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Details about Laurent Ferrara

Homepage:https://laurent-ferrara.org
Postal address:SKEMA Business School, Professor of International Economics, 5 Quai Marcel Dassault, 92150 Suresnes, France
Workplace:Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (more information at EDIRC)
EconomiX, Université Paris-Nanterre (Paris X) (University of Paris-Nanterre), (more information at EDIRC)
SKEMA Business School, (more information at EDIRC)

Access statistics for papers by Laurent Ferrara.

Last updated 2024-02-06. Update your information in the RePEc Author Service.

Short-id: pfe27


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Working Papers

2024

  1. Dynamic Effects of Weather Shocks on Production in European Economies
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
  2. The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2023

  1. Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data
    Post-Print, HAL
  2. Les cycles économiques de la France: une datation de référence
    Post-Print, HAL
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2021) Downloads
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021) Downloads
    Working Papers, HAL (2021) Downloads

    See also Journal Article Les cycles économiques de la France: une datation de référence, Revue économique, Presses de Sciences-Po (2023) Downloads (2023)
  3. When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage
    Post-Print, HAL Downloads View citations (2)
    Also in Working Papers, HAL (2020) Downloads
    Working papers, Banque de France (2019) Downloads View citations (20)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2020) Downloads View citations (1)
    Working Papers, Center for Research in Economics and Statistics (2019) Downloads View citations (21)
    Papers, arXiv.org (2022) Downloads View citations (6)

    See also Journal Article When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage, Journal of Business & Economic Statistics, Taylor & Francis Journals (2023) Downloads (2023)

2022

  1. Commodity currencies revisited: The role of global commodity price uncertainty
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
    Also in Working Papers, HAL (2022) Downloads
  2. Commodity price uncertainty comovement: Does it matter for global economic growth?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
    Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2021) Downloads View citations (2)
  3. High-frequency monitoring of growth at risk
    Post-Print, HAL View citations (19)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads View citations (6)

    See also Journal Article High-frequency monitoring of growth at risk, International Journal of Forecasting, Elsevier (2022) Downloads View citations (19) (2022)

2021

  1. Dating business cycles in France: A reference chronology
    Working Papers, Association Française de Cliométrie (AFC) Downloads View citations (2)
    Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021) Downloads View citations (2)
    Working Papers, HAL (2021) Downloads
    SciencePo Working papers Main, HAL (2021) Downloads
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2021) Downloads
    Working Papers, HAL (2021) Downloads View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021) Downloads View citations (2)
    Working Papers, HAL (2021)
  2. Global financial interconnectedness: a non-linear assessment of the uncertainty channel
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (3)
    Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2019) Downloads
    Working Papers, HAL (2018) Downloads View citations (1)
    Working papers, Banque de France (2018) Downloads View citations (9)

    See also Journal Article Global financial interconnectedness: a non-linear assessment of the uncertainty channel, Applied Economics, Taylor & Francis Journals (2021) Downloads View citations (3) (2021)
  3. Les cycles économiques de la France: une datation de référence
    Working Papers, Association Française de Cliométrie (AFC) Downloads
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021) Downloads
  4. Questioning the puzzle: fiscal policy, real exchange rate and inflation
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (16)
    See also Journal Article Questioning the puzzle: Fiscal policy, real exchange rate and inflation, Journal of International Economics, Elsevier (2021) Downloads View citations (15) (2021)

2020

  1. Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model
    Working Papers, HAL Downloads View citations (4)
    Also in PSE Working Papers, HAL (2020) Downloads View citations (4)
    OECD Statistics Working Papers, OECD Publishing (2020) Downloads View citations (7)
  2. Measuring exchange rate risks during periods of uncertainty
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    See also Journal Article Measuring exchange rate risks during periods of uncertainty, International Economics, CEPII research center (2022) Downloads (2022)
  3. Méthodes de prévision en finance
    Post-Print, HAL
  4. Questioning the puzzle: Fiscal policy, exchange rate and inflation
    Working papers, Banque de France Downloads View citations (2)

2019

  1. Nowcasting global economic growth: A factor-augmented mixed-frequency approach
    Post-Print, HAL View citations (23)
    Also in Working papers, Banque de France (2014) Downloads View citations (10)

