13
H index
20
i10 index
597
Citations
Laurent Ferrara : Citation Profile
SKEMA Business School (80% share) | RESEARCH PRODUCTION: 55 Articles 112 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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:
|
Main data
Where Laurent Ferrara has published?
Recent works citing Laurent Ferrara (2020 and 2019)
| Year | Title of citing document | ||
|---|---|---|---|
| 2018 | Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13. 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 | ||
| 2017 | A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2. 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 | ||
| 2018 | Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors. (2018). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1167_18. 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 | ||
| 2018 | Okun´s law in Colombia: a non-linear cointegration. (2018). Ramos-Veloza, Mario ; Florez, Luz ; Pulido-Mahecha, Karen L. In: Borradores de Economia. RePEc:bdr:borrec:1039. 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 | ||
| 2018 | Costs and consequences of a trade war: a structural analysis. (2018). Szczerbowicz, Urszula ; Siena, Daniele ; Berthou, Antoine ; Jardet, Caroline. In: Rue de la Banque. RePEc:bfr:rueban:2018:72. 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 | ||
| 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 | ||
| 2017 | IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris . In: Working Papers. RePEc:bli:wpaper:1703. Full description at Econpapers || Download paper | ||
| 2017 | Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057. Full description at Econpapers || Download paper | ||
| 2018 | The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066. Full description at Econpapers || Download paper | ||
| 2017 | Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019. Full description at Econpapers || Download paper | ||
| 2018 | Nowcasting Japanese GDPs. (2018). Kido, Yosuke ; Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18. 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 | ||
| 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 | ||
| 2018 | Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265. Full description at Econpapers || Download paper | ||
| 2017 | Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Working Papers. RePEc:cii:cepidt:2017-25. Full description at Econpapers || Download paper | ||
| 2017 | Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2017). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12339. 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 | ||
| 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 | ||
| 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 | ||
| 2017 | The Use of Financial Market Variables in Forecasting. (2017). Gebauer, Stefan. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:115en. Full description at Econpapers || Download paper | ||
| 2018 | Global Financial interconnectedness: A non-linear assessment of the uncertainty channel. (2018). Joëts, Marc ; Candelon, Bertrand ; Jots, Marc ; Ferrara, Laurent. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-2. 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 | ||
| 2018 | Business investment in EU countries. (2018). Maria, José ; Lozej, Matija ; Júlio, Paulo ; Giordano, Claire ; de Winter, Jasper ; Buss, Ginters ; Banbura, Marta ; Gavura, Miroslav ; Pool, Sebastian ; Papageorgiou, Dimitris ; Bursian, Dirk ; Michail, Nektarios ; Ambrocio, Gene ; Meinen, Philipp ; Albani, Maria ; Carrascal, Carmen Martinez ; Babura, Marta ; Zevi, Giordano ; Malthe-Thagaard, Sune ; Toth, Mate ; le Roux, Julien ; san Juan, Lucio ; Julio, Paulo ; Sanjuan, Lucio ; Ravnik, Rafael. In: Occasional Paper Series. RePEc:ecb:ecbops:2018215. Full description at Econpapers || Download 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 | ||
| 2018 | Küresel Risk Algýsýnýn Küresel Ticaret Üzerindeki Etkisi. (2018). Cihangir, Idem Kurt. In: Isletme ve Iktisat Calismalari Dergisi. RePEc:eco:journ4:2018-01-1. Full description at Econpapers || Download paper | ||
| 2017 | The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39. Full description at Econpapers || Download paper | ||
| 2018 | A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets. (2018). Gong, Yuting ; Liang, Jufang ; Chen, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:586-598. Full description at Econpapers || Download paper | ||
| 2018 | Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168. Full description at Econpapers || Download paper | ||
| 2018 | Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108. 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 | ||
| 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 | ||
| 2018 | Economic policy uncertainty effects for forecasting future real economic activity. (2018). Junttila, Juha ; Vataja, Juuso . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:569-583. Full description at Econpapers || Download paper | ||
| 2017 | Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423. 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 | ||
| 2018 | Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies. (2018). Rodriguez, Diego ; Gonzalez, Andres ; Fernandez, Andres. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:99-121. 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 | ||
| 2017 | Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402. Full description at Econpapers || Download paper | ||
| 2017 | A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590. Full description at Econpapers || Download paper | ||
| 2017 | Forecasting inflation in emerging markets: An evaluation of alternative models. (2017). Mandalinci, Zeyyad. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1082-1104. Full description at Econpapers || Download paper | ||
| 2017 | Predicting recessions with boosted regression trees. (2017). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:745-759. Full description at Econpapers || Download paper | ||
| 2017 | A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800. Full description at Econpapers || Download paper | ||
