Laurent Ferrara : Citation Profile

Are you Laurent Ferrara?

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

18

H index

35

i10 index

1055

Citations

RESEARCH PRODUCTION:

61

Articles

140

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 42
   Journals where Laurent Ferrara has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 75 (6.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe27
   Updated: 2023-11-04    RAS profile: 2022-10-26    
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Relations with other researchers

Works with:

Heyer, Eric (12)

Bec, Frédérique (12)

DIEBOLT, Claude (12)

Mignon, Valérie (12)

Bussiere, Matthieu (4)

Simoni, Anna (4)

Mogliani, Matteo (4)

Darné, Olivier (4)

Marsilli, Clément (4)

Sahuc, Jean-Guillaume (3)

Delle Chiaie, Simona (3)

Natoli, Filippo (3)

Siena, Daniele (3)

Karadimitropoulou, Aikaterini (3)

Metelli, Luca (3)

Giannone, Domenico (3)

Joëts, Marc (3)

Candelon, Bertrand (3)

Heipertz, Jonas (2)

Chinn, Menzie (2)

Berthou, Antoine (2)

Haincourt, Sophie (2)

Pappadà, Francesco (2)

Schmidt, Julia (2)

Guérin, Pierre (2)

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

Is cited by:

Billio, Monica (42)

Casarin, Roberto (27)

Ravazzolo, Francesco (26)

Gil-Alana, Luis (23)

Darné, Olivier (20)

Kose, Ayhan (19)

van Dijk, Herman (19)

Bec, Frédérique (18)

GUEGAN, Dominique (16)

Marcellino, Massimiliano (16)

Terrones, Marco (15)

Cites to:

Reichlin, Lucrezia (93)

Giannone, Domenico (65)

Krolzig, Hans-Martin (44)

Forni, Mario (41)

Hamilton, James (41)

Watson, Mark (41)

bloom, nicholas (37)

Marcellino, Massimiliano (34)

Lippi, Marco (33)

Clements, Michael (30)

Darné, Olivier (30)

Main data

Where Laurent Ferrara has published?

Journals with more than one article published# docs
Bulletin de la Banque de France8
Quarterly selection of articles - Bulletin de la Banque de France8
International Journal of Forecasting4
Rue de la Banque4
Journal of Forecasting3
Economic Modelling3
Oxford Bulletin of Economics and Statistics2
Revue conomique2
conomie et Prvision2
Applied Economics Letters2
Journal of Applied Econometrics2
Economics Letters2
Journal of Business Cycle Measurement and Analysis2

Working Papers Series with more than one paper published# docs
Post-Print / HAL40
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL12
EconomiX Working Papers / University of Paris Nanterre, EconomiX11
Working Papers / HAL7
Documents de travail du Centre d'Economie de la Sorbonne / Universit Panthon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne5
PSE-Ecole d'conomie de Paris (Postprint) / HAL4
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise4
Working Papers / Center for Research in Economics and Statistics4
MPRA Paper / University Library of Munich, Germany3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Working Papers / Association Franaise de Cliomtrie (AFC)3
NBER Working Papers / National Bureau of Economic Research, Inc2
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing Laurent Ferrara (2023 and 2022)

YearTitle of citing document
2023Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02.

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2022Forecasting agricultural commodity price using different models: a case study of widely consumed grains in Nigeria. (2022). Tabash, Mosab I ; Adeeko, Omotara ; Safi, Samir K ; Sanusi, Olajide I. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:322724.

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2022.

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2022Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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2022A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.08289.

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2023Reservoir 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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2022Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

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2023Factor-augmented sparse MIDAS regression for nowcasting. (2023). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362.

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2023Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993.

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2023Understanding Inflation Dynamics: The Role of Government Expenditures. (2023). Xie, Yinxi ; Liu, Chang. In: Staff Working Papers. RePEc:bca:bocawp:23-30.

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2022.

