10
H index
10
i10 index
408
Citations
Pierre Guérin : Citation Profile
International Monetary Fund (IMF) | RESEARCH PRODUCTION: 17 Articles 34 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2011 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre Guérin. | Is cited by:
| Cites to:
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Main data
Where Pierre Guérin has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 5 |
| International Journal of Forecasting | 4 |
| Journal of Business & Economic Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Working Papers / Bank of Canada | 8 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 5 |
| OECD Economics Department Working Papers / OECD Publishing | 3 |
| Working Papers / Banco de Espaa | 3 |
| Working Paper Series / European Central Bank | 2 |
| IMF Working Papers / International Monetary Fund | 2 |
Recent works citing Pierre Guérin (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper |
| 2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24. Full description at Econpapers || Download paper |
| 2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper |
| 2024 | DO ECONOMIC POLICY UNCERTAINTY HAVE RAMIFICATIONS ON INFLATION AND STOCK MARKET PERFORMANCE? EVIDENCE FROM GLOBAL FRAMEWORK. (2024). Mishra, Amritkant. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:172-190. Full description at Econpapers || Download paper |
| 2024 | Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment. (2024). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000514. Full description at Econpapers || Download paper |
| 2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper |
| 2024 | The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673. Full description at Econpapers || Download paper |
| 2024 | Monetary policy uncertainty and ESG performance across energy firms. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sulong, Zunaidah ; Ji, Qiang ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004079. Full description at Econpapers || Download paper |
| 2024 | Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil. (2024). Eza, Pavel ; Kliber, Agata. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224008090. Full description at Econpapers || Download paper |
| 2024 | Multivariate analysis and forecasting of the crude oil prices: Part I – Classical machine learning approaches. (2024). Mafat, Iradat Hussain ; Palla, Sridhar ; Tanneru, Hemanth Kumar ; Jha, Nimish. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224009587. Full description at Econpapers || Download paper |
| 2024 | Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240. Full description at Econpapers || Download paper |
| 2024 | Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China. (2024). Chen, Kaijie ; Cai, YI ; Lin, Qiaofeng ; Tang, Zhenpeng ; Liu, Dinggao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400142x. Full description at Econpapers || Download paper |
| 2024 | Analyzing the green bond index: A novel quantile-based high-dimensional approach. (2024). Ren, Xiaohang ; Jiang, Wenting ; Tao, Lizhu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400591x. Full description at Econpapers || Download paper |
| 2024 | Monetary policy and innovation in Europe: An SVAR approach. (2024). Bartoloni, Eleonora ; Baussola, Maurizio ; Carvelli, Gianni. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007608. Full description at Econpapers || Download paper |
| 2024 | Disentangling the supply and announcement effects of open market operations. (2024). Bulusu, Narayan. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000691. Full description at Econpapers || Download paper |
| 2024 | Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x. Full description at Econpapers || Download paper |
| 2024 | Carbon and financial performance nexus of the heavily polluting companies in the context of resource management during COVID-19 period. (2024). Urbaski, Mariusz ; Szczepaska-Woszczyna, Katarzyna ; Wodarczyk, Aneta. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012254. Full description at Econpapers || Download paper |
| 2024 | Revisiting the monetary transmission mechanism through an industry-level differential approach. (2024). Choi, Sangyup ; Willems, Tim ; Yoo, Seung Yong. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000096. Full description at Econpapers || Download paper |
| 2024 | Volatility forecasting on Chinas oil futures: New evidence from interpretable ensemble boosting trees. (2024). Zhu, Yiying ; Lucey, Brian ; Rao, Haicheng ; Feng, Lingbing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1595-1615. Full description at Econpapers || Download paper |
| 2024 | Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model. (2024). Wang, LU ; Peng, Lijuan ; Liang, Chao ; Yang, Baoying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004052. Full description at Econpapers || Download paper |
| 2024 | Forecasting US GDP growth rates in a rich environment of macroeconomic data. (2024). Tao, Ying ; Zeng, Qing ; Lu, Fei ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004684. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202408. Full description at Econpapers || Download paper |
| 2025 | The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501. Full description at Econpapers || Download paper |
| 2024 | An Estimation of Regime Switching Models with Nonlinear Endogenous Switching. (2024). Charoensom, Chotipong. In: PIER Discussion Papers. RePEc:pui:dpaper:217. Full description at Econpapers || Download paper |