    See also Journal Article Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach, The World Economy, Wiley Blackwell (2019) Downloads View citations (12) (2019)
  2. Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences
    Working Papers, HAL
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2019) Downloads

2018

  1. A Brief History of Seasonal Adjustment Methods and Software Tools
    Post-Print, HAL View citations (1)
  2. Common Factors of Commodity Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in Working Paper Series, European Central Bank (2017) Downloads View citations (52)
    Working papers, Banque de France (2017) Downloads View citations (50)

    See also Journal Article Common factors of commodity prices, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) Downloads View citations (17) (2022)
  3. Does the Great Recession imply the end of the Great Moderation? International evidence
    Post-Print, HAL Downloads View citations (12)
    Also in Working Papers, HAL (2014) Downloads
    Working Papers, HAL (2014) Downloads View citations (3)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) Downloads View citations (3)

    See also Journal Article DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE, Economic Inquiry, Western Economic Association International (2018) Downloads View citations (12) (2018)
  4. Impact of uncertainty shocks on the global economy
    Post-Print, HAL View citations (5)
    Also in Post-Print, HAL (2017) View citations (2)
  5. International Macroeconomics in the wake of the Global Financial Crisis
    Post-Print, HAL View citations (12)
  6. The New Fama Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    See also Journal Article The New Fama Puzzle, IMF Economic Review, Palgrave Macmillan (2022) Downloads View citations (3) (2022)
  7. What are the macroeconomic effects of high-frequency uncertainty shocks?
    Post-Print, HAL View citations (15)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) Downloads View citations (8)
    Working Papers, HAL (2015) Downloads
    Staff Working Papers, Bank of Canada (2016) Downloads View citations (6)

    See also Journal Article What are the macroeconomic effects of high‐frequency uncertainty shocks?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) Downloads View citations (12) (2018)

2017

  1. Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results
    Working papers, Banque de France Downloads View citations (12)
  2. Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges
    CEPII Policy Brief, CEPII research center Downloads View citations (12)
    See also Chapter Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges, Financial and Monetary Policy Studies, Springer (2018) View citations (3) (2018)

2016

  1. A world trade leading index (WLTI)
    Post-Print, HAL View citations (4)
    Also in IMF Working Papers, International Monetary Fund (2015) Downloads View citations (1)

    See also Journal Article A World Trade Leading Index (WTLI), Economics Letters, Elsevier (2016) Downloads View citations (4) (2016)
  2. Understanding the weakness in global trade - What is the new normal?
    Occasional Paper Series, European Central Bank Downloads View citations (25)

2015

  1. A new monthly chronology of the US industrial cycles in the prewar economy
    Post-Print, HAL Downloads View citations (8)
    Also in Working Papers, HAL (2011) Downloads
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) Downloads View citations (2)
    Working Papers, Association Française de Cliométrie (AFC) (2012) Downloads View citations (2)

    See also Journal Article A new monthly chronology of the US industrial cycles in the prewar economy, Journal of Financial Stability, Elsevier (2015) Downloads View citations (8) (2015)
  2. Comparing the shapes of recoveries: France, the UK and the US
    Post-Print, HAL View citations (6)
    See also Journal Article Comparing the shape of recoveries: France, the UK and the US, Economic Modelling, Elsevier (2015) Downloads View citations (17) (2015)
  3. Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty
    Working papers, Banque de France Downloads View citations (47)
    See also Journal Article Explaining the recent slump in investment: the role of expected demand and uncertainty, Rue de la Banque, Banque de France (2017) Downloads View citations (7) (2017)
  4. Macroeconomic forecasting during the Great Recession: the return of non-linearity?
    Post-Print, HAL View citations (21)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (9)
    Working papers, Banque de France (2012) Downloads View citations (13)

    See also Journal Article Macroeconomic forecasting during the Great Recession: The return of non-linearity?, International Journal of Forecasting, Elsevier (2015) Downloads View citations (35) (2015)

