Laurent Ferrara : Citation Profile


Are you Laurent Ferrara?

SKEMA Business School (80% share)
Université Paris-Nanterre (Paris X) (20% share)

13

H index

18

i10 index

548

Citations

RESEARCH PRODUCTION:

55

Articles

105

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   21 years (1998 - 2019). See details.
   Cites by year: 26
   Journals where Laurent Ferrara has often published
   Relations with other researchers
   Recent citing documents: 106.    Total self citations: 58 (9.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe27
   Updated: 2019-11-10    RAS profile: 2019-11-09    
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Relations with other researchers


Works with:

Darné, Olivier (14)

Marsilli, Clément (8)

Bussiere, Matthieu (7)

Chinn, Menzie (5)

Barhoumi, Karim (5)

Mogliani, Matteo (5)

Giannone, Domenico (4)

Marcellino, Massimiliano (4)

Pappadà, Francesco (4)

Bec, Frédérique (4)

DIEBOLT, Claude (4)

Guérin, Pierre (3)

Sestieri, Giulia (3)

Haincourt, Sophie (2)

Milovich, Juliana (2)

CHARLES, Amelie (2)

Lhuissier, Stéphane (2)

Istrefi, Klodiana (2)

Schmidt, Julia (2)

Delle Chiaie, Simona (2)

Simoni, Anna (2)

Berthou, Antoine (2)

Tripier, Fabien (2)

Candelon, Bertrand (2)

Mignon, Valérie (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 (33)

Ravazzolo, Francesco (26)

Casarin, Roberto (24)

van Dijk, Herman (19)

Gil-Alana, Luis (16)

GUEGAN, Dominique (12)

GUPTA, RANGAN (12)

Darné, Olivier (11)

Aastveit, Knut Are (9)

Wohlrabe, Klaus (9)

Lehmann, Robert (9)

Cites to:

Reichlin, Lucrezia (54)

Giannone, Domenico (32)

Krolzig, Hans-Martin (32)

bloom, nicholas (31)

Marcellino, Massimiliano (29)

Forni, Mario (29)

Hamilton, James (29)

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 France8
Bulletin de la Banque de France8
Rue de la Banque4
Economic Modelling3
Journal of Forecasting3
conomie et Prvision2
Applied Economics Letters2
International Journal of Forecasting2
Oxford Bulletin of Economics and Statistics2
Revue conomique2
Journal of Business Cycle Measurement and Analysis2
Economics Letters2
Economie & Prvision2

Working Papers Series with more than one paper published# docs
Post-Print / HAL34
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL12
EconomiX Working Papers / University of Paris Nanterre, EconomiX7
Documents de travail du Centre d'Economie de la Sorbonne / Universit Panthon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne5
Working Papers / Center for Research in Economics and Statistics4
MPRA Paper / University Library of Munich, Germany3
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 (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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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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2018Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors. (2018). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1167_18.

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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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2019Investment and the WACC: new micro evidence for France. (2019). Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane ; Mazet-Sonilhac, Clement ; Carluccio, Juan. In: Working papers. RePEc:bfr:banfra:710.

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2019Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components. (2019). Ünal, Deniz ; Gaulier, Guillaume ; Unal, Deniz ; Sztulman, Aude. In: Working papers. RePEc:bfr:banfra:715.

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2018Costs and consequences of a trade war: a structural analysis. (2018). Szczerbowicz, Urszula ; Siena, Daniele ; Berthou, Antoine ; Jardet, Caroline. In: Rue de la Banque. RePEc:bfr:rueban:2018:72.

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2019Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data. (2019). Mikosch, Heiner ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:19-35.

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2019Domestic and export performances of French firms. (2019). Gaulier, Guillaume ; Campagne, Benoît ; bricongne, jean-charles ; Bardaji, Jose. In: The World Economy. RePEc:bla:worlde:v:42:y:2019:i:3:p:785-817.

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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). Kido, Yosuke ; Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18.

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2019Predicting Recessions in the Euro Area: A Factor Approach. (2019). Parle, Conor ; Goodhead, Robert. In: Economic Letters. RePEc:cbi:ecolet:2/el/19.

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2019Forecasting GDP all over the world using leading indicators based on comprehensive survey data. (2019). Wohlrabe, Klaus ; Lehmann, Robert ; Garnitz, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7691.

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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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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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2019Forecasting crude oil prices with DSGE models. (2019). Rubaszek, Micha. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_024.

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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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2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel. (2018). Joëts, Marc ; Candelon, Bertrand ; Jots, Marc ; Ferrara, Laurent. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-2.

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2019Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. (2019). Valls Pereira, Pedro ; Hallin, Marc ; Zevallos, Mauricio ; Trucios-Maza, Carlos Cesar ; Hotta, Luis K. In: Working Papers ECARES. RePEc:eca:wpaper:2013/288066.

