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Banque de France
(21 results)-
White Papers
No-Arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia And GDP Growth
September 1, 2008, 12:00am PDT
First, using dynamic regressions and Kullback causality measures, the authors build stylized facts about the dynamic links between the GDP growth and the spread between a long rate and a short...
Provided by Banque de France
-
White Papers
Monthly Forecasting Of French GDP: A Revised Version Of The OPTIM Model
October 11, 2007, 12:00am PDT
This paper presents a revised version of the model OPTIM, proposed by Irac and Sédillot (2002)and used at Banque de France to predict French GDP quarterly growth rate. The model is designed to be...
Provided by Banque de France
-
White Papers
Protectionist Responses To The Crisis: Global Trends And Implications
February 1, 2011, 12:00am PST
In this paper, the authors take a systematic look at recent trends in global protectionism and at the potential implications of a protectionist backlash for economic growth, using results from the...
Provided by Banque de France
-
White Papers
Reform Of The International Monetary System: A Cooperative Approach For The Twenty First Century
February 8, 2011, 12:00am PST
The global crisis, which swept through almost all the economically well-developed nations and curtailed world growth in the first decade of the new century, is being contained. However, the cost...
Provided by Banque de France
-
White Papers
OPTIM: A Quarterly Forecasting Tool For French GDP
August 1, 2008, 12:00am PDT
This paper presents a revised version of the OPTIM model used at the Banque de France to forecast French quarterly GDP growth and its main components over two quarters (the "Coincident quarter"...
Provided by Banque de France
-
White Papers
Globalisation, Inflation And Monetary Policy Banque De France's International Symposium
June 1, 2008, 12:00am PDT
The Banque de France organised its fifth biennial international symposium on 7 March 2008 in Paris on "Globalisation, inflation and monetary policy". This highly topical issue attracted more than...
Provided by Banque de France
-
White Papers
Perspectives On Productivity And Potential Output Growth
February 1, 2007, 12:00am PST
Held in Enghien, France, on 25-26 April 2006, this joint workshop brought together researchers to quantify and better understand differences in productivity and potential output growth among...
Provided by Banque de France
-
White Papers
Education, Market Rigidities And Growth
January 1, 2009, 12:00am PST
This paper investigates the effects of the education level, product market rigidities and employment protection legislation on growth. It exploits macro-panel data for OECD countries. For...
Provided by Banque de France
-
White Papers
Portfolio And Financing Adjustments For U.S. Banks: Some Empirical Evidence
July 1, 2008, 12:00am PDT
This paper presents a model of the portfolio and financing adjustments of U.S. banks over the business cycle. At the core of the model is a moral hazard problem between depositors/bank regulators...
Provided by Banque de France
-
White Papers
TARGET2 And European Financial Integration
April 1, 2008, 12:00am PDT
TARGET2, the second generation of the Eurosystem's large-value payment system went live successfully on 19 November 2007. The new system is designed to give euro money and financial markets...
Provided by Banque de France
-
White Papers
The Euro-Mediterranean Economic And Financial Partnership
June 1, 2008, 12:00am PDT
Twelve years after the signing of the Barcelona Declaration, the record of the economic component of Euro-Mediterranean Partnership (EMP), which brings together the 27 European Union (EU) Member...
Provided by Banque de France
-
White Papers
Migrant Workers' Remittances: What Is The Impact On The Economic And Financial Development Of Sub-Saharan African Countries?
August 1, 2008, 12:00am PDT
Remittances from migrant workers have become a major source of financing for developing countries. Latin America and Asia have benefited since the mid-1990s from a particularly sustained rise in...
Provided by Banque de France
-
White Papers
The Preparation Of A Financial Centre For An Operational Crisis: The French Approach
December 1, 2008, 12:00am PST
The crisis management exercise that was conducted for the first time by the French financial centre on 4 June 2008 confirms the success of the approach adopted since April 2005 to ensure the...
Provided by Banque de France
-
White Papers
Frequency-domain Analysis Of Debt Service In A Macro-finance Model For The Euro Area
December 16, 2009, 12:00am PST
This paper illustrates how a parsimonious macro-finance model can be exploited to investigate the frequency-domain properties of debt service implied by various financing strategies. This original...
