Laurent Ferrara : Citation Profile


Are you Laurent Ferrara?

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

15

H index

24

i10 index

741

Citations

RESEARCH PRODUCTION:

55

Articles

122

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   22 years (1998 - 2020). See details.
   Cites by year: 33
   Journals where Laurent Ferrara has often published
   Relations with other researchers
   Recent citing documents: 114.    Total self citations: 67 (8.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe27
   Updated: 2021-06-07    RAS profile: 2021-04-15    
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Relations with other researchers


Works with:

Bussiere, Matthieu (6)

Marsilli, Clément (5)

Darné, Olivier (5)

Pappadà, Francesco (4)

Simoni, Anna (4)

Giannone, Domenico (4)

Chinn, Menzie (3)

Guérin, Pierre (3)

Istrefi, Klodiana (2)

Delle Chiaie, Simona (2)

Berthou, Antoine (2)

Haincourt, Sophie (2)

Siena, Daniele (2)

Schmidt, Julia (2)

Lhuissier, Stéphane (2)

Mogliani, Matteo (2)

Tripier, Fabien (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 (39)

Ravazzolo, Francesco (27)

Casarin, Roberto (26)

Gil-Alana, Luis (19)

van Dijk, Herman (19)

Darné, Olivier (16)

Kose, Ayhan (15)

Terrones, Marco (15)

Marcellino, Massimiliano (14)

Aastveit, Knut Are (13)

Bec, Frédérique (13)

Cites to:

Reichlin, Lucrezia (62)

Giannone, Domenico (37)

Krolzig, Hans-Martin (32)

Hamilton, James (32)

Forni, Mario (32)

Marcellino, Massimiliano (31)

Watson, Mark (31)

bloom, nicholas (31)

Ng, Serena (27)

Lippi, Marco (26)

Clements, Michael (24)

Main data


Where Laurent Ferrara has published?


Journals with more than one article published# docs
Quarterly selection of articles - Bulletin de la Banque de France8
Bulletin de la Banque de France8
Rue de la Banque4
Economic Modelling3
Journal of Forecasting3
Applied Economics Letters2
conomie et Prvision2
Economie & Prvision2
Oxford Bulletin of Economics and Statistics2
Journal of Business Cycle Measurement and Analysis2
International Journal of Forecasting2
Economics Letters2
Revue conomique2

Working Papers Series with more than one paper published# docs
Post-Print / HAL39
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL12
EconomiX Working Papers / University of Paris Nanterre, EconomiX8
Documents de travail du Centre d'Economie de la Sorbonne / Universit Panthon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne5
Working Papers / Center for Research in Economics and Statistics4
PSE-Ecole d'conomie de Paris (Postprint) / HAL4
Working Papers / HAL3
MPRA Paper / University Library of Munich, Germany3
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise2

Recent works citing Laurent Ferrara (2021 and 2020)


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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:87676.

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2020Forecasting U.S. Economic Growth in Downturns Using Cross-Country Data. (2020). Nie, Jun ; Yang, Shu-Kuei X ; Lyu, Yifei. In: Research Working Paper. RePEc:fip:fedkrw:88691.

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2021Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data. (2021). Zagst, Rudi ; Sandrini, Francesco ; Ramsauer, Franz ; Portelli, Lorenzo ; Min, Aleksey ; Defend, Monica. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:5-90:d:495900.

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2020Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: Working Papers. RePEc:gla:glaewp:2020_08.

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2020Nowcasting Unemployment Insurance Claims in the Time of COVID-19. (2020). Sinclair, Tara ; Larson, William D. In: Working Papers. RePEc:gwc:wpaper:2020-004.

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2020Lidée de régulation dans les sciences : hommage à lépistémologue Jean Piaget. (2020). DIEBOLT, Claude. In: Post-Print. RePEc:hal:journl:hal-02920407.

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2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy. (2020). Charles, Amelie ; Darne, Olivier. In: Post-Print. RePEc:hal:journl:hal-02948802.

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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03186891.

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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: PSE Working Papers. RePEc:hal:psewpa:hal-02908680.

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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: Working Papers. RePEc:hal:wpaper:hal-02908680.

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2021Global Value Chains and the transmission of exchange rate shocks to consumer prices. (2021). Rifflart, Christine ; Camatte, Hadrien ; Lalliard, Antoine ; Daudin, Guillaume ; Faubert, Violaine. In: Working Papers. RePEc:hal:wpaper:hal-03134873.

