Marcelle Chauvet : Citation Profile


Are you Marcelle Chauvet?

University of California-Riverside

15

H index

20

i10 index

1003

Citations

RESEARCH PRODUCTION:

28

Articles

42

Papers

1

Books

5

Chapters

RESEARCH ACTIVITY:

   21 years (1998 - 2019). See details.
   Cites by year: 47
   Journals where Marcelle Chauvet has often published
   Relations with other researchers
   Recent citing documents: 170.    Total self citations: 42 (4.02 %)

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: 2020-08-01    RAS profile: 2020-05-19    
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Relations with other researchers


Works with:

Barnett, William (7)

Leiva-Leon, Danilo (7)

Senyuz, Zeynep (3)

Kim, Insu (2)

Yoldas, Emre (2)

Jones, Barry (2)

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

Is cited by:

Ferrara, Laurent (40)

Barnett, William (38)

Kholodilin, Konstantin (27)

Piger, Jeremy (27)

Camacho, Maximo (22)

Issler, João (19)

Leiva-Leon, Danilo (19)

Darné, Olivier (19)

Perez Quiros, Gabriel (18)

Ravazzolo, Francesco (18)

Poncela, Pilar (15)

Cites to:

Barnett, William (72)

Diebold, Francis (40)

Potter, Simon (36)

Perez Quiros, Gabriel (29)

Hamilton, James (28)

Kim, Chang-Jin (26)

Belongia, Michael (23)

Croushore, Dean (21)

Reichlin, Lucrezia (21)

Giannone, Domenico (19)

Marcellino, Massimiliano (19)

Main data


Where Marcelle Chauvet has published?


Journals with more than one article published# docs
International Journal of Forecasting3
Macroeconomic Dynamics3
Empirical Economics2
Manchester School2
Brazilian Review of Econometrics2
Economics Letters2
Economic Review2
Journal of Econometrics2

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 / Federal Reserve Bank of St. Louis2
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2

Recent works citing Marcelle Chauvet (2019 and 2018)


YearTitle of citing document
2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13.

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2017The Impact of the Fracking Boom on Arab Oil Producers. (2017). Kilian, Lutz. In: The Energy Journal. RePEc:aen:journl:ej38-6-kilian.

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2019Dynamics of business cycle and long-term economic growth of Pakistan. (2019). Jawed, Syed Monis ; Khan, Usama Ehsan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:173-184.

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2017Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). , Oral ; Arunanondchai, Panit ; Senia, Mark C. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252717.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2019Nowcasting Recessions using the SVM Machine Learning Algorithm. (2019). Qiao, Xiao ; Abu-Mostafa, Yaser S ; James, Alexander. In: Papers. RePEc:arx:papers:1903.03202.

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2018Measures of mortgage default risk and local house price dynamics . (2018). Wang, Xiangdong ; Yan, Cheng ; Damianov, Damian. In: ERES. RePEc:arz:wpaper:eres2018_163.

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2019Systemic Risk in the Chinese Stock Market Under Different Regimes: A Sector-Level Perspective. (2019). Wang, Qiao ; Huang, Qiubin ; Cheng, Xiangjuan ; Yang, Haizhen. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:665-679.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2019Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16.

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2017Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, María ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores ; Bandres, Eduardo. In: Occasional Papers. RePEc:bde:opaper:1702.

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2017Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo. In: Working Papers. RePEc:bde:wpaper:1726.

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2019A new approach to dating the reference cycle. (2019). Gómez-Loscos, Ana ; Gadea, María ; Camacho, Maximo ; Gomezloscos, Ana. In: Working Papers. RePEc:bde:wpaper:1914.

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2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

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2018Nowcasting Mexican GDP using Factor Models and Bridge Equations. (2018). de Jesus, Galvez-Soriano Oscar. In: Working Papers. RePEc:bdm:wpaper:2018-06.

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2018An explanation of negative swap spreads: demand for duration from underfunded pension plans. (2018). Sundaresan, Suresh ; Klingler, Sven. In: BIS Working Papers. RePEc:bis:biswps:705.

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2018The Econometric Analysis of Recurrent Events in Macroeconomics and Finance. (2018). Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:306:p:338-340.

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2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2017Modelling Money Shocks in a Small Open Economy: The Case of Taiwan. (2017). Kelly, Logan ; Binner, Jane M. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i::p:104-120.