2014

  1. Explaining US employment growth after the Great Recession: the role of output-employment non-linearities
    Post-Print, HAL View citations (9)
    See also Journal Article Explaining US employment growth after the great recession: The role of output–employment non-linearities, Journal of Macroeconomics, Elsevier (2014) Downloads View citations (10) (2014)
  2. Forecasting business cycles
    Post-Print, HAL
  3. Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
    Post-Print, HAL View citations (23)
    Also in Working papers, Banque de France (2013) Downloads View citations (1)
    Working Papers, HAL (2013) Downloads
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) Downloads

    See also Journal Article Forecasting growth during the Great Recession: is financial volatility the missing ingredient?, Economic Modelling, Elsevier (2014) Downloads View citations (26) (2014)
  4. Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux
    Post-Print, HAL
    See also Journal Article Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux, Bulletin de la Banque de France, Banque de France (2014) Downloads (2014)
  5. The way out of recessions: A forecasting analysis for some Euro area countries
    Post-Print, HAL View citations (16)
    See also Journal Article The way out of recessions: A forecasting analysis for some Euro area countries, International Journal of Forecasting, Elsevier (2014) Downloads View citations (19) (2014)
  6. The way out of recessions: Evidence from a bounce-back augmented threshold regression
    Post-Print, HAL

2013

  1. Comments on: Examining the quality of early GDP component estimates
    Post-Print, HAL View citations (1)
  2. Dynamic Factor Models: A review of the Literature
    Working papers, Banque de France Downloads View citations (31)
    Also in Post-Print, HAL (2013) Downloads View citations (26)

    See also Journal Article Dynamic factor models: A review of the literature, OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2014) Downloads View citations (13) (2014)
  3. Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (6)
    Also in Post-Print, HAL (2013) View citations (5)

    See also Journal Article Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area, Journal of Forecasting, John Wiley & Sons, Ltd. (2013) Downloads View citations (4) (2013)
  4. Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession
    Post-Print, HAL View citations (13)
    Also in Working Papers, HAL (2012) Downloads
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) Downloads View citations (2)

    See also Journal Article Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession, Applied Economics Letters, Taylor & Francis Journals (2013) Downloads View citations (15) (2013)
  5. Post-Recession US Employment through the Lens of a Non-Linear Okun's Law
    Working Papers, CEPII research center Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (7)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) Downloads View citations (6)
    Working Papers, HAL (2013) Downloads
  6. Post-recession US employment through the lens of a non-linear Okun
    Post-Print, HAL View citations (2)
  7. Testing the number of factors: An empirical assessment for forecasting purposes
    Post-Print, HAL View citations (15)
    Also in Post-Print, HAL (2012)

    See also Journal Article Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) Downloads View citations (19) (2013)
  8. The European Way out of Recession
    Post-Print, HAL
    Also in Working papers, Banque de France (2012) Downloads View citations (1)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2011) Downloads View citations (1)
  9. Une revue de la littérature des modèles à facteurs dynamiques
    Post-Print, HAL
    See also Journal Article Une revue de la littérature des modèles à facteurs dynamiques, Économie et Prévision, Programme National Persée (2012) Downloads View citations (1) (2012)

2012

  1. Macro-financial linkages and business cycles: A factor-probit approach
    Post-Print, HAL View citations (7)
  2. Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy
    Post-Print, HAL View citations (9)

2011

  1. The Possible Shapes of Recoveries in Markov-Switching Models
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (9)
    Also in Working papers, Banque de France (2011) Downloads View citations (7)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2011) Downloads View citations (7)

2010

  1. A factor-augmented probit model for business cycle analysis
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
    Also in Working Papers, HAL (2010) Downloads
  2. Common business and housing market cycles in the Euro area from a multivariate decomposition
    Working papers, Banque de France Downloads View citations (17)
  3. GDP nowcasting with ragged-edge data: a semi-parametric modeling
    PSE-Ecole d'économie de Paris (Postprint), HAL Downloads View citations (10)
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) Downloads View citations (17)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads

    See also Journal Article GDP nowcasting with ragged-edge data: a semi-parametric modeling, Journal of Forecasting, John Wiley & Sons, Ltd. (2010) Downloads View citations (17) (2010)
  4. Housing Cycles In The Major Euro Area Countries
    Occasional Papers, Banco de España Downloads View citations (24)
    Also in Working papers, Banque de France (2009) Downloads View citations (19)
  5. Testing Fractional Order of Long Memory Processes: A Monte Carlo Study
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (1)
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) Downloads View citations (7)
    Post-Print, HAL (2010) Downloads View citations (1)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2010) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads View citations (7)