| 2017 | Nowcasting BRIC+M in real time. (2017). Dahlhaus, Tatjana ; Guenette, Justin-Damien ; Vasishtha, Garima . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:915-935. Full description at Econpapers || Download paper | ||
| 2018 | Markov-switching dynamic factor models in real time. (2018). Camacho, Maximo ; Poncela, Pilar ; Perez-Quiros, Gabriel. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:598-611. Full description at Econpapers || Download paper | ||
| 2018 | Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:711-732. 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 | ||
| 2018 | Modeling fluctuations in the global demand for commodities. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:54-78. 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 | ||
| 2018 | Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan. (2018). Tarassow, Artur ; Proao, Christian R. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:50:y:2018:i:c:p:60-71. 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 | ||
| 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 | ||
| 2017 | Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH. (2017). Vortelinos, Dimitrios I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:824-839. 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 | ||
| 2018 | Cointegrated Dynamics for A Generalized Long Memory Process. (2018). McAleer, Michael ; Asai, Manabu ; Allen, David ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:110018. Full description at Econpapers || Download paper | ||
| 2018 | Forecasting economic activity in sectors of the Cypriot economy. (2018). Pashourtidou, Nicoletta ; Karagiannakis, Charalampos ; Papamichael, Christos . In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:12:y:2018:i:2:p:24-66. 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 | ||
| 2018 | Estimating an SME investment gap and the contribution of financing frictions. (2018). Slaymaker, Rachel ; O'Toole, Conor ; Lawless, Martina ; Otoole, Conor. In: Papers. RePEc:esr:wpaper:wp589. Full description at Econpapers || Download paper | ||
| 2018 | . 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 | ||
| 2018 | A ‘New Modesty’? Level Shifts in Survey Data and the Decreasing Trend of ‘Normal’ Growth. (2018). Marc, Bertrand ; Gayer, Christian . In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:083. 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 | ||
| 2019 | Inferring the Shadow Rate from Real Activity. (2017). Skaperdas, Arsenios ; Garcia, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-106. Full description at Econpapers || Download paper | ||
| 2017 | Macroeconomic Forecasting in Times of Crises. (2017). Guerron, Pablo ; Zhong, Molin ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-18. 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 | 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 | ||
| 2019 | Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: Working Papers. RePEc:hae:wpaper:2019-4. Full description at Econpapers || Download paper | ||
| 2018 | Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Ferrara, Laurent ; Darne, Olivier ; Charles, Amelie. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01757081. 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 | ||
| 2017 | Uncertainty and the Macroeconomy. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01549625. Full description at Econpapers || Download paper | ||
| 2018 | Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator. (2018). Tripier, Fabien ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01757042. 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 | ||
| 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 | ||
| 2017 | Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan. (2017). Tarassow, Artur ; Proaño, Christian ; Proao, Christian R. In: IMK Working Paper. RePEc:imk:wpaper:188-2017. 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 | ||
| 2018 | Jobless Recovery: A Time Series Look at the United States. (2018). DeNicco, James ; Laincz, Christopher A. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:46:y:2018:i:1:d:10.1007_s11293-018-9569-7. 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 | ||
| 2018 | Nowcasting real GDP growth with business tendency surveys data: A cross country analysis. (2018). Poghosyan, Karen ; Kocenda, Evzen. In: KIER Working Papers. RePEc:kyo:wpaper:1002. Full description at Econpapers || Download paper | ||
| 2018 | How do Housing Prices and Business Cycles Interact in Spain? An Empirical Analysis/¿Cómo interactúan los precios de la vivienda y el ciclo económico en España? Un análisis empírico. (2018). Sala-Rios, Merce ; Torres-Sole, Teresa ; Farre-Perdiguer, Mariona. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_3_12. Full description at Econpapers || Download paper | ||
| 2018 | Forecasting with Many Predictors: How Useful are National and International Confidence Data?. (2018). Rherrad, Imad ; Moran, Kevin ; Nono, Simplice Aime. In: Cahiers de recherche. RePEc:lvl:crrecr:1814. Full description at Econpapers || Download paper | ||
| 2018 | Tendances et cyclicité du prix des matières premières (partie 2) : le super-cycle des matières premières en question. (2018). Jégourel, Yves ; Jegourel, Yves. In: Policy notes & Policy briefs. RePEc:ocp:ppaper:pb1824. Full description at Econpapers || Download paper | ||
| 2018 | Stagnation Traps. (2018). Fornaro, Luca ; Benigno, Gianluca. In: Review of Economic Studies. RePEc:oup:restud:v:85:y:2018:i:3:p:1425-1470.. 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 | 3 |
| 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: 3 | 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: 3 | 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: 3 | 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: 3 | paper | |
| 2016 | What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks In: Staff Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 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: 10 | 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: 10 | 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: 10 | 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: 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 | 63 |
| 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: 63 | article | |
