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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.

December

Publication Working Paper Series no. 191:
Switching VARMA Term Structure Models - Extended Version
By Monfort Alain, Pegoraro Fulvio
  • Published on 12/01/2007
  • EN
  • PDF (516.23 KB)

November

Publication Working Paper Series no. 189:
Multi-Lag Term Structure Models with Stochastic Risk Premia
By Monfort Alain, Pegoraro Fulvio
  • Published on 11/01/2007
  • EN
  • PDF (792.21 KB)
Publication Working Paper Series no. 188:
Pricing and Inference with Mixtures of Conditionally Normal Processes
By Bertholon Henri, Monfort Alain, Pegoraro Fulvio
  • Published on 11/01/2007
  • EN
  • PDF (632.71 KB)
Publication Working Paper Series no. 190:
The Dynamic Effects of Disinflation Policies.
By Collard Fabrice, Fève Patrick, Matheron Julien
  • Published on 11/01/2007
  • EN
  • PDF (756.5 KB)
Publication Working Paper Series no. 187:
Two probabilistic cyclical turning point indicators for the French economy (in French)
By Adanero-donderis Marie, Darné Olivier, Ferrara Laurent
  • Published on 11/01/2007
  • EN
  • PDF (515.57 KB)

October

Publication Working Paper Series no. 185:
Lumpy Price Adjustments: A Microeconometric Analysis.
By Dhyne Emmanuel, Fuss Catherine, Pesaran Hashem, Sevestre Patrick
  • Published on 10/01/2007
  • EN
  • PDF (938.72 KB)

September

Publication Working Paper Series no. 182:
Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium-Scale DSGE Model
By Smets Frank, Sahuc Jean-Guillaume
  • Published on 09/01/2007
  • EN
  • PDF (628.67 KB)
Publication Working Paper Series no. 184:
Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective
By Poilly Céline
  • Published on 09/01/2007
  • EN
  • PDF (761.58 KB)
Publication Working Paper Series no. 183:
Euro Area Market Reactions to the Monetary Developments Press Release
By Coffinet Jérôme, Gouteron Sylvain
  • Published on 09/01/2007
  • EN
  • PDF (1.97 MB)
Publication Working Paper Series no. 178:
Financial Market Liquidity and the Lender of Last Resort
By Ewerhart Christian, Valla Natacha
  • Published on 09/01/2007
  • EN
  • PDF (706.92 KB)
Publication Working Paper Series no. 179:
Forced Portfolio Liquidation
By Ewerhart Christian, Valla Natacha
  • Published on 09/01/2007
  • EN
  • PDF (584.42 KB)
Publication Working Paper Series no. 180:
Indirect ICT Investment
By Beretti Paul-Antoine, Cette Gilbert
  • Published on 09/01/2007
  • EN
  • PDF (849.3 KB)