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Content
2007
- 172 L’évolution des crédits à l’habitat en France : une grille d’analyse en termes de cycles
by Kierzenkowski, R. & Oung, V.
- 171 L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision
by Darné, O. & Brunhes-Lesage, V.
- 170 Determinants of long-term interest rates in the United States and the euro area: A multivariate approach
by De Loubens, A. & Idier, J. & Jardet, C.
- 169 The impact of financial constraints on innovation: What can be learned from a direct measure?
by Savignac, F.
- 168 Understanding Asset Prices: Determinants and Policy Implications
by Clerc, L.
- 167 Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework
by Jardet, C. & Le Fol, G.
- 166 Les méthodes micro-économétriques d’évaluation
by Fougère, D.
- 165 Is there a structural break in equilibrium velocity in the euro area?
by Bordes, C. & Clerc, L. & Marimoutou, V.
- 164 Macro Price setting in the euro area: Some stylised facts from Individual Producer Price
by Dias, D. & Dossche, M. & Gautier, E. & Hernando, I. & Sabbatini , R. & Stahl , H. & Vermeulen, P.
- 163 Une évaluation structurelle du ratio de sacrifice dans la zone euro
by Coffinet, J. & Matheron, J. & Poilly , C.
- 162 DSGE Models in a Data-Rich Environment
by Boivin, J. & Giannoni, M.
2006
- 161 Bubble-free interest-rate rules
by Loisel, O.
- 160 The Behaviour of Producer Prices: some Evidence from the French PPI Micro Data
by Gautier, E.
- 159 Stock exchanges industry consolidation and shock transmission
by Idier, J.
- 158 Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data
by De Bandt. O. & Bruneau, C. & El Amri, W.
- 157 The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area
by Mésonnier, J-S.
- 156 Trends in "structural" productivity levels in the major industrialized countries
by Bourlès, R. & Cette, G.
- 155 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
by Lustig, H. & Verdelhan, A.
- 154 Risk Insurance in a Transition Economy: Evidence from Rural Romania
by Irac, D. & Minoiu, C.
- 153 Revisiting the proximity-concentration trade-off: Distance and Horizontal Foreign Direct Investment in OECD countries
by Irac, D.
- 152 Réformes structurelles sur le marché du travail : quels enseignements peut-on tirer des études existantes ?
by Fougère, D.
- 151 Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations
by Cassola, N. & Ewerhart , C. & Valla, N.
- 150 Monetary Policy Inertia or Persistent Shocks?
by Carrillo, J. & Fève, P. & Matheron, J.
- 149 Financial (Dis)Integration
by Kharroubi, E.
- 148 How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?
by Matheron, J. & Poilly, C.
- 147 La désaisonnalisation des séries d’agrégats monétaires et de crédit à la Banque de France : aspects théoriques et mise en oeuvre
by Fonteny, E.
- 146 Estimating Potential Output with a Production Function for France, Germany and Italy
by Baghli, M. & Cahn, C. & Villetelle, J-P.
- 145 Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area
by De Bandt. O. & Bruneau, C. & Flageollet, B.
- 144 Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area
by Avouyi-Dovi, S. & Kierzenkowski, R. & Lubochinsky, C.
- 143 Term Structure Anomalies: Term Premium or Peso problem?
by Jardet, C.
- 142 La fonction de demande de monnaie pour la zone euro : un réexamen
by Avouyi-Dovi, S. & Brun, M. & Dreyfus, A. & Drumetz, F. & Oung, V. & Sahuc, J-G.
- 141 Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity
by Jondeau, E. & Sahuc, J-G.
- 140 Is the Inflation-Output Nexus Asymmetric in the Euro Area?
by Baghli, M. & Cahn, C. & Fraisse, H.
- 139 Illiquidity, Financial Development and the Growth-Volatility Relationship Illiquidity, Financial Development and the Growth-Volatility Relationship
by Kharroubi, E.