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2022Latin American Falls, Rebounds and Tail Risks. (2022). Leiva-Leon, Danilo ; Campos, Luciano ; Zapata-Alvarez, Steven. In: Borradores de Economia. RePEc:bdr:borrec:1201.

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2022Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chinn, Menzie ; Chatelais, Nicolas. In: Working papers. RePEc:bfr:banfra:903.

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2022When ‘uncertainty’ becomes ‘unknown’: Influences of economic uncertainty on the shadow economy. (2022). Nguyen, Canh ; Su, Thanh Dinh. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:93:y:2022:i:3:p:677-716.

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2022Obtaining consistent time series from Google Trends. (2022). Martínez, Isabel ; Sax, Christoph ; Martinez, Isabel Z ; Indergand, Ronald ; Eichenauer, Vera Z. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:694-705.

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2022Quantifying domestic violence in times of crisis: An internet search activity?based measure for the COVID?19 pandemic. (2022). Rainer, Helmut ; Siuda, Fabian ; Anderberg, Dan. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:2:p:498-518.

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2022Backcasting world trade growth using data reduction methods. (2022). Darné, Olivier ; Charles, Amelie. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:10:p:3169-3191.

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2022Constructing GDP Nowcasting Models Using Alternative Data. (2022). Nakazawa, Takashi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e09.

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2023Inflation Expectations in the Wake of the War in Ukraine. (2023). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: CERGE-EI Working Papers. RePEc:cer:papers:wp745.

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2022Monetary Policy and the Financial Cycle: International Evidence. (2022). Žáček, Jan ; Baxa, Jaromir. In: Working Papers. RePEc:cnb:wpaper:2022/4.

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2022The northern ireland housing market: would unification with the south be problematic?. (2022). Miles, William R. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00714.

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2023Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2022Are government spending shocks inflationary at the zero lower bound? New evidence from daily data. (2022). Choi, Sangyup ; Yoo, Seung Yong ; Shin, Junhyeok. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001294.

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2022When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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2023How to foresee crises? A new synthetic index of vulnerabilities for emerging economies. (2023). Molina, Luis ; Alonso-Alvarez, Irma. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001165.

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2023Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution. (2023). Varga, Katalin ; Szendrei, Tibor. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000150.

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2022The inflation response to government spending shocks: A fiscal price puzzle?. (2022). Ravn, Søren Hove ; Jorgensen, Peter L. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002634.

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2022Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101.

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2022Assessing energy trilemma-related policies: The worlds large energy user evidence. (2022). Shirazi, Masoud. In: Energy Policy. RePEc:eee:enepol:v:167:y:2022:i:c:s030142152200307x.

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2023Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies. (2023). Hu, Bing ; Lin, Zhitao ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000533.

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2022Impact of the FLEGT license on Indonesian plywood competitiveness in the European Union. (2022). Lakner, Zoltan ; Nugroho, Agus Dwi ; Prasada, Imade Yoga. In: Forest Policy and Economics. RePEc:eee:forpol:v:144:y:2022:i:c:s1389934122001617.

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2022A reconsideration of the failure of uncovered interest parity for the U.S. dollar. (2022). Xiang, Nan ; Wang, Mengqi ; Kazakova, Katya ; Engel, Charles. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000344.

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2023Forecasting the U.S. Dollar in the 21st Century. (2023). Engel, Charles ; Yeung, Steve Pak. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000016.

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2022Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks. (2022). Himounet, Nicolas. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:1-31.

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2022Forecasting unemployment insurance claims in realtime with Google Trends. (2022). Seo, Boyoung ; Sacks, Daniel W ; Fogarty, Michael ; Butters, Andrew R ; Brave, Scott A ; Aaronson, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:567-581.

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2022Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:596-612.

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2022Nowcasting unemployment insurance claims in the time of COVID-19. (2022). Sinclair, Tara ; Larson, William D. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:635-647.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2023Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013.

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2022Common factors and the dynamics of cereal prices. A forecasting perspective. (2022). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000738.

