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. 402:

Good Luck or Good Policy? An Expectational Theory of Macro-Volatility Switches

By Gaballo Gaetano

Published on 10/01/2012
EN
PDF (581.25 KB)

Publication Working Paper Series no. 404:

Households Debt Restructuring: Evidence from the French Experience

By Fraisse Henri, Frouté Philippe

Published on 10/01/2012
EN
PDF (884.76 KB)

Publication Working Paper Series no. 400:

Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors

By Bec Frédérique, Bessec Marie

Published on 10/01/2012
EN
PDF (234.87 KB)

Publication Working Paper Series no. 401:

Nowcasting German GDP: A comparison of bridge and factor models

By Antipa Pamfili, Barhoumi Karim, Brunhes-Lesage Véronique

Published on 10/01/2012
EN
PDF (202.83 KB)

September

Publication Working Paper Series no. 395:

A model of the euro-area yield curve with discrete policy rates

By Renne Jean-Paul

Published on 09/01/2012
EN
PDF (2.51 MB)

Publication Working Paper Series no. 397:

Asset Pricing with Second-Order Esscher Transforms

By Monfort Alain, Pegoraro Fulvio

Published on 09/01/2012
EN
PDF (547.98 KB)

Publication Working Paper Series no. 396:

Credit Ratings and Debt Crises

By Bussière Matthieu, Ristiniemi Annukka

Published on 09/01/2012
EN
PDF (578.92 KB)

Publication Working Paper Series no. 398:

Too-connected versus too-big-to-fail: banks’ network centrality and overnight interest rates

By Gabrieli Silvia

Published on 09/01/2012
EN
PDF (980.69 KB)

Publication Working Paper Series no. 399:

Wage and Productivity differentials in Japan. The Role of Labor Market Mechanisms

By Kalantzis Yannick, Kambayashi Ryo, Lechevalier Sébastien

Published on 09/01/2012
EN
PDF (524.61 KB)

August

Publication Working Paper Series no. 394:

Bank leverage shocks and the macroeconomy: a new look in a data-rich environment

By Mésonnier Jean-Stéphane, Stevanovic Dalibor

Published on 08/01/2012
EN
PDF (509.06 KB)

Publication Working Paper Series no. 393:

European Export Performance

By Cheptea Angela, Fontagné Lionel, Zignago Soledad

Published on 08/01/2012
EN
PDF (876.96 KB)

Publication Working Paper Series no. 392:

Funding for green growth

By Fuentes Castro Daniel

Published on 08/01/2012
EN
PDF (611.08 KB)