Olivier de Bandt

Banque de France - Economic Study and Research Division

Doctor

31, rue Croix des Petits Champs

75049 Paris Cedex 01

FRANCE

SCHOLARLY PAPERS

25

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9,426

SSRN CITATIONS
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Top 1,719

in Total Papers Citations

87

CROSSREF CITATIONS

647

Scholarly Papers (25)

1.
Downloads 6,992 ( 1,383)
Citation 86

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 6,922 (1,402)
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 (452,813)
Citation 23
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Banking crises, contagion, currency crises, financial markets, financial stability, payment and settlement systems, systemic risk

2.

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 404 (102,934)

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Banking, Competition, EMU, Panel Data Analysis, Contestability

3.

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 238 (179,763)

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

4.

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 158 (259,011)
Citation 119

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Budget Deficit, Ricardian Equivalence, Structural VAR, EMU

5.
Downloads 155 (263,039)
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 77 (429,388)

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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 57 (502,740)

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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 21 (716,213)
Citation 5

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

6.

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 142 (282,028)

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Climate Change, Economic Growth, Adaptation, Developing Countries

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
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 123 (314,530)
Citation 90

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

8.

'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 110 (340,216)
Citation 1

Abstract:

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Strategy, Stop-loss, Asymmetric Information, MATIF

9.

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 109 (342,259)

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

10.

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 106 (348,833)
Citation 1

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

11.

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 97 (369,616)
Citation 2

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

12.

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 91 (384,689)
Citation 3

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Contagion, Housing Market, Regime Shifts, FAVAR Model

13.

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 76 (427,786)
Citation 7

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

14.

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 75 (430,834)
Citation 3

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Housing, Factor Models, Vector Autoregressive Model

15.

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

Number of pages: 36 Posted: 04 Jun 2016
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 72 (440,485)
Citation 1

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

16.

Forecasting Inflation Using Economic Indicators: The Case of France

Banque de France Working Paper No. 101
Number of pages: 41 Posted: 21 Dec 2010
Université Paris X Nanterre, Banque de France - Economic Study and Research Division, NATIXIS Asset Management and affiliation not provided to SSRN
Downloads 72 (440,485)
Citation 84

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

17.

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 71 (443,800)
Citation 3

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

18.

Optimal Capacity in the Banking Sector and Economic Growth

Banque de France Working Paper No. 85
Number of pages: 34 Posted: 26 Dec 2010
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 55 (503,065)
Citation 95

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Deposit insurance, imperfect competition, growth, banking

19.

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 50 (524,580)
Citation 80

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

20.

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 50 (524,580)

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Credit Demand, Panel Cointegration, Households, Bank Profitability

21.

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
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), Goethe University Frankfurt - Department of Money and Macroeconomics, Banque de France, Banque de France and Bank of EnglandBank of England - Prudential Regulation Authority
Downloads 48 (533,532)

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

22.

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 46 (542,783)
Citation 2

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

23.

Model for Analysing and Forecasting Short Term Developments

Banque de France Working Paper No. 106
Number of pages: 131 Posted: 19 Dec 2010
Banque de France, Banque de France, Banque de France - Economic Study and Research Division, Banque de France and Banque de France
Downloads 44 (552,420)
Citation 1

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Macro-economic model, Applied econometrics, Forecasting, France

24.

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 23 (678,657)

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

25.

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 19 (709,906)
Citation 64

Abstract:

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