11
H index
11
i10 index
444
Citations
International Monetary Fund (IMF) | 11 H index 11 i10 index 444 Citations RESEARCH PRODUCTION: 17 Articles 36 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
| 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 |
| IMF Working Papers / International Monetary Fund | 3 |
| Working Papers / Banco de Espaa | 3 |
| Working Paper Series / European Central Bank | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper |
| 2025 | How Election Shocks Move Markets: Evidence from Sectoral Stock Prices. (2025). Amburgey, Aaron J. In: Papers. RePEc:arx:papers:2504.02731. Full description at Econpapers || Download paper |
| 2025 | Modeling European Electricity Market Integration during turbulent times. (2025). Rossini, Luca ; Ravazzolo, Francesco ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2506.23289. 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 | A Mixed-Frequency Factor Model for Nowcasting French GDP. (2024). Bessec, Marie ; Andre, Julien. In: Working papers. RePEc:bfr:banfra:975. Full description at Econpapers || Download paper |
| 2024 | Future 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. 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 |
| 2025 | Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137. 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). Liu, Ying ; Wen, Long ; Song, Haiyan. 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 ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673. Full description at Econpapers || Download paper |
| 2024 | Climate change and crude oil prices: An interval forecast model with interval-valued textual data. (2024). Hong, Yongmiao ; Cheng, Zishu ; Sun, Yuying ; Wang, Shouyang ; Li, Mingchen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003207. 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 |
| 2025 | Oil price shocks and the connectedness of US state-level financial markets. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Cunado, Juncal ; Polat, Onur. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008375. Full description at Econpapers || Download paper |
| 2025 | Interconnectedness among supply chain disruptions, energy crisis, and oil market volatility on economic resilience. (2025). Fu, Yuxi ; Yang, Shaopeng. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001136. Full description at Econpapers || Download paper |
| 2025 | Advanced time series forecasting for commodities: Insights from the FEDformer model. (2025). Ge, Lei ; Huang, Qiwei ; Zhu, Fengshuang ; Chen, Shun. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003378. 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). Kliber, Agata ; Eza, Pavel. 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). Palla, Sridhar ; Jha, Nimish ; Mafat, Iradat Hussain ; Tanneru, Hemanth Kumar. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224009587. Full description at Econpapers || Download paper |
| 2025 | Novel wind speed ensemble forecasting system based on the critic weighing principle of fuzzy information granulation and reverse mixed-frequency modeling. (2025). Yuan, Meilan ; Li, Lue ; Long, Jun. In: Energy. RePEc:eee:energy:v:330:y:2025:i:c:s0360544225020614. Full description at Econpapers || Download paper |
| 2025 | Unveiling the drivers of high-frequency carbon price dynamics: A nonlinear fusion approach with irregular events and mixed-frequency data. (2025). Long, Houyin ; Zhuo, Xingxuan ; Zhang, Fangyun ; Lin, Feng. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225035716. Full description at Econpapers || Download paper |
| 2024 | Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Pan, Zhigang ; Hong, Yanran ; Cao, Shijiao ; Xu, Pengfei. 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). Tang, Zhenpeng ; Cai, YI ; Lin, Qiaofeng ; Chen, Kaijie ; 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 | Forecasting stock volatility using time-distance weighting fundamental’s shocks. (2024). Mei, Xueting ; Wang, Xinyu. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006627. 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 |
| 2025 | Uncovering the risk-return trade-off through ridge regressions. (2025). Arag, Vicent ; Alemany, Nuria ; Salvador, Enrique. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014491. 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 |
| 2025 | An intertemporal international asset pricing model: Theory and evidence. (2025). Jacoby, Gady ; Liao, Rose C ; Wang, Yan ; Wu, Zhenyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000526. Full description at Econpapers || Download paper |
| 2024 | More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?. (2024). Wang, LU ; Duong, Duy ; Liang, Chao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:1-19. Full description at Econpapers || Download paper |
| 2024 | State-dependent intertemporal risk-return tradeoff: Further evidence. (2024). Chelikani, Surya ; Nam, Kiseok ; Marks, Joseph M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s0148619524000031. 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 |