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2017Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework. (2017). Leiva-Leon, Danilo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:513-545.

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2017IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris . In: Working Papers. RePEc:bli:wpaper:1703.

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2017Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057.

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2018Determinants of distress in the UK owner-occupier and buy-to-let mortgage markets. (2018). Hinterschweiger, Marc ; Lazarov, Vladimir . In: Bank of England working papers. RePEc:boe:boeewp:0760.

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2019A model free approach to the pricing of downside risk in argentinean stocks. (2019). Dapena, Jose ; Siri, Julian R ; Serur, Juan A. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:703.

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2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6457.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Working Papers. RePEc:cii:cepidt:2017-25.

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2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20.

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2019Consumption, Leisure, and Money. (2019). Serletis, Apostolos ; Xu, Lobo. In: Working Papers. RePEc:clg:wpaper:2019-08.

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2019Interest Rates, Money, and Economic Activity. (2019). Serletis, Apostolos ; Dery, Cosmas. In: Working Papers. RePEc:clg:wpaper:2019-16.

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2019Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle.. (2019). Fernando, ; Moura, Guilherme Valle ; Caldeira, Joo Frois. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00262.

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2020Global Weakness Index – reading the economy’s vital signs during the COVID-19 crisis. (2020). Quiros, Gabriel Perez ; Perezquiros, Gabriel . In: Research Bulletin. RePEc:ecb:ecbrbu:2020:0072:.

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2018Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities. (2001). Timmermann, Allan ; Perez Quiros, Gabriel ; Perez-Quiros, G.. In: Working Paper Series. RePEc:ecb:ecbwps:20010058.

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2017How to predict financial stress? An assessment of Markov switching models. (2017). Klaus, Benjamin ; Duprey, Thibaut. In: Working Paper Series. RePEc:ecb:ecbwps:20172057.

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2017Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric. In: Working Paper Series. RePEc:ecb:ecbwps:20172119.

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2019Detecting turning points in global economic activity. (2019). Seitz, Franz ; Salvador, Ramon Gomez ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192310.

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2019External imbalances and recoveries. (2019). Tamarit, Cecilio ; Gómez-Loscos, Ana ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores ; Camarero, Mariam. In: Working Papers. RePEc:eec:wpaper:1912.

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2017Nonparametric estimation of dynamic discrete choice models for time series data. (2017). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:108:y:2017:i:c:p:97-120.

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2018The case for Divisia monetary statistics: A Bayesian time-varying approach. (2018). Ellington, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:26-41.

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2017A dynamic Nelson-Siegel yield curve model with Markov switching. (2017). Levant, Jared ; Ma, Jun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:73-87.

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2019The evolution of monetary policy effectiveness under macroeconomic instability. (2019). Lopez-Buenache, German. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:221-233.

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2020Time-varying money demand and real balance effects. (2020). Benchimol, Jonathan ; Qureshi, Irfan. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:197-211.

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2019Do stock markets lead or lag macroeconomic variables? Evidence from select European countries. (2019). Camilleri, Silvio ; Bai, YE ; Scicluna, Nicolanne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:170-186.

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2017Estimation of fractionally integrated panels with fixed effects and cross-section dependence. (2017). Velasco, Carlos ; Ergemen, Yunus Emre . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:248-258.

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2018Bayesian nonparametric vector autoregressive models. (2018). Kalli, Maria ; Griffin, Jim E. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:267-282.

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2018Economic policy uncertainty effects for forecasting future real economic activity. (2018). Junttila, Juha ; Vataja, Juuso . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:569-583.

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2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272.

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2018Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network. (2018). Ugolini, Andrea ; Arismendi Zambrano, Juan ; Rivera-Castro, Miguel A. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:164-189.

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2018Market timing over the business cycle. (2018). Sander, Magnus . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:130-145.

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2018Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

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2020The response of CO2 emissions to the business cycle: New evidence for the U.S.. (2020). Klarl, Torben. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930355x.

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2017Pro-cyclical petroleum investments and cost overruns in Norway. (2017). Osmundsen, Petter ; Dahl, Roy ; Lorentzen, Sindre ; Oglend, Atle. In: Energy Policy. RePEc:eee:enepol:v:100:y:2017:i:c:p:68-78.