| 2009 | Identification of slowdowns and accelerations for the euro area economy. In: Working papers. [Full Text][Citation analysis] | paper | 12 |
| 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: 12 | 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: 12 | paper | |
| 2009 | Forecasting Euro-area recessions using time-varying binary response models for financial. In: Working papers. [Full Text][Citation analysis] | paper | 5 |
| 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 | 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 | |
| 2012 | Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers. [Full Text][Citation analysis] | paper | 25 |
| 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: 25 | 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: 25 | 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: 25 | 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: 25 | paper | |
| 2013 | Dynamic Factor Models: A review of the Literature . In: Working papers. [Full Text][Citation analysis] | paper | 21 |
| 2013 | Dynamic factor models: A review of the literature.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 21 | 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: 21 | article | |
| 2013 | Forecasting growth during the Great Recession: is financial volatility the missing ingredient? In: Working papers. [Full Text][Citation analysis] | paper | 16 |
| 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: 16 | 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: 16 | 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: 16 | paper | |
| 2014 | Nowcasting global economic growth: A factor-augmented mixed-frequency approach. In: Working papers. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | 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: 8 | paper | |
| 2015 | Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty In: Working papers. [Full Text][Citation analysis] | paper | 27 |
| 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: 27 | article | |
| 2017 | Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results In: Working papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Common Factors of Commodity Prices In: Working papers. [Full Text][Citation analysis] | paper | 8 |
| 2018 | Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2018 | Common factors of commodity prices.(2018) In: Research Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2017 | Common factors of commodity prices.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2018 | Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Global financial interconnectedness: A non-linear assessment of the uncertainty channel.(2019) In: GRU Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | paper | |
| 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 | Les déséquilibres mondiaux persistent malgré le rééquilibrage d’après-crise : focus sur leur financement In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 1 |
| 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 |
| 2018 | Global imbalances: build-up, unwinding and financial aspects 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 | 27 |
| 2018 | DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry. [Full Text][Citation analysis] | article | 4 |
| 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: 4 | 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: 4 | 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: 4 | 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: 4 | paper | |
| 2008 | A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA In: Manchester School. [Full Text][Citation analysis] | article | 36 |
| 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 | 10 |
| 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: 10 | 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 | 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 | 1 |
| 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 | 3 |
| 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: 3 | paper | |
| 2016 | Understanding the weakness in global trade - What is the new normal? In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 20 |
| 2012 | Macro-financial linkages and business cycles: A factor-augmented probit approach In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 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 | 33 |
| 2014 | The way out of recessions: A forecasting analysis for some Euro area countries In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 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 | 6 |
| 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: 6 | paper | |
| 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 | |
| 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: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 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 | |
| 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 | 12 |
| 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: 12 | 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: 12 | 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: 12 | 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 | 0 |
| 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 | |
| 2012 | Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy In: Post-Print. [Citation analysis] | paper | 4 |
| 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 | 0 |
| 2001 | Forecasting with k-factor Gegenbauer Processes: Theory and Applications In: Post-Print. [Citation analysis] | paper | 41 |
| 2001 | Forecasting with k-Factor Gegenbauer Processes: Theory and Applications..(2001) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 41 | 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 | 0 |
| 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: 0 | 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: 0 | 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 |
| 2009 | Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] | paper | 2 |
| 2018 | The New Fama Puzzle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 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 | 17 |
| 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 |
| 2013 | Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team