2009

  1. Are disaggregate data useful for factor analysis in forecasting French GDP?
    Working papers, Banque de France Downloads View citations (10)
    See also Journal Article Are disaggregate data useful for factor analysis in forecasting French GDP?, Journal of Forecasting, John Wiley & Sons, Ltd. (2010) Downloads View citations (94) (2010)
  2. Cyclical relationships between GDP and housing market in France: Facts and factors at play
    Working papers, Banque de France Downloads View citations (8)
  3. 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 Downloads View citations (2)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads
  4. Forecasting Euro-area recessions using time-varying binary response models for financial
    Working papers, Banque de France Downloads View citations (22)
  5. Identification of slowdowns and accelerations for the euro area economy
    Working papers, Banque de France Downloads View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (7)

    See also Journal Article Identification of Slowdowns and Accelerations for the Euro Area Economy, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2011) View citations (9) (2011)

2008

  1. A non-parametric method to nowcast the Euro Area IPI
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) Downloads
  2. Business surveys modelling with Seasonal-Cyclical Long Memory models
    Working papers, Banque de France Downloads View citations (2)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads View citations (2)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) Downloads View citations (2)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2008) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads View citations (2)

    See also Journal Article Business surveys modelling with Seasonal-Cyclical Long Memory models, Economics Bulletin, AccessEcon (2008) Downloads View citations (2) (2008)
  3. Fractional and seasonal filtering
    PSE-Ecole d'économie de Paris (Postprint), HAL Downloads
    Also in Post-Print, HAL (2008) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads
  4. Monthly forecasting of French GDP: A revised version of the OPTIM model
    Working papers, Banque de France Downloads View citations (19)

2007

  1. A turning point chronology for the Euro-zone
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (33)
  2. Business Cycle Analysis with Multivariate Markov Switching Models
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (13)
  3. Deux indicateurs probabilistes de retournement cyclique pour l’économie française
    Working papers, Banque de France Downloads View citations (1)

2006

  1. A real-time recession indicator for the Euro area
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Fractional seasonality: Models and Application to Economic Activity in the Euro Area
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (9)
  3. Real-time detection of the business cycle using SETAR models
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads

2005

  1. Detection of the Industrial Business Cycle using SETAR models
    Post-Print, HAL Downloads View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2005) Downloads View citations (4)

    See also Journal Article Detection of the Industrial Business Cycle using SETAR Models, Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2006) Downloads View citations (5) (2006)

2003

  1. Analyser les séries chronologiques avec S-Plus: une approche paramétrique
    Post-Print, HAL
    Also in Post-Print, HAL (2003)

2002

  1. 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 Downloads View citations (12)

2001

  1. Comparison of parameter estimation methods in cyclical long memory time series
    Post-Print, HAL View citations (10)
  2. Forecasting with k-factor Gegenbauer Processes: Theory and Applications
    Post-Print, HAL View citations (47)
    See also Journal Article Forecasting with k-Factor Gegenbauer Processes: Theory and Applications, Journal of Forecasting, John Wiley & Sons, Ltd. (2001) View citations (58) (2001)

2000

  1. Analyse d'intervention et prévisions. problématique et application à des données de la RATP
    Post-Print, HAL
    Also in Working Papers, Center for Research in Economics and Statistics (1998) Downloads
  2. Forecasting financial time series with generalized long memory processes
    Post-Print, HAL View citations (11)

1999

  1. Estimation and Applications of Gegenbauer Processes
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (5)

Journal Articles

2023

  1. Les cycles économiques de la France: une datation de référence
    Revue économique, 2023, 74, (2), 5-52 Downloads
    See also Working Paper Les cycles économiques de la France: une datation de référence, Post-Print (2023) (2023)
  2. When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage
    Journal of Business & Economic Statistics, 2023, 41, (4), 1188-1202 Downloads
    See also Working Paper When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage, Post-Print (2023) Downloads View citations (2) (2023)

2022

  1. Common factors of commodity prices
    Journal of Applied Econometrics, 2022, 37, (3), 461-476 Downloads View citations (17)
    Also in Research Bulletin, 2018, 51 (2018) Downloads View citations (8)