2005
- 138 Sticky Prices in the Euro Area: A Summary of New Micro Evidence
by Álvarez, L. & Dhyne, E. & Hoeberichts, M. & Kwapil, C. & Le Bihan, H. & Lünnemann, P. & Martins, F. & Sabbatini, R. & Stahl,H. & Vermeulen, P. & Vilmunen, J.
- 137 Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation
by Fougère, D. & Le Bihan, H. & Sevestre, P.
- 136 Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data
by Álvarez, L. & Dias, D. & Dhyne, E. & Hoffmann, J. & Jonker, N. & Le Bihan, H. & Lünnemann, P. & Rumler, F. & Veronese, G. & Vilmunen, J.
- 135 The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence
by Fabiani, S. & Druant, M. & Hernando, I. & Kwapil, C. & Landau, B. & Loupias, C. & Martins, F. & Mathä, T. & Sabbatini, R. & Stahl, H. & Stockman, A.
- 134 The Fed and the Question of Financial Stability: An Empirical Investigation
by Grunspan, T.
- 133 A comparison of Structural Productivity Levels in the Major Industrialised Countries
by Bourlès, R. & Cette, G.
- 132 L’impact des chocs boursiers sur le crédit en France depuis le milieu des années quatre-vingt-dix
by Baude, J.
- 131 Excès de liquidité monétaire et prix des actifs
by Gouteron, S. & Szpiro, D.
- 130 Opportunity Costs of Having a Child, Financial Constraints and Fertility
by Cette, G. & Dromel, N. & Méda, D.
- 129 La Modélisation Macro–Econométrique Dynamique
by Fève, F.
- 128 Les marchés financiers anticipent-ils les retournements conjoncturels?
by Bellone, B. & Gautier, E. & Le Coent, S.
- 127 Central Bank Reputation in a Forward-Looking Model
by Loisel, O.
- 126 Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the Euro Area
by Avouyi-Dovi, S. & Matheron, J.
- 125 Can the Kydland--Prescott Model Pass the Cogley--Nason Test?
by Fève, P. & Matheron, J.
- 124 Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?
by Dupaigne, M. & Fève, P. & Matheron, J.
- 123 Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy
by Avouyi-Dovi, S. & Matheron, J.
- 122 Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI
by Bilke, L.
- 121 Interactions between Business Cycles, stock Market Cycles and Interest Rates: the Stylised Facts
by Avouyi-Dovi, S. & Matheron, J.
2004
- 120 Price Setting in France: new Evidence from Survey Data
by Loupias, C. & Ricart, R.
- 119 Régime de retraite et chute de la natalité : évolution des moeurs ou arbitrage micro-économique ?
by Loupias, C. & Wigniolle, B.
- 118 Partial Indexation, Trend Inflation, and the Hybrid Phillips Curve
by Sahuc, J-G.
- 117 Règle de Taylor et politique monétaire dans la zone euro
by Mésonnier, J-S. & Renne, J-P.
- 116 Investment in Information and Communication Technologies: an Empirical Analysis
by Cette, G. & Lopez, J. & Noual, P-A.
- 115 A Time-Varying Natural Rate for the Euro Area
by Mésonnier, J-S. & Renne, J-P.
- 114 Inflation and the Markup in the Euro Area
by Bruneau, C. & De bandt, O. & Flageollet, A.
- 113 Price Rigidity. Evidence from the French CPI Macro-Data
by Baudry, L. & Le Bihan, H. & Sevestre, P. & Tarrieu, S.
- 112 ICT Diffusion and Potential Output Growth
by Cette, G. & Mairesse, J. & Kocoglu, Y.
- 111 The Breaks in per Capita Productivity Trends in a Number of Industrial Countries
by Maury, P-M. & Pluyaud, B.
- 110 Determinants of Productivity per Employee: an Empirical Estimation Using Panel Data
by Belorgey, N. & Lecat, R. & Maury, P-M.
