7
H index
6
i10 index
330
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958. Full description at Econpapers || Download paper |
| 2023 | Transformers versus LSTMs for electronic trading. (2023). Qiu, Yitao ; Bilokon, Paul. In: Papers. RePEc:arx:papers:2309.11400. Full description at Econpapers || Download paper |
| 2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. Full description at Econpapers || Download paper |
| 2023 | The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63. Full description at Econpapers || Download paper |
| 2023 | Structural VAR models in the Frequency Domain. (2023). Pelgrin, Florian ; Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001604. 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 |
| 2023 | On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x. Full description at Econpapers || Download paper |
| 2023 | Forecasting the crude oil prices with an EMD-ISBM-FNN model. (2023). Wang, Donghua ; Zheng, Chunling ; Fang, Tianhui. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222022897. Full description at Econpapers || Download paper |
| 2023 | Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market. (2023). Gabauer, David ; Balli, Faruk ; Nhat, Tam Hoang. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005408. Full description at Econpapers || Download paper |
| 2023 | Analysing differences between scenarios. (2023). Hendry, David ; Pretis, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:754-771. 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 |
| 2023 | Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach. (2023). Zhou, Weihua ; Chen, Songlin ; Xiao, Qin ; Dai, Hongyan. In: International Journal of Production Economics. RePEc:eee:proeco:v:259:y:2023:i:c:s0925527323000658. Full description at Econpapers || Download paper |
| 2023 | Two-step estimation in linear regressions with adaptive learning. (2023). Mayer, Alexander. In: Statistics & Probability Letters. RePEc:eee:stapro:v:195:y:2023:i:c:s0167715222002747. 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 ; 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 |
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 | 7 |
| 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: 7 | 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: 7 | 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: 7 | 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 | 113 |
| 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: 113 | 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 | 2 |
| 2023 | We modeled long memory with just one lag!.(2023) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 2 | 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: 2 | 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: 2 | paper | |
| 2020 | ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 2007 | Physical Market Determinants of the Price of Crude Oil and the Market Premium In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 47 |
| 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: 47 | 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 | 4 |
| 2017 | Learning can generate long memory In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2005 | Non-parametric direct multi-step estimation for forecasting economic processes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 68 |
| 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: 68 | 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: 68 | 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 | 2 |
| 2016 | Multistep forecasting in the presence of location shifts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2010 | Inference in models with adaptive learning In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 30 |
| 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 |
| .() In: . [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 |
| .() In: . [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 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [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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