Laurent Ferrara : Citation Profile

Australian National University (5% share)
SKEMA Business School (90% share)
Université Paris-Nanterre (Paris X) (5% share)

19

H index

39

i10 index

1250

Citations

RESEARCH PRODUCTION:

66

Articles

158

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   27 years (1998 - 2025). See details.
   Cites by year: 46
   Journals where Laurent Ferrara has often published
   Relations with other researchers
   Recent citing documents: 145.    Total self citations: 85 (6.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfe27
   Updated: 2025-12-20    RAS profile: 2025-07-07    
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Relations with other researchers

Works with:

Heyer, Eric (16)

Mignon, Valérie (16)

DIEBOLT, Claude (16)

Bec, Frédérique (16)

Karadimitropoulou, Aikaterini (5)

Sahuc, Jean-Guillaume (3)

Natoli, Filippo (3)

Siena, Daniele (3)

Mogliani, Matteo (3)

Chinn, Menzie (3)

Metelli, Luca (3)

Bussiere, Matthieu (2)

Simoni, Anna (2)

Candelon, Bertrand (2)

Joëts, Marc (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Laurent Ferrara.

Is cited by:

Billio, Monica (42)

Casarin, Roberto (27)

Gil-Alana, Luis (26)

Ravazzolo, Francesco (26)

Darné, Olivier (20)

van Dijk, Herman (19)

Kose, Ayhan (19)

GUEGAN, Dominique (16)

Marcellino, Massimiliano (16)

GUPTA, RANGAN (16)

Terrones, Marco (15)

Cites to:

Reichlin, Lucrezia (93)

Giannone, Domenico (65)

Watson, Mark (46)

Krolzig, Hans-Martin (44)

Forni, Mario (41)

Hamilton, James (41)

Marcellino, Massimiliano (34)

Lippi, Marco (33)

bloom, nicholas (32)

Stock, James (31)

Darné, Olivier (30)

Main data

Where Laurent Ferrara has published?

Journals with more than one article published# docs
Quarterly selection of articles - Bulletin de la Banque de France8
Bulletin de la Banque de France8
International Journal of Forecasting4
Rue de la Banque4
Economic Modelling3
Revue conomique3
Journal of Forecasting3
Journal of Applied Econometrics2
Oxford Bulletin of Economics and Statistics2
Journal of Business Cycle Measurement and Analysis2
conomie et Prvision2
Applied Economics Letters2
Economics Letters2

Working Papers Series with more than one paper published# docs
Post-Print / HAL45
Working Papers / HAL15
EconomiX Working Papers / University of Paris Nanterre, EconomiX12
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL12
Documents de travail du Centre d'Economie de la Sorbonne / Universit Panthon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne5
PSE-Ecole d'conomie de Paris (Postprint) / HAL5
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise4
Working Papers / Center for Research in Economics and Statistics4
NBER Working Papers / National Bureau of Economic Research, Inc3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
MPRA Paper / University Library of Munich, Germany3
Working Papers / Association Franaise de Cliomtrie (AFC)3
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing Laurent Ferrara (2025 and 2024)

YearTitle of citing document
2024Why Is Productivity Slowing Down?. (2024). Lafond, François ; Koutroumpis, Pantelis ; Winkler, Julian ; Goldin, Ian. In: Journal of Economic Literature. RePEc:aea:jeclit:v:62:y:2024:i:1:p:196-268.

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2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: FEEM Working Papers. RePEc:ags:feemwp:343506.

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2025Do common shocks drive changes in aggregate emissions intensity?. (2025). Lafond, François ; Ren, Xiyu ; Marotta, Fulvia. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-15.

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2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

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2025Factor-augmented sparse MIDAS regressions with an application to nowcasting. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362.

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2025Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.10907.

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2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024Investigating the price determinants of the European Emission Trading System: a non-parametric approach. (2024). Glielmo, Aldo ; de Giuli, Maria Elena ; Salvagnin, Cristiano ; Mira, Antonietta. In: Papers. RePEc:arx:papers:2406.05094.

