Olivier de Bandt

Banque de France - Economic Study and Research Division

Doctor

31, rue Croix des Petits Champs

75049 Paris Cedex 01

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SCHOLARLY PAPERS

25

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11,964

SSRN CITATIONS
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SSRN RANKINGS

Top 2,669

in Total Papers Citations

135

CROSSREF CITATIONS

556

Scholarly Papers (25)

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1.

Systemic Risk: A Survey

Downloads 8,032 ( 1,612)
Citation 103

Systemic Risk: A Survey

Number of pages: 79 Posted: 13 Mar 2001
Olivier de Bandt and Philipp Hartmann
Banque de France - Economic Study and Research Division and European Central Bank (ECB)
Downloads 7,962 (1,627)
Citation 19

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Systemic risk, financial stability, banking crises, contagion, financial markets, payment and settlement systems,

Systemic Risk: A Survey

Number of pages: 93 Posted: 29 Jan 2001
Olivier de Bandt and Philipp Hartmann
Banque de France - Economic Study and Research Division and European Central Bank (ECB)
Downloads 70 (640,581)
Citation 22
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Banking crises, contagion, currency crises, financial markets, financial stability, payment and settlement systems, systemic risk

2.

Climate Change in Developing Countries : Global Warming Effects, Transmission Channels and Adaptation Policies

Banque de France Working Paper No. 822
Number of pages: 68 Posted: 19 Jul 2021 Last Revised: 12 Aug 2021
Olivier de Bandt, Luc Jacolin and Lemaire Thibault
Banque de France - Economic Study and Research Division, Banque de France and Banque de France
Downloads 583 (91,639)
Citation 13

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Climate Change, Economic Growth, Adaptation, Developing Countries

3.

A Cross-Country Comparison of Market Structures in European Banking

Number of pages: 39 Posted: 12 Dec 2002
Olivier de Bandt and E. Philip Davis
Banque de France - Economic Study and Research Division and National Institute of Economic and Social Research (NIESR)
Downloads 435 (130,459)

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Banking, Competition, EMU, Panel Data Analysis, Contestability

4.

Convergence of Fiscal Policies in the Euro Area

Number of pages: 45 Posted: 11 Dec 2002
Olivier de Bandt and Francesco Paolo Mongelli
Banque de France - Economic Study and Research Division and European Central Bank (ECB)
Downloads 272 (217,374)

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Fiscal Policy, Euro Area, Convergence, Cointegration, Dynamic Factor Analysis

5.

Fiscal Policy in the Transition to Monetary Union: A Structural VAR Model

Banque de France Working Paper No. 60
Number of pages: 41 Posted: 04 Jan 2011
Catherine Bruneau and Olivier de Bandt
Université Paris X Nanterre and Banque de France - Economic Study and Research Division
Downloads 243 (245,016)
Citation 119

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Budget Deficit, Ricardian Equivalence, Structural VAR, EMU

6.

Measuring Long-Run Exchange Rate Pass-Through

Downloads 222 (265,026)
Citation 2

Measuring Long-Run Exchange Rate Pass-Through

Banque de France Working Paper No. 173
Number of pages: 52 Posted: 20 Oct 2010
Olivier de Bandt, Anindya Banerjee and Tomasz Kozluk
Banque de France - Economic Study and Research Division, European University Institute - Department of Economics and European University Institute
Downloads 103 (503,002)
Citation 5

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exchange rates, pass-through, import prices, panel cointegration, structural breaks

Measuring Long-Run Exchange Rate Pass-Through

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 2, 2008-6
Number of pages: 37 Posted: 18 Dec 2010
Olivier de Bandt, Anindya Banerjee and Tomasz J. Kozluk
Banque de France - Economic Study and Research Division, European University Institute - Department of Economics and Organization for Economic Co-Operation and Development (OECD)
Downloads 77 (606,645)

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Exchange rates, pass-through, import prices, panel cointegration, structural breaks

Measuring Long-Run Exchange Rate Pass-Through

Economics Discussion Paper No. 2007-32
Number of pages: 40 Posted: 29 Nov 2010
Olivier de Bandt, Anindya Banerjee and Tomasz J. Kozluk
Banque de France - Economic Study and Research Division, European University Institute - Department of Economics and Organization for Economic Co-Operation and Development (OECD)
Downloads 42 (813,750)
Citation 5

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exchange rates, pass-through, import prices, panel cointegration, structural break

7.

