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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.

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?
  • 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
  • Published on 09/01/2009
  • EN
  • PDF (367.24 KB)
Publication Working Paper Series no. 252:
ICT Demand Behaviour: an International Comparison
By Cette Gilbert, 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)
  • Published on 08/01/2009
  • EN
  • PDF (529.42 KB)