| 2025 | Quantile-Covariance Three-Pass Regression Filter. (2025). Lee, Tae-Hwy ; Chavez-Lopez, Pedro Isaac. In: Working Papers. RePEc:ucr:wpaper:202501. Full description at Econpapers || Download paper |
Works by Pierre Guérin:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Monitoring Short-Term Economic Developments in Foreign Economies In: Bank of Canada Review. [Full Text][Citation analysis] | article | 2 |
| 2013 | Regime Switches in the Risk-Return Trade-Off In: Staff Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2013 | Regime Switches in the Risk-Return Trade-off.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2014 | Regime switches in the risk–return trade-off.(2014) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2014 | Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers. [Full Text][Citation analysis] | paper | 98 |
| 2013 | Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | paper | |
| 2015 | Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | article | |
| 2013 | Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | paper | |
| 2015 | Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Model averaging in markov-switching models: predicting national recessions with regional data.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2017 | Model averaging in Markov-switching models: Predicting national recessions with regional data.(2017) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2014 | Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2016 | What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks In: Staff Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 2015 | What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2018 | What are the macroeconomic effects of high-frequency uncertainty shocks?.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2015 | What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2018 | What 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: 30 | article | |
| 2016 | The Dynamics of Capital Flow Episodes In: Staff Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2020 | The Dynamics of Capital Flow Episodes.(2020) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2017 | Markov-Switching Three-Pass Regression Filter In: Staff Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Markov-switching three-pass regression filter.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2020 | Markov-Switching Three-Pass Regression Filter.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2018 | What Drives Interbank Loans? Evidence from Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2019 | What drives interbank loans? Evidence from Canada.(2019) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2020 | Monetary Policy Independence and the Strength of the Global Financial Cycle In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Predictive Ability of Commodity Prices for the Canadian Dollar In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Monetary policy, stock market and sectoral comovement In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Using low frequency information for predicting high frequency variables In: Working Paper. [Full Text][Citation analysis] | paper | 41 |
| 2018 | Using low frequency information for predicting high frequency variables.(2018) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
| 2020 | A Comparison of Monthly Global Indicators for Forecasting Growth In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 27 |
| 2020 | A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2021 | A comparison of monthly global indicators for forecasting growth.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
| 2020 | A comparison of monthly global indicators for forecasting growth.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2020 | A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2011 | Markov-switching MIDAS models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 63 |
| 2013 | Markov-Switching MIDAS Models.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | article | |
| 2014 | Markov-Switching Mixed-Frequency VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2015 | Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2015 | TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 9 |
| 2011 | Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2014 | Characterizing very high uncertainty episodes In: Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2013 | Characterizing very high uncertainty episodes.(2013) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2017 | Explaining the time-varying effects of oil market shocks on US stock returns In: Economics Letters. [Full Text][Citation analysis] | article | 26 |
| 2017 | Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2021 | Firms’ environmental performance and the COVID-19 crisis In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2021 | Firms’ Environmental Performance and the COVID-19 Crisis.(2021) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | What are the effects of monetary policy on productivity? In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| 2022 | Heterogeneous Switching in FAVAR Models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2021 | Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Financing innovative business investment in Poland In: OECD Economics Department Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Améliorer l’efficience de l’investissement public en France In: OECD Economics Department Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Boosting SMEs’ internationalisation in Poland In: OECD Economics Department Working Papers. [Full Text][Citation analysis] | paper | 0 |
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