Laurent Ferrara : Citation Profile

Are you Laurent Ferrara?

Banque de France (90% share)
Université Paris-Nanterre (Paris X) (10% share)

12

H index

18

i10 index

504

Citations

RESEARCH PRODUCTION:

48

Articles

102

Papers

RESEARCH ACTIVITY:

   20 years (1998 - 2018). See details.
   Cites by year: 25
   Journals where Laurent Ferrara has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 53 (9.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe27
   Updated: 2019-02-13    RAS profile: 2018-03-30    
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Relations with other researchers

Works with:

Darné, Olivier (15)

Marsilli, Clément (10)

Chinn, Menzie (9)

Barhoumi, Karim (8)

Mignon, Valérie (6)

Bussiere, Matthieu (5)

Mogliani, Matteo (5)

Marcellino, Massimiliano (4)

Bec, Frédérique (4)

DIEBOLT, Claude (4)

Billio, Monica (3)

Giannone, Domenico (3)

Sestieri, Giulia (3)

Guérin, Pierre (2)

Delle Chiaie, Simona (2)

Istrefi, Klodiana (2)

Pappadà, Francesco (2)

CHARLES, Amelie (2)

Milovich, Juliana (2)

Candelon, Bertrand (2)

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

Is cited by:

Billio, Monica (39)

Ravazzolo, Francesco (26)

Casarin, Roberto (24)

van Dijk, Herman (19)

Gil-Alana, Luis (14)

Darné, Olivier (13)

GUPTA, RANGAN (12)

GUEGAN, Dominique (12)

Balcilar, Mehmet (9)

Aastveit, Knut Are (9)

Bessec, Marie (8)

Cites to:

Reichlin, Lucrezia (51)

Krolzig, Hans-Martin (32)

Hamilton, James (30)

bloom, nicholas (30)

Forni, Mario (29)

Giannone, Domenico (28)

Marcellino, Massimiliano (27)

Lippi, Marco (25)

Clements, Michael (24)

Watson, Mark (24)

Ng, Serena (23)

Main data

Where Laurent Ferrara has published?

Journals with more than one article published# docs
Quarterly selection of articles - Bulletin de la Banque de France7
Bulletin de la Banque de France7
Journal of Forecasting3
Rue de la Banque3
Economic Modelling3
Economie & Prvision2
Applied Economics Letters2
Revue conomique2
Economics Letters2
International Journal of Forecasting2
Oxford Bulletin of Economics and Statistics2
conomie et Prvision2
Journal of Business Cycle Measurement and Analysis2

Working Papers Series with more than one paper published# docs
Post-Print / HAL33
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL12
EconomiX Working Papers / University of Paris Nanterre, EconomiX8
Documents de travail du Centre d'Economie de la Sorbonne / Universit Panthon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne5
MPRA Paper / University Library of Munich, Germany3
Working Papers / Center for Research in Economics and Statistics3
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise2
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2
Working Papers / HAL2

Recent works citing Laurent Ferrara (2018 and 2017)

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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2017Understanding the Time Variation in Exchange Rate Pass-Through to Import Prices. (2017). Friedrich, Christian ; Kim, Min Jae ; Hess, Kristina ; Cunningham, Rose. In: Discussion Papers. RePEc:bca:bocadp:17-12.

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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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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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2018Okun´s law in Colombia: a non-linear cointegration. (2018). Ramos-Veloza, Mario ; Florez, Luz ; Pulido-Mahecha, Karen L. In: Borradores de Economia. RePEc:bdr:borrec:1039.

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2017Should euro area countries cut taxes on labour or capital in order to boost their growth?. (2017). Lemoine, Matthieu ; castelletti, barbara ; Clerc, P ; Castelletti-Font, B. In: Working papers. RePEc:bfr:banfra:634.

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2017Le patrimoine économique national en 2015 : un modeste rebond. (2017). Humbertclaude, S ; Monteil, F. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2016:209:01.

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2017Sondage 2016 sur les Français et l’économie : comportements, préoccupations et attentes. (2017). Rouges, D. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2016:209:02.

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2017Les délais de paiement sont stables en 2015. (2017). Boileau, A. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2016:209:03.

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2017La situation des entreprises en France en 2015. (2017). Bureau, B ; Libert, T ; Burker, M. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2016:209:04.

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2017L’industrie pharmaceutique française dans les chaînes de valeur mondiales. (2017). Cezar, R. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2016:209:05.

