At the dated check, the references listed below either did not resolve in
Crossref or DataCite, or carried a retraction notice. Each one is shown with the
registry record that put it there.
The 134 checked references that resolve
resolves10.3386/w3555Credible Disinflation with Staggered Price Setting
resolves10.1086/426038Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
resolves10.1080/02692170802287672Sacrifice ratio dispersion within the Euro Zone: what can be learned about implementing a single monetary policy?
resolves10.2139/ssrn.293681Sacrifice Ratios and Monetary Policy Credibility: Do Smaller Budget Deficits, Inflation-Indexed Debt, and Inflation Targets Lower Disinflation Costs?
resolves10.1257/jep.20.2.171Price Changes in the Euro Area and the United States: Some Facts from Individual Consumer Price Data
resolves10.1007/bf02707673Disinflation costs, accelerating inflation gains, and central bank independence
resolves10.3386/w10316Why do Americans Work so Much More than Europeans?
resolves10.1214/aoap/1177005770Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence
resolves10.2307/3502093Variation de la vitesse et volatilité de la croissance monétaire: Le cas français
resolves10.2307/3501996Le taux du crédit accordé aux entreprises françaises: coûts opératoires des banques et prime de risque de défaut
resolves10.3406/ecofi.1993.2439Concurrence imparfaite et transmission de la politique monétaire sur les taux débiteurs
resolves10.2307/20076018Asymmetry in the EMS Revisited: Evidence from the Causality Analysis of Daily Eurorates
resolves10.3406/reco.1998.410033Coût du crédit et montant des prêts. Une interprétation en termes de canal large du crédit
resolves10.2307/20076227Les stratégies "Stop-loss": Théorie et application au Contrat Notionnel du Matif
resolves10.2307/20076151L'influence des montants émis sur le taux des certificats de dépôts
resolves10.2139/ssrn.1734774Volume Effect, Volatility, and International Transmission between Stock Markets (In French)
resolves10.3406/ecop.1999.5971Le contenu en information de la pente des taux : application au cas des titres publics français
resolves10.2307/20076248La relation entre le taux des crédits et le coût des ressources bancaires. Modélisation et estimation Sur données individuelles de banques
resolves10.2139/ssrn.1734677Threat of a Capital Levy, Expected Devaluation and Interest Rates in France During the Interwar Period
resolves10.3406/ecop.1999.5948La modélisation Var "structurel" : application à la politique monétaire en France
resolves10.2139/ssrn.1734664Long-Run Causality, with an Application to International Links between Long-Term Interest Rates
resolves10.2139/ssrn.1734663Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election
resolves10.2307/20076149La théorie des anticipations de la structure par terme: Test à partir des titres publics français
resolves10.2139/ssrn.1734648Interest Rate Transmission and Volatility Transmission along the Yield Curve
resolves10.2139/ssrn.1734355Fiscal Policy in the Transition to Monetary Union: A Structural VAR Model
resolves10.2139/ssrn.1734354The Information Content of the French and German Government Bond Yield Curves: Why Such Differences?
resolves10.2139/ssrn.1734343Labour Share Income in France and in Germany (Partage de la Ajoutée en France et en Allemagne) (French)
resolves10.3406/ecop.2001.6218La pente des taux contient-elle de l’information sur l’activité économique future ?
resolves10.2139/ssrn.1734309Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II
resolves10.2139/ssrn.1734306Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models
resolves10.2139/ssrn.1730595Does Correlation between Stock Returns Really Increase During Turbulent Period?
resolves10.2139/ssrn.1730592Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies
resolves10.2139/ssrn.1730591Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
resolves10.2139/ssrn.1730590Modèle À Anticipations Rationnelles De La Conjoncturesimulée: Marcos (In French)
resolves10.2139/ssrn.1730173Testing for a Forward-Looking Phillips Curve: Additional Evidence from European and US Data
resolves10.3406/rfeco.2002.1517Croissance économique et diffusion des TIC : le cas de la France sur longue période (1980-2000)
resolves10.2139/ssrn.1728744Is There a Bank Lending Channel in France? Evidence from Bank Panel Data
resolves10.2139/ssrn.1728767Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
resolves10.2139/ssrn.1728762What is the Best Approach to Measure the Interdependence between Different Markets?
resolves10.2139/ssrn.1728708Investment, the Cost of Capital and Monetary Policy in the Nineties in France: A Panel Data Investigation
resolves10.3406/ecop.2003.6899Les déterminants du taux de marge en France et quelques autres grands pays industrialisés : analyse empirique sur la période 1970-2000
resolves10.2139/ssrn.384381Ml vs GMM Estimates of Hybrid Macroeconomic Models (with an Application to the 'New Phillips Curve')
resolves10.2139/ssrn.1727394Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model
resolves10.2139/ssrn.1727277The Breaks in Per Capita Productivity Trends in a Number of Industrial Countries
resolves10.2139/ssrn.1706132Investment in Information and Communication Technologies: An Empirical Analysis
resolves10.2307/20079069Régime de retraite et chute de la natalité: Évolution des mœurs ou arbitrage micro-économique?
