Marcelle Chauvet : Citation Profile

Are you Marcelle Chauvet?

University of California-Riverside

18

H index

31

i10 index

1412

Citations

RESEARCH PRODUCTION:

30

Articles

44

Papers

1

Books

6

Chapters

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 56
   Journals where Marcelle Chauvet has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 45 (3.09 %)

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: 2024-04-18    RAS profile: 2023-08-24    
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Relations with other researchers

Works with:

Kim, Insu (2)

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 (88)

Ferrara, Laurent (60)

Piger, Jeremy (31)

Kholodilin, Konstantin (28)

Owyang, Michael (26)

Camacho, Maximo (25)

Leiva-Leon, Danilo (22)

Issler, João (22)

Perez Quiros, Gabriel (22)

Darné, Olivier (22)

DIEBOLT, Claude (20)

Cites to:

Barnett, William (93)

Diebold, Francis (48)

Potter, Simon (35)

Perez Quiros, Gabriel (33)

Hamilton, James (33)

Reichlin, Lucrezia (29)

Giannone, Domenico (27)

Kim, Chang-Jin (27)

Belongia, Michael (26)

Bernanke, Ben (23)

Watson, Mark (22)

Main data

Where Marcelle Chauvet has published?

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

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
Working Papers Series / Central Bank of Brazil, Research Department2

Recent works citing Marcelle Chauvet (2024 and 2023)

YearTitle of citing document
2023Extraction of deterministic components for high frequency stochastic process -- an application from CSI 300 index. (2022). Sengupta, Indranil ; Zhou, Yan ; Sun, Baiqing ; Hui, Xianfei. In: Papers. RePEc:arx:papers:2204.02891.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2024Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). 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. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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2023Predicting Recessions in (almost) Real Time in a Big-data Setting. (2023). Gaglianone, Wagner ; Fialho, Artur Brasil ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:587.

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2023The impacts of imports and trade liberalization in Brazil: Insights from an aggregate cost function. (2023). Truett, Dale B. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:2:p:1013-1033.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

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2023Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks. (2023). Chen, Min ; Wang, Chaoqun ; Li, Yijun ; Wu, QI. In: Applied Energy. RePEc:eee:appene:v:331:y:2023:i:c:s0306261922017093.

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2023A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194.

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2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

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2023How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013.

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2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US. (2023). Neuenkirch, Matthias ; Haase, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:587-605.

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2023Are monetary policy shocks causal to bank health? Evidence from the euro area. (2023). Jung, Alexander. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000878.

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2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

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2023Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach. (2023). Cendejas, Jose Luis. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:8-20.

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2023Does expected idiosyncratic skewness of firms profit predict the cross-section of stock returns? Evidence from China. (2023). Liu, Hao ; Zhang, Peihui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002252.

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2023Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks. (2023). Lesame, Keagile ; Gupta, Rangan ; Christou, Christina ; Bouras, Christos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000788.

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2023Money Matters: Broad Divisia Money and the Recovery of Nominal GDP from the COVID-19 Recession. (2023). Duca, John ; Bordo, Michael D. In: Working Papers. RePEc:fip:feddwp:96241.

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2023Recession Signals and Business Cycle Dynamics: Tying the Pieces Together. (2023). Kiley, Michael T. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-08.

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2023Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-27.

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2023.

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2023Have Credit Card Services Become Important to Monetary Aggregation? An Application of Sign Restricted Bayesian VAR. (2023). Park, Hyun ; Barnett, William. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202304.

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2023Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y.

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2023Macroeconomic Fluctuations in the United States: The Role of Monetary and Fiscal Policy Shocks. (2023). Serletis, Apostolos ; Dery, Cosmas. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-023-09712-x.

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2023Dynamic asset allocation strategy: an economic regime approach. (2023). Kwon, Dohyoung ; Kim, Minjeong. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00296-8.

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2023Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5.

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2023Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model. (2023). Zakamulin, Valeriy. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00112-y.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2023). Wang, FA ; Urga, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:117012.

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2023A new look at asymmetric effect of oil price changes on inflation: Evidence from Malaysia. (2023). Sek, Siok Kun. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1524-1547.

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2023Nowcasting Japan’s GDP. (2023). Tachi, Yuta ; Hayashi, Fumio. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02301-w.

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2023Predicting binary outcomes based on the pair-copula construction. (2023). Yang, Liu ; Lahiri, Kajal. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02418-6.

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2023Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts. (2023). Castro, Nicole Renno ; Maranho, Andre Nunes. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02391-0.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Yang, Cheng ; Lahiri, Kajal. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00082-4.

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2023Gender diversity of boards and executives on real earnings management in the bull or bear period: Empirical evidence from China. (2023). Duc, Toan Luu ; Ishaque, Maria ; Ahmed, Rizwan ; Than, Ei Thuzar ; Li, Xiaojiao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2753-2771.

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2023Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219.

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2023Estimation of short?run predictive factor for US growth using state employment data. (2023). Basistha, Arabinda. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:34-50.

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2023An investigation into the probability that this is the last year of the economic expansion. (2023). Li, Yao ; Leamer, Edward ; Keil, Manfred. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:5:p:1228-1244.

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2023Predictive power of the implied volatility term structure in the fixed?income market. (2023). Li, Xiaowei ; Huang, Jeffrey ; Hsieh, Peilin ; Chen, Renraw. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:349-383.

