19
H index
38
i10 index
1191
Citations
Australian National University (5% share) | 19 H index 38 i10 index 1191 Citations RESEARCH PRODUCTION: 66 Articles 157 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Laurent Ferrara. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2024 | Why Is Productivity Slowing Down?. (2024). Lafond, François ; Koutroumpis, Pantelis ; Winkler, Julian ; Goldin, Ian. In: Journal of Economic Literature. RePEc:aea:jeclit:v:62:y:2024:i:1:p:196-268. Full description at Econpapers || Download paper | |
2024 | Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
2024 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2024 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper | |
2024 | Factor-augmented sparse MIDAS regressions with an application to nowcasting. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362. Full description at Econpapers || Download paper | |
2024 | Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451. Full description at Econpapers || Download paper | |
2024 | Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671. Full description at Econpapers || Download paper | |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper | |
2024 | Investigating the price determinants of the European Emission Trading System: a non-parametric approach. (2024). Glielmo, Aldo ; de Giuli, Maria Elena ; Salvagnin, Cristiano ; Mira, Antonietta. In: Papers. RePEc:arx:papers:2406.05094. Full description at Econpapers || Download paper | |
2024 | Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145. Full description at Econpapers || Download paper | |
2024 | MIDAS-QR with 2-Dimensional Structure. (2024). Szendrei, Tibor ; Schaffer, Mark ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2406.15157. Full description at Econpapers || Download paper | |
2024 | Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765. Full description at Econpapers || Download paper | |
2024 | Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286. Full description at Econpapers || Download paper | |
2024 | Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092. Full description at Econpapers || Download paper | |
2025 | High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380. Full description at Econpapers || Download paper | |
2025 | Tracking the Hidden Forces Behind Laos 2022 Exchange Rate Crisis and Balance of Payments Instability. (2025). Cooray, Mariza ; Martinez, Rolando Gonzales. In: Papers. RePEc:arx:papers:2503.13308. Full description at Econpapers || Download paper | |
2025 | How Election Shocks Move Markets: Evidence from Sectoral Stock Prices. (2025). Amburgey, Aaron J. In: Papers. RePEc:arx:papers:2504.02731. Full description at Econpapers || Download paper | |
2024 | Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750. Full description at Econpapers || Download paper | |
2024 | Effect of Financial Deepening on Private Investment in Kenya. (2024). Thuo, Miriam ; Maugu, Lenity ; Mbaabu, Onesmus ; Chepkorir, Brendah. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:2621-2636. Full description at Econpapers || Download paper | |
2024 | Seasonal adjustment of credit time series in the Bank of Italy. (2024). Liberati, Danilo ; Di Paolo, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_835_24. Full description at Econpapers || Download paper | |
2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24. Full description at Econpapers || Download paper | |
2025 | A high-dimensional GDP-at-risk and Inflation-at-risk for the euro area. (2025). Santi, Matteo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1484_25. Full description at Econpapers || Download paper | |
2024 | Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950. Full description at Econpapers || Download paper | |
2024 | CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69. Full description at Econpapers || Download paper | |
2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper | |
2024 | Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386. Full description at Econpapers || Download paper | |
2024 | Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075. Full description at Econpapers || Download paper | |
2025 | Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118. Full description at Econpapers || Download paper | |
2024 | Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102. Full description at Econpapers || Download paper | |
2024 | A Long-Memory Model for Multiple Cycles with an Application to the S&P500. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10947. Full description at Econpapers || Download paper | |
2025 | Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Dominguez, Alfonso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662. Full description at Econpapers || Download paper | |
2024 | UIP Deviations in Times of Uncertainty: Not all Countries Behave Alike. (2024). ROMOCEA TURCU, Camelia ; Perego, Erica ; Gole, Purva. In: Working Papers. RePEc:cii:cepidt:2024-09. Full description at Econpapers || Download paper | |
