Details about Laurent Ferrara

Access statistics for papers by Laurent Ferrara.

Last updated 2009-11-06. Update your information in the RePEc Author Service.

Short-id: pfe27

Working Papers

2009

1. Are disaggregate data useful for factor analysis in forecasting French GDP?
   Documents de Travail, Banque de France View citations
2. 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
3. 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
4. Identification of slowdowns and accelerations for the euro area economy
   Documents de Travail, Banque de France View citations

2008

5. A non-parametric method to nowcast the Euro Area IPI
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
   Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008)
6. Business surveys modelling with Seasonal-Cyclical Long Memory models
   Documents de Travail, Banque de France
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008)
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008)
   See also Journal Article in Economics Bulletin (2008)
7. GDP nowcasting with ragged-edge data: A semi-parametric modelling
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008)
8. Monthly forecasting of French GDP: A revised version of the OPTIM model
   Documents de Travail, Banque de France
9. Testing fractional order of long memory processes: a Monte Carlo study
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations
   Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) View citations

2007

10. A turning point chronology for the Euro-zone
    Working Papers, University of Venice "Ca' Foscari", Department of Economics View citations
11. Business Cycle Analysis with Multivariate Markov Switching Models
    Working Papers, University of Venice "Ca' Foscari", Department of Economics View citations
12. Deux indicateurs probabilistes de retournement cyclique pour l’économie française
    Documents de Travail, Banque de France

2006

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

2005

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

2002

17. 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 View citations

Undated

18. Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP
    Working Papers, Centre de Recherche en Economie et Statistique
19. Estimation and Applications of Gegenbauer Processes
    Working Papers, Centre de Recherche en Economie et Statistique View citations

Journal Articles

2008

1. A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA
   Manchester School, 2008, 76, (5), 549-577 View citations
2. Business surveys modelling with Seasonal-Cyclical Long Memory models
   Economics Bulletin, 2008, 3, (29), 1-10
   See also Working Paper (2008)

2007

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

2004

4. La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ?
   Economie Internationale, 2004, (3Q), 91-111

2003

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

2001

6. Forecasting with k-Factor Gegenbauer Processes: Theory and Applications
   Journal of Forecasting, 2001, 20, (8), 581-601 View citations