    See also Working Paper Common Factors of Commodity Prices, CEPR Discussion Papers (2018) Downloads View citations (10) (2018)
  2. Guest editorial: Economic forecasting in times of COVID-19
    International Journal of Forecasting, 2022, 38, (2), 527-528 Downloads View citations (2)
  3. High-frequency monitoring of growth at risk
    International Journal of Forecasting, 2022, 38, (2), 582-595 Downloads View citations (19)
    See also Working Paper High-frequency monitoring of growth at risk, Post-Print (2022) View citations (19) (2022)
  4. Measuring exchange rate risks during periods of uncertainty
    International Economics, 2022, (170), 202-212 Downloads
    Also in International Economics, 2022, 170, (C), 202-212 (2022) Downloads

    See also Working Paper Measuring exchange rate risks during periods of uncertainty, CAMA Working Papers (2020) Downloads (2020)
  5. The New Fama Puzzle
    IMF Economic Review, 2022, 70, (3), 451-486 Downloads View citations (3)
    See also Working Paper The New Fama Puzzle, NBER Working Papers (2018) Downloads View citations (15) (2018)

2021

  1. Global financial interconnectedness: a non-linear assessment of the uncertainty channel
    Applied Economics, 2021, 53, (25), 2865-2887 Downloads View citations (3)
    See also Working Paper Global financial interconnectedness: a non-linear assessment of the uncertainty channel, LIDAM Reprints LFIN (2021) View citations (3) (2021)
  2. Questioning the puzzle: Fiscal policy, real exchange rate and inflation
    Journal of International Economics, 2021, 133, (C) Downloads View citations (15)
    See also Working Paper Questioning the puzzle: fiscal policy, real exchange rate and inflation, CAMA Working Papers (2021) Downloads View citations (16) (2021)

2019

  1. Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach
    The World Economy, 2019, 42, (3), 846-875 Downloads View citations (12)
    See also Working Paper Nowcasting global economic growth: A factor-augmented mixed-frequency approach, Post-Print (2019) View citations (23) (2019)

2018

  1. DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE
    Economic Inquiry, 2018, 56, (2), 745-760 Downloads View citations (12)
    See also Working Paper Does the Great Recession imply the end of the Great Moderation? International evidence, Post-Print (2018) Downloads View citations (12) (2018)
  2. Does the Phillips curve still exist?
    Rue de la Banque, 2018, (56) Downloads View citations (9)
  3. Global imbalances: build-up, unwinding and financial aspects
    (Les déséquilibres mondiaux persistent malgré le rééquilibrage d’après-crise: focus sur leur financement)
    Bulletin de la Banque de France, 2018, (220) Downloads View citations (1)
    Also in Quarterly selection of articles - Bulletin de la Banque de France, 2018, (220), 12 (2018) Downloads View citations (1)
  4. Uncertainty and macroeconomics: transmission channels and policy implications
    Rue de la Banque, 2018, (61) Downloads
  5. What are the macroeconomic effects of high‐frequency uncertainty shocks?
    Journal of Applied Econometrics, 2018, 33, (5), 662-679 Downloads View citations (12)
    See also Working Paper What are the macroeconomic effects of high-frequency uncertainty shocks?, Post-Print (2018) View citations (15) (2018)

2017

  1. Explaining the recent slump in investment: the role of expected demand and uncertainty
    Rue de la Banque, 2017, (44) Downloads View citations (7)
    See also Working Paper Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty, Working papers (2015) Downloads View citations (47) (2015)
  2. Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space
    Quarterly selection of articles - Bulletin de la Banque de France, 2017, (45), 15-22 Downloads
  3. Forecasting euro area recessions by combining financial information
    International Journal of Computational Economics and Econometrics, 2017, 7, (1/2), 78-94 Downloads View citations (1)
  4. Épisodes d’assainissement budgétaire dans les pays de l’OCDE: rôle du respect des règles fiscales et des marges budgétaires
    Bulletin de la Banque de France, 2017, (210), 25-33 Downloads

