Marcelle Chauvet : Citation Profile

University of California-Riverside

18

H index

31

i10 index

1515

Citations

RESEARCH PRODUCTION:

31

Articles

44

Papers

1

Books

6

Chapters

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 60
   Journals where Marcelle Chauvet has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 46 (2.95 %)

EXPERT IN:

   Econometric and Statistical Methods and Methodology: General
   Single Equation Models; Single Variables
   Multiple or Simultaneous Equation Models; Multiple Variables
   Econometric and Statistical Methods: Special Topics
   Econometric Modeling

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch41
   Updated: 2025-12-13    RAS profile: 2024-07-04    
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Relations with other researchers

Works with:

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

Is cited by:

Barnett, William (94)

Ferrara, Laurent (60)

Piger, Jeremy (31)

Kholodilin, Konstantin (28)

Camacho, Maximo (26)

Owyang, Michael (25)

Perez Quiros, Gabriel (23)

Issler, João (23)

Leiva-Leon, Danilo (22)

Darné, Olivier (22)

DIEBOLT, Claude (20)

Cites to:

Barnett, William (93)

Diebold, Francis (48)

Hamilton, James (35)

Potter, Simon (35)

Perez Quiros, Gabriel (35)

Reichlin, Lucrezia (29)

Kim, Chang-Jin (28)

Giannone, Domenico (27)

Belongia, Michael (26)

Watson, Mark (25)

Bernanke, Ben (23)

Main data

Where Marcelle Chauvet has published?

Journals with more than one article published# docs
International Journal of Forecasting3
Manchester School3
Macroeconomic Dynamics3
Brazilian Review of Econometrics2
Journal of Econometrics2
Economics Letters2
Economic Review2
Empirical Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany17
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics6
Staff Reports / Federal Reserve Bank of New York4
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Working Papers Series / Central Bank of Brazil, Research Department2
Working Papers / Federal Reserve Bank of St. Louis2
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2

Recent works citing Marcelle Chauvet (2025 and 2024)

YearTitle of citing document
2024Setting up a Sovereign Wealth Fund to Reduce Currency Crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2417.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Real-time Prediction of the Great Recession and the Covid-19 Recession. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536.

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2024Inside the black box: Neural network-based real-time prediction of US recessions. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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2024MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188.

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2025Economic and Policy Uncertainties and Firm Value: The Case of Consumer Durable Goods. (2025). Raffiee, Kambiz ; Kolay, Madhuparna ; Hatamerad, Saman ; Adrangi, Bahram. In: Papers. RePEc:arx:papers:2506.07476.

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2025Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier. (2025). Michaillat, Pascal. In: Papers. RePEc:arx:papers:2506.09664.

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2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

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2025A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors. (2025). Clark, Todd ; Koop, Gary ; Huber, Florian. In: Papers. RePEc:arx:papers:2508.13972.

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2025A Bayesian Gaussian Process Dynamic Factor Model. (2025). Pfarrhofer, Michael ; Chernis, Tony ; Hauzenberger, Niko ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2509.04928.

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2024Inflation, Attention and Expectations. (2024). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: Working Papers. RePEc:bbh:wpaper:24-05.

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2024The Transmission of Supply Shocks in Different Inflation Regimes. (2024). Enders, Zeno ; Arndt, Sarah. In: Working papers. RePEc:bfr:banfra:938.

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2024A New Approach to Forecasting the Probability of Recessions after the COVID‐19 Pandemic. (2024). Camacho, Maximo ; Ruiz, Manuel ; Ramallo, Salvador. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:833-855.

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2025Inflation, Attention and Expectations. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-01.

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2024Impacto de la sincronización sub-nacional sobre el comportamiento de los ciclos nacionales en economías emergentes con inflación objetivo. (2024). Quintero, Jorge David ; de Jesus, Alcides. In: Documentos Departamento de Economía. RePEc:col:000383:000054.

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2024Improving the robustness of Markov-switching dynamic factor models with time-varying volatility. (2024). Aumond, Romain ; Royer, Julien. In: Working Papers. RePEc:crs:wpaper:2024-04.

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2025What can newspaper articles reveal about the euro area economy?. (2025). Saiz, Lorena ; Magro, Manuel Medina. In: Working Paper Series. RePEc:ecb:ecbwps:20253122.