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2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

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2024MIDAS-QR with 2-Dimensional Structure. (2024). Szendrei, Tibor ; Schaffer, Mark ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2406.15157.

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2024Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765.

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2024Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286.

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2024Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092.

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2025High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380.

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2025Tracking the Hidden Forces Behind Laos 2022 Exchange Rate Crisis and Balance of Payments Instability. (2025). Cooray, Mariza ; Martinez, Rolando Gonzales. In: Papers. RePEc:arx:papers:2503.13308.

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2025How Election Shocks Move Markets: Evidence from Sectoral Stock Prices. (2025). Amburgey, Aaron J. In: Papers. RePEc:arx:papers:2504.02731.

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2025Fiscal Spillovers through Informal Financial Channels. (2025). Kennedy, Austin. In: Papers. RePEc:arx:papers:2508.06662.

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2025Words Matter: Forecasting Economic Downside Risks with Corporate Textual Data. (2025). Isler, Cansu. In: Papers. RePEc:arx:papers:2511.04935.

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2024Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750.

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2024Effect of Financial Deepening on Private Investment in Kenya. (2024). Thuo, Miriam ; Maugu, Lenity ; Mbaabu, Onesmus ; Chepkorir, Brendah. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:2621-2636.

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2024Seasonal adjustment of credit time series in the Bank of Italy. (2024). Liberati, Danilo ; Di Paolo, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_835_24.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2025A high-dimensional GDP-at-risk and Inflation-at-risk for the euro area. (2025). Santi, Matteo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1484_25.

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2024Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950.

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2024Global Value Chains and the Phillips Curve: a Challenge for Monetary Policy. (2024). Siena, Daniele ; Florio, Anna ; Zago, Riccardo. In: Working papers. RePEc:bfr:banfra:970.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

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2024Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075.

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2025Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118.

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2024Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102.

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2024A Long-Memory Model for Multiple Cycles with an Application to the S&P500. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10947.

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2025Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Dominguez, Alfonso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662.

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2024UIP Deviations in Times of Uncertainty: Not all Countries Behave Alike. (2024). ROMOCEA TURCU, Camelia ; Perego, Erica ; Gole, Purva. In: Working Papers. RePEc:cii:cepidt:2024-09.

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2025GDP 5.0: Real-Time, Micro-Founded and Sustainable Metrics for Beyond-GDP Economic Assessment. (2025). Elimam, Sarah ; Warin, Thierry. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-20.

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2024Improving the robustness of Markov-switching dynamic factor models with time-varying volatility. (2024). Aumond, Romain ; Royer, Julien. In: Working Papers. RePEc:crs:wpaper:2024-04.

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2024Detecting turning points in the inflation cycle. (2024). End, Jan Willem ; Hoeberichts, Marco ; van den End, Jan Willem. In: Working Papers. RePEc:dnb:dnbwpp:808.

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2024Fiscal Policy and Inflation in the Euro Area. (2024). Ascari, Guido ; Smadu, Andra ; Mori, Lorenzo ; Bonam, Dennis. In: Working Papers. RePEc:dnb:dnbwpp:820.

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2024The euro area business cycle and its drivers. (2024). Toth, Mate ; Grigora, Veaceslav ; Warmedinger, Thomas ; Saiz, Lorena ; Stoevsky, Grigor ; Palenzuela, Diego Rodriguez. In: Occasional Paper Series. RePEc:ecb:ecbops:2024354.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024HANK faces unemployment. (2024). Hänsel, Matthias ; Hansel, Matthias ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20242953.

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2024Fiscal policy and inflation: accounting for non-linearities in government debt. (2024). Checherita Westphal, Cristina ; Checherita-Westphal, Cristina ; Pesso, Tom. In: Working Paper Series. RePEc:ecb:ecbwps:20242996.

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2025The Great Moderation at 40: learning from the cross section. (2025). Stracca, Livio. In: Working Paper Series. RePEc:ecb:ecbwps:20253124.

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2025Decomposing US economic fluctuations: a trend-cycle approach. (2025). Fosso, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20253138.

