France is one country that has conducted studies into UFO reports. In 1977, the french space agency, CNES, launched an investigation into UFOs in France under an internal agency called GEPAN (later called SEPRA, and later still GEIPAN). An early phase of the investigation came to the conclusion that the vast majority of UFO reports can be explained after analysis, but that some reports cannot, and those few reports that cannot be explained likely have a physical basis (the investigation doesn't come to any conclusion or make any speculation about the origins of the phenomena beyond this). Their archives are available (in French) online at http://www.cnes-geipan.fr/index.php?id=202.

Also in France, a study was performed by a group called COMETA (Committee for in Depth Studies) from 1996 to 1999 (bumping right up against the 20 year rule). This group consisted of retired military personnel and government officials, but the study wasn't initiated by the French Government itself. They released a report which can be read in English at https://www.bibliotecapleyades.net/sociopolitica/sociopol_cometareport01.htm and in French at http://www.cnes-geipan.fr/index.php?id=181&no_cache=1&tx_ttnews%5Bpointer%5D=1&tx_ttnews%5BbackPid%5D=211&tx_ttnews%5Btt_news%5D=70

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Source: "UFOs: Generals, Pilots and Government Officials Go On the Record" by Leslie Kean.