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2017Le patrimoine économique national en 2015 : un modeste rebond. (2017). Humbertclaude, S ; Monteil, F. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:209:01.

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2017Sondage 2016 sur les Français et l’économie : comportements, préoccupations et attentes. (2017). Rouges, D. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:209:02.

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2017Les délais de paiement sont stables en 2015. (2017). Boileau, A. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:209:03.

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2017La situation des entreprises en France en 2015. (2017). Bürker, Matthias ; Libert, T ; Burker, M ; Bureau, B. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:209:04.

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2017L’industrie pharmaceutique française dans les chaînes de valeur mondiales. (2017). CEZAR, Rafael. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:209:05.

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2018Uncertainty and macroeconomics: transmission channels and policy implications. (2018). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: Rue de la Banque. RePEc:bfr:rueban:2018:61.

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2017Investmentless Growth: An Empirical Investigation. (2017). PHILIPPON, Thomas ; Gutierrez, German. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-02:p:89-190.

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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Darné, Olivier ; Charles, Amlie ; Ferrara, Laurent ; Darne, Olivier. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760.

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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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2018The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066.

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2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

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2018Nowcasting Japanese GDPs. (2018). Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18.

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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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2017Modeling Fluctuations in the Global Demand for Commodities. (2017). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6749.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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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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2017Firm Investment, Financial Constraints and Monetary Transmission: An Investigation with Czech Firm-Level Data. (2017). Babecká-Kucharčuková, Oxana ; Pasalicova, Renata ; Kucharcukova, Oxana Babecka. In: Working Papers. RePEc:cnb:wpaper:2017/16.

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2017Weakness in Investment Growth: Causes, Implications and Policy Responses. (2017). Ohnsorge, Franziska ; Kose, Ayhan ; Islamaj, Ergys ; Ye, Lei Sandy . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11886.

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2017Dissecting US recoveries. (2017). Perez Quiros, Gabriel ; Gómez-Loscos, Ana ; Gadea, María ; Perez-Quiros, Gabriel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11997.

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2017Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2017). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12339.

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2017The Use of Financial Market Variables in Forecasting. (2017). Gebauer, Stefan. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:115en.

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2018Business investment in EU countries. (2018). Maria, José ; Lozej, Matija ; Júlio, Paulo ; Giordano, Claire ; de Winter, Jasper ; Buss, Ginters ; Banbura, Marta ; Gavura, Miroslav ; Pool, Sebastian ; Papageorgiou, Dimitris ; Bursian, Dirk ; Michail, Nektarios ; Ambrocio, Gene ; Meinen, Philipp ; Albani, Maria ; Carrascal, Carmen Martinez ; Babura, Marta ; Zevi, Giordano ; Malthe-Thagaard, Sune ; Toth, Mate ; le Roux, Julien ; san Juan, Lucio ; Julio, Paulo ; Sanjuan, Lucio ; Ravnik, Rafael. In: Occasional Paper Series. RePEc:ecb:ecbops:2018215.

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The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

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2018A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets. (2018). Gong, Yuting ; Liang, Jufang ; Chen, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:586-598.

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2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

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2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

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2017Dissecting US recoveries. (2017). Perez Quiros, Gabriel ; Gómez-Loscos, Ana ; Gadea, María ; Perez-Quiros, Gabriel ; Gomez-Loscos, Ana. In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:59-63.

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2017The finance–trade nexus revisited: Is the global trade slowdown also a financial story?. (2017). Gächter, Martin ; Gkrintzalis, Ioannis ; Gachter, Martin. In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:21-25.

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2019Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

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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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2017Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.

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2018Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies. (2018). Rodriguez, Diego ; Gonzalez, Andres ; Fernandez, Andres. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:99-121.

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2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

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2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

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2017Forecasting inflation in emerging markets: An evaluation of alternative models. (2017). Mandalinci, Zeyyad. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1082-1104.

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2017Predicting recessions with boosted regression trees. (2017). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:745-759.

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2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

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2017Nowcasting BRIC+M in real time. (2017). Dahlhaus, Tatjana ; Guenette, Justin-Damien ; Vasishtha, Garima . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:915-935.

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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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2018Modeling fluctuations in the global demand for commodities. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:54-78.

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2018Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan. (2018). Tarassow, Artur ; Proao, Christian R. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:50:y:2018:i:c:p:60-71.

