15
H index
23
i10 index
689
Citations
Laurent Ferrara : Citation Profile
SKEMA Business School (80% share) | RESEARCH PRODUCTION: 55 Articles 122 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (1998 - 2020). Relations with other researchers
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:
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Main data
Where Laurent Ferrara has published?
Recent works citing Laurent Ferrara (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 2019 | Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?. (2019). Terrones, Marco ; RamÃrez-Rondán, N.R. ; Ramirez-Rondan, N R. In: Working Papers. RePEc:apc:wpaper:156. 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 | |
| 2019 | The SHERLOC: an EWS-based index of vulnerability for emerging economies. (2019). Molina Sánchez, Luis ; Alonso Alvarez, Irma. In: Working Papers. RePEc:bde:wpaper:1946. 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 | |
| 2019 | The international transmission of US tax shocks: a proxy-SVAR approach. (2019). Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1223_19. Full description at Econpapers || Download paper | |
| 2019 | Bank credit, liquidity and firm-level investment: are recessions different?. (2019). buono, ines ; Formai, Sara. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1239_19. Full description at Econpapers || Download paper | |
| 2019 | Investment and the WACC: new micro evidence for France. (2019). Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane ; Mazet-Sonilhac, Clement ; Carluccio, Juan. In: Working papers. RePEc:bfr:banfra:710. Full description at Econpapers || Download paper | |
| 2019 | Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components. (2019). Ãnal, Deniz ; Gaulier, Guillaume ; Unal, Deniz ; Sztulman, Aude. In: Working papers. RePEc:bfr:banfra:715. Full description at Econpapers || Download paper | |
| 2019 | Investissements de portefeuille et fragilisation des pays émergents : des outils de détection. (2019). Gauvin, Ludovic ; Lalanne, Lorian ; Peresa, Irena ; Rivaud, Sophie . In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2019:226:01. 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 | |
| 2019 | Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data. (2019). Mikosch, Heiner ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:19-35. Full description at Econpapers || Download paper | |
| 2020 | A 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. 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 | |
| 2019 | Domestic and export performances of French firms. (2019). Gaulier, Guillaume ; Campagne, Benoît ; bricongne, jean-charles ; Bardaji, Jose. In: The World Economy. RePEc:bla:worlde:v:42:y:2019:i:3:p:785-817. 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 | |
| 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 | |
| 2019 | Exchange Rate Risk and Business Cycles. (2019). Lloyd, Simon ; Marin, E A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1996. 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 | |
| 2019 | Predicting Recessions in the Euro Area: A Factor Approach. (2019). Parle, Conor ; Goodhead, Robert. In: Economic Letters. RePEc:cbi:ecolet:2/el/19. Full description at Econpapers || Download paper | |
| 2019 | Forecasting GDP all over the world using leading indicators based on comprehensive survey data. (2019). Wohlrabe, Klaus ; Lehmann, Robert ; Garnitz, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7691. Full description at Econpapers || Download paper | |
| 2019 | Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7902. 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 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. 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 | |
| 2019 | Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment. (2019). van Wincoop, Eric ; Bacchetta, Philippe. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13839. Full description at Econpapers || Download paper | |
| 2019 | Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14047. 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 | |
| 2019 | Forecasting crude oil prices with DSGE models. (2019). Rubaszek, Michał. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_024. 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 | |
| 2019 | Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/288066. Full description at Econpapers || Download paper | |
| 2019 | On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201. Full description at Econpapers || Download paper | |
