Guillaume Chevillon : Citation Profile


Are you Guillaume Chevillon?

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

5

H index

4

i10 index

201

Citations

RESEARCH PRODUCTION:

13

Articles

30

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 14
   Journals where Guillaume Chevillon has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 16 (7.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch128
   Updated: 2019-10-06    RAS profile: 2019-02-06    
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Relations with other researchers


Works with:

Hecq, Alain (7)

Laurent, Sébastien (7)

Mavroeidis, Sophocles (4)

Banerjee, Anurag (2)

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 (22)

Schumacher, Christian (17)

Hendry, David (10)

Buncic, Daniel (10)

Ferrara, Laurent (8)

González-Molano, Eliana (6)

Melo-Velandia, Luis (6)

Grajales-Olarte, Anderson (6)

Castle, Jennifer (6)

Galimberti, Jaqueson (6)

Clements, Michael (5)

Cites to:

Hendry, David (42)

Phillips, Peter (20)

Campbell, John (17)

Stock, James (15)

Clements, Michael (15)

Watson, Mark (14)

Johansen, Soren (13)

Timmermann, Allan (11)

Evans, George (11)

Pesaran, M (11)

Diebold, Francis (10)

Main data


Where Guillaume Chevillon has published?


Journals with more than one article published# docs
International Journal of Forecasting3
Revue de l'OFCE3
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Documents de Travail de l'OFCE / Observatoire Francais des Conjonctures Economiques (OFCE)5
Economics Series Working Papers / University of Oxford, Department of Economics4
Working Papers / HAL4
Sciences Po publications / Sciences Po3
Post-Print / HAL2

Recent works citing Guillaume Chevillon (2018 and 2017)


YearTitle of citing document
2018A Data-Driven Approach for Modeling Stochasticity in Oil Market. (2018). Aghaei, Sina. In: Papers. RePEc:arx:papers:1805.12110.

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2019Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991.

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2018Measuring financial cycle time. (2018). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: BIS Working Papers. RePEc:bis:biswps:755.

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2017The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0657.

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2017The Transmission of Monetary Policy Shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1711.

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2017Forecasting economic activity in data-rich environment. (2017). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime . In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-05.

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2017Forecasting economic activity in data-rich environment. (2017). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-5.

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2018Fracking, Wars and Stock Market Crashes: The Price of Oil During the Great Recession. (2018). Garzon, Antonio J ; Hierro, Luis A. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-3.

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2019An approximation of the distribution of learning estimates in macroeconomic models. (2019). Galimberti, Jaqueson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:102:y:2019:i:c:p:29-43.

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2017On the initialization of adaptive learning in macroeconomic models. (2017). Galimberti, Jaqueson ; Berardi, Michele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:26-53.

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2019Testing for randomness in a random coefficient autoregression model. (2019). Horvath, Lajos ; Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:338-352.

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2018Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2017A comparative assessment of alternative ex ante measures of inflation uncertainty. (2017). Ulm, Maren ; Hartmann, Matthias ; Herwartz, Helmut. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:76-89.

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2017Economic forecasting in theory and practice: An interview with David F. Hendry. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:523-542.

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2017Empirical calibration of adaptive learning. (2017). Galimberti, Jaqueson ; Berardi, Michele. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:144:y:2017:i:c:p:219-237.

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2019Learning expectations using multi-period forecasts. (2019). Koursaros, Demetris. In: Journal of Economics and Business. RePEc:eee:jebusi:v:102:y:2019:i:c:p:1-25.

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2017Comparative evidence on the value relevance of IFRS-based accounting information in Germany and the UK. (2017). Nwachukwu, Jacinta ; Elshandidy, Tamer ; Abdou, Hussein A ; Elbakry, Ashraf E. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:28:y:2017:i:c:p:10-30.

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2018Equilibrium selection, observability and backward-stable solutions. (2018). Evans, George W ; McGough, Bruce. In: Journal of Monetary Economics. RePEc:eee:moneco:v:98:y:2018:i:c:p:1-10.

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2017The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86163.

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2018Financial Liquidity, Geopolitics, and Oil Prices. (2018). Abdel-Latif, Hany ; El-Gamal, Mahmoud . In: Working Papers. RePEc:erg:wpaper:1255.

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2017The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1715.

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2017An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts. (2017). McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2017-040.

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2019Detecting West Texas Intermediate (WTI) Prices’ Bubble Periods. (2019). Perifanis, Theodosios. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:14:p:2649-:d:247267.

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2017Smoothing-based Initialization for Learning-to-Forecast Algorithms. (2017). Galimberti, Jaqueson ; Berardi, Michele. In: KOF Working papers. RePEc:kof:wpskof:17-425.

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2018Testing for randomness in a random coefficient autoregression model. (). Horvath, Lajos ; Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/03.