2024 | Improving the robustness of Markov-switching dynamic factor models with time-varying volatility. (2024). Aumond, Romain ; Royer, Julien. In: Working Papers. RePEc:crs:wpaper:2024-04. Full description at Econpapers || Download paper | |
2024 | Detecting turning points in the inflation cycle. (2024). End, Jan Willem ; Hoeberichts, Marco ; van den End, Jan Willem. In: Working Papers. RePEc:dnb:dnbwpp:808. Full description at Econpapers || Download paper | |
2024 | Fiscal Policy and Inflation in the Euro Area. (2024). Ascari, Guido ; Smadu, Andra ; Mori, Lorenzo ; Bonam, Dennis. In: Working Papers. RePEc:dnb:dnbwpp:820. Full description at Econpapers || Download paper | |
2024 | The euro area business cycle and its drivers. (2024). Toth, Mate ; Grigora, Veaceslav ; Warmedinger, Thomas ; Saiz, Lorena ; Stoevsky, Grigor ; Palenzuela, Diego Rodriguez. In: Occasional Paper Series. RePEc:ecb:ecbops:2024354. Full description at Econpapers || Download paper | |
2024 | The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901. Full description at Econpapers || Download paper | |
2024 | HANK faces unemployment. (2024). Hänsel, Matthias ; Hansel, Matthias ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20242953. Full description at Econpapers || Download paper | |
2024 | Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment. (2024). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000514. Full description at Econpapers || Download paper | |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper | |
2024 | Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499. Full description at Econpapers || Download paper | |
2024 | UIP deviations in times of uncertainty: Not all countries behave alike. (2024). Perego, Erica ; Gole, Purva ; Turcu, Camelia. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400332x. Full description at Econpapers || Download paper | |
2024 | Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500. Full description at Econpapers || Download paper | |
2024 | Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987. Full description at Econpapers || Download paper | |
2024 | Fiscal policy in the Bundestag: Textual analysis and macroeconomic effects. (2024). Winker, Peter ; Naboka-Krell, Viktoriia ; Tillmann, Peter ; Latifi, Albina. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001569. Full description at Econpapers || Download paper | |
2024 | Impact of climate policy uncertainty on return spillover among green assets and portfolio implications. (2024). , Thao ; Pham, Son D ; Do, Hung X. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003396. Full description at Econpapers || Download paper | |
2024 | Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139. Full description at Econpapers || Download paper | |
2024 | Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms. (2024). Baumohl, Eduard ; Lyocsa, Tefan ; Vaaniova, Petra. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400348x. Full description at Econpapers || Download paper | |
2024 | Correlation meets causality: A holistic measure of financial contagion. (2024). Atasoy, Burak ; Ozkan, Brahim. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005336. Full description at Econpapers || Download paper | |
2024 | What charge-off rates are predictable by macroeconomic latent factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892400086x. Full description at Econpapers || Download paper | |
2024 | Linkages between financial and macroeconomic indicators in emerging markets and developing economies. (2024). Michaelides, Michael ; Liang, Zhongwen ; Loungani, Prakash ; Biswas, Rita. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000796. Full description at Econpapers || Download paper | |
2024 | Spillover effects of US monetary policy on emerging markets amidst uncertainty. (2024). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000222. Full description at Econpapers || Download paper | |
2024 | Accelerating 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. Full description at Econpapers || Download paper | |
2024 | Back to the present: Learning about the euro area through a now-casting model. (2024). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686. Full description at Econpapers || Download paper | |
2024 | Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Chuliá, Helena ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776. Full description at Econpapers || Download paper | |
2024 | Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237. Full description at Econpapers || Download paper | |
2024 | Nowcasting with panels and alternative data: The OECD weekly tracker. (2024). Woloszko, Nicolas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1302-1335. Full description at Econpapers || Download paper | |
2024 | Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538. Full description at Econpapers || Download paper | |
