16
H index
30
i10 index
917
Citations
SKEMA Business School (80% share) | 16 H index 30 i10 index 917 Citations RESEARCH PRODUCTION: 57 Articles 131 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Laurent Ferrara. | Is cited by: | Cites to: |
Year | Title of citing document | |
---|---|---|
2021 | Expecting 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. Full description at Econpapers || Download paper | |
2021 | Permanent-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. Full description at Econpapers || Download paper | |
2020 | Un modello statistico per il monitoraggio delle entrate tributarie (MoME). (2020). Giannone, Giacomo ; Faedda, Francesca ; Delia, Enrico. In: Working Papers. RePEc:ahg:wpaper:wp2020-5. Full description at Econpapers || Download paper | |
2020 | Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi Namin, Fatemeh. In: AMSE Working Papers. RePEc:aim:wpaimx:2037. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2020 | Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Working Papers. RePEc:apc:wpaper:162. Full description at Econpapers || Download paper | |
2020 | A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110. Full description at Econpapers || Download paper | |
2020 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2021 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
2021 | The Proper Use of Google Trends in Forecasting Models. (2021). Pires, Henrique F ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2104.03065. Full description at Econpapers || Download paper | |
2021 | Investigating 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2020 | Keeping track of global trade in real time. (2020). Martinez-Martin, Jaime ; Rusticelli, Elena. In: Working Papers. RePEc:bde:wpaper:2019. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | Methodological 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. Full description at Econpapers || Download paper | |
2021 | Labor 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. Full description at Econpapers || Download paper | |
2021 | Global 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. Full description at Econpapers || Download paper | |
2021 | Fiscal Stimulus in Liquidity Traps: Conventional or Unconventional Policies?. (2021). Jesper, Linde ; Matthieu, Lemoine. In: Working papers. RePEc:bfr:banfra:799. Full description at Econpapers || Download paper | |
2021 | Job Polarization and the Flattening of the Price Phillips Curve. (2021). Siena, Daniele ; Riccardo, Zago. In: Working papers. RePEc:bfr:banfra:819. Full description at Econpapers || Download paper | |
2021 | Firms’ Inflation Expectations: New Evidence from France. (2021). Savignac, Frédérique ; Gorodnichenko, Yuriy ; Gautier, Erwan ; Coibion, Olivier. In: Working papers. RePEc:bfr:banfra:840. Full description at Econpapers || Download paper | |
2020 | Choc 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. Full description at Econpapers || Download paper | |
2021 | EURQ: 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. Full description at Econpapers || Download paper | |
2020 | A similarityâ€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. Full description at Econpapers || Download paper | |
2020 | An 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. Full description at Econpapers || Download paper | |
2021 | Measuring 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. Full description at Econpapers || Download paper | |
2020 | Impact of commodity prices on exchange rates in commodityâ€exporting countries. (2020). Jiménez-RodrÃguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906. Full description at Econpapers || Download paper | |
2020 | Nowcasting 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. Full description at Econpapers || Download paper | |
2020 | Exchange rate risk and business cycles. (2020). Lloyd, Simon ; Marin, Emile. In: Bank of England working papers. RePEc:boe:boeewp:0872. Full description at Econpapers || Download paper | |
2021 | Terms-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. Full description at Econpapers || Download paper | |
2020 | Cointegrated 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153. Full description at Econpapers || Download paper | |
2020 | Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8282. Full description at Econpapers || Download paper | |
2020 | A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8656. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2021 | Mr. 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Global Recessions. (2020). Sugawara, Naotaka ; Kose, Ayhan ; Terrones, Marco E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14397. Full description at Econpapers || Download paper | |
2020 | The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460. Full description at Econpapers || Download paper | |
2020 | A Similarity-based Approach for Macroeconomic Forecasting. (2020). Dendramis, Yiannis ; Kapetanios, George ; Marcellino, Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14469. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Fiscal Stimulus in Liquidity Traps: Conventional or Unconventional Policies?. (2020). Lindé, Jesper ; Lemoine, Matthieu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15623. Full description at Econpapers || Download paper | |
2021 | Expecting 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. Full description at Econpapers || Download paper | |
2020 | Nowcasting 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. Full description at Econpapers || Download paper | |
2022 | The northern ireland housing market: would unification with the south be problematic?. (2022). Miles, William R. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00714. Full description at Econpapers || Download paper | |
2021 | Understanding 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202472. Full description at Econpapers || Download paper | |
2020 | Daily 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. Full description at Econpapers || Download paper | |
2021 | Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624. Full description at Econpapers || Download paper | |
2020 | Exchange 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2021 | An 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. Full description at Econpapers || Download paper | |