resolves10.2139/ssrn.1706098Interactions between Business Cycles, Stock Market Cycles and Interest Rates: The Stylised Facts
resolves10.2139/ssrn.1706095Break in the Mean and Persistence of Inflation: A Sectoral Analysis of French CPI
resolves10.2139/ssrn.1706109Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy
resolves10.2139/ssrn.1706092Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?
resolves10.2139/ssrn.1706104Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the Euro Area
resolves10.2139/ssrn.1703439Opportunity Costs of Having a Child, Financial Constraints and Fertility
resolves10.2139/ssrn.1703435A Comparison of Structural Productivity Levels in the Major Industrialised Countries
resolves10.2139/ssrn.1703444The Fed and the Question of Financial Stability: An Empirical Investigation
resolves10.2139/ssrn.1690504Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data
resolves10.2139/ssrn.1703422Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation
resolves10.2139/ssrn.1699636Illiquidity, Financial Development and the Growth-Volatility Relationship
resolves10.2139/ssrn.1699632Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity
resolves10.2139/ssrn.1698161Are Business and Credit Cycles Converging or Diverging? A Comparison of Poland, Hungary, the Czech Republic and the Euro Area
resolves10.2139/ssrn.1698152Estimating Potential Output with a Production Function for France, Germany and Italy
resolves10.2139/ssrn.1698148How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?
resolves10.2139/ssrn.1698125Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations
resolves10.2139/ssrn.1698142Labour Market Structural Reforms: Some Lessons from the Recent Studies (Réformes Structurelles Sur Le Marché du Travail: Quels Enseignements Peut-on Tirer Des Études Existantes) (French)
resolves10.2139/ssrn.1697651Revisiting the Proximity-Concentration Trade-Off: Distance and Horizontal Foreign Direct Investment in OECD Countries
resolves10.3386/w13812The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply
resolves10.2139/ssrn.1697647Trends in 'Structural' Productivity Levels in the Major Industrialized Countries
resolves10.2139/ssrn.1697646The Reliability of Macroeconomic Forecasts Based on Real Interest Rate Gap Estimates in Real Time: An Assessment for the Euro Area
resolves10.2139/ssrn.1697620The Behaviour of Producer Prices: Some Evidence from the French PPI Micro Data
The 64 references without a DOI — listed, not checked
no DOI — not checkedComment
no DOI — not checkedref10
no DOI — not checkedTechnology shocks and aggregate fluctuations : How well does the RBC model fit postwar U.S. data
no DOI — not checkedWhy stopping inflation may be costly : Evidence from fourteen historical periodes
no DOI — not checkedA quick refresher course in macroeconomics
no DOI — not checkedref36
no DOI — not checkedref40
no DOI — not checkedref41
no DOI — not checkedref43
no DOI — not checkedref45
no DOI — not checkedref46
no DOI — not checkedref47
no DOI — not checkedref48
no DOI — not checkedref49
no DOI — not checkedref50
no DOI — not checkedref51
no DOI — not checkedref53
no DOI — not checkedref54
no DOI — not checkedref55
no DOI — not checkedref56
no DOI — not checkedref57
no DOI — not checkedref61
no DOI — not checkedref63
no DOI — not checkedref64
no DOI — not checkedref65
no DOI — not checkedref67
no DOI — not checkedref68
no DOI — not checkedref71
no DOI — not checkedref72
no DOI — not checkedref74
no DOI — not checkedref77
no DOI — not checkedref78
no DOI — not checkedref82
no DOI — not checkedref83
no DOI — not checkedref84
no DOI — not checkedref88
no DOI — not checkedref93
no DOI — not checkedref95
no DOI — not checkedref96
no DOI — not checkedref99
no DOI — not checkedref100
no DOI — not checkedref102
no DOI — not checkedref105
no DOI — not checkedref106
no DOI — not checkedref107
no DOI — not checkedref116
no DOI — not checkedref135
no DOI — not checkedThe Challenges of the
no DOI — not checkedref143
no DOI — not checkedref146
no DOI — not checkedref147
no DOI — not checkedref154
no DOI — not checkedref162
no DOI — not checkedref165
no DOI — not checkedref166
no DOI — not checkedref168
no DOI — not checkedref169
no DOI — not checkedref172
no DOI — not checkedref179
no DOI — not checkedref182
no DOI — not checkedref184
no DOI — not checkedref191
no DOI — not checkedref195
no DOI — not checkedcontacter la biblioth�que de la direction de la recherche � l'adresse suivante : For any comment or enquiries on the Working Papers, contact the library of the Research Directorate at the following address
checked 2026-08-28 — re-checked daily as this page is visited;
titles and statuses come from Crossref and DataCite and are not part of the signed record
Both snippets point at the live badge image and link back to this page. The
badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.