Publications

You are here

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.

Share links

December

Publication Working Paper Series no. 527:

An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia

By Mouabbi Sarah

Published on 12/01/2014
EN
PDF (446.82 KB)

Publication Working Paper Series no. 531:

A network view on interbank market freezes.

By Gabrieli Silvia, Georg Co-Pierre

Published on 12/01/2014
EN
PDF (518.87 KB)

Publication Working Paper Series no. 528:

Assessing the macroeconomic effects of LTROS

By Cahn Christophe, Matheron Julien, Sahuc Jean-Guillaume

Published on 12/01/2014
EN
PDF (455.82 KB)

Publication Working Paper Series no. 533:

Capital Regulation in a Macroeconomic Model with Three Layers of Default.

By Clerc Laurent, Derviz Alexis, Mendicino Caterina, Moyen Stephane, Nikolov Kalin, Stracca Livio, Suarez Javier, P. Vardoulakis Alexandros

Published on 12/01/2014
EN
PDF (586.61 KB)

Publication Working Paper Series no. 532:

Impact of research tax credit on R&D and innovation: evidence from the 2008 French reform.

By Bozio Antoine, Irac Delphine, Py Loriane

Published on 12/01/2014
EN
PDF (590.55 KB)

Publication Working Paper Series no. 529:

Implementing monetary policy in a fragmented monetary union

By Vari Miklos

Published on 12/01/2014
EN
PDF (685.41 KB)

Publication Working Paper Series no. 530:

Land Collateral and Labor Market Dynamics in France

By Kaas Leo, Pintus Patrick, Ray Simon

Published on 12/01/2014
EN
PDF (695.59 KB)

Publication Working Paper Series no. 526:

Trade networks and colonial trade spillovers

By Berthou Antoine, Ehrhart Hélène

Published on 12/01/2014
EN
PDF (602 KB)

November

Publication Working Paper Series no. 522:

Euro Area business cycles in turbulent times: convergence or decoupling?

By Ferroni Filippo, Klaus Benjamin

Published on 11/01/2014
EN
PDF (641.37 KB)

Publication Working Paper Series no. 524:

Fundamental disagreement

Published on 11/01/2014
EN
PDF (784.8 KB)

Publication Working Paper Series no. 523:

How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts

By Bec Frédérique, De Gaye Annabelle

Published on 11/01/2014
EN
PDF (606.32 KB)

Publication Working Paper Series no. 525:

How Fiscal Policy Affects the Price Level: Britain’s First Experience with Paper Money

Published on 11/01/2014
EN
PDF (2.23 MB)