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2024Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment. (2024). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000514.

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2025Unveiling the shadows: The effects of financial conditions on the tail risks of Chinas macroeconomic activities. (2025). Zhuo, Xingxuan ; Wang, Lijun ; Liu, Han. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1-14.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2025Did the American Rescue Plan cause inflation? A synthetic control approach. (2025). Ko, Dong Gyun. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s026499932400292x.

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2025Global financial risk and uncovered interest parity premia in Central and Eastern Europe. (2025). Janus, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000732.

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2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

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2024UIP deviations in times of uncertainty: Not all countries behave alike. (2024). Perego, Erica ; Gole, Purva ; Turcu, Camelia. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400332x.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2025). Meunier, Baptiste ; Lietti, Benjamin ; bricongne, jean-charles ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002744.

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2024Fiscal policy in the Bundestag: Textual analysis and macroeconomic effects. (2024). Winker, Peter ; Naboka-Krell, Viktoriia ; Tillmann, Peter ; Latifi, Albina. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001569.

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2025Global value chains and the Phillips curve: A challenge for monetary policy. (2025). Siena, Daniele ; Zago, Riccardo ; Florio, Anna. In: European Economic Review. RePEc:eee:eecrev:v:174:y:2025:i:c:s0014292125000169.

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2024Impact of climate policy uncertainty on return spillover among green assets and portfolio implications. (2024). , Thao ; Pham, Son D ; Do, Hung X. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003396.

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2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

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2024Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms. (2024). Baumohl, Eduard ; Lyocsa, Tefan ; Vaaniova, Petra. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400348x.

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2025Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981.

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2024Correlation meets causality: A holistic measure of financial contagion. (2024). Atasoy, Burak ; Ozkan, Brahim. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005336.

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2025Modeling gasoline price volatility. (2025). Ormos, Mihály ; Kamocsai, Lszl. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016866.

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2024What charge-off rates are predictable by macroeconomic latent factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892400086x.

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2024Linkages between financial and macroeconomic indicators in emerging markets and developing economies. (2024). Michaelides, Michael ; Liang, Zhongwen ; Loungani, Prakash ; Biswas, Rita. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000796.

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2025Monetary policy and exchange rate dynamics in a behavioral open economy model. (2025). Zabczyk, Pawel ; Kolasa, Marcin ; Ravgotra, Sahil. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000431.

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2024Effect of terms of trade on the Latin American Labor market. (2024). Carrillo-Maldonado, Paul ; Cruz, Zoe ; Jacho, Domenica. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000751.

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2024Spillover effects of US monetary policy on emerging markets amidst uncertainty. (2024). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000222.

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2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

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2024Back to the present: Learning about the euro area through a now-casting model. (2024). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686.

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2024Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Chuliá, Helena ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776.

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2024Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237.

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2024Nowcasting with panels and alternative data: The OECD weekly tracker. (2024). Woloszko, Nicolas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1302-1335.

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2024Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538.

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2025Nowcasting U.S. state-level CO2 emissions and energy consumption. (2025). Nandi, Shaoni ; Fosten, Jack. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:20-30.

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2025Asymmetric uncertainty: Nowcasting using skewness in real-time data. (2025). Labonne, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:229-250.

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2024A trade-off between lives and the economy? Subsidizing dining out under the COVID-19 pandemic in Japan. (2024). Wang, Yupeng ; Shimokawa, Satoru. In: Food Policy. RePEc:eee:jfpoli:v:124:y:2024:i:c:s0306919224000368.

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2024Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135.

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2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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2024Commodity prices and international Inflation, 1851–1913. (2024). Stuart, Rebecca ; Gerlach, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000846.

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2024Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation. (2024). Manera, Matteo ; Valenti, Daniele ; Casoli, Chiara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001414.

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2024Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?. (2024). Pham, Linh ; Kamal, Javed Bin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000266.

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2024Weathering market swings: Does climate risk matter for agricultural commodity price predictability?. (2024). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000424.

