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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. 86:
Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data
By Jondeau Eric, Le Bihan Hervé
  • Published on 12/01/2001
  • EN
  • PDF (1.04 MB)
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Publication Working Paper Series no. 87:
The effects on GDP growth of ICT: the case of France over a long period (1980-2000) (In French)
By Mairesse Jacques, Kocoglu Yussuf
  • Published on 12/01/2001
  • FR
  • PDF (169.82 KB)
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June

Publication Working Paper Series no. 84:
Mark-up and Capital Structure of the Firm facing Uncertainty
By Chatelain Jean-Bernard
  • Published on 06/01/2001
  • EN
  • PDF (178.64 KB)
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Publication Working Paper Series no. 85:
Optimal Capacity in the Banking Sector and Economic Growth
By Amable Bruno, Chatelain Jean-Bernard, De Bandt Olivier
  • Published on 06/01/2001
  • EN
  • PDF (356.76 KB)
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March

Publication Working Paper Series no. 83:
Evaluation de l'estimation par les GMM de la fonction de réaction de la Federal Reserve Bank
By Florens Clémentine, Jondeau Eric, Le Bihan Hervé
  • Published on 03/01/2001
  • EN
  • PDF (589.26 KB)
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January

Publication Working Paper Series no. 80:
Can Financial Infrastructures Foster Economic Development ?
By Amable Bruno, Chatelain Jean-Bernard
  • Published on 01/01/2001
  • EN
  • PDF (264.69 KB)
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Publication Working Paper Series no. 82:
Dépendance conditionnelle entre les séries financières : Une application des copulas
By Rockinger Michael, Jondeau Eric
  • Published on 01/01/2001
  • EN
  • PDF (1.18 MB)
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Publication Working Paper Series no. 79:
Entropy densities: with an application to autoregressive conditional skewness and kurtosis
By Jondeau Eric, Rockinger Michael
  • Published on 01/01/2001
  • EN
  • PDF (624.4 KB)
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Publication Working Paper Series no. 81:
Pitfalls in Investment Euler Equations
By Chatelain Jean-Bernard, Teurlai Jean-Christophe
  • Published on 01/01/2001
  • EN
  • PDF (301.23 KB)
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