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Working papers

The Working Paper Series showcases research work being conducted at the Banque de France on the development of analytical tools for use in macroeconomic forecasting, monetary policy conduct and the safeguarding of financial stability. The papers do not necessarily reflect the position of the Banque de France or the Eurosystem.

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September

Publication Working Paper Series no. 176:

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

By Idier Julien, Nardelli Stefano

Published on 09/01/2007
EN
PDF (1.06 MB)

Publication Working Paper Series no. 181:

Testing heterogeneity within the euro area

By Jondeau Eric, Sahuc Jean-Guillaume

Published on 09/01/2007
EN
PDF (519.51 KB)

Publication Working Paper Series no. 177:

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

By partouche Harry

Published on 09/01/2007
EN
PDF (937.23 KB)

August

Publication Working Paper Series no. 175:

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

By Mésonnier Jean-Stéphane, Renne Jean-Paul

Published on 08/01/2007
EN
PDF (750 KB)

July

Publication Working Paper Series no. 174:

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

By Alho Juha, Borgy Vladimir

Published on 07/01/2007
EN
PDF (817.13 KB)

Publication Working Paper Series no. 172:

Housing loans' development in France: an analysis in terms of cycles. (in French)

By Kierzenkowski Rafal, Oung Vichett

Published on 07/01/2007
EN
PDF (1.02 MB)

Publication Working Paper Series no. 173:

Measuring Long-Run Exchange Rate Pass-Through. (en anglais)

By De Bandt Olivier, Banerjee Anindya, Kozluk Tomasz

Published on 07/01/2007
EN
PDF (569.42 KB)

June

Publication Working Paper Series no. 170:

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

By Idier Julien, Jardet Caroline, de Loubens Aymeric

Published on 06/01/2007
EN
PDF (1.63 MB)

Publication Working Paper Series no. 166:

Microeconometric evaluation methods (in French)

By Fougère Denis

Published on 06/01/2007
EN
PDF (521.67 KB)

Publication Working Paper Series no. 169:

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

By Savignac Frédérique

Published on 06/01/2007
EN
PDF (445.41 KB)

Publication Working Paper Series no. 171:

The Monthly Index of Business Activity (MIBA): A revision (in French)

By Darné Olivier, Brunhes-Lesage Véronique

Published on 06/01/2007
EN
PDF (919.42 KB)

May

Publication Working Paper Series no. 168:

Understanding Asset Prices: Determinants and Policy Implications

By Clerc Laurent

Published on 05/01/2007
EN
PDF (461.17 KB)