- 109 Price Stability and The ECB's Monetary Policy Strategy
by Bordes, C. & Clerc, L.
- 108 Optimal Portfolio Allocation Under Higher Moments
by Jondeau, E. & Rockinger, M.
- 107 The Bank Bias: Segmentation of French Fund Families
by Jondeau, E. & Rockinger, M.
- 106 MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments
by Baghli, M. & Brunhes-Lesage, V. & De bandt, O. & Fraisse, H. & Villetelle, J-P.
- 105 Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model
by Moyen, S. & Sahuc, J-G.
- 104 Evaluating the Fit of Sticky Price Models
by Matheron,J. & Maury, P-M.
2003
- 103 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve)
by Jondeau, E. & Le Bihan, H.
- 102 Forecasting Inflation in the Euro Area
by Bruneau, C. & De Bandt, O. & Flageollet, A.
- 101 Forecasting Inflation using Economic Indicators: the Case of France
by Bruneau, C. & De Bandt, O. & Flageollet, A. & Michaux, E.
- 100 The Challenges of the "New Economy" for Monetary Policy
by Cette, G. & Pfister, C.
- 099 Les déterminants du taux de marge en France et quelques autres grands pays industrialisés : Analyse empirique sur la période 1970-2000
by Baghli, M. & Cette, G. & Arnaud, S.
2002
- 98 Banque centrale, taux de l'escompte et politique monétaire chez Henry Thornton (1760-1815)
by Mésonnier, J-S.
- 97 Firm Investment and Monetary Policy Transmission in the Euro Area
by Chatelain, J-B. & Generale, A. & Hernando, I. & Von Kalckreuth, U. & Vermeulen, P.
- 96 Investment, the Cost of Capital and Monetary Policy in the Nineties in France: A Panel Data Investigation
by Chatelain, J-B. & Tiomo, A.
- 95 What is the Best Approach to Measure the Interdependence between Different Markets?
by Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S.
- 94 Une mesure de la persistance dans les indices boursiers
by Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S.
- 93 Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area.Author-Name: Ehrmann, M
by Gambacorta, L. & Martínez-Pagés, J. & Sevestre, P. & Worms, A.
- 92 Is There a Bank lending Channel in France? Evidence From Bank Panel Data
by Loupias, C. & Savignac, F. & Sevestre, P.
- 91 Optimal Supervisory Policies and Depositor-Preferences Laws
by Pagès, H. & Santos, J.
- 90 Asset Allocation in Transition Economies
by Jondeau, E. & Rockinger, M.
- 89 PIB potentiel et écart de PIB : quelques évaluations pour la France
by Baghli, M. & Bouthevilain, C. & De Bandt, O. & Fraisse, H. & Le Bihan, H. & Rousseaux, P.
- 88 Short-Run Assessment of French Economic Activity Using OPTIM
by Irac, D. & Sédillot, F.
2001
- 87 Croissance économique et diffusion des TIC : le cas de la France sur longue période (1980-2000)
by Cette, G. & Mairesse, J. & Kocoglu, Y.
- 86 Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data
by Jondeau, E. & Le Bihan, H.
- 85 Optimal Capacity in the Banking Sector and Economic Growth
by Amable, B. & Chatelain, J.-B. & De Bandt, O.
- 84 Mark-up and Capital Structure of the Firm facing Uncertainty
by Chatelain, J.-B.
- 83 Assessing GMM Estimates of the Federal Reserve Reaction Function
by Florens, C. & Jondeau, E. & Le Bihan, H.
- 82 Conditional Dependency of Financial Series: An Application of Copulas
by Rockinger, M. & Jondeau, E.
- 81 Pitfalls in Investment Euler Equations
by Chatelain, J.-B. & Teurlai, J.-C.
- 80 Can Financial Infrastructures Foster Economic Development?
by Amable, B. & Chatelain, J.-B.
- 79 Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis
by Rockinger, M. & Jondeau, E.