| 2019 | The impact of global value chains on the euro area economy. (2019). Tagliabracci, Alex ; Schmitz, Martin ; Koester, Gerrit ; Frohm, Erik ; de Soyres, François ; Benkovskis, Konstantins ; Vaccarino, Elena ; Fidora, Michael ; di Lupidio, Benedetta ; Skudelny, Frauke ; Schroth, Joachim ; Chiacchio, Francesco ; Pavlova, Elena ; Al-Haschimi, Alexander ; Osbat, Chiara ; Gunnella, Vanessa ; Nickel, Christiane ; Lopez-Garcia, Paloma ; Gradeva, Katerina ; Dorrucci, Ettore ; Worz, Julia ; Franco-Bedoya, Sebastian. In: Occasional Paper Series. RePEc:ecb:ecbops:2019221. Full description at Econpapers || Download 2019 | Economic structures 20 years into the euro. (2019). Sondermann, David ; Petroulakis, Filippos ; Lambrias, Kyriacos ; Koester, Gerrit ; Nerlich, Carolin ; Lopez-Garcia, Paloma ; Gunnella, Vanessa ; Consolo, Agostino ; Serafini, Roberta ; Saiz, Lorena. In: Occasional Paper Series. RePEc:ecb:ecbops:2019224. Full description at Econpapers || Download paper |
| 2019 | Detecting turning points in global economic activity. (2019). Seitz, Franz ; Salvador, Ramon Gomez ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192310. 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 | 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 | |
| 2019 | The macro determinants of firms and households investment: Evidence from Italy. (2019). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:118-133. Full description at Econpapers || Download paper | |
| 2019 | Hedge fund return higher moments over the business cycle. (2019). Racicot, François-Ãric ; Theoret, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:73-97. 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 | |
| 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 | |
| 2019 | Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94. 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 | |
| 2019 | Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272. 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). Ãnal, 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 | |
| 2019 | Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725. Full description at Econpapers || Download paper | |
| 2019 | A comprehensive evaluation of macroeconomic forecasting methods. (2019). Kapetanios, George ; Galvo, Ana Beatriz ; Carriero, Andrea. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1226-1239. Full description at Econpapers || Download paper | |
| 2019 | Macroeconomic news and market reaction: Surprise indexes meet nowcasting. (2019). Caruso, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1725-1734. Full description at Econpapers || Download paper | |
| 2019 | Residential investment and recession predictability. (2019). Herstad, Eyo I ; Anundsen, Andre K ; Aastveit, Knut Are. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1790-1799. 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 | |
| 2019 | The role of financial factors for European corporate investment. (2019). Silvestrini, Andrea ; Mäkinen, Taneli ; Mercatanti, Andrea ; Makinen, Taneli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:246-258. Full description at Econpapers || Download paper | |
| 2019 | Forecasting prices of selected metals with Bayesian data-rich models. (2019). Drachal, Krzysztof. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719306713. 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 ; Vsquez, Arturo ; Zellou, Abdel M ; Vasquez, Arturo L ; Vsquez Cordano, Arturo. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420718302034. Full description at Econpapers || Download paper | |
| 2019 | Oil price elasticities and oil price fluctuations. (2019). Iacoviello, Matteo ; Cavallo, Michele ; Caldara, Dario . In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:1-20. Full description at Econpapers || Download paper | |
| 2019 | A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio. (2019). Belkacem, Lotfi ; Boubaker, Heni ; Karmous, Aida. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312695. Full description at Econpapers || Download paper | |
| 2019 | Deglobalization 2.0. (2019). , Peter ; PEter, . In: Books. RePEc:elg:eebook:18560. Full description at Econpapers || Download paper | |
| 2019 | Dornsbush revisited from an asymmetrical perspective : Evidence from G20 nominal effective exchange rates. (2019). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: THEMA Working Papers. RePEc:ema:worpap:2019-12. Full description at Econpapers || Download paper | |
| 2019 | Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates. (2019). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: Erudite Working Paper. RePEc:eru:erudwp:wp19-22. Full description at Econpapers || Download paper | |
| 2019 | Why Is Investment So Weak Despite High Profitability? A panel study of Japanese manufacturing firms. (2019). Sterken, Elmer ; Ichiro, TOKUTSU ; Kazuo, OGAWA . In: Discussion papers. RePEc:eti:dpaper:19009. Full description at Econpapers || Download paper | |
| 2019 | Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Luu, Duc Thi ; Guerini, Mattia. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1918. 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 | |
| 2019 | Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:1907. Full description at Econpapers || Download paper | |
| 2020 | The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:87676. Full description at Econpapers || Download paper | |