2024 | A trade-off between lives and the economy? Subsidizing dining out under the COVID-19 pandemic in Japan. (2024). Wang, Yupeng ; Shimokawa, Satoru. In: Food Policy. RePEc:eee:jfpoli:v:124:y:2024:i:c:s0306919224000368. Full description at Econpapers || Download paper | |
2024 | Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135. Full description at Econpapers || Download paper | |
2024 | Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x. Full description at Econpapers || Download paper | |
2024 | Commodity prices and international Inflation, 1851–1913. (2024). Stuart, Rebecca ; Gerlach, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000846. Full description at Econpapers || Download paper | |
2024 | Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation. (2024). Manera, Matteo ; Valenti, Daniele ; Casoli, Chiara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001414. Full description at Econpapers || Download paper | |
2024 | Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?. (2024). Pham, Linh ; Kamal, Javed Bin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000266. Full description at Econpapers || Download paper | |
2024 | Economic policy uncertainty and capital flows tail risk in China. (2024). Huang, Xiaowei ; Zhang, Man ; He, Chenyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001215. Full description at Econpapers || Download paper | |
2024 | DIY google trends indicators in social sciences: A methodological note. (2024). Sorić, Petar ; Lolić, Ivana ; Matoec, Marina. In: Technology in Society. RePEc:eee:teinso:v:77:y:2024:i:c:s0160791x24000253. Full description at Econpapers || Download paper | |
2025 | Intangibles and industry concentration: a cross-country analysis. (2025). Bajgar, Matěj ; Timmis, Jonathan ; Criscuolo, Chiara. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126673. Full description at Econpapers || Download paper | |
2024 | Foreign economic policy uncertainty and U.S. equity returns. (2024). Jahan-Parvar, Mohammad ; Kitsul, Yuriy ; Rahman, Jamil ; Wilson, Beth Anne. In: International Finance Discussion Papers. RePEc:fip:fedgif:1401. Full description at Econpapers || Download paper | |
2024 | Accounting for the Effects of Fiscal Policy Shocks on Exchange Rates through Markup Dynamics. (2024). Lee, Hyungsuk. In: Review. RePEc:fip:fedlrv:97919. Full description at Econpapers || Download paper | |
2024 | A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3487-:d:1516428. Full description at Econpapers || Download paper | |
2025 | Development of per Capita GDP Forecasting Model Using Deep Learning: Including Consumer Goods Index and Unemployment Rate. (2025). Na, Hyung Jong ; Lin, Chi-Ho ; Kim, Min Gyeong ; Chen, Xiao-Shan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:843-:d:1572806. Full description at Econpapers || Download paper | |
2024 | Impact of uncertainty on economic growth: The role of pro‐market institutions in developing countries. (2024). Gomado, Kwamivi Mawuli. In: Post-Print. RePEc:hal:journl:hal-04725308. Full description at Econpapers || Download paper | |
2025 | Unconventional Monetary Policies in Small Open Economies. (2025). Kolasa, Marcin ; Lind, Jesper ; Lasen, Stefan. In: Working Paper Series. RePEc:hhs:rbnkwp:0450. Full description at Econpapers || Download paper | |
2024 | UIP deviations in times of uncertainty: not all countries behave alike. (2024). ROMOCEA TURCU, Camelia ; Perego, Erica ; Gole, Purva. In: Working Papers. RePEc:inf:wpaper:2024.5. Full description at Econpapers || Download paper | |
2024 | Drivers of European housing prices in the new millennium: demand, financial, and supply determinants. (2024). Melecky, Ales ; Paksi, Daniel. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:3:d:10.1007_s10663-024-09611-5. Full description at Econpapers || Download paper | |
2024 | A comparison of using MIDAS and LSTM models for GDP nowcasting. (2024). Gliic, Iva. In: Working Papers Bulletin. RePEc:nsb:bilten:22. Full description at Econpapers || Download paper | |
2024 | Carbon Spectacular - Exploring the Path to Enhance the Precision of Fiscal and Tax Support for Innovative Technologies in Energy Conservation and Emission Reduction. (2024). Riantani, Suskim ; Amalia, Shendy ; Effendi, Kharisya Ayu. In: OSF Preprints. RePEc:osf:osfxxx:4rydm. Full description at Econpapers || Download paper | |
2024 | Carbon Spectacular - Exploring the Path to Enhance the Precision of Fiscal and Tax Support for Innovative Technologies in Energy Conservation and Emission Reduction. (2024). Amalia, Shendy ; Riantani, Suskim ; Effendi, Kharisya Ayu. In: OSF Preprints. RePEc:osf:osfxxx:4rydm_v1. Full description at Econpapers || Download paper | |
2024 | The Importance of Sound Monetary Policy: Some Lessons for Today from Canada’s Experience with Floating Exchange Rates Since 1950. (2024). Siklos, Pierre L ; Bordo, Michael D. In: Comparative Economic Studies. RePEc:pal:compes:v:66:y:2024:i:3:d:10.1057_s41294-024-00232-2. Full description at Econpapers || Download paper | |
2024 | Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7. Full description at Econpapers || Download paper | |
