On the Role of a Stock Market: A Study of France, Germany, and thez Euro Area (JEL E3, E5, G2) | by Robert Krainer | Nr 221 (Jul 2008) | Abstract Full text |
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Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area (JEL E31, E44, E58) | by Jérôme Coffinet and Sébastien Frappa | Nr 220 (Jul 2008) | Abstract Full text |
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A Two-Pillar DSGE Monetary Policy Model for the Euro Area. (JEL E52, E58) | by Jean Barthélemy, Laurent Clerc and Magali Marx | Nr 219 (Jul 2008) | Abstract Full text |
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Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models. (JEL C32, F36, G15) | by Julien Idier | Nr 218 (Jul 2008) | Abstract Full text |
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Portfolio and financing adjustments for U.S.Banks: some empirical evidence (JEL E3, G2, L2) | by Robert Krainer | Nr 217 (Jul 2008) | Abstract Full text |
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Restaurant Prices and the Minimum Wage (JEL D43, E31, L11) | by Denis Fougère, Erwan Gautier and Hervé Le Bihan | Nr 216 (Jul 2008) | Abstract Full text |
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Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise. | by Karim Barhoumi, Gerhard Rünstler, Riccardo Cristadoro, Ard Den Reijer, Audrone Jakaitiene, Piotr Jelonek, Antonio Rua, Karsten Ruth, Szilard Benk and Christophe Van Nieuwenhuyze | Nr 215 (Jul 2008) | Abstract Full text |
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Dynamic voluntary contributions to a discrete public good: Experimental evidence. (JEL C92, H41) | by Pavel Diev and Walid Hichri | Nr 214 (Jul 2008) | Abstract Full text |
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Revisiting the Decline in the Exchange Rate Pass-Through: Further Evidence from Developing Countries. (JEL C20, F21, F30) | by Karim Barhoumi and Jamel Jouini | Nr 213 (Jul 2008) | Abstract Full text |
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Domestic Savings and Foreign Capital: the Complementarity Channel (JEL D82, E44, F36, G15, G21, O16) | by Enisse Kharroubi | Nr 212 (Apr 2008) | Abstract Full text |
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Sticky Wages. Evidence from Quarterly Microeconomic Data (JEL E24, J3) | by Thomas Heckel, Hervé Le Bihan and Jérémi Montornès | Nr 208 (Apr 2008) | Abstract Full text |
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Assessing the shape of the distribution of interest rates: lessons from French individual data (JEL C24, C52, E43) | by Renaud Lacroix | Nr 206 (Apr 2008) | Abstract Full text |
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Total factor productivity and the decision to serve foreign markets: Firm level evidence from France. (JEL F1, O4) | by Delphine Irac | Nr 205 (Apr 2008) | Abstract Full text |
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Access to new imported varieties and total factor productivity: Firm level evidence from France. (JEL F1, O4) | by Delphine Irac | Nr 204 (Apr 2008) | Abstract Full text |
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Stress Testing and Corporate Finance (JEL C33, E44, G3) | by Olivier de Bandt, Catherine Bruneau and Widad El Amri | Nr 203 (Mar 2008) | Abstract Full text |
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Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects (JEL C15, C51, C52) | by Vassilis Hajivassiliou and Frédérique Savignac | Nr 202 (Feb 2008) | Abstract Full text |
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Welfare Implications of Heterogeneous Labor Markets in a Currency Area (JEL C3, C5) | by Céline Poilly and Jean-Guillaume Sahuc | Nr 199 (Feb 2008) | Abstract Full text |
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Credit Constraints and the Cyclicality of R&D Investment: Evidence from France (JEL E22, E32, O16, O30, O32) | by Philippe Aghion, Philippe Askenazy, Nicolas Berman, Gilbert Cette and Laurent Eymard | Nr 198 (Feb 2008) | Abstract Full text |
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Competition, R&D, and the Cost of Innovation. (JEL L51, O31) | by Philippe Askenazy, Christophe Cahn and Delphine Irac | Nr 197 (Feb 2008) | Abstract Full text |