| 2020 | Forecasting U.S. Economic Growth in Downturns Using Cross-Country Data. (2020). Nie, Jun ; Yang, Shu-Kuei X ; Lyu, Yifei. In: Research Working Paper. RePEc:fip:fedkrw:88691. Full description at Econpapers || Download paper | |
| 2019 | Generalized Binary Time Series Models. (2019). Reichmann, Lena ; Jentsch, Carsten. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:47-:d:298087. Full description at Econpapers || Download paper | |
| 2019 | Comparing Sentiment- and Behavioral-Based Leading Indexes for Industrial Production: When Does Each Fail?. (2019). Schroder, Michael ; Yilmaz, Yunus ; Seip, Knut Lehre. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:104-:d:277261. Full description at Econpapers || Download paper | |
| 2020 | Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: Working Papers. RePEc:gla:glaewp:2020_08. Full description at Econpapers || Download paper | |
| 2019 | Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Luu, Duc Thi ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2019-30. Full description at Econpapers || Download paper | |
| 2020 | Nowcasting Unemployment Insurance Claims in the Time of COVID-19. (2020). Sinclair, Tara ; Larson, William D. In: Working Papers. RePEc:gwc:wpaper:2020-004. Full description at Econpapers || Download paper | |
| 2019 | Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: Working Papers. RePEc:hae:wpaper:2019-4. Full description at Econpapers || Download paper | |
| 2019 | Risk Measurement. (2019). Hassani, Bertrand K ; Guegan, Dominique. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02119256. Full description at Econpapers || Download paper | |
| 2020 | Lidée de régulation dans les sciences : hommage à lépistémologue Jean Piaget. (2020). DIEBOLT, Claude. In: Post-Print. RePEc:hal:journl:hal-02920407. 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: Post-Print. RePEc:hal:journl:hal-02948802. Full description at Econpapers || Download paper | |
| 2019 | Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202. Full description at Econpapers || Download paper | |
| 2019 | Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains *. (2019). Bec, Frédérique ; de Gaye, Annabelle . In: Working Papers. RePEc:hal:wpaper:hal-02014663. Full description at Econpapers || Download paper | |
| 2019 | Dornsbush revisited from an asymmetrical perspective: Evidence from G20 nominal effective exchange rates. (2019). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: Working Papers. RePEc:hal:wpaper:hal-02318767. 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: Working Papers. RePEc:hal:wpaper:hal-02908680. Full description at Econpapers || Download paper | |
| 2019 | Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02262202. Full description at Econpapers || Download paper | |
| 2019 | Synchronization patterns in the European Union. (2019). Napoletano, Mauro ; Guerini, Mattia ; Luu, Duc Thi. In: Working Papers. RePEc:hal:wpaper:halshs-02375416. Full description at Econpapers || Download paper | |
| 2020 | Nowcasting Unemployment Insurance Claims in the Time of COVID-19. (2020). Sinclair, Tara ; Larson, William. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:20-02. Full description at Econpapers || Download paper | |
| 2020 | Deus ex Machina? A Framework for Macro Forecasting with Machine Learning. (2020). Rayner, Brett ; Bolhuis, Marijn A. In: IMF Working Papers. RePEc:imf:imfwpa:20/45. Full description at Econpapers || Download paper | |
| 2020 | Deus ex Machina? A Framework for Macro Forecasting with Machine Learning. (2020). Bolhuis, Marijn ; Rayner, Brett. In: IMF Working Papers. RePEc:imf:imfwpa:2020/045. Full description at Econpapers || Download paper | |
| 2020 | House price convergence Across Europe. (2020). Ordoez, Javier ; Monfort, Mercedes ; Morley, Bruce ; Maynou, Laia. In: Working Papers. RePEc:jau:wpaper:2020/07. Full description at Econpapers || Download paper | |
| 2020 | Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach. (2020). Vašíček, Bořek ; Vaiek, Boek ; Balta, Narcissa . In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-019-09432-x. Full description at Econpapers || Download paper | |
| 2019 | Some International Evidence on Double-Dip Recession. (2019). Maggs, Gary E ; Kyer, Ben L. In: International Advances in Economic Research. RePEc:kap:iaecre:v:25:y:2019:i:3:d:10.1007_s11294-019-09747-2. Full description at Econpapers || Download paper | |
| 2020 | Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2002. Full description at Econpapers || Download paper | |
| 2020 | Aggregate Fiscal Stabilisation Policy: Panacea or Scapegoat?. (2020). P.Kiss, Gabor. In: Financial and Economic Review. RePEc:mnb:finrev:v:19:y:2020:i:2:p:55-87. Full description at Econpapers || Download paper | |
| 2019 | A Requiem for “Blame It on Beijing”: Interpreting Rotating Global Current Account Surpluses. (2019). Ito, Hiro ; Chinn, Menzie. In: NBER Working Papers. RePEc:nbr:nberwo:26226. Full description at Econpapers || Download paper | |
| 2019 | Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment. (2019). van Wincoop, Eric ; Bacchetta, Philippe. In: NBER Working Papers. RePEc:nbr:nberwo:26259. Full description at Econpapers || Download paper | |
