Details about Marcelle Chauvet

Access statistics for papers by Marcelle Chauvet.

Last updated 2019-12-11. Update your information in the RePEc Author Service.

Short-id: pch41

Working Papers

2016

1. 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 (3)
   Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (10)
2. The Credit-Card-Services Augmented Divisia Monetary Aggregates
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (2)
   Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (4)

2015

3. 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

4. Real-Time Nowcasting Nominal GDP Under Structural Break
   MPRA Paper, University Library of Munich, Germany View citations (2)
5. Real-Time Nowcasting of Nominal GDP Under Structural Breaks
   Staff Working Papers, Bank of Canada View citations (4)

2013

6. Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy
   Working Papers, Federal Reserve Bank of St. Louis View citations (2)
   See also Journal Article in Econometric Reviews (2015)
7. 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 MPRA Paper, University Library of Munich, Germany (2011) View citations (3)
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012) View citations (3)
   See also Journal Article in Journal of Economic Dynamics and Control (2015)

2012

8. 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 (5)
9. The Future of Oil; Geology Versus Technology
   IMF Working Papers, International Monetary Fund View citations (17)
   See also Journal Article in International Journal of Forecasting (2015)

2010

10. 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)
11. 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 (3)
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (8)
    See also Journal Article in Journal of Econometrics (2011)
12. 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

13. 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 (9)
14. Monitoring Business Cycles with Structural Breaks
    MPRA Paper, University Library of Munich, Germany
15. Real Time Changes in Monetary Policy
    MPRA Paper, University Library of Munich, Germany View citations (8)

2008

16. 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 Chapter (2011)
    Journal Article in Open Economies Review (2009)
17. 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 (7)
    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)
18. The End of the Great Moderation: “We told you so.”
    MPRA Paper, University Library of Munich, Germany
19. The End of the Great Moderation?
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (1)

2005

20. 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)
21. Dating Business Cycle Turning Points
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (59)

2002

22. 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)
23. 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

24. 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)
25. Markov switching in disaggregate unemployment rates
    Staff Reports, Federal Reserve Bank of New York
    See also Journal Article in Empirical Economics (2002)
26. Recent changes in the U.S. business cycle
    Staff Reports, Federal Reserve Bank of New York View citations (29)
    See also Journal Article in Manchester School (2001)
27. 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

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

1999

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

Journal Articles

2018

1. The end of Brazilian big inflation: lessons to monetary policy from a standard New Keynesian model
   Empirical Economics, 2018, 55, (4), 1475-1505

2017

2. Assessment of hybrid Phillips Curve specifications
   Economics Letters, 2017, 156, (C), 53-57

2016

3. 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 (6)
4. Mortgage default risk: New evidence from internet search queries
   Journal of Urban Economics, 2016, 96, (C), 91-111 View citations (9)
5. Real-time nowcasting of nominal GDP with structural breaks
   Journal of Econometrics, 2016, 191, (2), 312-324 View citations (7)

2015

6. 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)
7. The future of oil: Geology versus technology
   International Journal of Forecasting, 2015, 31, (1), 207-221 View citations (6)
   See also Working Paper (2012)
8. What does financial volatility tell us about macroeconomic fluctuations?
   Journal of Economic Dynamics and Control, 2015, 52, (C), 340-360 View citations (13)
   See also Working Paper (2013)

2013

9. EMPLOYMENT AND THE BUSINESS CYCLE
   Manchester School, 2013, 81, (s2), 16-42
   See also Working Paper (2010)

2011

10. How better monetary statistics could have signaled the financial crisis
    Journal of Econometrics, 2011, 161, (1), 6-23 View citations (43)
    See also Working Paper (2010)
11. Leading Indicators for the Capital Goods Industry
    Brazilian Review of Econometrics, 2011, 31, (1)

2010

12. Business cycle monitoring with structural changes
    International Journal of Forecasting, 2010, 26, (4), 777-793 View citations (5)

2009

13. 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 Working Paper (2008)
    Chapter (2011)
14. MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH
    Macroeconomic Dynamics, 2009, 13, (S2), 381-412 View citations (9)
    See also Working Paper (2008)
    Chapter (2011)

2008

15. A Comparison of the Real-Time Performance of Business Cycle Dating Methods
    Journal of Business & Economic Statistics, 2008, 26, 42-49 View citations (122)
    See also Working Paper (2005)

2006

16. International business cycles: G7 and OECD countries
    Economic Review, 2006, (q1), 43-54 View citations (9)

2005

17. Forecasting recessions using the yield curve
    Journal of Forecasting, 2005, 24, (2), 77-103 View citations (75)
    See also Working Paper (2001)

2004

18. Leading indicators of country risk and currency crises: the Asian experience
    Economic Review, 2004, (q1), 25 - 37 View citations (11)

2003

19. Identifying business cycle turning points in real time
    Review, 2003, (mar), 47-61 View citations (50)
    See also Working Paper (2002)
20. SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS
    Macroeconomic Dynamics, 2003, 7, (1), 140-169 View citations (18)

2002

21. Markov switching in disaggregate unemployment rates
    Empirical Economics, 2002, 27, (2), 205-232 View citations (8)
    See also Working Paper (2001)
22. Predicting a recession: evidence from the yield curve in the presence of structural breaks
    Economics Letters, 2002, 77, (2), 245-253 View citations (16)
23. The Brazilian Business and Growth Cycles
    Revista Brasileira de Economia - RBE, 2002, 56, (1) View citations (18)

2001

24. A Monthly Indicator of Brazilian GDP
    Brazilian Review of Econometrics, 2001, 21, (1) View citations (20)
25. NONLINEAR RISK
    Macroeconomic Dynamics, 2001, 5, (4), 621-646 View citations (9)
    See also Working Paper (1999)
26. Recent Changes in the US Business Cycle
    Manchester School, 2001, 69, (5), 481-508 View citations (48)
    See also Working Paper (2001)

2000

27. Coincident and leading indicators of the stock market
    Journal of Empirical Finance, 2000, 7, (1), 87-111 View citations (62)

1998

28. An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching
    International Economic Review, 1998, 39, (4), 969-96 View citations (214)

Books

2011

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

Chapters

2018

1. 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

2. Forecasting Output
   Elsevier View citations (16)

2011

3. 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)
4. 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)