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2018A review of EROEI-dynamics energy-transition models. (2018). Rye, Craig D ; Jackson, Tim. In: Energy Policy. RePEc:eee:enepol:v:122:y:2018:i:c:p:260-272.

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2019The effects of petroleum product price regulation on macroeconomic stability in China. (2019). Luo, Junwen ; Wei, Wei ; Wang, Zanxin ; Calderon, Margaret. In: Energy Policy. RePEc:eee:enepol:v:132:y:2019:i:c:p:96-105.

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2017U.S. shale oil production and WTI prices behaviour. (2017). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:141:y:2017:i:c:p:12-19.

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2020An investigation of long range reliance on shale oil and shale gas production in the U.S. market. (2020). solarin, sakiru ; Gil-Alana, Luis ; Lafuente, Carmen. In: Energy. RePEc:eee:energy:v:195:y:2020:i:c:s0360544220300402.

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2018A top-down approach to identifying bull and bear market states. (2018). Hanna, Alan J. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:93-110.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Dating systemic financial stress episodes in the EU countries. (2017). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:30-56.

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2019New monetary services (Divisia) indexes for the post-war U.S. (2019). Jones, Barry ; Duca, John ; Anderson, Richard G ; Fleissig, Adrian R. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:3-17.

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2019Global liquidity, money growth and UK inflation. (2019). Milas, Costas ; Ellington, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:67-74.

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2019What can we learn from country-level liquidity in the EMU?. (2019). El-Shagi, Makram ; Kelly, Logan. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:75-83.

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2017Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173.

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2017Identifying business cycle turning points in real time with vector quantization. (2017). Piger, Jeremy ; Giusto, Andrea. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:174-184.

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2017Comment on “How Biased are US Government Forecasts of the Federal Debt?”. (2017). Gamber, Edward N ; Liebner, Jeffrey P. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:560-562.

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2018Forecasting banking crises with dynamic panel probit models. (2018). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Monteiro, Nuno . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:249-275.

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2018Markov-switching dynamic factor models in real time. (2018). Camacho, Maximo ; Poncela, Pilar ; Perez-Quiros, Gabriel. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:598-611.

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2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:711-732.

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2019Online big data-driven oil consumption forecasting with Google trends. (2019). Yu, Lean ; Yang, Zebin ; Tang, Ling ; Zhao, Yaqing. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:213-223.

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2019Recession forecasting using Bayesian classification. (2019). Hall, Aaron Smalter ; Davig, Troy. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:848-867.

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2019A comprehensive evaluation of macroeconomic forecasting methods. (2019). Kapetanios, George ; Galvo, Ana Beatriz ; Carriero, Andrea. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1226-1239.

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2019Predicting relative forecasting performance: An empirical investigation. (2019). Sekhposyan, Tatevik ; Granziera, Eleonora. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1636-1657.

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2019Residential investment and recession predictability. (2019). Herstad, Eyo I ; Anundsen, Andre K ; Aastveit, Knut Are. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1790-1799.

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2019Forecasting GDP growth with NIPA aggregates: In search of core GDP. (2019). Knotek, Edward S ; Garciga, Christian . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1814-1828.

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2020Improved recession dating using stock market volatility. (2020). Startz, Richard ; Huang, Yu-Fan. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:507-514.

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2019Why has the size effect disappeared?. (2019). Yoon, Bohyun ; Min, Byoung-Kyu ; Ahn, Dong-Hyun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:256-276.

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2020The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies?. (2020). Papadamou, Stephanos ; Siriopoulos, Costas ; Evgenidis, Anastasios. In: Journal of Business Research. RePEc:eee:jbrese:v:106:y:2020:i:c:p:221-232.

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2017Comparing Federal Reserve, Blue Chip, and time series forecasts of US output growth. (2017). Abu Al-Foul, Bassam ; Baghestani, Hamid ; Abual-Foul, Bassam M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:89:y:2017:i:c:p:47-56.

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2017International house price cycles, monetary policy and credit. (2017). Bauer, Gregory. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:88-114.

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2019The world predictive power of U.S. equity market skewness risk. (2019). Jiang, Fuwei ; Chen, Jian ; Yao, Jiaquan ; Xue, Shuyu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:210-227.