| 2020 | Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: NBER Working Papers. RePEc:nbr:nberwo:27001. Full description at Econpapers || Download paper | |
| 2020 | Foreign Exchange Order Flow as a Risk Factor. (2020). cerrato, mario ; Burnside, Craig ; Zhang, Zhekai. In: NBER Working Papers. RePEc:nbr:nberwo:27199. Full description at Econpapers || Download paper | |
| 2019 | Is Economic Growth Really Jobless? Empirical Evidence from North Africa. (2019). Ben Salha, Ousama ; Mrabet, Zouhair ; Ben-Salha, Ousama. In: Comparative Economic Studies. RePEc:pal:compes:v:61:y:2019:i:4:d:10.1057_s41294-018-00082-9. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Laurent Ferrara has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Laurent Ferrara:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | |
| 2020 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | 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: 5 | 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: 5 | paper | |
| 2016 | What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | 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: 11 | 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: 11 | article | |
| 2010 | Housing Cycles In The Major Euro Area Countries In: Occasional Papers. [Full Text][Citation analysis] | paper | 19 |
| 2009 | Housing cycles in the major euro area countries..(2009) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | 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 | 15 |
| 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 | 67 |
| 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: 67 | 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 | 6 |
| 2009 | Cyclical relationships between GDP and housing market in France: Facts and factors at play. In: Working papers. [Full Text][Citation analysis] | paper | 7 |
| 2010 | Common business and housing market cycles in the Euro area from a multivariate decomposition. In: Working papers. [Full Text][Citation analysis] | paper | 9 |
| 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 | 2 |
| 2011 | The European Way Out of Recessions.(2011) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2013 | The European Way out of Recession.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers. [Full Text][Citation analysis] | paper | 32 |
| 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: 32 | 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: 32 | 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: 32 | paper | |
| 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: 32 | paper | |
| 2013 | Dynamic Factor Models: A review of the Literature . In: Working papers. [Full Text][Citation analysis] | paper | 23 |
| 2013 | Dynamic factor models: A review of the literature.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 23 | 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: 23 | article | |
| 2013 | Forecasting growth during the Great Recession: is financial volatility the missing ingredient? In: Working papers. [Full Text][Citation analysis] | paper | 17 |
| 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: 17 | 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: 17 | 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: 17 | paper | |
| 2014 | Nowcasting global economic growth: A factor-augmented mixed-frequency approach. In: Working papers. [Full Text][Citation analysis] | paper | 15 |
| 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: 15 | 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: 15 | paper | |
| 2015 | Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty In: Working papers. [Full Text][Citation analysis] | paper | 30 |
| 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: 30 | article | |
| 2017 | Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results In: Working papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Common Factors of Commodity Prices In: Working papers. [Full Text][Citation analysis] | paper | 32 |
| 2018 | Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2018 | Common factors of commodity prices.(2018) In: Research Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2017 | Common factors of commodity prices.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2018 | Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel In: Working papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Questioning the puzzle: Fiscal policy, exchange rate and inflation In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 1 |
| 2010 | Les marchés immobiliers après la crise : quelles leçons pour la macroéconomie ? In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 1 |
| 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 | 0 |
| 2018 | Does the Phillips curve still exist? In: Rue de la Banque. [Full Text][Citation analysis] | article | 0 |
| 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 | 29 |