2000
- 78 Modele a anticipations rationnelles de la conjoncture simulee : MARCOS
by Jacquinot, P. & Mihoubi, F.
- 77 Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
by Jondeau, E. & Rockinger, M.
- 76 Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies
by Jondeau, E. & Le Bihan, H.
- 75 Estimation of a Time Varying NAIRU for France
by Irac, D.
- 74 Leading Indicators of Currency Crises in Emerging Economies
by Burkart, O. & Coudert, V.
- 73 Does Correlation between Stock Returns Really Increase during Turbulent Period?
by Chesnay, F. & Jondeau, E.
1999
- 72 Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models
by Lacroix, R.
- 71 Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II
by Lacroix, R.
- 70 Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I
by Lacroix, R.
- 69 Quatre indicateurs d'inflation sous-jacente: application et interpretation
by Le Bihan, H. & Sedillot, F.
- 68 Modelisation et prevision des indices de prix sectoriels
by Jondeau, E. & Le Bihan, H. & Sedillot, F.
- 67 La pente des taux contient-elle de l'information sur l'activite economique future?
by Sedillot, F.
- 66 The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets
by Jondeau, E. & Rockinger, M.
- 65 Modelling the French Swap Spread
by Avouyi-Dovi, S. & Jondeau, E.
- 64 Le partage de la valeur ajoutee en France et en Allemagne
by Mihoubi, F.
- 63 L'investissement en France depuis le debut des annees 1980
by Irac, D. & Jacquinot, P.
- 62 Couts et benefices du passage d'une faible inflation a la stabilite des prix. Une comparaison internationale
by Chatelain, J.-B. & Sevestre, P.
- 61 The Information Content of the French and German Government Bond Tield Curves: Why Such Differences?
by Jondeau, E. & Ricart, R.
- 60 Fiscal Policy in the Transition to Monetary Union: a Structural VAR Model
by Bruneau, C. & De Bandt, O.
- 59 La mesure du ratio rendement-risque a partir du marche des euro-devises
by Jondeau, E.
- 58 La modelisation de la volatilite des bourses asiatiques
by Avouyi-Dovi, S. & Jondeau, E.
- 57 Interest Rate Transmission and Volatility Transmission along the Yield Curve
by Avouyi-Dovi, S. & Jondeau, E.
- 56 Estimating Gram-Charlier Expansions with Positivity Constraints
by Jondeau, E. & Rockinger, M.
1998
- 55 La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles
by Jondeau, E. & Sedillot, F.
- 54 Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election
by Coutant, S. & Jondeau, E. & Rockinger, M.
- 53 Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates
by Bruneau, C. & Jondeau, E.
- 52 La modélisation VAR structurel : application à la politique monétaire en France
by Bruneau, C. & De Bandt, O.
- 51 L'inflation sous-jacente à partir d'une approche structurelle des VAR : Une application à la France, l'Allemagne et au Royaume-Uni
by Jacquinot, P.
- 50 Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period
by Hautcoeur, P-C. & Sicsic, P.
- 49 On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note
by Sevestre, P.
- 48 La relation entre le taux des credits et le cout des ressources bancaires. Modelisation et estimation sur donnees individuelles de banques
by Baumel, L. & Sevestre, P.
- 47 Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral
by Jondeau, E. & Rockinger, M.
1997
- 46 Représentation VAR et test de la théorie des anticipations de la structure par terme
by Jondeau, E.
- 45 La théorie des anticipations de la structure par terme : test à partir des titres publics français
by Jondeau, E. & Ricart, R.
- 44 Le contrat notionnel : efficience et causalité
by Bensaid, B. & Boutillier, M.
- 43 Le contenu en information de la pente des taux : application au cas des titres publics français
by Jondeau, E. & Ricart, R.
- 42 Effets “volume”, volatilité et transmissions internationales sur les marchés boursiers dans le G5
by Avouyi-Dovi, S. & Jondeau, E. & Lai Tong, C.
1996
1994
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