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Details about Laurent Ferrara

E-mail:
Homepage:http://laurent-ferrara.org
Postal address:Banque de France, Head of International Macroeconomics Division, 46-1374 DERIE-SEMSI,31 rue Croix des Petits-Champs, 75049 Paris Cedex 01
Workplace:Banque de France (Bank of France), (more information at EDIRC)
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) (University of Paris West-Nanterre), (more information at EDIRC)

Access statistics for papers by Laurent Ferrara.

Last updated 2017-07-06. Update your information in the RePEc Author Service.

Short-id: pfe27


Jump to Journal Articles

Working Papers

2017

  1. Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results
    Working papers, Banque de France Downloads

2016

  1. Understanding the weakness in global trade - What is the new normal?
    Occasional Paper Series, European Central Bank Downloads View citations (15)
  2. What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks
    Staff Working Papers, Bank of Canada Downloads View citations (1)
    Also in EconomiX Working Papers, University of Paris West - Nanterre la Defense, EconomiX (2015) Downloads View citations (2)

2015

  1. A World Trade Leading Index (WTLI)
    IMF Working Papers, International Monetary Fund Downloads
    See also Journal Article in Economics Letters (2016)
  2. A new monthly chronology of the US industrial cycles in the prewar economy
    Post-Print, HAL Downloads
    Also in EconomiX Working Papers, University of Paris West - Nanterre la Defense, EconomiX (2011) Downloads View citations (2)
    Post-Print, HAL (2015)
    Working Papers, HAL (2012) Downloads
    Working Papers, Association Française de Cliométrie (AFC) (2012) Downloads View citations (1)

    See also Journal Article in Journal of Financial Stability (2015)
  3. Comparing the shapes of recoveries: France, the UK and the US
    Post-Print, HAL
    See also Journal Article in Economic Modelling (2015)
  4. Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty
    Working papers, Banque de France Downloads View citations (4)
  5. Macroeconomic forecasting during the Great Recession: the return of non-linearity?
    Post-Print, HAL View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (5)
    Working papers, Banque de France (2012) Downloads View citations (5)

    See also Journal Article in International Journal of Forecasting (2015)

2014

  1. Does the Great Recession imply the end of the Great Moderation? International evidence
    Working Papers, HAL Downloads View citations (3)
    Also in EconomiX Working Papers, University of Paris West - Nanterre la Defense, EconomiX (2014) Downloads View citations (3)
  2. Explaining US employment growth after the Great Recession: the role of output-employment non-linearities
    Post-Print, HAL
    See also Journal Article in Journal of Macroeconomics (2014)
  3. Forecasting business cycles
    Post-Print, HAL
    Also in Post-Print, HAL (2014)
  4. Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
    Post-Print, HAL
    Also in Working papers, Banque de France (2013) Downloads

    See also Journal Article in Economic Modelling (2014)
  5. Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux
    Post-Print, HAL
    See also Journal Article in Bulletin de la Banque de France (2014)
  6. Nowcasting global economic growth: A factor-augmented mixed-frequency approach
    Working papers, Banque de France Downloads View citations (5)
  7. The way out of recessions: Evidence from a bounce-back augmented threshold regression
    Post-Print, HAL

2013

  1. Comments on: Examining the quality of early GDP component estimates
    Post-Print, HAL
  2. Dynamic Factor Models: A review of the Literature
    Working papers, Banque de France Downloads View citations (7)
    Also in Post-Print, HAL (2013) View citations (1)

    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2014)
  3. Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (3)
    Also in Post-Print, HAL (2013)

    See also Journal Article in Journal of Forecasting (2013)
  4. Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession
    Post-Print, HAL
    Also in EconomiX Working Papers, University of Paris West - Nanterre la Defense, EconomiX (2012) Downloads