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2023Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies. (2023). Karadimitropoulou, Aikaterini ; Alshalahi, Jebreel ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000630.

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2022Modeling global real economic activity: Evidence from variable selection across quantiles. (2022). Stolbov, Mikhail ; Shchepeleva, Maria. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000438.

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2022Do pandemic, trade policy and world uncertainties affect oil price returns?. (2022). Sousa, Ricardo ; Sharmi, Rubaiya Zaman ; Wadstrom, Christoffer ; Uddin, Gazi Salah ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001532.

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2022Okuns law: Copula-based evidence from G7 countries. (2022). Stavrakoudis, Athanassios ; Benos, Nikos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:478-491.

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2022Does the yield curve signal recessions? New evidence from an international panel data analysis. (2022). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:9-22.

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2022Global value chains and exchange rate pass-through—The role of non-linearities. (2022). Kotowski, Jacek ; Haka, Aleksandra ; Hagemejer, Jan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:461-478.

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2023A cross country perspective on Irish enterprise investment: Do fundamentals or constraints matter?. (2023). Otoole, Conor ; Oregan, Cynthia ; Kenny, Eoin ; Gargan, Eric. In: Papers. RePEc:esr:wpaper:wp754.

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2022Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

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2023Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160.

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2022On the Real-Time Predictive Content of Financial Conditions Indices for Growth. (2022). McCracken, Michael ; Amburgey, Aaron. In: Working Papers. RePEc:fip:fedlwp:93642.

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2023Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania. (2023). Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Lukauskas, Mantas. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:134-:d:1137785.

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2023Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257.

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2023Stylized Facts of the FOMC’s Longer-Run Forecasts. (2023). Marquez, Jaime. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:152-:d:1079337.

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2022.

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2023.

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2023.

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2022Exploring the Impact of “Double Cycle” and Industrial Upgrading on Sustainable High-Quality Economic Development: Application of Spatial and Mediation Models. (2022). He, Zhili ; Wang, Rong. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:2432-:d:753974.

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2022When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage. (2022). Simoni, Anna ; Ferrara, Laurent. In: Post-Print. RePEc:hal:journl:hal-03919944.

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2022Forecasting GDP growth using stock returns in Japan: A factor-augmented MIDAS approach. (2022). Morita, Hiroshi. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-118.

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2023Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

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2022Firms Inflation Expectations: New Evidence from France. (2022). Savignac, Frédérique ; Gorodnichenko, Yuriy ; Gautier, Erwan ; Coibion, Olivier. In: IZA Discussion Papers. RePEc:iza:izadps:dp15069.

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2022Quantum Computing and Deep Learning Methods for GDP Growth Forecasting. (2022). Fernandez-Gamez, Manuel A ; Salas, Belen M ; Alaminos, David. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10110-z.

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2023Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects. (2023). Winker, Peter ; Tillmann, Peter ; Naboka-Krell, Viktoriia ; Latifi, Albina. In: MAGKS Papers on Economics. RePEc:mar:magkse:202307.

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2022Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23.

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2022Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model. (2022). Kohns, David ; Bhattacharjee, Arnab. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:538.

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2022Competitiveness, fiscal policy and corruption: evidence from Central and Eastern European countries. (2022). Lupu, Dan ; Pascariu, Gabriela Carmen ; Tiganasu, Ramona. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:13:y:2022:i:3:p:667-698.

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2022Econometric modelling of exchange rate volatility using mixed-frequency data. (2022). Chaturvedi, Priya ; Kumar, Kuldeep. In: MPRA Paper. RePEc:pra:mprapa:115222.

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2023intégration économique et convergence des cycles : une analyse entre le Cameroun et le Nigéria.. (2023). Fotsing, Florent Ulrich ; Awoutcha, Romuald Fernand. In: MPRA Paper. RePEc:pra:mprapa:116791.