2021 | Club 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. Full description at Econpapers || Download paper | |
2020 | Macro-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. Full description at Econpapers || Download paper | |
2021 | The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach. (2021). Racicot, François-Ãric ; Theoret, Raymond ; Gregoriou, Greg N. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:843-872. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | Fiscal 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. Full description at Econpapers || Download paper | |
2021 | Fiscal 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. Full description at Econpapers || Download paper | |
2020 | Bank 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. Full description at Econpapers || Download paper | |
2020 | House 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | Time-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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2021 | Investigating 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2021 | Puzzling 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. Full description at Econpapers || Download paper | |
2020 | Are 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. Full description at Econpapers || Download paper | |
2021 | Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | Predicting 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. Full description at Econpapers || Download paper | |
2021 | Keeping 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. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Factor 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. Full description at Econpapers || Download paper | |
2021 | Robustness 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | Mixed-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. Full description at Econpapers || Download paper | |
2021 | Economic 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. Full description at Econpapers || Download paper | |
2021 | Treasury 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. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2021 | GEA 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. Full description at Econpapers || Download paper | |
2021 | Trade 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2022 | What 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | Measuring 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. Full description at Econpapers || Download paper | |
2020 | Super 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. Full description at Econpapers || Download paper | |
2021 | Mining development and macroeconomic spillovers in Chile. (2021). Medina, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420717303343. Full description at Econpapers || Download paper | |
2021 | Dynamics 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. Full description at Econpapers || Download paper | |
2021 | Common 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. Full description at Econpapers || Download paper | |
2021 | Bank 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. Full description at Econpapers || Download paper | |
2020 | An 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. Full description at Econpapers || Download paper | |
2021 | Smooth 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. Full description at Econpapers || Download paper | |
2021 | Permanent-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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87955. Full description at Econpapers || Download paper | |
2021 | Tail 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. Full description at Econpapers || Download paper | |
2020 | Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:1907. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|
Year | Title | Type | Cited |
---|---|---|---|
2021 | Les cycles économiques de la France : une datation de référence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Dating business cycles in France: A reference chronology In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Dating business cycles in France: A reference chronology.(2021) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | Dating business cycles in France:A reference chronology.(2021) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | Dating business cycles in France: a reference chronology.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | Dating business cycles in France: A reference chronology..(2021) In: Working Papers of BETA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2012 | A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2011 | A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2015 | A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2015 | A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2012 | A new monthly chronology of the US industrial cycles in the prewar economy.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2021 | Global financial interconnectedness: a non-linear assessment of the uncertainty channel In: LIDAM Reprints LFIN. [Citation analysis] | paper | 8 |
2018 | Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel.(2018) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2021 | Global financial interconnectedness: a non-linear assessment of the uncertainty channel.(2021) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2021 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage In: Papers. [Full Text][Citation analysis] | paper | 10 |
2019 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2019) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2019 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2020 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2020) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2016 | What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks In: Staff Working Papers. [Full Text][Citation analysis] | paper | 21 |
2015 | What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2018 | What are the macroeconomic effects of high-frequency uncertainty shocks?.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2018 | What are the macroeconomic effects of high?frequency uncertainty shocks?.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2010 | Housing Cycles In The Major Euro Area Countries In: Occasional Papers. [Full Text][Citation analysis] | paper | 29 |