Provided by Banque de France
-
White Papers
Stress Testing And Corporate Finance
March 1, 2008, 12:00am PST
The paper contributes to the literature on financial fragility, studying how macroeconomic shocks affect supply and demand in the corporate debt market. The authors take into account the effect of...
Provided by Banque de France
-
White Papers
A Two-pillar DSGE Monetary Policy Model For The Euro Area
July 15, 2008, 12:00am PDT
Whereas the bulk of the literature on DSGE models provides a rationale for inflation targeting strategies, there is no model doing such a job for the strategy implemented for almost ten years now...
Provided by Banque de France
-
White Papers
Monetary Policy Inertia Or Persistent Shocks?
July 6, 2006, 12:00am PDT
In this paper, the authors propose a simple econometric framework to disentangle the respective roles of monetary policy inertia and persistent shocks in interest rate rules. The procedure...
Provided by Banque de France
-
White Papers
On The Welfare Costs Of Misspecified Monetary Policy Objectives
February 1, 2011, 12:00am PST
This paper quantifies the effects on welfare of misspecified monetary policy objectives in a stylized DSGE model. The authors show that using inappropriate objectives generates relatively large...
Provided by Banque de France
-
White Papers
Can Fiscal Policy Stimulus Boost Economic Recovery?
March 1, 2011, 12:00am PST
The authors assess the role played by fiscal policy in explaining the dynamics of asset markets. Using a panel of ten industrialized countries, they show that a positive fiscal shock has a...
Provided by Banque de France
-
White Papers
Fiscal Developments In The Euro Area Beyond The Crisis: Some Lessons Drawn From Fiscal Reaction Functions
October 1, 2010, 12:00am PDT
In this paper, the authors examine whether the fact that governments incorporate an objective of sustainability in their budgetary decisions is an element likely to increase the likelihood of a...
Provided by Banque de France
-
White Papers
Are The Effects Of Fiscal Changes Different In Times Of Crisis And Non-crisis? The French Case
July 1, 2010, 12:00am PDT
This paper shows that the impact of changes in budgetary variables on major macroeconomic variables varies in sign and magnitude in times of crisis and non-crisis in France. The authors find that...
Provided by Banque de France
-
White Papers
Are The Effects Of Fiscal Changes Different In Times Of Crisis And Non-crisis? The French Case
July 1, 2010, 12:00am PDT
This paper shows that the impact of changes in budgetary variables on major macroeconomic variables varies in sign and magnitude in times of crisis and non-crisis in France. The authors find that...
Provided by Banque de France
-
White Papers
Fiscal Developments In The Euro Area Beyond The Crisis: Some Lessons Drawn From Fiscal Reaction Functions
October 1, 2010, 12:00am PDT
In this paper, the authors examine whether the fact that governments incorporate an objective of sustainability in their budgetary decisions is an element likely to increase the likelihood of a...
Provided by Banque de France
-
White Papers
Can Fiscal Policy Stimulus Boost Economic Recovery?
March 1, 2011, 12:00am PST
The authors assess the role played by fiscal policy in explaining the dynamics of asset markets. Using a panel of ten industrialized countries, they show that a positive fiscal shock has a...
Provided by Banque de France
-
White Papers
On The Welfare Costs Of Misspecified Monetary Policy Objectives
February 1, 2011, 12:00am PST
This paper quantifies the effects on welfare of misspecified monetary policy objectives in a stylized DSGE model. The authors show that using inappropriate objectives generates relatively large...
Provided by Banque de France
-
White Papers
Monetary Policy Inertia Or Persistent Shocks?
July 6, 2006, 12:00am PDT
In this paper, the authors propose a simple econometric framework to disentangle the respective roles of monetary policy inertia and persistent shocks in interest rate rules. The procedure...
Provided by Banque de France
-
White Papers
A Two-pillar DSGE Monetary Policy Model For The Euro Area
July 15, 2008, 12:00am PDT
Whereas the bulk of the literature on DSGE models provides a rationale for inflation targeting strategies, there is no model doing such a job for the strategy implemented for almost ten years now...
Provided by Banque de France
-
White Papers
Stress Testing And Corporate Finance
March 1, 2008, 12:00am PST
The paper contributes to the literature on financial fragility, studying how macroeconomic shocks affect supply and demand in the corporate debt market. The authors take into account the effect of...
