Pierre Guérin : Citation Profile

Are you Pierre Guérin?

International Monetary Fund (IMF)

10

H index

10

i10 index

393

Citations

RESEARCH PRODUCTION:

16

Articles

34

Papers

2

Chapters

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 32
   Journals where Pierre Guérin has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 9 (2.24 %)

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   Permalink: http://citec.repec.org/pgu370
   Updated: 2024-12-03    RAS profile: 2023-09-08    
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Relations with other researchers

Works with:

Baumeister, Christiane (5)

Friedrich, Christian (2)

Leiva-Leon, Danilo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre Guérin.

Is cited by:

GUPTA, RANGAN (16)

Wang, Yudong (15)

Foroni, Claudia (10)

Ravazzolo, Francesco (8)

Marcellino, Massimiliano (8)

Degiannakis, Stavros (7)

Liu, Xiaochun (7)

Liu, Xiaochun (7)

Filis, George (7)

Rossini, Luca (7)

Liu, Xiaochun (7)

Cites to:

Marcellino, Massimiliano (34)

Kilian, Lutz (23)

Hamilton, James (20)

Baumeister, Christiane (17)

Rossi, Barbara (14)

Schumacher, Christian (13)

bloom, nicholas (13)

Foroni, Claudia (12)

Pesaran, Mohammad (11)

Giannone, Domenico (11)

Watson, Mark (11)

Main data

Where Pierre Guérin has published?

Journals with more than one article published# docs
Economics Letters5
International Journal of Forecasting4
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada8
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
Working Papers / Banco de España3
OECD Economics Department Working Papers / OECD Publishing3
Working Paper Series / European Central Bank2
IMF Working Papers / International Monetary Fund2

Recent works citing Pierre Guérin (2024 and 2023)

YearTitle of citing document
2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2024Nowcasting 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.

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2023US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel. (2023). London, Mélina ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:915.

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2024Heterogeneity 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.

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2023On the identification of the oil-stock market relationship. (2023). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003947.

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2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

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2023Hedging pressure momentum and the predictability of oil futures returns. (2023). Zhang, Yaojie ; Wang, Yudong ; Chen, Chuang ; Yu, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000263.

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2023Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913.

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2024Predicting 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.

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2023The impact of economic policy uncertainty on stock prices. (2023). Ginn, William. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004585.

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2023Are the effects of uncertainty shocks big or small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300154x.

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2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042.

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2024The 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.

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2023Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756.

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2023Functional classification and dynamic prediction of cumulative intraday returns in crude oil futures. (2023). Liu, Xiaoxing. In: Energy. RePEc:eee:energy:v:284:y:2023:i:c:s0360544223027494.

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2024Can 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.

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2024Multivariate 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.

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2024Interpreting 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.

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2024Harnessing 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.

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2024Disentangling 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.

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2023The economic impact of conflict-related and policy uncertainty shocks: The case of Russia. (2023). Perez, Javier J ; Molina, Luis ; Ghirelli, Corinna ; Diakonova, Marina. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:69-90.

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2023Forecasting crude oil futures market returns: A principal component analysis combination approach. (2023). Wang, Yudong ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:659-673.

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2023Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619.

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2023Flights to safe assets in bond markets: Evidence from emerging market economies. (2023). Janus, Jakub. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001742.

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2024Uncertainty 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.

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2024Carbon 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.

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2024Volatility 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.

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2023Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators. (2023). Cui, Can ; Zhang, Yueyan ; Bai, Jiancheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000752.

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2023Effects of Crude Oil Price Shocks on Stock Markets and Currency Exchange Rates in the Context of Russia-Ukraine Conflict: Evidence from G7 Countries. (2023). Paul, Biswajit ; Bagchi, Bhaskar. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:64-:d:1045044.

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2023.

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2024.

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2023.

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2023Impact de la nature du financement de la recherche sur ses résultats. (2023). Nesta, Lionel ; Kalash, Basheer ; Pezzoni, Michele ; Guillou, Sarah ; Faure, Marc-Antoine ; Salies, Evens. In: Working Papers. RePEc:hal:wpaper:hal-04026916.

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2024Forecasting 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.

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2024An Estimation of Regime Switching Models with Nonlinear Endogenous Switching. (2024). Charoensom, Chotipong. In: PIER Discussion Papers. RePEc:pui:dpaper:217.

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2023Application of Markov-Switching MIDAS models to nowcasting of GDP and its components. (2023). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0474.

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2023Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?. (2023). Figueiredo, Antonio Carlos ; Vereda, Luciano ; Klotzle, Marcelo Cabus ; Gea, Cristiane. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00400-5.

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2024Do extreme shocks help forecast oil price volatility? The augmented GARCH?MIDAS approach. (2023). Lang, Qiaoqi ; Liu, Guoshan ; Ma, Feng ; Wang, LU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2056-2073.