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2018Overoptimism and house price bubbles. (2018). Abildgren, Kim ; Kuchler, Andreas ; Hansen, Niels Lynggrd. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:1-14.

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2019Optimism, pessimism, and short-term fluctuations. (2019). Grigoli, Francesco ; di Bella, Gabriel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:79-96.

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2019Forecasting recessions with time-varying models. (2019). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070419300758.

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2019Transmission mechanisms of financial stress into economic activity in Turkey. (2019). Polat, Onur ; Ozkan, Ibrahim . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:2:p:395-415.

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2017Rockets: The housing market effects of a credible terrorist threat. (2017). Zussman, Asaf ; Elster, Yael . In: Journal of Urban Economics. RePEc:eee:juecon:v:99:y:2017:i:c:p:136-147.

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2019The power of sunspots: An experimental analysis. (2019). Llorente-Saguer, Aniol ; Heinemann, Frank ; Fehr, Dietmar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:123-136.

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2018Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China. (2018). Borjigin, Sumuya ; Sun, Leilei ; Yang, Xiaoguang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:493:y:2018:i:c:p:107-115.

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2018Structural changes and out-of-sample prediction of realized range-based variance in the stock market. (2018). Lin, Boqiang ; Gong, XU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:27-39.

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2019Negative house price co-movements and US recessions. (2019). Eriksen, Jonas ; Christiansen, Charlotte ; Moller, Stig V. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:77:y:2019:i:c:p:382-394.

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2019Its not that important: The negligible effect of oil market uncertainty. (2019). Wang, Yudong ; Liu, LI ; Feng, Jiabao ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:62-84.

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2017Data sources for the credit-card augmented Divisia monetary aggregates. (2017). Barnett, William ; Su, Liting . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:899-910.

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2019The role of oil prices on the Russian business cycle. (2019). Pönkä, Harri ; Zheng, YI ; Ponka, Harri. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:70-78.

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2019Financial attention and the demand for information. (2019). Zouabi, Maher ; Qadan, Mahmoud. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:82:y:2019:i:c:s2214804319300874.

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2018.

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2019Time-Varying Money Demand and Real Balance Effects. (2019). Qureshi, Irfan ; Benchimol, Jonathan. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201907.

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2020Forecasting the state of the Finnish business cycle*. (2020). Pönkä, Harri ; Stenborg, Markku. In: Finnish Economic Papers. RePEc:fep:journl:v:29:y:2020:i:1:p:81-99.

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2017Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-63.

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2020A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession. (2020). Iacoviello, Matteo ; Gabriel, Stuart ; Lutz, Chandler. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-53.

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2019Binary Conditional Forecasts. (2019). Owyang, Michael ; McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2019-029.

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2019Dynamic specification tests for dynamic factor models. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_07.

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More than 100 citations found, this list is not complete...

