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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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)

By Barthélemy Jean, Marx Magali

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, 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)

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

By Jimborean Ramona

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)