Laurent Ferrara : Citation Profile

Australian National University (5% share)
Université Paris-Nanterre (Paris X) (5% share)
SKEMA Business School (90% share)

19

H index

38

i10 index

1191

Citations

RESEARCH PRODUCTION:

66

Articles

157

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 45
   Journals where Laurent Ferrara has often published
   Relations with other researchers
   Recent citing documents: 101.    Total self citations: 85 (6.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfe27
   Updated: 2025-05-17    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

DIEBOLT, Claude (16)

Mignon, Valérie (16)

Bec, Frédérique (15)

Heyer, Eric (15)

Karadimitropoulou, Aikaterini (5)

Natoli, Filippo (3)

Mogliani, Matteo (3)

Metelli, Luca (3)

Chinn, Menzie (3)

Siena, Daniele (3)

Sahuc, Jean-Guillaume (3)

Bussiere, Matthieu (2)

Simoni, Anna (2)

Candelon, Bertrand (2)

Joëts, Marc (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)

Gil-Alana, Luis (26)

Ravazzolo, Francesco (26)

Darné, Olivier (20)

van Dijk, Herman (19)

Kose, Ayhan (19)

Marcellino, Massimiliano (16)

GUEGAN, Dominique (16)

Terrones, Marco (15)

GUPTA, RANGAN (15)

Cites to:

Reichlin, Lucrezia (93)

Giannone, Domenico (65)

Krolzig, Hans-Martin (44)

Hamilton, James (41)

Watson, Mark (41)

Forni, Mario (41)

Marcellino, Massimiliano (34)

Lippi, Marco (33)

bloom, nicholas (32)

Clements, Michael (30)

Darné, Olivier (30)

Main data

Where Laurent Ferrara has published?

Journals with more than one article published# docs
Quarterly selection of articles - Bulletin de la Banque de France8
Bulletin de la Banque de France8
International Journal of Forecasting4
Rue de la Banque4
Journal of Forecasting3
Economic Modelling3
Revue conomique3
Applied Economics Letters2
Economics Letters2
Journal of Applied Econometrics2
conomie et Prvision2
Oxford Bulletin of Economics and Statistics2
Journal of Business Cycle Measurement and Analysis2

Working Papers Series with more than one paper published# docs
Post-Print / HAL45
Working Papers / HAL15
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL12
EconomiX Working Papers / University of Paris Nanterre, EconomiX11
PSE-Ecole d'conomie de Paris (Postprint) / HAL5
Documents de travail du Centre d'Economie de la Sorbonne / Universit Panthon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne5
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise4
Working Papers / Center for Research in Economics and Statistics4
Working Papers / Association Franaise de Cliomtrie (AFC)3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
NBER Working Papers / National Bureau of Economic Research, Inc3
MPRA Paper / University Library of Munich, Germany3
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing Laurent Ferrara (2025 and 2024)

YearTitle of citing document
2024Why 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.

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2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Reservoir 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.

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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

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2024Factor-augmented sparse MIDAS regressions with an application to nowcasting. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362.

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2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024Investigating 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.

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2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

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2024MIDAS-QR with 2-Dimensional Structure. (2024). Szendrei, Tibor ; Schaffer, Mark ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2406.15157.

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2024Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765.

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2024Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286.

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2024Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092.

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2025High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380.

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2025Tracking 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.

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2025How Election Shocks Move Markets: Evidence from Sectoral Stock Prices. (2025). Amburgey, Aaron J. In: Papers. RePEc:arx:papers:2504.02731.

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2024Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750.

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2024Effect 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.

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2024Seasonal 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.

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2024Nowcasting 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.

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2025A 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.

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2024Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950.

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2024CLARA 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.

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2024Future 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.

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2024Nowcasting 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.

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2024Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075.

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2025Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118.

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2024Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102.

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2024A 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.

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2025Testing 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.

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2024UIP 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.

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2024Improving 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.

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2024Detecting turning points in the inflation cycle. (2024). End, Jan Willem ; Hoeberichts, Marco ; van den End, Jan Willem. In: Working Papers. RePEc:dnb:dnbwpp:808.

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2024Fiscal Policy and Inflation in the Euro Area. (2024). Ascari, Guido ; Smadu, Andra ; Mori, Lorenzo ; Bonam, Dennis. In: Working Papers. RePEc:dnb:dnbwpp:820.

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2024The 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.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024HANK faces unemployment. (2024). Hänsel, Matthias ; Hansel, Matthias ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20242953.