Potential Output and Output Gap: Some Estimates for France (in French)

Banque de France Working Paper No. 89
Number of pages: 97 Posted: 26 Dec 2010
Mustapha Baghli, Carine Bouthevillain, Olivier de Bandt, Henri Fraisse, Hervé le Bihan and philippe Rousseaux
Banque de France, Banque de France, Banque de France - Economic Study and Research Division, Banque de France, Banque de France - Centre de Recherche and Banque de France
Downloads 192 (302,908)

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Spectral analysis, cyclically-adjusted-budget, Hodrick-Prescott filter

8.

Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models

Banque de France Working Paper No. 864
Number of pages: 38 Posted: 08 Feb 2022
Olivier de Bandt, Ceyhun Bora Durdu, Ichue Hibiki, Yasin Mimir, Jolan Mohimont, Kalin Nikolov, Sigrid Roehrs, Jean-Guillaume Sahuc, Valerio Scalone, Michael Straughan and Michael Straughan
Banque de France - Economic Study and Research Division, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Government of the Republic of Turkey - Central Bank of the Republic of Turkey, National Bank of Belgium, European Central Bank (ECB), Deutsche Bundesbank, Banque de France, European Central Bank (ECB) and Bank of EnglandBank of England - Prudential Regulation Authority
Downloads 182 (317,761)

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Basel III Reforms, DSGE Models, Solvency Requirements, Liquidity Requirements

9.

Competition Among Financial Intermediaries and the Risk of Contagious Failures

Banque de France Working Paper No. 30
Number of pages: 47 Posted: 07 Jan 2011
Olivier de Bandt
Banque de France - Economic Study and Research Division
Downloads 173 (334,229)
Citation 2

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Monetary policy, Fiscal regimes, International cooperation, Credibility, Time-inconsistency

10.

Is There Evidence of Shift-Contagion in International Housing Markets?

Banque de France Working Paper No. 295
Number of pages: 34 Posted: 15 Oct 2010
Olivier de Bandt and Sheheryar Malik
Banque de France - Economic Study and Research Division and Banque de France
Downloads 152 (371,047)
Citation 3

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Contagion, Housing Market, Regime Shifts, FAVAR Model

11.

'Stop-Loss' Strategies: Theory and Application to the Matif Bond Future Contract (In French)

Banque de France Working Paper No. 36
Number of pages: 35 Posted: 07 Jan 2011
bernard bensaid and Olivier de Bandt
Banque de France and Banque de France - Economic Study and Research Division
Downloads 140 (396,370)
Citation 1

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Strategy, Stop-loss, Asymmetric Information, MATIF

12.

Structural VAR Modeling: Application to France's Monetary Policy (In French)

Number of pages: 48 Posted: 05 Jan 2011
Catherine Bruneau and Olivier de Bandt
Université Paris X Nanterre and Banque de France - Economic Study and Research Division
Downloads 138 (400,843)

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VAR, Structural models, Time Series, Estimation, Monetary shocks, France

13.

Stress Testing and Corporate Finance

Banque de France Working Paper No. 203
Number of pages: 33 Posted: 22 Sep 2010
Olivier de Bandt, Catherine Bruneau and Widad El Amri
Banque de France - Economic Study and Research Division, Université Paris X Nanterre and Banque de France
Downloads 133 (412,645)
Citation 1

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Corporate Finance, Debt, Financial Fragility, Stress Tests, Panel Data

14.

A DGSE Model to Assess the Post-Crisis Regulation of Universal Banks

Banque de France Working Paper No. 602
Number of pages: 37 Posted: 13 Sep 2016
Olivier de Bandt and Mohammed Chahad
Banque de France - Economic Study and Research Division and Banque de France
Downloads 131 (417,473)
Citation 4

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Basel III, Solvency ratio, Liquidity ratios, Multi-period assets, Firms' heterogeneity

15.

Optimal Capital, Regulatory Requirements and Bank Performance in Times of Crisis: Evidence from France

Number of pages: 36 Posted: 04 Jun 2016
Olivier de Bandt, Boubacar Camara, Alexis Maitre and Pierre Pessarossi
Banque de France - Economic Study and Research Division, French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), Institut d’Etudes Politiques and French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR)
Downloads 131 (417,473)
Citation 3

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Bank capital; ROA, Performance; Capital requirements; Financial crisis

16.

Forecasting Inflation in the Euro Area

Banque de France Working Paper No. 102
Number of pages: 60 Posted: 21 Dec 2010
Catherine Bruneau, Olivier de Bandt and Alexis Flageollet
Université Paris X Nanterre, Banque de France - Economic Study and Research Division and NATIXIS Asset Management
Downloads 105 (492,449)
Citation 81

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inflation, out-of-sample forecast, indicator models, dynamic factor models, Phillips curve, euro area, data snooping

17.