Provided by Banque de France
-
White Papers
Frequency-domain Analysis Of Debt Service In A Macro-finance Model For The Euro Area
December 16, 2009, 12:00am PST
This paper illustrates how a parsimonious macro-finance model can be exploited to investigate the frequency-domain properties of debt service implied by various financing strategies. This original...
Provided by Banque de France
-
White Papers
The Preparation Of A Financial Centre For An Operational Crisis: The French Approach
December 1, 2008, 12:00am PST
The crisis management exercise that was conducted for the first time by the French financial centre on 4 June 2008 confirms the success of the approach adopted since April 2005 to ensure the...
Provided by Banque de France
-
White Papers
Migrant Workers' Remittances: What Is The Impact On The Economic And Financial Development Of Sub-Saharan African Countries?
August 1, 2008, 12:00am PDT
Remittances from migrant workers have become a major source of financing for developing countries. Latin America and Asia have benefited since the mid-1990s from a particularly sustained rise in...
Provided by Banque de France
-
White Papers
The Euro-Mediterranean Economic And Financial Partnership
June 1, 2008, 12:00am PDT
Twelve years after the signing of the Barcelona Declaration, the record of the economic component of Euro-Mediterranean Partnership (EMP), which brings together the 27 European Union (EU) Member...
Provided by Banque de France
-
White Papers
TARGET2 And European Financial Integration
April 1, 2008, 12:00am PDT
TARGET2, the second generation of the Eurosystem's large-value payment system went live successfully on 19 November 2007. The new system is designed to give euro money and financial markets...
Provided by Banque de France
-
White Papers
Portfolio And Financing Adjustments For U.S. Banks: Some Empirical Evidence
July 1, 2008, 12:00am PDT
This paper presents a model of the portfolio and financing adjustments of U.S. banks over the business cycle. At the core of the model is a moral hazard problem between depositors/bank regulators...
Provided by Banque de France
-
White Papers
Education, Market Rigidities And Growth
January 1, 2009, 12:00am PST
This paper investigates the effects of the education level, product market rigidities and employment protection legislation on growth. It exploits macro-panel data for OECD countries. For...
Provided by Banque de France
-
White Papers
Perspectives On Productivity And Potential Output Growth
February 1, 2007, 12:00am PST
Held in Enghien, France, on 25-26 April 2006, this joint workshop brought together researchers to quantify and better understand differences in productivity and potential output growth among...
Provided by Banque de France
-
White Papers
Globalisation, Inflation And Monetary Policy Banque De France's International Symposium
June 1, 2008, 12:00am PDT
The Banque de France organised its fifth biennial international symposium on 7 March 2008 in Paris on "Globalisation, inflation and monetary policy". This highly topical issue attracted more than...
Provided by Banque de France
-
White Papers
OPTIM: A Quarterly Forecasting Tool For French GDP
August 1, 2008, 12:00am PDT
This paper presents a revised version of the OPTIM model used at the Banque de France to forecast French quarterly GDP growth and its main components over two quarters (the "Coincident quarter"...
Provided by Banque de France
-
White Papers
Reform Of The International Monetary System: A Cooperative Approach For The Twenty First Century
February 8, 2011, 12:00am PST
The global crisis, which swept through almost all the economically well-developed nations and curtailed world growth in the first decade of the new century, is being contained. However, the cost...
Provided by Banque de France
-
White Papers
Protectionist Responses To The Crisis: Global Trends And Implications
February 1, 2011, 12:00am PST
In this paper, the authors take a systematic look at recent trends in global protectionism and at the potential implications of a protectionist backlash for economic growth, using results from the...
Provided by Banque de France
-
White Papers
Monthly Forecasting Of French GDP: A Revised Version Of The OPTIM Model
October 11, 2007, 12:00am PDT
This paper presents a revised version of the model OPTIM, proposed by Irac and Sédillot (2002)and used at Banque de France to predict French GDP quarterly growth rate. The model is designed to be...
Provided by Banque de France
-
White Papers
No-Arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia And GDP Growth
September 1, 2008, 12:00am PDT
First, using dynamic regressions and Kullback causality measures, the authors build stylized facts about the dynamic links between the GDP growth and the spread between a long rate and a short...
Provided by Banque de France
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