Laurent Ferrara : Citation Profile


Are you Laurent Ferrara?

SKEMA Business School (80% share)
Université Paris-Nanterre (Paris X) (15% share)
Australian National University (5% share)

16

H index

30

i10 index

917

Citations

RESEARCH PRODUCTION:

57

Articles

131

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 39
   Journals where Laurent Ferrara has often published
   Relations with other researchers
   Recent citing documents: 208.    Total self citations: 72 (7.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe27
   Updated: 2022-07-02    RAS profile: 2022-01-12    
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Relations with other researchers


Works with:

Heyer, Eric (9)

Mignon, Valérie (9)

Bec, Frédérique (9)

DIEBOLT, Claude (9)

Bussiere, Matthieu (6)

Marsilli, Clément (5)

Pappadà, Francesco (4)

Giannone, Domenico (4)

Darné, Olivier (4)

Simoni, Anna (4)

Siena, Daniele (4)

Metelli, Luca (3)

Candelon, Bertrand (3)

Guérin, Pierre (3)

Chinn, Menzie (3)

Natoli, Filippo (3)

Giacomini, Raffaella (2)

Haincourt, Sophie (2)

Delle Chiaie, Simona (2)

Tripier, Fabien (2)

Lhuissier, Stéphane (2)

Schmidt, Julia (2)

Berthou, Antoine (2)

Mogliani, Matteo (2)

Istrefi, Klodiana (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 (41)

Ravazzolo, Francesco (27)

Casarin, Roberto (27)

Gil-Alana, Luis (23)

Kose, Ayhan (19)

van Dijk, Herman (19)

Darné, Olivier (18)

GUEGAN, Dominique (16)

GUPTA, RANGAN (15)

Terrones, Marco (15)

Bec, Frédérique (14)

Cites to:

Reichlin, Lucrezia (89)

Giannone, Domenico (59)

Forni, Mario (40)

Watson, Mark (39)

Krolzig, Hans-Martin (39)

Hamilton, James (37)

Marcellino, Massimiliano (36)

Lippi, Marco (32)

Darné, Olivier (30)

Ng, Serena (28)

bloom, nicholas (27)

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
Journal of Business Cycle Measurement and Analysis2
Economics Letters2
International Journal of Forecasting2
Economie & Prvision2
Oxford Bulletin of Economics and Statistics2
Revue conomique2

Working Papers Series with more than one paper published# docs
Post-Print / HAL36
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL12
EconomiX Working Papers / University of Paris Nanterre, EconomiX10
Documents de travail du Centre d'Economie de la Sorbonne / Universit Panthon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne5
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise4
PSE-Ecole d'conomie de Paris (Postprint) / HAL4
Working Papers / HAL4
Working Papers / Center for Research in Economics and Statistics4
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Working Papers / Association Franaise de Cliomtrie (AFC)3
MPRA Paper / University Library of Munich, Germany3
NBER Working Papers / National Bureau of Economic Research, Inc2
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing Laurent Ferrara (2021 and 2020)


YearTitle of citing document
2021Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06.

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2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367.

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2020Un modello statistico per il monitoraggio delle entrate tributarie (MoME). (2020). Giannone, Giacomo ; Faedda, Francesca ; Delia, Enrico. In: Working Papers. RePEc:ahg:wpaper:wp2020-5.

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2020Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi Namin, Fatemeh. In: AMSE Working Papers. RePEc:aim:wpaimx:2037.

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2021.

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2022.

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2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Working Papers. RePEc:apc:wpaper:162.

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2020A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110.

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2020Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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2021Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2021The Proper Use of Google Trends in Forecasting Models. (2021). Pires, Henrique F ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2104.03065.

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2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: Papers. RePEc:arx:papers:2110.03411.

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2022A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.08289.

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2020Keeping track of global trade in real time. (2020). Martinez-Martin, Jaime ; Rusticelli, Elena. In: Working Papers. RePEc:bde:wpaper:2019.

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2021Forecasting corporate capital accumulation in Italy: the role of survey-based information. (2021). Giordano, Claire ; Silvestrini, Andrea ; Marinucci, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_596_21.

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2021Methodological issues in the estimation of current account imbalances. (2021). Giordano, Claire ; della Corte, Valerio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_617_21.

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2021Labor Market Indicator for Colombia (LMI). (2021). Ramos-Veloza, Mario ; Cristiano-Botia, Deicy J ; Hernandez-Bejarano, Manuel Dario. In: Borradores de Economia. RePEc:bdr:borrec:1152.