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2024Applying the root cause analysis methodology to study the lack of market success of micro gas turbine systems. (2024). Torres-Garcia, Miguel ; Tilocca, Giuseppe ; Sanchez, David. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001004.

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2024A novel domain adaptation method with physical constraints for shale gas production forecasting. (2024). Yang, Zhaozhong ; Li, Xiaogang ; Gou, Liangjie ; Yi, Duo ; Min, Chao ; Kong, Bing. In: Applied Energy. RePEc:eee:appene:v:371:y:2024:i:c:s0306261924010560.

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2024Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

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2024Reassessing the inversion of the Treasury yield curve as a sign of U.S. recessions: Insights from the housing and credit markets. (2024). French, Joseph ; Chatterjee, Ujjal K ; Huttinger, Maik ; Zirgulis, Aras. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000986.

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2024Information content of option prices: Comparing analyst forecasts to option-based forecasts. (2024). Sanford, Anthony. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001220.

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2024Estimation and inference for high dimensional factor model with regime switching. (2024). Urga, Giovanni ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000988.

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2025Bootstrapping out-of-sample predictability tests with real-time data. (2025). Yao, Yongxu ; McCracken, Michael W ; Gonalves, Slvia. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002677.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2024Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149.

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2024Setting up a sovereign wealth fund to reduce currency crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000864.

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2025Examining the impact of structural reforms on energy poverty: A threshold effect of energy affordability. (2025). Khalid, Samia ; Mahmood, Hamid ; Tang, Longhai. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225007431.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934.

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2024Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic. (2024). Zhang, Lili ; Zhong, Juandan. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301334x.

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2024On sectoral market efficiency. (2024). Villena, Marcelo J ; Araneda, Axel A. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013211.

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2024Fixed vs. adjustable-rate mortgages and attention. (2024). Gonzalez-Fernandez, Marcos ; Saez, Francisco Jose ; Gonzalez-Velasco, Carmen. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001806.

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2024Video apps user engagement and stock market volatility: Evidence from China. (2024). Jixiang, Zhang ; Feng, MA. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005348.

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2024Who is able or unable to return to school? Exploring the short-term impact of the COVID-19 school closures on students returning to school in Nigeria. (2024). Kim, Seil ; Ogawa, Keiichi. In: International Journal of Educational Development. RePEc:eee:injoed:v:108:y:2024:i:c:s0738059324000828.

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2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

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2024Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fan, Xinyue ; Jin, Wei ; Zheng, Tingguo ; Fang, Kuangnan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761.

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2024Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237.

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2024An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409.

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2025Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762.

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2025Fear propagation and return dynamics. (2025). Wang, Kai ; Sun, Yulong ; Zhou, Zhiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000305.

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2024How does the economic structure break change the forecast effect of money and credit on output? Evidence based on machine learning algorithms. (2024). Zhao, Zhihui ; Tian, Yuan ; Lu, Yao ; Zhan, Minghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000763.

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2024Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

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2025From digital search to deed: Forecasting UK housing purchases in Spain using Google Trends across the Brexit disruption. (2025). Onrubia, Jorge ; Pinto, Fernando ; del Carmen, Mara. In: Working Papers. RePEc:fda:fdaddt:2025-08.

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2025Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2025). Wei, Min ; Minoiu, Camelia ; Schneider, Andrs. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:101197.

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2025Government Announcements Through Harvest Reports, Extreme Market Conditions, and Commodity Price Volatility. (2025). Sobrinho, Erica Juvercina ; Malaquias, Rodrigo Fernandes. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:4:p:21-:d:1756850.

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2024Addressing Concerns about Single Path Analysis in Business Cycle Turning Points: The Case of Learning Vector Quantization. (2024). Tercero-Gomez, Victor G ; Beruvides, Mario ; Enck, David ; Cordero-Franco, Alvaro E. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:5:p:678-:d:1345959.

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2025Out-of-Sample Predictability of the Equity Risk Premium. (2025). Hotta, Luiz ; Fuertes, Ana-Maria ; de Almeida, Daniel. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:2:p:257-:d:1566698.

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2025Time Series Analysis of the Dynamics of Merger and Acquisition Cycles in the Global Water Sector. (2025). Infante, Juan ; Monge, Manuel ; Hurtado, Rafael. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1146-:d:1624673.

