8
H index
6
i10 index
359
Citations
Guillaume Chevillon : Citation Profile
Centre de Recherche en Économie et Statistique (CREST) (1% share) | RESEARCH PRODUCTION: 17 Articles 45 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2004 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Guillaume Chevillon. | Is cited by:
| Cites to:
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Main data
Where Guillaume Chevillon has published?
| Journals with more than one article published | # docs |
|---|---|
| Revue de l'OFCE | 3 |
| International Journal of Forecasting | 3 |
| Journal of Econometrics | 3 |
Recent works citing Guillaume Chevillon (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | A Learning Model with Memory in the Financial Markets. (2024). Mishra, Tapas ; DIEBOLT, Claude ; Sing, Shikta ; Enilov, Martin ; Alhussain, Abdullah ; Shi, Yue ; Chandrasena, Supun. In: Working Papers. RePEc:afc:wpaper:06-24. Full description at Econpapers || Download paper |
| 2024 | Linear Regression with Weak Exogeneity. (2024). Sølvsten, Mikkel ; Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958. Full description at Econpapers || Download paper |
| 2024 | Labor Market Policies in High- and Low-Interest Rate Environments: Evidence from the Euro Area. (2024). Lastauskas, Povilas ; Enas, Julius Stak. In: Papers. RePEc:arx:papers:2410.12024. Full description at Econpapers || Download paper |
| 2025 | Forecasting Thai inflation from univariate Bayesian regression perspective. (2025). Arwatchanakarn, Popkarn ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2505.05334. Full description at Econpapers || Download paper |
| 2024 | Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data. (2024). Sibbertsen, Philipp ; Escribano, Alvaro ; del Barrio, Tomas. In: UC3M Working papers. Economics. RePEc:cte:werepe:43987. Full description at Econpapers || Download paper |
| 2025 | Judgment can spur long memory. (2025). Zanetti Chini, Emilio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001970. Full description at Econpapers || Download paper |
| 2024 | Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Paglialunga, Elena ; Costantini, Valeria ; Tancredi, Andrea ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682. Full description at Econpapers || Download paper |
| 2024 | Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421. Full description at Econpapers || Download paper |
| 2025 | Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data. (2025). Sibbertsen, Philipp ; del Barrio Castro, Tomás ; Escribano, Alvaro. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003445. Full description at Econpapers || Download paper |
| 2025 | Recurrent attention encoder–decoder network for multi-step interval wind power prediction. (2025). Liu, Chengcheng ; Ye, Xiaoling ; Qi, Yinyi ; Xiong, Xiong. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544224040957. Full description at Econpapers || Download paper |
| 2024 | A machine learning approach in stress testing US bank holding companies. (2024). Fonton, Ahmadou Mustapha. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083. Full description at Econpapers || Download paper |
| 2025 | Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110. Full description at Econpapers || Download paper |
| 2024 | Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475. Full description at Econpapers || Download paper |
| 2024 | Asymmetry in inflation persistence under inflation targeting. (2024). Koursaros, Demetris ; Aslanidis, Nektarios ; Otto, Glenn. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001285. Full description at Econpapers || Download paper |
| 2024 | Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764. Full description at Econpapers || Download paper |
| 2025 | Energy Demand Forecasting Using Temporal Variational Residual Network. (2025). Ashebir, Simachew ; Kim, Seongtae. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:3:p:42-:d:1722503. Full description at Econpapers || Download paper |
| 2024 | Early Warning Systems for World Energy Crises. (2024). Yoku, Turgut. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:6:p:2284-:d:1354110. Full description at Econpapers || Download paper |
| 2024 | Multi-step estimators and shrinkage effect in time series models. (2024). Killick, Rebecca ; Kourentzes, Nikolaos ; Svetunkov, Ivan. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:3:d:10.1007_s00180-023-01377-x. Full description at Econpapers || Download paper |
| 2024 | A Learning Model with Memory in the Financial Markets.. (2024). Mishra, Tapas ; DIEBOLT, Claude ; Alhussain, Abdullah ; Shi, Yue ; Chandrasena, Supun ; Sing, Shikta ; Enilov, Martin. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-41. Full description at Econpapers || Download paper |
| 2025 | Exact Mixed-Frequency Data Sampling (eMIDAS). (2025). Quinlan, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0157. Full description at Econpapers || Download paper |
| 2025 | Forecasting Expected Shortfall and Value‐at‐Risk With Cross‐Sectional Aggregation. (2025). Wang, Yongqiao. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:391-423. Full description at Econpapers || Download paper |
| 2025 | Linear regression with weak exogeneity. (2025). Sølvsten, Mikkel ; Slvsten, Mikkel ; Mikusheva, Anna. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:2:p:367-403. Full description at Econpapers || Download paper |
Works by Guillaume Chevillon:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Generating Univariate Fractional Integration within a Large VAR(1) In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2018 | Generating univariate fractional integration within a large VAR(1).(2018) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2018 | Generating univariate fractional integration within a large VAR(1).(2018) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2018 | Generating Univariate Fractional Integration within a Large VAR(1).(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2024 | What Does it Take to Control Global Temperatures? A toolbox for testing and estimating the impact of economic policies on climate In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | DIRECT MULTI‐STEP ESTIMATION AND FORECASTING In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 119 |