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On policy interactions among nations: when do cooperation and commitment matter ? (JEL E52, E63) | by Hubert Kempf and Leopold von Thadden | Nr 196 (Jan 2008) | Abstract Full text |
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Some Preliminary Evidence on the Globalization-Inflation Nexus (JEL C22, E31, F41) | by Sophie Guilloux and Enisse Kharroubi | Nr 195 (Jan 2008) | Abstract Full text |
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An Inflation Forecasting Model For The Euro Area. (JEL C52, C53, E37) | by Valérie Chauvin and Antoine Devulder | Nr 192 (Jan 2008) | Abstract Full text |
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2007 |
Switching VARMA Term Structure Models - Extended Version (JEL C1, C5, E43, G12) | by Alain Monfort and Fulvio Pegoraro | Nr 191 (Dec 2007) | Abstract Full text |
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The Dynamic Effects of Disinflation Policies. (JEL E31, E32, E52) | by Fabrice Collard, Patrick Fève and Julien Matheron | Nr 190 (Nov 2007) | Abstract Full text |
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Multi-Lag Term Structure Models with Stochastic Risk Premia (JEL C1, C5, G1) | by Alain Monfort and Fulvio Pegoraro | Nr 189 (Nov 2007) | Abstract Full text |
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Pricing and Inference with Mixtures of Conditionally Normal Processes (JEL C1, C5, G1) | by Henri Bertholon, Alain Monfort and Fulvio Pegoraro | Nr 188 (Nov 2007) | Abstract Full text |
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Regional Debt in Monetary Unions: Is it Inflationary? (JEL E31, E42, E58, E62) | by Russell Cooper, Hubert Kempf and Dan Peled | Nr 186 (Nov 2007) | Abstract Full text |
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Lumpy Price Adjustments: A Microeconometric Analysis. (JEL C51, C81, D21) | by Emmanuel Dhyne, Catherine Fuss, Hashem Pesaran and Patrick Sevestre | Nr 185 (Oct 2007) | Abstract Full text |
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Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective (JEL C52, E41, E52) | by Céline Poilly | Nr 184 (Oct 2007) | Abstract Full text |
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Euro Area Market Reactions to the Monetary Developments Press Release | by Jérôme Coffinet and Sylvain Gouteron | Nr 183 (Sep 2007) | Abstract Full text |
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Differences in Interest Rate Policy at the ECB and the Fed : An Investigation with a Medium-Scale DSGE Model (JEL C51, E52, E58) | by Frank Smets and Jean-Guillaume Sahuc | Nr 182 (Sep 2007) | Abstract Full text |
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Testing heterogeneity within the euro area (JEL C51, C52, F4) | by Eric Jondeau and Jean-Guillaume Sahuc | Nr 181 (Sep 2007) | Abstract Full text |
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Indirect ICT Investment (JEL E22, O33) | by Paul-Antoine Beretti and Gilbert Cette | Nr 180 (Sep 2007) | Abstract Full text |
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Financial Market Liquidity and the Lender of Last Resort (JEL E58, G11) | by Christian Ewerhart and Natacha Valla | Nr 179 (Sep 2007) | Abstract Full text |
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Financial Market Liquidity and the Lender of Last Resort (JEL G14, G18) | by Christian Ewerhart and Natacha Valla | Nr 178 (Sep 2007) | Abstract Full text |
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Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve (JEL C14, C32, E5) | by Harry Partouche | Nr 177 (Sep 2007) | Abstract Full text |
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Probability of informed trading: an empirical application to the euro overnight market rate. (JEL E58, G21) | by Julien Idier and Stefano Nardelli | Nr 176 (Sep 2007) | Abstract Full text |
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Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy? (JEL E37, E52) | by Jean-Stéphane Mésonnier and Jean-Paul Renne | Nr 175 (Sep 2007) | Abstract Full text |
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Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-regional Model (JEL C68, D91, F21, J11) | by Juha Alho and Vladimir Borgy | Nr 174 (Jul 2007) | Abstract Full text |