The International Transmission of House Price Shocks

Banque de France Working Paper No. 274
Number of pages: 34 Posted: 03 Jun 2010
Olivier de Bandt, Barhoumi Karim and Catherine Bruneau
Banque de France - Economic Study and Research Division, Banque de France - Economic Study and Research Division and Université Paris X Nanterre
Downloads 103 (499,270)
Citation 5

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Housing, Factor Models, Vector Autoregressive Model

18.

Macroeconomic Fluctuations and Corporate Financial Fragility

Banque de France Working Paper No. NER-R 226
Number of pages: 46 Posted: 16 Sep 2010 Last Revised: 24 Apr 2012
Catherine Bruneau, Olivier de Bandt and Widad El Amri
Université Paris X Nanterre, Banque de France - Economic Study and Research Division and Banque de France
Downloads 102 (502,622)
Citation 8

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Financial fragility, Macroeconomic Shocks, Corporate Bankruptcies, Duration model, Stress Testing

19.

Forecasting Inflation Using Economic Indicators: The Case of France

Banque de France Working Paper No. 101
Number of pages: 41 Posted: 21 Dec 2010
Catherine Bruneau, Olivier de Bandt, Alexis Flageollet and Emmanuel Michaux
Université Paris X Nanterre, Banque de France - Economic Study and Research Division, NATIXIS Asset Management and affiliation not provided to SSRN
Downloads 95 (527,021)
Citation 84

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inflation, out-of-sample forecast, indicator models, dynamic factor models, Phillips curve

20.

Determinants of Banks’ Liquidity: A French Perspective on Interactions between Market and Regulatory Requirements

Banque de France Working Paper No. 782
Number of pages: 44 Posted: 13 Oct 2020
Olivier de Bandt, celine lecarpentier and Cyril Pouvelle
Banque de France - Economic Study and Research Division, affiliation not provided to SSRN and Banque de France
Downloads 83 (572,995)
Citation 5

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Bank Capital Regulation, Bank Liquidity Regulation, Basel III, Stress Tests

21.

Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data

Banque de France Working Paper No. NER-R 158
Number of pages: 40 Posted: 26 Oct 2010
Olivier de Bandt, Catherine Bruneau and Widad El Amri
Banque de France - Economic Study and Research Division, Université Paris X Nanterre and Banque de France
Downloads 75 (607,240)

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Credit Demand, Panel Cointegration, Households, Bank Profitability

22.

Model for Analysing and Forecasting Short Term Developments

Banque de France Working Paper No. 106
Number of pages: 131 Posted: 19 Dec 2010
Mustapha Baghli, Véronique Brunhes-Lesage, Olivier de Bandt, Henri Fraisse and Jean-Pierre Villetelle
Banque de France, Banque de France, Banque de France - Economic Study and Research Division, Banque de France and Banque de France
Downloads 74 (611,777)
Citation 1

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Macro-economic model, Applied econometrics, Forecasting, France

23.

Optimal Capacity in the Banking Sector and Economic Growth

Banque de France Working Paper No. 85
Number of pages: 34 Posted: 26 Dec 2010
Bruno Amable, Bruno Amable, Jean-Bernard Chatelain and Olivier de Bandt
Université Paris I Panthéon-SorbonneNational Center for Scientific Research (CNRS) - Centre d'Etudes Prospectives d'Economie Mathematique Appliquees a la Planification (CEPREMAP), Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Banque de France - Economic Study and Research Division
Downloads 72 (621,078)
Citation 95

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Deposit insurance, imperfect competition, growth, banking

24.

Inflation and the Markup in the Euro Area

Banque de France Working Paper No. 114
Number of pages: 51 Posted: 19 Dec 2010
Catherine Bruneau, Olivier de Bandt and Alexis Flageollet
Université Paris X Nanterre, Banque de France - Economic Study and Research Division and NATIXIS Asset Management
Downloads 54 (715,004)
Citation 64

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inflation, euro area, markup model, I(2) models, cointegration

25.

Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area

Banque de France Working Paper No. NER-R 145
Number of pages: 40 Posted: 27 Oct 2010
Olivier de Bandt, Catherine Bruneau and Alexis Flageollet
Banque de France - Economic Study and Research Division, Université Paris X Nanterre and NATIXIS Asset Management
Downloads 42 (793,482)

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Factor Models, Non-Stationary Panel Data Models, Euro Area Business Cycles