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2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

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2025Commodity correlation risk. (2025). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000170.

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2025Is the response of the Slovak labor market asymmetric to output changes?. (2025). Kabt, Ladislav ; Kuchark, Rudolf ; Pitokov, Renta. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000039.

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2025A tale of the two recessions 2008 and 2020: What do the Taylor rule, the Phillips curve and Okuns law tell?. (2025). Seip, Knut L ; Zhang, Dan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:3:p:681-701.

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2024Economic policy uncertainty and capital flows tail risk in China. (2024). Huang, Xiaowei ; Zhang, Man ; He, Chenyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001215.

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2024Inflation expectations in the wake of the war in Ukraine. (2024). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:113:y:2024:i:c:s221480432400140x.

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2024DIY google trends indicators in social sciences: A methodological note. (2024). Sorić, Petar ; Lolić, Ivana ; Matoec, Marina. In: Technology in Society. RePEc:eee:teinso:v:77:y:2024:i:c:s0160791x24000253.

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2025Intangibles and industry concentration: a cross-country analysis. (2025). Bajgar, Matěj ; Timmis, Jonathan ; Criscuolo, Chiara. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126673.

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2025From digital search to deed: Forecasting UK housing purchases in Spain using Google Trends across the Brexit disruption. (2025). Onrubia, Jorge ; Pinto, Fernando ; del Carmen, Mara. In: Working Papers. RePEc:fda:fdaddt:2025-08.

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2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:fem:femwpa:2024.09.

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2024Foreign economic policy uncertainty and U.S. equity returns. (2024). Jahan-Parvar, Mohammad ; Kitsul, Yuriy ; Rahman, Jamil ; Wilson, Beth Anne. In: International Finance Discussion Papers. RePEc:fip:fedgif:1401.

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2025Food, Fuel, and Facts: Distributional Effects of Global Price Shocks. (2025). Bhattarai, Saroj ; Chatterjee, Arpita ; Udupa, Gautham. In: International Finance Discussion Papers. RePEc:fip:fedgif:1414.

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2024Accounting for the Effects of Fiscal Policy Shocks on Exchange Rates through Markup Dynamics. (2024). Lee, Hyungsuk. In: Review. RePEc:fip:fedlrv:97919.

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2024A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3487-:d:1516428.

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

Laurent Ferrara has edited the books:

YearTitleTypeCited

Works by Laurent Ferrara:

YearTitleTypeCited
2021Les cycles économiques de la France : une datation de référence In: Working Papers.
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2021Les cycles économiques de la France : une datation de référence.(2021) In: EconomiX Working Papers.
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2021Dating business cycles in France: A reference chronology In: Working Papers.
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2021Dating business cycles in France: A reference chronology.(2021) In: EconomiX Working Papers.
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2021Dating business cycles in France:A reference chronology.(2021) In: THEMA Working Papers.
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2023Dating business cycles in France : a reference chronology.(2023) In: Post-Print.
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2022Dating business cycles in France: A reference chronology.(2022) In: Post-Print.
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2023Dating business cycles in France : a reference chronology.(2023) In: PSE-Ecole d'économie de Paris (Postprint).
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2021Dating business cycles in France: a reference chronology.(2021) In: SciencePo Working papers Main.
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2021Dating business cycles in France: a reference chronology.(2021) In: Working Papers.
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2021Dating business cycles in France:A reference chronology.(2021) In: Working Papers.
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2021Dating business cycles in France: A reference chronology..(2021) In: Working Papers of BETA.
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This paper has nother version. Agregated cites: 2		paper
2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
[Full Text][Citation analysis]		paper4
2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 4		article
2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
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This paper has nother version. Agregated cites: 4		paper
2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: Working Papers.
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2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel In: LIDAM Reprints LFIN.
[Citation analysis]		paper17
2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel.(2018) In: Working papers.
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This paper has nother version. Agregated cites: 17		paper
2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: Working Papers.
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2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel.(2021) In: Applied Economics.
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This paper has nother version. Agregated cites: 17		article
2022When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage In: Papers.
[Full Text][Citation analysis]		paper36
2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2019) In: Working papers.
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This paper has nother version. Agregated cites: 36		paper
2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 36		paper
2020When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2020) In: EconomiX Working Papers.
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This paper has nother version. Agregated cites: 36		paper
2023When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage.(2023) In: Post-Print.
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This paper has nother version. Agregated cites: 36		paper
2023When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage.(2023) In: Journal of Business & Economic Statistics.
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2016What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks In: Staff Working Papers.
[Full Text][Citation analysis]		paper29
2015What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: EconomiX Working Papers.
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2018What are the macroeconomic effects of high-frequency uncertainty shocks?.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2015What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: Working Papers.
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2018What are the macroeconomic effects of high‐frequency uncertainty shocks?.(2018) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 29		article
2010Housing Cycles In The Major Euro Area Countries In: Occasional Papers.
[Full Text][Citation analysis]		paper30
2009Housing cycles in the major euro area countries..(2009) In: Working papers.
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This paper has nother version. Agregated cites: 30		paper
2007Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise. In: Working papers.
[Full Text][Citation analysis]		paper0
2008Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers.
[Full Text][Citation analysis]		paper16
2008Business surveys modelling with Seasonal-Cyclical Long Memory models. In: Working papers.
[Full Text][Citation analysis]		paper3
2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Economics Bulletin.
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This paper has nother version. Agregated cites: 3		article
2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has nother version. Agregated cites: 3		paper
2008Business 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 nother version. Agregated cites: 3		paper
2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: PSE-Ecole d'économie de Paris (Postprint).
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This paper has nother version. Agregated cites: 3		paper
2008Business surveys modelling with seasonal-cyclical long memory models.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne.
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This paper has nother version. Agregated cites: 3		paper
2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
[Full Text][Citation analysis]		paper96
2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 96		article
2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
[Full Text][Citation analysis]		paper13
2011Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
This paper has nother version. Agregated cites: 13		article
2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 13		paper
2009Forecasting Euro-area recessions using time-varying binary response models for financial. In: Working papers.
[Full Text][Citation analysis]		paper16
2009Cyclical relationships between GDP and housing market in France: Facts and factors at play. In: Working papers.
[Full Text][Citation analysis]		paper8
2010Common business and housing market cycles in the Euro area from a multivariate decomposition. In: Working papers.
[Full Text][Citation analysis]		paper17
2011The possible shapes of recoveries in Markov-switching models In: Working papers.
[Full Text][Citation analysis]		paper5
2011The Possible Shapes of Recoveries in Markov-Switching Models.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2011The possible shapes of recoveries in Markov-Switching models.(2011) In: THEMA Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2012The European way out of recession In: Working papers.
[Full Text][Citation analysis]		paper2
2011The European Way Out of Recessions.(2011) In: THEMA Working Papers.
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2013The European Way out of Recession.(2013) In: Post-Print.
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This paper has nother version. Agregated cites: 2		paper
2012Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers.
