You are here

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.

Share links

March

Publication Working Paper Series no. 623:
Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program
By Arrata William, Nguyen Benoît
  • Published on 03/09/2017
  • 45 pages
  • EN
  • PDF (917.15 KB)
Read

February

Publication Working Paper Series no. 622:
The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty
By Grishchenko Olesya, Mouabbi Sarah, Renne Jean-Paul
  • Published on 02/22/2017
  • FR
  • PDF (966.08 KB)
Read

January

Publication Working Paper Series no. 621:
Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.
By Idier Julien, Thibaut Piquard
  • Published on 01/26/2017
  • 41 pages
  • EN
  • PDF (2.99 MB)
View online

January

Publication Working Paper Series no. 620:
Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets
By Avouyi-Dovi Sanvi, Labonne Claire, Lecat Rémy, Ray Simon
  • Published on 01/25/2017
  • 37 pages
  • EN
  • PDF (2.72 MB)
Read

January

Publication Working Paper Series no. 619:
Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis
By Mouabbi Sarah, Istrefi Klodiana
  • Published on 01/23/2017
  • EN
  • PDF (1004.41 KB)
Read

January

Publication Working Paper Series no. 618:
Economic Crises and the Eligibility for the Lender of Last Resort: Evidence from 19th century France
By Bignon Vincent, Jobst Clemens
  • Published on 01/11/2017
  • 51 pages
  • EN
  • PDF (824.04 KB)
Read

January

Publication Working Paper Series no. 617:
Long-term growth and productivity projections in advanced countries
By Ly-Marin Carole, Lecat Rémy
  • Published on 01/02/2017
  • 29 pages
  • EN
  • PDF (1.39 MB)
Read