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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August

Publication Working Paper Series no. 246:

Estimating the implicit inflation target in the Euro area (in French)

By Fève Patrick, Matheron Julien, Sahuc Jean-Guillaume

Published on 08/01/2009
EN
PDF (258.85 KB)

Publication Working Paper Series no. 248:

Inference in Mixed Proportional Hazard Models with K Random Effects

By Horny Guillaume

Published on 08/01/2009
EN
PDF (532.28 KB)

Publication Working Paper Series no. 243:

Inflation Target Shocks and Monetary Policy Inertia in the Euro Area

By Fève Patrick, Matheron Julien, Sahuc Jean-Guillaume

Published on 08/01/2009
EN
PDF (453.59 KB)

Publication Working Paper Series no. 245:

Minimum Distance Estimation and Testing of DSGE Models from Structural VARs (in French)

By Fève Patrick, Matheron Julien, Sahuc Jean-Guillaume

Published on 08/01/2009
EN
PDF (167.3 KB)

Publication Working Paper Series no. 244:

Social VAT : Good or bad idea? (in French)

By Fève Patrick, Matheron Julien, Sahuc Jean-Guillaume

Published on 08/01/2009
EN
PDF (220.73 KB)

July

Publication Working Paper Series no. 241:

Central Banker's Behaviour in an Uncertain Environment (in French)

By Avouyi-Dovi Sanvi, Sahuc Jean-Guillaume

Published on 07/01/2009
EN
PDF (381 KB)

Publication Working Paper Series no. 240:

Leadership in Public Good Provision: a Timing Game Perspective

By Kempf Hubert, Rota Graziiosi Grégoire

Published on 07/01/2009
EN
PDF (327.86 KB)

June

Publication Working Paper Series no. 237:

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

By Lechevalier Sébastien, Lecat Rémy, Oulton Nicholas

Published on 06/01/2009
EN
PDF (856.19 KB)

Publication Working Paper Series no. 239:

Identification of slowdowns and accelerations for the euro area economy.

By Darné Olivier, Ferrara Laurent

Published on 06/01/2009
EN
PDF (522.28 KB)

Publication Working Paper Series no. 238:

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

By Avouyi-Dovi Sanvi, Bardos Mireille, Jardet Caroline, Kendaoui Ludovic, Moquet Jérémy

Published on 06/01/2009
EN
PDF (356.56 KB)

Publication Working Paper Series no. 235:

New Information Response Functions.

By Jardet Caroline, Monfort Alain, Pegoraro Fulvio

Published on 06/01/2009
EN
PDF (656.28 KB)

Publication Working Paper Series no. 234:

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

By Jardet Caroline, Monfort Alain, Pegoraro Fulvio

Published on 06/01/2009
EN
PDF (508.02 KB)