[Full Text][Citation analysis]		paper43
2013Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 43		paper
2015Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2015) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 43		article
2015Macroeconomic forecasting during the Great Recession: the return of non-linearity?.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2013Dynamic Factor Models: A review of the Literature . In: Working papers.
[Full Text][Citation analysis]		paper37
2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
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This paper has nother version. Agregated cites: 37		paper
2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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This paper has nother version. Agregated cites: 37		article
2013Forecasting growth during the Great Recession: is financial volatility the missing ingredient? In: Working papers.
[Full Text][Citation analysis]		paper28
2013Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?.(2013) In: EconomiX Working Papers.
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2014Forecasting growth during the Great Recession: is financial volatility the missing ingredient?.(2014) In: Economic Modelling.
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2014Forecasting growth during the Great Recession: is financial volatility the missing ingredient?,.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2013Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2014Nowcasting global economic growth: A factor-augmented mixed-frequency approach. In: Working papers.
[Full Text][Citation analysis]		paper34
2019Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach.(2019) In: The World Economy.
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This paper has nother version. Agregated cites: 34		article
2019Nowcasting global economic growth: A factor-augmented mixed-frequency approach.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2015Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty In: Working papers.
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2017Explaining the recent slump in investment: the role of expected demand and uncertainty.(2017) In: Rue de la Banque.
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2017Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results In: Working papers.
[Full Text][Citation analysis]		paper12
2017Common Factors of Commodity Prices In: Working papers.
[Full Text][Citation analysis]		paper93
2018Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 93		paper
2018Common factors of commodity prices.(2018) In: Research Bulletin.
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This paper has nother version. Agregated cites: 93		article
2017Common factors of commodity prices.(2017) In: Working Paper Series.
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2022Common factors of commodity prices.(2022) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 93		article
2020Questioning the puzzle: Fiscal policy, exchange rate and inflation In: Working papers.
[Full Text][Citation analysis]		paper2
2008OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2008L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article2
2010Les marchés immobiliers après la crise : quelles leçons pour la macroéconomie ? In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2012Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2014Marché du travail et politique monétaire aux États-Unis : débats actuels et enjeux. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2014Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux.(2014) In: Post-Print.
[Citation analysis]
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2016Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence. In: Bulletin de la Banque de France.
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2017Épisodes d’assainissement budgétaire dans les pays de l’OCDE : rôle du respect des règles fiscales et des marges budgétaires In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2018Global imbalances: build-up, unwinding and financial aspects In: Bulletin de la Banque de France.
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2018Global 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 nother version. Agregated cites: 2		article
2008OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2008The 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]		article2
2010Housing markets after the crisis: lessons for the macroeconomy. In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2011Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2014US labour market and monetary policy: current debates and challenges In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2016Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2017Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2016Nowcasting global economic growth In: Rue de la Banque.
[Full Text][Citation analysis]		article1
2018Does the Phillips curve still exist? In: Rue de la Banque.
[Full Text][Citation analysis]		article11
2018Uncertainty and macroeconomics: transmission channels and policy implications In: Rue de la Banque.
[Full Text][Citation analysis]		article0
2012MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article35
2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
[Full Text][Citation analysis]		article14
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers.
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2018Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 14		paper
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
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2008A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA In: Manchester School.
[Full Text][Citation analysis]		article45
2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article14
2013Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2012Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2009Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision.
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2009Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision.
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2009Caractérisation et datation des cycles économiques en zone euro In: Revue économique.
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2010Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques In: Revue économique.
[Full Text][Citation analysis]		article0
2023Les cycles économiques de la France : une datation de référence In: Revue économique.
[Full Text][Citation analysis]		article0
2021Les cycles économiques de la France : une datation de référence.(2021) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Les cycles économiques de la France : une datation de référence..(2021) In: Working Papers of BETA.
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This paper has nother version. Agregated cites: 0		paper
2013Post-Recession US Employment through the Lens of a Non-Linear Okuns Law In: Working Papers.
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2013Post-recession US employment through the lens of a non-linear Okun’s law.(2013) In: EconomiX Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2013Post-recession US employment through the lens of a non-linear Okun’s law.(2013) In: Working Papers.
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2013Post-recession US Employment through the Lens of a Non-linear Okuns law.(2013) In: NBER Working Papers.
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2004La localisation des entreprises industrielles : comment apprecier lattractivite des territoires ? In: Economie Internationale.
[Full Text][Citation analysis]		article4