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2023El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Epni, Ouzhan ; Bonato, Matteo. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:785-801.

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2023Uncertainty 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.

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2023Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data. (2023). Startz, Richard ; Basistha, Arabinda. In: Working Papers. RePEc:wvu:wpaper:23-05.

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2023Geopolitical Risk and Foreign Portfolio Investment: A Tale of Advanced and Emerging Markets. (2023). Choi, Sangyup ; Havel, Jiri. In: Working papers. RePEc:yon:wpaper:2023rwp-221.

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2023.

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Works by Pierre Guérin:

YearTitleTypeCited
2013Monitoring Short-Term Economic Developments in Foreign Economies In: Bank of Canada Review.
[Full Text][Citation analysis]		article2
2013Regime Switches in the Risk-Return Trade-Off In: Staff Working Papers.
[Full Text][Citation analysis]		paper36
2013Regime 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
2014Regime switches in the risk–return trade-off.(2014) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 36		article
2014Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work In: Staff Working Papers.
[Full Text][Citation analysis]		paper98
2013Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 98		paper
2015Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2015) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 98		article
2013Do high-frequency financial data help forecast oil prices? The MIDAS touch at work.(2013) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 98		paper
2015Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data In: Staff Working Papers.
[Full Text][Citation analysis]		paper5
2017Model 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: 5		paper
2017Model averaging in Markov-switching models: Predicting national recessions with regional data.(2017) In: Economics Letters.
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This paper has nother version. Agregated cites: 5		article
2014Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 5		paper
2016What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks In: Staff Working Papers.
[Full Text][Citation analysis]		paper30
2015What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: EconomiX Working Papers.
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This paper has nother version. Agregated cites: 30		paper
2018What are the macroeconomic effects of high-frequency uncertainty shocks?.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2015What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 30		paper
2016The Dynamics of Capital Flow Episodes In: Staff Working Papers.
[Full Text][Citation analysis]		paper12
2020The Dynamics of Capital Flow Episodes.(2020) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 12		article
2017Markov-Switching Three-Pass Regression Filter In: Staff Working Papers.
[Full Text][Citation analysis]		paper3
2017Markov-switching three-pass regression filter.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Markov-Switching Three-Pass Regression Filter.(2020) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 3		article
2018What Drives Interbank Loans? Evidence from Canada In: Staff Working Papers.
[Full Text][Citation analysis]		paper3
2019What drives interbank loans? Evidence from Canada.(2019) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 3		article
2020Monetary Policy Independence and the Strength of the Global Financial Cycle In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2016Predictive Ability of Commodity Prices for the Canadian Dollar In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper3
2017Monetary policy, stock market and sectoral comovement In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Using low frequency information for predicting high frequency variables In: Working Paper.
[Full Text][Citation analysis]		paper39
2018Using 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: 39		article
2020A Comparison of Monthly Global Indicators for Forecasting Growth In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper23
2020A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 23		paper
2021A comparison of monthly global indicators for forecasting growth.(2021) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 23		article
2020A comparison of monthly global indicators for forecasting growth.(2020) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 23		paper
2020A Comparison of Monthly Global Indicators for Forecasting Growth.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 23		paper
2011Markov-switching MIDAS models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper61
2013Markov-Switching MIDAS Models.(2013) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 61		article
2014Markov-Switching Mixed-Frequency VAR Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
2015Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 17		article
2015TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article9
2011Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination.(2011) In: Working Paper Series.
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This paper has nother version. Agregated cites: 9		paper
2014Characterizing very high uncertainty episodes In: Working Paper Series.
[Full Text][Citation analysis]		paper20
2013Characterizing very high uncertainty episodes.(2013) In: Economics Letters.
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This paper has nother version. Agregated cites: 20		article
2017Explaining the time-varying effects of oil market shocks on US stock returns In: Economics Letters.
[Full Text][Citation analysis]		article26
2017Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 26		paper
2021Firms’ environmental performance and the COVID-19 crisis In: Economics Letters.
[Full Text][Citation analysis]		article1
2021Firms’ Environmental Performance and the COVID-19 Crisis.(2021) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2023What are the effects of monetary policy on productivity? In: Economics Letters.
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In: .
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2022Heterogeneous Switching in FAVAR Models In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2021Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability In: IMF Working Papers.
[Full Text][Citation analysis]		paper1
2018Financing innovative business investment in Poland In: OECD Economics Department Working Papers.
[Full Text][Citation analysis]		paper1
2019Améliorer l’efficience de l’investissement public en France In: OECD Economics Department Working Papers.
[Full Text][Citation analysis]		paper2
2021Boosting SMEs’ internationalisation in Poland In: OECD Economics Department Working Papers.
[Full Text][Citation analysis]		paper0

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