18
H index
35
i10 index
1055
Citations
SKEMA Business School (80% share) | 18 H index 35 i10 index 1055 Citations RESEARCH PRODUCTION: 61 Articles 140 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Laurent Ferrara. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2023 | Reservoir 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. Full description at Econpapers || Download paper | |
2022 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper | |
2023 | Factor-augmented sparse MIDAS regression for nowcasting. (2023). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362. Full description at Econpapers || Download paper | |
2023 | Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993. Full description at Econpapers || Download paper | |
2023 | Understanding Inflation Dynamics: The Role of Government Expenditures. (2023). Xie, Yinxi ; Liu, Chang. In: Staff Working Papers. RePEc:bca:bocawp:23-30. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Latin American Falls, Rebounds and Tail Risks. (2022). Leiva-Leon, Danilo ; Campos, Luciano ; Zapata-Alvarez, Steven. In: Borradores de Economia. RePEc:bdr:borrec:1201. Full description at Econpapers || Download paper | |
2022 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2022 | When ‘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. Full description at Econpapers || Download paper | |
2022 | Obtaining consistent time series from Google Trends. (2022). MartÃnez, 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. Full description at Econpapers || Download paper | |
2022 | Quantifying 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. Full description at Econpapers || Download paper | |
2022 | Backcasting 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. Full description at Econpapers || Download paper | |
2022 | Constructing GDP Nowcasting Models Using Alternative Data. (2022). Nakazawa, Takashi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e09. Full description at Econpapers || Download paper | |
2023 | Inflation 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. Full description at Econpapers || Download paper | |
2022 | Monetary Policy and the Financial Cycle: International Evidence. (2022). Žáček, Jan ; Baxa, Jaromir. In: Working Papers. RePEc:cnb:wpaper:2022/4. Full description at Econpapers || Download paper | |
2022 | The northern ireland housing market: would unification with the south be problematic?. (2022). Miles, William R. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00714. Full description at Econpapers || Download paper | |
2023 | Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808. Full description at Econpapers || Download paper | |
2023 | Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830. Full description at Econpapers || Download paper | |
2022 | Are 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. Full description at Econpapers || Download paper | |
2022 | When 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. Full description at Econpapers || Download paper | |
2023 | Nowcasting 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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | Revisiting 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Financial 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. Full description at Econpapers || Download paper | |
2022 | Assessing 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. Full description at Econpapers || Download paper | |
2023 | Macro 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. Full description at Econpapers || Download paper | |
2022 | Impact 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Searching 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Nowcasting 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. Full description at Econpapers || Download paper | |
2022 | What 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. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Common 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2022 | Modeling 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. Full description at Econpapers || Download paper | |
2022 | Do 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. Full description at Econpapers || Download paper | |
2022 | Okuns 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. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2022 | Global 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2022 | Tail 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. Full description at Econpapers || Download paper | |
2023 | Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160. Full description at Econpapers || Download paper | |
2022 | On the Real-Time Predictive Content of Financial Conditions Indices for Growth. (2022). McCracken, Michael ; Amburgey, Aaron. In: Working Papers. RePEc:fip:fedlwp:93642. Full description at Econpapers || Download paper | |
2023 | Nowcasting 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. Full description at Econpapers || Download paper | |
2023 | Distribution 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. Full description at Econpapers || Download paper | |
2023 | Stylized 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Exploring 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. Full description at Econpapers || Download paper | |
2022 | When 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2023 | Leading 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. Full description at Econpapers || Download paper | |
2022 | Firms Inflation Expectations: New Evidence from France. (2022). Savignac, Frédérique ; Gorodnichenko, Yuriy ; Gautier, Erwan ; Coibion, Olivier. In: IZA Discussion Papers. RePEc:iza:izadps:dp15069. Full description at Econpapers || Download paper | |
2022 | Quantum 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. Full description at Econpapers || Download paper | |
2023 | Fiscal 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. Full description at Econpapers || Download paper | |
2022 | Asymmetric 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. Full description at Econpapers || Download paper | |
2022 | Nowcasting 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. Full description at Econpapers || Download paper | |
2022 | Competitiveness, 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. Full description at Econpapers || Download paper | |
2022 | Econometric modelling of exchange rate volatility using mixed-frequency data. (2022). Chaturvedi, Priya ; Kumar, Kuldeep. In: MPRA Paper. RePEc:pra:mprapa:115222. Full description at Econpapers || Download paper | |
2023 | intégration 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. Full description at Econpapers || Download paper | |
2022 | Tourism 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2023 | Predicting 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Structural 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. Full description at Econpapers || Download paper | |
2022 | Markov 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | Nowcasting 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. Full description at Econpapers || Download paper | |