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2024Setting up a sovereign wealth fund to reduce currency crises. (2024). Hasse, Jean-Baptiste ; Lecourt, Christelle ; Siagh, Souhila. In: Post-Print. RePEc:hal:journl:hal-04742966.

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2024How Does a Firm Adapt in a Changing World? The Case of Prosper Marketplace. (2024). Ching, Andrew ; Li, Xinlong. In: Marketing Science. RePEc:inm:ormksc:v:43:y:2024:i:3:p:673-693.

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2024Chinas business cycle forecasting: a machine learning approach. (2024). Tang, Pan ; Zhang, Yuwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10549-w.

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2024To Dip or Not to Dip? A Comment on Kyer and Maggs (2019). (2024). Findlay, David W. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:1:d:10.1007_s11294-024-09889-y.

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2024Local Housing Market Sentiments and Returns: Evidence from China. (2024). Pang, Jindong ; Zhao, Yiyi ; Shen, Shulin. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:3:d:10.1007_s11146-022-09933-w.

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2024Volatility in U.S. Housing Sector and the REIT Equity Return. (2024). Alam, Masud. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09897-x.

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2025House Hunting High and Low: Constructing a Housing Search Index for Portugal. (2025). Neugebauer, Katja ; Godinho, Frederico. In: Working Papers. RePEc:ptu:wpaper:w202507.

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2024Filtering economic time series: On the cyclical properties of Hamilton€™s regression filter and the Hodrick-Prescott filter. (2024). Schüler, Yves. In: Review of Economic Dynamics. RePEc:red:issued:23-94.

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2025Economic and Policy Uncertainties and Firm Value in the U.S. Consumer Nondurable Goods Industry. (2025). Adrangi, Bahram ; Chatrath, Arjun ; Raffiee, Kambiz ; Kolay, Madhuparna. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:111-133.

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2025Uncertainty and Volatility: Sectoral Equity Responses to Economic and Policy Shocks in the U.S.. (2025). Kresta, Ales ; Hatamerad, Saman ; Adrangi, Bahram ; Tichy, Tomas. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:77-110.

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2024On robust estimation of hidden semi-Markov regime-switching models. (2024). Tan, Zhenni ; Wu, Yuehua ; Qin, Shanshan. In: Annals of Operations Research. RePEc:spr:annopr:v:338:y:2024:i:2:d:10.1007_s10479-024-05989-4.

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2025On using fuzzy clustering for detecting the number of states in Markov switching models. (2025). Domianello, Luca Scaffidi ; Otranto, Edoardo. In: Annals of Operations Research. RePEc:spr:annopr:v:349:y:2025:i:3:d:10.1007_s10479-025-06585-w.

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2024Brazilian Business Cycle Analysis in a High-Dimensional and Time-Irregular Span Context. (2024). Maranhao, Andr Nunes. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:1:d:10.1007_s41549-024-00095-7.

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2024Measuring Swiss Employment Growth: A Measurement-Error Approach. (2024). Stucki, Yannic. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-024-00104-9.

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2025Economic downturn and the yield curve: Evidence from Canada and the US. (2025). Xu, Libo. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:2:d:10.1007_s12197-025-09716-y.

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2024Can regional integration promote industrial green transformation? Empirical evidence from Yangtze River Delta Urban Agglomeration. (2024). Li, Sijia ; Wu, Lihua. In: Journal of Environmental Studies and Sciences. RePEc:spr:jenvss:v:14:y:2024:i:1:d:10.1007_s13412-023-00872-3.

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2024Identification and forecasting of bull and bear markets using multivariate returns. (2024). Maheu, John ; Song, Yong ; Liu, Jia. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:723-745.

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2024Real‐time weakness of the global economy. (2024). Rots, Eyno ; Perez Quiros, Gabriel ; Leivaleon, Danilo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:813-832.

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2025Money Matters: Broad Divisia Money and the Recovery of the US Nominal GDP From the COVID‐19 Recession. (2025). Duca, John ; Bordo, Michael D. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:1071-1096.

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2024The Credit‐Card‐Services Augmented Divisia Monetary Aggregates*. (2024). Barnett, William ; Chauvet, Marcelle ; Su, Liting ; Leivaleon, Danilo. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1163-1202.

