Is this a diesel or petrol engine?   If it is diesel it is probably an HDI
and this could be the early signs of the lift pump in the fuel tank failing.
If it is an HDI get the filter checked for minute metal filings.   If they
are present, you might get away with a full system clean out and a new pump.
If Peugeot get their hands on it they replace everything from tank to
injectors for about £3,000.

Have a 3 Litre and a similar problem it had 4 duff coils replaced all six and the problem went.
 My 406 1999 T reg executive (non turbo) has a slight misfire, this only
 occurs at 2000 rpm (any gear) the car has 82K on the clock and has full
 service history my local garage are at a loss (non dealer but with full
 diagnostics)
 Has anyone else had or head of anything similar? Any pointers appreciated.
 Many thanks
 John