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Details about Marcelle Chauvet

E-mail:
Homepage:http://faculty.ucr.edu/~chauvet/mc.htm
Phone:(951) 827 1587
Postal address:Department of Economics University of California Riverside, CA 92521
Workplace:Department of Economics, University of California-Riverside, (more information at EDIRC)

Access statistics for papers by Marcelle Chauvet.

Last updated 2014-07-05. Update your information in the RePEc Author Service.

Short-id: pch41


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Working Papers

2014

  1. Real-Time Nowcasting Nominal GDP Under Structural Break
    MPRA Paper, University Library of Munich, Germany Downloads

2013

  1. Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (2)
  2. What does financial volatility tell us about macroeconomic fluctuations?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads View citations (3)
    MPRA Paper, University Library of Munich, Germany (2011) Downloads View citations (3)

2012

  1. 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.) Downloads View citations (3)
  2. The Future of Oil; Geology Versus Technology
    IMF Working Papers, International Monetary Fund Downloads View citations (14)

2010

  1. Employment and the business cycle
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads

    See also Journal Article in Manchester School (2013)
  2. How Better Monetary Statistics Could Have Signaled the Financial Crisis
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (8)

    See also Journal Article in Journal of Econometrics (2011)
  3. Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    Also in FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2010) Downloads View citations (1)

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 Downloads View citations (7)
  2. Monitoring Business Cycles with Structural Breaks
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Real Time Changes in Monetary Policy
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)

2008

  1. International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2008) Downloads View citations (2)

    See also Journal Article in Open Economies Review (2009)
  2. Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2007) Downloads View citations (7)
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2008) Downloads View citations (4)
    MPRA Paper, University Library of Munich, Germany (2008) Downloads View citations (4)

    See also Journal Article in Macroeconomic Dynamics (2009)
  3. The End of the Great Moderation: “We told you so.”
    MPRA Paper, University Library of Munich, Germany Downloads
  4. The End of the Great Moderation?
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (1)

2005

  1. A comparison of the real-time performance of business cycle dating methods
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (11)
    See also Journal Article in Journal of Business & Economic Statistics (2008)
  2. Dating Business Cycle Turning Points
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (57)

2002

  1. Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (6)
  2. Identifying business cycle turning points in real time
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (3)
    See also Journal Article in Review (2003)

2001

  1. Forecasting recessions using the yield curve
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (10)
    See also Journal Article in Journal of Forecasting (2005)
  2. Markov switching in disaggregate unemployment rates
    Staff Reports, Federal Reserve Bank of New York Downloads
    See also Journal Article in Empirical Economics (2002)
  3. Recent changes in the U.S. business cycle
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (29)
    See also Journal Article in Manchester School (2001)
  4. 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] Downloads

2000

  1. Leading Indicators of Inflation for Brazil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (41)

1999

  1. Consumers' Sunspots, Animal Spirits, and Economic Fluctuations
    Computing in Economics and Finance 1999, Society for Computational Economics
  2. Nonlinear risk
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (7)
    See also Journal Article in Macroeconomic Dynamics (2001)

Journal Articles

2013

  1. EMPLOYMENT AND THE BUSINESS CYCLE
    Manchester School, 2013, 81, 16-42 Downloads View citations (1)
    See also Working Paper (2010)

2011

  1. How better monetary statistics could have signaled the financial crisis
    Journal of Econometrics, 2011, 161, (1), 6-23 Downloads View citations (29)
    See also Working Paper (2010)

2010

  1. Business cycle monitoring with structural changes
    International Journal of Forecasting, 2010, 26, (4), 777-793 Downloads View citations (4)

2009

  1. International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview
    Open Economies Review, 2009, 20, (1), 1-37 Downloads View citations (8)
    See also Working Paper (2008)
  2. MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH
    Macroeconomic Dynamics, 2009, 13, (S2), 381-412 Downloads View citations (7)
    See also Working Paper (2008)

2008

  1. A Comparison of the Real-Time Performance of Business Cycle Dating Methods
    Journal of Business & Economic Statistics, 2008, 26, 42-49 Downloads View citations (92)
    See also Working Paper (2005)

2006

  1. International business cycles: G7 and OECD countries
    Economic Review, 2006, (Q 1), 43-54 Downloads View citations (9)

2005

  1. Forecasting recessions using the yield curve
    Journal of Forecasting, 2005, 24, (2), 77-103 Downloads View citations (65)
    See also Working Paper (2001)

2004

  1. Leading indicators of country risk and currency crises: the Asian experience
    Economic Review, 2004, (Q 1), 25 - 37 Downloads View citations (11)

2003

  1. Identifying business cycle turning points in real time
    Review, 2003, (Mar), 47-61 Downloads View citations (48)
    See also Working Paper (2002)
  2. SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS
    Macroeconomic Dynamics, 2003, 7, (01), 140-169 Downloads View citations (15)

2002

  1. Markov switching in disaggregate unemployment rates
    Empirical Economics, 2002, 27, (2), 205-232 Downloads View citations (7)
    See also Working Paper (2001)
  2. Predicting a recession: evidence from the yield curve in the presence of structural breaks
    Economics Letters, 2002, 77, (2), 245-253 Downloads View citations (15)

2001

  1. NONLINEAR RISK
    Macroeconomic Dynamics, 2001, 5, (04), 621-646 Downloads View citations (4)
    See also Working Paper (1999)
  2. Recent Changes in the US Business Cycle
    Manchester School, 2001, 69, (5), 481-508 Downloads View citations (46)
    See also Working Paper (2001)

2000

  1. Coincident and leading indicators of the stock market
    Journal of Empirical Finance, 2000, 7, (1), 87-111 Downloads View citations (48)

1998

  1. An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching
    International Economic Review, 1998, 39, (4), 969-96 View citations (177)

Books

2011

  1. FINANCIAL AGGREGATION AND INDEX NUMBER THEORY, vol 2
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads View citations (13)

Chapters

 
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