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	Regional Debt in Monetary Unions: Is it Inflationary? Paper: Nr 186, 07.11.2007 JEL: E31, E42, E58, E62	Hubert Kempf Russell Cooper Dan Peled
Abstract Full text	Lumpy Price Adjustments: A Microeconometric Analysis. Paper: Nr 185, 26.10.2007 JEL: C51, C81, D21	Patrick Sevestre Catherine Fuss Emmanuel Dhyne M. Hashem Pesaran
Abstract Full text	Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective Paper: Nr 184, 17.10.2007 JEL: C52, E41, E52	Céline Poilly
Abstract Full text	Euro Area Market Reactions to the Monetary Developments Press Release Paper: Nr 183, 02.10.2007	Sylvain Gouteron Jérôme Coffinet
Abstract Full text	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	Jean-Guillaume Sahuc Frank Smets
Abstract Full text	Testing heterogeneity within the euro area Paper: Nr 181, 28.09.2007 JEL: C51, C52, F4	Jean-Guillaume Sahuc Eric Jondeau
Abstract Full text	Indirect ICT Investment Paper: Nr 180, 26.09.2007 JEL: E22, O33	Paul-Antoine Beretti Gilbert Cette
Abstract Full text	Financial Market Liquidity and the Lender of Last Resort Paper: Nr 179, 21.09.2007 JEL: E58, G11	Christian Ewerhart Natacha Valla
Abstract Full text	Financial Market Liquidity and the Lender of Last Resort Paper: Nr 178, 21.09.2007 JEL: G14, G18	Christian Ewerhart Natacha Valla
Abstract Full text	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	Harry Partouche
Abstract Full text	Probability of informed trading: an empirical application to the euro overnight market rate. Paper: Nr 176, 18.09.2007 JEL: E58, G21	Julien Idier Stefano Nardelli
Abstract Full text	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	Jean-Paul Renne Jean-Stéphane Mésonnier
Abstract Full text	Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-regional Model Paper: Nr 174, 20.07.2007 JEL: C68, D91, F21, J11	Vladimir Borgy Juha Alho
Abstract Full text	Measuring Long-Run Exchange Rate Pass-Through. Paper: Nr 173, 20.07.2007 JEL: C23, F14, F31, F36, F42	Olivier de Bandt Anindya Banerjee Tomasz Kozluk
Abstract Full text	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	Julien Idier Aymeric de Loubens Caroline Jardet
Abstract Full text	The impact of financial constraints on innovation: What can be learned from a direct measure? Paper: Nr 169, 10.07.2007 JEL: C35, G31	Frédérique Savignac
Abstract Full text	Understanding Asset Prices: Determinants and Policy Implications Paper: Nr 168, 06.06.2007 JEL: E44, E50, G12	Laurent Clerc
Abstract Full text	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	Caroline Jardet Gaëlle Le Fol
Abstract Full text	Is there a structural break in equilibrium velocity in the euro area? Paper: Nr 165, 03.03.2007 JEL: E30, E50, M3	Christian Bordes Vêlayoudom Marimoutou Laurent Clerc
Abstract Full text	Price setting in the euro area: Some stylised facts from Individual Producer Price Paper: Nr 164, 26.02.2007 JEL: C25, D40, E31	Philip Vermeulen Harald Stahl Ignacio Hernando Erwan Gautier Roberto Sabbatini Maarten Dossche Daniel Dias
Abstract Full text	DSGE Models in a Data-Rich Environment Paper: Nr 162, 21.01.2007 JEL: C10, C32, C53, E01, E32, E37	Marc P. Giannoni Jean Boivin
Abstract Full text	Bubble-free interest-rate rules Paper: Nr 161, 21.01.2007 JEL: E52, E61	Olivier Loisel
Abstract Full text	The Behaviour of Producer Prices: some Evidence from the French PPI Micro Data Paper: Nr 160, 21.01.2007 JEL: D43, E31, L11, L16	Erwan Gautier
Abstract Full text	Stock exchanges industry consolidation and shock transmission Paper: Nr 159, 14.12.2006 JEL: C32, F36, G15	Julien Idier
Abstract Full text	Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data Paper: Nr 158, 28.10.2006 JEL: C31, C32, C33, E51	Olivier de Bandt Catherine Bruneau Widad El Amri
Abstract Full text	The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area Paper: Nr 157, 14.10.2006 JEL: C53, E37, E52	Jean-Stéphane Mésonnier
Abstract Full text	Trends in "structural" productivity levels in the major industrialized countries Paper: Nr 156, 22.09.2006 JEL: E24, F01, J24	Renaud Bourlès Gilbert Cette