2009 | Housing cycles in the major euro area countries..(2009) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2007 | Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers. [Full Text][Citation analysis] | paper | 16 |
2008 | Business surveys modelling with Seasonal-Cyclical Long Memory models. In: Working papers. [Full Text][Citation analysis] | paper | 3 |
2008 | Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Economics Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2008 | Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2008 | Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2008 | Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: PSE-Ecole d'économie de Paris (Postprint). [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2008 | Business surveys modelling with seasonal-cyclical long memory models.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2009 | Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers. [Full Text][Citation analysis] | paper | 80 |
2010 | Are 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 | |
2009 | Identification of slowdowns and accelerations for the euro area economy. In: Working papers. [Full Text][Citation analysis] | paper | 13 |
2011 | Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics. [Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2009 | Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2009 | Forecasting Euro-area recessions using time-varying binary response models for financial. In: Working papers. [Full Text][Citation analysis] | paper | 11 |
2009 | Cyclical relationships between GDP and housing market in France: Facts and factors at play. In: Working papers. [Full Text][Citation analysis] | paper | 8 |
2010 | Common business and housing market cycles in the Euro area from a multivariate decomposition. In: Working papers. [Full Text][Citation analysis] | paper | 14 |
2011 | The possible shapes of recoveries in Markov-switching models In: Working papers. [Full Text][Citation analysis] | paper | 4 |
2011 | The 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 | |
2011 | The possible shapes of recoveries in Markov-Switching models.(2011) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2012 | The European way out of recession In: Working papers. [Full Text][Citation analysis] | paper | 3 |
2011 | The European Way Out of Recessions.(2011) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2013 | The European Way out of Recession.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2012 | Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers. [Full Text][Citation analysis] | paper | 36 |
2013 | Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2015 | Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
2015 | Macroeconomic 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 | |
2013 | Dynamic Factor Models: A review of the Literature . In: Working papers. [Full Text][Citation analysis] | paper | 28 |
2013 | Dynamic factor models: A review of the literature.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2014 | Dynamic 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 | |
2013 | Forecasting growth during the Great Recession: is financial volatility the missing ingredient? In: Working papers. [Full Text][Citation analysis] | paper | 22 |
2013 | Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?.(2013) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2014 | Forecasting growth during the Great Recession: is financial volatility the missing ingredient?.(2014) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2014 | Forecasting 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 | |
2014 | Nowcasting global economic growth: A factor-augmented mixed-frequency approach. In: Working papers. [Full Text][Citation analysis] | paper | 21 |
2019 | Nowcasting global economic growth: A factor?augmented mixed?frequency approach.(2019) In: The World Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2019 | Nowcasting global economic growth: A factor-augmented mixed-frequency approach.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2015 | Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty In: Working papers. [Full Text][Citation analysis] | paper | 39 |
2017 | Explaining the recent slump in investment: the role of expected demand and uncertainty.(2017) In: Rue de la Banque. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | article | |
2017 | Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results In: Working papers. [Full Text][Citation analysis] | paper | 12 |
2017 | Common Factors of Commodity Prices In: Working papers. [Full Text][Citation analysis] | paper | 55 |
2018 | Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2018 | Common factors of commodity prices.(2018) In: Research Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | article | |
2017 | Common factors of commodity prices.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2020 | Questioning the puzzle: Fiscal policy, exchange rate and inflation In: Working papers. [Full Text][Citation analysis] | paper | 1 |
2008 | OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2008 | L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle. In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 2 |
2010 | Les marchés immobiliers après la crise : quelles leçons pour la macroéconomie ? In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2012 | Prévoir 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. [Full Text][Citation analysis] | article | 0 |
2014 | Marché du travail et politique monétaire aux États-Unis : débats actuels et enjeux. In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2014 | Marché 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 | |
2016 | Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence. In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2017 | Épisodes 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. [Full Text][Citation analysis] | article | 0 |
2018 | Global imbalances: build-up, unwinding and financial aspects In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 2 |
2018 | Global imbalances: build-up, unwinding and financial aspects.(2018) In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2008 | OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2008 | The contribution of cyclical turning point indicators to business cycle analysis. In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 2 |