    See also Journal Article in Applied Economics Letters (2013)
  5. Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?
    EconomiX Working Papers, University of Paris West - Nanterre la Defense, EconomiX Downloads
  6. Post-Recession US Employment through the Lens of a Non-Linear Okun's Law
    Working Papers, CEPII research center Downloads View citations (3)
    Also in EconomiX Working Papers, University of Paris West - Nanterre la Defense, EconomiX (2013) Downloads View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (4)
  7. Post-recession US employment through the lens of a non-linear Okun
    Post-Print, HAL
  8. Testing the number of factors: An empirical assessment for forecasting purposes
    Post-Print, HAL
  9. Une revue de la littérature des modèles à facteurs dynamiques
    Post-Print, HAL
    See also Journal Article in Economie & Prévision (2012)

2012

  1. Macro-financial linkages and business cycles: A factor-probit approach
    Post-Print, HAL
  2. Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy
    Post-Print, HAL
  3. The European way out of recession
    Working papers, Banque de France Downloads View citations (1)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2011) Downloads View citations (1)

2011

  1. The Possible Shapes of Recoveries in Markov-Switching Models
    Working Papers, Centre de Recherche en Economie et Statistique Downloads View citations (8)
    Also in Working papers, Banque de France (2011) Downloads View citations (3)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2011) Downloads View citations (3)

2010

  1. A factor-augmented probit model for business cycle analysis
    EconomiX Working Papers, University of Paris West - Nanterre la Defense, EconomiX Downloads
  2. Common business and housing market cycles in the Euro area from a multivariate decomposition
    Working papers, Banque de France Downloads View citations (9)
  3. GDP nowcasting with ragged-edge data: a semi-parametric modeling
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (7)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009) Downloads

    See also Journal Article in Journal of Forecasting (2010)
  4. Housing Cycles In The Major Euro Area Countries
    Occasional Papers, Banco de España Downloads View citations (5)
    Also in Working papers, Banque de France (2009) Downloads View citations (14)
  5. Testing Fractional Order of Long Memory Processes: A Monte Carlo Study
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads View citations (6)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) Downloads View citations (6)

2009

  1. Are disaggregate data useful for factor analysis in forecasting French GDP?
    Working papers, Banque de France Downloads View citations (5)
    See also Journal Article in Journal of Forecasting (2010)
  2. Cyclical relationships between GDP and housing market in France: Facts and factors at play
    Working papers, Banque de France Downloads View citations (4)
  3. Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads View citations (2)
  4. Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads
  5. Forecasting Euro-area recessions using time-varying binary response models for financial
    Working papers, Banque de France Downloads View citations (5)
  6. Identification of slowdowns and accelerations for the euro area economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in Working papers, Banque de France (2009) Downloads View citations (5)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2011)

2008

  1. A non-parametric method to nowcast the Euro Area IPI
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads
  2. Business surveys modelling with Seasonal-Cyclical Long Memory models
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (1)
    Also in Working papers, Banque de France (2008) Downloads View citations (2)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads View citations (1)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) Downloads View citations (1)

    See also Journal Article in Economics Bulletin (2008)
  3. Fractional and seasonal filtering
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads
  4. Monthly forecasting of French GDP: A revised version of the OPTIM model
    Working papers, Banque de France Downloads View citations (16)

2007

  1. A turning point chronology for the Euro-zone
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (22)
  2. Business Cycle Analysis with Multivariate Markov Switching Models
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (9)
  3. Deux indicateurs probabilistes de retournement cyclique pour l’économie française
    Working papers, Banque de France Downloads View citations (1)

2006

  1. A real-time recession indicator for the Euro area
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Fractional seasonality: Models and Application to Economic Activity in the Euro Area
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (9)
  3. Real-time detection of the business cycle using SETAR models
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads

2005

  1. Detection of the Industrial Business Cycle using SETAR models
    Post-Print, HAL Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2005) Downloads View citations (2)

    See also Journal Article in Journal of Business Cycle Measurement and Analysis (2006)