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2022Tourism and economic growth: Multi-country evidence from mixed-frequency Granger causality tests. (2022). Wang, Yuan ; Enilov, Martin. In: Tourism Economics. RePEc:sae:toueco:v:28:y:2022:i:5:p:1216-1239.

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2022A harmonically weighted filter for cyclical long memory processes. (2022). Maddanu, Federico. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:106:y:2022:i:1:d:10.1007_s10182-021-00394-9.

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2023Predicting binary outcomes based on the pair-copula construction. (2023). Yang, Liu ; Lahiri, Kajal. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02418-6.

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2023A tale of two recession-derivative indicators. (2023). Yang, Cheng ; Lahiri, Kajal. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02361-6.

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2022A Customized Machine Learning Algorithm for Discovering the Shapes of Recovery: Was the Global Financial Crisis Different?. (2022). Castro Peñarrieta, Luis ; Pearrieta, Luis Castro ; Castaeda, Gonzalo. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:1:d:10.1007_s41549-021-00063-5.

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2022Structural Change in the Investment Function. (2022). Mason, Paul ; Ozdemir, Nilufer ; Triplett, Russell E. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09564-6.

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2022Markov Switching-Vector AutoRegression Model Analysis of the Economic and Growth Cycles in Tunisia and Its Main European Partners. (2022). Helali, Kamel. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:13:y:2022:i:1:d:10.1007_s13132-021-00740-x.

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2022Dynamic factor models: Does the specification matter?. (2022). Miranda, Karen ; Ruiz, Esther ; Poncela, Pilar. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:13:y:2022:i:1:d:10.1007_s13209-021-00248-2.

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2022Nowcasting the GDP in Taiwan and the Real-Time Tourism Data. (2022). Hsiao, Yi-Long ; Ting, Chien-Jung. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:12:y:2022:i:3:f:12_3_2.

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2022Application of the Real-Time Tourism Data in Nowcasting the Service Consumption in Taiwan. (2022). Su, Rui-Jun ; Hsiao, Yi-Long ; Ting, Chien-Jung. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:12:y:2022:i:4:f:12_4_4.

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2022The case for a loan-based euro area stability fund. (2022). Rey, Martin ; Misch, Florian. In: Discussion Papers. RePEc:stm:dpaper:20.

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2023Bias-Correction in Time Series Quantile Regression Models. (2023). Vavra, Marian. In: Working and Discussion Papers. RePEc:svk:wpaper:1094.

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2022Forecasting oil Prices: can large BVARs help?. (2022). Zhang, BO ; Nguyen, BH. In: Working Papers. RePEc:tas:wpaper:47522.

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2022Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom. In: Working Papers. RePEc:use:tkiwps:2207.

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2022Failure Case of Earned Value Method (EVM): The “Absurd” of the Use of Management & Contingency Reserves Budgeting. (2022). Pavlos, Metallinos. In: Baltic Journal of Real Estate Economics and Construction Management. RePEc:vrs:bjrecm:v:10:y:2022:i:1:p:41-75:n:1.

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2022Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Arreolahernandez, Jose. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:678-696.

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2022Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009). (2022). Castelnuovo, Efrem ; Nodari, Gabriela ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:210-217.

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2022Commodity prices and inflation risk. (2022). Petrella, Ivan ; Garratt, Anthony. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:2:p:392-414.

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2022Nowcasting tail risk to economic activity at a weekly frequency. (2022). Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:843-866.

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2023Macroeconomic forecasting in times of crises. (2023). Zhong, Molin ; Guerroonquintana, Pablo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:295-320.

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2023Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449.

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2022Assessing the usefulness of survey?based data in forecasting firms capital formation: Evidence from Italy. (2022). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:491-513.

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2022Forecast evaluation of DSGE models: Linear and nonlinear likelihood. (2022). Chin, Kuohsuan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1099-1130.

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2022Nowcasting world GDP growth with high?frequency data. (2022). Meunier, Baptiste ; Jardet, Caroline. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1181-1200.

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2023Uncertainty 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.

