Guillaume Horny

Banque de France

Research Economist

Paris

France

SCHOLARLY PAPERS

14

DOWNLOADS

707

SSRN CITATIONS
Rank 8,641

SSRN RANKINGS

Top 8,641

in Total Papers Citations

11

CROSSREF CITATIONS

101

Scholarly Papers (14)

1.

Measuring Financial Fragmentation in the Euro Area Corporate Bond Market

Banque de France Working Paper No. 582
Number of pages: 34 Posted: 05 Apr 2016
Guillaume Horny, Simone Manganelli and Benoît Mojon
Banque de France, European Central Bank (ECB) and Bank for International Settlements (BIS)
Downloads 146 (201,436)
Citation 17

Abstract:

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financial integration, credit risk, country premia, fragmentation index

Bayesian Estimation of Cox Models with Non-Nested Random Effects: An Application to the Ratification of Ilo Conventions by Developing Countries

ZEW - Centre for European Economic Research Discussion Paper No. 05-023
Number of pages: 26 Posted: 09 Aug 2005 Last Revised: 20 Aug 2008
Banque de France, ZEW – Leibniz Centre for European Economic Research, University of St. Gallen and ZEW – Leibniz Centre for European Economic Research
Downloads 60 (364,663)
Citation 2

Abstract:

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Gibbs sampling, partial likelihood, frailties, duration analysis

Bayesian Estimation of Cox Models with Non-Nested Random Effects: An Application to the Ratification of ILO Conventions by Developing Countries

Annales d’Economie et de Statistique, Forthcoming, Banque de France Working Paper No. 249
Number of pages: 35 Posted: 27 Jun 2010
ZEW – Leibniz Centre for European Economic Research, University of St. Gallen, Banque de France and ZEW – Leibniz Centre for European Economic Research
Downloads 33 (473,418)

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Gibbs sampling, partial likelihood, frailties, duration analysis

Bayesian Estimation of Cox Models with Non-Nested Random Effects: An Application to the Ratification of ILO Conventions by Developing Countries

Annales d’Economie et de Statistique, 2008, Issue 89, Banque de France Working Paper No. 249
Number of pages: 35 Posted: 22 Feb 2015
Banque de France, ZEW – Leibniz Centre for European Economic Research, University of St. Gallen and ZEW – Leibniz Centre for European Economic Research
Downloads 13 (591,030)

Abstract:

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Gibbs sampling, partial likelihood, frailties, duration analysis

3.

Corporate Finance and Economic Activity in the Euro Area: Structural Issues Report 2013

ECB Occasional Paper No. 151
Number of pages: 153 Posted: 09 Sep 2013
European Central Bank (ECB), European Central Bank (ECB), European Central Bank(ECB), European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, Deutsche Bundesbank, Münster University of Applied Sciences, Bank of Estonia, Central Bank of Ireland, Bank of Greece, Banco de España, Banque de France, Banque de France, Bank of Italy, Central Bank of Cyprus, Banque Centrale du Luxembourg, Central Bank of Malta, De Nederlandsche Bank, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB), Bank of Portugal, Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students, National Bank of Slovakia, Bank of Finland, Banque de France, Bank of Italy, Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and National Bank of Slovakia
Downloads 105 (258,492)

Abstract:

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Corporate finance

4.

The Stability of Short-Term Interest Rates Pass-Through in the Euro Area During the Financial Market and Sovereign Debt Crises

Number of pages: 45 Posted: 25 Apr 2015
Sanvi Avouyi-Dovi, Guillaume Horny and Patrick Sevestre
Banque de France, Banque de France and Aix-Marseille University
Downloads 61 (356,686)
Citation 11

Abstract:

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bank interest rates, error-correction model, structural breaks, stochastic volatility, Bayesian econometrics

5.

What Has Been the Impact of the 2008 Crisis on Firms’ Default?

Banque de France Working Paper No. 463
Number of pages: 38 Posted: 03 Jan 2014
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE), Banque de France, Banque de France and Banque de France
Downloads 48 (398,402)

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firms’ bankruptcy, economic crisis, survival, duration model

6.

Changes in Wage Inequality in France: The Impact of Composition Effects (in French)

Banque de France Working Paper No. 370
Number of pages: 40 Posted: 16 Mar 2012
Gregory Verdugo, Henri Fraisse and Guillaume Horny
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Banque de France and Banque de France
Downloads 45 (408,959)

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Wage Inequality, France

7.

Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data

IZA Discussion Paper No. 3992
Number of pages: 30 Posted: 02 Mar 2009
Guillaume Horny, Rute Mendes and Gerard J. van den Berg
Banque de France, University of Turin and VU University Amsterdam - Department of Economics
Downloads 43 (416,314)

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job transitions, assortative matching, Gibbs sampling, frailties, dynamic models, matched employer-employee data

8.

Inference in Mixed Proportional Hazard Models with K Random Effects

Statistical Papers, Forthcoming
Number of pages: 29 Posted: 27 Jun 2010
Guillaume Horny
Banque de France
Downloads 37 (440,169)

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EM algorithm, penalized likelihood, partial likelihood, frailties

9.

The Dynamics of Bank Loans Short-Term Interest Rates in the Euro Area: What Lessons Can We Draw from the Current Crisis?

Banque de France Working Paper No. 462
Number of pages: 23 Posted: 02 Jan 2014
Sanvi Avouyi-Dovi, Guillaume Horny and Patrick Sevestre
Banque de France, Banque de France and Aix-Marseille University
Downloads 24 (503,073)
Citation 17

Abstract:

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bank interest rates; diffusion model; stochastic volatility; Bayesian econometrics

10.

Wage and Price Joint Dynamics at the Firm Level: An Empirical Analysis

Banque de France Working Paper No. 305
Number of pages: 42 Posted: 10 Dec 2010
Guillaume Horny and Patrick Sevestre
Banque de France and Aix-Marseille University
Downloads 24 (503,073)
Citation 21

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Wages, Price Stickiness, Dynamic Model, Factor Loadings

11.

Dollar Funding and Firm-Level Exports

Banque de France Working Paper No. 666
Number of pages: 67 Posted: 08 Mar 2018
Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques, Banque de France and Banque de France -DGEI-DEMFI-RECFIN
Downloads 20 (526,334)

Abstract:

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foreign currency borrowing, trade finance, firm-level exports, euro-area crisis

12.

Identification of Lagged Duration Dependence in Multiple-Spell Competing Risks Models

Number of pages: 12 Posted: 26 Jun 2010
Guillaume Horny and Matteo Picchio
Banque de France and Marche Polytechnic University - Department of Economic and Social Science
Downloads 19 (538,136)
Citation 6

Abstract:

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lagged duration dependence, competing risks, mixed proportional hazard models, identification

13.

Capital Utilisation and Retirement

Number of pages: 23 Posted: 16 Sep 2011
Gilbert Cette, Guillaume Horny and Antoine Bonleu
Banque de France, Banque de France and affiliation not provided to SSRN
Downloads 16 (549,903)
Citation 1

Abstract:

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Capital, Capital measure, Capital retirement, Capital utilisation

14.

Identification of Lagged Duration Dependence in Multiple-Spell Competing Risks Models

Economics Letters, Vol. 106, No. 3, 2010
Number of pages: 12 Posted: 23 Jan 2015
Guillaume Horny and Matteo Picchio
Banque de France and Marche Polytechnic University - Department of Economic and Social Science
Downloads 13 (568,189)
Citation 27

Abstract:

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lagged duration dependence, competing risks, mixed proportional hazard models, identification