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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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September

Publication Working Paper Series no. 53:
Long-Run Causality, with an Application to International Links between Long-Term Interest Rates
By Bruneau Catherine, Jondeau Eric
  • Published on 09/01/1998
  • EN
  • PDF (374.68 KB)
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July

Publication Working Paper Series no. 49:
On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note
By Sevestre Patrick
  • Published on 07/01/1998
  • EN
  • PDF (165.54 KB)
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June

Publication Working Paper Series no. 55:
Forecasting French and German Long-Term Rates Using a Rational-Expectation Model (In French)
By Jondeau Eric, Sédillot Franck
  • Published on 06/01/1998
  • FR
  • PDF (417.41 KB)
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Publication Working Paper Series no. 54:
Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election
By Coutant Sophie, Jondeau Eric, Rockinger Michael
  • Published on 06/01/1998
  • EN
  • PDF (1.17 MB)
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May

Publication Working Paper Series no. 48:
La relation entre le taux des crédits et le coût des ressources bancaires. Modélisation et estimation sur données individuelles de banques
By Baumel Laurent, Sevestre Patrick
  • Published on 05/01/1998
  • FR
  • PDF (347.03 KB)
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January

Publication Working Paper Series no. 51:
Measuring Core Inflation Using a Structural VAR Approach: An Application to France, Germany and the UK (In French)
By Jacquinot Pascal
  • Published on 01/01/1998
  • FR
  • PDF (384.09 KB)
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Publication Working Paper Series no. 52:
Structural VAR Modeling: Application to France's Monetary Policy (In French)
By Bruneau Catherine, De Bandt Olivier
  • Published on 01/01/1998
  • FR
  • PDF (1.01 MB)
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Publication Working Paper Series no. 50:
Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period
By Hautcoeur Pierre-Cyrille, Sicsic Pierre
  • Published on 01/01/1998
  • EN
  • PDF (158.26 KB)
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