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2017Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH. (2017). Vortelinos, Dimitrios I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:824-839.

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2018Cointegrated Dynamics for A Generalized Long Memory Process. (2018). McAleer, Michael ; Asai, Manabu ; Allen, David ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:110018.

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2018Forecasting economic activity in sectors of the Cypriot economy. (2018). Pashourtidou, Nicoletta ; Karagiannakis, Charalampos ; Papamichael, Christos . In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:12:y:2018:i:2:p:24-66.

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2018Estimating an SME investment gap and the contribution of financing frictions. (2018). Slaymaker, Rachel ; O'Toole, Conor ; Lawless, Martina ; Otoole, Conor. In: Papers. RePEc:esr:wpaper:wp589.

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2018.

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2018A ‘New Modesty’? Level Shifts in Survey Data and the Decreasing Trend of ‘Normal’ Growth. (2018). Marc, Bertrand ; Gayer, Christian . In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:083.

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2017Inferring the Shadow Rate from Real Activity. (2017). Skaperdas, Arsenios ; Garcia, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-106.

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2017Macroeconomic Forecasting in Times of Crises. (2017). Guerron, Pablo ; Zhong, Molin ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-18.

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2018Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Darné, Olivier ; Ferrara, Laurent ; Darne, Olivier ; Charles, Amelie. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01757081.

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2017Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator *. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01549625.

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2018Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator. (2018). Tripier, Fabien ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01757042.

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2017Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan. (2017). Tarassow, Artur ; Proaño, Christian ; Proao, Christian R. In: IMK Working Paper. RePEc:imk:wpaper:188-2017.

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2018Jobless Recovery: A Time Series Look at the United States. (2018). DeNicco, James ; Laincz, Christopher A. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:46:y:2018:i:1:d:10.1007_s11293-018-9569-7.

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2017Interlinkages Between Household and Corporate Debt in Advanced Economies. (2017). bricongne, jean-charles ; Mordonu, Aurora . In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9464-x.

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2018Nowcasting real GDP growth with business tendency surveys data: A cross country analysis. (2018). Poghosyan, Karen ; Kočenda, Evžen. In: KIER Working Papers. RePEc:kyo:wpaper:1002.

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2018How do Housing Prices and Business Cycles Interact in Spain? An Empirical Analysis/¿Cómo interactúan los precios de la vivienda y el ciclo económico en España? Un análisis empírico. (2018). Sala-Rios, Merce ; Torres-Sole, Teresa ; Farre-Perdiguer, Mariona. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_3_12.

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2018Forecasting with Many Predictors: How Useful are National and International Confidence Data?. (2018). Rherrad, Imad ; Moran, Kevin ; Nono, Simplice Aime. In: Cahiers de recherche. RePEc:lvl:crrecr:1814.

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2017Declining Competition and Investment in the U.S.. (2017). PHILIPPON, Thomas ; Gutierrez, German. In: NBER Working Papers. RePEc:nbr:nberwo:23583.

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2017The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules. (2017). Liu, Chang ; Engel, Charles ; Yeung, Steve Pak ; Lee, Dohyeon. In: NBER Working Papers. RePEc:nbr:nberwo:24059.

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2018Tendances et cyclicité du prix des matières premières (partie 2) : le super-cycle des matières premières en question. (2018). Jegourel, Yves. In: Policy notes & Policy briefs. RePEc:ocp:ppaper:pb1824.

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2017Did Okun’s law die after the Great Recession?. (2017). Miller, Stephen ; Canarella, Giorgio. In: Business Economics. RePEc:pal:buseco:v:52:y:2017:i:4:d:10.1057_s11369-017-0045-1.

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2017Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade. (2017). Angelopoulos, Jason . In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:1:d:10.1057_s41278-016-0050-8.

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2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0156.

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2017Nowcasting Slovak GDP by a Small Dynamic Factor Model. (2017). Tóth, Peter ; Toth, Peter . In: MPRA Paper. RePEc:pra:mprapa:77245.

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2017Are linear models really unuseful to describe business cycle data?. (2017). Silva Lopes, Artur ; Zsurkis, Gabriel Florin . In: MPRA Paper. RePEc:pra:mprapa:79413.

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2017Forecasting GDP all over the World: Evidence from Comprehensive Survey Data. (2017). Wohlrabe, Klaus ; Garnitz, Johanna ; Lehmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:81772.