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2020Nowcasting Unemployment Insurance Claims in the Time of COVID-19. (2020). Sinclair, Tara ; Larson, William. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:20-02.

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2020Deus ex Machina? A Framework for Macro Forecasting with Machine Learning. (2020). Bolhuis, Marijn ; Rayner, Brett. In: IMF Working Papers. RePEc:imf:imfwpa:2020/045.

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2021Uncertainty is bad for Business. Really?. (2021). Vauday, Julien ; Serranito, Francisco ; Himounet, Nicolas. In: Working Papers. RePEc:inf:wpaper:2021.03.

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2021Searching for the Nature of Uncertainty: Macroeconomic VS Financial. (2021). Himounet, Nicolas. In: Working Papers. RePEc:inf:wpaper:2021.05.

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2020House price convergence Across Europe. (2020). Ordoez, Javier ; Monfort, Mercedes ; Morley, Bruce ; Maynou, Laia. In: Working Papers. RePEc:jau:wpaper:2020/07.

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2021Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors. (2021). Yazgan, Ege ; Soybilgen, Bari. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10083-5.

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2020Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach. (2020). Vašíček, Bořek ; Vaiek, Boek ; Balta, Narcissa . In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-019-09432-x.

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2020Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes. (2020). Sierra, Lya Paola ; Senra, Eva ; Poncela, Pilar. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:4:d:10.1007_s11079-019-09564-4.

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2020The Present-Value Model of the Exchange Rate with a Persistently Time-Varying Risk Premium: Evidence from the Dollar-Yen Rate. (2020). Shimizu, Makoto. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:5:d:10.1007_s11079-020-09582-7.

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2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2002.

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2020An analysis of investments and their drivers in Lithuania. (2020). Comunale, Mariarosaria. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:34.

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2020Fiscal DSGE Model for Latvia. (2020). Grüning, Patrick ; Buss, Ginters ; Gruning, Patrick. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:81.

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2020Aggregate Fiscal Stabilisation Policy: Panacea or Scapegoat?. (2020). P.Kiss, Gabor. In: Financial and Economic Review. RePEc:mnb:finrev:v:19:y:2020:i:2:p:55-87.

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2020Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis. (2020). Rots, Eyno ; Leiva-Leon, Danilo ; Perez-Quiros, Gabriel. In: MNB Working Papers. RePEc:mnb:wpaper:2020/4.

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2020Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: NBER Working Papers. RePEc:nbr:nberwo:27001.

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2020Foreign Exchange Order Flow as a Risk Factor. (2020). cerrato, mario ; Burnside, Craig ; Zhang, Zhekai. In: NBER Working Papers. RePEc:nbr:nberwo:27199.

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2020A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:28014.

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2020Okuns Law: Copula-based Evidence from G7 Countries. (2020). Stavrakoudis, Athanassios ; Benos, Nikos. In: MPRA Paper. RePEc:pra:mprapa:103318.

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2020Global Flight-to-Safety Shocks. (2020). Ahmed, Rashad. In: MPRA Paper. RePEc:pra:mprapa:103501.

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2020A Dynamic Analysis of Collusive Action: The Case of the World Copper Market, 1882-2016. (2020). Stuermer, Martin ; Rausser, Gordon. In: MPRA Paper. RePEc:pra:mprapa:104708.

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2020Global Recessions. (2020). Kose, Ayhan ; Terrones, Marco E ; Sugawara, Naotaka. In: MPRA Paper. RePEc:pra:mprapa:98608.

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2020Forecasting tourism with targeted predictors in a data-rich environment. (2020). Loureno, Nuno ; Gouveia, Carlos Melo ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w202005.

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2020Comparison of macroeconomic indicators nowcasting methods: Russian GDP case. (2020). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0402.

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2021On the applicability of dynamic factor models for forecasting real GDP growth in Armenia. (2021). Poghosyan, Karen. In: Applied Econometrics. RePEc:ris:apltrx:0411.

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2020Effects of Global Economic, Political and Geopolitical Uncertainties on the Turkish Economy: A SVAR Analysis. (2020). Datan, Muhammet ; Yalinkaya, Omer . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:1:p:97-116.

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2020Self-fulfillment degree of economic expectations within an integrated space: The European Union case study. (2020). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:4:p:5-32.

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2021Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data. (2021). GUPTA, RANGAN ; Gil-Alana, Luis ; Miller, Stephen M ; Canarella, Giorgio. In: Urban Studies. RePEc:sae:urbstu:v:58:y:2021:i:1:p:53-72.