2010 | Housing markets after the crisis: lessons for the macroeconomy. In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2011 | Forecasting 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. [Full Text][Citation analysis] | article | 0 |
2014 | US labour market and monetary policy: current debates and challenges In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2016 | Impact 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] | article | 0 |
2017 | Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2016 | Nowcasting global economic growth In: Rue de la Banque. [Full Text][Citation analysis] | article | 1 |
2018 | Does the Phillips curve still exist? In: Rue de la Banque. [Full Text][Citation analysis] | article | 5 |
2018 | Uncertainty and macroeconomics: transmission channels and policy implications In: Rue de la Banque. [Full Text][Citation analysis] | article | 0 |
2012 | MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 31 |
2018 | DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry. [Full Text][Citation analysis] | article | 9 |
2014 | Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2018 | Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2014 | Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2008 | A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA In: Manchester School. [Full Text][Citation analysis] | article | 45 |
2013 | Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 13 |
2013 | Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2009 | Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision. [Full Text][Citation analysis] | article | 0 |
2009 | Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2012 | Une revue de la littérature des modèles à facteurs dynamiques In: Economie & Prévision. [Full Text][Citation analysis] | article | 1 |
2009 | Caractérisation et datation des cycles économiques en zone euro In: Revue économique. [Full Text][Citation analysis] | article | 6 |
2010 | Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques In: Revue économique. [Full Text][Citation analysis] | article | 0 |
2013 | Post-Recession US Employment through the Lens of a Non-Linear Okuns Law In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2013 | Post-recession US employment through the lens of a non-linear Okun’s law.(2013) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2013 | Post-recession US Employment through the Lens of a Non-linear Okuns law.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2004 | La localisation des entreprises industrielles : comment apprecier lattractivite des territoires ? In: Economie Internationale. [Full Text][Citation analysis] | article | 3 |
2017 | Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges In: CEPII Policy Brief. [Full Text][Citation analysis] | paper | 6 |
2018 | Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges.(2018) In: Financial and Monetary Policy Studies. [Citation analysis] This paper has another version. Agregated cites: 6 | chapter | |
1998 | Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Analyse dintervention et prévisions. problématique et application à des données de la RATP.(2000) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1999 | Estimation and Applications of Gegenbauer Processes In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | A factor-augmented probit model for business cycle analysis In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 9 |
2013 | Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2013 | Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2021 | Les cycles économiques de la France : une datation de référence In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Les 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 | |
2021 | Les cycles économiques de la France : une datation de référence..(2021) In: Working Papers of BETA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Understanding the weakness in global trade - What is the new normal? In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 23 |
2012 | Macro-financial linkages and business cycles: A factor-augmented probit approach In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2015 | Comparing the shape of recoveries: France, the UK and the US In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
2015 | Comparing the shapes of recoveries: France, the UK and the US.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2016 | A World Trade Leading Index (WTLI) In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2016 | A world trade leading index (WLTI).(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2015 | A World Trade Leading Index (WTLI).(2015) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2003 | A three-regime real-time indicator for the US economy In: Economics Letters. [Full Text][Citation analysis] | article | 37 |
2021 | Questioning the puzzle: Fiscal policy, real exchange rate and inflation In: Journal of International Economics. [Full Text][Citation analysis] | article | 3 |
2021 | Questioning the puzzle: fiscal policy, real exchange rate and inflation.(2021) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2014 | The way out of recessions: A forecasting analysis for some Euro area countries In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
2014 | The way out of recessions: A forecasting analysis for some Euro area countries.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2014 | Explaining US employment growth after the great recession: The role of output–employment non-linearities In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 8 |
2014 | Explaining US employment growth after the Great Recession: the role of output-employment non-linearities.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2020 | Measuring exchange rate risks during periods of uncertainty In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | High-frequency monitoring of growth-at-risk In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 9 |
2021 | Commodity price uncertainty comovement: Does it matter for global economic growth? In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Testing Fractional Order of Long Memory Processes: A Monte Carlo Study In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 4 |
