Clément Marsilli : Citation Profile


Are you Clément Marsilli?

Banque de France

5

H index

2

i10 index

60

Citations

RESEARCH PRODUCTION:

4

Articles

9

Papers

RESEARCH ACTIVITY:

   5 years (2012 - 2017). See details.
   Cites by year: 12
   Journals where Clément Marsilli has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 6 (9.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1639
   Updated: 2020-05-23    RAS profile: 2018-11-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Ferrara, Laurent (8)

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

Is cited by:

Mogliani, Matteo (5)

Ferrara, Laurent (3)

Darné, Olivier (3)

Camacho, Maximo (3)

Martinez-Martin, Jaime (3)

CEZAR, Rafael (2)

Koester, Gerrit (2)

Smeekes, Stephan (2)

Prodromidis, Prodromos (2)

Gunnella, Vanessa (2)

Simoni, Anna (2)

Cites to:

Ferrara, Laurent (15)

Reichlin, Lucrezia (11)

Schumacher, Christian (9)

Marcellino, Massimiliano (9)

Barhoumi, Karim (8)

Darné, Olivier (6)

Lippi, Marco (6)

Hallin, Marc (6)

Forni, Mario (6)

Giannone, Domenico (5)

Clements, Michael (4)

Main data


Where Clément Marsilli has published?


Working Papers Series with more than one paper published# docs
Post-Print / HAL3
EconomiX Working Papers / University of Paris Nanterre, EconomiX2

Recent works citing Clément Marsilli (2019 and 2018)


YearTitle of citing document
2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

Full description at Econpapers || Download paper

2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

Full description at Econpapers || Download paper

2019Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components. (2019). Ünal, Deniz ; Gaulier, Guillaume ; Unal, Deniz ; Sztulman, Aude. In: Working papers. RePEc:bfr:banfra:715.

Full description at Econpapers || Download paper

2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717.

Full description at Econpapers || Download paper

2019Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data. (2019). Mikosch, Heiner ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:19-35.

Full description at Econpapers || Download paper

2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

Full description at Econpapers || Download paper

2019Forecasting GDP all over the world using leading indicators based on comprehensive survey data. (2019). Wohlrabe, Klaus ; Lehmann, Robert ; Garnitz, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7691.

Full description at Econpapers || Download paper

2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20.

Full description at Econpapers || Download paper

2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working Papers. RePEc:crs:wpaper:2019-04.

Full description at Econpapers || Download paper

2017The Use of Financial Market Variables in Forecasting. (2017). Gebauer, Stefan. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:115en.

Full description at Econpapers || Download paper

2019The impact of global value chains on the euro area economy. (2019). Tagliabracci, Alex ; Schmitz, Martin ; Koester, Gerrit ; Frohm, Erik ; de Soyres, François ; Benkovskis, Konstantins ; Vaccarino, Elena ; Fidora, Michael ; di Lupidio, Benedetta ; Skudelny, Frauke ; Schroth, Joachim ; Chiacchio, Francesco ; Pavlova, Elena ; Al-Haschimi, Alexander ; Osbat, Chiara ; Gunnella, Vanessa ; Nickel, Christiane ; Lopez-Garcia, Paloma ; Gradeva, Katerina ; Dorrucci, Ettore ; Worz, Julia ; Franco-Bedoya, Sebastian. In: Occasional Paper Series. RePEc:ecb:ecbops:2019221.

Full description at Econpapers || Download 2019

Economic structures 20 years into the euro. (2019). Sondermann, David ; Petroulakis, Filippos ; Lambrias, Kyriacos ; Koester, Gerrit ; Nerlich, Carolin ; Lopez-Garcia, Paloma ; Gunnella, Vanessa ; Consolo, Agostino ; Serafini, Roberta ; Saiz, Lorena. In: Occasional Paper Series. RePEc:ecb:ecbops:2019224.

Full description at Econpapers || Download paper

2019Detecting turning points in global economic activity. (2019). Seitz, Franz ; Salvador, Ramon Gomez ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192310.

Full description at Econpapers || Download paper

2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

Full description at Econpapers || Download paper

2018A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets. (2018). Gong, Yuting ; Liang, Jufang ; Chen, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:586-598.

Full description at Econpapers || Download paper

2018Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth. (2018). Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia ; Zhuo, Xingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:221-236.

Full description at Econpapers || Download paper

2019Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Ghysels, Eric ; Qian, Hang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16.

Full description at Econpapers || Download paper

2018Economic policy uncertainty effects for forecasting future real economic activity. (2018). Junttila, Juha ; Vataja, Juuso . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:569-583.

Full description at Econpapers || Download paper

2018Modeling fluctuations in the global demand for commodities. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:54-78.

Full description at Econpapers || Download paper

2017Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH. (2017). Vortelinos, Dimitrios I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:824-839.

Full description at Econpapers || Download paper

2018Bank stocks inform higher growth – A System GMM analysis of ten emerging markets in Asia. (2018). Mittal, Amit ; Garg, Ajay Kumar. In: MPRA Paper. RePEc:pra:mprapa:98253.

Full description at Econpapers || Download paper

2018Nowcasting Annual Turkish GDP Growth with MIDAS. (2018). Gunay, Mahmut. In: CBT Research Notes in Economics. RePEc:tcb:econot:1810.

Full description at Econpapers || Download paper

2018For how long do IMF forecasts of world economic growth stay up-to-date?. (2018). Heinisch, Katja ; Lindner, Axel. In: EconStor Open Access Articles. RePEc:zbw:espost:180842.

Full description at Econpapers || Download paper

Works by Clément Marsilli:


YearTitleTypeCited
2013Forecasting growth during the Great Recession: is financial volatility the missing ingredient? In: Working papers.
[Full Text][Citation analysis]
paper16
2013Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?.(2013) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2014Forecasting growth during the Great Recession: is financial volatility the missing ingredient?.(2014) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2014Forecasting growth during the Great Recession: is financial volatility the missing ingredient?,.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
2014Nowcasting global economic growth: A factor-augmented mixed-frequency approach. In: Working papers.
[Full Text][Citation analysis]
paper9
2019Nowcasting global economic growth: A factor-augmented mixed-frequency approach.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
2014Variable Selection in Predictive MIDAS Models In: Working papers.
[Full Text][Citation analysis]
paper7
2016Nowcasting global economic growth In: Rue de la Banque.
[Full Text][Citation analysis]
article0
2012Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession In: EconomiX Working Papers.
[Full Text][Citation analysis]
paper3
2013Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2016Understanding the weakness in global trade - What is the new normal? In: Occasional Paper Series.
[Full Text][Citation analysis]
paper20
2017Nowcasting US inflation using a MIDAS augmented Phillips curve In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]
article0
2013Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession In: Applied Economics Letters.
[Full Text][Citation analysis]
article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team