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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darné, Olivier ; Charles, Amelie. In: Cliometrica. RePEc:spr:cliomt:v:15:y:2021:i:2:d:10.1007_s11698-020-00209-y.

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2020Portfolio stress testing applied to commodity futures. (2020). Paraschiv, Florentina ; Skjelstad, Margrethe Ringkjob ; Reese, Stine Marie. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:2:d:10.1007_s10287-020-00370-9.

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2020Business cycle dating and forecasting with real-time Swiss GDP data. (2020). Glocker, Christian ; Wegmueller, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01666-9.

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2021Research and development as an initiator of fixed capital investment. (2021). Woerter, Martin ; Spescha, Andrin. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:1:d:10.1007_s00191-020-00681-9.

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

Laurent Ferrara has edited the books:


YearTitleTypeCited

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YearTitleTypeCited
2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
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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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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
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paper
2012A new monthly chronology of the US industrial cycles in the prewar economy.(2012) In: Working Papers.
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paper
2020When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage In: Papers.
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paper7
2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2019) In: Working papers.
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paper
2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2019) In: Working Papers.
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paper
2020When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2020) In: EconomiX Working Papers.
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paper
2016What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks In: Staff Working Papers.
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2015What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: EconomiX Working Papers.
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paper
2018What are the macroeconomic effects of high-frequency uncertainty shocks?.(2018) In: Post-Print.
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paper
2018What are the macroeconomic effects of high‐frequency uncertainty shocks?.(2018) In: Journal of Applied Econometrics.
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article
2010Housing Cycles In The Major Euro Area Countries In: Occasional Papers.
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paper21
2009Housing cycles in the major euro area countries..(2009) In: Working papers.
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paper
2007Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers.
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paper0
2008Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers.
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paper15
2008Business surveys modelling with Seasonal-Cyclical Long Memory models. In: Working papers.
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paper3
2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Economics Bulletin.
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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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2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper
2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: PSE-Ecole d'économie de Paris (Postprint).
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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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paper
2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
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paper72
2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
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article
2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
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2011Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics.
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article
2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
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paper
2009Forecasting Euro-area recessions using time-varying binary response models for financial. In: Working papers.
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2009Cyclical relationships between GDP and housing market in France: Facts and factors at play. In: Working papers.
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paper8
2010Common business and housing market cycles in the Euro area from a multivariate decomposition. In: Working papers.
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2011The possible shapes of recoveries in Markov-switching models In: Working papers.
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2011The Possible Shapes of Recoveries in Markov-Switching Models.(2011) In: Working Papers.
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2011The possible shapes of recoveries in Markov-Switching models.(2011) In: THEMA Working Papers.
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2012The European way out of recession In: Working papers.
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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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paper
2012Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers.
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paper32
2013Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2013) In: CEPR Discussion Papers.
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paper
2015Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2015) In: International Journal of Forecasting.
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article
2015Macroeconomic forecasting during the Great Recession: the return of non-linearity?.(2015) In: Post-Print.
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paper
2015Macroeconomic forecasting during the Great Recession: the return of non-linearity?.(2015) In: Post-Print.
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paper
2013Dynamic Factor Models: A review of the Literature . In: Working papers.
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paper23
2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
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paper
2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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article
2013Forecasting growth during the Great Recession: is financial volatility the missing ingredient? In: Working papers.
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paper17
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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article
2014Forecasting growth during the Great Recession: is financial volatility the missing ingredient?,.(2014) In: Post-Print.
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paper
2014Nowcasting global economic growth: A factor-augmented mixed-frequency approach. In: Working papers.
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paper18
2019Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach.(2019) In: The World Economy.
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article
2019Nowcasting global economic growth: A factor-augmented mixed-frequency approach.(2019) In: Post-Print.
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paper
2015Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty In: Working papers.
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paper33
2017Explaining the recent slump in investment: the role of expected demand and uncertainty.(2017) In: Rue de la Banque.
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article
2017Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results In: Working papers.
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2017Common Factors of Commodity Prices In: Working papers.
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paper39
2018Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers.
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paper
2018Common factors of commodity prices.(2018) In: Research Bulletin.
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article
2017Common factors of commodity prices.(2017) In: Working Paper Series.
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paper
2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel In: Working papers.
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paper3
2020Questioning the puzzle: Fiscal policy, exchange rate and inflation In: Working papers.
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paper0
2008OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France.
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article0
2008L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle. In: Bulletin de la Banque de France.
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article1
2010Les marchés immobiliers après la crise : quelles leçons pour la macroéconomie ? In: Bulletin de la Banque de France.