2022 | Application 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. Full description at Econpapers || Download paper | |
2022 | The case for a loan-based euro area stability fund. (2022). Rey, Martin ; Misch, Florian. In: Discussion Papers. RePEc:stm:dpaper:20. Full description at Econpapers || Download paper | |
2023 | Bias-Correction in Time Series Quantile Regression Models. (2023). Vavra, Marian. In: Working and Discussion Papers. RePEc:svk:wpaper:1094. Full description at Econpapers || Download paper | |
2022 | Forecasting oil Prices: can large BVARs help?. (2022). Zhang, BO ; Nguyen, BH. In: Working Papers. RePEc:tas:wpaper:47522. Full description at Econpapers || Download paper | |
2022 | Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom. In: Working Papers. RePEc:use:tkiwps:2207. Full description at Econpapers || Download paper | |
2022 | Failure 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. Full description at Econpapers || Download paper | |
2022 | Interdependence 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. Full description at Econpapers || Download paper | |
2022 | Uncertainty 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. Full description at Econpapers || Download paper | |
2022 | Commodity 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. Full description at Econpapers || Download paper | |
2022 | Nowcasting 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. Full description at Econpapers || Download paper | |
2023 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2023 | Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449. Full description at Econpapers || Download paper | |
2022 | Assessing 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. Full description at Econpapers || Download paper | |
2022 | Forecast 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. Full description at Econpapers || Download paper | |
2022 | Nowcasting 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. Full description at Econpapers || Download paper | |
2023 | Uncertainty 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. Full description at Econpapers || Download paper | |
2023 | Inflation expectations in the wake of the war in Ukraine. (2023). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: Discussion Papers. RePEc:zbw:bubdps:032023. Full description at Econpapers || Download paper | |
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2010 | GDP nowcasting with ragged-edge data: a semi-parametric modeling.(2010) In: PSE-Ecole d'économie de Paris (Postprint). [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
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2012 | Macro-financial linkages and business cycles: A factor-probit approach In: Post-Print. [Citation analysis] | paper | 6 |
2013 | Comments on: Examining the quality of early GDP component estimates In: Post-Print. [Citation analysis] | paper | 1 |
2014 | The way out of recessions: Evidence from a bounce-back augmented threshold regression In: Post-Print. [Citation analysis] | paper | 0 |
2013 | Une revue de la littérature des modèles à facteurs dynamiques In: Post-Print. [Citation analysis] | paper | 1 |
2012 | Une revue de la littérature des modèles à facteurs dynamiques.(2012) In: Économie et Prévision. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2014 | Forecasting business cycles In: Post-Print. [Citation analysis] | paper | 0 |
2013 | Post-recession US employment through the lens of a non-linear Okun In: Post-Print. [Citation analysis] | paper | 2 |
2014 | Forecasting business cycles In: Post-Print. [Citation analysis] | paper | 0 |
2018 | Impact of uncertainty shocks on the global economy In: Post-Print. [Citation analysis] | paper | 4 |
2017 | Impact of uncertainty shocks on the global economy.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2018 | International Macroeconomics in the wake of the Global Financial Crisis In: Post-Print. [Citation analysis] | paper | 12 |
2020 | Méthodes de prévision en finance In: Post-Print. [Citation analysis] | paper | 0 |
2018 | A Brief History of Seasonal Adjustment Methods and Software Tools In: Post-Print. [Citation analysis] | paper | 0 |
2001 | Forecasting with k-factor Gegenbauer Processes: Theory and Applications In: Post-Print. [Citation analysis] | paper | 47 |
2001 | Forecasting with k-Factor Gegenbauer Processes: Theory and Applications..(2001) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 47 | article | |
2001 | Comparison of parameter estimation methods in cyclical long memory time series In: Post-Print. [Citation analysis] | paper | 10 |
2000 | Forecasting financial time series with generalized long memory processes In: Post-Print. [Citation analysis] | paper | 8 |
2005 | Detection of the Industrial Business Cycle using SETAR models In: Post-Print. [Full Text][Citation analysis] | paper | 7 |
2006 | Detection of the Industrial Business Cycle using SETAR Models.(2006) In: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2005 | Detection of the industrial business cycle using SETAR models.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2003 | Analyser les séries chronologiques avec S-Plus : une approche paramétrique, In: Post-Print. [Citation analysis] | paper | 0 |
2003 | Analyser les séries chronologiques avec S-Plus: une approche paramétrique.(2003) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model In: PSE Working Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model.(2020) In: OECD Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2012 | A new monthly chronology of the US industrial cycles in the prewar economy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences In: Working Papers. [Citation analysis] | paper | 0 |
2019 | Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences.(2019) In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Les cycles économiques de la France : une datation de référence In: Working Papers. [Citation analysis] | paper | 0 |
2017 | Forecasting euro area recessions by combining financial information In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
2018 | The New Fama Puzzle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 20 |
2022 | The New Fama Puzzle.(2022) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2004 | Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators In: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] | article | 26 |
2006 | A real-time recession indicator for the Euro area In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2002 | Un indicateur dentrée et sortie de récession: application aux Etats-Unis In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
2018 | Introduction In: Financial and Monetary Policy Studies. [Citation analysis] | chapter | 0 |
2007 | Point and interval nowcasts of the Euro area IPI In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
2007 | Business Cycle Analysis with Multivariate Markov Switching Models In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2007 | A turning point chronology for the Euro-zone In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
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