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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.

October

Publication Working Paper Series no. 348:
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment
By , Lamé Gildas,
  • Published on 10/01/2011
  • EN
  • PDF (368.26 KB)
Publication Working Paper Series no. 349:
Risk aversion and Uncertainty in European Sovereign Bond Markets
By Fourel Valère,
  • Published on 10/01/2011
  • EN
  • PDF (942.67 KB)
Publication Working Paper Series no. 347:
State-Dependent Probability Distributions in Non Linear Rational Expectations Models, Jean Barthélemy and Magali Marx (en anglais)
  • Published on 10/01/2011
  • EN
  • PDF (709.68 KB)

September

Publication Working Paper Series no. 343:
Capital Utilisation and Retirement, Antoine Bonleu, Gilbert Cette, and Guillaume Horny (en anglais)
By Bonleu Antoine, Cette Gilbert, Horny Guillaume
  • Published on 09/01/2011
  • EN
  • PDF (349.13 KB)
Publication Working Paper Series no. 342:
Measuring the NAIRU: a complementary approach, Marie-Elisabeth de la Serve and Matthieu Lemoine (en anglais)
By De la Serve Marie-Elisabeth, Lemoine Matthieu
  • Published on 09/01/2011
  • EN
  • PDF (957.45 KB)
Publication Working Paper Series no. 344:
Wealth Effects on Consumption Plans: French Households in the Crisis, Luc Arrondel, Frédérique Savignac and Kevin Tracol (en anglais)
By Arrondel Luc, Savignac Frédérique, Tracol Kevin
  • Published on 09/01/2011
  • EN
  • PDF (530.93 KB)

August

Publication Working Paper Series no. 340:
Default, liquidity and crises: an econometric framework
By Monfort Alain, Renne Jean-Paul
  • Published on 08/01/2011
  • EN
  • PDF (1.47 MB)
Publication Working Paper Series no. 339:
L’impact de la politique monétaire conventionnelle sur le marché du collatéral : le cas du marché des titres français (en anglais)
By ,
  • Published on 08/01/2011
  • EN
  • PDF (748.06 KB)
Publication Working Paper Series no. 341:
The Exchange Rate Pass-Through in the New EU Member States
  • Published on 08/01/2011
  • EN
  • PDF (689.68 KB)

July

Publication Working Paper Series no. 336:
How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro's creation?
By Mehl Arnaud, Chudik Alexander, Bussière Matthieu
  • Published on 07/01/2011
  • EN
  • PDF (475.6 KB)
Publication Working Paper Series no. 335:
Immigration and the Occupational Choice of Natives: a Factor Proportions Approach
By Ortega Javier, Verdugo Gregory
  • Published on 07/01/2011
  • EN
  • PDF (403.54 KB)
Publication Working Paper Series no. 333:
Macroeconomic consequences of global endogenous migration: a general equilibrium analysis
By Borgy Vladimir, Chojnicki Xavier, Le Garrec Gilles, Schwellnus Cyrille
  • Published on 07/01/2011
  • EN
  • PDF (679.76 KB)