2008 | Testing fractional order of long memory processes : a Monte Carlo study.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2010 | Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2010 | Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.(2010) In: PSE-Ecole d'économie de Paris (Postprint). [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2008 | Testing fractional order of long memory processes: a Monte Carlo study.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2013 | Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 6 |
2013 | Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2013 | Evaluation of Regime Switching Models for Real?Time Business Cycle Analysis of the Euro Area.(2013) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2006 | Fractional seasonality: Models and Application to Economic Activity in the Euro Area In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 4 |
2006 | Real-time detection of the business cycle using SETAR models In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
2008 | A non-parametric method to nowcast the Euro Area IPI In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
2008 | A non-parametric method to nowcast the Euro Area IPI.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2009 | GDP nowcasting with ragged-edge data : A semi-parametric modelling In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 16 |
2010 | GDP nowcasting with ragged-edge data: a semi-parametric modeling.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2010 | GDP nowcasting with ragged-edge data: a semi-parametric modeling.(2010) In: PSE-Ecole d'économie de Paris (Postprint). [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2010 | GDP nowcasting with ragged-edge data: a semi-parametric modeling.(2010) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2009 | GDP nowcasting with ragged-edge data: A semi-parametric modelling.(2009) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2009 | Evaluation 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). [Full Text][Citation analysis] | paper | 2 |
2009 | Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro.(2009) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2008 | Fractional and seasonal filtering In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
2008 | Fractional and seasonal filtering.(2008) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | Fractional and seasonal filtering.(2008) In: PSE-Ecole d'économie de Paris (Postprint). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy In: Post-Print. [Citation analysis] | paper | 8 |
2012 | Macro-financial linkages and business cycles: A factor-probit approach In: Post-Print. [Citation analysis] | paper | 4 |
2013 | Comments on: Examining the quality of early GDP component estimates In: Post-Print. [Citation analysis] | paper | 1 |
2014 | The way out of recessions: Evidence from a bounce-back augmented threshold regression In: Post-Print. [Citation analysis] | paper | 0 |
2013 | Une revue de la littérature des modèles à facteurs dynamiques In: Post-Print. [Citation analysis] | paper | 1 |
2012 | Une revue de la littérature des modèles à facteurs dynamiques.(2012) In: Économie et Prévision. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2014 | Forecasting business cycles In: Post-Print. [Citation analysis] | paper | 0 |
2014 | Forecasting business cycles.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | Post-recession US employment through the lens of a non-linear Okun In: Post-Print. [Citation analysis] | paper | 1 |
2018 | Impact of uncertainty shocks on the global economy In: Post-Print. [Citation analysis] | paper | 3 |
2017 | Impact of uncertainty shocks on the global economy.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2018 | International Macroeconomics in the wake of the Global Financial Crisis In: Post-Print. [Citation analysis] | paper | 11 |
2001 | Forecasting with k-factor Gegenbauer Processes: Theory and Applications In: Post-Print. [Citation analysis] | paper | 47 |
2001 | Forecasting with k-Factor Gegenbauer Processes: Theory and Applications..(2001) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 47 | article | |
2001 | Comparison of parameter estimation methods in cyclical long memory time series In: Post-Print. [Citation analysis] | paper | 10 |
2000 | Forecasting financial time series with generalized long memory processes In: Post-Print. [Citation analysis] | paper | 8 |
2005 | Detection of the Industrial Business Cycle using SETAR models In: Post-Print. [Full Text][Citation analysis] | paper | 7 |
2006 | Detection of the Industrial Business Cycle using SETAR Models.(2006) In: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2005 | Detection of the industrial business cycle using SETAR models.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2003 | Analyser les séries chronologiques avec S-Plus : une approche paramétrique, In: Post-Print. [Citation analysis] | paper | 0 |
2003 | Analyser les séries chronologiques avec S-Plus: une approche paramétrique.(2003) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model In: PSE Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model.(2020) In: OECD Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2017 | Forecasting euro area recessions by combining financial information In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
2019 | Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] | paper | 0 |
2018 | The New Fama Puzzle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
2004 | Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators In: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] | article | 20 |
2006 | A real-time recession indicator for the Euro area In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2002 | Un indicateur dentrée et sortie de récession: application aux Etats-Unis In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
2018 | Introduction In: Financial and Monetary Policy Studies. [Citation analysis] | chapter | 0 |
2007 | Point and interval nowcasts of the Euro area IPI In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
2007 | Business Cycle Analysis with Multivariate Markov Switching Models In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2007 | A turning point chronology for the Euro-zone In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2022. Contact: CitEc Team