| 2018 | DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry. [Full Text][Citation analysis] | article | 5 |
| 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: 5 | paper | |
| 2018 | Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 5 | 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: 5 | 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: 5 | paper | |
| 2008 | A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA In: Manchester School. [Full Text][Citation analysis] | article | 37 |
| 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 | 11 |
| 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: 11 | 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 | 0 |
| 2013 | Une revue de la littérature des modèles à facteurs dynamiques.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 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: 0 | article | |
| 2009 | Caractérisation et datation des cycles économiques en zone euro In: Revue économique. [Full Text][Citation analysis] | article | 5 |
| 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 | 7 |
| 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: 7 | 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: 7 | 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 | 2 |
| 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 |
| 2019 | Global financial interconnectedness: A non-linear assessment of the uncertainty channel In: GRU Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 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 | 6 |
| 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: 6 | 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: 6 | article | |
| 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 | 12 |
| 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: 12 | paper | |
| 2016 | A World Trade Leading Index (WTLI) In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2016 | A world trade leading index (WLTI).(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | A World Trade Leading Index (WTLI).(2015) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2003 | A three-regime real-time indicator for the US economy In: Economics Letters. [Full Text][Citation analysis] | article | 35 |
| 2014 | The way out of recessions: A forecasting analysis for some Euro area countries In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 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: 7 | 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 | 7 |
| 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: 7 | paper | |
| 2020 | Measuring exchange rate risks during periods of uncertainty In: CAMA 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 | 3 |
| 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: 3 | 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: 3 | 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: 3 | 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: 3 | 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: 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 | 13 |
| 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: 13 | 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: 13 | 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: 13 | 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: 13 | 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 | 6 |
| 2012 | Macro-financial linkages and business cycles: A factor-probit approach In: Post-Print. [Citation analysis] | paper | 2 |
| 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 |
| 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 | 2 |
| 2018 | Impact of uncertainty shocks on the global economy In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Impact of uncertainty shocks on the global economy.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | International Macroeconomics in the wake of the Global Financial Crisis In: Post-Print. [Citation analysis] | paper | 1 |
| 2001 | Forecasting with k-factor Gegenbauer Processes: Theory and Applications In: Post-Print. [Citation analysis] | paper | 43 |
| 2001 | Forecasting with k-Factor Gegenbauer Processes: Theory and Applications..(2001) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 43 | article | |
| 2001 | Comparison of parameter estimation methods in cyclical long memory time series In: Post-Print. [Citation analysis] | paper | 1 |
| 2000 | Forecasting financial time series with generalized long memory processes In: Post-Print. [Citation analysis] | paper | 1 |
| 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 | 1 |
| 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: 1 | 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: 1 | 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 | 14 |
| 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 | 19 |
| 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 |
| 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 | 11 |
| 2007 | A turning point chronology for the Euro-zone In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
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