10
H index
10
i10 index
356
Citations
Pierre Guérin : Citation Profile
International Monetary Fund (IMF) | RESEARCH PRODUCTION: 17 Articles 34 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2011 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre Guérin. | Is cited by:
| Cites to:
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Main data
Where Pierre Guérin has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 5 |
| International Journal of Forecasting | 4 |
| Journal of Business & Economic Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Working Papers / Bank of Canada | 8 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 5 |
| OECD Economics Department Working Papers / OECD Publishing | 3 |
| Working Papers / Banco de España | 3 |
| IMF Working Papers / International Monetary Fund | 2 |
| Working Paper Series / European Central Bank | 2 |
Recent works citing Pierre Guérin (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper |
| 2023 | US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel. (2023). London, Mélina ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:915. Full description at Econpapers || Download paper |
| 2023 | On the identification of the oil-stock market relationship. (2023). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003947. Full description at Econpapers || Download paper |
| 2023 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972. Full description at Econpapers || Download paper |
| 2023 | Hedging pressure momentum and the predictability of oil futures returns. (2023). Zhang, Yaojie ; Wang, Yudong ; Chen, Chuang ; Yu, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000263. Full description at Econpapers || Download paper |
| 2023 | Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913. Full description at Econpapers || Download paper |
| 2023 | Are the effects of uncertainty shocks big or small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300154x. Full description at Econpapers || Download paper |
| 2023 | Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540. Full description at Econpapers || Download paper |
| 2023 | An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965. Full description at Econpapers || Download paper |
| 2023 | Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120. Full description at Econpapers || Download paper |
| 2023 | Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756. Full description at Econpapers || Download paper |
| 2023 | The economic impact of conflict-related and policy uncertainty shocks: The case of Russia. (2023). Perez, Javier J ; Molina, Luis ; Ghirelli, Corinna ; Diakonova, Marina. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:69-90. Full description at Econpapers || Download paper |
| 2023 | Forecasting crude oil futures market returns: A principal component analysis combination approach. (2023). Wang, Yudong ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:659-673. Full description at Econpapers || Download paper |
| 2023 | Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619. Full description at Econpapers || Download paper |
| 2023 | Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators. (2023). Cui, Can ; Zhang, Yueyan ; Bai, Jiancheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000752. Full description at Econpapers || Download paper |
| 2023 | Effects of Crude Oil Price Shocks on Stock Markets and Currency Exchange Rates in the Context of Russia-Ukraine Conflict: Evidence from G7 Countries. (2023). Paul, Biswajit ; Bagchi, Bhaskar. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:64-:d:1045044. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Impact de la nature du financement de la recherche sur ses résultats. (2023). Nesta, Lionel ; Kalash, Basheer ; Pezzoni, Michele ; Guillou, Sarah ; Faure, Marc-Antoine ; Salies, Evens. In: Working Papers. RePEc:hal:wpaper:hal-04026916. Full description at Econpapers || Download paper |
| 2023 | Application of Markov-Switching MIDAS models to nowcasting of GDP and its components. (2023). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0474. Full description at Econpapers || Download paper |
| 2023 | Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?. (2023). Figueiredo, Antonio Carlos ; Vereda, Luciano ; Klotzle, Marcelo Cabus ; Gea, Cristiane. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00400-5. Full description at Econpapers || Download paper |
| 2023 | Do extreme shocks help forecast oil price volatility? The augmented GARCH?MIDAS approach. (2023). Lang, Qiaoqi ; Liu, Guoshan ; Ma, Feng ; Wang, LU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2056-2073. Full description at Econpapers || Download paper |
| 2023 | Oil price volatility and stock returns: Evidence from three oil?price wars. (2023). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Imtiaz Hussain. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3162-3182. Full description at Econpapers || Download paper |
| 2023 | Estimation of short?run predictive factor for US growth using state employment data. (2023). Basistha, Arabinda. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:34-50. Full description at Econpapers || Download paper |
| 2023 | El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Epni, Ouzhan ; Bonato, Matteo. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:785-801. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Uncertainty and the Cost of Bank versus Bond Finance. (2023). Grimme, Christian. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:143-169. Full description at Econpapers || Download paper |
| 2023 | Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data. (2023). Startz, Richard ; Basistha, Arabinda. In: Working Papers. RePEc:wvu:wpaper:23-05. Full description at Econpapers || Download paper |
| 2023 | Geopolitical Risk and Foreign Portfolio Investment: A Tale of Advanced and Emerging Markets. (2023). Choi, Sangyup ; Havel, Jiri. In: Working papers. RePEc:yon:wpaper:2023rwp-221. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Pierre Guérin:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Monitoring Short-Term Economic Developments in Foreign Economies In: Bank of Canada Review. [Full Text][Citation analysis] | article | 2 |
| 2013 | Regime Switches in the Risk-Return Trade-Off In: Staff Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2013 | Regime Switches in the Risk-Return Trade-off.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2014 | Regime switches in the risk–return trade-off.(2014) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
| 2014 | Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers. [Full Text][Citation analysis] | paper | 92 |
| 2013 | Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
| 2015 | Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | article | |
| 2013 | Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
| 2015 | Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data In: Staff Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Model averaging in markov-switching models: predicting national recessions with regional data.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2017 | Model averaging in Markov-switching models: Predicting national recessions with regional data.(2017) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2014 | Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2016 | What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks In: Staff Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2015 | What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2018 | What are the macroeconomic effects of high-frequency uncertainty shocks?.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2015 | What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2018 | What are the macroeconomic effects of high?frequency uncertainty shocks?.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 2016 | The Dynamics of Capital Flow Episodes In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2020 | The Dynamics of Capital Flow Episodes.(2020) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2017 | Markov-Switching Three-Pass Regression Filter In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Markov-switching three-pass regression filter.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Markov-Switching Three-Pass Regression Filter.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2018 | What Drives Interbank Loans? Evidence from Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | What drives interbank loans? Evidence from Canada.(2019) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | Monetary Policy Independence and the Strength of the Global Financial Cycle In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Predictive Ability of Commodity Prices for the Canadian Dollar In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Monetary policy, stock market and sectoral comovement In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Using low frequency information for predicting high frequency variables In: Working Paper. [Full Text][Citation analysis] | paper | 33 |
| 2018 | Using low frequency information for predicting high frequency variables.(2018) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
| 2020 | A Comparison of Monthly Global Indicators for Forecasting Growth In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2020 | A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2021 | A comparison of monthly global indicators for forecasting growth.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2020 | A comparison of monthly global indicators for forecasting growth.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2020 | A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2011 | Markov-switching MIDAS models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 58 |
| 2013 | Markov-Switching MIDAS Models.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | article | |
| 2014 | Markov-Switching Mixed-Frequency VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2015 | Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2015 | TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 9 |
| 2011 | Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2014 | Characterizing very high uncertainty episodes In: Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2013 | Characterizing very high uncertainty episodes.(2013) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2017 | Explaining the time-varying effects of oil market shocks on US stock returns In: Economics Letters. [Full Text][Citation analysis] | article | 25 |
| 2017 | Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2021 | Firms’ environmental performance and the COVID-19 crisis In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2021 | Firms’ Environmental Performance and the COVID-19 Crisis.(2021) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | What are the effects of monetary policy on productivity? In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| 2022 | Heterogeneous Switching in FAVAR Models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2021 | Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Financing innovative business investment in Poland In: OECD Economics Department Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Améliorer l’efficience de l’investissement public en France In: OECD Economics Department Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Boosting SMEs’ internationalisation in Poland In: OECD Economics Department Working Papers. [Full Text][Citation analysis] | paper | 0 |
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