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2021Global Value Chains and the transmission of exchange rate shocks to consumer prices. (2021). Christine, Rifflart ; Guillaume, Daudin ; Antoine, Lalliard ; Violaine, Faubert ; Hadrien, Camatte. In: Working papers. RePEc:bfr:banfra:797.

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2021Fiscal Stimulus in Liquidity Traps: Conventional or Unconventional Policies?. (2021). Jesper, Linde ; Matthieu, Lemoine. In: Working papers. RePEc:bfr:banfra:799.

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2021Job Polarization and the Flattening of the Price Phillips Curve. (2021). Siena, Daniele ; Riccardo, Zago. In: Working papers. RePEc:bfr:banfra:819.

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2021Firms’ Inflation Expectations: New Evidence from France. (2021). Savignac, Frédérique ; Gorodnichenko, Yuriy ; Gautier, Erwan ; Coibion, Olivier. In: Working papers. RePEc:bfr:banfra:840.

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2020Choc de financement : quels effets sur l’investissement des grandes entreprises françaises ?. (2020). Mazet-Sonilhac, Clément ; Duquerroy, Anne. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2020:229:01.

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2021EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.

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2020A similarity‐based approach for macroeconomic forecasting. (2020). Marcellino, Massimiliano ; Kapetanios, G ; Dendramis, Y. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:801-827.

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2020An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2020). Sun, Yixiao ; Wang, Xuexin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:4:p:536-550.

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2021Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297.

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2020Impact of commodity prices on exchange rates in commodity‐exporting countries. (2020). Jiménez-Rodríguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906.

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2020Nowcasting Norwegian household consumption with debit card transaction data. (2020). Fastb, Tuva Marie ; Aastveit, Knut Are ; Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora. In: Working Paper. RePEc:bno:worpap:2020_17.

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2020Exchange rate risk and business cycles. (2020). Lloyd, Simon ; Marin, Emile. In: Bank of England working papers. RePEc:boe:boeewp:0872.

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2021Terms-of-trade shocks are not all alike. (2021). Petrella, Ivan ; Juvenal, Luciana ; Dipace, Federico ; di Pace, Federico. In: Bank of England working papers. RePEc:boe:boeewp:0901.

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2020Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. (2020). McAleer, Michael ; Allen, David ; David, Allen ; Shelton, Peiris ; Manabu, Asai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2.

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2020A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market. (2020). Corsetti, Giancarlo ; Marin, E A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2020.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153.

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2020Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8282.

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2020A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8656.

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

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2021Mr. Keynes Meets the Classics: Government Spending and the Real Exchange Rate. (2021). Born, Benjamin ; Muller, Gernot J ; Dascanio, Francesco ; Pfeiffer, Johannes ; Pfeifer, Johannes. In: ifo Working Paper Series. RePEc:ces:ifowps:_352.

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2020Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis. (2020). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-32.

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2020Global Recessions. (2020). Sugawara, Naotaka ; Kose, Ayhan ; Terrones, Marco E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14397.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460.

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2020A Similarity-based Approach for Macroeconomic Forecasting. (2020). Dendramis, Yiannis ; Kapetanios, George ; Marcellino, Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14469.

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2020A century of arbitrage and disaster risk pricing in the foreign exchange market. (2020). Corsetti, Giancarlo ; Marin, Emile Alexandre. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14497.

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2020Fiscal Stimulus in Liquidity Traps: Conventional or Unconventional Policies?. (2020). Lindé, Jesper ; Lemoine, Matthieu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15623.

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2021Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32148.

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2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy. (2020). Charles, Amelie ; Darne, Olivier. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00680.

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2022The northern ireland housing market: would unification with the south be problematic?. (2022). Miles, William R. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00714.

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2021Understanding low inflation in the euro area from 2013 to 2019: cyclical and structural drivers. (2021). Smets, Frank ; Osbat, Chiara ; Koester, Gerrit ; Nickel, Christiane ; Lis, Eliza. In: Occasional Paper Series. RePEc:ecb:ecbops:2021280.

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2020Forecasting the Covid-19 recession and recovery: lessons from the financial crisis. (2020). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20202468.

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2020Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202472.

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2020Daily tracker of global economic activity: a close-up of the COVID-19 pandemic. (2020). Perez Quiros, Gabriel ; Diaz, Elena Maria ; Perezquiros, Gabriel . In: Working Paper Series. RePEc:ecb:ecbwps:20202505.

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2021Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624.

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2020Exchange rate movements in emerging economies - Global vs regional factors in Asia. (2020). Chiappini, Raphaël ; Lahet, Delphine. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301476.

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2020The extensive margin and US aggregate fluctuations: A quantitative assessment. (2020). Casares, Miguel ; Poutineau, Jean-Christophe ; Khan, Hashmat. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301652.