| 2025 | Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets. (2025). Choi, Sangyup ; Havel, Jiri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002407. Full description at Econpapers || Download paper |
| 2025 | A Markov-switching dynamic factor framework for dating global economic cycles. (2025). Basistha, Arabinda. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001123. Full description at Econpapers || Download paper |
| 2024 | Have the causal effects between equities, oil prices, and monetary policy changed over time?. (2024). Olson, Eric ; Kurov, Alexander ; Wolfe, Marketa Halova. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000655. 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). lucey, brian ; Zhu, Yiying ; Feng, Lingbing ; Rao, Haicheng. 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 | Uncertainty and credit conditions: Non-linear evidence from firm-level data. (2024). Henzel, Steffen ; Grimme, Christian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1307-1323. 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 | Excess capacity and hysteresis in EU Countries. A structural approach. (2024). Bassi, Federico. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:116-134. Full description at Econpapers || Download paper |
| 2024 | On Stock Volatility Forecasting under Mixed-Frequency Data Based on Hybrid RR-MIDAS and CNN-LSTM Models. (2024). Hong, Yuxuan ; Song, Yuping ; Ma, Wenfeng. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:10:p:1538-:d:1395182. Full description at Econpapers || Download paper |
| 2025 | An Adaptive Evolutionary Causal Dynamic Factor Model. (2025). Wei, Qian ; Zhang, Heng-Guo. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1891-:d:1672599. Full description at Econpapers || Download paper |
| 2025 | Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Tsoukalas, John D ; Gambetti, Luca. In: Working Papers. RePEc:gla:glaewp:2025_01. Full description at Econpapers || Download paper |
| 2025 | The Reliability of the Nominal GDP Expectations Gap. (2025). Beckworth, David ; Schibuola, Alexander D ; Martinez, Andrew B. In: Working Papers. RePEc:gwc:wpaper:2025-004. Full description at Econpapers || Download paper |
| 2024 | Does State Dependence Matter in Relation to Oil Price Shocks on Global Economic Conditions ?. (2024). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles ; Sullivan, Adam. In: Post-Print. RePEc:hal:journl:hal-04678758. Full description at Econpapers || Download paper |
| 2024 | Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers. (2024). Mikhaylov, Alexey ; Yuksel, Serhat ; Bhatti, Ishaq M ; Diner, Hasan. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10341-8. Full description at Econpapers || Download paper |
| 2025 | Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model. (2025). Tian, Boping. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10592-7. Full description at Econpapers || Download paper |
| 2024 | High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2024). GUPTA, RANGAN ; Aye, Goodness C ; Hassapis, Christis ; Christou, Christina. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09919-8. Full description at Econpapers || Download paper |
| 2025 | Corporate carbon footprint and market valuation of restructuring announcements. (2025). Kyiu, Anthony ; Adamolekun, Gbenga. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01315-y. Full description at Econpapers || Download paper |
| 2025 | Oil price shocks, policy uncertainty, and China’s carbon emissions trading market price. (2025). Cao, Qiang ; Hong, Qin ; Yu, Wenmei. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04724-z. Full description at Econpapers || Download paper |
| 2025 | Quantile Analysis of Oil Price Shocks and Stock Market Performance: A European Perspective. (2025). Audi, Marc ; Ali, Amjad ; Poulin, Marc ; Ahmad, Khalil. In: MPRA Paper. RePEc:pra:mprapa:124295. Full description at Econpapers || Download paper |
| 2024 | Climate Change and Growth Dynamics. (2024). Jiang, Wei ; GUPTA, RANGAN ; Nandnaba, Sarah. In: Working Papers. RePEc:pre:wpaper:202404. 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 |
| 2025 | Forecasting GDP with Oil Price Shocks: A Mixed-Frequency Time-Varying Perspective. (2025). GUPTA, RANGAN ; Deng, Jingyi ; Luo, Jiawen ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:202523. 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 |
| 2024 | Nowcasting 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. Full description at Econpapers || Download paper |
| 2025 | Modeling European Electricity Market Integration during turbulent times. (2025). Rossini, Luca ; Ravazzolo, Francesco ; Viselli, Andrea. In: Working Paper series. RePEc:rim:rimwps:25-06. Full description at Econpapers || Download paper |
| 2024 | Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark. (2024). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02599-8. Full description at Econpapers || Download paper |
| 2025 | Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching MIDAS models. (2025). Stankevich, Ivan. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02771-8. Full description at Econpapers || Download paper |