2016

  1. A World Trade Leading Index (WTLI)
    Economics Letters, 2016, 146, (C), 111-115 Downloads View citations (4)
    See also Working Paper A world trade leading index (WLTI), Post-Print (2016) View citations (4) (2016)
  2. Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence
    Bulletin de la Banque de France, 2016, (206), 61-68 Downloads
  3. Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London
    Quarterly selection of articles - Bulletin de la Banque de France, 2016, (42), 41-46 Downloads
  4. Nowcasting global economic growth
    Rue de la Banque, 2016, (23) Downloads

2015

  1. A new monthly chronology of the US industrial cycles in the prewar economy
    Journal of Financial Stability, 2015, 17, (C), 3-9 Downloads View citations (8)
    See also Working Paper A new monthly chronology of the US industrial cycles in the prewar economy, Post-Print (2015) Downloads View citations (8) (2015)
  2. Comparing the shape of recoveries: France, the UK and the US
    Economic Modelling, 2015, 44, (C), 327-334 Downloads View citations (17)
    See also Working Paper Comparing the shapes of recoveries: France, the UK and the US, Post-Print (2015) View citations (6) (2015)
  3. Macroeconomic forecasting during the Great Recession: The return of non-linearity?
    International Journal of Forecasting, 2015, 31, (3), 664-679 Downloads View citations (35)
    See also Working Paper Macroeconomic forecasting during the Great Recession: the return of non-linearity?, Post-Print (2015) View citations (21) (2015)

2014

  1. Dynamic factor models: A review of the literature
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2014, 2013, (2), 73-107 Downloads View citations (13)
    See also Working Paper Dynamic Factor Models: A review of the Literature, Working papers (2013) Downloads View citations (31) (2013)
  2. Explaining US employment growth after the great recession: The role of output–employment non-linearities
    Journal of Macroeconomics, 2014, 42, (C), 118-129 Downloads View citations (10)
    See also Working Paper Explaining US employment growth after the Great Recession: the role of output-employment non-linearities, Post-Print (2014) View citations (9) (2014)
  3. Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
    Economic Modelling, 2014, 36, (C), 44-50 Downloads View citations (26)
    See also Working Paper Forecasting growth during the Great Recession: is financial volatility the missing ingredient?, Post-Print (2014) View citations (23) (2014)
  4. Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux
    Bulletin de la Banque de France, 2014, (198), 113-124 Downloads
    See also Working Paper Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux, Post-Print (2014) (2014)
  5. The way out of recessions: A forecasting analysis for some Euro area countries
    International Journal of Forecasting, 2014, 30, (3), 539-549 Downloads View citations (19)
    See also Working Paper The way out of recessions: A forecasting analysis for some Euro area countries, Post-Print (2014) View citations (16) (2014)
  6. US labour market and monetary policy: current debates and challenges
    Quarterly selection of articles - Bulletin de la Banque de France, 2014, (36), 111-129 Downloads

2013

  1. Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area
    Journal of Forecasting, 2013, 32, (7), 577-586 Downloads View citations (4)
    See also Working Paper Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2013) View citations (6) (2013)
  2. Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession
    Applied Economics Letters, 2013, 20, (3), 233-237 Downloads View citations (15)
    See also Working Paper Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession, Post-Print (2013) View citations (13) (2013)
  3. Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose
    Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 64-79 Downloads View citations (19)
    See also Working Paper Testing the number of factors: An empirical assessment for forecasting purposes, Post-Print (2013) View citations (15) (2013)

2012

  1. MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY
    Bulletin of Economic Research, 2012, 64, (Supplement 1), s53-s70 Downloads View citations (24)
  2. Macro-financial linkages and business cycles: A factor-augmented probit approach
    Economic Modelling, 2012, 29, (5), 1793-1797 Downloads View citations (12)
  3. Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris
    Bulletin de la Banque de France, 2012, (187), 63-69 Downloads
  4. Une revue de la littérature des modèles à facteurs dynamiques
    Économie et Prévision, 2012, 199, (1), 51-77 Downloads View citations (1)
    See also Working Paper Une revue de la littérature des modèles à facteurs dynamiques, Post-Print (2013) (2013)

