Marcelle Chauvet : Citation Profile

University of California-Riverside

18

H index

31

i10 index

1476

Citations

RESEARCH PRODUCTION:

31

Articles

44

Papers

1

Books

6

Chapters

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 59
   Journals where Marcelle Chauvet has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 46 (3.02 %)

EXPERT IN:

   Econometric and Statistical Methods and Methodology: General
   Single Equation Models; Single Variables
   Multiple or Simultaneous Equation Models; Multiple Variables
   Econometric and Statistical Methods: Special Topics
   Econometric Modeling

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch41
   Updated: 2025-04-19    RAS profile: 2024-07-04    
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Relations with other researchers

Works with:

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

Is cited by:

Barnett, William (94)

Ferrara, Laurent (60)

Piger, Jeremy (31)

Kholodilin, Konstantin (28)

Camacho, Maximo (26)

Owyang, Michael (25)

Perez Quiros, Gabriel (23)

Leiva-Leon, Danilo (22)

Darné, Olivier (22)

Issler, João (22)

DIEBOLT, Claude (20)

Cites to:

Barnett, William (93)

Diebold, Francis (48)

Potter, Simon (35)

Hamilton, James (35)

Perez Quiros, Gabriel (35)

Reichlin, Lucrezia (29)

Kim, Chang-Jin (28)

Giannone, Domenico (27)

Belongia, Michael (26)

Watson, Mark (23)

Bernanke, Ben (23)

Main data

Where Marcelle Chauvet has published?

Journals with more than one article published# docs
Macroeconomic Dynamics3
Manchester School3
International Journal of Forecasting3
Empirical Economics2
Journal of Econometrics2
Economics Letters2
Economic Review2
Brazilian Review of Econometrics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany17
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics6
Staff Reports / Federal Reserve Bank of New York4
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Working Papers / Federal Reserve Bank of St. Louis2
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2
Working Papers Series / Central Bank of Brazil, Research Department2

Recent works citing Marcelle Chauvet (2025 and 2024)

YearTitle of citing document
2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536.

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2024Inside the black box: Neural network-based real-time prediction of US recessions. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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2024.

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2024A New Approach to Forecasting the Probability of Recessions after the COVID‐19 Pandemic. (2024). Camacho, Maximo ; Ruiz, Manuel ; Ramallo, Salvador. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:833-855.

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2025Inflation, Attention and Expectations. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-01.

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

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2024Applying the root cause analysis methodology to study the lack of market success of micro gas turbine systems. (2024). Torres-Garcia, Miguel ; Sanchez, David ; Tilocca, Giuseppe. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001004.

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2024A novel domain adaptation method with physical constraints for shale gas production forecasting. (2024). Yang, Zhaozhong ; Li, Xiaogang ; Gou, Liangjie ; Yi, Duo ; Min, Chao ; Kong, Bing. In: Applied Energy. RePEc:eee:appene:v:371:y:2024:i:c:s0306261924010560.

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2024Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

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2024Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149.

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2024Setting up a sovereign wealth fund to reduce currency crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000864.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934.

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2024Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic. (2024). Zhong, Juandan ; Zhang, Lili. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301334x.

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2024On sectoral market efficiency. (2024). Araneda, Axel A ; Villena, Marcelo J. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013211.

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2024Fixed vs. adjustable-rate mortgages and attention. (2024). Gonzalez-Velasco, Carmen ; Saez, Francisco Jose ; Gonzalez-Fernandez, Marcos. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001806.

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2024Video apps user engagement and stock market volatility: Evidence from China. (2024). Feng, MA ; Jixiang, Zhang. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005348.

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2024Who is able or unable to return to school? Exploring the short-term impact of the COVID-19 school closures on students returning to school in Nigeria. (2024). Kim, Seil ; Ogawa, Keiichi. In: International Journal of Educational Development. RePEc:eee:injoed:v:108:y:2024:i:c:s0738059324000828.

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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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2024Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fang, Kuangnan ; Jin, Wei ; Zheng, Tingguo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761.

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2024An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409.

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2024How does the economic structure break change the forecast effect of money and credit on output? Evidence based on machine learning algorithms. (2024). Zhan, Minghua ; Tian, Yuan ; Zhao, Zhihui ; Lu, Yao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000763.

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2024Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

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2024.

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2025.

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2024Setting up a sovereign wealth fund to reduce currency crises. (2024). Hasse, Jean-Baptiste ; Lecourt, Christelle ; Siagh, Souhila. In: Post-Print. RePEc:hal:journl:hal-04742966.

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2024How Does a Firm Adapt in a Changing World? The Case of Prosper Marketplace. (2024). Ching, Andrew T ; Li, Xinlong. In: Marketing Science. RePEc:inm:ormksc:v:43:y:2024:i:3:p:673-693.

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2024Chinas business cycle forecasting: a machine learning approach. (2024). Tang, Pan ; Zhang, Yuwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10549-w.

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2024To Dip or Not to Dip? A Comment on Kyer and Maggs (2019). (2024). Findlay, David W. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:1:d:10.1007_s11294-024-09889-y.

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2024Local Housing Market Sentiments and Returns: Evidence from China. (2024). Pang, Jindong ; Zhao, Yiyi ; Shen, Shulin. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:3:d:10.1007_s11146-022-09933-w.

