  We consider the problem of absolute continuity for the one-dimensional SDE
\[X_t=x+\int_0^ta(X_s) ds+Z_t,\] where $Z$ is a real L\'{e}vy process without
Brownian part and $a$ a function of class $\mathcal{C}^1$ with bounded
derivative. Using an elementary stratification method, we show that if the
drift $a$ is monotonous at the initial point $x$, then $X_t$ is absolutely
continuous for every $t>0$ if and only if $Z$ jumps infinitely often. This
means that the drift term has a regularizing effect, since $Z_t$ itself may not
have a density. We also prove that when $Z_t$ is absolutely continuous, then
the same holds for $X_t$, in full generality on $a$ and at every fixed time
$t$. These results are then extended to a larger class of elliptic jump
processes, yielding an optimal criterion on the driving Poisson measure for
their absolute continuity.