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2021An analysis of impact of cancellation activity on market quality: Evidence from China. (2021). Zhang, Xiaotao ; Chu, Gang. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001498.

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2021Club convergence in European housing prices: The role of macroeconomic and housing market fundamentals. (2021). Ordóñez, Javier ; Ordoez, Javier ; Morley, Bruce ; Monfort, Mercedes ; Maynou, Laia. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s026499932100184x.

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2020Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

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2021The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach. (2021). Racicot, François-Éric ; Theoret, Raymond ; Gregoriou, Greg N. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:843-872.

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2021Forecasting tourism with targeted predictors in a data-rich environment. (2021). Rua, Antonio ; Gouveia, Carlos Melo ; Loureno, Nuno. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:445-454.

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2021Fiscal devaluation and labor market frictions in a monetary union. (2021). Pisani, Massimiliano ; Notarpietro, Alessandro ; Burlon, Lorenzo. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:135-156.

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2021Fiscal stimulus in a high-debt economy? A DSGE analysis. (2021). Wang, Shu-Ling . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:118-135.

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2020Bank fee-based shocks and the U.S. business cycle. (2020). Theoret, Raymond ; Calmes, Christian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940817303595.

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2020House price convergence in the euro zone: A pairwise approach. (2020). Miles, William. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362520300893.

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2022The inflation response to government spending shocks: A fiscal price puzzle?. (2022). Ravn, Søren Hove ; Jorgensen, Peter L. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002634.

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2021The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis. (2021). Szafranek, Karol ; Rubaszek, Michał ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004047.

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2020Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805.

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

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2021Investigating the effect of climate uncertainty on global commodity markets. (2021). Nam, Kyungsik. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000281.

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2020The shifting drivers of global liquidity. (2020). Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano ; Goldberg, Linda S. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199618301946.

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2021Puzzling exchange rate dynamics and delayed portfolio adjustment. (2021). van Wincoop, Eric ; Bacchetta, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000374.

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2020Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components. (2020). Ünal, Deniz ; Gaulier, Guillaume ; Unal, Deniz ; Sztulman, Aude. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:219-236.

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2021Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

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2021The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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2020Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model. (2020). Wolters, Maik ; Reif, Magnus ; Heinrich, Markus ; Carstensen, Kai. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:829-850.

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2021Keeping track of global trade in real time. (2021). Martinez-Martin, Jaime ; Rusticelli, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:224-236.

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2021Forecasting crude oil prices with DSGE models. (2021). Rubaszek, Michał. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:531-546.

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2021A comparison of monthly global indicators for forecasting growth. (2021). Guérin, Pierre ; Guerin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1276-1295.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2021Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting. (2021). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1520-1534.

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2022Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:596-612.

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2021Mixed-frequency approaches to nowcasting GDP: An application to Japan. (2021). Kido, Yosuke ; Hirakata, Naohisa ; Otaka, Kazuki ; Chikamatsu, Kyosuke. In: Japan and the World Economy. RePEc:eee:japwor:v:57:y:2021:i:c:s0922142521000049.

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2021Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU. (2021). van der Wielen, Wouter ; Barrios, Salvador. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304148.

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2021Treasury yield implied volatility and real activity. (2021). Fleckenstein, Matthias ; Cremers, Martijn ; Gandhi, Priyank. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:412-435.

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2020How important are global factors for understanding the dynamics of international capital flows?. (2020). Huber, Florian ; Schuberth, Helene ; Eller, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301777.

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2021GEA tracker: A daily indicator of global economic activity. (2021). Perez Quiros, Gabriel ; Diaz, Elena Maria ; Perez-Quiros, Gabriel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000498.

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2021Trade policy uncertainty and stock returns. (2021). Sammon, Marco ; Esposito, Federico ; Bianconi, Marcelo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001431.

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2021The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2021The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000015.

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2020Measuring the dynamics of COMESA output connectedness with the global economy. (2020). Orji, Anthony ; Manasseh, Charles ; Anthony-Orji, Onyinye ; Ogbuabor, Jonathan E. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300775.

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2020Super cycles in natural gas prices and their impact on Latin American energy and environmental policies. (2020). Vásquez Cordano, Arturo ; Vásquez Cordano, Arturo ; Vásquez Cordano, Arturo ; Vásquez, Arturo ; Zellou, Abdel M ; Vasquez, Arturo L ; Vásquez Cordano, Arturo. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420718302034.

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2021Mining development and macroeconomic spillovers in Chile. (2021). Medina, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420717303343.

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2021Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains. (2021). Dar, Arif ; Bhanja, Niyati ; Paul, Manas ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001689.