Abstract Full text	The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk Paper: Nr 155, 11.09.2006 JEL: F31, G12	Adrien Verdelhan Hanno Lustig
Abstract Full text	Risk Insurance in a Transition Economy: Evidence from Rural Romania Paper: Nr 154, 08.09.2006 JEL: O12, O5, P2	Delphine Irac Camelia Minoiu
Abstract Full text	Revisiting the proximity-concentration trade-off: Distance and Horizontal Foreign Direct Investment in OECD countries Paper: Nr 153, 05.09.2006 JEL: F02, F15, F2	Delphine Irac
Abstract	Labour Market Structural Reforms: some Lessons from the Recent Studies Paper: Nr 152, 24.08.2006 JEL: E24, E50, J21, J31, J41	Denis Fougère
Abstract Full text	Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations Paper: Nr 151, 24.08.2006 JEL: D44, E52	Nuno Cassola Christian Ewerhart Natacha Valla
Abstract Full text	Monetary Policy Inertia or Persistent Shocks? Paper: Nr 150, 25.07.2006 JEL: C52, E31, E32, E52	Julien Matheron Julio Carrillo Patrick Fève
Abstract Full text	Financial (Dis)Integration Paper: Nr 149, 22.07.2006 JEL: D82, E44, F36, G15, G21, O16	Enisse Kharroubi
Abstract Full text	How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data? Paper: Nr 148, 13.07.2006 JEL: C52, E31, E32	Julien Matheron Céline Poilly
Abstract Full text	Estimating Potential Output with a Production Function for France, Germany and Italy. Paper: Nr 146, 03.07.2006 JEL: C51, E32, O11, O47	Christophe Cahn Jean-Pierre Villetelle Mustapha Baghli
Abstract Full text	Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area Paper: Nr 145, 12.06.2006 JEL: C12, C22	Olivier de Bandt Alexis Flageollet Catherine Bruneau
Abstract Full text	Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area Paper: Nr 144, 17.05.2006 JEL: E23, E32, E44, E51, P00	Catherine Lubochinsky Sanvi Avouyi-Dovi Rafal Kierzenkowski
Abstract Full text	Term Structure Anomalies: Term Premium or Peso problem? Paper: Nr 143, 17.05.2006 JEL: C22, E43, E52	Caroline Jardet
Abstract Full text	Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity Paper: Nr 141, 05.05.2006 JEL: C51, E52, F41	Jean-Guillaume Sahuc Eric Jondeau
Abstract Full text	Is the Inflation-Output Nexus Asymmetric in the Euro Area? Paper: Nr 140, 28.04.2006	Christophe Cahn Mustapha Baghli Henri Fraisse
Abstract Full text	Illiquidity, Financial Development and the Growth-Volatility Relationship Paper: Nr 139, 30.03.2006 JEL: E44, G30, O16	Enisse Kharroubi
Abstract Full text	Sticky Prices in the Euro Area: A Summary of New Micro Evidence Paper: Nr 138, 05.01.2006	Philip Vermeulen Harald Stahl Fernando Martins Hervé Le Bihan Patrick Lünnemann Luis J. Álvarez Roberto Sabbatini Emmanuel Dhyne Claudia Kwapil Marco Hoeberichts Jouko Vilmunen
Abstract Full text	Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation Paper: Nr 137, 05.01.2006	Patrick Sevestre Hervé Le Bihan Denis Fougère
Abstract Full text	Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data Paper: Nr 136, 01.12.2005	Fabio Rumler Hervé Le Bihan Johannes Hoffmann Patrick Lünnemann Luis J. Álvarez Giovanni Veronese Emmanuel Dhyne Jouko Vilmunen Nicole Jonker Daniel Dias
Abstract Full text	The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence Paper: Nr 135, 01.12.2005	Harald Stahl Fernando Martins Claire Loupias Bettina Landau Martine Druant Ignacio Hernando Roberto Sabbatini Thomas Mathä Claudia Kwapil Silvia Fabiani Ad Stokman
Abstract Full text	The Fed and the Question of Financial Stability: An Empirical Investigation Paper: Nr 134, 01.11.2005	Thierry Grunspan
Abstract Full text	A comparison of Structural Productivity Levels in the Major Industrialised Countries Paper: Nr 133, 01.11.2005	Renaud Bourlès Gilbert Cette
Abstract Full text	Opportunity Costs of Having a Child, Financial Constraints and Fertility Paper: Nr 130, 01.09.2005	Dominique Méda Nicolas Dromel Gilbert Cette
Abstract Full text	Central Bank Reputation in a Forward-Looking Model Paper: Nr 127, 01.07.2005	Olivier Loisel

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