2022Measuring exchange rate risks during periods of uncertainty In: International Economics.
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2022Measuring exchange rate risks during periods of uncertainty.(2022) In: International Economics.
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2020Measuring Exchange Rate Risks During Periods of Uncertainty.(2020) In: CAMA Working Papers.
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2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges In: CEPII Policy Brief.
[Full Text][Citation analysis]		paper18
2018Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges.(2018) In: Financial and Monetary Policy Studies.
[Citation analysis]
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1998Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP In: Working Papers.
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2000Analyse dintervention et prévisions. problématique et application à des données de la RATP.(2000) In: Post-Print.
[Citation analysis]
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1999Estimation and Applications of Gegenbauer Processes In: Working Papers.
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2010A factor-augmented probit model for business cycle analysis In: EconomiX Working Papers.
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2010A factor-augmented probit model for business cycle analysis.(2010) In: Working Papers.
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2012Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession In: EconomiX Working Papers.
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2013Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession.(2013) In: Post-Print.
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2012Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession.(2012) In: Working Papers.
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2015Comparing the shape of recoveries: France, the UK and the US In: Economic Modelling.
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2015Comparing the shapes of recoveries: France, the UK and the US.(2015) In: Post-Print.
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2016A world trade leading index (WLTI).(2016) In: Post-Print.
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2015A World Trade Leading Index (WTLI).(2015) In: IMF Working Papers.
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2003A three-regime real-time indicator for the US economy In: Economics Letters.
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2022High-frequency monitoring of growth at risk.(2022) In: Post-Print.
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2010Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.(2010) In: Post-Print.
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2010Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.(2010) In: PSE-Ecole d'économie de Paris (Postprint).
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2008Testing fractional order of long memory processes: a Monte Carlo study.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2008A non-parametric method to nowcast the Euro Area IPI.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2010GDP nowcasting with ragged-edge data: a semi-parametric modeling.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010GDP nowcasting with ragged-edge data: a semi-parametric modeling.(2010) In: PSE-Ecole d'économie de Paris (Postprint).
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2010GDP nowcasting with ragged-edge data: a semi-parametric modeling.(2010) In: Journal of Forecasting.
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2009GDP nowcasting with ragged-edge data: A semi-parametric modelling.(2009) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2008Fractional and seasonal filtering In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2008Fractional and seasonal filtering.(2008) In: Post-Print.
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2008Fractional and seasonal filtering.(2008) In: PSE-Ecole d'économie de Paris (Postprint).
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2012Une revue de la littérature des modèles à facteurs dynamiques.(2012) In: Économie et Prévision.
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2014Forecasting business cycles In: Post-Print.
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2014Forecasting business cycles.(2014) In: Post-Print.
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2018Impact of uncertainty shocks on the global economy In: Post-Print.
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2017Impact of uncertainty shocks on the global economy.(2017) In: Post-Print.
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2018The New Fama Puzzle.(2018) In: NBER Working Papers.
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2022The New Fama Puzzle.(2022) In: IMF Economic Review.
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2001Forecasting with k-factor Gegenbauer Processes: Theory and Applications In: Post-Print.
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2001Forecasting with k-Factor Gegenbauer Processes: Theory and Applications..(2001) In: Journal of Forecasting.
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2000Forecasting financial time series with generalized long memory processes In: Post-Print.
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2005Detection of the Industrial Business Cycle using SETAR models In: Post-Print.
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2006Detection of the Industrial Business Cycle using SETAR Models.(2006) In: Journal of Business Cycle Measurement and Analysis.
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2005Detection of the industrial business cycle using SETAR models.(2005) In: MPRA Paper.
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2003Analyser les séries chronologiques avec S-Plus : une approche paramétrique, In: Post-Print.
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2003Analyser les séries chronologiques avec S-Plus: une approche paramétrique.(2003) In: Post-Print.
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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model.(2020) In: Working Papers.
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2019Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences.(2019) In: LEO Working Papers / DR LEO.
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2017Forecasting euro area recessions by combining financial information In: International Journal of Computational Economics and Econometrics.
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2024The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries In: NBER Working Papers.
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2004Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators In: Journal of Business Cycle Measurement and Analysis.
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2006A real-time recession indicator for the Euro area In: MPRA Paper.
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2002Un indicateur dentrée et sortie de récession: application aux Etats-Unis In: MPRA Paper.
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2018Introduction In: Financial and Monetary Policy Studies.
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2007Point and interval nowcasts of the Euro area IPI In: Applied Economics Letters.
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2007Business Cycle Analysis with Multivariate Markov Switching Models In: Working Papers.
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2007A turning point chronology for the Euro-zone In: Working Papers.
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