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2023Inflation expectations in the wake of the war in Ukraine. (2023). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: Discussion Papers. RePEc:zbw:bubdps:032023.

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2022Effects of interest rates on functional income distribution, capacity utilization, capital accumulation and profit rates in France: A post-Kaleckian econometric analysis. (2022). Kurt, Ozan Ekin. In: EconStor Preprints. RePEc:zbw:esprep:251003.

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2022.

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

Laurent Ferrara has edited the books:

YearTitleTypeCited

Works by Laurent Ferrara:

YearTitleTypeCited
2021Les cycles économiques de la France : une datation de référence In: Working Papers.
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2021Dating business cycles in France: A reference chronology In: Working Papers.
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2021Dating business cycles in France: A reference chronology.(2021) In: EconomiX Working Papers.
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2021Dating business cycles in France:A reference chronology.(2021) In: THEMA Working Papers.
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This paper has another version. Agregated cites: 1		paper
2021Dating business cycles in France: a reference chronology.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 1		paper
2021Dating business cycles in France:A reference chronology.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 1		paper
2021Dating business cycles in France: A reference chronology..(2021) In: Working Papers of BETA.
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This paper has another version. Agregated cites: 1		paper
2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
[Full Text][Citation analysis]		paper5
2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 5		paper
2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 5		paper
2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel In: LIDAM Reprints LFIN.
[Citation analysis]		paper12
2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel.(2018) In: Working papers.
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This paper has another version. Agregated cites: 12		paper
2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel.(2021) In: Applied Economics.
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This paper has another version. Agregated cites: 12		article
2022When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage In: Papers.
[Full Text][Citation analysis]		paper22
2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2019) In: Working papers.
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This paper has another version. Agregated cites: 22		paper
2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 22		paper
2020When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2020) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 22		paper
2016What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks In: Staff Working Papers.
[Full Text][Citation analysis]		paper24
2015What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 24		paper
2018What are the macroeconomic effects of high-frequency uncertainty shocks?.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 24		paper
2018What are the macroeconomic effects of high?frequency uncertainty shocks?.(2018) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 24		article
2010Housing Cycles In The Major Euro Area Countries In: Occasional Papers.
[Full Text][Citation analysis]		paper29
2009Housing cycles in the major euro area countries..(2009) In: Working papers.
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This paper has another version. Agregated cites: 29		paper
2007Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers.
[Full Text][Citation analysis]		paper0
2008Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers.
[Full Text][Citation analysis]		paper16
2008Business surveys modelling with Seasonal-Cyclical Long Memory models. In: Working papers.
[Full Text][Citation analysis]		paper3
2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Economics Bulletin.
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This paper has another version. Agregated cites: 3		article
2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has another version. Agregated cites: 3		paper
2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2008Business surveys modelling with Seasonal-Cyclical Long Memory models.(2008) In: PSE-Ecole d'économie de Paris (Postprint).
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This paper has another version. Agregated cites: 3		paper
2008Business surveys modelling with seasonal-cyclical long memory models.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne.
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This paper has another version. Agregated cites: 3		paper
2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
[Full Text][Citation analysis]		paper89
2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		article
2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
[Full Text][Citation analysis]		paper13
2011Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 13		article
2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2009Forecasting Euro-area recessions using time-varying binary response models for financial. In: Working papers.
[Full Text][Citation analysis]		paper18
2009Cyclical relationships between GDP and housing market in France: Facts and factors at play. In: Working papers.
[Full Text][Citation analysis]		paper8
2010Common business and housing market cycles in the Euro area from a multivariate decomposition. In: Working papers.
[Full Text][Citation analysis]		paper15
2011The possible shapes of recoveries in Markov-switching models In: Working papers.
[Full Text][Citation analysis]		paper5
2011The Possible Shapes of Recoveries in Markov-Switching Models.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2011The possible shapes of recoveries in Markov-Switching models.(2011) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2012The European way out of recession In: Working papers.
