Details about Marcelle Chauvet
Access statistics for papers by Marcelle Chauvet.
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Short-id: pch41
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Working Papers
2021
- Transfer Learning for Business Cycle Identification
Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
2019
- Incomplete Price Adjustment and Inflation Persistence
MPRA Paper, University Library of Munich, Germany 
See also Journal Article in Journal of Money, Credit and Banking (2021)
2016
- Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary
Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise View citations (10)
- Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (11)
Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (19)
- The Credit-Card-Services Augmented Divisia Monetary Aggregates
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (8)
Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (9)
2015
- Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models
Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA
2014
- Real-Time Nowcasting Nominal GDP Under Structural Break
MPRA Paper, University Library of Munich, Germany View citations (3)
- Real-Time Nowcasting of Nominal GDP Under Structural Breaks
Staff Working Papers, Bank of Canada View citations (6)
2013
- Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy
Working Papers, Federal Reserve Bank of St. Louis View citations (3)
See also Journal Article in Econometric Reviews (2015)
- What does financial volatility tell us about macroeconomic fluctuations?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012) View citations (4) MPRA Paper, University Library of Munich, Germany (2011) View citations (3)
See also Journal Article in Journal of Economic Dynamics and Control (2015)
2012
- A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
- The Future of Oil: Geology Versus Technology
IMF Working Papers, International Monetary Fund View citations (18)
See also Journal Article in International Journal of Forecasting (2015)
2010
- Employment and the business cycle
MPRA Paper, University Library of Munich, Germany 
Also in MPRA Paper, University Library of Munich, Germany (2010) 
See also Journal Article in Manchester School (2013)
- How Better Monetary Statistics Could Have Signaled the Financial Crisis
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (4)
Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (11)
See also Journal Article in Journal of Econometrics (2011)
- Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve
MPRA Paper, University Library of Munich, Germany View citations (3)
Also in FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2010) View citations (1)
2009
- 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 View citations (10)
- Monitoring Business Cycles with Structural Breaks
MPRA Paper, University Library of Munich, Germany
- Real Time Changes in Monetary Policy
MPRA Paper, University Library of Munich, Germany View citations (9)
2008
- International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview
MPRA Paper, University Library of Munich, Germany View citations (1)
Also in WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2008) View citations (2)
See also Journal Article in Open Economies Review (2009) Chapter (2011)
- Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach
MPRA Paper, University Library of Munich, Germany View citations (4)
Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (4) MPRA Paper, University Library of Munich, Germany (2007) View citations (8) WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2008) View citations (4)
See also Journal Article in Macroeconomic Dynamics (2009) Chapter (2011)
- The End of the Great Moderation: “We told you so.”
MPRA Paper, University Library of Munich, Germany
- The End of the Great Moderation?
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (1)
2005
- A comparison of the real-time performance of business cycle dating methods
Working Papers, Federal Reserve Bank of St. Louis View citations (13)
See also Journal Article in Journal of Business & Economic Statistics (2008)
- Dating Business Cycle Turning Points
NBER Working Papers, National Bureau of Economic Research, Inc View citations (63)
2002
- Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (6)
- Identifying business cycle turning points in real time
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (3)
See also Journal Article in Review (2003)
2001
- Forecasting recessions using the yield curve
Staff Reports, Federal Reserve Bank of New York View citations (10)
See also Journal Article in Journal of Forecasting (2005)
- Markov switching in disaggregate unemployment rates
Staff Reports, Federal Reserve Bank of New York 
See also Journal Article in Empirical Economics (2002)
- Recent changes in the U.S. business cycle
Staff Reports, Federal Reserve Bank of New York View citations (28)
See also Journal Article in Manchester School (2001)
- The Brazilian Economic Fluctuations
Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
2000
- Leading Indicators of Inflation for Brazil
Working Papers Series, Central Bank of Brazil, Research Department View citations (41)
1999
- Consumers' Sunspots, Animal Spirits, and Economic Fluctuations
Computing in Economics and Finance 1999, Society for Computational Economics
- Nonlinear risk
Staff Reports, Federal Reserve Bank of New York View citations (8)
See also Journal Article in Macroeconomic Dynamics (2001)
Journal Articles
2021
- Incomplete Price Adjustment and Inflation Persistence
Journal of Money, Credit and Banking, 2021, 53, (6), 1337-1371 
See also Working Paper (2019)
2018
- The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model
Empirical Economics, 2018, 55, (4), 1475-1505 View citations (1)
2017
- Assessment of hybrid Phillips Curve specifications
Economics Letters, 2017, 156, (C), 53-57
2016
- A dynamic factor model of the yield curve components as a predictor of the economy
International Journal of Forecasting, 2016, 32, (2), 324-343 View citations (10)
- Mortgage default risk: New evidence from internet search queries
Journal of Urban Economics, 2016, 96, (C), 91-111 View citations (17)
- Real-time nowcasting of nominal GDP with structural breaks
Journal of Econometrics, 2016, 191, (2), 312-324 View citations (10)
2015
- Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy
Econometric Reviews, 2015, 34, (1-2), 228-254 View citations (4)
See also Working Paper (2013)
- The future of oil: Geology versus technology
International Journal of Forecasting, 2015, 31, (1), 207-221 View citations (11)
See also Working Paper (2012)
- What does financial volatility tell us about macroeconomic fluctuations?