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2024Heterogeneity 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.

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2024Predicting 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.

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2024Can 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.

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2024UIP 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.

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2024Advances 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.

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2024Modelling 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.

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2024Fiscal 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.

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2024Impact 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.

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2024Forecasting 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.

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2024Macroeconomic 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.

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2024Correlation 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.

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2024What 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.

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2024Linkages 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.

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2024Spillover 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.

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2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

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2024Back 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.

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2024Daily 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.

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2024Reservoir 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.

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2024Nowcasting 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.

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2024Forecasting 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.

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2024A 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.

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2024Exchange 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.

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2024Uncertainty 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.

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2024Commodity 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.

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2024Energy 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.

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2024Blessings 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.

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2024Economic 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.

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2024DIY 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.

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2025Intangibles 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.

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2024Foreign 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.

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2024Accounting for the Effects of Fiscal Policy Shocks on Exchange Rates through Markup Dynamics. (2024). Lee, Hyungsuk. In: Review. RePEc:fip:fedlrv:97919.

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2024A 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.

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2025Development 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.

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2024Impact 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.

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2025Unconventional Monetary Policies in Small Open Economies. (2025). Kolasa, Marcin ; Lind, Jesper ; Lasen, Stefan. In: Working Paper Series. RePEc:hhs:rbnkwp:0450.

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2024UIP 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.

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2024Drivers 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.

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2024A comparison of using MIDAS and LSTM models for GDP nowcasting. (2024). Gliic, Iva. In: Working Papers Bulletin. RePEc:nsb:bilten:22.

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2024Carbon 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.

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2024Carbon 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.

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2024The 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.

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2024Foreign 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.

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2024Exploring Nowcasting Techniques for Real-Time GDP Estimation in Bhutan. (2024). Phuntsho, Karma Minjur. In: MPRA Paper. RePEc:pra:mprapa:121380.

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2024The 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.

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2024Nowcasting 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.

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2024Testing 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.

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2024The 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.

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2024The 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.

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2024Deciphering 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.

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2024Stagflation 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.

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2024The 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.

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2024Soaring 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.

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2024Composite 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.

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2024The 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.

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2024Macroeconomic 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.

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2024Commodity Markets Outlook, October 2024. (2024). Bank, World. In: World Bank Publications - Books. RePEc:wbk:wbpubs:42219.

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2024The 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.

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2024Identifying 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.

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2024Real‐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.

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2024Nowcasting 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.

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2024Measuring 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.

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2025Predictive 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.

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2024Investigating 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.