2003

  1. Analyser les séries chronologiques avec S-Plus: une approche paramétrique
    Post-Print, HAL
    Also in Post-Print, HAL (2003)

2002

  1. Un indicateur d'entrée et sortie de récession: application aux Etats-Unis
    (A start-end recession index: Application for United-States)
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)

2001

  1. Comparison of parameter estimation methods in cyclical long memory time series
    Post-Print, HAL View citations (1)
  2. Forecasting with k-factor Gegenbauer Processes: Theory and Applications
    Post-Print, HAL View citations (6)
    See also Journal Article in Journal of Forecasting (2001)

2000

  1. Analyse d'intervention et prévisions. problématique et application à des données de la RATP
    Post-Print, HAL
    Also in Working Papers, Centre de Recherche en Economie et Statistique (1998) Downloads
  2. Forecasting financial time series with generalized long memory processes
    Post-Print, HAL View citations (1)

1999

  1. Estimation and Applications of Gegenbauer Processes
    Working Papers, Centre de Recherche en Economie et Statistique Downloads View citations (4)

Journal Articles

2017

  1. Forecasting euro area recessions by combining financial information
    International Journal of Computational Economics and Econometrics, 2017, 7, (1/2), 78-94 Downloads
  2. Épisodes d’assainissement budgétaire dans les pays de l’OCDE: rôle du respect des règles fiscales et des marges budgétaires
    Bulletin de la Banque de France, 2017, (210), 25-33 Downloads

2016

  1. A World Trade Leading Index (WTLI)
    Economics Letters, 2016, 146, (C), 111-115 Downloads
    See also Working Paper (2015)
  2. Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence
    Bulletin de la Banque de France, 2016, (206), 61-68 Downloads
  3. Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London
    Quarterly selection of articles - Bulletin de la Banque de France, 2016, (42), 41-46 Downloads
  4. Nowcasting global economic growth
    Rue de la Banque, 2016, (23) Downloads

2015

  1. A new monthly chronology of the US industrial cycles in the prewar economy
    Journal of Financial Stability, 2015, 17, (C), 3-9 Downloads
    See also Working Paper (2015)
  2. Comparing the shape of recoveries: France, the UK and the US
    Economic Modelling, 2015, 44, (C), 327-334 Downloads View citations (7)
    See also Working Paper (2015)
  3. Macroeconomic forecasting during the Great Recession: The return of non-linearity?
    International Journal of Forecasting, 2015, 31, (3), 664-679 Downloads View citations (3)
    See also Working Paper (2015)

2014

  1. Dynamic factor models: A review of the literature
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2014, 2013, (2), 73-107 Downloads View citations (4)
    See also Working Paper (2013)
  2. Explaining US employment growth after the great recession: The role of output–employment non-linearities
    Journal of Macroeconomics, 2014, 42, (C), 118-129 Downloads View citations (3)
    See also Working Paper (2014)
  3. Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
    Economic Modelling, 2014, 36, (C), 44-50 Downloads View citations (12)
    See also Working Paper (2014)
  4. Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux
    Bulletin de la Banque de France, 2014, (198), 113-124 Downloads
    See also Working Paper (2014)
  5. The way out of recessions: A forecasting analysis for some Euro area countries
    International Journal of Forecasting, 2014, 30, (3), 539-549 Downloads View citations (4)
  6. US labour market and monetary policy: current debates and challenges
    Quarterly selection of articles - Bulletin de la Banque de France, 2014, (36), 111-129 Downloads

2013

  1. Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area
    Journal of Forecasting, 2013, 32, (7), 577-586 Downloads View citations (3)
    See also Working Paper (2013)
  2. Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession
    Applied Economics Letters, 2013, 20, (3), 233-237 Downloads View citations (7)
    See also Working Paper (2013)
  3. Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose
    Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 64-79 Downloads View citations (12)