2024 | Exploring Nowcasting Techniques for Real-Time GDP Estimation in Bhutan. (2024). Phuntsho, Karma Minjur. In: MPRA Paper. RePEc:pra:mprapa:121380. Full description at Econpapers || Download paper | |
2024 | The Importance of Sound Monetary Policy: Some Lessons for Today from Canada€™s Experience with Floating Exchange Rates since 1950. (2024). Siklos, Pierre ; Bordo, Michael D. In: Working Papers. RePEc:pri:cepsud:320. Full description at Econpapers || Download paper | |
2024 | Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator. (2024). Hartigan, Luke ; Rosewall, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-04. Full description at Econpapers || Download paper | |
2024 | Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training. (2024). Walterspacher, Stephan ; Pietsch, Fabian ; Nscher, Jeremy ; Beran, Jan. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-024-00499-x. Full description at Econpapers || Download paper | |
2024 | The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading. (2024). Rathgeber, Andreas ; Papenfuss, Patric ; Schischke, Amelie. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02471-1. Full description at Econpapers || Download paper | |
2024 | The factor structure of exchange rates volatility: global and intermittent factors. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Vladimir C. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:1:d:10.1007_s00181-023-02542-3. Full description at Econpapers || Download paper | |
2024 | Deciphering the non-linear nexus between government size and inflation in MENA countries: an application of dynamic-panel threshold model. (2024). Ahmad, Masroor ; Amin, Aadil ; Tariq, Asif. In: Journal of Economic Structures. RePEc:spr:jecstr:v:13:y:2024:i:1:d:10.1186_s40008-024-00336-z. Full description at Econpapers || Download paper | |
2024 | Stagflation and inflationary regimes: Long cycles in historical perspective. (2024). Desai, Meghnad ; Gallegati, Marco. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00880-8. Full description at Econpapers || Download paper | |
2024 | The time-varying impacts of global economic policy uncertainty on macroeconomic activity in a small open economy: the case of Turkey. (2024). Yalinkaya, Mer ; Datan, Muhammet ; Karabulut, Kerem. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:2:d:10.1007_s10258-023-00239-0. Full description at Econpapers || Download paper | |
2024 | Soaring inflation in sub-Saharan Africa: A fiscal root?. (2024). Olofinlade, S O ; Olaoye, Olumide O ; Omokanmi, O J ; Tabash, Mosab I ; Ojelade, M O. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:1:d:10.1007_s11135-023-01682-z. Full description at Econpapers || Download paper | |
2024 | Composite Supply Index of Investment Products as a Proxy Indicator of Fixed Capital Investment. (2024). Kirichenko, I A ; Smirnov, A V. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:35:y:2024:i:2:d:10.1134_s1075700724020084. Full description at Econpapers || Download paper | |
2024 | The effect of output on employment in Poland during the COVID-19 pandemic. (2024). Krzysztof, Bartosik. In: Economics and Business Review. RePEc:vrs:ecobur:v:10:y:2024:i:3:p:58-83:n:1006. Full description at Econpapers || Download paper | |
2024 | Macroeconomic Policy Coordination and Economic Growth Uncertainty in West Africa. (2024). Ephraim, Ugwu ; Christopher, Ehinomen. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:24:y:2024:i:1:p:203-226:n:1012. Full description at Econpapers || Download paper | |
2024 | Commodity Markets Outlook, October 2024. (2024). Bank, World. In: World Bank Publications - Books. RePEc:wbk:wbpubs:42219. Full description at Econpapers || Download paper | |
2024 | The predictive power of commodity prices for future economic growth: Evaluating the role of economic development. (2024). Enilov, Martin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3040-3062. Full description at Econpapers || Download paper | |
2024 | Identifying oil price shocks with global, developed, and emerging latent real economy activity factors. (2024). Djogbenou, Antoine. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:128-149. Full description at Econpapers || Download paper | |
2024 | Real‐time weakness of the global economy. (2024). Rots, Eyno ; Perez Quiros, Gabriel ; Leivaleon, Danilo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:813-832. Full description at Econpapers || Download paper | |
2024 | Nowcasting Norwegian household consumption with debit card transaction data. (2024). Aastveit, Knut Are ; Fastb, Tuva Marie ; Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244. Full description at Econpapers || Download paper | |
2024 | Measuring persistent global economic factors with output, commodity price, and commodity currency data. (2024). Basistha, Arabinda ; Startz, Richard. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2860-2885. Full description at Econpapers || Download paper | |