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Works by Marcelle Chauvet:

YearTitleTypeCited
2001The Brazilian Economic Fluctuations In: Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper0
2014Real-Time Nowcasting of Nominal GDP Under Structural Breaks In: Staff Working Papers.
[Full Text][Citation analysis]		paper6
2021Transfer Learning for Business Cycle Identification In: Working Papers Series.
[Full Text][Citation analysis]		paper6
2000Leading Indicators of Inflation for Brazil In: Working Papers Series.
[Full Text][Citation analysis]		paper41
2008A Comparison of the Real-Time Performance of Business Cycle Dating Methods In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article210
2005A comparison of the real-time performance of business cycle dating methods.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 210		paper
2001Recent Changes in the US Business Cycle In: Manchester School.
[Full Text][Citation analysis]		article47
2001Recent changes in the U.S. business cycle.(2001) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2013EMPLOYMENT AND THE BUSINESS CYCLE In: Manchester School.
[Full Text][Citation analysis]		article4
2010Employment and the business cycle.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2010Employment and the business cycle.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 4		paper
2013EMPLOYMENT AND THE BUSINESS CYCLE In: Manchester School.
[Full Text][Citation analysis]		article4
2009MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article11
2008Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2008) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2008Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2008) In: MPRA Paper.
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This paper has nother version. Agregated cites: 11		paper
2008Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2008) In: MPRA Paper.
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This paper has nother version. Agregated cites: 11		paper
2007Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2007) In: MPRA Paper.
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This paper has nother version. Agregated cites: 11		paper
2011Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.(2011) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 11		chapter
2001NONLINEAR RISK In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article16
1999Nonlinear risk.(1999) In: Staff Reports.
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This paper has nother version. Agregated cites: 16		paper
2003SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article26
2015What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article41
2012What does financial volatility tell us about macroeconomic fluctuations?.(2012) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2013What does financial volatility tell us about macroeconomic fluctuations?.(2013) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 41		paper
2011What does financial volatility tell us about macroeconomic fluctuations?.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 41		paper
2013Forecasting Output In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter21
2017Assessment of hybrid Phillips Curve specifications In: Economics Letters.
[Full Text][Citation analysis]		article0
2002Predicting a recession: evidence from the yield curve in the presence of structural breaks In: Economics Letters.
[Full Text][Citation analysis]		article17
2011How better monetary statistics could have signaled the financial crisis In: Journal of Econometrics.
[Full Text][Citation analysis]		article71
2010How Better Monetary Statistics Could Have Signaled the Financial Crisis.(2010) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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This paper has nother version. Agregated cites: 71		paper
2010How better monetary statistics could have signaled the financial crisis.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 71		paper
2016Real-time nowcasting of nominal GDP with structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
2000Coincident and leading indicators of the stock market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article81
2023Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S. In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2010Business cycle monitoring with structural changes In: International Journal of Forecasting.
[Full Text][Citation analysis]		article8
2015The future of oil: Geology versus technology In: International Journal of Forecasting.
[Full Text][Citation analysis]		article38
2012The Future of Oil: Geology Versus Technology.(2012) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 38		paper
2016A dynamic factor model of the yield curve components as a predictor of the economy In: International Journal of Forecasting.
[Full Text][Citation analysis]		article13
2016Mortgage default risk: New evidence from internet search queries In: Journal of Urban Economics.
[Full Text][Citation analysis]		article30
In: .
[Full Text][Citation analysis]		chapter70
2005Dating Business Cycle Turning Points.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 70		paper
2002The Brazilian Business and Growth Cycles In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]		article19
2010Microfoundations of inflation persistence in the New Keynesian Phillips curve In: FRB Atlanta CQER Working Paper.
[Full Text][Citation analysis]		paper3
2010Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 3		paper
2004Leading indicators of country risk and currency crises: the Asian experience In: Economic Review.
[Full Text][Citation analysis]		article11
2006International business cycles: G7 and OECD countries In: Economic Review.
[Full Text][Citation analysis]		article11
2002Identifying business cycle turning points in real time In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper58
2003Identifying business cycle turning points in real time.(2003) In: Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		article
2002Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper6
2012A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper6
2013Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy In: Working Papers.
[Full Text][Citation analysis]		paper16
2015Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2001Markov switching in disaggregate unemployment rates In: Staff Reports.
[Full Text][Citation analysis]		paper10
2002Markov switching in disaggregate unemployment rates.(2002) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2001Forecasting recessions using the yield curve In: Staff Reports.
[Full Text][Citation analysis]		paper135
2005Forecasting recessions using the yield curve.(2005) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 135		article
1998An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching. In: International Economic Review.
[Citation analysis]		article277
2015Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2008International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]		paper9
2009International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview.(2009) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2008International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2011International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview.(2011) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		chapter
2008The End of the Great Moderation? In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]		paper1
2016The Credit-Card-Services Augmented Divisia Monetary Aggregates In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]		paper17
2016The credit-card-services augmented Divisia monetary aggregates.(2016) In: MPRA Paper.
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This paper has nother version. Agregated cites: 17		paper
2016Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]		paper25
2016Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2008The End of the Great Moderation: “We told you so.” In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2009A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2009Monitoring Business Cycles with Structural Breaks In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2009Real Time Changes in Monetary Policy In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2014Real-Time Nowcasting Nominal GDP Under Structural Break In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2019Incomplete Price Adjustment and Inflation Persistence In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Incomplete Price Adjustment and Inflation Persistence.(2021) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 0		article
2018Discussion of A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter0
2016Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary In: Studies in Applied Economics.
[Full Text][Citation analysis]		paper28
2001A Monthly Indicator of Brazilian GDP In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article17
2011Leading Indicators for the Capital Goods Industry In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article0
1999Consumers Sunspots, Animal Spirits, and Economic Fluctuations In: Computing in Economics and Finance 1999.
[Citation analysis]		paper0
2018The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model In: Empirical Economics.
[Full Text][Citation analysis]		article3
2011Financial Aggregation and Index Number Theory In: World Scientific Books.
[Full Text][Citation analysis]		book24
2019International Stock Markets Linkages: A Dynamic Factor Model Approach In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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