2011

  1. Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris
    Quarterly selection of articles - Bulletin de la Banque de France, 2011, (24), 135-144 Downloads
  2. Identification of Slowdowns and Accelerations for the Euro Area Economy
    Oxford Bulletin of Economics and Statistics, 2011, 73, (3), 335-364 View citations (9)
    See also Working Paper Identification of slowdowns and accelerations for the euro area economy, Working papers (2009) Downloads View citations (9) (2009)

2010

  1. Are disaggregate data useful for factor analysis in forecasting French GDP?
    Journal of Forecasting, 2010, 29, (1-2), 132-144 Downloads View citations (94)
    See also Working Paper Are disaggregate data useful for factor analysis in forecasting French GDP?, Working papers (2009) Downloads View citations (10) (2009)
  2. GDP nowcasting with ragged-edge data: a semi-parametric modeling
    Journal of Forecasting, 2010, 29, (1-2), 186-199 Downloads View citations (17)
    See also Working Paper GDP nowcasting with ragged-edge data: a semi-parametric modeling, PSE-Ecole d'économie de Paris (Postprint) (2010) Downloads View citations (10) (2010)
  3. Housing markets after the crisis: lessons for the macroeconomy
    Quarterly selection of articles - Bulletin de la Banque de France, 2010, (17), 39-45 Downloads
  4. Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ?
    Bulletin de la Banque de France, 2010, (179), 25-29 Downloads
  5. Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques
    Revue économique, 2010, 61, (3), 645-655 Downloads

2009

  1. Caractérisation et datation des cycles économiques en zone euro
    Revue économique, 2009, 60, (3), 703-712 Downloads View citations (15)
  2. Un indicateur probabiliste du cycle d'accélération pour l'économie française
    Economie & Prévision, 2009, n° 189, (3), 95-114 Downloads View citations (4)
    Also in Économie et Prévision, 2009, 189, (3), 95-114 (2009) Downloads View citations (4)

2008

  1. A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA
    Manchester School, 2008, 76, (5), 549-577 Downloads View citations (53)
  2. Business surveys modelling with Seasonal-Cyclical Long Memory models
    Economics Bulletin, 2008, 3, (29), 1-10 Downloads View citations (2)
    See also Working Paper Business surveys modelling with Seasonal-Cyclical Long Memory models, Working papers (2008) Downloads View citations (2) (2008)
  3. L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle
    Bulletin de la Banque de France, 2008, (171), 43-51 Downloads View citations (2)
  4. OPTIM: a quarterly forecasting tool for French GDP
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (13), 31-47 Downloads
  5. OPTIM: un outil de prévision trimestrielle du PIB de la France
    Bulletin de la Banque de France, 2008, (171), 31-42 Downloads
  6. The contribution of cyclical turning point indicators to business cycle analysis
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (13), 49-61 Downloads View citations (2)

2007

  1. Point and interval nowcasts of the Euro area IPI
    Applied Economics Letters, 2007, 14, (2), 115-120 Downloads View citations (11)

2006

  1. Detection of the Industrial Business Cycle using SETAR Models
    Journal of Business Cycle Measurement and Analysis, 2006, 2005, (3), 353-371 Downloads View citations (5)
    See also Working Paper Detection of the Industrial Business Cycle using SETAR models, Post-Print (2005) Downloads View citations (4) (2005)

2004

  1. Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators
    Journal of Business Cycle Measurement and Analysis, 2004, 2004, (2), 193-225 Downloads View citations (42)
  2. La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ?
    Economie Internationale, 2004, (99), 91-111 Downloads View citations (3)

2003

  1. A three-regime real-time indicator for the US economy
    Economics Letters, 2003, 81, (3), 373-378 Downloads View citations (62)

2001

  1. Forecasting with k-Factor Gegenbauer Processes: Theory and Applications
    Journal of Forecasting, 2001, 20, (8), 581-601 View citations (58)
    See also Working Paper Forecasting with k-factor Gegenbauer Processes: Theory and Applications, Post-Print (2001) View citations (47) (2001)

Edited books

2018

  1. International Macroeconomics in the Wake of the Global Financial Crisis
    Financial and Monetary Policy Studies, Springer View citations (11)

Chapters

2018

  1. Introduction
    Springer
  2. Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges
    Springer View citations (3)
    See also Working Paper Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges, CEPII research center (2017) Downloads View citations (12) (2017)
 
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