2012

  1. MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY
    Bulletin of Economic Research, 2012, 64, (Supplement 1), s53-s70 Downloads View citations (18)
  2. Macro-financial linkages and business cycles: A factor-augmented probit approach
    Economic Modelling, 2012, 29, (5), 1793-1797 Downloads View citations (4)
  3. Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris
    Bulletin de la Banque de France, 2012, (187), 63-69 Downloads
  4. Une revue de la littérature des modèles à facteurs dynamiques
    Economie & Prévision, 2012, n° 199, (1), 51-77 Downloads
    See also Working Paper (2013)

2011

  1. Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris
    Quarterly selection of articles - Bulletin de la Banque de France, 2011, (24), 135-144 Downloads
  2. Identification of Slowdowns and Accelerations for the Euro Area Economy
    Oxford Bulletin of Economics and Statistics, 2011, 73, (3), 335-364 View citations (6)
    See also Working Paper (2009)

2010

  1. Are disaggregate data useful for factor analysis in forecasting French GDP?
    Journal of Forecasting, 2010, 29, (1-2), 132-144 Downloads View citations (45)
    See also Working Paper (2009)
  2. GDP nowcasting with ragged-edge data: a semi-parametric modeling
    Journal of Forecasting, 2010, 29, (1-2), 186-199 Downloads View citations (10)
    See also Working Paper (2010)
  3. Housing markets after the crisis: lessons for the macroeconomy
    Quarterly selection of articles - Bulletin de la Banque de France, 2010, (17), 39-45 Downloads
  4. Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ?
    Bulletin de la Banque de France, 2010, (179), 25-29 Downloads
  5. Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques
    Revue économique, 2010, 61, (3), 645-655 Downloads

2009

  1. Caractérisation et datation des cycles économiques en zone euro
    Revue économique, 2009, 60, (3), 703-712 Downloads View citations (5)
  2. Un indicateur probabiliste du cycle d'accélération pour l'économie française
    Economie & Prévision, 2009, n° 189, (3), 95-114 Downloads
    Also in Économie et Prévision, 2009, 189, (3), 95-114 (2009) Downloads

2008

  1. A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA
    Manchester School, 2008, 76, (5), 549-577 Downloads View citations (35)
  2. Business surveys modelling with Seasonal-Cyclical Long Memory models
    Economics Bulletin, 2008, 3, (29), 1-10 Downloads View citations (2)
    See also Working Paper (2008)
  3. L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle
    Bulletin de la Banque de France, 2008, (171), 43-51 Downloads View citations (1)
  4. OPTIM: a quarterly forecasting tool for French GDP
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (13), 31-47 Downloads
  5. OPTIM: un outil de prévision trimestrielle du PIB de la France
    Bulletin de la Banque de France, 2008, (171), 31-42 Downloads
  6. The contribution of cyclical turning point indicators to business cycle analysis
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (13), 49-61 Downloads View citations (2)

2007

  1. Point and interval nowcasts of the Euro area IPI
    Applied Economics Letters, 2007, 14, (2), 115-120 Downloads View citations (9)

2006

  1. Detection of the Industrial Business Cycle using SETAR Models
    Journal of Business Cycle Measurement and Analysis, 2006, 2005, (3), 353-371 Downloads View citations (5)
    See also Working Paper (2005)

2004

  1. Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators
    Journal of Business Cycle Measurement and Analysis, 2004, 2004, (2), 193-225 Downloads View citations (21)
  2. La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ?
    Economie Internationale, 2004, (99), 91-111 Downloads View citations (1)

2003

  1. A three-regime real-time indicator for the US economy
    Economics Letters, 2003, 81, (3), 373-378 Downloads View citations (43)

2001

  1. Forecasting with k-Factor Gegenbauer Processes: Theory and Applications
    Journal of Forecasting, 2001, 20, (8), 581-601 View citations (37)
    See also Working Paper (2001)
 
Page updated 2017-09-26