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2021Common factors and the dynamics of industrial metal prices. A forecasting perspective. (2021). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003299.

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2021Bank stocks inform higher growth—A System GMM analysis of ten emerging markets in Asia. (2021). Garg, Ajay Kumar ; Mittal, Amit. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:210-220.

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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: THEMA Working Papers. RePEc:ema:worpap:2020-11.

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2021Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate. (2021). Verne, Jean-Franois . In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:3:p:71-88.

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2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo ; Casoli, Chiara. In: Working Papers. RePEc:fem:femwpa:2021.1p.

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

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2020Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87955.

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2021Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

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2020Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:1907.

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

Laurent Ferrara has edited the books:


YearTitleTypeCited

Works by Laurent Ferrara:


YearTitleTypeCited
2021Les cycles économiques de la France : une datation de référence In: Working Papers.
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paper0
2021Dating business cycles in France: A reference chronology In: Working Papers.
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paper1
2021Dating business cycles in France: A reference chronology.(2021) In: EconomiX Working Papers.
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paper
2021Dating business cycles in France:A reference chronology.(2021) In: THEMA Working Papers.
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This paper has another version. Agregated cites: 1
paper
2021Dating business cycles in France: a reference chronology.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2021Dating business cycles in France: A reference chronology..(2021) In: Working Papers of BETA.
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This paper has another version. Agregated cites: 1
paper
2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
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paper4
2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 4
paper
2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability.
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article
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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This paper has another version. Agregated cites: 4
paper
2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel In: LIDAM Reprints LFIN.
[Citation analysis]
paper8
2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel.(2018) In: Working papers.
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This paper has another version. Agregated cites: 8
paper
2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel.(2021) In: Applied Economics.
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This paper has another version. Agregated cites: 8
article
2021When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage In: Papers.
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paper10
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: 10
paper
2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2019) In: Working Papers.
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paper
2020When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2020) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 10
paper
2016What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks In: Staff Working Papers.
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paper21
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: Post-Print.
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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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This paper has another version. Agregated cites: 21
article
2010Housing Cycles In The Major Euro Area Countries In: Occasional Papers.
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paper29
2009Housing cycles in the major euro area countries..(2009) In: Working papers.
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This paper has another version. Agregated cites: 29
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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paper16
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: Economics Bulletin.
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This paper has another version. Agregated cites: 3
article
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: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has another version. Agregated cites: 3
paper
2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: PSE-Ecole d'économie de Paris (Postprint).
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This paper has another version. Agregated cites: 3
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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This paper has another version. Agregated cites: 3
paper
2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
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paper80
2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
article
2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
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paper13
2011Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics.
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This paper has another version. Agregated cites: 13
article
2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
2009Forecasting Euro-area recessions using time-varying binary response models for financial. In: Working papers.
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paper11
2009Cyclical relationships between GDP and housing market in France: Facts and factors at play. In: Working papers.
[Full Text][Citation analysis]
paper8
2010Common business and housing market cycles in the Euro area from a multivariate decomposition. In: Working papers.
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paper14
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: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2011The possible shapes of recoveries in Markov-Switching models.(2011) In: THEMA Working Papers.
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This paper has another version. Agregated cites: 4
paper
2012The European way out of recession In: Working papers.
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paper3
2011The European Way Out of Recessions.(2011) In: THEMA Working Papers.
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This paper has another version. Agregated cites: 3
paper
2013The European Way out of Recession.(2013) In: Post-Print.
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paper
2012Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers.
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paper36
2013Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 36
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.
[Citation analysis]
This paper has another version. Agregated cites: 36
paper
2013Dynamic Factor Models: A review of the Literature . In: Working papers.
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paper28
2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 28
paper
2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
article
2013Forecasting growth during the Great Recession: is financial volatility the missing ingredient? In: Working papers.
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paper22
2013Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?.(2013) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 22
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.
[Citation analysis]
This paper has another version. Agregated cites: 22
paper
2014Nowcasting global economic growth: A factor-augmented mixed-frequency approach. In: Working papers.
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paper21
2019Nowcasting global economic growth: A factor?augmented mixed?frequency approach.(2019) In: The World Economy.
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This paper has another version. Agregated cites: 21
article
2019Nowcasting global economic growth: A factor-augmented mixed-frequency approach.(2019) In: Post-Print.
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This paper has another version. Agregated cites: 21
paper
2015Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty In: Working papers.
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paper39
2017Explaining the recent slump in investment: the role of expected demand and uncertainty.(2017) In: Rue de la Banque.
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This paper has another version. Agregated cites: 39