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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 impact of global value chains on the euro area economy. (2019). Tagliabracci, Alex ; Schmitz, Martin ; Koester, Gerrit ; Frohm, Erik ; de Soyres, François ; Benkovskis, Konstantins ; Gunnella, Vanessa ; Nickel, Christiane ; Lopez-Garcia, Paloma ; Gradeva, Katerina ; Dorrucci, Ettore ; Worz, Julia ; Franco-Bedoya, Sebastian ; Vaccarino, Elena ; Fidora, Michael ; di Lupidio, Benedetta ; Skudelny, Frauke ; Schroth, Joachim ; Chiacchio, Francesco ; Pavlova, Elena ; Al-Haschimi, Alexander ; Osbat, Chiara. In: Occasional Paper Series. RePEc:ecb:ecbops:2019221.

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Economic structures 20 years into the euro. (2019). Sondermann, David ; Petroulakis, Filippos ; Lambrias, Kyriacos ; Gunnella, Vanessa ; Consolo, Agostino ; Serafini, Roberta ; Saiz, Lorena ; Nerlich, Carolin ; Lopez-Garcia, Paloma ; Koester, Gerrit. In: Occasional Paper Series. RePEc:ecb:ecbops:2019224.

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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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2018Küresel Risk Algýsýnýn Küresel Ticaret Üzerindeki Etkisi. (2018). Cihangir, Idem Kurt. In: Isletme ve Iktisat Calismalari Dergisi. RePEc:eco:journ4:2018-01-1.

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2017The 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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2019The macro determinants of firms and households investment: Evidence from Italy. (2019). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:118-133.

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2019Hedge fund return higher moments over the business cycle. (2019). Racicot, François-Éric ; Theoret, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:73-97.

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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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2019Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272.

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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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2019Oil price elasticities and oil price fluctuations. (2019). Iacoviello, Matteo ; Cavallo, Michele ; Caldara, Dario . In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:1-20.

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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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2019Dornsbush revisited from an asymmetrical perspective : Evidence from G20 nominal effective exchange rates. (2019). ben Salem, Melika ; Bensalem, Melika ; Bec, Frederique. In: THEMA Working Papers. RePEc:ema:worpap:2019-12.

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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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2019Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates. (2019). ben Salem, Melika ; Bensalem, Melika ; Bec, Frederique. In: Erudite Working Paper. RePEc:eru:erudwp:wp19-22.

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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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2019Why Is Investment So Weak Despite High Profitability? A panel study of Japanese manufacturing firms. (2019). Sterken, Elmer ; Ichiro, TOKUTSU ; Kazuo, OGAWA . In: Discussion papers. RePEc:eti:dpaper:19009.

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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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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: Working Papers. RePEc:hae:wpaper:2019-4.

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2018Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). 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. (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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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202.

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2019Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains *. (2019). Bec, Frédérique ; de Gaye, Annabelle . In: Working Papers. RePEc:hal:wpaper:hal-02014663.

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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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2019Some International Evidence on Double-Dip Recession. (2019). Maggs, Gary E ; Kyer, Ben L. In: International Advances in Economic Research. RePEc:kap:iaecre:v:25:y:2019:i:3:d:10.1007_s11294-019-09747-2.

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

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2018Stagnation Traps. (2018). Fornaro, Luca ; Benigno, Gianluca. In: Review of Economic Studies. RePEc:oup:restud:v:85:y:2018:i:3:p:1425-1470..

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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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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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2019Is the United States of America (USA) really being made great again? witty insights from the Box-Jenkins ARIMA approach. (2019). Nyoni, Thabani. In: MPRA Paper. RePEc:pra:mprapa:91353.

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2019Where is Kenya being headed to? Empirical evidence from the Box-Jenkins ARIMA approach. (2019). Nyoni, Thabani. In: MPRA Paper. RePEc:pra:mprapa:91395.

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2019Is South Africa the South Africa we all desire? Insights from the Box-Jenkins ARIMA approach. (2019). Nyoni, Thabani. In: MPRA Paper. RePEc:pra:mprapa:92441.

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2019Explaining the Persistent Effect of Demand Uncertainty on Firm Growth. (2019). Gigout, Timothee ; Bricongne, Jean-Charles. In: MPRA Paper. RePEc:pra:mprapa:94228.

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2019Inference for likelihood-based estimators of generalized long-memory processes. (2019). Smallwood, Aaron ; Beaumont, Paul . In: MPRA Paper. RePEc:pra:mprapa:96313.

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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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2018Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment. (2018). Bacchetta, Philippe ; van Wincoop, Eric. In: 2018 Meeting Papers. RePEc:red:sed018:675.

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2019.

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2018The Nature of the Shock Matters: NiGEM Estimations of the Macroeconomic Effects of Recent Dollar and Euro Fluctuations. (2018). Haincourt, Sophie. In: National Institute Economic Review. RePEc:sae:niesru:v:244:y:2018:i:1:p:r30-r38.