| 2025 | Heterogeneous impacts of fundamentals on gold market risk using regime switching quantile-based GARCH-MIDAS model. (2025). Wang, Xinyu ; Shi, Song ; Cheng, Qiuying. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02772-7. Full description at Econpapers || Download paper |
| 2025 | Industry return predictability using health policy uncertainty. (2025). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00758-z. Full description at Econpapers || Download paper |
| 2024 | The 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. 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 |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | The shale oil boom and the US economy: Spillovers and time‐varying effects. (2024). Bjørnland, Hilde ; Skretting, Julia ; Bjrnland, Hilde C. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:6:p:1000-1020. Full description at Econpapers || Download paper |
| 2024 | Forecasting GDP growth: The economic impact of COVID‐19 pandemic. (2024). Vrontos, Spyridon D ; Galakis, John ; Panopoulou, Ekaterini. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1042-1086. Full description at Econpapers || Download paper |
| 2024 | Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model. (2024). Tsiaplias, Sarantis ; Zhou, Ruining ; Chua, Chew Lian. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2212-2227. Full description at Econpapers || Download paper |
| 2024 | Measuring 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. Full description at Econpapers || Download paper |
| 2025 | Exploring Multisource High‐Dimensional Mixed‐Frequency Risks in the Stock Market: A Group Penalized Reverse Unrestricted Mixed Data Sampling Approach. (2025). Luo, Shunfei ; Cao, Yan ; Zhuo, Xingxuan. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:459-473. Full description at Econpapers || Download paper |
| 2025 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2025). Hecq, Alain ; Ternes, Marie ; Wilms, Ines. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1946-1968. Full description at Econpapers || Download paper |
| 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 | 38 |
| 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: 38 | 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: 38 | 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 | 99 |
| 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: 99 | 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: 99 | 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: 99 | 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 | 32 |
| 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: 32 | 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: 32 | 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: 32 | 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: 32 | article | |
| 2016 | The Dynamics of Capital Flow Episodes In: Staff Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 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: 14 | article | |
| 2017 | Markov-Switching Three-Pass Regression Filter In: Staff Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Markov-switching three-pass regression filter.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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: 5 | 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 | 50 |
| 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: 50 | article | |
| 2020 | A Comparison of Monthly Global Indicators for Forecasting Growth In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 30 |
| 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: 30 | 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: 30 | 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: 30 | 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: 30 | paper | |
| 2011 | Markov-switching MIDAS models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 66 |
| 2013 | Markov-Switching MIDAS Models.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
| 2014 | Markov-Switching Mixed-Frequency VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
| 2015 | Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | 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 | 11 |
| 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: 11 | paper | |
| 2014 | Characterizing very high uncertainty episodes In: Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2013 | Characterizing very high uncertainty episodes.(2013) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 2017 | Explaining the time-varying effects of oil market shocks on US stock returns In: Economics Letters. [Full Text][Citation analysis] | article | 30 |
| 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: 30 | paper | |
| 2021 | Firms’ environmental performance and the COVID-19 crisis In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 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: 2 | 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 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2021 | Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Potential Growth and Productivity in the Caribbean In: IMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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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