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2017Prévision du coefficient de la réserve obligatoire de la Banque centrale du Congo.. (2017). Pinshi, Christian ; Ndombe, Patrick ; Mukendi, Christian . In: MPRA Paper. RePEc:pra:mprapa:79769.

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2018Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector. (2018). Hecq, Alain ; Cubadda, Gianluca ; Riccardo, Antonio. In: CEIS Research Paper. RePEc:rtv:ceisrp:445.

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2018Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku. (2018). Socha, Robert ; Wdowiski, Piotr. In: Gospodarka Narodowa. RePEc:sgh:gosnar:y:2018:i:1:p:103-135.

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2017How do Overnight Stays React to Exchange Rate Changes?. (2017). Stettler, Christian. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:153:y:2017:i:2:d:10.1007_bf03399437.

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2017Use of unit root methods in early warning of financial crises. (2017). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: ESRB Working Paper Series. RePEc:srk:srkwps:201745.

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2017Forecasting Value-at-Risk under Temporal and Portfolio Aggregation. (2017). van Dijk, Dick ; Kole, Erik ; Opschoor, Anne ; Markwat, Thijs . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150140.

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2018Strong consistency of the least squares estimator in regression models with adaptive learning. (2018). Christopeit, Norbert ; Massmann, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180045.

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2017Strong consistency of the least squares estimator in regression models with adaptive learning. (2017). Massmann, Michael ; Christopeit, Norbert. In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:17-07.

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2017The Transmission of Monetary Policy Shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1136.

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Works by Guillaume Chevillon:


YearTitleTypeCited
2018Generating Univariate Fractional Integration within a Large VAR(1) In: AMSE Working Papers.
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paper2
2018Generating univariate fractional integration within a large VAR(1).(2018) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 2
article
2018Generating univariate fractional integration within a large VAR(1).(2018) In: Post-Print.
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This paper has another version. Agregated cites: 2
paper
2018Generating Univariate Fractional Integration within a Large VAR(1).(2018) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2007DIRECT MULTI-STEP ESTIMATION AND FORECASTING In: Journal of Economic Surveys.
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article51
2005Direct multi-step estimation and forecasting.(2005) In: Documents de Travail de l'OFCE.
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This paper has another version. Agregated cites: 51
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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article0
2006Limpact du taux de change sur le tourisme en France In: Revue de l'OFCE.
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article1
2006L’impact du taux de change sur le tourisme en France.(2006) In: Sciences Po publications.
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This paper has another version. Agregated cites: 1
paper
2007Physical Market Determinants of the Price of Crude Oil and the Market Premium In: ESSEC Working Papers.
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paper36
2009Physical market determinants of the price of crude oil and the market premium.(2009) In: Energy Economics.
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This paper has another version. Agregated cites: 36
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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paper9
2013Learning generates Long Memory.(2013) In: Post-Print.
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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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2013Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model In: ESSEC Working Papers.
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paper5
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 another version. Agregated cites: 5
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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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 another version. Agregated cites: 0
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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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2015Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence In: ESSEC Working Papers.
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2015Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence.(2015) In: Working Papers.
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2015Long memory through marginalization of large systems and hidden cross-section dependence.(2015) In: Research Memorandum.
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2016Robust inference in structural VARs with long-run restrictions In: ESSEC Working Papers.
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paper0
2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons In: ESSEC Working Papers.
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paper1
2018Perpetual learning and apparent long memory In: Journal of Economic Dynamics and Control.
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article0
2017Learning can generate long memory In: Journal of Econometrics.
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article3
2005Non-parametric direct multi-step estimation for forecasting economic processes In: International Journal of Forecasting.
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article61
2004Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Papers.
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2004Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Series Working Papers.
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2009Multi-step forecasting in emerging economies: An investigation of the South African GDP In: International Journal of Forecasting.
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2016Multistep forecasting in the presence of location shifts In: International Journal of Forecasting.
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article1
2010Inference in models with adaptive learning In: Journal of Monetary Economics.
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article26
2004Weak trends for inference and forecasting in finite samples In: Documents de Travail de l'OFCE.
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2004`Weak` trends for inference and forecasting in finite samples.(2004) In: Economics Series Working Papers.
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2004A Comparison of Multi-step GDP Forecasts for South Africa In: Documents de Travail de l'OFCE.
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2004A Comparison of Multi-step GDP Forecasts for South Africa.(2004) In: Economics Series Working Papers.
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2005Économétrie de la prévision In: Documents de Travail de l'OFCE.
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2005Impact de l’appréciation de l’euro sur le secteur du tourisme In: Documents de Travail de l'OFCE.
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2005Impact de lappréciation de leuro sur le secteur du tourisme.(2005) In: Sciences Po publications.
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2006Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts In: Economics Series Working Papers.
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paper1
2004Brouillard autour des puits de pétrole In: Sciences Po publications.
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