rigidities and Growth Paper: Nr 229, 08.01.2009 JEL: J24, J68, L40, O47	Renaud Bourlès Nicolas Dromel Gilbert Cette Philippe Askenazy Philippe Aghion
Abstract Full text	Institutional features of wage bargaining in 23 European countries, the US and Japan Paper: Nr 228, 08.01.2009 JEL: J31, J38, J51, J58	Daphne Momferatou Philip Du Caju Erwan Gautier Melanie Ward-Warmedinger
Abstract Full text	Liquidity, Moral Hazard and Inter-Bank Market Collapse Paper: Nr 227, 08.01.2009 JEL: D53, D82, D86	Edouard Vidon Enisse Kharroubi
Abstract Full text	Macroeconomic Fluctuations and Corporate Financial Fragility Paper: Nr 226, 29.12.2008 JEL: C41, D21, E32, G33	Olivier de Bandt Catherine Bruneau Widad El Amri
Abstract Full text	Fiscal sustainability and policy implications for the euro area Paper: Nr 225, 23.12.2008 JEL: H55, H60	Geert Langenus Fabrizio Balassone Doris Prammer Jorge Cunha Bernhard Manzke Jeanne Pavot Pietro Tommasino
Abstract Full text	Business surveys modelling with Seasonal-Cyclical Long Memory models Paper: Nr 224, 09.10.2008 JEL: C22, C53, E32	Dominique Guégan Laurent Ferrara
Abstract Full text	Econometric Asset Pricing Modelling Paper: Nr 223, 02.10.2008	Alain Monfort Henri Bertholon Fulvio Pegoraro
Abstract Full text	Monthly forecasting of French GDP: A revised version of the OPTIM model. Paper: Nr 222, 02.10.2008	Béatrice Rouvreau Olivier Darné Laurent Ferrara Karim Barhoumi Bertrand Pluyaud Véronique Brunhes-Lesage
Abstract Full text	On the Role of a Stock Market: A Study of France, Germany, and thez Euro Area Paper: Nr 221, 31.07.2008 JEL: E3, E5, G2	Robert Krainer
Abstract Full text	Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area Paper: Nr 220, 30.07.2008 JEL: E31, E44, E58	Sébastien Frappa Jérôme Coffinet
Abstract Full text	A Two-Pillar DSGE Monetary Policy Model for the Euro Area. Paper: Nr 219, 17.07.2008 JEL: E52, E58	Magali Marx Laurent Clerc Jean Barthélemy
Abstract Full text	Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models. Paper: Nr 218, 10.07.2008 JEL: C32, F36, G15	Julien Idier
Abstract Full text	Portfolio and financing adjustments for U.S.Banks: some empirical evidence Paper: Nr 217, 09.07.2008 JEL: E3, G2, L2	Robert Krainer
Abstract Full text	Restaurant Prices and the Minimum Wage Paper: Nr 216, 04.07.2008 JEL: D43, E31, L11	Hervé Le Bihan Denis Fougère Erwan Gautier
Abstract Full text	Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise. Paper: Nr 215, 03.07.2008	Riccardo Cristadoro Christophe Van Nieuwenhuyze Karsten Ruth Gerhard Rünstler Karim Barhoumi Audrone Jakaitiene Antonio Rua Piotr Jelonek Szilard Benk Ard den Reijer
Abstract Full text	Dynamic voluntary contributions to a discrete public good: Experimental evidence. Paper: Nr 214, 02.07.2008 JEL: C92, H41	Pavel Diev Walid Hichri
Abstract Full text	Revisiting the Decline in the Exchange Rate Pass-Through: Further Evidence from Developing Countries. Paper: Nr 213, 02.07.2008 JEL: C20, F21, F30	Jamel Jouini Karim Barhoumi
Abstract Full text	Domestic Savings and Foreign Capital: the Complementarity Channel Paper: Nr 212, 23.04.2008 JEL: D82, E44, F36, G15, G21, O16	Enisse Kharroubi
Abstract Full text	Sticky Wages. Evidence from Quarterly Microeconomic Data Paper: Nr 208, 16.04.2008 JEL: E24, J3	Hervé Le Bihan Thomas Heckel Jérémi Montornès
Abstract Full text	Assessing the shape of the distribution of interest rates: lessons from French individual data Paper: Nr 206, 10.04.2008 JEL: C24, C52, E43	Renaud Lacroix
Abstract Full text	Total factor productivity and the decision to serve foreign markets: Firm level evidence from France. Paper: Nr 205, 03.04.2008 JEL: F1, O4	Delphine Irac
Abstract Full text	Access to new imported varieties and total factor productivity: Firm level evidence from France. Paper: Nr 204, 03.04.2008 JEL: F1, O4	Delphine Irac
Abstract Full text	Stress Testing and Corporate Finance Paper: Nr 203, 19.03.2008 JEL: C33, E44, G3	Olivier de Bandt Catherine Bruneau Widad El Amri
Abstract Full text	Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects Paper: Nr 202, 28.02.2008 JEL: C15, C51, C52	Frédérique Savignac Vassilis Hajivassiliou
Abstract Full text	Welfare Implications of Heterogeneous Labor Markets in a Currency Area Paper: Nr 199, 18.02.2008 JEL: C3, C5	Jean-Guillaume Sahuc Céline Poilly
Abstract Full text	Credit Constraints and the Cyclicality of R&D Investment: Evidence from France Paper: Nr 198, 18.02.2008 JEL: E22, E32, O16, O30, O32	Laurent Eymard Gilbert Cette Philippe Askenazy Philippe Aghion Nicolas Berman
Abstract Full text	Competition, R&D, and the Cost of Innovation. Paper: Nr 197, 14.02.2008 JEL: L51, O31	Christophe Cahn Delphine Irac Philippe Askenazy
Abstract Full text	On policy interactions among nations: when do cooperation and commitment matter ? Paper: Nr 196, 23.01.2008 JEL: E52, E63	Hubert Kempf Leopold von Thadden
Abstract Full text	Some Preliminary Evidence on the Globalization-Inflation Nexus Paper: Nr 195, 23.01.2008 JEL: C22, E31, F41	Sophie Guilloux Enisse Kharroubi
Abstract Full text	An Inflation Forecasting Model For The Euro Area. Paper: Nr 192, 10.01.2008 JEL: C52, C53, E37	Antoine Devulder Valérie Chauvin
Abstract Full text	Switching VARMA Term Structure Models - Extended Version Paper: Nr 191, 12.12.2007 JEL: C1, C5, E43, G12	Alain Monfort Fulvio Pegoraro
Abstract Full text	The Dynamic Effects of Disinflation Policies. Paper: Nr 190, 22.11.2007 JEL: E31, E32, E52	Julien Matheron Fabrice Collard Patrick Fève
Abstract Full text	Multi-Lag Term Structure Models with Stochastic Risk Premia Paper: Nr 189, 14.11.2007 JEL: C1, C5, G1	Alain Monfort Fulvio Pegoraro
Abstract Full text	Pricing and Inference with Mixtures of Conditionally Normal Processes Paper: Nr 188, 14.11.2007 JEL: C1, C5, G1	Alain Monfort Henri Bertholon Fulvio Pegoraro

Papers by year: All | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004