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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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2021Les cycles économiques de la France : une datation de référence.(2021) In: EconomiX 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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2023Dating business cycles in France : a reference chronology.(2023) In: Post-Print.
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2022Dating business cycles in France: A reference chronology.(2022) In: Post-Print.
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2023Dating business cycles in France : a reference chronology.(2023) In: PSE-Ecole d'économie de Paris (Postprint).
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2021Dating business cycles in France: a reference chronology.(2021) In: SciencePo Working papers Main.
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2021Dating business cycles in France: a reference chronology.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2021Dating business cycles in France:A reference chronology.(2021) In: Working Papers.
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2021Dating business cycles in France: A reference chronology..(2021) In: Working Papers of BETA.
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This paper has nother version. Agregated cites: 2		paper
2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
[Full Text][Citation analysis]		paper4
2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 4		article
2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
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This paper has nother version. Agregated cites: 4		paper
2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: Working Papers.
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2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel In: LIDAM Reprints LFIN.
[Citation analysis]		paper17
2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel.(2018) In: Working papers.
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This paper has nother version. Agregated cites: 17		paper
2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: Working Papers.
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2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel.(2021) In: Applied Economics.
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This paper has nother version. Agregated cites: 17		article
2022When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage In: Papers.
[Full Text][Citation analysis]		paper35
2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2019) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		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 nother version. Agregated cites: 35		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 nother version. Agregated cites: 35		paper
2023When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage.(2023) In: Post-Print.
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This paper has nother version. Agregated cites: 35		paper
2023When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage.(2023) In: Journal of Business & Economic Statistics.
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2016What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks In: Staff Working Papers.
[Full Text][Citation analysis]		paper29
2015What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: EconomiX Working Papers.
[Full Text][Citation analysis]
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2018What are the macroeconomic effects of high-frequency uncertainty shocks?.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2015What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2018What are the macroeconomic effects of high‐frequency uncertainty shocks?.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2010Housing Cycles In The Major Euro Area Countries In: Occasional Papers.
[Full Text][Citation analysis]		paper30
2009Housing cycles in the major euro area countries..(2009) In: Working papers.
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This paper has nother version. Agregated cites: 30		paper
2007Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise. 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 nother 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 3		paper
2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
[Full Text][Citation analysis]		paper94
2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 94		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 nother version. Agregated cites: 13		article
2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 13		paper
2009Forecasting Euro-area recessions using time-varying binary response models for financial. In: Working papers.
[Full Text][Citation analysis]		paper16
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]		paper17
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.
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This paper has nother version. Agregated cites: 5		paper
2011The possible shapes of recoveries in Markov-Switching models.(2011) In: THEMA Working Papers.
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This paper has nother 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.
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This paper has nother version. Agregated cites: 2		paper
2013The European Way out of Recession.(2013) In: Post-Print.
[Citation analysis]
This paper has nother 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 nother version. Agregated cites: 42		paper
2015Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother 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 nother version. Agregated cites: 42		paper
2013Dynamic Factor Models: A review of the Literature . In: Working papers.
[Full Text][Citation analysis]		paper35
2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
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This paper has nother version. Agregated cites: 35		paper
2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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This paper has nother version. Agregated cites: 35		article
2013Forecasting growth during the Great Recession: is financial volatility the missing ingredient? In: Working papers.
[Full Text][Citation analysis]		paper27
2013Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?.(2013) In: EconomiX Working Papers.
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2014Forecasting growth during the Great Recession: is financial volatility the missing ingredient?.(2014) In: Economic Modelling.
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2014Forecasting growth during the Great Recession: is financial volatility the missing ingredient?,.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2013Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 27		paper
2014Nowcasting global economic growth: A factor-augmented mixed-frequency approach. In: Working papers.
[Full Text][Citation analysis]		paper32
2019Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach.(2019) In: The World Economy.
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This paper has nother version. Agregated cites: 32		article
2019Nowcasting global economic growth: A factor-augmented mixed-frequency approach.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2015Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty In: Working papers.
[Full Text][Citation analysis]		paper46
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 nother version. Agregated cites: 46		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]		paper87
2018Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 87		paper
2018Common factors of commodity prices.(2018) In: Research Bulletin.
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This paper has nother version. Agregated cites: 87		article
2017Common factors of commodity prices.(2017) In: Working Paper Series.
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This paper has nother version. Agregated cites: 87		paper
2022Common factors of commodity prices.(2022) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 87		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 nother version. Agregated cites: 0		paper
2016Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence. In: Bulletin de la Banque de France.
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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.
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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 nother 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]		article35
2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
[Full Text][Citation analysis]		article13
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers.
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This paper has nother version. Agregated cites: 13		paper
2018Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 13		paper
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 13		paper
2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 13		paper
2008A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA In: Manchester School.
[Full Text][Citation analysis]		article45
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]
This paper has nother version. Agregated cites: 14		paper
2012Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2009Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision.
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2009Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision.
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This paper has nother version. Agregated cites: 0		article
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.
[Full Text][Citation analysis]		article0
2023Les cycles économiques de la France : une datation de référence In: Revue économique.
[Full Text][Citation analysis]		article0
2021Les cycles économiques de la France : une datation de référence.(2021) In: THEMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Les cycles économiques de la France : une datation de référence..(2021) In: Working Papers of BETA.
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This paper has nother version. Agregated cites: 0		paper
2013Post-Recession US Employment through the Lens of a Non-Linear Okuns Law In: Working Papers.
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2013Post-recession US employment through the lens of a non-linear Okun’s law.(2013) In: EconomiX Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2013Post-recession US employment through the lens of a non-linear Okun’s law.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2013Post-recession US Employment through the Lens of a Non-linear Okuns law.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2004La localisation des entreprises industrielles : comment apprecier lattractivite des territoires ? In: Economie Internationale.
[Full Text][Citation analysis]		article3
2022Measuring exchange rate risks during periods of uncertainty In: International Economics.
[Full Text][Citation analysis]		article5
2022Measuring exchange rate risks during periods of uncertainty.(2022) In: International Economics.
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This paper has nother version. Agregated cites: 5		article
2020Measuring exchange rate risks during periods of uncertainty.(2020) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges In: CEPII Policy Brief.
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2018Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges.(2018) In: Financial and Monetary Policy Studies.
[Citation analysis]
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1998Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP In: Working Papers.
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