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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paper0
2014Real-Time Nowcasting of Nominal GDP Under Structural Breaks In: Staff Working Papers.
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paper5
2000Leading Indicators of Inflation for Brazil In: Working Papers Series.
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paper41
2008A Comparison of the Real-Time Performance of Business Cycle Dating Methods In: Journal of Business & Economic Statistics.
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article137
2005A comparison of the real-time performance of business cycle dating methods.(2005) In: Working Papers.
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paper
2001Recent Changes in the US Business Cycle. In: Manchester School.
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article46
2001Recent changes in the U.S. business cycle.(2001) In: Staff Reports.
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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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paper
2010Employment and the business cycle.(2010) In: MPRA Paper.
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paper
2009MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH In: Macroeconomic Dynamics.
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article9
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 another version. Agregated cites: 9
paper
2008Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2008Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2008) In: MPRA Paper.
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paper
2007Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2011Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2011) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 9
chapter
2001NONLINEAR RISK In: Macroeconomic Dynamics.
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article16
1999Nonlinear risk.(1999) In: Staff Reports.
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This paper has another version. Agregated cites: 16
paper
2003SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS In: Macroeconomic Dynamics.
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article19
2015What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control.
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article25
2012What does financial volatility tell us about macroeconomic fluctuations?.(2012) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 25
paper
2013What does financial volatility tell us about macroeconomic fluctuations?.(2013) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 25
paper
2011What does financial volatility tell us about macroeconomic fluctuations?.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 25
paper
2013Forecasting Output In: Handbook of Economic Forecasting.
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chapter18
2017Assessment of hybrid Phillips Curve specifications In: Economics Letters.
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article0
2002Predicting a recession: evidence from the yield curve in the presence of structural breaks In: Economics Letters.
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article11
2011How better monetary statistics could have signaled the financial crisis In: Journal of Econometrics.
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article49
2010How Better Monetary Statistics Could Have Signaled the Financial Crisis.(2010) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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This paper has another version. Agregated cites: 49
paper
2010How better monetary statistics could have signaled the financial crisis.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 49
paper
2016Real-time nowcasting of nominal GDP with structural breaks In: Journal of Econometrics.
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article7
2000Coincident and leading indicators of the stock market In: Journal of Empirical Finance.
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article61
2010Business cycle monitoring with structural changes In: International Journal of Forecasting.
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article4
2015The future of oil: Geology versus technology In: International Journal of Forecasting.
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article24
2012The Future of Oil; Geology Versus Technology.(2012) In: IMF Working Papers.
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paper
2016A dynamic factor model of the yield curve components as a predictor of the economy In: International Journal of Forecasting.
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article7
2016Mortgage default risk: New evidence from internet search queries In: Journal of Urban Economics.
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article11
2002The Brazilian Business and Growth Cycles In: Revista Brasileira de Economia - RBE.
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article17
2010Microfoundations of inflation persistence in the New Keynesian Phillips curve In: FRB Atlanta CQER Working Paper.
[Full Text][Citation analysis]
paper3
2010Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2004Leading indicators of country risk and currency crises: the Asian experience In: Economic Review.
[Full Text][Citation analysis]
article11
2006International business cycles: G7 and OECD countries In: Economic Review.
[Full Text][Citation analysis]
article8
2002Identifying business cycle turning points in real time In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper49
2003Identifying business cycle turning points in real time.(2003) In: Review.
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This paper has another version. Agregated cites: 49
article
2002Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models In: FRB Atlanta Working Paper.
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paper6
2012A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper5
2013Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy In: Working Papers.
[Full Text][Citation analysis]
paper6
2015Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy.(2015) In: Econometric Reviews.
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This paper has another version. Agregated cites: 6
article
2001Markov switching in disaggregate unemployment rates In: Staff Reports.
[Full Text][Citation analysis]
paper8
2002Markov switching in disaggregate unemployment rates.(2002) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2001Forecasting recessions using the yield curve In: Staff Reports.
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paper85
2005Forecasting recessions using the yield curve.(2005) In: Journal of Forecasting.
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article
1998An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching. In: International Economic Review.
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article198
2015Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models In: Discussion Papers.
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paper0
2008International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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paper9
2009International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview.(2009) In: Open Economies Review.
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This paper has another version. Agregated cites: 9
article
2008International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2011International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview.(2011) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
chapter
2008The End of the Great Moderation? In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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paper3
2016The Credit-Card-Services Augmented Divisia Monetary Aggregates In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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paper4
2016The credit-card-services augmented Divisia monetary aggregates.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 4
paper
2016Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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paper9
2016Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2005Dating Business Cycle Turning Points In: NBER Working Papers.
[Full Text][Citation analysis]
paper56
2008The End of the Great Moderation: “We told you so.” In: MPRA Paper.
[Full Text][Citation analysis]
paper0
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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paper9
2009Monitoring Business Cycles with Structural Breaks In: MPRA Paper.
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paper0
2009Real Time Changes in Monetary Policy In: MPRA Paper.
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paper10
2014Real-Time Nowcasting Nominal GDP Under Structural Break In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2019Incomplete Price Adjustment and Inflation Persistence In: MPRA Paper.
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paper0
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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chapter0
2001A Monthly Indicator of Brazilian GDP In: Brazilian Review of Econometrics.
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article12
2011Leading Indicators for the Capital Goods Industry In: Brazilian Review of Econometrics.
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article0
1999Consumers Sunspots, Animal Spirits, and Economic Fluctuations In: Computing in Economics and Finance 1999.
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paper0
2018The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model In: Empirical Economics.
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article0
2011FINANCIAL AGGREGATION AND INDEX NUMBER THEORY In: World Scientific Books.
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book2
2019International Stock Markets Linkages: A Dynamic Factor Model Approach In: World Scientific Book Chapters.
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