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Details about Guillaume Chevillon

E-mail:
Homepage:http://guillaume-chevillon.faculty.essec.edu/
Postal address:ESSEC Business School Avenue Bernard Hirsch BP 50105 F-95021 Cergy-Pontoise cedex FRANCE
Workplace:ESSEC Business School, (more information at EDIRC)
Centre de Recherche en Économie et Statistique (CREST) (Center for Research in Economics and Statistics), (more information at EDIRC)

Access statistics for papers by Guillaume Chevillon.

Last updated 2017-04-13. Update your information in the RePEc Author Service.

Short-id: pch128


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Working Papers

2015

  1. Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence
    Working Papers, HAL Downloads View citations (2)
    Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2015) Downloads View citations (2)
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2015) Downloads View citations (2)

2013

  1. Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model
    Working Papers, HAL Downloads View citations (1)
    Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2013) Downloads View citations (1)
  2. Learning generates Long Memory
    Post-Print, HAL Downloads View citations (7)
    Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2011) Downloads
  3. Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming
    Working Papers, HAL Downloads
    Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2013) Downloads

2012

  1. Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads

2007

  1. Inference in the Presence of Stochastic and Deterministic Trends
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads
  2. Physical Market Determinants of the Price of Crude Oil and the Market Premium
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads
    See also Journal Article in Energy Economics (2009)

2006

  1. L’impact du taux de change sur le tourisme en France
    Sciences Po publications, Sciences Po Downloads
    See also Journal Article in Revue de l'OFCE (2006)
  2. Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)

2005

  1. Direct multi-step estimation and forecasting
    Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) Downloads View citations (10)
    See also Journal Article in Journal of Economic Surveys (2007)
  2. Impact de l'appréciation de l'euro sur le secteur du tourisme
    Sciences Po publications, Sciences Po Downloads
    Also in Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2005) Downloads
  3. Économétrie de la prévision
    Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) Downloads

2004

  1. "Weak" trends for inference and forecasting in finite samples
    Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) Downloads View citations (2)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2004) Downloads View citations (1)
  2. A Comparison of Multi-step GDP Forecasts for South Africa
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads
    Also in Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2004) Downloads
  3. Brouillard autour des puits de pétrole
    Sciences Po publications, Sciences Po Downloads
  4. Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (15)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2004) Downloads View citations (12)

    See also Journal Article in International Journal of Forecasting (2005)

Journal Articles

2017

  1. Learning can generate long memory
    Journal of Econometrics, 2017, 198, (1), 1-9 Downloads

2016

  1. Multistep forecasting in the presence of location shifts
    International Journal of Forecasting, 2016, 32, (1), 121-137 Downloads View citations (1)

2010

  1. Inference in models with adaptive learning
    Journal of Monetary Economics, 2010, 57, (3), 341-351 Downloads View citations (21)

2009

  1. Multi-step forecasting in emerging economies: An investigation of the South African GDP
    International Journal of Forecasting, 2009, 25, (3), 602-628 Downloads View citations (4)
  2. Physical market determinants of the price of crude oil and the market premium
    Energy Economics, 2009, 31, (4), 537-549 Downloads View citations (25)
    See also Working Paper (2007)

2007

  1. DIRECT MULTI-STEP ESTIMATION AND FORECASTING
    Journal of Economic Surveys, 2007, 21, (4), 746-785 Downloads View citations (36)
    See also Working Paper (2005)

2006

  1. L'impact du taux de change sur le tourisme en France
    Revue de l'OFCE, 2006, 98, (3), 167-181 Downloads
    See also Working Paper (2006)

2005

  1. Analyse économétrique et compréhension des erreurs de prévision
    Revue de l'OFCE, 2005, 95, (4), 327-356 Downloads
  2. Non-parametric direct multi-step estimation for forecasting economic processes
    International Journal of Forecasting, 2005, 21, (2), 201-218 Downloads View citations (48)
    See also Working Paper (2004)
  3. Savoir, information et anticipations en macroéconomie
    Revue de l'OFCE, 2005, 93, (2), 7-34 Downloads
 
Page updated 2017-07-24