Details about Guillaume Chevillon

Access statistics for papers by Guillaume Chevillon.

Last updated 2009-10-07. Update your information in the RePEc Author Service.

Short-id: pch128

Working Papers

2007

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

2006

3. Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts
   Economics Series Working Papers, University of Oxford, Department of Economics View citations

2005

4. Direct multi-step estimation and forecasting
   Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) View citations
   See also Journal Article in Journal of Economic Surveys (2007)
5. Impact de l’appréciation de l’euro sur le secteur du tourisme
   Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE)
6. Économétrie de la prévision
   Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE)

2004

7. "Weak" trends for inference and forecasting in finite samples
   Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) View citations
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2004) View citations
8. A Comparison of Multi-step GDP Forecasts for South Africa
   Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE)
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2004)
9. Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
   Economics Series Working Papers, University of Oxford, Department of Economics View citations
   See also Journal Article in International Journal of Forecasting (2005)

Journal Articles

2009

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

2007

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

2005

4. Non-parametric direct multi-step estimation for forecasting economic processes
   International Journal of Forecasting, 2005, 21, (2), 201-218 View citations
   See also Working Paper (2004)