2025 | Predictive Power of Key Financial Variables During the Unconventional Monetary Policy Era. (2025). Kuosmanen, Petri ; Vataja, Juuso. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:856-866. Full description at Econpapers || Download paper | |
2024 | Investigating causality between natural resource rents, openness, and economic growth: A quantile approach. (2024). Nouri, Roozbeh Balounejad. In: Natural Resources Forum. RePEc:wly:natres:v:48:y:2024:i:2:p:468-484. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Year | Title | Type | Cited |
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2008 | The contribution of cyclical turning point indicators to business cycle analysis. In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 2 |
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2014 | Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
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2014 | The way out of recessions: A forecasting analysis for some Euro area countries In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
2014 | The way out of recessions: A forecasting analysis for some Euro area countries.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2022 | Guest editorial: Economic forecasting in times of COVID-19 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2022 | High-frequency monitoring of growth at risk In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 36 |
2020 | High-frequency monitoring of growth-at-risk.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2022 | High-frequency monitoring of growth at risk.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2014 | Explaining US employment growth after the great recession: The role of output–employment non-linearities In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 10 |
2014 | Explaining US employment growth after the Great Recession: the role of output-employment non-linearities.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2024 | Oil jump tail risk as a driver of inflation dynamics In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
2022 | Commodity price uncertainty comovement: Does it matter for global economic growth? In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 5 |
2021 | Commodity price uncertainty comovement: Does it matter for global economic growth?.(2021) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2024 | Dynamic Effects of Weather Shocks on Production in European Economies In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Testing Fractional Order of Long Memory Processes: A Monte Carlo Study In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 4 |
2008 | Testing fractional order of long memory processes : a Monte Carlo study.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2010 | Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2010 | Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.(2010) In: PSE-Ecole d'économie de Paris (Postprint). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2008 | Testing fractional order of long memory processes: a Monte Carlo study.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2013 | Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 6 |
2013 | Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2013 | Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area.(2013) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2006 | Fractional seasonality: Models and Application to Economic Activity in the Euro Area In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 4 |
2006 | Real-time detection of the business cycle using SETAR models In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
2008 | A non-parametric method to nowcast the Euro Area IPI In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
2008 | A non-parametric method to nowcast the Euro Area IPI.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2009 | GDP nowcasting with ragged-edge data : A semi-parametric modelling In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 18 |
2010 | GDP nowcasting with ragged-edge data: a semi-parametric modeling.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2010 | GDP nowcasting with ragged-edge data: a semi-parametric modeling.(2010) In: PSE-Ecole d'économie de Paris (Postprint). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2010 | GDP nowcasting with ragged-edge data: a semi-parametric modeling.(2010) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2009 | GDP nowcasting with ragged-edge data: A semi-parametric modelling.(2009) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2009 | Evaluation 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). [Full Text][Citation analysis] | paper | 2 |
2009 | Evaluation 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2008 | Fractional and seasonal filtering In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
2008 | Fractional and seasonal filtering.(2008) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2008 | Fractional and seasonal filtering.(2008) In: PSE-Ecole d'économie de Paris (Postprint). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2012 | Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy In: Post-Print. [Citation analysis] | paper | 10 |
