Guillaume Chevillon : Citation Profile


Are you Guillaume Chevillon?

Centre de Recherche en Économie et Statistique (CREST) (1% share)
ESSEC Business School (99% share)

7

H index

6

i10 index

322

Citations

RESEARCH PRODUCTION:

17

Articles

44

Papers

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 16
   Journals where Guillaume Chevillon has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 17 (5.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch128
   Updated: 2024-01-16    RAS profile: 2023-11-07    
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Relations with other researchers


Works with:

Bauwens, Luc (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Guillaume Chevillon.

Is cited by:

Marcellino, Massimiliano (37)

Schumacher, Christian (32)

Hendry, David (19)

Buncic, Daniel (10)

Castle, Jennifer (10)

Clements, Michael (9)

Miranda-Agrippino, Silvia (9)

Ricco, Giovanni (9)

Ferrara, Laurent (8)

Hyndman, Rob (7)

Galimberti, Jaqueson (7)

Cites to:

Hendry, David (56)

Phillips, Peter (24)

Clements, Michael (20)

Campbell, John (18)

Stock, James (16)

Watson, Mark (16)

muellbauer, john (15)

Aron, Janine (15)

Johansen, Soren (15)

Pesaran, Mohammad (11)

Timmermann, Allan (11)

Main data


Where Guillaume Chevillon has published?


Journals with more than one article published# docs
Revue de l'OFCE3
International Journal of Forecasting3
Journal of Econometrics3

Working Papers Series with more than one paper published# docs
Post-Print / HAL10
Documents de Travail de l'OFCE / Observatoire Francais des Conjonctures Economiques (OFCE)5
Working Papers / HAL5
SciencePo Working papers Main / HAL4
Sciences Po publications / Sciences Po3
Economics Series Working Papers / University of Oxford, Department of Economics3

Recent works citing Guillaume Chevillon (2024 and 2023)


YearTitle of citing document
2023Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958.

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2023Transformers versus LSTMs for electronic trading. (2023). Qiu, Yitao ; Bilokon, Paul. In: Papers. RePEc:arx:papers:2309.11400.

Full description at Econpapers || Download paper

2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

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2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

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2023Structural VAR models in the Frequency Domain. (2023). Pelgrin, Florian ; Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001604.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023Forecasting the crude oil prices with an EMD-ISBM-FNN model. (2023). Wang, Donghua ; Zheng, Chunling ; Fang, Tianhui. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222022897.

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2023Analysing differences between scenarios. (2023). Hendry, David ; Pretis, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:754-771.

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2023Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach. (2023). Zhou, Weihua ; Chen, Songlin ; Xiao, Qin ; Dai, Hongyan. In: International Journal of Production Economics. RePEc:eee:proeco:v:259:y:2023:i:c:s0925527323000658.

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2023Two-step estimation in linear regressions with adaptive learning. (2023). Mayer, Alexander. In: Statistics & Probability Letters. RePEc:eee:stapro:v:195:y:2023:i:c:s0167715222002747.

Full description at Econpapers || Download paper

Works by Guillaume Chevillon:


YearTitleTypeCited
2018Generating Univariate Fractional Integration within a Large VAR(1) In: AMSE Working Papers.
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paper7
2018Generating univariate fractional integration within a large VAR(1).(2018) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 7
article
2018Generating univariate fractional integration within a large VAR(1).(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 7
paper
2018Generating Univariate Fractional Integration within a Large VAR(1).(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2023What Does it Take to Control Global Temperatures? A toolbox for estimating the impact of economic policies on climate In: Papers.
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paper0
2007DIRECT MULTI?STEP ESTIMATION AND FORECASTING In: Journal of Economic Surveys.
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article112
2005Direct multi-step estimation and forecasting.(2005) In: Documents de Travail de l'OFCE.
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This paper has nother version. Agregated cites: 112
paper
2005Savoir, information et anticipations en macroéconomie In: Revue de l'OFCE.
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article0
2005Analyse économétrique et compréhension des erreurs de prévision In: Revue de l'OFCE.
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article1
2006Limpact du taux de change sur le tourisme en France In: Revue de l'OFCE.
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article2
2006L’impact du taux de change sur le tourisme en France.(2006) In: Post-Print.
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This paper has nother version. Agregated cites: 2
paper
2006L’impact du taux de change sur le tourisme en France.(2006) In: Sciences Po publications.
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This paper has nother version. Agregated cites: 2
paper
2009Stratégies de vote en AG face aux résolutions externes In: Revue française de gestion.
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article2
2022We modeled long memory with just one lag! In: LIDAM Discussion Papers CORE.
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paper1
2023We modeled long memory with just one lag!.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 1
article
2023We modeled long memory with just one lag!.(2023) In: Post-Print.
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This paper has nother version. Agregated cites: 1
paper
2020ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS In: Econometric Theory.
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article2
2007Physical Market Determinants of the Price of Crude Oil and the Market Premium In: ESSEC Working Papers.
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paper45
2009Physical market determinants of the price of crude oil and the market premium.(2009) In: Energy Economics.
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This paper has nother version. Agregated cites: 45
article
2007Inference in the Presence of Stochastic and Deterministic Trends In: ESSEC Working Papers.
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paper0
2011Learning generates Long Memory In: ESSEC Working Papers.
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paper10
2013Learning generates Long Memory.(2013) In: Post-Print.
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This paper has nother version. Agregated cites: 10
paper
2012Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area In: ESSEC Working Papers.
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paper0
2013Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model In: ESSEC Working Papers.
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paper7
2013Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2013Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming In: ESSEC Working Papers.
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paper0
2013Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2017Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming.(2017) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 0
article
2015Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence In: ESSEC Working Papers.
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paper1
2015Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2015Long memory through marginalization of large systems and hidden cross-section dependence.(2015) In: Research Memorandum.
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This paper has nother version. Agregated cites: 1
paper
2016Robust inference in structural VARs with long-run restrictions In: ESSEC Working Papers.
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paper3
2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons In: ESSEC Working Papers.
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paper3
2018Perpetual learning and apparent long memory In: Journal of Economic Dynamics and Control.
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article4
2017Learning can generate long memory In: Journal of Econometrics.
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article11
2005Non-parametric direct multi-step estimation for forecasting economic processes In: International Journal of Forecasting.
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article68
2004Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Papers.
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This paper has nother version. Agregated cites: 68
paper
2004Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 68
paper
2009Multi-step forecasting in emerging economies: An investigation of the South African GDP In: International Journal of Forecasting.
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article2
2016Multistep forecasting in the presence of location shifts In: International Journal of Forecasting.
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article7
2010Inference in models with adaptive learning In: Journal of Monetary Economics.
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article30
2004Weak trends for inference and forecasting in finite samples In: Documents de Travail de l'OFCE.
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paper1
2004`Weak` trends for inference and forecasting in finite samples.(2004) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2004A Comparison of Multi-step GDP Forecasts for South Africa In: Documents de Travail de l'OFCE.
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paper0
2005Économétrie de la prévision In: Documents de Travail de l'OFCE.
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paper1
2005Impact de l’appréciation de l’euro sur le secteur du tourisme In: Documents de Travail de l'OFCE.
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.() In: .
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This paper has nother version. Agregated cites: 0
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2005Impact de lappréciation de leuro sur le secteur du tourisme.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 0
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2005Impact de lappréciation de leuro sur le secteur du tourisme.(2005) In: Sciences Po publications.
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This paper has nother version. Agregated cites: 0
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2004Brouillard autour des puits de pétrole In: Post-Print.
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.() In: .
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2004Brouillard autour des puits de pétrole.(2004) In: Sciences Po publications.
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2004Méprise sur la reprise In: Post-Print.
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2004Les tribulations de la parité euro/dollar In: Post-Print.
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2006France : le coût d’outre-Rhin In: Post-Print.
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2004France : reprise à bas régime ! In: Post-Print.
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2005France : croissance entravée In: Post-Print.
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2020Probabilistic forecasting of bubbles and flash crashes In: The Econometrics Journal.
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article1
2006Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts In: Economics Series Working Papers.
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paper1

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