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2023Recessions and recoveries in Central African countries: Lessons from the past. (2023). Djoumessi, Any Flore. In: Journal of International Development. RePEc:wly:jintdv:v:35:y:2023:i:6:p:1121-1142.

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2023Transformation in der Arbeitswelt gestalten: Welchen Beitrag leistet eine akademische Weiterbildung von Betriebs- und Personalräten?. (2023). Klee, Andreas ; Hocke, Simone. In: Working Paper Forschungsförderung. RePEc:zbw:hbsfof:279799.

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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].
[Full Text][Citation analysis]		paper0
2014Real-Time Nowcasting of Nominal GDP Under Structural Breaks In: Staff Working Papers.
[Full Text][Citation analysis]		paper6
2021Transfer Learning for Business Cycle Identification In: Working Papers Series.
[Full Text][Citation analysis]		paper3
2000Leading Indicators of Inflation for Brazil In: Working Papers Series.
[Full Text][Citation analysis]		paper41
2008A Comparison of the Real-Time Performance of Business Cycle Dating Methods In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article202
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: 202		paper
2001Recent Changes in the US Business Cycle In: Manchester School.
[Full Text][Citation analysis]		article46
2001Recent changes in the U.S. business cycle.(2001) In: Staff Reports.
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This paper has nother version. Agregated cites: 46		paper
2013EMPLOYMENT AND THE BUSINESS CYCLE In: Manchester School.
[Full Text][Citation analysis]		article4
2010Employment and the business cycle.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 4		paper
2010Employment and the business cycle.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 4		paper
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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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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This paper has nother version. Agregated cites: 11		paper
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.
[Full Text][Citation analysis]		article16
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.
[Full Text][Citation analysis]		article26
2015What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article37
2012What does financial volatility tell us about macroeconomic fluctuations?.(2012) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 37		paper
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: 37		paper
2011What does financial volatility tell us about macroeconomic fluctuations?.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 37		paper
2013Forecasting Output In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter21
2017Assessment of hybrid Phillips Curve specifications In: Economics Letters.
[Full Text][Citation analysis]		article0
2002Predicting a recession: evidence from the yield curve in the presence of structural breaks In: Economics Letters.
[Full Text][Citation analysis]		article17
2011How better monetary statistics could have signaled the financial crisis In: Journal of Econometrics.
[Full Text][Citation analysis]		article67
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 nother version. Agregated cites: 67		paper
2010How better monetary statistics could have signaled the financial crisis.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 67		paper
2016Real-time nowcasting of nominal GDP with structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2000Coincident and leading indicators of the stock market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article80
2023Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S. In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2010Business cycle monitoring with structural changes In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2015The future of oil: Geology versus technology In: International Journal of Forecasting.
[Full Text][Citation analysis]		article38
2012The Future of Oil: Geology Versus Technology.(2012) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 38		paper
2016A dynamic factor model of the yield curve components as a predictor of the economy In: International Journal of Forecasting.
[Full Text][Citation analysis]		article12
2016Mortgage default risk: New evidence from internet search queries In: Journal of Urban Economics.
[Full Text][Citation analysis]		article25
In: .
[Full Text][Citation analysis]		chapter65
2005Dating Business Cycle Turning Points.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 65		paper
2002The Brazilian Business and Growth Cycles In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]		article18
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.
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This paper has nother 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]		article11
2002Identifying business cycle turning points in real time In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper58
2003Identifying business cycle turning points in real time.(2003) In: Review.
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This paper has nother version. Agregated cites: 58		article
2002Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		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]		paper6
2013Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy In: Working Papers.
[Full Text][Citation analysis]		paper13
2015Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy.(2015) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 13		article
2001Markov switching in disaggregate unemployment rates In: Staff Reports.
[Full Text][Citation analysis]		paper10
2002Markov switching in disaggregate unemployment rates.(2002) In: Empirical Economics.
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This paper has nother version. Agregated cites: 10		article
2001Forecasting recessions using the yield curve In: Staff Reports.
[Full Text][Citation analysis]		paper127
2005Forecasting recessions using the yield curve.(2005) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 127		article
1998An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching. In: International Economic Review.
[Citation analysis]		article271
2015Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2008International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]		paper9
2009International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview.(2009) In: Open Economies Review.
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2008International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview.(2008) In: MPRA Paper.
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This paper has nother version. Agregated cites: 9		paper
2011International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview.(2011) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 9		chapter
2008The End of the Great Moderation? In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]		paper1
2016The Credit-Card-Services Augmented Divisia Monetary Aggregates In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]		paper16
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.
[Full Text][Citation analysis]		paper23
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.
[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.
[Full Text][Citation analysis]		paper10
2009Monitoring Business Cycles with Structural Breaks In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2009Real Time Changes in Monetary Policy In: MPRA Paper.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper0
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).
[Full Text][Citation analysis]		chapter0
2016Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary In: Studies in Applied Economics.
[Full Text][Citation analysis]		paper26
2001A Monthly Indicator of Brazilian GDP In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article17
2011Leading Indicators for the Capital Goods Industry In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article0
1999Consumers Sunspots, Animal Spirits, and Economic Fluctuations In: Computing in Economics and Finance 1999.
[Citation analysis]		paper0
2018The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model In: Empirical Economics.
[Full Text][Citation analysis]		article3
2011Financial Aggregation and Index Number Theory In: World Scientific Books.
[Full Text][Citation analysis]		book24
2019International Stock Markets Linkages: A Dynamic Factor Model Approach In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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