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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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December

Publication Working Paper Series no. 72:
Testing the null hypothesis of stationarity in fractionally integrated models
By Lacroix Renaud
  • Published on 12/01/1999
  • EN
  • PDF (286.51 KB)
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November

Publication Working Paper Series no. 70:
Testing for zeros in the spectrum of an univariate stationary process: Part I
By Lacroix Renaud
  • Published on 11/01/1999
  • EN
  • PDF (658.54 KB)
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Publication Working Paper Series no. 71:
Testing for zeros in the spectrum of an univariate stationary process: Part II
By Lacroix Renaud
  • Published on 11/01/1999
  • EN
  • PDF (636.79 KB)
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September

Publication Working Paper Series no. 69:
Implementing and interpreting indicator of core inflation: the case of France
By Le Bihan Hervé, Sédillot Franck
  • Published on 09/01/1999
  • EN
  • PDF (525.22 KB)
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August

Publication Working Paper Series no. 68:
Modeling and Forecasting the French Consumer Price Index Components
By Jondeau Eric, Le Bihan Hervé, Sédillot Franck
  • Published on 08/01/1999
  • EN
  • PDF (392.11 KB)
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June

Publication Working Paper Series no. 67:
Does the Yield Spread Content any Information about Future Economic Activity? (In French)
By Sédillot Franck
  • Published on 06/01/1999
  • FR
  • PDF (447.18 KB)
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Publication Working Paper Series no. 65:
Modelling the Swap Spread
By Avouyi-Dovi Sanvi, Jondeau Eric
  • Published on 06/01/1999
  • EN
  • PDF (389.55 KB)
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Publication Working Paper Series no. 66:
The Tail Behavior of Stock Returns: Emerging versus Mature Markets
By Jondeau Eric, Rockinger Michael
  • Published on 06/01/1999
  • EN
  • PDF (1.61 MB)
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April

Publication Working Paper Series no. 63:
Investment in France since the Beginning of the Eighties (In French)
By Irac Delphine, Jacquinot Pascal
  • Published on 04/01/1999
  • FR
  • PDF (219.39 KB)
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March

Publication Working Paper Series no. 64:
Labour Share Income in France and in Germany (In French)
By Mihoubi Ferhat
  • Published on 03/01/1999
  • FR
  • PDF (185.92 KB)
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February

Publication Working Paper Series no. 62:
Coûts et bénéfices du passage d'une faible inflation à la stabilité des prix. Une comparaison internationale
By Chatelain Jean-Bernard, Sevestre Patrick
  • Published on 02/01/1999
  • FR
  • PDF (402.98 KB)
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Publication Working Paper Series no. 61:
The Information Content of the French and German Government Bond Yield Curves: Why such Differences ?
By Jondeau Eric, Ricart Roland
  • Published on 02/01/1999
  • EN
  • PDF (675.67 KB)
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