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

Jump to Journal Articles Books Chapters

Working Papers

2014

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

2013

Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy
Working Papers, Federal Reserve Bank of St. Louis View citations (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.) View citations (4)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012) View citations (3)
MPRA Paper, University Library of Munich, Germany (2011) View citations (3)

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

2005

A comparison of the real-time performance of business cycle dating methods
Working Papers, Federal Reserve Bank of St. Louis View citations (11)
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 (57)

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 (29)
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 Pósgraduação 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 (7)
See also Journal Article in Macroeconomic Dynamics (2001)

Journal Articles

2013

EMPLOYMENT AND THE BUSINESS CYCLE
Manchester School, 2013, 81, 16-42 View citations (1)
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 (29)
See also Working Paper (2010)

2010

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

2009

International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview
Open Economies Review, 2009, 20, (1), 1-37 View citations (8)
See also Working Paper (2008)
MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH
Macroeconomic Dynamics, 2009, 13, (S2), 381-412 View citations (7)
See also 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 (92)
See also Working Paper (2005)

2006

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

2005

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

2004

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

2003

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

2002

Markov switching in disaggregate unemployment rates
Empirical Economics, 2002, 27, (2), 205-232 View citations (7)
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 (15)

2001

NONLINEAR RISK
Macroeconomic Dynamics, 2001, 5, (04), 621-646 View citations (4)
See also Working Paper (1999)
Recent Changes in the US Business Cycle
Manchester School, 2001, 69, (5), 481-508 View citations (46)
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 (48)

1998

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

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