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Measuring Long-Run Exchange Rate Pass-Through. (JEL C23, F14, F31, F36, F42) | by Olivier de Bandt, Anindya Banerjee and Tomasz Kozluk | Nr 173 (Jul 2007) | Abstract Full text |
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Determinants of long-term interest rates in the United States and the euro area: A multivariate approach (JEL C32, E43) | by Julien Idier, caroline Jardet and Aymeric de Loubens | Nr 170 (Jun 2007) | Abstract Full text |
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The impact of financial constraints on innovation: What can be learned from a direct measure? (JEL C35, G31) | by Frédérique Savignac | Nr 169 (Jun 2007) | Abstract Full text |
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Understanding Asset Prices: Determinants and Policy Implications (JEL E44, E50, G12) | by Laurent Clerc | Nr 168 (May 2007) | Abstract Full text |
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Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework. (JEL E43, E52, E58) | by Caroline Jardet and Gaëlle Le Fol | Nr 167 (May 2007) | Abstract Full text |
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Is there a structural break in equilibrium velocity in the euro area? (JEL E30, E50, M3, M3) | by Christian Bordes, Laurent Clerc and Vêlayoudom Marimoutou | Nr 165 (Feb 2007) | Abstract Full text |
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Price setting in the euro area: Some stylised facts from Individual Producer Price (JEL C25, D40, E31) | by Philip Vermeulen, Daniel Dias, Maarten Dossche, Erwan Gautier, Ignacio Hernando, Roberto Sabbatini, Harald Stahl | Nr 164 (Feb 2007) | Abstract Full text |
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DSGE Models in a Data-Rich Environment (JEL C10, C32, C53, E01, E32, E37) | by Jean Boivin and Marc P. Giannoni | Nr 162 (Jan 2007) | Abstract Full text |
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2006 |
Bubble-free interest-rate rules (JEL E52, E61) | by Olivier Loisel | Nr 161 (Dec 2006) | Abstract Full text |
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The Behaviour of Producer Prices: some Evidence from the French PPI Micro Data (JEL D43, E31, L11, L16) | by Erwan Gautier | Nr 160 (Dec 2006) | Abstract Full text |
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Stock exchanges industry consolidation and shock transmission (JEL C32, F36, G15) | by Julien Idier | Nr 159 (Dec 2006) | Abstract Full text |
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Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data (JEL C31, C32, C33, E51) | by Olivier de Bandt, Catherine Bruneau and Widad El Amri | Nr 158 (Oct 2006) | Abstract Full text |
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The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area (JEL C53, E37, E52) | by Jean-Stéphane Mésonnier | Nr 157 (Oct 2006) | Abstract Full text |
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Trends in "structural" productivity levels in the major industrialized countries (JEL E24, F01, J24) | by Renaud Bourlès and Gilbert Cette | Nr 156 (Sep 2006) | Abstract Full text |
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The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk (JEL F31, G12) | by Hanno Lustig and Adrien Verdelhan | Nr 155 (Aug 2006) | Abstract Full text |
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Risk Insurance in a Transition Economy: Evidence from Rural Romania (JEL O12, O5, P2) | by Delphine Irac and Camelia Minoiu | Nr 154 (Aug 2006) | Abstract Full text |
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Revisiting the proximity-concentration trade-off: Distance and Horizontal Foreign Direct Investment in OECD countries (JEL F02, F15, F2) | by Delphine Irac | Nr 153 (Aug 2006) | Abstract Full text |
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Labour Market Structural Reforms: some Lessons from the Recent Studies (JEL E24, E50, J21, J31, J41) | by Denis Fougère | Nr 152 (Aug 2006) | Abstract |
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Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations (JEL D44, E52) | by Christian Ewerhart, Nuno Cassola and Natacha Valla | Nr 151 (Aug 2006) | Abstract Full text |