article
2017Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results In: Working papers.
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paper12
2017Common Factors of Commodity Prices In: Working papers.
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paper55
2018Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 55
paper
2018Common factors of commodity prices.(2018) In: Research Bulletin.
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This paper has another version. Agregated cites: 55
article
2017Common factors of commodity prices.(2017) In: Working Paper Series.
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This paper has another version. Agregated cites: 55
paper
2020Questioning the puzzle: Fiscal policy, exchange rate and inflation In: Working papers.
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paper1
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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article2
2010Les marchés immobiliers après la crise : quelles leçons pour la macroéconomie ? In: Bulletin de la Banque de France.
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article0
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.
[Citation analysis]
This paper has another version. Agregated cites: 0
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
2018Global imbalances: build-up, unwinding and financial aspects In: Bulletin de la Banque de France.
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article2
2018Global imbalances: build-up, unwinding and financial aspects.(2018) In: Quarterly selection of articles - Bulletin de la Banque de France.
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This paper has another version. Agregated cites: 2
article
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.
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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
2016Nowcasting global economic growth In: Rue de la Banque.
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article1
2018Does the Phillips curve still exist? In: Rue de la Banque.
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article5
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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article31
2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
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article9
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers.
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paper
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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This paper has another version. Agregated cites: 9
paper
2008A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA In: Manchester School.
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article45
2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
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article13
2013Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print.
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This paper has another version. Agregated cites: 13
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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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article
2012Une revue de la littérature des modèles à facteurs dynamiques In: Economie & Prévision.
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article1
2009Caractérisation et datation des cycles économiques en zone euro In: Revue économique.
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article6
2010Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques In: Revue économique.
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article0
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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paper
2013Post-recession US Employment through the Lens of a Non-linear Okuns law.(2013) In: NBER Working Papers.
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paper
2004La localisation des entreprises industrielles : comment apprecier lattractivite des territoires ? In: Economie Internationale.
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article3
2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges In: CEPII Policy Brief.
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paper6
2018Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges.(2018) In: Financial and Monetary Policy Studies.
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chapter
1998Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP In: Working Papers.
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paper0
2000Analyse dintervention et prévisions. problématique et application à des données de la RATP.(2000) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
1999Estimation and Applications of Gegenbauer Processes In: Working Papers.
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paper4
2010A factor-augmented probit model for business cycle analysis In: EconomiX Working Papers.
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paper0
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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paper9
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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This paper has another version. Agregated cites: 9
paper
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
2021Les cycles économiques de la France : une datation de référence In: EconomiX Working Papers.
[Full Text][Citation analysis]
paper0
2021Les cycles économiques de la France : une datation de référence.(2021) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2021Les cycles économiques de la France : une datation de référence..(2021) In: Working Papers of BETA.
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paper
2016Understanding the weakness in global trade - What is the new normal? In: Occasional Paper Series.
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paper23
2012Macro-financial linkages and business cycles: A factor-augmented probit approach In: Economic Modelling.
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article6
2015Comparing the shape of recoveries: France, the UK and the US In: Economic Modelling.
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article13
2015Comparing the shapes of recoveries: France, the UK and the US.(2015) In: Post-Print.
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paper
2016A World Trade Leading Index (WTLI) In: Economics Letters.
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article3
2016A world trade leading index (WLTI).(2016) In: Post-Print.
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paper
2015A World Trade Leading Index (WTLI).(2015) In: IMF Working Papers.
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paper
2003A three-regime real-time indicator for the US economy In: Economics Letters.
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article37
2021Questioning the puzzle: Fiscal policy, real exchange rate and inflation In: Journal of International Economics.
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article3
2021Questioning the puzzle: fiscal policy, real exchange rate and inflation.(2021) In: CAMA Working Papers.
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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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article10
2014The way out of recessions: A forecasting analysis for some Euro area countries.(2014) In: Post-Print.
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paper
2014Explaining US employment growth after the great recession: The role of output–employment non-linearities In: Journal of Macroeconomics.
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article8
2014Explaining US employment growth after the Great Recession: the role of output-employment non-linearities.(2014) In: Post-Print.
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paper
2020Measuring exchange rate risks during periods of uncertainty In: CAMA Working Papers.
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paper0
2020High-frequency monitoring of growth-at-risk In: CAMA Working Papers.
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paper9
2021Commodity price uncertainty comovement: Does it matter for global economic growth? In: Essex Finance Centre Working Papers.
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paper0
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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paper4
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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2010Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.(2010) In: Post-Print.
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2010Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.(2010) In: PSE-Ecole d'économie de Paris (Postprint).
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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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paper6
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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