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2018The international transmission of US fiscal shocks. (2018). Natoli, Filippo ; Metelli, Luca. In: MPRA Paper. RePEc:pra:mprapa:84207.

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2018Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis A. In: MPRA Paper. RePEc:pra:mprapa:90516.

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2018Forecasting the state of the Finnish business cycle. (2018). Pönkä, Harri ; Stenborg, Markku. In: MPRA Paper. RePEc:pra:mprapa:91226.

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2017Uncertainty and Monetary Policy in Good and Bad Times. (2017). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2017-06.

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2018Is HICP really harmonized? Problems with quality adjustments and new products. (2018). Rybacki, Jakub. In: Collegium of Economic Analysis Annals. RePEc:sgh:annals:i:53:y:2018:p:97-116.

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2018Forecasting the production side of GDP. (2018). Steiner, Elizabeth ; Baeurle, Gregor ; Zullig, Gabriel ; Baurle, Gregor . In: Working Papers. RePEc:snb:snbwpa:2018-16.

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2017A Generalized Dynamic Factor Model for the U.S. Port Sector. (2017). Angelopoulos, Jason ; Chlomoudis, Costas I. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:67:y:2016:i:1:p:22-37.

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2018Temporal clustering of time series via threshold autoregressive models: application to commodity prices. (2018). Aslan, Sipan ; Iyigun, Cem ; Yozgatligil, Ceylan . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2659-0.

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2017The role of indicator selection in nowcasting euro-area GDP in pseudo-real time. (2017). Golinelli, Roberto ; Pappalardo, Carmine ; Girardi, Alessandro. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1151-z.

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2017Determining the number of factors after stationary univariate transformations. (2017). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1158-5.

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2017A dynamic factor model for nowcasting Canadian GDP growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1254-1.

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2017Unemployment hysteresis and structural change in Europe. (2017). Akdoan, Kurma . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1171-8.

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2018Bottom-up or direct? Forecasting German GDP in a data-rich environment. (2018). Scheufele, Rolf ; Heinisch, Katja. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1218-x.

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2018Nowcasting Indonesia. (2018). Ramayandi, Arief ; Veronese, Giovanni ; Pundit, Madhavi ; Luciani, Matteo. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1288-4.

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2017Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices. (2017). Smirnov, Sergey V ; Petronevich, Anna V ; Kondrashov, Nikolay V. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0014-9.

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2018The Effects of Uncertainty Shocks on Daily Prices. (2018). Bonciani, Dario ; Tafuro, Andrea. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-018-0024-2.

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2018Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates. (2018). McAleer, Michael ; Allen, David ; Peiris, Shelton ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1822.

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2017Dynamical Interaction Between Financial and Business Cycles. (2017). Billio, Monica ; Petronevich, Anna. In: Working Papers. RePEc:ven:wpaper:2017:24.

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2017Weakness in investment growth : causes, implications and policy responses. (2017). Ohnsorge, Franziska ; Kose, Ayhan ; Islamaj, Ergys ; Ye, Lei Sandy . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7990.

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2018For how long do IMF forecasts of world economic growth stay up-to-date?. (2018). Heinisch, Katja ; Lindner, Axel. In: EconStor Open Access Articles. RePEc:zbw:espost:180842.

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

Works by Laurent Ferrara:

YearTitleTypeCited
2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
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2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 3		paper
2012A new monthly chronology of the US industrial cycles in the prewar economy.(2012) In: Working Papers.
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2016What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks In: Staff Working Papers.
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2015What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: EconomiX Working Papers.
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2010Housing Cycles In The Major Euro Area Countries In: Occasional Papers.
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2009Housing cycles in the major euro area countries..(2009) In: Working papers.
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2007Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers.
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2008Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers.
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2008Business surveys modelling with Seasonal-Cyclical Long Memory models. In: Working papers.
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2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Economics Bulletin.
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2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2008Business surveys modelling with seasonal-cyclical long memory models.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
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2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
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2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
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2011Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics.
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2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
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2009Forecasting Euro-area recessions using time-varying binary response models for financial. In: Working papers.
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2009Cyclical relationships between GDP and housing market in France: Facts and factors at play. In: Working papers.
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2010Common business and housing market cycles in the Euro area from a multivariate decomposition. In: Working papers.
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2011The possible shapes of recoveries in Markov-switching models In: Working papers.
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2011The Possible Shapes of Recoveries in Markov-Switching Models.(2011) In: Working Papers.
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2011The possible shapes of recoveries in Markov-Switching models.(2011) In: THEMA Working Papers.
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2012The European way out of recession In: Working papers.
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2011The European Way Out of Recessions.(2011) In: THEMA Working Papers.
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2012Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers.
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2013Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2013) In: CEPR Discussion Papers.
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2015Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2015) In: International Journal of Forecasting.
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2015Macroeconomic forecasting during the Great Recession: the return of non-linearity?.(2015) In: Post-Print.
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2015Macroeconomic forecasting during the Great Recession: the return of non-linearity?.(2015) In: Post-Print.
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2013Dynamic Factor Models: A review of the Literature . In: Working papers.
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2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
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2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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2013Forecasting growth during the Great Recession: is financial volatility the missing ingredient? In: Working papers.
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2013Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?.(2013) In: EconomiX Working Papers.
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2014Forecasting growth during the Great Recession: is financial volatility the missing ingredient?.(2014) In: Economic Modelling.
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2014Forecasting growth during the Great Recession: is financial volatility the missing ingredient?,.(2014) In: Post-Print.
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2014Nowcasting global economic growth: A factor-augmented mixed-frequency approach. In: Working papers.
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2017Nowcasting global economic growth: A factor-augmented mixed-frequency approach.(2017) In: Post-Print.
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2015Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty In: Working papers.
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2017Explaining the recent slump in investment: the role of expected demand and uncertainty.(2017) In: Rue de la Banque.
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2017Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results In: Working papers.
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2017Common Factors of Commodity Prices In: Working papers.
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2018Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers.
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2017Common factors of commodity prices.(2017) In: Working Paper Series.
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2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel In: Working papers.
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2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: EconomiX Working Papers.
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2008OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France.
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2008L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article1
2010Les marchés immobiliers après la crise : quelles leçons pour la macroéconomie ? In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article1
2012Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris. In: Bulletin de la Banque de France.
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2014Marché du travail et politique monétaire aux États-Unis : débats actuels et enjeux. In: Bulletin de la Banque de France.
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2014Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux.(2014) In: Post-Print.
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2016Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence. In: Bulletin de la Banque de France.
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2017Épisodes d’assainissement budgétaire dans les pays de l’OCDE : rôle du respect des règles fiscales et des marges budgétaires In: Bulletin de la Banque de France.
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2008OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2008The contribution of cyclical turning point indicators to business cycle analysis. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2010Housing markets after the crisis: lessons for the macroeconomy. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2011Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris In: Quarterly selection of articles - Bulletin de la Banque de France.
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2014US labour market and monetary policy: current debates and challenges In: Quarterly selection of articles - Bulletin de la Banque de France.
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2016Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London In: Quarterly selection of articles - Bulletin de la Banque de France.
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2017Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space In: Quarterly selection of articles - Bulletin de la Banque de France.
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2016Nowcasting global economic growth In: Rue de la Banque.
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2018Does the Phillips curve still exist? In: Rue de la Banque.
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2012MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research.
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2008A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA In: Manchester School.
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2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
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2009Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision.
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2009Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision.
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2012Une revue de la littérature des modèles à facteurs dynamiques In: Economie & Prévision.
