Details about Marcelle Chauvet

Access statistics for papers by Marcelle Chauvet.

Last updated 2009-11-13. Update your information in the RePEc Author Service.

Short-id: pch41

Working Papers

2009

1. A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles
   MPRA Paper, University Library of Munich, Germany
2. Monitoring Business Cycles with Structural Breaks
   MPRA Paper, University Library of Munich, Germany
3. Real Time Changes in Monetary Policy
   MPRA Paper, University Library of Munich, Germany

2008

4. International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations
   Also in MPRA Paper, University Library of Munich, Germany (2008)
   See also Journal Article in Open Economies Review (2009)
5. Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach
   MPRA Paper, University Library of Munich, Germany View citations
   Also in WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2008) View citations
   MPRA Paper, University Library of Munich, Germany (2008) View citations
   MPRA Paper, University Library of Munich, Germany (2007) View citations
   See also Journal Article in Macroeconomic Dynamics (2009)
6. The End of the Great Moderation?
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics
   Also in MPRA Paper, University Library of Munich, Germany (2008)

2005

7. A comparison of the real-time performance of business cycle dating methods
   Working Papers, Federal Reserve Bank of St. Louis View citations
   See also Journal Article in Journal of Business & Economic Statistics (2008)
8. Dating Business Cycle Turning Points
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2002

9. Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models
   Working Paper, Federal Reserve Bank of Atlanta View citations
10. Identifying business cycle turning points in real time
    Working Paper, Federal Reserve Bank of Atlanta View citations
    See also Journal Article in Review (2003)

2001

11. Forecasting recessions using the yield curve
    Staff Reports, Federal Reserve Bank of New York View citations
    See also Journal Article in Journal of Forecasting (2005)
12. Markov switching in disaggregate unemployment rates
    Staff Reports, Federal Reserve Bank of New York
    See also Journal Article in Empirical Economics (2002)
13. Recent changes in the U.S. business cycle
    Staff Reports, Federal Reserve Bank of New York View citations
    See also Journal Article in Manchester School (2001)
14. The Brazilian Economic Fluctuations
    Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]

2000

15. Leading Indicators of Inflation for Brazil
    Working Papers Series, Central Bank of Brazil, Research Department View citations

1999

16. Consumers' Sunspots, Animal Spirits, and Economic Fluctuations
    Computing in Economics and Finance 1999, Society for Computational Economics
17. Nonlinear risk
    Staff Reports, Federal Reserve Bank of New York View citations
    See also Journal Article in Macroeconomic Dynamics (2001)

Journal Articles

2009

1. International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview
   Open Economies Review, 2009, 20, (1), 1-37 View citations
   See also Working Paper (2008)
2. MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH
   Macroeconomic Dynamics, 2009, 13, (S2), 381-412 View citations
   See also Working Paper (2008)

2008

3. A Comparison of the Real-Time Performance of Business Cycle Dating Methods
   Journal of Business & Economic Statistics, 2008, 26, 42-49 View citations
   See also Working Paper (2005)

2006

4. International business cycles: G7 and OECD countries
   Economic Review, 2006, (Q 1), 43-54 View citations

2005

5. Forecasting recessions using the yield curve
   Journal of Forecasting, 2005, 24, (2), 77-103 View citations
   See also Working Paper (2001)

2004

6. Leading indicators of country risk and currency crises: the Asian experience
   Economic Review, 2004, (Q 1), 25 - 37 View citations

2003

7. Identifying business cycle turning points in real time
   Review, 2003, (Mar), 47-61 View citations
   See also Working Paper (2002)
8. SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS
   Macroeconomic Dynamics, 2003, 7, (01), 140-169 View citations

2002

9. Markov switching in disaggregate unemployment rates
   Empirical Economics, 2002, 27, (2), 205-232 View citations
   See also Working Paper (2001)
10. Predicting a recession: evidence from the yield curve in the presence of structural breaks
    Economics Letters, 2002, 77, (2), 245-253 View citations
11. The Brazilian Business and Growth Cycles
    Revista Brasileira de Economia, 2002, 56, (1) View citations

2001

12. NONLINEAR RISK
    Macroeconomic Dynamics, 2001, 5, (04), 621-646 View citations
    See also Working Paper (1999)
13. Recent Changes in the US Business Cycle
    Manchester School, 2001, 69, (5), 481-508 View citations
    See also Working Paper (2001)

2000

14. Coincident and leading indicators of the stock market
    Journal of Empirical Finance, 2000, 7, (1), 87-111 View citations

1998

15. An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching
    International Economic Review, 1998, 39, (4), 969-96 View citations