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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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November

Publication Working Paper Series no. 77:
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
By Jondeau Eric, Rockinger Michael
  • Published on 11/01/2000
  • EN
  • PDF (2.46 MB)
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Publication Working Paper Series no. 78:
Modèle à Anticipations Rationnelles de la Conjoncture Simulée : MARCOS (In French)
By Jacquinot Pascal, Mihoubi Ferhat
  • Published on 11/01/2000
  • FR
  • PDF (564.36 KB)
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October

Publication Working Paper Series no. 76:
Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies
By Jondeau Eric, Le Bihan Hervé
  • Published on 10/01/2000
  • EN
  • PDF (588.12 KB)
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June

Publication Working Paper Series no. 75:
Estimation of a time varying NAIRU for France
By Irac Delphine
  • Published on 06/01/2000
  • EN
  • PDF (465.49 KB)
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May

Publication Working Paper Series no. 74:
Leading Indicators of Currency Crises in Emerging Economies
By Burkart Olivier, Coudert Virginie
  • Published on 05/01/2000
  • EN
  • PDF (249.63 KB)
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March

Publication Working Paper Series no. 73:
Does correlation between stock returns really increase during turbulent period ?
By Chesnay François, Jondeau Eric
  • Published on 03/01/2000
  • EN
  • PDF (975.98 KB)
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