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Monetary Policy Inertia or Persistent Shocks? (JEL C52, E31, E32, E52) | by Julio Carrillo, Patrick Fève and Julien Matheron | Nr 150 (Jul 2006) | Abstract Full text |
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Financial (Dis)Integration (JEL D82, E44, F36, G15, G21, O16) | by Enisse Kharroubi | Nr 149 (Jul 2006) | Abstract Full text |
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How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data? (JEL C52, E31, E32) | by Julien Matheron, and Céline Poilly | Nr 148 (Jun 2006) | Abstract Full text |
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Estimating Potential Output with a Production Function for France, Germany and Italy. (JEL C51, E32, O11, O47) | by Mustapha Baghli, Christophe Cahn and Jean-Pierre Villetelle | Nr 146 (Jun 2006) | Abstract Full text |
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Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area (JEL C12, C22) | by Olivier de Bandt, Catherine Bruneau, Alexis Flageollet | Nr 145 (Jun 2006) | Abstract Full text |
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Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area (JEL E23, E32, E44, E51, P00) | by Sanvi Avouyi-Dovi, Rafal Kierzenkowski, Catherine Lubochinsky | Nr 144 (May 2006) | Abstract Full text |
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Term Structure Anomalies: Term Premium or Peso problem? (JEL C22, E43, E52) | by Caroline JARDET | Nr 143 (May 2006) | Abstract Full text |
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Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity (JEL C51, E52, F41) | by Eric Jondeau and Jean-Guillaume Sahuc | Nr 141 (Apr 2006) | Abstract Full text |
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Is the Inflation-Output Nexus Asymmetric in the Euro Area? | by Mustapha Baghli, Christophe Cahn and Henry Fraisse | Nr 140 (Apr 2006) | Abstract Full text |
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Illiquidity, Financial Development and the Growth-Volatility Relationship (JEL E44, G30, O16) | by Enisse Kharroubi | Nr 139 (Feb 2006) | Abstract Full text |
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2005 |
Sticky Prices in the Euro Area: A Summary of New Micro Evidence | by Luis J. Álvarez, Emmanuel Dhyne, Marco Hoeberichts, Claudia Kwapil, Hervé Le Bihan, Patrick Lünnemann, Fernando Martins, Roberto Sabbatini, Harald Stahl, Philip Vermeulen and Jouko Vilmunen | Nr 138 (Nov 2005) | Abstract Full text |
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Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation | by Denis Fougère, Hervé Le Bihan and Patrick Sevestre | Nr 137 (Nov 2005) | Abstract Full text |
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Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data | by Emmanuel Dhyne, Luis J. Álvarez, Hervé Le Bihan, Giovanni Veronese, Daniel Dias, Johannes Hoffmann, Nicole Jonker, Patrick Lünnemann, Fabio Rumler, Jouko Vilmunen | Nr 136 (Nov 2005) | Abstract Full text |
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The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence | by Silvia Fabiani, Martine Druant, Ignacio Hernando, Claudia Kwapil, Bettina Landau, Claire Loupias, Fernando Martins, Thomas Mathä, Roberto Sabbatini, Harald Stahl and Ad Stockman | Nr 135 (Nov 2005) | Abstract Full text |
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The Fed and the Question of Financial Stability: An Empirical Investigation | by Thierry Grunspan | Nr 134 (Oct 2005) | Abstract Full text |
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A comparison of Structural Productivity Levels in the Major Industrialised Countries | by Renaud Bourlès and Gilbert Cette | Nr 133 (Oct 2005) | Abstract Full text |
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Opportunity Costs of Having a Child, Financial Constraints and Fertility | by Gilbert Cette, Nicolas Dromel and Dominique Méda | Nr 130 (Aug 2005) | Abstract Full text |
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Central Bank Reputation in a Forward-Looking Model | by Olivier Loisel | Nr 127 (Jun 2005) | Abstract |