6
H index
4
i10 index
289
Citations
Guillaume Chevillon : Citation Profile
ESSEC Business School (99% share) | RESEARCH PRODUCTION: 16 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2004 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Guillaume Chevillon. | Is cited by:
| Cites to:
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Main data
Where Guillaume Chevillon has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 3 |
| Revue de l'OFCE | 3 |
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / HAL | 4 |
| Documents de Travail de l'OFCE / Observatoire Francais des Conjonctures Economiques (OFCE) | 3 |
| Post-Print / HAL | 2 |
| Economics Series Working Papers / University of Oxford, Department of Economics | 2 |
| Sciences Po publications / Sciences Po | 2 |
Recent works citing Guillaume Chevillon (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper |
| 2021 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper |
| 2021 | Using four different online media sources to forecast the crude oil price. (2021). Battistoni, E ; Colladon, Fronzetti A ; Elshendy, M ; Gloor, P A. In: Papers. RePEc:arx:papers:2105.09154. Full description at Econpapers || Download paper |
| 2022 | Two-step estimation in linear regressions with adaptive learning. (2022). Mayer, Alexander. In: Papers. RePEc:arx:papers:2204.05298. Full description at Econpapers || Download paper |
| 2021 | Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning. (2021). Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202101. Full description at Econpapers || Download paper |
| 2021 | Oil and the U.S. stock market: Implications for low carbon policies. (2021). Panagiotidis, Theodore ; Dergiades, Theologos ; Arampatzidis, Ioannis ; Kaufmann, Robert K. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004564. Full description at Econpapers || Download paper |
| 2021 | Multivariate volatility forecasts for stock market indices. (2021). Croux, Christophe ; Rombouts, Jeroen ; Wilms, Ines. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:484-499. Full description at Econpapers || Download paper |
| 2021 | A Practical Guide to harnessing the HAR volatility model. (2021). Clements, Adam ; Daniel, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002417. Full description at Econpapers || Download paper |
| 2021 | A test for strict stationarity in a random coefficient autoregressive model of order 1. (2021). Trapani, Lorenzo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001267. Full description at Econpapers || Download paper |
| 2021 | Air Pollution Prediction Using an Ensemble of Dynamic Transfer Models for Multivariate Time Series. (2021). Choi, Dongguen ; Kong, Taewoon ; Lee, Kichun. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1367-:d:488684. Full description at Econpapers || Download paper |
| 2021 | Oil and the U.S. Stock Market: Implications for Low Carbon Policies. (2021). Panagiotidis, Theodore ; Kaufmann, Robert ; Dergiades, Theologos ; Arampatzidis, Ioannis. In: Working Paper series. RePEc:rim:rimwps:21-19. Full description at Econpapers || Download paper |
| 2021 | Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525. Full description at Econpapers || Download paper |
| 2021 | Assessing Dynamism of Crude Oil Demand in Middle-Income Countries of South Asia: A Panel Data Investigation. (2021). Kumar, Suresh D ; Kautish, Pradeep ; Sharma, Rajesh. In: Global Business Review. RePEc:sae:globus:v:22:y:2021:i:1:p:169-183. Full description at Econpapers || Download paper |
| 2021 | The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms. (2021). Zhao, Yongchen. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01864-w. Full description at Econpapers || Download paper |
| 2021 | Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711. Full description at Econpapers || Download paper |
| 2021 | Local Projection Inference Is Simpler and More Robust Than You Think. (2021). Plagborgmoller, Mikkel ; Montiel, Jose Luis. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:4:p:1789-1823. Full description at Econpapers || Download paper |
Works by Guillaume Chevillon:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Generating Univariate Fractional Integration within a Large VAR(1) In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Generating univariate fractional integration within a large VAR(1).(2018) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2018 | Generating univariate fractional integration within a large VAR(1).(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2018 | Generating Univariate Fractional Integration within a Large VAR(1).(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2007 | DIRECT MULTI?STEP ESTIMATION AND FORECASTING In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 99 |
| 2005 | Direct multi-step estimation and forecasting.(2005) In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
| 2005 | Savoir, information et anticipations en macroéconomie In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
| 2005 | Analyse économétrique et compréhension des erreurs de prévision In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
| 2006 | Limpact du taux de change sur le tourisme en France In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 2 |
| 2006 | L’impact du taux de change sur le tourisme en France.(2006) In: Sciences Po publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | Stratégies de vote en AG face aux résolutions externes In: Revue française de gestion. [Full Text][Citation analysis] | article | 2 |
| 2020 | ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2007 | Physical Market Determinants of the Price of Crude Oil and the Market Premium In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 42 |
| 2009 | Physical market determinants of the price of crude oil and the market premium.(2009) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
| 2011 | Learning generates Long Memory In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Learning generates Long Memory.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2013 | Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2013 | Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Long memory through marginalization of large systems and hidden cross-section dependence.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Robust inference in structural VARs with long-run restrictions In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Perpetual learning and apparent long memory In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2017 | Learning can generate long memory In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2005 | Non-parametric direct multi-step estimation for forecasting economic processes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 69 |
| 2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
| 2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
| 2009 | Multi-step forecasting in emerging economies: An investigation of the South African GDP In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2016 | Multistep forecasting in the presence of location shifts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2010 | Inference in models with adaptive learning In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 29 |
| 2005 | Économétrie de la prévision In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Impact de l’appréciation de l’euro sur le secteur du tourisme In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Impact de lappréciation de leuro sur le secteur du tourisme.(2005) In: Sciences Po publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Probabilistic forecasting of bubbles and flash crashes In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
| 2006 | Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
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