Journal of Economic Dynamics and Control, 2015, 52, (C), 340-360 View citations (22)
See also Working Paper (2013)
2013
- EMPLOYMENT AND THE BUSINESS CYCLE
Manchester School, 2013, 81, (s2), 16-42 View citations (2)
See also Working Paper (2010)
2011
- How better monetary statistics could have signaled the financial crisis
Journal of Econometrics, 2011, 161, (1), 6-23 View citations (55)
See also Working Paper (2010)
- Leading Indicators for the Capital Goods Industry
Brazilian Review of Econometrics, 2011, 31, (1)
2010
- Business cycle monitoring with structural changes
International Journal of Forecasting, 2010, 26, (4), 777-793 View citations (7)
2009
- International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview
Open Economies Review, 2009, 20, (1), 1-37 View citations (9)
See also Chapter (2011) Working Paper (2008)
- MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH
Macroeconomic Dynamics, 2009, 13, (S2), 381-412 View citations (10)
See also Chapter (2011) Working Paper (2008)
2008
- A Comparison of the Real-Time Performance of Business Cycle Dating Methods
Journal of Business & Economic Statistics, 2008, 26, 42-49 View citations (168)
See also Working Paper (2005)
2006
- International business cycles: G7 and OECD countries
Economic Review, 2006, 91, (Q 1), 43-54 View citations (11)
2005
- Forecasting recessions using the yield curve
Journal of Forecasting, 2005, 24, (2), 77-103 View citations (100)
See also Working Paper (2001)
2004
- Leading indicators of country risk and currency crises: the Asian experience
Economic Review, 2004, 89, (Q 1), 25 - 37 View citations (10)
2003
- Identifying business cycle turning points in real time
Review, 2003, 85, (Mar), 47-61 View citations (51)
See also Working Paper (2002)
- SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS
Macroeconomic Dynamics, 2003, 7, (1), 140-169 View citations (23)
2002
- Markov switching in disaggregate unemployment rates
Empirical Economics, 2002, 27, (2), 205-232 View citations (9)
See also Working Paper (2001)
- Predicting a recession: evidence from the yield curve in the presence of structural breaks
Economics Letters, 2002, 77, (2), 245-253 View citations (18)
- The Brazilian Business and Growth Cycles
Revista Brasileira de Economia - RBE, 2002, 56, (1) View citations (19)
2001
- A Monthly Indicator of Brazilian GDP
Brazilian Review of Econometrics, 2001, 21, (1) View citations (25)
- NONLINEAR RISK
Macroeconomic Dynamics, 2001, 5, (4), 621-646 View citations (9)
See also Working Paper (1999)
- Recent Changes in the US Business Cycle
Manchester School, 2001, 69, (5), 481-508 View citations (47)
See also Working Paper (2001)
2000
- Coincident and leading indicators of the stock market
Journal of Empirical Finance, 2000, 7, (1), 87-111 View citations (71)
1998
- An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching
International Economic Review, 1998, 39, (4), 969-96 View citations (263)
Books
2011
- Financial Aggregation and Index Number Theory
World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (4)
Chapters
2019
- International Stock Markets Linkages: A Dynamic Factor Model Approach
Chapter 1 in HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, 2019, pp 3-38
2018
- Discussion of A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy
A chapter in Central Bank Frameworks: Evolution or Revolution?, 2018
2013
- Forecasting Output
Elsevier View citations (20)
2011
- International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview
Chapter 1 in Financial Aggregation And Index Number Theory, 2011, pp 1-51 
See also Journal Article in Open Economies Review (2009) Working Paper (2008)
- Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach
Chapter 7 in Financial Aggregation And Index Number Theory, 2011, pp 207-249 
See also Working Paper (2008) Journal Article in Macroeconomic Dynamics (2009)
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