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Works by Marcelle Chauvet:

YearTitleTypeCited
2001The Brazilian Economic Fluctuations In: Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting].
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2014Real-Time Nowcasting of Nominal GDP Under Structural Breaks In: Staff Working Papers.
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2021Transfer Learning for Business Cycle Identification In: Working Papers Series.
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2000Leading Indicators of Inflation for Brazil In: Working Papers Series.
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2008A Comparison of the Real-Time Performance of Business Cycle Dating Methods In: Journal of Business & Economic Statistics.
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2005A comparison of the real-time performance of business cycle dating methods.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 221		paper
2001Recent Changes in the US Business Cycle In: Manchester School.
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2001Recent changes in the U.S. business cycle.(2001) In: Staff Reports.
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This paper has nother version. Agregated cites: 47		paper
2013EMPLOYMENT AND THE BUSINESS CYCLE In: Manchester School.
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2010Employment and the business cycle.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 5		paper
2010Employment and the business cycle.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 5		paper
2013EMPLOYMENT AND THE BUSINESS CYCLE In: Manchester School.
[Full Text][Citation analysis]		article5
2009MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article11
2008Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2008) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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This paper has nother version. Agregated cites: 11		paper
2008Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2008) In: MPRA Paper.
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2008Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2008) In: MPRA Paper.
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2007Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2007) In: MPRA Paper.
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2011Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2011) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 11		chapter
2001NONLINEAR RISK In: Macroeconomic Dynamics.
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1999Nonlinear risk.(1999) In: Staff Reports.
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This paper has nother version. Agregated cites: 16		paper
2003SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS In: Macroeconomic Dynamics.
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2015What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article41
2012What does financial volatility tell us about macroeconomic fluctuations?.(2012) In: Finance and Economics Discussion Series.
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2013What does financial volatility tell us about macroeconomic fluctuations?.(2013) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 41		paper
2011What does financial volatility tell us about macroeconomic fluctuations?.(2011) In: MPRA Paper.
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2013Forecasting Output In: Handbook of Economic Forecasting.
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2017Assessment of hybrid Phillips Curve specifications In: Economics Letters.
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2002Predicting a recession: evidence from the yield curve in the presence of structural breaks In: Economics Letters.
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2011How better monetary statistics could have signaled the financial crisis In: Journal of Econometrics.
[Full Text][Citation analysis]		article73
2010How Better Monetary Statistics Could Have Signaled the Financial Crisis.(2010) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2010How better monetary statistics could have signaled the financial crisis.(2010) In: MPRA Paper.
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2012The Future of Oil: Geology Versus Technology.(2012) In: IMF Working Papers.
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2005Dating Business Cycle Turning Points.(2005) In: NBER Working Papers.
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2002The Brazilian Business and Growth Cycles In: Revista Brasileira de Economia - RBE.
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2010Microfoundations of inflation persistence in the New Keynesian Phillips curve In: FRB Atlanta CQER Working Paper.
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2002Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models In: FRB Atlanta Working Paper.
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2012A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy In: Finance and Economics Discussion Series.
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2015Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy.(2015) In: Econometric Reviews.
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2001Markov switching in disaggregate unemployment rates In: Staff Reports.
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2001Forecasting recessions using the yield curve In: Staff Reports.
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2009International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview.(2009) In: Open Economies Review.
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2011International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview.(2011) In: World Scientific Book Chapters.
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2016The Credit-Card-Services Augmented Divisia Monetary Aggregates In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2016The credit-card-services augmented Divisia monetary aggregates.(2016) In: MPRA Paper.
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2016Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2016Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates.(2016) In: MPRA Paper.
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2008The End of the Great Moderation: “We told you so.” In: MPRA Paper.
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2009A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles In: MPRA Paper.
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2009Monitoring Business Cycles with Structural Breaks In: MPRA Paper.
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2009Real Time Changes in Monetary Policy In: MPRA Paper.
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2014Real-Time Nowcasting Nominal GDP Under Structural Break In: MPRA Paper.
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2021Incomplete Price Adjustment and Inflation Persistence.(2021) In: Journal of Money, Credit and Banking.
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2018Discussion of A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy In: RBA Annual Conference Volume (Discontinued).
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2016Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary In: Studies in Applied Economics.
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