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2013Une revue de la littérature des modèles à facteurs dynamiques.(2013) In: Post-Print.
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2012Une revue de la littérature des modèles à facteurs dynamiques.(2012) In: Économie et Prévision.
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2009Caractérisation et datation des cycles économiques en zone euro In: Revue économique.
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2010Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques In: Revue économique.
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2013Post-Recession US Employment through the Lens of a Non-Linear Okuns Law In: Working Papers.
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2013Post-recession US employment through the lens of a non-linear Okun’s law.(2013) In: EconomiX Working Papers.
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2013Post-recession US Employment through the Lens of a Non-linear Okuns law.(2013) In: NBER Working Papers.
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2004La localisation des entreprises industrielles : comment apprecier lattractivite des territoires ? In: Economie Internationale.
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2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges In: CEPII Policy Brief.
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1998Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP In: Working Papers.
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2000Analyse dintervention et prévisions. problématique et application à des données de la RATP.(2000) In: Post-Print.
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1999Estimation and Applications of Gegenbauer Processes In: Working Papers.
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2010A factor-augmented probit model for business cycle analysis In: EconomiX Working Papers.
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2012Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession In: EconomiX Working Papers.
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2013Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession.(2013) In: Post-Print.
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2013Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession.(2013) In: Applied Economics Letters.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence In: EconomiX Working Papers.
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2017Does the Great Recession imply the end of the Great Moderation? International evidence.(2017) In: Post-Print.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
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2016Understanding the weakness in global trade - What is the new normal? In: Occasional Paper Series.
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2012Macro-financial linkages and business cycles: A factor-augmented probit approach In: Economic Modelling.
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2015Comparing the shape of recoveries: France, the UK and the US In: Economic Modelling.
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2015Comparing the shapes of recoveries: France, the UK and the US.(2015) In: Post-Print.
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2016A World Trade Leading Index (WTLI) In: Economics Letters.
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2016A world trade leading index (WLTI).(2016) In: Post-Print.
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2015A World Trade Leading Index (WTLI).(2015) In: IMF Working Papers.
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2003A three-regime real-time indicator for the US economy In: Economics Letters.
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2014The way out of recessions: A forecasting analysis for some Euro area countries In: International Journal of Forecasting.
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2014Explaining US employment growth after the great recession: The role of output–employment non-linearities In: Journal of Macroeconomics.
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2014Explaining US employment growth after the Great Recession: the role of output-employment non-linearities.(2014) In: Post-Print.
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2010Testing Fractional Order of Long Memory Processes: A Monte Carlo Study In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2008Testing fractional order of long memory processes : a Monte Carlo study.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2008Testing fractional order of long memory processes: a Monte Carlo study.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2013Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2013Evaluation of regime switching models for real-time business cycle analysis of the euro area.(2013) In: Post-Print.
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2013Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area.(2013) In: Journal of Forecasting.
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2006Fractional seasonality: Models and Application to Economic Activity in the Euro Area In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2006Real-time detection of the business cycle using SETAR models In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2008A non-parametric method to nowcast the Euro Area IPI In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2008A non-parametric method to nowcast the Euro Area IPI.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2009GDP nowcasting with ragged-edge data : A semi-parametric modelling In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010GDP nowcasting with ragged-edge data: a semi-parametric modeling.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010GDP nowcasting with ragged-edge data: a semi-parametric modeling.(2010) In: Journal of Forecasting.
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2009GDP nowcasting with ragged-edge data: A semi-parametric modelling.(2009) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2009Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2008Fractional and seasonal filtering In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2012Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy In: Post-Print.
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2012Macro-financial linkages and business cycles: A factor-probit approach In: Post-Print.
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2013Comments on: Examining the quality of early GDP component estimates In: Post-Print.
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2014The way out of recessions: Evidence from a bounce-back augmented threshold regression In: Post-Print.
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2013Testing the number of factors: An empirical assessment for forecasting purposes In: Post-Print.
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2014Forecasting business cycles In: Post-Print.
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2014Forecasting business cycles.(2014) In: Post-Print.
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2013Post-recession US employment through the lens of a non-linear Okun In: Post-Print.
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2017Impact of uncertainty shocks on the global economy.(2017) In: Post-Print.
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2001Forecasting with k-factor Gegenbauer Processes: Theory and Applications In: Post-Print.
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2001Forecasting with k-Factor Gegenbauer Processes: Theory and Applications..(2001) In: Journal of Forecasting.
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2001Comparison of parameter estimation methods in cyclical long memory time series In: Post-Print.
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2000Forecasting financial time series with generalized long memory processes In: Post-Print.
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2005Detection of the Industrial Business Cycle using SETAR models In: Post-Print.
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2006Detection of the Industrial Business Cycle using SETAR Models.(2006) In: Journal of Business Cycle Measurement and Analysis.
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2017Forecasting euro area recessions by combining financial information In: International Journal of Computational Economics and Econometrics.
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2009Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro In: Documents de travail du Centre d'Economie de la Sorbonne.
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2018The New Fama Puzzle In: NBER Working Papers.
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2004Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators In: Journal of Business Cycle Measurement and Analysis.
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2006A real-time recession indicator for the Euro area In: MPRA Paper.
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2002Un indicateur dentrée et sortie de récession: application aux Etats-Unis In: MPRA Paper.
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2007Point and interval nowcasts of the Euro area IPI In: Applied Economics Letters.
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2007A turning point chronology for the Euro-zone In: Working Papers.
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