2012 | Macro-financial linkages and business cycles: A factor-probit approach In: Post-Print. [Citation analysis] | paper | 6 |
2013 | Comments on: Examining the quality of early GDP component estimates In: Post-Print. [Citation analysis] | paper | 1 |
2014 | The way out of recessions: Evidence from a bounce-back augmented threshold regression In: Post-Print. [Citation analysis] | paper | 0 |
2013 | Une revue de la littérature des modèles à facteurs dynamiques In: Post-Print. [Citation analysis] | paper | 1 |
2012 | Une revue de la littérature des modèles à facteurs dynamiques.(2012) In: Économie et Prévision. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2014 | Forecasting business cycles In: Post-Print. [Citation analysis] | paper | 0 |
2014 | Forecasting business cycles.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | Post-recession US employment through the lens of a non-linear Okun In: Post-Print. [Citation analysis] | paper | 2 |
2018 | Impact of uncertainty shocks on the global economy In: Post-Print. [Citation analysis] | paper | 6 |
2017 | Impact of uncertainty shocks on the global economy.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2018 | International Macroeconomics in the wake of the Global Financial Crisis In: Post-Print. [Citation analysis] | paper | 12 |
2020 | Méthodes de prévision en finance In: Post-Print. [Citation analysis] | paper | 0 |
2018 | A Brief History of Seasonal Adjustment Methods and Software Tools In: Post-Print. [Citation analysis] | paper | 1 |
2023 | Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data In: Post-Print. [Citation analysis] | paper | 0 |
2022 | The New Fama Puzzle In: Post-Print. [Citation analysis] | paper | 20 |
2018 | The New Fama Puzzle.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2022 | The New Fama Puzzle.(2022) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2001 | Forecasting with k-factor Gegenbauer Processes: Theory and Applications In: Post-Print. [Citation analysis] | paper | 53 |
2001 | Forecasting with k-Factor Gegenbauer Processes: Theory and Applications..(2001) In: Journal of Forecasting. [Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
2001 | Comparison of parameter estimation methods in cyclical long memory time series In: Post-Print. [Citation analysis] | paper | 10 |
2000 | Forecasting financial time series with generalized long memory processes In: Post-Print. [Citation analysis] | paper | 8 |
2005 | Detection of the Industrial Business Cycle using SETAR models In: Post-Print. [Full Text][Citation analysis] | paper | 7 |
2006 | Detection of the Industrial Business Cycle using SETAR Models.(2006) In: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2005 | Detection of the industrial business cycle using SETAR models.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2003 | Analyser les séries chronologiques avec S-Plus : une approche paramétrique, In: Post-Print. [Citation analysis] | paper | 0 |
2003 | Analyser les séries chronologiques avec S-Plus: une approche paramétrique.(2003) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model In: PSE Working Papers. [Full Text][Citation analysis] | paper | 9 |
2020 | Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2020 | Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model.(2020) In: OECD Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2012 | A new monthly chronology of the US industrial cycles in the prewar economy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences In: Working Papers. [Citation analysis] | paper | 0 |
2019 | Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences.(2019) In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Les cycles économiques de la France : une datation de référence In: Working Papers. [Citation analysis] | paper | 0 |
2017 | Forecasting euro area recessions by combining financial information In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 1 |
2024 | The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2004 | Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators In: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] | article | 27 |
2006 | A real-time recession indicator for the Euro area In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2002 | Un indicateur dentrée et sortie de récession: application aux Etats-Unis In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
2018 | Introduction In: Financial and Monetary Policy Studies. [Citation analysis] | chapter | 0 |
2007 | Point and interval nowcasts of the Euro area IPI In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
2007 | Business Cycle Analysis with Multivariate Markov Switching Models In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2007 | A turning point chronology for the Euro-zone In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
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