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article0
2012Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris. In: Bulletin de la Banque de France.
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2014Marché du travail et politique monétaire aux États-Unis : débats actuels et enjeux. In: Bulletin de la Banque de France.
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2014Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux.(2014) In: Post-Print.
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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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article0
2017Épisodes d’assainissement budgétaire dans les pays de l’OCDE : rôle du respect des règles fiscales et des marges budgétaires In: Bulletin de la Banque de France.
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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.
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2008OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2008The contribution of cyclical turning point indicators to business cycle analysis. In: Quarterly selection of articles - Bulletin de la Banque de France.
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article2
2010Housing markets after the crisis: lessons for the macroeconomy. In: Quarterly selection of articles - Bulletin de la Banque de France.
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article0
2011Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris In: Quarterly selection of articles - Bulletin de la Banque de France.
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article0
2014US labour market and monetary policy: current debates and challenges In: Quarterly selection of articles - Bulletin de la Banque de France.
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article0
2016Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London In: Quarterly selection of articles - Bulletin de la Banque de France.
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article0
2017Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space In: Quarterly selection of articles - Bulletin de la Banque de France.
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article0
2016Nowcasting global economic growth In: Rue de la Banque.
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article1
2018Does the Phillips curve still exist? In: Rue de la Banque.
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article2
2018Uncertainty and macroeconomics: transmission channels and policy implications In: Rue de la Banque.
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article0
2012MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research.
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article29
2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers.
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paper
2018Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print.
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paper
2018Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print.
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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.
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article37
2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
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2013Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print.
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2009Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision.
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2009Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision.
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2012Une revue de la littérature des modèles à facteurs dynamiques In: Economie & Prévision.
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2013Une revue de la littérature des modèles à facteurs dynamiques.(2013) In: Post-Print.
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2012Une revue de la littérature des modèles à facteurs dynamiques.(2012) 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.
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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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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.
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2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges In: CEPII Policy Brief.
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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.
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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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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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2013Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession.(2013) In: Applied Economics Letters.
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2016Understanding the weakness in global trade - What is the new normal? In: Occasional Paper Series.
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2012Macro-financial linkages and business cycles: A factor-augmented probit approach In: Economic Modelling.
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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 (WTLI) In: Economics Letters.
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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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2014The way out of recessions: A forecasting analysis for some Euro area countries In: International Journal of Forecasting.
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2014The way out of recessions: A forecasting analysis for some Euro area countries.(2014) In: Post-Print.
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2014Explaining US employment growth after the great recession: The role of output–employment non-linearities In: Journal of Macroeconomics.
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2014Explaining US employment growth after the Great Recession: the role of output-employment non-linearities.(2014) In: Post-Print.
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2020Measuring exchange rate risks during periods of uncertainty In: CAMA Working Papers.
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2020High-frequency monitoring of growth-at-risk In: CAMA Working Papers.
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2010Testing Fractional Order of Long Memory Processes: A Monte Carlo Study In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper3
2008Testing fractional order of long memory processes : a Monte Carlo study.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.(2010) In: Post-Print.
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2010Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.(2010) In: PSE-Ecole d'économie de Paris (Postprint).
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2008Testing fractional order of long memory processes: a Monte Carlo study.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2013Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2013Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area.(2013) In: Post-Print.
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2013Evaluation of regime switching models for real-time business cycle analysis of the euro area.(2013) In: Post-Print.
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2013Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area.(2013) In: Journal of Forecasting.
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2006Fractional seasonality: Models and Application to Economic Activity in the Euro Area In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2006Real-time detection of the business cycle using SETAR models In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2008A non-parametric method to nowcast the Euro Area IPI In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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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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2009GDP nowcasting with ragged-edge data : A semi-parametric modelling 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: 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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2009Evaluation 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).
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2009Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro.(2009) In: Documents de travail du Centre d'Economie de la Sorbonne.
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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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2012Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy In: Post-Print.
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2012Macro-financial linkages and business cycles: A factor-probit approach In: Post-Print.
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2013Comments on: Examining the quality of early GDP component estimates In: Post-Print.
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2014The way out of recessions: Evidence from a bounce-back augmented threshold regression In: Post-Print.
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2014Forecasting business cycles In: Post-Print.
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