[Full Text][Citation analysis]		paper2
2011The European Way Out of Recessions.(2011) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2013The European Way out of Recession.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
2012Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers.
[Full Text][Citation analysis]		paper42
2013Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 42		paper
2015Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2015) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 42		article
2015Macroeconomic forecasting during the Great Recession: the return of non-linearity?.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 42		paper
2013Dynamic Factor Models: A review of the Literature . In: Working papers.
[Full Text][Citation analysis]		paper32
2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 32		paper
2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
2013Forecasting growth during the Great Recession: is financial volatility the missing ingredient? In: Working papers.
[Full Text][Citation analysis]		paper24
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: 24		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: 24		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: 24		paper
2014Nowcasting global economic growth: A factor-augmented mixed-frequency approach. In: Working papers.
[Full Text][Citation analysis]		paper25
2019Nowcasting global economic growth: A factor?augmented mixed?frequency approach.(2019) In: The World Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		article
2019Nowcasting global economic growth: A factor-augmented mixed-frequency approach.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 25		paper
2015Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty In: Working papers.
[Full Text][Citation analysis]		paper43
2017Explaining the recent slump in investment: the role of expected demand and uncertainty.(2017) In: Rue de la Banque.
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This paper has another version. Agregated cites: 43		article
2017Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results In: Working papers.
[Full Text][Citation analysis]		paper12
2017Common Factors of Commodity Prices In: Working papers.
[Full Text][Citation analysis]		paper62
2018Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 62		paper
2018Common factors of commodity prices.(2018) In: Research Bulletin.
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This paper has another version. Agregated cites: 62		article
2017Common factors of commodity prices.(2017) In: Working Paper Series.
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2022Common factors of commodity prices.(2022) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 62		article
2020Questioning the puzzle: Fiscal policy, exchange rate and inflation In: Working papers.
[Full Text][Citation analysis]		paper2
2008OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2008L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article2
2010Les marchés immobiliers après la crise : quelles leçons pour la macroéconomie ? In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2012Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2014Marché du travail et politique monétaire aux États-Unis : débats actuels et enjeux. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2014Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2016Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2017Épisodes d’assainissement budgétaire dans les pays de l’OCDE : rôle du respect des règles fiscales et des marges budgétaires In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2018Global imbalances: build-up, unwinding and financial aspects In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article2
2018Global imbalances: build-up, unwinding and financial aspects.(2018) In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2008OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2008The 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]		article2
2010Housing markets after the crisis: lessons for the macroeconomy. In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2011Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2014US labour market and monetary policy: current debates and challenges In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2016Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2017Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2016Nowcasting global economic growth In: Rue de la Banque.
[Full Text][Citation analysis]		article1
2018Does the Phillips curve still exist? In: Rue de la Banque.
[Full Text][Citation analysis]		article9
2018Uncertainty and macroeconomics: transmission channels and policy implications In: Rue de la Banque.
[Full Text][Citation analysis]		article0
2012MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article33
2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
[Full Text][Citation analysis]		article11
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers.
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2018Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 11		paper
2008A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA In: Manchester School.
[Full Text][Citation analysis]		article46
2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article14
2013Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print.
[Citation analysis]
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2009Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision.
[Full Text][Citation analysis]		article0
2009Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision.
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2009Caractérisation et datation des cycles économiques en zone euro In: Revue économique.
[Full Text][Citation analysis]		article8
2010Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques In: Revue économique.
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2013Post-Recession US Employment through the Lens of a Non-Linear Okuns Law In: Working Papers.
[Full Text][Citation analysis]		paper8