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

Laurent Ferrara has edited the books:


YearTitleTypeCited

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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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paper
2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
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paper
2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
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paper
2012A new monthly chronology of the US industrial cycles in the prewar economy.(2012) In: Working Papers.
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paper
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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paper
2018What are the macroeconomic effects of high‐frequency uncertainty shocks?.(2018) In: Journal of Applied Econometrics.
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article
2010Housing Cycles In The Major Euro Area Countries In: Occasional Papers.
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paper17
2009Housing cycles in the major euro area countries..(2009) In: Working papers.
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This paper has another version. Agregated cites: 17
paper
2007Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers.
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paper0
2008Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers.
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paper15
2008Business surveys modelling with Seasonal-Cyclical Long Memory models. In: Working papers.
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paper3
2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper
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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paper
2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper
2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Economics Bulletin.
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article
2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
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paper61
2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
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article
2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
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paper11
2011Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics.
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article
2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
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paper
2009Forecasting Euro-area recessions using time-varying binary response models for financial. In: Working papers.
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paper4
2009Cyclical relationships between GDP and housing market in France: Facts and factors at play. In: Working papers.
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paper8
2010Common business and housing market cycles in the Euro area from a multivariate decomposition. In: Working papers.
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paper8
2011The possible shapes of recoveries in Markov-switching models In: Working papers.
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paper4
2011The possible shapes of recoveries in Markov-Switching models.(2011) In: THEMA Working Papers.
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paper
2011The Possible Shapes of Recoveries in Markov-Switching Models.(2011) In: Working Papers.
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2012The European way out of recession In: Working papers.
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paper2
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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paper23
2013Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2013) In: CEPR Discussion Papers.
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paper
2015Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2015) In: International Journal of Forecasting.
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article
2015Macroeconomic forecasting during the Great Recession: the return of non-linearity?.(2015) In: Post-Print.
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paper
2015Macroeconomic forecasting during the Great Recession: the return of non-linearity?.(2015) In: Post-Print.
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paper
2013Dynamic Factor Models: A review of the Literature . In: Working papers.
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paper13
2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
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This paper has another version. Agregated cites: 13
paper
2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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This paper has another version. Agregated cites: 13
article
2013Forecasting growth during the Great Recession: is financial volatility the missing ingredient? In: Working papers.
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paper16
2013Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?.(2013) In: EconomiX Working Papers.
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paper
2014Forecasting growth during the Great Recession: is financial volatility the missing ingredient?.(2014) In: Economic Modelling.
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article
2014Forecasting growth during the Great Recession: is financial volatility the missing ingredient?,.(2014) In: Post-Print.
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paper
2014Nowcasting global economic growth: A factor-augmented mixed-frequency approach. In: Working papers.
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2019Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach.(2019) In: The World Economy.
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article
2017Nowcasting global economic growth: A factor-augmented mixed-frequency approach.(2017) In: Post-Print.
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paper
2015Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty In: Working papers.
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paper25
2017Explaining the recent slump in investment: the role of expected demand and uncertainty.(2017) In: Rue de la Banque.
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article
2017Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results In: Working papers.
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paper2
2017Common Factors of Commodity Prices In: Working papers.
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paper7
2018Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers.
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paper
2018Common factors of commodity prices.(2018) In: Research Bulletin.
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article
2017Common factors of commodity prices.(2017) In: Working Paper Series.
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paper
2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel In: Working papers.
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paper1
2019Global financial interconnectedness: A non-linear assessment of the uncertainty channel.(2019) In: GRU Working Paper Series.
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paper
2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage In: Working papers.
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paper0
2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2008OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France.
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article0
2008L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle. In: Bulletin de la Banque de France.
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article1
2010Les marchés immobiliers après la crise : quelles leçons pour la macroéconomie ? In: Bulletin de la Banque de France.
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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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article0
2014Marché du travail et politique monétaire aux États-Unis : débats actuels et enjeux. In: Bulletin de la Banque de France.
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article0
2014Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux.(2014) In: Post-Print.
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paper
2016Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence. In: Bulletin de la Banque de France.
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article0
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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article0
2018Les déséquilibres mondiaux persistent malgré le rééquilibrage d’après-crise : focus sur leur financement In: Bulletin de la Banque de France.
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article0
2008OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France.
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article0
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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article2
2010Housing markets after the crisis: lessons for the macroeconomy. In: Quarterly selection of articles - Bulletin de la Banque de France.
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article0
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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article0
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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article0
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.
[Full Text][Citation analysis]
article0
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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article0
2018Global imbalances: build-up, unwinding and financial aspects In: Quarterly selection of articles - Bulletin de la Banque de France.
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article0
2016Nowcasting global economic growth In: Rue de la Banque.
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article0
2018Does the Phillips curve still exist? In: Rue de la Banque.
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article0
2018Uncertainty and macroeconomics: transmission channels and policy implications In: Rue de la Banque.
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article0
2012MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research.
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article27
2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
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article3
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) 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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2018Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print.
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paper
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
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paper
2008A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA In: Manchester School.
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article33
2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
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article10
2013Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print.
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paper
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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paper6
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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paper5
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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article
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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article2
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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article1
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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article5
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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paper5
2013Evaluation of regime switching models for real-time business cycle analysis of the euro area.(2013) In: Post-Print.
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paper
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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paper5
2006Real-time detection of the business cycle using SETAR models In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper0
2008A non-parametric method to nowcast the Euro Area IPI In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper0
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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paper0
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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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 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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2005Detection of the industrial business cycle using SETAR models.(2005) In: MPRA Paper.
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