Publications

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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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November

Publication Working Paper Series no. 259:

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

By Bellégo Christophe, Ferrara Laurent

Published on 11/01/2009
EN
PDF (509.49 KB)

Publication Working Paper Series no. 256:

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

By Fraisse Henri, Kramarz Francis, Prost Corinne

Published on 11/01/2009
EN
PDF (560.34 KB)

Publication Working Paper Series no. 258:

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

By Barthélemy Jean, Marx Magali, Poissonnier Aurélien

Published on 11/01/2009
EN
PDF (2.93 MB)

October

Publication Working Paper Series no. 254:

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

By Dubecq Simon, Mojon Benoït, Ragot Xavier

Published on 10/01/2009
EN
PDF (611.6 KB)

Publication Working Paper Series no. 255:

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

By Frappa Sébastien, Mésonnier Jean-Stéphane

Published on 10/01/2009
EN
PDF (305.24 KB)

September

Publication Working Paper Series no. 250:

A sequential modelling of the VaR (in French)

By Monfort Alain

Published on 09/01/2009
EN
PDF (298.57 KB)

Publication Working Paper Series no. 253:

Bank incentives and optimal CDOs

By Pagès Henri

Published on 09/01/2009
EN
PDF (367.24 KB)

Publication Working Paper Series no. 252:

ICT Demand Behaviour: an International Comparison

By Lopez Jimmy

Published on 09/01/2009
EN
PDF (268.51 KB)

Publication Working Paper Series no. 251:

Optimal Portfolio Allocation under Asset and Surplus VaR Constraints

By Monfort Alain

Published on 09/01/2009
EN
PDF (789.02 KB)

August

Publication Working Paper Series no. 242:

Stress testing French banks' income subcomponents

By Coffinet Jérôme, Martin S. Lin and C.

Published on 08/03/2009
EN
PDF (138.09 KB)

August

Publication Working Paper Series no. 249:

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

By Boockmann Bernhard, Djurdjevic Dragana, Horny Guillaume, Laisney François

Published on 08/01/2009
EN
PDF (598.26 KB)

Publication Working Paper Series no. 247:

Disinflation and unemployment in the euro area : A SVAR-based analysis (in French)

By Fève Patrick, Matheron Julien, Sahuc Jean-Guillaume

Published on 08/01/2009
EN
PDF (529.42 KB)