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Short-Run Assessment of French Economic Activity Using Optim
1 of 65 checkable references need attention · checked 2026-08-28
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.
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References needing attention
does not resolve to a known work10.2139/ssrn.292728
The 64 checked references that resolve
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The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank
resolves10.1162/003465398557320
Predicting U.S. Recessions: Financial Variables as Leading Indicators
resolves10.1002/for.3980140205
Quarterly forecasts of the italian business cycle by means of monthly economic indicators
resolves10.3406/ecop.2001.6218
La pente des taux contient-elle de l’information sur l’activité économique future ?
resolves10.1214/aoap/1177005770
Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence
resolves10.3406/reco.1991.409302
Variations de la vitesse et volatilité de la croissance monétaire : le cas français
resolves10.3406/reco.1990.409228
Sur quelques propriétés stratégiques de l'intéressement des salariés dans l'industrie
resolves10.2307/3501996
Le taux du crédit accordé aux entreprises françaises: coûts opératoires des banques et prime de risque de défaut
resolves10.1111/j.1467-9965.1992.tb00039.x
DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
resolves10.3406/ecofi.1993.2439
Concurrence imparfaite et transmission de la politique monétaire sur les taux débiteurs
resolves10.2307/20076018
Asymmetry in the EMS Revisited: Evidence from the Causality Analysis of Daily Eurorates
resolves10.2307/3502611
Coût du crédit et montant des prêts. Une interprétation en termes de canal large du crédit
resolves10.3406/estat.1996.6147
Le partage primaire du revenu : un constat descriptif sur longue période
resolves10.2307/20076227
Les stratégies "Stop-loss": Théorie et application au Contrat Notionnel du Matif
resolves10.2139/ssrn.1734774
Volume Effect, Volatility, and International Transmission between Stock Markets (In French)
resolves10.3406/ecop.1999.5971
Le contenu en information de la pente des taux : application au cas des titres publics français
resolves10.2307/20076149
La théorie des anticipations de la structure par terme: Test à partir des titres publics français
resolves10.2307/20076248
La relation entre le taux des crédits et le coût des ressources bancaires. Modélisation et estimation Sur données individuelles de banques
resolves10.2139/ssrn.1734677
Threat of a Capital Levy, Expected Devaluation and Interest Rates in France During the Interwar Period
resolves10.3406/ecop.1999.5948
La modélisation Var "structurel" : application à la politique monétaire en France
resolves10.2139/ssrn.1734664
Long-Run Causality, with an Application to International Links between Long-Term Interest Rates
resolves10.2139/ssrn.1734663
Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election
resolves10.2139/ssrn.1734648
Interest Rate Transmission and Volatility Transmission along the Yield Curve
resolves10.2139/ssrn.1734355
Fiscal Policy in the Transition to Monetary Union: A Structural VAR Model
resolves10.2139/ssrn.1734354
The Information Content of the French and German Government Bond Yield Curves: Why Such Differences?
resolves10.2139/ssrn.1734353
Coûts Et Bénéfices Du Passage D'Une Faible Inflation À La Stabilité Des Prix - Une Comparaison Internationale
resolves10.2139/ssrn.1734343
Labour Share Income in France and in Germany (Partage de la Ajoutée en France et en Allemagne) (French)
resolves10.2139/ssrn.1734311
Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I
resolves10.2139/ssrn.1734309
Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II
resolves10.2139/ssrn.1734306
Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models
resolves10.2139/ssrn.1730595
Does Correlation between Stock Returns Really Increase During Turbulent Period?
resolves10.2139/ssrn.1730592
Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies
resolves10.2139/ssrn.1730591
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
resolves10.2139/ssrn.1730590
Modèle À Anticipations Rationnelles De La Conjoncturesimulée: Marcos (In French)
resolves10.2139/ssrn.1730173
Testing for a Forward-Looking Phillips Curve: Additional Evidence from European and US Data
resolves10.3406/rfeco.2002.1517
Croissance économique et diffusion des TIC : le cas de la France sur longue période (1980-2000)
resolves10.4000/books.iheal.1743
La Maison des sciences de l’Homme de Paris (MSH) et les réseaux de recherche en sciences sociales avec le Brésil. L’Ecole des hautes études en sciences sociales (EHSS) L’Institut des hautes études de l’Amérique latine (IHEAL) Le Centre de recherche et de documentation sur l’Amérique latine (CREDAL)
The 40 references without a DOI — listed, not checked
no DOI — not checkedNote d'�tudes et de recherche de la Banque de France, 55. Blanchard 0., Rhee C. and L.Summers (1993), �The stock market, profit and investment�
no DOI — not checkedPredicting GDP Components Using ISAE Bridge Equations Econometrics Forecasting Model (BEEF)
no DOI — not checkedref3
no DOI — not checkedL'indicateur avanc� de la Caisse des D�p�ts et Consignations: M�thodologie", CDC. D�partment des marc�s
no DOI — not checkedMeasuring the Probability of a Business Cycle Turning Point by Using a Multivariate Qualitative Hidden Markov Model
no DOI — not checkedAsset prices and the business cycle
no DOI — not checkedThe use and abuse of real-time data in economic forecasting
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