| 2005 | Direct multi-step estimation and forecasting.(2005) In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
| 2005 | Savoir, information et anticipations en macroéconomie In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
| 2005 | Analyse économétrique et compréhension des erreurs de prévision In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 1 |
| 2006 | Limpact du taux de change sur le tourisme en France In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 2 |
| 2006 | L’impact du taux de change sur le tourisme en France.(2006) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2009 | Stratégies de vote en AG face aux résolutions externes In: Revue française de gestion. [Full Text][Citation analysis] | article | 2 |
| 2022 | We modeled long memory with just one lag! In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 7 |
| 2023 | We modeled long memory with just one lag!.(2023) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2023 | We modeled long memory with just one lag!.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2023 | We modeled long memory with just one lag!.(2023) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2020 | ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2007 | Physical Market Determinants of the Price of Crude Oil and the Market Premium In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 50 |
| 2009 | Physical market determinants of the price of crude oil and the market premium.(2009) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | article | |
| 2007 | Inference in the Presence of Stochastic and Deterministic Trends In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Learning generates Long Memory In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | Learning generates Long Memory.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2012 | Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2013 | Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2013 | Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2015 | Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Long memory through marginalization of large systems and hidden cross-section dependence.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Robust inference in structural VARs with long-run restrictions In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Perpetual learning and apparent long memory In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
| 2017 | Learning can generate long memory In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2005 | Non-parametric direct multi-step estimation for forecasting economic processes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 70 |
| 2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
| 2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
| 2009 | Multi-step forecasting in emerging economies: An investigation of the South African GDP In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2016 | Multistep forecasting in the presence of location shifts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2010 | Inference in models with adaptive learning In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 32 |
| 2004 | Weak trends for inference and forecasting in finite samples In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] | paper | 1 |
| 2004 | `Weak` trends for inference and forecasting in finite samples.(2004) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2004 | A Comparison of Multi-step GDP Forecasts for South Africa In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Économétrie de la prévision In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Impact de l’appréciation de l’euro sur le secteur du tourisme In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Impact de lappréciation de leuro sur le secteur du tourisme.(2005) In: Sciences Po Economics Publications (main). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | Impact de lappréciation de leuro sur le secteur du tourisme.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Brouillard autour des puits de pétrole In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Brouillard autour des puits de pétrole.(2004) In: Sciences Po Economics Publications (main). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Méprise sur la reprise In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Les tribulations de la parité euro/dollar In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2006 | France : le coût d’outre-Rhin In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2004 | France : reprise à bas régime ! In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2005 | France : croissance entravée In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Croissance sans chtiment. Perspectives 2006-2007 pour léconomie mondiale In: Sciences Po Economics Publications (main). [Full Text][Citation analysis] | paper | 0 |
| 2004 | Politiques monétaires : l’immobilisme en mouvement In: Sciences Po Economics Publications (main). [Full Text][Citation analysis] | paper | 0 |
| 2020 | Probabilistic forecasting of bubbles and flash crashes In: The Econometrics Journal. [Full Text][Citation analysis] | article | 1 |
| 2006 | Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | L’impact du taux de change sur le tourisme en France In: Sciences Po publications. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Impact de lappréciation de leuro sur le secteur du tourisme In: Sciences Po publications. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Brouillard autour des puits de pétrole In: Sciences Po publications. [Full Text][Citation analysis] | paper | 0 |
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