2013Post-recession US employment through the lens of a non-linear Okun’s law.(2013) In: EconomiX Working Papers.
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2013Post-recession US Employment through the Lens of a Non-linear Okuns law.(2013) In: NBER Working Papers.
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2004La localisation des entreprises industrielles : comment apprecier lattractivite des territoires ? In: Economie Internationale.
[Full Text][Citation analysis]		article3
2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges In: CEPII Policy Brief.
[Full Text][Citation analysis]		paper12
2018Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges.(2018) In: Financial and Monetary Policy Studies.
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1998Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP In: Working Papers.
[Full Text][Citation analysis]		paper0
2000Analyse dintervention et prévisions. problématique et application à des données de la RATP.(2000) In: Post-Print.
[Citation analysis]
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1999Estimation and Applications of Gegenbauer Processes In: Working Papers.
[Full Text][Citation analysis]		paper5
2010A factor-augmented probit model for business cycle analysis In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper0
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]		paper11
2013Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession.(2013) In: Post-Print.
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2013Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession.(2013) In: Applied Economics Letters.
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2021Les cycles économiques de la France : une datation de référence In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper0
2021Les cycles économiques de la France : une datation de référence.(2021) In: THEMA Working Papers.
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2023Les cycles économiques de la France : une datation de référence.(2023) In: Post-Print.
[Citation analysis]
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2021Les cycles économiques de la France : une datation de référence..(2021) In: Working Papers of BETA.
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This paper has another version. Agregated cites: 0		paper
2022Commodity currencies revisited: The role of global commodity price uncertainty In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper0
2016Understanding the weakness in global trade - What is the new normal? In: Occasional Paper Series.
[Full Text][Citation analysis]		paper24
2012Macro-financial linkages and business cycles: A factor-augmented probit approach In: Economic Modelling.
[Full Text][Citation analysis]		article8
2015Comparing the shape of recoveries: France, the UK and the US In: Economic Modelling.
[Full Text][Citation analysis]		article13
2015Comparing the shapes of recoveries: France, the UK and the US.(2015) In: Post-Print.
[Citation analysis]
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2016A World Trade Leading Index (WTLI) In: Economics Letters.
[Full Text][Citation analysis]		article5
2016A world trade leading index (WLTI).(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 5		paper
2015A World Trade Leading Index (WTLI).(2015) In: IMF Working Papers.
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This paper has another version. Agregated cites: 5		paper
2003A three-regime real-time indicator for the US economy In: Economics Letters.
[Full Text][Citation analysis]		article41
2021Questioning the puzzle: Fiscal policy, real exchange rate and inflation In: Journal of International Economics.
[Full Text][Citation analysis]		article9
2021Questioning the puzzle: fiscal policy, real exchange rate and inflation.(2021) In: CAMA Working Papers.
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2022Measuring exchange rate risks during periods of uncertainty In: International Economics.
[Full Text][Citation analysis]		article0
2020Measuring exchange rate risks during periods of uncertainty.(2020) In: CAMA Working Papers.
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2014The way out of recessions: A forecasting analysis for some Euro area countries In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
2014The way out of recessions: A forecasting analysis for some Euro area countries.(2014) In: Post-Print.
[Citation analysis]
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2022Guest editorial: Economic forecasting in times of COVID-19 In: International Journal of Forecasting.
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2022High-frequency monitoring of growth at risk In: International Journal of Forecasting.
[Full Text][Citation analysis]		article19
2020High-frequency monitoring of growth-at-risk.(2020) In: CAMA Working Papers.
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2022High-frequency monitoring of growth at risk.(2022) In: Post-Print.
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2014Explaining US employment growth after the great recession: The role of output–employment non-linearities In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article9
2014Explaining US employment growth after the Great Recession: the role of output-employment non-linearities.(2014) In: Post-Print.
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2022Commodity price uncertainty comovement: Does it matter for global economic growth? In: CAMA Working Papers.
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2021Commodity price uncertainty comovement: Does it matter for global economic growth?.(2021) In: Essex Finance Centre Working Papers.
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2010Testing Fractional Order of Long Memory Processes: A Monte Carlo Study In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2008Testing fractional order of long memory processes : a Monte Carlo study.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.(2010) In: Post-Print.
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2010Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.(2010) In: PSE-Ecole d'économie de Paris (Postprint).
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